Digital Signal Processing Updated

Digital Signal Processing
By
Prof. Upendra Kumar Sahoo
Dept. of ECE, NIT Rourkela
02/21/2022 Digital Signal processing 1

Block Diagram of DSP
• Analog Signal Processing
Analog Signal processor 𝑦 (𝑡)
• Digital Signal Processing
x ADC Digital Signal Processor DAC 𝑦 (𝑡)

ADC
X(t) Sampler X(nTs) Quantizer Xq(nTs)
X(nTs) X(nTs)
X(t)
nTs nTs
t
Discrete signal vector
𝑥 ( 𝑛𝑇𝑠 ) =[ …, 𝑥 ( −𝑇𝑠 ) , 𝑥 ( 0 ) , 𝑥 ( 𝑇𝑠 ) , 𝑥 ( 2 𝑇𝑠 ) , … ]
Discrete signal vector in another form
𝑥(𝑛)= [ … , 𝑥 (− 1 ) , 𝑥 ( 0 ) , 𝑥 (1 ) , 𝑥 ( 2 ) , … ]
Signal representation Signal Operations
Form1 Shifting
𝑥 ( 𝑛 ) ={1,2,4,2.5,0,1}
1. Right shifting 
x  n   1, 2, 4, 2.5, 0,1


Form2

x  n  2   0,1, 2, 4, 2.5, 0,1 
{
1,𝑛≥ 0
} 2. Left shifting 
𝑥 ( 𝑛) =
0 , 𝑛< 0 
x  n  2   1, 2, 4, 2.5, 0,1


Folding
1. Unit impulse signal

x  n   1, 2, 4, 2.5, 0,1 
{
1 , 𝑛=0
}

𝑥 ( 𝑛) =
0 , 𝑛= 0

x  n   1, 0, 2.5, 4, 2,1


2. Unit step signal
𝑥 ( 𝑛) =
{ 1,𝑛≥ 0
0 , 𝑛< 0 } Scaling
3. Unit ramp signal

1. Down sampling 
x  n   1, 2, 4, 2.5, 0,1


x  2n   2, 2.5,1 
𝑥 ( 𝑛) =
02/21/2022
{ 𝑛 ,𝑛 ≥ 0
0 , 𝑛< 0 } 2. Up sampling
Digital Signal processing 

x  n   1, 0, 2, 0, 4, 0, 2.5, 0,0, 0,1


 4
Classification of signals
𝑥 ( 𝑛 ) ={1,2,4,2.5,0,1}
Energy of a signal x(n)(Ex)=
Power of a signal x(n)(Px)=
1. Energy signal vs power signal 2. Periodic signal and aperiodic signal
Energy signal Power signal Periodic Signal Aperiodic Signal

1. Energy is finite 1. Power is finite x(n)=x(n+kN), for any k x(n)x(n+kN), for any k
2. Power is zero 2. Energy is infinite
2. Periodic signal Vs aperiodic signal
3. Even signal Vs Odd signal

Even signal Odd signal
1. x  n   x   n  1, x  n    x  n 

Discrete Time Systems Different Types of Systems
 Discrete time system is a device or Systems Input output relation
algorithm that operates on a discrete time
signal called input or excitation of the Indentity system
y n   x n 
system in a predefined rule to produce
Unity delay system
another discrete time signal called output y  n   x  n  1
or response of the system.
Unity advance system y  n   x  n  1
Moving average 1
y  n    x  n  1  x  n   x  n  1
y  n   F  x  n  system 3
Median Filter y  n   median  x  n  1 , x  n  , x  n  1
Accumulator
n
y n   x k 
x n F  y n
k 

Classification of systems
1. Stable Vs unstable systems
Def: For bounded input if output is bounded then it is a stable system
2. Causal Vs uncausal systems
2. Linear vs nonlinear system

If and
Then
4. Time varying vs time invariant systems

If then
5. Static vs dynamic system

Impulse response
If Consider the system
So Impulse response of the system is
If
Finite impulse respose(FIR) system h(n)=[h(0),h(1),h(2)]
h(0)
X(n) ×
h(1)
−1
𝑧
× +
𝑧− 1 h(2)
× + Y(n)
Convolution Operation
1. Folding
Signal representation using unit impulse signal h(  k )

2. Shifting
x n   x  k   n  k 
k 
h(n  k )
Output representation using impulse response of the system
3. Multiplication
   x  k  h(n  k )
y  n   F   x  k   n  k  
 k  

4. Addition
  x  k  F   n  k  
k  y n    x k  h n  k 
k 

  x k  h n  k 
k 

System Classification of LTI system
1. Stable Vs unstable system 2. Causal Vs Noncausal system

y n    h k  x n  k 
k 
h(n)  0, n  0
 ...  h  1 x  n  1  h  0  x  n   h 1 x  n  1
 h  2  x  n  2   ...

y n   h k  x n  k 
k 
 Condition for causal system is
y n    h k  x n  k 
a 
k 

h  k   0, k  0
  h k  x n  k 
k  For Causal system the convolution formula is
b  
  h k  x n  k  
y n   h k  x n  k 
k 
c  
 Mx  h k 
k 
k 0

System Classification of LTI system
4. Time invariant Vs time varying

3. Linear Vs Nonlinear systems 
y n   h k  x n  k 
k 


y n    h k  x n  k  y n  l    h k  x n  l  k 
k 
k 

 h  k   a x  n  k   a x n  k 
1 1 2 2
k  5. Finite impulse response Vs infinite

Impulse Response System
  a h  k  x  n  k   a h  k  x n  k 
k 
1 1 2 2
 a1 y1  k   a2 y2  k  M2
y n   h k  x n  k 
k  M1
M2
y n   h k  x n  k 
k 0

Infinite Impulse Response(IIR) System
h(0)
X(n) × + + Y(n)
h(1) b(1)
𝑧− 1 𝑧− 1
× + + ×
𝑧− 1 h(2) b(2) 𝑧− 1
× ×
Direct Form I
y  n   h  0  x  n   h 1 x  n  1  h  2  x  n  2 
 b 1 y  n  1  b  2  y  n  2 

Direct Form II
h(0)
X(n)
+ × + Y(n)
b(1) h(1)
−1
𝑧
+ × × +
b(2) 𝑧− 1 h(2)
× ×
y  n   h  0  x  n   h 1 x  n  1  h  2  x  n  2 
 b 1 y  n  1  b  2  y  n  2 

Correlation Applications of Correlation
1. Autocorrelation 1. Target detection using RADAR

x  n   1, 0.5, 2,1, 0, 0.2, 2



Rxx  k    x n  x n  k 
n 
2. Cross correlation

Tx  x  n 
Rxy  k    x n  y n  k 
n  Rx  ax  n   w  n 

RTR (k )   Tx  n  Rx  n  k 
n 

Applications contd…
2. Digital Communication
Tx Channel Rx
xo  n  , x1  n  w n y  n   xi  n   w  n 
 x0  n  , Rx0 y  Rx0 y xo t  x1 t 
R n   
 x1  n  , Rx0 y  Rx0 y
Different types of Digital signal

1. ASK (Amplitude shift keying) x0 t  x1 t 
2. PSK (Phase shift keying)
3. FSK (Frequency shift keying)

Properties of the Correlation
1. Correlation sequence is an even sequence. 

2
2. The correlation sequence value is maximum at Rxx  0  

n 
 ax  n   by  n  l   0
a 2 Rxx  0   b 2 Ryy  0   2abRxy (l )  0

ax  n   by  n  l  a
2
a
Rxx  0     Rxy l  2    R yy  0   0
b b

2
  ax  n   by  n  l  Discrimination function should be greater
n  than zero

 
n 
 a 2 x 2  n   b 2 y 2  n  l   2abx  n  y  n  l 
4  Rxy
2
l   Rxx  0  Ryy  0   0
  
Rxy l   Rxx  0  Ryy  0 
a 2

n 
x n   b
2 2

n 
y  n  l   2ab  x  n  y  n  l 
2
n  Rxy l 
1  1
 a Rxx  0   b Ryy  0   2abRxy (l )
2 2
Rxx  0  Ryy  0 

Correlation Coefficient Correlation of Periodic sequence
Rxy l  Suppose x  n  , y  n  are two power signals

1  1
Rxx  0  Ryy  0 
If x  y
 1 M

Rxx l 
Rxy l   lim 
M  2 M  1

 x  n  y  n  l  

1  1 n  M
Rxx  0   1 M

Rxx l   lim   x  n  x  n  l 
Rxx l  M  2 M  1
 n  M 
 xx l  
Rxx  0 
1 N 1
Rxy l  
N
 x n  y n  l 
n0
1 N 1
Rxx l  
N
 x n  x n  l 
n 0

Correlation Contd… Solution to the problem
Consider the following signal Find the auto-correlation of the sequence y  n 
1 M 1
y  n   x  n   w  n  , 0  n  M , M  N Ryy l     x  n   w  n   x  n  l   w  n  l 
M n 0
1 M 1 1 M 1
 
M n 0
x  n  x  n  l   x  n  w  n  l 
M n 0
Observed Signal Random Interference a b 
1 M 1
1 M 1
Signal of Interest, which is a periodic signal of unknown period N 
M

n 0
w  n  x  n  l 
M
 w n w n  l 
n 0
c  d 
Problem: What is period of the signal x  n  ? 1. Term (a) is a periodic sequence having maximum
value at 0, N ,2N
2. Term (b) is a very small quantity.
3. Term (c) is a very small quantity.
4. Term (d) is non zero at l=0 and nearly zero at
other

Correlation contd…
Input Output
h n Autocorrelation between output signal is
x n y n
Ryy l   y l   y  l 
  x l   h l    x  l   h  l 
   h l   h  l    x l   x  l 
y n   h k  x n  k 
k 
 Rhh l   Rxx l 
Cross correlation between input and output signal is
Rxy  l   y l  * x  l 
 h  l  * x  l  * x  l 
 h  l  * Rxx  l 

LTI System Characterized By Constant Coefficient
Difference Equation
 Consider the following recursive equation n
y  n   a y  1   a k x  n  k 
n 1
y  n   ay  n  1  x  n     
y zi  n  k 0    
y zs  n 
 Block Diagram
x n  y n
+ Total Response =Zero-input response+ Zero-state Response
z 1
a
 Zero input response is also called free response or
 Output Behavior
natural response.
y  0   ay  1  x  0   Zero state response is called forced response.
y 1  ay  0   x 1  a 2 y  1  ax  0   x 1
 
n
y n  a n 1
y  1   a k x  n  k 
k 0
Linearity Condition for a Generalized System
Consider the following generalized system
N M
y  n    ai y  n  i    b j x  n  j 
i 1 j 0
Linearity property:
For the linearity condition to be satisfied the system needs to satisfy the following three requirements.
 The total response needs to be combination of zero state response and zero input response
 The principle of superposition should be applied for zero state response(zero state linear).
 The principle of superposition should be applied for zero input response(zero input linear).
Time invariant property:

 A system can be called time invariant if all the coefficients ai , i  1,..., N b j , j  0,..., N does
not vary with time.
Stability:
 For every bounded input and bounded state condition if the total response is bounded then the
system is stable.

Stability continued…
n
y n  a n 1
y  1   a k x  n  k 
k 0
n
y n  a n 1
y  1   x n  k 
a k
k 0
n
a n 1
y  1   a k x  n  k 
k 0
n
a n 1
y  1  M x  a k
k 0
1  an
a n 1
y  1  M x
1 a

Solutions For Linear Constant Coefficient Difference Equation
2 N M
d y dy y  n    ai y  n  i    b j x  n  j 
a 2
 b  c  f x
dt dt i 1 j 0
Total solution Total solution
y  t   yh  t   y p  t  y  n   yh  n   y p  n 
Homogeneous solution Homogeneous solution

d2y dy N
a
dt 2
 b
dt
c 0  a y n  i   0
k 0
i
yh  n    n
yh  t   e  t Characteristic polynomial
N
a   n  N   N  a1 N 1  ...  aN   0
nk
Characteristic polynomial k 0
k 0
2
a  b  c  0
 N  a1 N 1  ...  aN  0
Homogeneous solution contd…
 Number of roots of characteristic polynomial is N.  Characteristic polynomial
 Assume that each roots are distinct
 Homogeneous solution is yh  n   c11  c2 2    cN N
n n n
 n  a1 n 1  0
y  n   a1 y  n  1  x  n    a1  0
   a1
 The homogeneous solution can be found out setting x n   0
 Homogeneous solution is
yh  n   a1 yh  n  1  0
yh  n   C  n  C  a1 
n
 Possible homogeneous solution

y  0   a1 y  1  0
yh  n    n
C  a1 y  1  0
C   a1 y  1

yh  n     a1  y  1 , n  0
n 1
 Problem: Find the homogeneous solution of the following difference equation
y  n   3 y  n  1  4 y  n  2   0
 Homogeneous solution is
 Solution:
yh  n   c1  1  c2 4n
n
y n    n
 Characteristic polynomial  Taking n  0 and n  1 we get
 n 1   2  3  4   0 y  0   3 y  1  4 y  2 
y 1  3 y  0   4 y  1
 Roots are
 3 3 y  1  4 y  2   4 y  1
  1, 4
 13 y  1  12 y  2 

 Homogeneous solution is given by
 Taking n  0,1 we get
y  0   c1  c2  1 4 
y zi  n     y  1  y  2    1
n
y 1  c1  4c2  5 5 

 16 16  n
 Equating these twos   y  1  y  2    4 
 5 5 
c1  c2  3 y  1  4 y  2 
c1  4c2  13 y  1  12 y  2 
 Thus
1 4
c1   y  1  y  2 
5 5
16 16
c2  y  1  y  2 
5 5

Particular Solution
N M
 a y  n  k    b x n  k ,
k 0
k p
k 0
k a0  1
Problem: Determine the particular solution of the first order difference equation
y  n   a1 y  n  1  x  n  , a1  1 where the input x  n  is a unit step sequence, that is
x n   u n 
Particular Solution: y p  n   ku  n 
1
yp n  u n
ku  n   a1ku  n  1  u  n  1  a1
1
k
1  a1

Particular Solution contd…
Input Signal x n Particular Solution y p n
A K
AM n KM n
An M K 0 n M  K1n M 1    K M
An n M An  K 0 n M  K1n M 1    K M 
 A cos w0 n 
  K1 cos w0 n  K 2 sin w0 n
 A sin w0 n 
Total solution=homogeneous solution + particular solution

Particular Solution Contd…
Determine the solution y  n  , n  0 to the difference equation y  n   a1 y  n  1  x  n  when x  n   u  n  is

an input sequence andy  1 is the initial condition.
y  0   a1 y  1  1
yh  n   C  n  C  a1 
n
y  0   1  a1 y  1
1
y p n   u n  y 0  C 
1
1  a1 1  a1
1 1
y  n   C   a1  u n 
n
 C  1  a1 y  1
1  a1 1  a1
a1
C  a1 y  1
1  a1

Impulse Response of LTI Recursive System
n
yzs  n    a k x  n  k 
k 0

Problem-1
Two discrete time systems F1 andF2 are connected in cascade to form a new system F as shown below
w n
xc  n  F1 F2 yc  n 
x n F y n
1. If F1 and F2 are linear then F is linear.

2. If F1 and F2 are causal then F is causal.
3. If F1 and F2 are stable then F is stable

Solution 1
F1
xc1  n   w1  n  F1
a1 xc1  a2 xc 2  n   a1w1  n   a2 w2  n 
F1
xc 2  n   w2  n  F2
a1w1  n   a2 w2  n   a1 yc1  n   a2 yc 2  n 
F2
w1  n   yc1  n 
F1 F2
F2
w2  n   yc 2  n 
a1 xc1  a2 xc 2  n   a1 yc1  n   a2 yc 2  n 
F1 F2
xc1  n   yc1  n 
F1 F2
xc 2  n   yc 2  n 
F1F2
a1 xc1  a2 xc 2  n  ?

Solution 2 Solution 3
 
w  n    h1  k  xc  n  k  w n   h l  x  n  l 
l 
1 c
k 0 

yc  n    h2  l  w  n  l  w n   
l 
h1 l  xc  n  l 
l 0


yc  n    h2 l  w  n  l 
 M xc 
l 
h1  l 
l 0
 
 M xc M h1
  h2 l   h1  k  xc  n  k  l 
l 0 k 0
  
   h2 l  h1  k  xc  n  k  l 
l 0 k 0
yc  n   
l 
h2  l  w  n  l 
p  k l 
    h2  l  w  n  l 
yc  n     h2 l  h1  p  l  xc  n  p  l 
l 0 p 0 

  
 M xc M h1  h2  l 
    h2  l  h1  p  l  xc  n  p  l 
p 0  l 0   M xc M h1 M h 2
Problem 2:
Let F be an LTI, relaxed, and BIBO stable system with input x  n  and output y .n  Show that
1. If x  n  is periodic then y  n  is also periodic with same period as of input.
2. If x  n  is bounded and tends to constant then y  n  is bounded and also tends top constant.
Solution

y n  

h k  x n  k 
y n   h k  x n  k 
k 
k 
 
y  n  pN    h  k  x  n  pN  k  y n   A  h k 
k  k 

y  n  pN    h k  x n  k 
k  y  n   AM h
y  n  pN   y  n 

Problem 3
Consider the signal   n   a nu  n  , 0  a  1. 
1. Show that any sequence x  n  can be decomposed as x  n   

ck   n  k  and express c in terms of x  n 
k
2. Use the properties of linearity and time invariance to express the output y  n   F  x  n  in terms of x  n 
n 
and the signal g  n   F   n  , where F  is an LTI system.

3. Express the impulse response h  n  in terms of g  n 
Solution   n     n   a  n  1

x n   xk   n  k    n   a n u  n  , 0  a  1. 
k  x n  x
k 
k   n  k   a  n  1  k 
 1, a, a 2 ,  
x n   x  n  k      x   n  k    ax   n  k  1
k k
k
k  k  k 
a  n  1  a nu  n  1 , 0  a  1.  
1 n  0   x   n  k    ax  n  p 
 n   0, a, a ,
2
k p 1
0 n  0
k  p 
  
  x
k 
k  axk 1   n  k 
Problem 4
Determine the response y  n  , n  0 of the system described by the second order difference
equation y  n   3 y  n  1  4 y  n  2   x  n   2 x  n  1 to the input x  n   4n u  n  .
Solution
Particular solution
Homogeneous solution
y  n   3 y  n  1  4 y  n  2   0 y  n   3 y  n  1  4 y  n  2   x  n   2 x  n  1
yh  n    n y p  n   An4n u  n 
 n  2   2  3  4   0
An4n u  n   3 A  n  1 4n 1 u  n  1  4 A  n  2  4 n 2 u n  2 
 2  3  4  0
  4, 1
 4n u  n   2  4n 1 u  n  1
yh  n   c1 4n  c2  1
n

Solution
y  n   3 y  n  1  4 y  n  2   x  n   2 x  n  1
n2 y  0   3 y  1  4 y  2   x  0 
y 1  3 y 0   4 y  1  x 1  2 x  0 
32 A  12 A  16  8
 3 3 y  1  4 y  2   x  0   4 y  1  x 1  2 x  0 
6
A  5 y  1  12 y  2   x 1  5 x  0 
5
6
y p  n   n4n u  n  y  0   c1  c2
5
24
y 1  4c1  c2 
5
y  n   yh  n   y p  n 
6 n
 c1 4 u  n   c2  1 u  n   n 4 u  n 
n n

Problem 5
An audio signals  t  generated by loud speaker is reflected at two different walls with reflection coefficient r1 and r2.
The signal x t  recorded by a microphone close to the loudspeaker, after sampling is
x  n   s  n   r1s  n  k1   r2 s  n  k 2  ,where k1 and k 2 are the delays of the two echoes.
(a) Determine the autocorrelation Rxx l  of the signal x  n  ,
(b) Can we determine r1 , r2 , k1 , k2 by observing Rxx l  ?
(c) What happens if r2  0 ?

Z-Transform
Im(z)

X z  
n 
x n  z n
ROC
Where z is a complex variable
z
x n   X z C0 Re(z)
n
1
x n     u n 
2
1
xz  , ROC : z  2
1 1
1 z
2
Z-transform contd.

ROC
X  z  z  re j   x n r  n  j n
e
n 
C0 r2 Re(z
 
)
X z  
n 
x  n  r  n e  j n  
n 
x n  r n
 
x n 
X  z    x  n  r n

n 0 n 0 rn Im(z)
ROC
ROC
 
x n r1
 x  n  r
n0
n
 rn
C0 Re(z C0 Re(z)
n 0 )
r1 r2

Properties of the z-transform
1. Linearity 3. Scaling in the z-domain

z
x1  n   X 1  z 
z
x n  X  z 
z z
x2  n   X 2  z  a x  n   X  a 1 z 
n
z
a1 x1  n   a2 x2  n   a1 X 1  z   a2 X 2  z 
4. Time reversal
2. Time shifting z
z
x n   X z
x n  X  z  z
x n  k   z k X  z 
x  n   X z 1

Contd…
5. Differentiation in the z-domain 7. Multiplication of two sequences
z
x n  X  z 
z
x1  n   X 1  z 
zdX  z  z
nx  n   z x2  n   X 2  z 
dz z 1  z  1
x1  n  x2  n   
 X 1  v  X 2  v dv
2 j c
v
6. Convolution of two sequences 8. Initial value theorem
z
x1  n   X 1  z 
z x  0   lim X z
x2  n   X 2  z  z 
z
x1  n  * x2  n   X 1  z  X 2  z 

Rational Z-transform
M
B  z  b0  b1 z 1  ...  bM z  M  m
b z m
X z    m0
A  z  a0  a1 z  ...  aN z
1 N N
a z
n 0
n
n
b b
z M   1  z M 1  ...   M 
B  z  b0 N  M  b0   b0 
X z   z
A  z  a0 a a
z N   1  z M 1  ...   N 
 a0   a0 
Bz b0 N  M  z  z1  z  z2  ...  z  z M 
X z   z
A  z  a0  z  z1  z  z2 ...  z  z N 

Rational Z-transform
M
z  z  k
X  z   Gz N  M k 1
M
z  p 
k 1
k
b0
G
a0
It has M number of finite zeros at z1 , z2 ,..., z M
It has N number of finite poles at p1 , p2 ,..., p N

Pole Location and Time Domain Behavior of Causal Signal
Im(z) X(n)
0 1 Re(z) n
0 1 Re(z) n

0 1 Re(z) n 0 1 Re(z) n
0 1 Re(z) n 2
0 1 Re(z) n
0 1 Re(z) n 0 1 Re(z) n

x(n)
Im(z) rn
n
0 1 Re(z)
r 1
n
0 1 Re(z)
n
r
0 1 Re(z) n

The System Function of an LTI System
z N M
y n  Y  z   a y n  k    b x n  k 
k k
k 0 k 0
z
x n  X  z  N M
z
 k
a
k 0
z Y    k X z
z  b zk
k
k 0
h n   H  z  M
Y z  H z X z Y z  k

b z k
H z   k 0
X z N
1   ak z  k
k 1

The System Function of an LTI System
All zero system or moving average system
M M
M  k
b z M k
z  z  k
H  z    bk z  k  k 0
 k 1
k 0 zM zM
All pole system
b0 b0 z N
H z  N
 N
1   ak z  k z  p  k
k 1 k 1

Analysis of LTI system in z-domain
Bz N z
Y z  H z X z Y z 
A z  Q z 
N z Using partial fraction expansion
X z 
Qz
Ak N N
Qk
poles  q1 , q2 ,..., qL Y z   1
 1
k 1 1  pk z k 1 1  qk z
B z
H z  Time domain behavior of the output is
Az  N N
Y  z    Ak  pk  u  n    Qk  qk  u  n 
n n
poles  p1 , p2 ,..., pN k 1 k 1

N N
y  n    Ak  pk  u  n    Qk  qk  u  n 
n n

Total response k 1      k 1     
Natural response Forced response
1. Causality and stability

If the ROC of the transfer function is the exterior of a circle including z

 h n  
n 

Multiple order poles and stability
Consider two-pole systems of second order
y  n    a1 y  n  1  a1 y  n  1  b0 x  n 
The system function is
Y z b0 b0 z 2
H z    2
X  z  1  a1 z  a2 z
1 1
z  a1 z  a2
The system has two zeros and two poles at
a1 a12  4a2
p1 , p2   
2 4

Contd.. Real and Distinct Poles
 The system is BIBO stable if the poles lie inside the unit a12  4a2
circle If p1  1 and p 1
2
A1 A2
H z  
 The roots of the quadratic equation must satisfy 1  p1 z 1 1  p2 z 1
a1    p1  p2 
b0 p1
A1 
a2  p1 p2 p1  p2
a2  p1 p2  1 b0 p2
A2 
p1  p2
a1  1  a2
b0
h n  
p1  p2
 p1
n 1
 p 2 u n 
n 1

Contd..
a2 a 
2
a2  1
Stability Triangle 4
Complex conjugate poles
a2  a1  1
1
Real and equal poles

a1
-2 -1 1 2
-1
Real and distinct poles
a2   a1  1

Real and Equal Poles Complex Conjugate Poles
a12  4a2 a12  4a2

a1 H z 
A A*
p1  p2  p  
2 1  pz 1
1  p* z 1
b0 A A*
H z   jw0 1

1  re z 1  re  jw0 z 1
1  pz 
1 2
h  n   b0  n  1 p u  n 
n n b0 r n
h n  sin  n  1 w0u  n 
sin w0

One Sided Z-Transform

Properties of the one sided z-transform
X 
 z    x n  z n
n 0 1. Time delay
z
x n  X 
z z
x n  X   z 
z
 k
n
 It does not contain any information
x  n  k   z  X  z    x  n  z 
k 
about the negative values of the time.

 n 1 
 It is unique only for causal signal z
 It is similar to the z-transform of x  n  u  n  x n  k   z k X   z 

Contd…
2. Time Advance
z
x n   X   z 
z
  k 1
n 
x n  k   z  X  z    x n  z  , k  0
k
 n0 
3. Final Value Theorem

z
x n   X   z 
lim x  n   lim  z  1 X   z 
n  z 1
If ROC of  z  1 X   z  include unit circle.

Problem 1
The well-known Fibonacci numbers of sequence is obtained by computing each term by sum
Of the two previous ones. The first few terms of the sequences are 1,1,2,3,5,8,… . Determine a closed
form expression for the nth term of the Fibonacci sequence.
Solution:
y  n   y  n  1  y  n  2 
y  n   y  n  1  y  n  2 
Y   z    z 1Y   z   Y  1   z 2Y   z   y  2   y  1 z 1 
y  0   y  1  y  2   1
Y   z    z 1Y   z    z 2Y   z   1
y 1  y  0   y  1  1
y  1  0 1  z 1
 z 2
 z 1
Y 
y  2   1 1
Y  z 
1  z 1  z 2

Contd…
2
z
Y  z  2 1
z  z 1
1 5 1 5
p1  , p2 
2 2
A1  p1 5 , A2   p2 5
1  5  1  5  n 1  5  1  5  n 
y n          u  n 
 2 5  2  2 5  2  
 

Problem 2
Determine the step response of the system y  n   ay  n  1  x  n  ,  1  a  1 ,
when initial condition is y  1  1 .
Solution: Taking one sided z-transform

1  a n 1
Y 
 z   a  z 1
Y 
 z   y  1  X  z  
y n  a u n  
n 1
u n 
1 a
Y   z   a  z 1Y   z   1  X   z 
1  az Y  z   a  X  z 
1  
a 1
Y  z  
1  az 1 1  az 1 1  z 1 

Response of Pole-Zero System with Nonzero Initial Condition
N M
y  n    a1 y  n  k    bk x  n  k 
k 1 k 0
N M
Y 
 z    ak z k
Y 
 z   y  n  z n
   bk z  k X   z 
k 1 k 0
M N k
 bk z k
 ak z k
 y   n  z n
Y  z  k 0
N
X z  k 1 n 1
N
1   ak z  k 1   ak z  k
k 1 k 1
N0  z 
 H z X z
Az

Contd…
N k N
y zi  n    Dk  pk  u  n 
n
N 0  z    ak z k
 y  n  z n
k 1
k 1 n 1
N N
Zero-state response y  n    Ak  pk  u  n    Dk  pk  u  n 
n n
k 1 k 1
Yzs  z   H  z  X  z  N
  Qk  qk  u  n 
n
k 1
Zero-input response N N
   Ak  Dk  pk  u  n    Qk  qk  u  n 
n n
N0  z 
k 1 k 1
Yzi  z  

A z 

Continuous time Fourier Series(CTFS)

x t   
k 
ck e j 2 kF0t Synthesis Equation
F0 Fundamental frequency of the periodic signal

ck Coefficients of the signal
Tp
1
 
 j 2 kF0t
ck  x t e dt Analysis Equation
Tp 0

Power Density Spectrum of Periodic Signal
1 2
Px 
Tp  x t 
Tp
dt
1
Px   x t  x* t  dt
Tp Tp
1 

Tp 
Tp
x t  
k 
ck* e  j 2 F0t dt
4F0 3F0 2F0  F0 F0 2F0 3F0 4F0

1
 
k 
ck*
Tp Tp
x t  e  j 2 F0t dt
  ck  ck ek
cc 
* 2
 k k  ck
k  k 

Continuous Time Fourier Transform(CTFT)
x t 
x  t   lim x p t 
T p 

1 T2 0 t
x p t   ce j 2 F0t  T2
k , Fo  2 2
k  Tp
Tp 2
1 x p t 
ck   x p t  e  j 2 kF0t dt
Tp Tp 2

1
ck   x t  e  j 2 kF0t dt Tp 
Tp 0 Tp Tp t
Tp 
2
2

Contd…

X f  x t  e  j 2 Ft dt lim x p  t   x t 

 T p 
1  lim  X  k F  e j 2 k Ft F
ck  X  kF0  F  0
k 
Tp 
x t    X  F  e j 2 Ft dF

1 
x p t  
Tp

k 
X  kF0  e j 2 kF0t

x p t   
k 
X  k F  e j 2 k Ft F

Contd…

Synthesis Equation X t    x  F  e j 2 Ft dF


Analysis Equation X F    x t  e  j 2 Ft dt

Dirichlet’s Condition
1. The signal x t  has a finite number of discontinuities.
2. The signal x t  has finite number of maxima and minima.
3. The signal x t  is absolutely integrable, that is


 x t  dt   2

 x t 

dt  

Energy Density Spectrum of Aperiodic Signal

2
Ex 

 x t  dt
X F   X F  e
j  F 

  x t  x* t  dt S XX  F   X  F 
2


 * 
  x t    X  F  e  j 2 Ft
dF  dt
   

 

  X  F    x t  e
*  j 2 Ft
dt  dF
   
 
2
 X  F  X  F  dF   X  F 
*
 dF
 

Discrete Time Fourier Series(DTFS)
Frequency analysis of discrete time signal
N 1
 N, a 1

x  n   x  n  N  for all n  a n
 1  a N
n 0  , a 1
 1 a
j 2 kn N
e , k  0,..., N  1
N 1 N 1 N 1
N 1  x n e  j 2 nl N
  cl e
j 2  k  l  n N
x  n    ck e j 2 kn N
n0 n0 l 0
k 0
N 1
N , k  l  0,  N , 2 N ,
N 1
 N , k  0,  N , 2 N ,... e j 2  k  l  n N

 e j 2 kn N
 n 0  0, otherwise
k 0  0, otherwise

Contd…
N 1 N 1
 ck e
l 0 n0
j 2  k  l  n N
 Nck Power Density Spectrum of Periodic Signal
1 N 1 2
Px  
N n0
x n
1 N 1
ck 
N
  
x
n0
n e  j 2 kn N
1 N 1
Px   x  n  x*  n 
N n0
1 N 1
 N 1 *  j 2 kn / N 
1 N 1

N
 x  n    ck e 
ck  N   x  n  e  k 0 
 j 2 k  n  N  N n0
N n0 1 N 1 N 1

N
c *
k  x  n  e  j 2 kn / N
1 N 1 k 0 n0
  x  n  e  j 2 kn N  ck N 1 N 1
N n 0   ck*ck   ck
2
k 0 k 0

Discrete Time Fourier Transform(DTFT)
 
   j n  j m
d     x  n  e

 X   e
j m
 e d
X    
n 
x  n  e  j n    n  
 

  x  n   e j m  n  d 
X   2 k   
n 
x n  e  j   2 k n
n  

j  m  n  2 mn

e d  
  x n e
n 
 j n  j 2 kn
e  0 mn
   
  x n e
n 
 j n
 X    X   e j m d   x  n   e j m  nd
 n  
 2 x  m 


1
x m   X   e j m d 
2 

DTFT Properties
1. Linearity
F
x  n   X  
F
x1  n   X 1  
F
F
x   n   X   
x2  n   X 2  
F
a1 x1  n   a2 x2  n   a1 X 1    a2 X 2  
F
x1  n   X 1  
F F
x  n   X   x2  n   X 2  
F
x  n  k   e  j k X   F
x1  n  * x2  n   X 1   X 2  

F F
x1  n   X 1   x  n   X  
F
x2  n   X 2   F1
cos 0 n  x  n    X   0   X   0 
F 2
x1  n  * x2  n   X 1   X 2   
F
F x1  n   X 1  
x  n   X  
F
F x2  n   X 2  
e j0 n
x  n   X   0 

 F 1

n 
x1  n  x2  n  
*
2  X 1   X 2*   d 


F
x1  n   X 1  
F
x2  n   X 2  

F1
x1  n  x2  n    X   X     d 
1 2
2 
F
x  n   X  
dX  
F
nx  n   j
d

Frequency Domain Analysis of LTI Systems
Response to the complex exponential
x  n   Ae jwn
Ae jwn h n  AH  w  e jwn

y n   h k  x n  k  Magnitude
k  Phase
Gain
a   Gain
  h  k  Ae
k 
jw n  k 
j  w 
b  
 H  w  H  w e
 A   h  k  Ae  jwk  e jwn
 k  
x  n   A1e jw1n  A2e jw2 n
 AH  w  e jwn
y  n   A1 H  w1  e jw1n  A2 H  w2  e jw2 n

Contd… Problem 1:
x  n   A cos  wn 
x  n   A sin  wn 
A jwn
x  n    e  e  jwn  Find y  n  ?
2
A
y  n    H  w  e jwn  H   w  e  jwn 
2 Problem 2:
Consider the following moving average filter

A
2

H  w e 
j wn   w 
 H  w e 
 j wn   w 
 1
y  n    x  n  1  x  n   x  n  1
3
 A H  w  cos  wn    w  Find the outputy  n  for the input

x  n   10  5sin n  20 cos  n
2

Steady state and Transient Response to the Sinusoidal
Signal

Steady state Response to the Periodic signal

Response to the Aperiodic Signal

Response of an LTI system having Rational System
Function

H  w   H  z  z e jw   h n e
n 
jwn
M M
b z k
k M
 bk e  jwk   e jw
 zk 
H  w   b0 e  jw M  N k 1
H z  k 0
H  w  k 0 N
N
1   ak z k
N
1   ak e  jwk  e
k 1
jw
 pk 
k 1 k 1
 1  z e   jw
M
 1  z k z 1
 k
H  z   b0 k 1 H  w   b0 k 1
N
 1  p e 
N
 1  p z 1 
 jw
k k
k 1 k 1

Computation of the Frequency Response Function
jk  w 
e  zk  Vk  w  e
jw
j k  w 
e jw  pk  U k  w  e
V1  w V2  w  ...VM  w 
H  w   b0
U1  w U 2  w  ...U N  w 
  w   b0  w  M  N   1  w   ...
  M  w   1  w   ...  N  w 

Geometric Interpretation
Im(z) Im(z)
e jw  p1
L e jw  z1 L
V1  w 
V1  w 
1  w 
jw jw
e e
P1 Z1 P1  1 w Z1
w w
Re(z) Re(z)
C C

Ideal Filter Characteristic
H  w
H  w
1
1
w
w   wc 0 wc 
  wc 0 wc 
H  w H  w
1
1
w
  wc 0 wc 
w   wc 0 wc 

Contd…
1. Constant gain in pass band and zero gain stop band
2. Linear Phase Characteristics
1. All poles should be lie inside the unit circle in order to make the system stable and zeros can be placed anywhere.
2. All poles and zeros must be in complex conjugate pair.

Low Pass Filter
Im(z) Im(z)
L L
w w
Zk Re(z) Re(z)
C Pk Zk C Pk

High Pass Filter
L
L
w
Re(z) w
Pk C Zk Re(z)
Pk C Zk

Band Pass Filter
L L
w w
Re(z) Re(z)
Pk C Zk Pk C Zk

Notch Filter

Comb Filter

All Pass Filter

Digital Sinusoidal Oscillator

Inverse System and Deconvolution

Minimum Phase and Maximum Phase Systems

Sampling and Reconstructions of Signals

Discrete Fourier Transform

Fast Fourier Transform(FFT)

Digital Signal Processing Updated

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Digital Signal Processing

02/21/2022 Digital Signal processing 1

Analog Signal processor 𝑦 (𝑡)

• Digital Signal Processing

x ADC Digital Signal Processor DAC 𝑦 (𝑡)

02/21/2022 Digital Signal processing 2

Discrete signal vector

3. Unit ramp signal

x  n   1, 0, 2, 0, 4, 0, 2.5, 0,0, 0,1

Power of a signal x(n)(Px)=

1. Energy signal vs power signal 2. Periodic signal and aperiodic signal

Energy signal Power signal Periodic Signal Aperiodic Signal

3. Even signal Vs Odd signal

02/21/2022 Digital Signal processing 5

Median Filter y  n   median  x  n  1 , x  n  , x  n  1

02/21/2022 Digital Signal processing 6

2. Causal Vs uncausal systems

2. Linear vs nonlinear system

4. Time varying vs time invariant systems

5. Static vs dynamic system

02/21/2022 Digital Signal processing 7

02/21/2022 Digital Signal processing 9

02/21/2022 Digital Signal processing 10

4. Time invariant Vs time varying

02/21/2022 Digital Signal processing 11

02/21/2022 Digital Signal processing 12

02/21/2022 Digital Signal processing 13

1. Autocorrelation 1. Target detection using RADAR

02/21/2022 Digital Signal processing 14

Different types of Digital signal

02/21/2022 Digital Signal processing 15

1. Correlation sequence is an even sequence. 

2. The correlation sequence value is maximum at Rxx  0  

a 2 Rxx  0   b 2 Ryy  0   2abRxy (l )  0

02/21/2022 Digital Signal processing 16

Rxy l  Suppose x  n  , y  n  are two power signals

02/21/2022 Digital Signal processing 17

Consider the following signal Find the auto-correlation of the sequence y  n 

02/21/2022 Digital Signal processing 18

Cross correlation between input and output signal is

02/21/2022 Digital Signal processing 19

Time invariant property:

02/21/2022 Digital Signal processing 21

02/21/2022 Digital Signal processing 22

Total solution Total solution

Homogeneous solution Homogeneous solution

 Possible homogeneous solution

02/21/2022 Digital Signal processing 24

 Problem: Find the homogeneous solution of the following difference equation

02/21/2022 Digital Signal processing 25

y 1  c1  4c2  5 5 

02/21/2022 Digital Signal processing 26

y  n   a1 y  n  1  x  n  , a1  1 where the input x  n  is a unit step sequence, that is

02/21/2022 Digital Signal processing 27

Total solution=homogeneous solution + particular solution

02/21/2022 Digital Signal processing 28

Determine the solution y  n  , n  0 to the difference equation y  n   a1 y  n  1  x  n  when x  n   u  n  is

02/21/2022 Digital Signal processing 29

02/21/2022 Digital Signal processing 30

1. If F1 and F2 are linear then F is linear.

02/21/2022 Digital Signal processing 31

02/21/2022 Digital Signal processing 32

02/21/2022 Digital Signal processing 34