Digital Signal Processing

Lecture 5-6

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Analysis of Discrete Time Linear Time
Invariant Systems

There are two basic methods for analyzing

the behavior or response of a linear
system to a given input signal.
• Method based on direct input-output
equation of a system.
• Decomposition of the input signal into a
sum of elementary signals (usually
impulses).

2
 Impulse Response
• The impulse response is the output of a LTI system due to an
impulse input applied at time t = 0 or n = 0.
• The impulse response completely characterizes the behavior of
any LTI system.
• If the input to a linear system is expressed as a weighted
superposition of time-shifted impulses, then the output is the
weighted superposition of the response to each time shifted
impulse.
• If the system is also time invariant, then the system response to a
time shifted impulse is a time shifted version of the system
response to an impulse.
• Thus the output of a LTI system is a weighted superposition of
time shifted impulse responses. This weighted superposition is
termed as the Convolution Sum for discrete time systems and
Convolution integral for continuous time systems.
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 The Convolution Sum
Consider the product of a signal x[n] and the impulse
sequence [n], written as
x[n][n] = x[0][n]
Generalize this relationship to the product of x[n] and
a time shifted impulse sequence to obtain
x[n][n-k] = x[k][n-k]
This property allows us to express x[n] as the
following weighted sum of time shifted impulses:
x[n] = ….. + x[-2][n+2] +x[-1]n+1]+x[0][n]+
x[1][n-1]+x[2][n-2]+….

x[n ]   x[k ]n  k  (1)
k  
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 The Convolution Sum (cont.)
Let the operator H denote the system to which the input
x[n] is applied. Thus using (1) to represent the input x[n]
to the system results in the output
  
y[n]  H   x[k ][n  k ]
Using theklinearity
 
property,
 we write (2)

y[n] 
or  x[k ]Hn  k 
k  

y[n]   x[k ]h[n  k ] (3)
where h[n-k] = H{[n-k]}. The sum in (3) is termed the
k  
Convolution Sum and is denoted by the symbol *, that is,


x[n] * h[n]   x[k ]hn  k 
k  
(4)
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 Convolution Sum
• Example 1:
The impulse response of a linear time invariant
system is h[n] = {1, 2, 1, -1}

Determine the response of the system to the input

signal x[n] = {1, 2, 3, 1}

Solution: The first step in the computation of

convolution is to fold h[k]. Complete solution is
given in the next slide.

6
-1 1 2 1
-1 1 2 1
-1 1 2 1
h[-k] -1 1 2 1
x[n] 0 1 2 3 1
-1 1 2 1
-1 1 2 1
-1 1 2 1
-1 1 2

1
x[n]*h[n] = [0, 1, 4, 8, 8, 3, -2, -1] 7
Example 2: Assume that an LTI system has impulse response
h[n] = {1 2 1}

Determine the output of this system in response to the input

x[n] = {2 3 -2}

Solution: x[n]*h[n] = {0, 2, 7, 6, -1, -2}

1 2 1
1 2 1
h[-k] 1 2 1
x[k] 0 2 3 -2
1 2 1
1 2 1
1 2 1
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Example 3: Determine the output y[n] of a
linear time invariant system with impulse
response h[n] = anu[n], |a| < 1, when the
input is a unit step sequence, that is x[n] =
u[n].
 
Solution: x[n] * h[n]   x[k ]hn  k    a n u[n  k ]
k   k 0

 [1  a  a 2  ]
1

1a

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Example 4:
Determine the impulse response for the
cascade of two linear time-invariant
systems having impulse responses
h1[n]=(1/2)nu[n] and h2[n] = (1/4)nu[n].
Solution: 
1 1
n k n k

h1 n * h 2 n    h1 [k ]h 2 [n  k ]      
k 0 k 0  2   4 

n n n
1
 
4

k 0
2 k

1
4

  1  2  2 2  ...... 
1
n
 2 n 1  1   1  n   1 
n
    2    
4  2  1   2    2  
   10
 Properties of Convolution
• Commutative Law
x[n]*h[n] = h[n]*x[n]
• Associative Law
[x[n]*h1[n]]*h2[n] = x[n]*[h1[n]*h2[n]]
• Distributive Law
x[n]*[h1[n] + h2[n]] = x[n]*h1[n] + x[n]*h2[n]

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 Crosscorrelation and
Autocorrelation Sequences
• Suppose that we have two signal sequences
x[n] and y[n]. The correlation of x[n] and
y[n] is a sequence

rxy k    x[n]y[n  k ] , k = 0, 1, 2, 3, …… (1)
n  

or, equivalently, as

rxy [k ]   x[n  k ]y[k ]
n  
, k = 0, 1, 2, 3, …
(2)
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 Crosscorrelation and Autocorrelation
Sequences (cont.)
• If we reverse the roles of x[n] and y[n] in (1) and (2) and
hence reverse the order of indices xy, we obtain the
crosscorrelation sequence
, k = 0, 1, 2, 3, …… (3)

ryx k    y[n]x[n  k ]
or, equivalently,
n   as
, k = 0, 1, 2, 3, … (4)

Byrxy
comparing
[k ]   y[(1)
n  and (4)
k ]x[n ] or (2) and (3), we conclude that
n  

rxy[k] = ryx[-k] (5)

Therefore, ryx[k] is simply the folded version of rxy[k], where
folding is done with respect to k = 0.

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• Example 5: Determine the crosscorrelation
sequence of the sequences

x[n] = {…,0, 0, 2, -1, 3, 7, 1, 2, -3, 0, 0,…}

y[n] = {…,0, 0, 1, -1, 2, -2, 4, 1, -2, 5, 0, 0,…}

Solution: See next slide

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1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
2 -1 3 7 1 2 -3
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
1 -1 2 -2 4 1 -2 5
Rxy[k] ={ 10, -9, 19, 36, -14, 33, 0,
1 -1 2 -2 4 1 -2
5 7, 13, -18, 16, -7, 5, -3}
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 Autocorrelation Function
• The Autocorrelation Function of x[n] is defined as

k    x[n]x[n  kas
or,rxxequivalently, ]
n  


rxx [k ]   x[n  k ]x[n]
Notice that
n  rxx(k) = rxx(-k)

That is, the autocorrelation function is an even

function.

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 Properties of Autocorrelation and
Crosscorrelation Sequences
Let us assume that we have two sequences x[n] and y[n]
with finite energy from which we form the linear
combination
ax[n] + by[n-k]
where a and b are arbitrary constants and k is some
time shift. The energy in this signal is

 2   
 ax[n]  by[n  1]  a  x n b  y [n  k ]  2ab  x[n]y[n  k ]
2 2 2 2
n   n   n   n  

 a 2 rxx 0   b 2 ryy 0   2abrxy k 

Note that rxx(0) = Ex and ryy(0) = Ey, the energies of x[n] and y[n]
respectively.
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It is obvious that

a rxx 0  b ryy 0  2abrxy k   0

2 2

Now, assuming that b  0, we divide the above

equation by b2 to obtain
2
a a
rxx (0)   2rxy [k ]   ryy 0  0
b b
This is a quadratic equation. Since the quadratic
is non-negative, its discriminant must be non-
positive. That is,

2
4 rxy [k ]  rxx ( 0)ryy ( 0)  0 
Therefore, the crosscorrelation sequence satisfies
the condition that
rxy k   rxx 0 ryy 0   ExEy (6)
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In the special case where y[n] = x[n], (6) reduces
to
rxx k   rxx 0  E x (7)

This means that the autocorrelation sequence of a signal

attains its maximum value at zero lag.
• If any one or both of the signals involved are scaled, the
shape of the cross correlation sequence does not change;
only the amplitudes of the crosscorrelation sequence are
scaled accordingly.
• It is often desirable in practice to normalize the
autocorrelation and crosscorrelation sequences to the
range from -1 to 1. 19
• The normalized autocorrelation sequence is defined
as,
r k 
 xx k   xx
rxx 0 

Similarly, we define the normalized crosscorrelation

sequence
rxy k 
 xy k  
rxx 0 ryy 0 

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 Classification of LTI Discrete Time systems
• LTI discrete time systems are usually classified either
according to the length of their impulse response sequences
or according to the method of calculation employed to
determine the output samples.
• Classification based on impulse response length:
(a) Finite Impulse Response:
If h[n] is of finite length, then it is known as a finite impulse response
(FIR) discrete-time system. In this case the convolution sum reduces to
N2
y[n]   h[k ]x[n  k ]
k  N1

Note that the above convolution sum, being a finite

sum, can be used to calculate y[n] directly.
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 Infinite Impulse response
• If h[n] is of infinite length, then it is known as an infinite
impulse response (IIR) discrete time system.
n
h[n]   x[k ] (8)
k  

• Classification based on the output calculation

process
- Non-Recursive System:
If the output sample can be calculated sequentially, knowing
only the present and past input samples, the system is said to
be a “non-recursive” discrete time system.
The system given in equation (8) above is non-recursive , cuz
it depends only on present and past values of the input.

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- Recursive Discrete-Time System

If the computation of the output of a discrete

time system involves past output samples in
addition to the present and past input
samples, it is known as a “recursive discrete
time system”.
Example: y[n] = x[n] – x[n-6] + y[n-1]

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