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Discrete-Time Linear Time Invariant System
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Classification of Signals
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Continuous-Time vs. Discrete-Time
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Converting from Continuous to Discrete Time
A discrete-time signal may be formed by sampling a continuous-time signal
x(nT)
x(t) x(t)
T
0
kT (k+1)T (k+2)T t
x(t) nT x(n)
sampler quantiser
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Periodic vs. Aperiodic Signals
A continuous -time signal x(t) is periodic if and only if
x (t ) x (t T ) for all t.
The smallest positive value of T for which this is the case is the period of the signal
x ( n) x ( n N ) for all n.
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Deterministic vs. Random Signals
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Power vs. Energy Signals
The energy in signal x(t) If x(t) is the current (measured in amps) flowing
T
E Lim x 2 (t )dt in a resistor of value 1 ohm then E is the total
T
T
energy (measured in joules) dissipated in that
The average power in signal x(t) resistor (over all time) and P is the average
If average power P is finite and non-zero then E will be infinite and x(t) is described
as a power signal.
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Impulse (Delta or Dirac) Function
For continuous-time systems
(t ) 0, t 0
(t )dt 1
1, n 0
d ( n)
0, n 0
d ( n) 1
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Unit Step Function
For continuous-time systems
1, t 0
u (t )
0, t 0
u ( ) (t )dt
1, n 0
u ( n)
0, n 0
k
u ( k ) d ( n)
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Sinusoid Function
For continuous-time systems
x(t ) sin( t )
x(n) sin( n T )
Sinusoidal signals pass through (any) linear time-invariant system with no change
to their shape.
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Complex Exponential Function
For continuous-time systems Im
Asin(ωt)
x(t ) Ae j t rotating vector ωt
Acos(ωt) Re
For discrete-time systems
A
x(n) Ae jn T
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Euler’s Formula
1 j t j t
cos( t ) (e e )
2
1 j t j t
sin( t ) (e e )
2j
j t
e cos( t ) j sin( t )
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Impulse Response and Linear Systems
A linear time invariant system is characterised by its impulse response h(t) or h(n).
Its output y(t) is formed by convolution of input signal x(t) and system impulse
Response h(t).
y (t ) x( )h(t )d y ( n) x ( k ) h( n k )
k
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Sampling and Reconstruction
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Digital to Analogue Conversion Using a Zero-Order Hold
A zero-order hold (ZOH) has the following impulse response
y ( n) y ( nT )
0 T t
y(nT) h(t) y(t) = y(nT) * h(t)
t t t
T
d(n) h(n)
d(n) LTI y(n)
system
-1 0 1 2 3 n -1 0 1 2 3 n
Delta sequence Impulse response
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Convolution
x( n) x(0) d ( n) x(1) d ( n 1) x ( 2) d ( n 2)
Each weighted impulse at the system input results in a weighted impulse response
at the system output.
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output signal y(n) comprises
Convolution response to x(0) sum of responses
0 1 2 3 4 5 n
0 1 2 3 4 5 n
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Convolution
A more practical and useful approach is to consider convolution from the point of
view of the output signal
N
y ( n) x ( k ) h( n k )
k 0
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Convolution
Convolution is a fundamental and important building block in digital signal
processing.
Single cycle MAC and Harvard architecture are suited to its efficient computation.
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Properties of Convolution
Convolution involving the delta sequence is particularly straightforward
x ( n) * d ( n) x ( n)
x ( n) * d ( n s ) x ( n s )
x ( n) * Kd ( n) Kx ( n)
Commutative property
a ( n) * b( n) b( n) * a ( n)
Associative property
( a ( n) * b( n)) * c ( n) a ( n) * (b( n) * c ( n))
Distributive property
( a ( n) * b( n) a ( n) * c ( n) a ( n) * (b( n) c ( n))
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Correlation
Correlation is concerned with determining the degree of similarity between
two signals
Rxy ( p ) x ( m) y ( m p )
m
p
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Correlation
Sum of products
Rxy ( p ) x ( m) y ( m p )
m
p
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Correlation vs. Convolution
The similarities between the computations involved in convolution and correlation
are coincidental.
Convolution describes the relationships between input signal, output signal and
impulse response in a LTI system.
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