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EE330 Digital Signal Processing: Discrete Time Signals and Systems

This document provides an overview of discrete time signals and linear time-invariant (LTI) systems. It discusses key concepts such as: - LTI systems are characterized completely by their impulse response. - The convolution sum can be used to compute the output of an LTI system by convolving the input signal with the impulse response. - Properties of LTI systems and convolution, including commutativity, distribution over addition, and associativity. - Stability criteria for LTI systems based on the impulse response being absolutely summable. - Examples of impulse responses are provided, including for ideal delay, moving average, accumulator, and difference systems.

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Nihal Ahmad
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60 views17 pages

EE330 Digital Signal Processing: Discrete Time Signals and Systems

This document provides an overview of discrete time signals and linear time-invariant (LTI) systems. It discusses key concepts such as: - LTI systems are characterized completely by their impulse response. - The convolution sum can be used to compute the output of an LTI system by convolving the input signal with the impulse response. - Properties of LTI systems and convolution, including commutativity, distribution over addition, and associativity. - Stability criteria for LTI systems based on the impulse response being absolutely summable. - Examples of impulse responses are provided, including for ideal delay, moving average, accumulator, and difference systems.

Uploaded by

Nihal Ahmad
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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EE330 Digital Signal Processing

Discrete Time Signals and Systems

Arbab Latif
Fall 2021

Resources:
Discrete Time Signal Processing, A. V. Oppenheim and R. W. Schaffer, 3rd Edition, 2010 (Chapter 2.3-2.4)
Linear Time-invariant Systems

Section 2.3
3 LTI Systems:
• Linear and Time-invariant Systems.

• Characterized completely by the response to the unit impulse


sequence 𝛿[𝑛].

• As 𝑦 𝑛 = 𝑇 𝑥 𝑛 , so, lets define ℎ 𝑛 = 𝑇{𝛿[𝑛]}

• Now, as 𝑥 𝑛 = σ+∞
𝑘=−∞ 𝑥 𝑘 𝛿[𝑛 − 𝑘].

• So, 𝑦 𝑛 = 𝑇{σ+∞
𝑘=−∞ 𝑥 𝑘 𝛿[𝑛 − 𝑘]}

• (By Linearity of 𝑇) 𝑦 𝑛 = σ+∞


𝑘=−∞ 𝑥 𝑘 𝑇{𝛿 𝑛 − 𝑘 }

• (By Time-invariance of 𝑇) ℎ 𝑛 − 𝑘 = 𝑇{𝛿 𝑛 − 𝑘 }

• Thus, 𝑦 𝑛 = σ+∞
𝑘=−∞ 𝑥 𝑘 ℎ[𝑛 − 𝑘]
4 Convolution Sum:
𝑘=∞

𝑦 𝑛 = ෍ 𝑥 𝑘 ℎ[𝑛 − 𝑘]
𝑘=−∞
• How to compute:
– Take two signals 𝑥[𝑛] and ℎ 𝑛 .
– Express 𝑥[𝑛] over the variable of summation, i.e., 𝑥[𝑘] .
– Express ℎ[𝑛] over the variable of summation, i.e., ℎ 𝑘 .
– Flip ℎ[𝑘] about the 𝑦 − 𝑎𝑥𝑖𝑠 and get ℎ[−𝑘]
– Add 𝑛 to the axis to get ℎ[𝑛 − 𝑘].
– For each 𝑛, multiply 𝑥[𝑘] and ℎ[𝑛 − 𝑘] and sum over 𝑘.
5
Example 2.13: Computation of the
Convolution Sum
• ℎ 𝑛 =𝑢 𝑛 −𝑢 𝑛−𝑁
• 𝑥 𝑛 = 𝛼 𝑛 𝑢[𝑛]
6
Example 2.13 : Computation of the
Convolution Sum (contd.)
• For 𝑛 < 0, 𝑦 𝑛 = 0. No overlap.
7
Example 2.13 : Computation of the
Convolution Sum (contd.)
• For 0 ≤ 𝑛 and 𝑛 − 𝑁 − 1 ≤ 0:
• 𝑦 𝑛 = σ𝑛𝑘=0 𝛼 𝑘 , 𝑓𝑜𝑟 0 ≤ 𝑛 ≤ 𝑁 − 1
𝛼 𝑁1 −𝛼 𝑁2+1
• Using the relation σ𝑁2
𝑘=𝑁1 𝛼 𝑘 =
1−𝛼
1−𝛼 𝑛+1
• 𝑦𝑛 = , 𝑓𝑜𝑟 0 ≤ 𝑛 ≤ 𝑁 − 1
1−𝛼
8
Example 2.13 : Computation of the
Convolution Sum (contd.)
• For 0 < 𝑛 − 𝑁 − 1 or 𝑛 > N +1
• 𝑦 𝑛 = σ𝑛𝑘=𝑛−𝑁+1 𝛼 𝑘
𝛼 𝑛−𝑁+1 −𝛼 𝑛+1 𝑛−𝑁+1 1−𝛼
𝑁
• 𝑦𝑛 = = 𝛼 ( )
1−𝛼 1−𝛼
9 Example 2.13: Solution
Properties of Linear Time-
Invariant Systems

Section 2.4
11 Properties of Convolution:
• Convolution is commutative:

– 𝑥 𝑛 ∗ ℎ 𝑛 = ℎ 𝑛 ∗ 𝑥[𝑛]
– Proof: 𝐿𝐻𝑆 = 𝑥 𝑛 ∗ ℎ 𝑛
• = σ∞𝑘=−∞ 𝑥 𝑘 ℎ[𝑛 − 𝑘]
• = σ∞𝑚=−∞ 𝑥 𝑛 − 𝑚 ℎ[𝑚]
• = σ∞𝑚=−∞ ℎ[𝑚]𝑥 𝑛 − 𝑚
• = ℎ 𝑛 ∗ 𝑥 𝑛 = 𝑅𝐻𝑆.
12 Properties of Convolution:
• Distribution over Addition [Parallel Systems]:
– 𝑥 𝑛 ∗ ℎ1 𝑛 + ℎ2 𝑛 = 𝑥 𝑛 ∗ ℎ1 𝑛 + 𝑥 𝑛 ∗ ℎ2 [𝑛]
13 Properties of Convolution:
• Associative Property /Cascade/Series Connected
Systems:
14
An LTI System is stable iff the impulse response is
absolutely summable

• LTI System Stable ↔ Absolutely Summable impulse


response.
• Proof: If
• then

• If 𝑥 𝑛 is bounded, so that

• Then,
15 Causality
• Causality ↔ ℎ 𝑛 = 0 for 𝑛 < 0.
16 Impulse Response:
16

1. Ideal delay system: ℎ 𝑛 = 𝛿[𝑛 − 𝑛𝑑 ]

1
2. Moving Average: ℎ 𝑛 = σ𝑀2
𝛿[𝑛 − 𝑘]
𝑀1 +𝑀2 +1 𝑘=−𝑀1

3. Accumulator: ℎ 𝑛 = σ𝑛𝑘=−∞ 𝛿 𝑘 = 𝑢[𝑛] .

4. Forward Difference: ℎ 𝑛 = 𝛿 𝑛 + 1 − 𝛿 𝑛 .

5. Backward Difference: ℎ 𝑛 = 𝛿 𝑛 − 𝛿 𝑛 − 1 .
17 Inverse System:

• For example, Accumulator and Backward Difference systems


are inverse of each other.

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