Discrete Time

Discrete-Time Signals and Systems
Chia-Ping Chen
Department of Computer Science and Engineering
National Sun Yat-sen University
Kaohsiung, Taiwan 800
Spring 2012
Outline
Discrete-time signals
Discrete-time systems
Representations
Fourier transforms
Periodic signals
Finite-duration signals
Random signals
Chia-Ping Chen Discrete-Time Signals and Systems
Signals
signals convey information
A speech signal conveys words, among other things.
An image conveys objects, among other things.
a signal is a function
A speech signal is a time function.
A radar signal is a function of time and space.
Discrete-Time Signals
discrete-time signals
If the independent variable of a signal takes discrete values only, the
signal is said to be discrete-time.
representation as a sequence
Using the integer set for the independent variable of a discrete-time
signal, we represent a discrete-time signal by a sequence as follows
x = . . . , x[1], x[0], x[1], . . .
We often simply write
x[n].
Basic Sequences and Operations
unit sample sequence
unit step sequence
exponential sequence
sinusoidal sequence
complex exponential sequence
periodic sequence
shift, reversal
addition and scalar multiplication
modulation, windowing
compression, expansion
convolution
unit sample sequence
A unit sample sequence, or impulse sequence, is dened as
[n] =
_
1, n = 0
0, otherwise
time-shifted impulse sequence
[n k] =
_
1, n = k
0, otherwise
sum of time-shifted impulse sequence
Any x[n] can be decomposed by
x[n] =
k
x[k][n k].
unit step sequence
A unit step sequence is dened as
u[n] =
_
1, n 0
0, n < 0
relationship with the impulse sequence
u[n] =
k0
[n k], [n] = u[n] u[n 1].
rectangular sequence
A rectangular sequence is dened as
R
N
[n] =
_
1, 0 n N 1
0, otherwise
relationship with the impulse sequence and the step sequence
R
N
[n] =
0kN1
[n k], R
N
[n] = u[n] u[n N].
exponential sequence
An exponential sequence is dened as
x[n] = A
n
.
In general, A = |A|e
j
and = ||e
j
0
.
right-sided exponential sequence
We often talk about a right-sided exponential sequence, which is
formed by multiplying an exponential sequence and a unit step
sequence
x[n] = A
n
u[n] =
_
A
n
, n 0,
0, otherwise.
sinusoidal sequence
A real sinusoidal sequence is dened by
x[n] = Acos(
0
n + )
A is called amplitude,
0
is called angular frequency, and
is called phase.
A complex exponential sequence is an exponential sequence with
|| = 1, i.e.,
x[n] = |A|e
j
0
n+
= |A| cos(
0
n + ) + j |A| sin(
0
n + ).
Note that both the real and imaginary parts of x[n] are sinusoidal
functions.
periodic sequence
A sequence is said to be periodic with period N, if
x[n] = x[n + N], n.
Example
A sinusoidal sequence is periodic if and only if its frequency satises
0
2
=
p
q
, p, q Z.
It follows that there exists m, N Z such that N =
2
0
m, and
cos(
0
(n + N) + ) = cos(
0
n + 2m + ) = cos(
0
n + ).
time shift
y[n] is x[n] delayed, or shifted to the right, by an integer d if
y[n] = x[n d].
time reversal
The time-reversed signal of x[n] is dened by
y[n] = x[n].
addition
The addition of signals x[n] and y[n] is
z[n] = x[n] + y[n]
scalar multiplication
The scalar multiplication of signal x[n] is dened by
z[n] = x[n]
product or modulation
The product of signals x[n] and y[n] is dened by
z[n] = x[n] y[n]
This is also known as modulation.
windowing
If y[n] is of nite-length, such as
y[n] = R
N
[n],
modulation by y[n] is called windowing.
compression with parameter M
The compression of a signal x[n] with parameter M is dened by
x
D
[n] = x[Mn].
That is, one out of every M points of signal x[n] is extracted. The
remaining points are discarded.
expansion with parameter N
The expansion of a signal x[n] with parameter N is dened by
x
I
[n] = x[n/N], n%N = 0.
That is, N 1 zeros are inserted between the adjacent points of x[n].
convolution
The convolution of two signals x[n] and h[n] is dened by
x[n] h[n] =
k
x[k]h[n k], n = . . . , 0, 1, . . .
step-by-step
To evaluate x[n] h[n] at a point n
1
reverse h[k], i.e., h
[k] = h[k]
2
shift h
[k] to the right by n, i.e.,

h
[k] = h
[k n] = h[(k n)] = h[n k]

3
modulate x[k] and h
[k]
4
sum over all k
Example
Suppose
x[n] = [n] + 2[n 1] + [n 2],
h[n] = [n] + [n 1] + [n 2].
Compute
y[n] = x[n] h[n],
and
z[n] = h[n] x[n].
properties of convolution
1
commutivity
x[n] h[n] = h[n] x[n].
2
associativity
(x[n] y[n]) z[n] = x[n] (y[n] z[n])
3
distributivity
x[n] (h[n] + g[n]) = x[n] h[n] + x[n] g[n].
Discrete-Time System
discrete-time system
A discrete-time system is a transformation T that maps an input
sequence x[n] to an output sequence y[n]
y[n] = T{x[n]}.
Examples
1
ideal delay
y[n] = x[n n
d
].
2
moving average
y[n] =
1
M
1
+ M
2
+ 1
M
2
k=M
1
x[n k].
linear system
A system is said to be linear if
T{x
1
[n] + x
2
[n]} = T{x
1
[n]} + T{x
2
[n]}
T{ax[n]} = aT{x[n]}
Example
The accumulator dened by
y[n] =
n
k=
x[k]
is linear.
time-invariant system
Suppose that
y[n] = T{x[n]}.
T is said to be time-invariant if
T{x[n n
d
]} = y[n n
d
].
Example
The accumulator is time-invariant, since
T{x[n n
d
]} =
n
k=
x[k n
d
] =
nn
d
=
x[k
] = y[n n
d
].
Example (non-time-invariant system)
Consider a compressor
y[n] = T{x[n]} = x[Mn], < n < .
We have
T{x[n n
d
]} = x[Mn n
d
],
y[n n
d
] = x[M(n n
d
)].
So
T{x[n n
d
]} = y[n n
d
].
That is, a compressor is not time-invariant.
causal system
A system is said to be causal if the output value at any n
0
only
depends on the input values at n n
0
.
Examples
Which of the systems are causal?
accumulator?
moving average?
A forward dierence system dened by
y[n] = x[n + 1] x[n].
A backward dierence system dened by
y[n] = x[n] x[n 1].
stable system
A discrete-time system is said to be stable if a bounded input leads
to a bounded output (BIBO). Mathematically,
|x[n]| B
x
|y[n]| B
y
Examples
Which of the systems are stable?
accumulator?
moving average?
Impulse Response
impulse response function
The impulse response function of a system is the output when the
input is the impulse sequence, i.e.,
h[n] = T{[n]}.
Examples
1
ideal delay [n] [n]
2
moving average [n]
1
M
1
+M
2
+1
M
2
k=M
1
[n k] = h[n]
3
accumulator [n]
n
k=
[k] = u[n] = h[n]
4
forward dierence [n] [n + 1] [n] = h[n]
5
backward dierence [n] [n] [n 1] = h[n]
linear time-invariant system
A discrete-time system T is said to be linear time-invariant (LTI)
if it is linear and time-invariant.
LTI and Convolution
The output signal of an LTI system is the convolution of the input
signale and the systems impulse response function.
Proof
Using the linearity and time-invariance of T, we have
y[n] = T{x[n]} = T
_
m
x[m][n m]
_
=
m
x[m]T{[n m]}
=
m
x[m]h[n m].
stable system
An LTI system is stable if and only if
n
|h[n]| < .
Proof
Suppose the system is stable. The output has to be bounded for any
input. Consider the particular input
x[n] =
_
h
[n]
|h[n]|
, h[n] = 0
0, h[n] = 0.
For the output signal at n = 0, we have
|y[0]| B
k
x[k]h[k]
k
h
[k]
|h[k]|
h[k]
k
|h[k]| B
causal system
An LTI system is causal if and only if
h[n] = 0, for n < 0.
Proof
This can be easily seen by
y[n] =
h[k]x[n k] =
k0
h[k]x[n k].
causal signal
A signal x[n] is said to be causal if
x[n] = 0, for n < 0.
connection of systems
There are two basic ways to connect two LTI systems: cascade and
parallel. The overall system functions are respectively
cascade
h[n] = h
1
[n] h
2
[n].
parallel
h[n] = h
1
[n] + h
2
[n].
Examples
The cascade of a forward dierence system and a one-sample delay
h[n] = ([n + 1] [n]) [n 1] = [n] [n 1]
The cascade of a backward dierence system and an accumulator
h[n] = u[n] ([n] [n 1]) = u[n] u[n 1] = [n].
inverse system
Generally, the impulse responses of a system and its inverse system
satises
h[n] h
i
[n] = h
i
[n] h[n] = [n], n = . . . , 1, 0, 1, . . . .
Given h[n], it may be dicult to solve for h
i
[n] based on the above
equation. The same problem may become much easier to solve after
we introduce the z-transform!
linear constant-coecient dierence equation
A linear constant-coecient dierence equation (LCCDE) is dened
by
N
k=0
a
k
y[n k] =
M
m=0
b
m
x[n m].
N is called the order of this dierence equation.
LCCDE characterizes the input-output relation of a system.
Example
For an accumulator,
y[n] y[n 1] =
n
k=
x[k]
n1
k=
x[k] = x[n].
which is an LCCDE with N = 1, a
0
= 1, a
1
= 1, M = 0, b
0
= 1.
LCCDE is not unique
For a causal moving average system, we have
y[n] =
1
M
2
+ 1
M
2
m=0
x[n m],
which is an LCCDE with N = 0, a
0
= 1, M = M
2
, b
m
= 1/(M
2
+1).
Alternatively
y[n] y[n 1] =
1
M
2
+ 1
(x[n] x[n M
2
1]),
which is a dierent LCCDE with
N = 1, a
0
= 1, a
1
= 1, M = M
2
+ 1, b
0
= b
M
2
+1
=
1
M
2
+ 1
.
nite impulse response, innite impulse response
A system is called nite impulse response (FIR) if the impulse
response function is of nite duration. Otherwise, it is called innite
impulse response (IIR).
Example
For example, suppose N = 0 in an LCCDE,
y[n] =
M
m=0
b
m
a
0
x[n m].
The impulse response is of nite length
h[n] =
M
m=0
_
b
m
a
0
_
[n m] =
_
_
b
m
a
0
_
, 0 m M
0, otherwise
Spectral-domain Analysis
A complex exponential signal is an eigenvector of an LTI system
Consider a complex exponential signal with frequency and an LTI
system. If e
j n
is the input, the output is
y[n] = x[n] h[n] =
m
h[m]e
j (nm)
=
_
m
h[m]e
j m
_
e
j n
= H(e
j
)x[n].
Therefore, e
j n
is an eigenvector with eigenvalue
H(e
j
) =
m
h[m]e
j m
.
frequency response
H(e
j
) is called frequency response of the system. In general,
H(e
j
) is complex, and we can write it in the polar form
H(e
j
) = |H(e
j
)|e
j arg(H(e
j
))
.
|H(e
j
)| is called the magnitude response.
arg(H(e
j
)) is called the phase response.
arbitrary signal
Suppose a signal can be represented as a linear combination of
complex exponentials
x[n] =
k
e
j
k
n
.
Let x[n] be the input signal to an LTI system with frequency response
H(e
j
). According to the principle of superposition, the output signal
is
y[n] =
k
e
j
k
n
H(e
j
k
).
Discrete-Time Fourier Transform
discrete-time Fourier transform
The discrete-time Fourier transform (DTFT) of a signal x[n] is
dened by
X(e
j
) =
n
x[n]e
j n
.
X(e
j
) is also called the spectrum of x[n].
frequency response and DTFT
Recall that
H(e
j
) =
m
h[m]e
j m
.
That is, the frequency response of an LTI system is the DTFT of its
impulse response.
Examples
1
(ideal delay) h[n] = [n n
d
]. The frequency response is the
DTFT of h[n],
H(e
j
) =
n
[n n
d
]e
j n
= e
j n
d
.
The magnitude and phase responses are 1 and n
d
.
2
(moving average) h[n] =
1
M
1
+M
2
+1
M
2
k=M
1
[n k]. The
frequency response is
H(e
j
) =
1
M
1
+ M
2
+ 1
M
2
k=M
1
e
j k
=
1
M
1
+ M
2
+ 1
sin[(M
1
+ M
2
+ 1)/2]
sin(/2)
e
j (M
2
M
1
)/2
sinusoidal input signal
Consider a sinusoidal signal as input
x[n] = Acos(
0
n + ) =
A
2
e
j
e
j
0
n
+
A
2
e
j
e
j
0
n
.
The output is (by superposition)
y[n] = H(e
j
0
)
A
2
e
j
e
j
0
n
+ H(e
j
0
)
A
2
e
j
e
j
0
n
.
If h[n] is real, H(e
j
0
) = H
(e
j
0
), and we have
y[n] = A|H(e
j
0
)| cos(
0
n + + ), = arg H(e
j
0
)
For the ideal delay system, as expected,
y[n] = Acos(
0
(n n
d
) + ) = x[n n
d
].
x[n] can be reconstructed from X(e
j
)
x[n] =
1
2
_

X(e
j
)e
j n
d.
Proof
It can be proved by noting that
1
2
_

e
j (nn
)
d = [n n
].
analysis of signal
(DTFT)
X(e
j
) =
n
x[n]e
j n
.
synthesis of signal
(inverse DTFT)
x[n] =
1
2
_

X(e
j
)e
j n
d.
Properties of DTFT
1
linearity
c
1
x
1
[n] + c
2
x
2
[n] c
1
X
1
(e
j
) + c
2
X
2
(e
j
)
2
time shifting
x[n n
d
] e
j n
d
X(e
j
)
3
frequency shifting
e
j
0
n
x[n] X(e
j (
0
)
)
4
time reversal
x[n] X(e
j
)
5
dierentiation
nx[n] j
dX(e
j
)
d
Parsevals theorem
n
|x[n]|
2
=
1
2
_

|X(e
j
)|
2
d
convolution theorem
h[n] x[n] H(e
j
)X(e
j
)
modulation theorem
h[n]x[n]
1
2
_

X(e
j
)H(e
j ()
)d
Periodic Sequences
periodic impulse sequence
A periodic impulse sequence with period N is dened by
N
[n] =
r=
[n rN].
A complex exponential sequence with frequency
e
j n
, =
2
N
k
is also periodic with period N.
identity
It is easy to show that
N1
k=0
e
j
2
N
kn
= (n%N == 0) ? N : 0 = N
N
[n].
Thus,
N
[n] =
1
N
N1
k=0
e
j
2
N
kn
.
More generally, for a shifted (to the right by m)

N
[n], we have
N
[n m] =
1
N
N1
k=0
e
j
2
N
k(nm)
=
1
N
N1
k=0
e
j
2
N
km
e
j
2
N
kn
.
Discrete Fourier Series
representation of a periodic sequence
A periodic sequence is a linear combination of periodic impulses,
x[n] =
N1
m=0
x[m]
N
[n m].
Using the result on the previous slide, we have
x[n] =
N1
m=0
x[m]
_
1
N
N1
k=0
e
j
2
N
km
e
j
2
N
kn
_
=
1
N
N1
k=0
_
N1
m=0
x[m]e
j
2
N
km
_
e
j
2
N
kn
.
discrete Fourier series
If we dene the coecients
X[k] =
N1
m=0
x[m]e
j
2
N
km
Then
x[n] =
1
N
N1
k=0
X[k]e
j
2
N
kn
.
The last equation decomposes a periodic signal into complex
exponentials. It is called discrete Fourier series (DFS).
Finite Duration Sequence
nite-duration sequence
A nite-duration sequence of length N is dened by
x[n] = 0, n > N 1 or n < 0
periodic extension
The periodic extension of a nite-duration sequence is obtained by
repeating x[n]. That is,
x[n] = x[n%N].
One can verify that
X[k] = X(e
j
)|
=
k
=
2
N
k
.
Frequency-Domain Sampling Theorem
frequency-domain sampling theorem
Suppose signal x[n] is of nite duration. The spectrum X(e
j
) can
be reconstructed by a nite number of samples of X(e
j
) located at
=
k
=
2
N
k, k = 0, . . . , N 1.
Proof
Given X(e
j
k
) =

X[k], we can
1
reconstruct the periodic extension x[n]
2
extract one period to get x[n]
3
apply DTFT to obtain X(e
j
)
Discrete-Time Random Signals
random signal
A signal {x[n]} is often random. Thus, we describe {x[n]} as a
discrete-time random process. The mean of {x[n]} is represented
by
m
x
[k] = E[x[k]].
The correlation of {x[n]} is represented by
xx
[k, l ] = E[x[k]x[l ]].
wide-sense stationary signal
A signal {x[n]} is wide-sense stationary (WSS) if the mean and
correlation are time-invariant
m
x
= E[x[n]],
xx
[m] = E[x[n]x[n + m]].
correlation sequence
{
xx
[]} is called the correlation sequence of {x[n]}.
output signal of a random input signal
A system is characterized by impulse response {h[n]}. Suppose input
{x[n]} is WSS. For the output signal {y[n]}, we have
E[y[n]] = E
_
h[k]x[n k]
_
=
h[k]E[x[n k]]
= m
x
h[k].
The correlation is
yy
[m] = E[y[n]y[n + m]] =
r
h[k]h[r ]
xx
[m + k r ]
=
l
c
hh
[l ]
xx
[m l ],
where c
hh
[l ]
k
h[k]h[k + l ].
spectral-domain consideration
Denoting the Fourier transform of {
xx
[m]}, {
yy
[m]}, and {c
hh
[l ]}
by
xx
(e
j
),
yy
(e
j
), and C
hh
(e
j
), we have
yy
(e
j
) = C
hh
(e
j
)
xx
(e
j
)
= |H(e
j
)|
2
xx
(e
j
).
Considering the output signal power, we have
E[y[n]
2
] =
yy
[0] =
1
2
_

yy
(e
j
)d
=
1
2
_

|H(e
j
)|
2
xx
(e
j
)d 0.
white noises
A zero-mean white noise {x[n]} is dened by
m
x
= 0,
xx
[m] =
2
[m].
The power density spectrum of {x[n]} is the Fourier transform of
xx
[m]
xx
(e
j
) =
2
.
The power of {x[n]} is obtained by integrating the power density
spectrum over frequency
1
2
_

2
d =
2
.
generating a random signal
A random signal can be generated as the output signal of an
appropriate LTI system with a random input signal.
For a white noise as the input, we have
yy
(e
j
) = |H(e
j
)|
2
2
,
so we can adjust H(e
j
) and to get the intended
yy
(e
j
).
estimation of a system function
The cross-correlation between the input signal and the output signal
is
xy
[m] =
k
h[k]
xx
[m k].
Using a white noise as input, we have
xy
[m] =
2
h[m],
xy
(e
j
) =
2
H(e
j
)
Thus the white noise can be used to estimate h[n] and H(e
j
) of a
system.

Discrete Time

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Discrete-Time Signals and Systems

[k] to the right by n, i.e.,

[k n] = h[(k n)] = h[n k]

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