Digital Signal Processing

Discrete-time signal processing

Sampling, no digitization

Digital Signal Processing

Sampling, digitization

Digital Signal Processing

Chapter 2: Discrete-time Signals and Systems

Signal:
Digital Signal Processing Any function of one or more variables which contains useful information

Signals
One dimensional
Speech signals

Multi-dimensional
Pictures 1 2

Digital Signal Processing

Discrete-time signals
May be discrete from the beginning Could have been the result of sampling a continuous time signal

Discrete-Time Sequences
Discrete-time sequence

x = {x[n ]} ,

< n < ,

Graphical representation of a discrete-time signal. x(t)

Cont.-time Signal

A-to-D

x[n] Discrete-time Processing

y[n]

D-to-A

y(t)

Discrete-Time Sequences
x[n] = xd (nT )
< n < ,

Basic Sequences
Delayed or shifted version of x[n]:
y[n] = x[n n0 ]

Segment of a continuous-time speech signal.

Unit sample sequence

[ n] =

0 n 0 1 n = 0

Sequence of samples obtained with T=125 us

Basic Sequences
Any sequence can be represented as a sum of scaled, delayed impulses
p[n] = a3 [n + 3] + a1 [n 1] + a2 [n 2] + a7 [n 7]
x[n] =

Basic Sequences
Unit Step sequence
1 n 0 u[n] = 0 n < 0

k =

x[k ] [n k ]

u[n] = [n k ]
k =0

Basic Sequences
Sinusoidal sequences
x[n] = A cos(0 n + ), for all n,

Periodic Signals
cos(0 n)

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Periodic Signals
cos(0 n)

Basic Sequences
Exponential sequences

x[n] = A n .

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Basic Sequences
Exponential sequence where is complex

Basic Sequences
x[n] = A n .
Complex exponential sequence

= e j

A = A e j
n

x[n] = Ae j (0 + 2 ) n
= Ae j0 n e j 2 n = Ae j0 n .

x[n ] = A n = A e j e j0 n
= A e j (0n + )
n

= A cos(0 n + ) + j A sin(0 n + ).
n n

If

=1

x[n] = A e j (0 n + ) = A cos(0 n + ) + j A sin(0 n + )

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Discrete-time Systems
Any operation that maps an input sequence to an output sequence

Discrete-time Systems
Example: Ideal delay System
y[n] = x[n n d ], < n <

y[n] = T {x[n]}
Example: Moving average system
y[n ] =
M2 1 x[n k ] M 1 + M 2 + 1 k = M1 1 {x[n + M 1 ] + x[n + M 1 1] + L + x[n] = M1 + M 2 + 1 + x[n 1] + L + x[n M 2 ]}

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Discrete-time Systems
Moving average

Discrete-time Systems
Memoryless system Example:

y[n ] = ( x[n ]) ,
2

for each value of n.

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Linear Systems
If
x1 [n] y1 [n]
T

Linear Systems
Accumulator
y[n ] =

x2 [n] y2 [n]
T

k =

x[k ]

Then
T {x1 [n ] + x2 [n ]} = T {x2 [n ]} + T {x2 [n ]} = y1 [n ] + y 2 [n ] T {ax[n ]} = aT {x[n ]} = ay [n ],

Linear?

Or we can combine the two conditions as

T {ax1 [n] + bx2 [n]} = aT {x1 [n]}+ bT {x2 [n]}

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Time Invariance
If
x1 [n] y1 [n]
T

Time Invariance
Example:
y[n] = x[Mn], < n < ,

Then

x1 [n n0 ] y1 [n n0 ]
T

Time invariant?

Example:

y[n ] =

k =

x[k ]

y1 [n] = x1 [Mn] = x[Mn n 0 ]

y[n n 0 ] = x[M (n n0 )].

Time invariant?

LTI Systems: Linear and time-invariant

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Causality
A system is causal if the output at time n only depends on the current and previous inputs. The system is not anticipative

Stability
Bounded input bounded output (BIBO) If the input sequence is bounded such that
x[n] Bx <

for all n.

the output sequence is bounded, i.e., Examples: Forward and backward difference systems
y[n] By <

for all n.

y[n] = x[n+1] x[n] y[n] = x[n] x[n-1]

Not Causal Causal

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LTI Systems
LTI Systems are completely characterized by their impulse response.
Given the input signal, the output can be determined.
y[n] = T x[k ] [n k ] k =
y[n ] =

Convolution
y[n] =
k =

x[k ] h[n k ] = h[k ] x[n k ]

k =

1. Flip one sequence (say h[k]) around origin 2. Shift the flipped sequence 3. Multiply by the other sequence and add

h[-k] h[n-k]

k =

x[k ] T { [n k ]} = x[k ] h[n k ]

k =

y[n] = x[n] * h[n]

Convolution
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Output of an LTI System

Output of an LTI System

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Convolution

Convolution Example

h[n] = (1, 2, 3)

x[n] = (1, 1, 1)

y[n] = x[n] * h[n] = ?

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Convolution Example
1, 0 n N 1, h[n] = u[n] u[n N ] = 0, otherwise.

Example

x[n] = a n u[n].
y[n] =

k = n

x[k ] h[n k ] = a
k =0

h[ n k ]

= ak
k =0

for 0 n N 1.
=

In general:

k = N1

n2

N N 1
1

2 +1

N 2 N1

Thus

y[n] =

1 a n+1 , 1 a

0 n N 1.
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Example (Cont.)
When n>N-1

Properties of LTI Systems

These properties can be proved easily using the definition of convolution operation. Commutative property

x[n] h[n] = h[n] x[n]

y[n] =

m =

x[n m] h[m] = h[m]x[n m] = h[n] x[n]

m =

Distributive property

x[n] (h1 [n] + h2 [n]) = x[n] h1 [n] + x[n] h2 [n]

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Properties of LTI Systems

Serial combination of DT systems

Properties of LTI Systems

Parallel combination of DT systems

h1[n]

h2[n]

h2[n]

h1[n]

h1[n]* h2[n]
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Properties of LTI Systems

LTI systems are BIBO stable if and only if the impulse response is absolutely summable
S=

Stability Condition: Proof

Necessity condition:
y[k ] =
k =

h[k ]x[n k ] h[k ] x[n k ] .

k =

k =

h[k ] <

If

x [n ] B x

then

y [n ] B x

k =

h [k ].

Sufficiency condition: If above condition is not held, a bounded input sequence can be found for which the output is not bounded
h* [ n] x[n] = h[ n] 0, h[ n] 0, h[ n] = 0,
=

y[0] =
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k =

x[ k ]h[k ] =

k =

h[k ]

h[k ]

k =

h[k ]

absolutely summable

If the sequence is not

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Causality
LTI systems are causal if and only if

Discrete-time Systems
Finite impulse response (FIR)
Impulse response has a finite length in which values are non-zero

h[n] = 0,

n<0

Show!

Infinite impulse response (IIR)

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Example
Causal and stable? FIR or IIR? Ideal delay system:
y[n] = x[n n d ]

Example
Causal and stable? FIR or IIR? Accumulator:
h[n ] =

y[n ] =

k =

x[k ]
n0 n<0

h[n] = [n nd ]
Moving average system:
y[n] =
h [n ] =

nd a positive fixed integer

k =

[k ] = 0,

1,

= u[n].

Forward Difference

y[n] = x[n + 1] x[n]

h[n] = [n + 1] [n]
M2

1 x[n k ] M 1 + M 2 + 1 k = M1
1 M1 n M 2 , otherwise.
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Backward Difference

y[n] = x[n] x[n 1]

M2 , 1 M [n k ] = M 1 + M 2 + 1 M 1 + M 2 + 1 K = 1

h[n] = [n] [n 1]
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0,

Discrete-time Systems
FIR systems are always stable. Being IIR, does not mean unstable! Example:

Linear Constant-Coef. Difference Equations

A sub-class of LTI systems can be represented with difference equations of the form

ak y[n k ] = bm x[n m]
a <1
k =0 m =0

x[n] = a u[n].
n

S =a
n =0

Example: Difference equation for accumulator system:

y[n ] =

1 S= < 1 a

Stable System !

k =

x[k ]

y[n] = x[n] + y[n 1]

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Frequency Domain Representation

Fourier Transform:
H ( e j ) =
k =

Examples:
Frequency response of ideal delay

h[k ] e

j k

H (e j ) = e j nd
j

H ( e j ) = H ( e j ) e j p H ( e
A complex continuous function Periodic with period 2

Magnitude and phase?

Fourier transform of a discrete-time sequence is:

H ( e j ( + 2 ) ) =

n =

h[n] e

j ( + 2 ) n

e j ( + 2 ) n = e j n e j 2 n = e j n
In general:

H (e j ( + 2 ) ) = H (e j ).

H ( e j ( + 2 r ) ) = H ( e j )

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Examples: Moving Average System

Frequency response of moving average system:
1 , M1 n M 2 h[n] = M 1 + M 2 + 1 0, otherwise

H (e j ) = =

1 sin [ ( M 1 + M 2 + 1) / 2] j ( M 2 M 1 ) / 2 e sin [ / 2] M1 + M 2 + 1

M2 1 e j n M 1 + M 2 + 1 n= M1

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Example (Cont.)

Examples: Moving Average System

Magnitude and phase of the frequency response of the moving-average system for the case M1=0 and M2 = 4.

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Ideal Frequency-Selective Filters

Ideal lowpass filter

Ideal Frequency-Selective Filters

(a) Highpass filter

(b) Bandstop filter

(c\ Bandpass filter

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Inverse Fourier Transform

Fourier Transform pair:
X e

Inverse Fourier Transform

1 2

( ) = x[n]e
j n =

j n

j ( nm)

= =

x[n] =

1 2

X (e )e d
j j n

sin (n m ) (n m ) m=n 1, mn 0, [n m]

Proof of inverse:
1 2 j m j n m x[m ] e e d = x[n ] =

x[n ] =

m =

x[m] [n m] = x[n]

x[n] =

m =

x[m] 2 e

j ( nm )

d
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Properties of Fourier Transform

Linearity

Properties of Fourier Transform

Convolution
x[n] F X e j

( ) x [n] X (e )
x1 [n] F X 1 e j
F 2 2 j

( )
( )

a x1 [n] + b x2 [n] a X 1 e
F

( )+ bX (e )
j j 2

h[n] F H e j
y[n]=

Time Shifting and frequency shifting

k =

x[k ]h [n k ] = x[n] h[n]

x[n] F X e j

( )
( )
)
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Y e j = X e j H e j
Convolution in time-domain

( )

( ) ( )
Multiplication in freq. domain

x[n nd ] F e j n d X e j
e
j 0 n

x[n ] F X e j ( 0)

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Example

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Example

Example

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Example 2.29 (Cont.)

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Symmetry Property of Fourier Transform

Magnitude

Symmetry Property of Fourier Transform

Real part

Phase

Imaginary part

Frequency response for a system with impulse response h[n] = an u[ n]. a > 0; a =0.9 (solid curve) and a=0.5 (dashed curve).
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Frequency response for a system with impulse response h[n] = an u[ n]. a > 0; a =0.9 (solid curve) and a=0.5 (dashed curve).
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Existence of Fourier Transform

Does the infinite sum converge to a finite value?

X e j <
X e j =

( )

( ) x[n]e
n = n =

j n

x[n]

e j n

n =

x[n] <

If the sequence is absolute summable, its Fourier transform exists. (Sufficient Condition)
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Questions ?

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