3 - Discrete-time Systems
3 - Discrete-time Systems
Alp Ertürk
[email protected]
Discrete-Time Systems
Discrete-Time Systems
• Ideal Delay System:
𝑇
𝑥 𝑛 ՜ 𝑥 𝑛 − 𝑛0
Discrete-Time Systems
• Moving Average System:
𝑀2
𝑇 1
𝑥𝑛 ՜ 𝑥[𝑛 − 𝑘]
𝑀1 + 𝑀2 + 1
𝑘=−𝑀1
Discrete-Time Systems
• Accumulator System:
𝑛
𝑇
𝑥 𝑛 ՜ 𝑥[𝑘]
𝑘=−∞
𝑛 𝑛−1
𝑦 𝑛 = 2 2𝑥 𝑛 − 𝑥 2 [𝑛] 2
𝑦 𝑛 = 𝑎𝑛−1 𝑥[𝑛]
𝑦 𝑛 = 𝑥 𝑛 + 5𝑢[𝑛 − 1]
System Properties
• Examples to systems with memory:
𝑦 𝑛 = 𝑥 𝑛 + 𝑥[𝑛 + 5]
𝑦 𝑛 = 𝑥[𝑘]
𝑘=−∞
System Properties
2) Causality
𝑦 𝑛 = 2 2𝑥 𝑛 − 𝑥 2 [𝑛] 2
𝑦 𝑛 = 𝑎𝑛−1 𝑥[𝑛]
𝑦 𝑛 = 𝑥 𝑛 + 5𝑢[𝑛 − 1]
𝑦 𝑛 = 𝑥 𝑛 + 𝑥[𝑛 − 5]
System Properties
• An example for a system which is not causal:
𝑦 𝑛 = 𝑥 𝑛 + 𝑥[𝑛 + 5]
System Properties
3) Invertibility
x n D y n D-1 x n
System Properties
• Invertible system examples:
𝑦 𝑛 =𝑥 𝑛+5 ՜ 𝑥 𝑛 = 𝑦[𝑛 − 5]
𝑦 𝑛 = 𝑎𝑛−1 𝑥 𝑛 ՜ 𝑥 𝑛 = 𝑦 𝑛 Τ𝑎𝑛−1
𝑦 𝑛 = 𝑥[𝑘] ՜ 𝑥 𝑛 = 𝑦 𝑛 − 𝑦[𝑛 − 1]
𝑘=−∞
System Properties
• Non-invertible system examples:
𝑦 𝑛 = 𝑥2 𝑛
𝑦 𝑛 = 5𝑢[𝑛 − 1]
System Properties
4) Stability
𝑦 𝑛 =𝑥 𝑛+5
𝑦 𝑛 = 𝑥[𝑘]
𝑘=−∞
𝑥1 [𝑛] ՜ 𝑦1 [𝑛]
𝑥2 [𝑛] ՜ 𝑦2 [𝑛]
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑥1 𝑛 + 𝑥1 [𝑛 + 5]
𝑥2 𝑛 ՜ 𝑦2 𝑛 = 𝑥2 𝑛 + 𝑥2 [𝑛 + 5]
𝑥3 𝑛 = 𝑎𝑥1 𝑛 + 𝑏𝑥2 𝑛 ՜ 𝑦3 𝑛
= 𝑎 𝑥1 𝑛 + 𝑥1 𝑛 + 5 + 𝑏 𝑥2 𝑛 + 𝑥2 𝑛 + 5
= 𝑎𝑦1 𝑛 + 𝑏𝑦2 𝑛
System Properties
• Linear System Example 2: 𝑦 𝑛 = 𝑎𝑛−1 𝑥 𝑛
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑎𝑛−1 𝑥1 𝑛
𝑥2 𝑛 ՜ 𝑦2 𝑛 = 𝑎𝑛−1 𝑥2 𝑛
𝑥3 𝑛 = 𝑐1 𝑥1 𝑛 + 𝑐2 𝑥2 𝑛 ՜ 𝑦3 𝑛
𝑦3 𝑛 = 𝑎𝑛−1 𝑥3 𝑛 = 𝑎𝑛−1 𝑐1 𝑥1 𝑛 + 𝑐2 𝑥2 𝑛
= 𝑐1 𝑎𝑛−1 𝑥 𝑛 + 𝑐2 𝑎𝑛−1 𝑥2 𝑛
= 𝑐1 𝑦1 𝑛 + 𝑐2 𝑦2 𝑛
System Properties
• Nonlinear System Example 1: 𝑦 𝑛 = 𝑥 𝑛 + 𝑥 2 𝑛
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑥1 𝑛 + 𝑥12 𝑛
𝑥2 𝑛 ՜ 𝑦2 𝑛 = 𝑥2 𝑛 + 𝑥22 𝑛
𝑥3 𝑛 = 𝑎𝑥1 𝑛 ՜ 𝑦3 𝑛 = 𝑥3 𝑛 + 𝑥32 𝑛
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑥1 𝑛 + 5𝑢[𝑛 − 1]
𝑥2 𝑛 ՜ 𝑦2 𝑛 = 𝑥2 𝑛 + 5𝑢[𝑛 − 1]
𝑥3 𝑛 = 𝑐1 𝑥1 𝑛 + 𝑐2 𝑥2 𝑛 ՜ 𝑦3 𝑛 = 𝑥3 𝑛 + 5𝑢[𝑛 − 1]
𝑦3 𝑛 = 𝑐1 𝑥1 𝑛 + 𝑐2 𝑥2 𝑛 + 5𝑢[𝑛 − 1]
≠ 𝑐1 𝑥1 𝑛 + 5𝑢 𝑛 − 1 + 𝑐2 𝑥2 𝑛 + 5𝑢[𝑛 − 1]
System Properties
6) Time Invariance
𝑥 𝑛 ՜𝑦𝑛 ⇒ 𝑥 𝑛 − 𝑛0 ՜ 𝑦 𝑛 − 𝑛0
System Properties
x n nd
x n delay system wn
y n
system delay y n nd
if w n y n nd
the system TIME INVARIANT
System Properties
• Time Invariant System Example 1:
𝑦 𝑛 = 𝑥 𝑛 + 𝑥[𝑛 + 5]
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑥1 𝑛 + 𝑥1 [𝑛 + 5]
𝑥2 𝑛 = 𝑥1 𝑛 − 𝑛0 ՜ 𝑦2 𝑛 = 𝑥2 𝑛 + 𝑥2 𝑛 + 5
= 𝑥1 𝑛 − 𝑛0 + 𝑥1 𝑛 − 𝑛0 + 5
𝑦1 𝑛 − 𝑛0 = 𝑥1 𝑛 − 𝑛0 + 𝑥1 [𝑛 + 5 − 𝑛0 ]
𝑦2 𝑛 = 𝑦1 𝑛 − 𝑛0
System Properties
• Time Invariant System Example 2:
𝑦 𝑛 = 𝑥 𝑛 + 𝑥2 𝑛
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑥1 𝑛 + 𝑥12 𝑛
𝑥2 𝑛 = 𝑥1 𝑛 − 𝑛0 ՜ 𝑦2 𝑛
𝑦2 𝑛 = 𝑥2 𝑛 + 𝑥22 𝑛 = 𝑥1 𝑛 − 𝑛0 + 𝑥12 𝑛 − 𝑛0
𝑦1 𝑛 − 𝑛0 = 𝑥1 𝑛 − 𝑛0 + 𝑥12 𝑛 − 𝑛0 = 𝑦2 𝑛
System Properties
• Time Varying System Example 1:
𝑦 𝑛 = 𝑎𝑛−1 𝑥 𝑛
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑎𝑛−1 𝑥1 𝑛
𝑥2 𝑛 = 𝑥1 𝑛 − 𝑛0 ՜ 𝑦2 𝑛
𝑦2 𝑛 = 𝑎𝑛−1 𝑥2 𝑛 = 𝑎𝑛−1 𝑥1 𝑛 − 𝑛0
𝑦1 𝑛 − 𝑛0 = 𝑎𝑛−𝑛0 −1 𝑥1 𝑛 − 𝑛0 ≠ 𝑦2 𝑛
System Properties
• Time Varying System Example 2:
𝑦 𝑛 = 𝑥 𝑛 + 5𝑢[𝑛 − 1]
𝑥1 𝑛 ՜ 𝑦1 𝑛 = 𝑥1 𝑛 + 5𝑢[𝑛 − 1]
𝑥2 𝑛 = 𝑥1 𝑛 − 𝑛0 ՜ 𝑦2 𝑛
𝑦2 𝑛 = 𝑥2 𝑛 + 5𝑢 𝑛 − 1 = 𝑥1 𝑛 − 𝑛0 + 5𝑢 𝑛 − 1
𝑦1 𝑛 − 𝑛0 = 𝑥1 𝑛 − 𝑛0 + 5𝑢 𝑛 − 𝑛0 − 1 ≠ 𝑦2 𝑛
LTI Systems
• If a system has both the linearity, and the time-invariant
properties, it is termed as a linear time-invariant (LTI) system
𝑇
𝛿 𝑛 ՜ ℎ[𝑛]
LTI Systems
• An LTI system has the property that a time shifted input results
in a time shifted output:
𝑇
𝛿 𝑛 − 𝑘 ՜ ℎ[𝑛 − 𝑘]
𝑇
𝑥 𝑘 𝛿 𝑛 − 𝑘 ՜ 𝑥[𝑘]ℎ[𝑛 − 𝑘]
LTI Systems
• An LTI system also has the property that the summation of
multiple inputs result in the output being a summation of the
responses to each input:
∞ ∞
𝑇
𝑥[𝑘]𝛿 𝑛 − 𝑘 ՜ 𝑥 𝑘 ℎ 𝑛 − 𝑘
𝑘=−∞ 𝑘=−∞
• As a result:
∞
𝑇
𝑥 𝑛 ՜ 𝑦 𝑛 = 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞
LTI Systems
• Example:
𝑇
𝑥 𝑛 = 𝛿 𝑛 ՜ 𝑦 𝑛 = ℎ 𝑛 = 1.1 𝑛
∞ ∞
𝑘=−∞ 𝑘=−∞
≅ 1509
LTI Systems
• The relationship of an LTI system’s response with the input
signal and the impulse response of the system is named as
‘‘convolution’’
𝑦 𝑛 = 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞
𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ[𝑛]
LTI Systems
• Example: Find the convolution sum of c[n]=a[n]*b[n], where
𝑎 𝑛 = (0.2)𝑛 𝑢[𝑛] and 𝑏 𝑛 = (0.6)𝑛 𝑢[𝑛]
𝑐 𝑛 = 𝑎 𝑛 ∗ 𝑏 𝑛 = 𝑎 𝑘 𝑏[𝑛 − 𝑘]
𝑘=−∞
𝑘=0
LTI Systems
• Example (continued):
𝑛
𝑛
= 0.6 (0.2/0.6)𝑘 𝑢 𝑛
𝑘=0
𝑛+1
1
−1
= 0.6 𝑛 3 𝑢𝑛
1
−1
3
𝑛
−3 𝑛
1 1 3 𝑛
= 0.6 + 0.6 𝑢𝑛
2 3 3 2
𝑦 𝑛 = 𝑥 𝑘 ℎ[𝑛 − 𝑘]
𝑘=−∞
= 𝑎𝑘 𝑢[𝑘] 𝑢 𝑛 − 𝑘 − 𝑢[𝑛 − 𝑘 − 𝑁]
𝑘=−∞
LTI Systems
• Example (continued):
If n<0:
𝑦 𝑛 = 𝑎𝑘 𝑢[𝑘] 𝑢 𝑛 − 𝑘 − 𝑢[𝑛 − 𝑘 − 𝑁]
𝑘=−∞
yn =0
LTI Systems
• Example (continued):
𝑛 𝑛+1
1 − 𝑎
𝑦 𝑛 = 𝑎𝑘 =
1−𝑎
𝑘=0
LTI Systems
• Example (continued):
If 0 < 𝑛 − 𝑁 − 1 OR 𝑛 > 𝑁 − 1 :
𝑛 𝑛−𝑁+1 𝑛+1 𝑁
𝑎 − 𝑎 1 − 𝑎
𝑦𝑛 = 𝑎𝑘 = = 𝑎𝑛−𝑁+1
1−𝑎 1−𝑎
𝑘=𝑛−(𝑁−1)
LTI Systems
• Example (continued):
0 𝑛<0
1 − 𝑎𝑛+1
0≤𝑛 ≤𝑁−1
𝑦𝑛 = 1−𝑎
𝑛−𝑁+1
1 − 𝑎𝑁
𝑎 𝑛≥𝑁
1−𝑎
LTI Systems
• OR:
∞
𝑦 𝑛 = 𝑎𝑘 𝑢[𝑘] 𝑢 𝑛 − 𝑘 − 𝑢[𝑛 − 𝑘 − 𝑁]
𝑘=−∞
𝑛 𝑛−𝑁
= 𝑎𝑘 𝑢 𝑛 − 𝑎𝑘 𝑢 𝑛 − 𝑁
𝑘=0 𝑘=0
0 𝑛<0
1 − 𝑎𝑛+1
0≤𝑛 ≤𝑁−1
= 1−𝑎
1 − 𝑎𝑛+1 1 − 𝑎𝑛−𝑁+1 1 − 𝑎 𝑁
− = 𝑎𝑛−𝑁+1 𝑛≥𝑁
1−𝑎 1−𝑎 1−𝑎
Convolution / LTI System Properties
1) Commutative:
𝑥 𝑛 ∗ ℎ 𝑛 = ℎ 𝑛 ∗ 𝑥[𝑛]
∞ ∞
𝑦 𝑛 = 𝑥 𝑘 ℎ 𝑛−𝑘 = 𝑥 𝑛−𝑚 ℎ 𝑚
𝑘=−∞ 𝑚=−∞
Convolution / LTI System Properties
2) Distributive over summation:
𝑥 𝑛 ∗ ℎ1 𝑛 + ℎ2 𝑛 = 𝑥 𝑛 ∗ ℎ1 𝑛 + 𝑥 𝑛 ∗ ℎ2 𝑛
Convolution / LTI System Properties
3) Associative:
𝑥 𝑛 ∗ ℎ1 𝑛 ∗ ℎ2 𝑛 = 𝑥 𝑛 ∗ ℎ1 𝑛 ∗ ℎ2 𝑛
Convolution / LTI System Properties
4) Shifting in Time:
𝑥 𝑛 ∗ℎ 𝑛 =𝑦 𝑛
𝑥 𝑛 − 𝑚 ∗ ℎ[𝑛 − 𝑙] = 𝑦[𝑛 − 𝑚 − 𝑙]
Convolution / LTI System Properties
5) Convolution with impulse:
𝑥 𝑛 ∗ 𝛿[𝑛] = 𝑥[𝑛]
𝛿 𝑛 ∗ ℎ[𝑛] = ℎ[𝑛]
6) Length:
𝑦[𝑛] ≤ ℎ 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ ∞
𝐼𝑓 𝑥[𝑛] ≤ 𝐵𝑥 ⇒ 𝑦[𝑛] ≤ 𝐵𝑥 ℎ 𝑘
𝑘=−∞
𝐼𝑓 𝑆 = ℎ[𝑘] < ∞ ∶
𝑘=−∞
Convolution / LTI System Properties
Example: Check whether the ideal delay system is stable
𝑦 𝑛 = 𝑥 𝑛 − 𝑛0
⇒ ℎ 𝑛 = 𝛿[𝑛 − 𝑛0 ]
∞ ∞
𝑀2
1
𝑦𝑛 = 𝑥[𝑛 − 𝑘]
𝑀1 + 𝑀2 + 1
−𝑀1
1
−𝑀1 ≤ 𝑛 ≤ 𝑀2
⇒ ℎ 𝑛 = ቐ𝑀1 + 𝑀2 + 1
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
∞
𝑦 𝑛 = 𝑥[𝑘]
𝑘=−∞
⇒ ℎ 𝑛 = 𝛿[𝑘] = 𝑢[𝑛]
𝑘=−∞
∞ ∞
∞ ∞ ∞
𝑆 = ℎ[𝑘] = 𝑎𝑘 𝑢[𝑘] = 𝑎𝑘
𝑘=−∞ 𝑘=−∞ 𝑘=0
If 𝑎 ≥ 1:
∞
𝑆 = 𝑎𝑘 ՜ ∞ ⇒ 𝑈𝑛𝑠𝑡𝑎𝑏𝑙𝑒
𝑘=0
If 𝑎 < 1:
∞
1
𝑆= 𝑎𝑘 = < ∞ ⇒ 𝑆𝑡𝑎𝑏𝑙𝑒
1− 𝑎
𝑘=0
Convolution / LTI System Properties
• 8) With / Without Memory: