Signal & Linear system

Chapter 3 Time Domain Analysis of DT

System
Basil Hamed
3.1 Introduction
Recall from Ch #1 that a common scenario in today’s electronic
systems is to do most of the processing of a signal using a
computer.

A computer can’t directly process a C-T signal but instead needs a

stream of numbers…which is a D-T signal.

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3.1 Introduction
What is a discrete-time (D-T) signal?
A discrete time signal is a sequence of numbers indexed by
integers Example: x[n] n = …, -3, -2, -1, 0, 1, 2, 3, …

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 3.1 Introduction
D-T systems allow us to process information in much more
amazing ways than C-T systems!

“sampling” is how we typically get D-T signals

In this case the D-T signal y[n] is related to the C-T signal y(t) by:

T is “sampling interval”
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 3.1 Introduction
• Discrete-time signal is basically a sequence of numbers.
They may also arise as a result of sampling CT time
signals.
• Systems whose inputs and outputs are DT signals are
called digital system.
• x[n], n—integer, time varies discretely

Examples of DT signals in nature:

 DNA base sequence
 Population of the nth generation
of certain species

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3.1 Introduction
A function, e.g. sin(t) in continuous-time or
sin(2 p n / 10) in discrete-time, useful in analysis
A sequence of numbers, e.g. {1,2,3,2,1} which is a sampled
triangle function, useful in simulation

A piecewise representation, e.g.

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Size of a discrete-time signal
Power and Energy of Signals
• Energy signals: all x ϵ S with finite energy, i.e.

• Power signals: all x ϵ S with finite power, i.e.

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3.2 Useful Signal Operations
Three possible time transformations:
• Time Shifting
• Time Scaling
• Time Reversal

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3.2 Useful Signal Operations
Time
  Shift
Delay or shift by integer k:
Definition: y[n] = x[n - k]
Interpretation:
• k 0 graph of x[n] shifted by k units to the right
• k < 0 graph of x[n] shifted by k units to the left

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3.2 Useful Signal Operations
Time Shift
Signal x[n ± 1] represents instant shifted version of
x[n]

Find f[k-5]

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3.2 Useful Signal Operations
Time- Reversal (Flip)
Graphical interpretation: mirror image about origin

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3.2 Useful Signal Operations
Time- Reversal (Flip)
Signal x[-n] represents flip version of x[n]

Find f[-k]

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3.2 Useful Signal Operations
Time-scale

Find f[2k], f[k/2]

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3.3 Some Useful Discrete-time Signal Models
Combined
  Operations
Ex; 2

Find a) x[2-n] b) x[3n-4]
Solution
a) x[2  n]  {1, 3,2,2,1,3}


b)

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 3.3 Some Useful Discrete-time Signal Models

Much of what we learned about C-T signals carries over to D-T signals
Discrete-Time Impulse Function δ[n]
d[n]

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3.3 Some Useful Discrete-time Signal Models

Discrete-Time Unit Step Function u[n]

u[n-k]=

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3.3 Some Useful Discrete-time Signal Models
Discrete-Time Unit ramp Function r[n]

n ,n  0
r[n]= 
0 ,n  0

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3.3 Some Useful Discrete-time Signal Models

D-T Sinusoids
X[n]=Acos (Ω n+ θ)

Use “upper case omega” for

frequency of D-T sinusoids

What is the unit for Ω?

Ωn + θ must be in radians ⇒Ωn in radians
Ω is “how many radians jump for each sample”

Ω is in radians/sample
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3.4 Classification of DT Systems
o Linear Systems
o Time-invariance Systems
o Causal Systems
o Memory Systems
o Stable Systems

Linear Systems:
A (DT) system is linear if it has the superposition property:
If x1[n] →y1[n] and x2[n] →y2[n]
then ax1[n] + bx2[n] → ay1[n] + by2[n]
 Example: Are the following system linear?
y[n]=nx[n]
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3.4 Classification of DT Systems

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3.4 Classification of DT Systems
Time-Invariance
A system is time-invariant if a delay (or a time-shift) in the
input signal causes the same amount of delay (or time-
shift) in the output signal
If x[n] →y[n]
then x[n -n0] →y[n -n0]
x[n] = x1[n-n0]  y[n] = y1[n-n0]

Ex. Check if the following system is time-invariant:

y[n]=nx[n]
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3.4 Classification of DT Systems

System is Time Varying

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3.4 Classification of DT Systems
Causal
  System
A system is causal if the output does not anticipate future values
of the input, i.e., if the output at any time depends only on values
of the input up to that time.
A system x[n] →y[n] is causal if
When x1[n] →y1[n] x2[n] →y2[n]
And x1[n] = x2[n] for all n≤ no
Then y1[n] = y2[n] for all n≤ no
Causal: y[n] only depends on values x[k] for k n.
Ex. Check if the following system is Causal: y[n]=nx[n]
System is causal because it does not depend on future
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3.4 Classification of DT Systems
 Memoryless (or static) Systems: System output y[n]
depends only on the input at instant n, i.e. y[n] is a
function of x[n].
 Memory (or dynamic) Systems: System output y[n]
depends on input at past or future of the instant n

Ex. Check if the following systems are with memory :

i. y[n]=nx[n] ii. y[n] =1/2(x[n-1]+x[n])
 i. Above system is memoryless because is instantaneous
 ii. System is with memory

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 3.5 DT System Equations:
Difference Equations:
• We saw that Differential Equations model C-T systems…
• D-T systems are “modeled” by Difference Equations.
A general Nth order Difference Equations looks like this:

The difference between these two index values is the “order” of the
difference eq. Here we have: n–(n –N) =N Basil Hamed 25
3.5 DT System Equations:
Difference equations can be written in two forms:

• The first form uses delay y[n-1], y[n-2], x[n-1],…………

y[n]+a1y[n-1]+…..+aNy[n-N]= b0x[n]+…….+bNx[n-M]
Order is Max(N,M)

• The 2nd form uses advance y[n+1], y[n+2], x[n+1],….

y[n+N]+a1y[n+N-1]+…..+aNy[n]= bN-Mx[n+m]+…….+bNx[n]
Order is Max(N,M)

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3.5 DT System Equations:
Sometimes differential equations will be
presented as unit advances rather than delays
y[n+2] – 5 y[n+1] + 6 y[n] = 3 x[n+1] + 5 x[n]

One can make a substitution that reindexes the

equation so that it is in terms of delays
Substitute n with n -2 to yield
y[n] – 5 y[n-1] + 6 y[n-2] = 3 x[n-1] + 5 x[n-2]

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3.5 DT System Equations:
Solving Difference Equations
Although Difference Equations are quite different from
Differential Equations, the methods for solving them are
remarkably similar.

Here we’ll look at a numerical way to solve Difference

Equations. This method is called Recursion…and it is actually
used to implement (or build) many D-T systems, which is the
main advantage of the recursive method.

The disadvantage of the recursive method is that it doesn’t

provide a so-called “closed-form” solution…in other words, you
don’t get an equation that describes the output (you get a finite-
duration sequence of numbers that shows part of the output).
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3.5 DT System Equations:
Solution by Recursion
We can re-write any linear, constant-coefficient difference
equation in “recursive form”. Here is the form we’ve already
seen for an Nth order difference:

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3.5 DT System Equations:
Now…isolating the y[n] term gives the “Recursive Form”:

“current” Some “past” output current & past input

Output value to values, with values values already
be computed already known “received”

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3.5 DT System Equations:
Note: sometimes it is necessary to re-index a difference equation using
n+k →n to get this form…as shown below.

Here is a slightly different form…but it is still a difference

equation:
y[n+2]-1.5y[n +1] +y[n]= 2x[n]
If you isolate y[n] here you will get the current output value in
terms of future output values (Try It!)…We don’t want that!
So…in general we start with the “Most Advanced” output
sample…here it is y[n+2]…and re-index it to get only n (of
course we also have to re-index everything else in the equation to
maintain an equation):

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3.5 DT System Equations:
So  here we need to subtract 2 from each sample argument:
y[n]-1.5y[n -1] +y[n-2]= 2x[n-2]

Now we can put this into recursive form as before.

Ex: Solve this difference equation recursively

y[n]-1.5y[n -1] +y[n-2]= 2x[n-2]
For x[n]=u[n] unit step
And ICs of:

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3.5 DT System Equations:
Recursive Form:
y[n]=1.5y[n -1] -y[n-2]+ 2x[n-2]

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3.5 DT System Equations:
Ex 3.9 P. 273
y[n+2]-y[n +1] +0.24y[n]= x[n+2]-2x[n+1]
y[-1]=2, y[-2]=1, and causal input x[n]=n
Solution
y[n]=y[n -1] -0.24y[n-2]+ x[n]-2x[n-1]
y[0]=y[-1] -0.24y[-2]+ x[0]-2x[-1]= 2-0.24= 1.76
y[1]=y[0] -0.24y[-1]+ x[1]-2x[0]= 1.76 – 0.24(2)+ 1- 0= 2.28
:
:

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 Convolution
Our Interest: Finding the output of LTI systems (D-T & C-T
cases)

Our focus in this chapter will be on finding the zero-state solution

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3.8 System Response to External Input:
(Zero State Response)
Convolution:
For discrete case: h[n] = H[[n]]
y[n]= x[n]* h[n]= h[n]* x[n]

 Notice that this is not multiplication of x[n] and h[n].

 Visualizing meaning of convolution:
 Flip h[k]

 By shifting h[k] for all possible values of n, pass it through

x[n].

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3.8 System Response to External Input:
(Zero State Response)

For a LTI D-T system in zero state we no longer need the

difference equation model…-Instead we need the impulse
response h[n] & convolution

Difference Convolution &

Equation Impulse resp
Equivalent Basil
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3.8 System Response to External Input:
(Zero State Response)
Properties
  of DT Convolution:
Same as CT Convolution
Ex: 3.13 P.289
Find y[n]
Solution

    h [ 𝑛 − 𝑘 ]= ¿
U[k]u[n-k]=1 0<k<n
=0 k<0
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3.8 System Response to External Input:
(Zero State Response)
 
From Section B7-4 P49
OR
“Geometric Sum”

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3.8 System Response to External Input:
(Zero State Response)
Example
Determine y (n) as the convolution of h (n)
and x (n), where

1 n
x ( n)  ( ) u ( n  3)
4
1 n
h( n)  ( ) u ( n  5)
3
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3.8 System Response to External Input:
(Zero State Response)

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3.8 System Response to External Input:
(Zero State Response)

 From Section B7-4 P49

  27
𝑦 [ 𝑛 ] =( )¿
16

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3.8 System Response to External Input:
(Zero State Response)

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3.8 System Response to External Input:
(Zero State Response)
Graphical procedure for the convolution:

Step 1: Write both as functions of k: x[k] & h[k]

Step 2: Flip h[k] to get h[-k]
Step 3: For each output index n value of interest, shift by n to
get h[n -k] (Note: positive n gives right shift!!!!)
Step 4: Form product x[k]h[n–k] and sum its elements to get
the number y[n]

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 3.8 System Response to External Input:
(Zero State Response)
Example of Graphical Convolution

Find y[n]=x[n]*h[n]
for all integer values of n

 
So..what we know so far is that:

y[n] starts at 0 ends at 6

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3.8 System Response to External Input:
(Zero State Response)
Solution
• For this problem I choose to flip x[n]
• My personal preference is to flip the shorter signal although I
sometimes don’t follow that “rule”…only through lots of
practice can you learn how to best choose which one to flip.

Step 1: Write both as functions of k: x[k] & h[k]

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3.8 System Response to External Input:
(Zero State Response)

Step 2: Flip x[k] to get x[-k]

“Commutativity” says
we can flip either x[k]
or h[k] and get the same
answer…
Here I flipped x[k]

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 3.8 System Response to External Input:
(Zero State Response)
We want a solution for n = …-2, -1, 0, 1, 2, …so must do Steps
3&4 for all n. But…let’s first do: Steps 3&4 for n= 0 and then
proceed from there.
Step 3: For n= 0, shift by n to get x[n-k]
For n= 0 case there
is no shift!
x[0 -k] = x[-k]

Step 4: For n= 0, Form the product x[k]h[n–k] and sum its elements to give y[n]

Sum over k ⇒ y[0]=6Basil Hamed 48

 3.8 System Response to External Input:
(Zero State Response)
Steps 3&4 for n= 1
Step 3: For n= 1, shift by n to get x[n-k]

Step 4: For n= 1, Form the product x[k]h[n–k] and sum its elements to give y[n]

Sum over k⇒ y[1]=6+6=12

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 3.8 System Response to External Input:
(Zero State Response)
Steps 3&4 for n= 2
Step 3: For n= 2, shift by n to get x[n-k]

Step 4: For n= 2, Form the product x[k]h[n–k] and sum its elements to give y[n]

Sum over k⇒ y[2]=3+6+6=15

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 3.8 System Response to External Input:
(Zero State Response)
Steps 3&4 for n= 6
Step 3: For n= 6, shift by n to get x[n-k]

Step 4: For n= 6, Form the product x[k]h[n–k] and sum its elements to give y[n]

Sum over k⇒ y[6]=3

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 3.8 System Response to External Input:
(Zero State Response)
Steps 3&4 for all n > 6
Step 3: For n> 6, shift by n to get x[n-k]

Step 4: For n > 6, Form the product x[k]h[n–k] and sum its elements to give y[n]

Sum over k⇒ y[n] = 0 n>6

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3.8 System Response to External Input:
(Zero State Response)
So…now we know the values of y[n] for all values of n
We just need to put it all together as a function…
Here it is easiest to just plot it…you could also list it as a table

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3.8 System Response to External Input:
(Zero State Response)
BIG PICTURE: So…what we have just done is found the
zero-state output of a system having an impulse response
given by this h[n] when the input is given by this x[n]:

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3.8 System Response to External Input:
(Zero State Response)
EX: given x[n], and h[n], find y[n]

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3.8 System Response to External Input:
(Zero State Response)

y[n]={1,2,-2,-3,1,1}

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3.8 System Response to External Input:
(Zero State Response)
Exercises : given the following systems Find y[n]

i. x[n]={-2,-1,0,1,2}, h[n]={-1,0,1,2}

ii. x[n]={-1,3,-1,-2}, h[n]={-2,2,0,-1,1}

Solution:
iii. y[n]={2,1,-2,-6,-4,1,4,4}
iv. y[n]= x[n]* h[n]={2,-8,8,3,-8,4,1,-2}
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 3.8-2 Interconnected Systems

 Example Find h[n] given:

Solution:  𝛿 [ 𝑛 ]

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 3.8-2 Interconnected Systems
𝛿 [𝑛]
 
 

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Comparison of Discrete convolution and
Difference Eq.
1. Difference Eq. require less computation than convolution
2. Difference Eq. require less memory
3. Convolutions describe only zero-state responses. (IC=0)

• Since difference Eq have many advantages over

convolutions, we use mainly difference Eq. in studying
LTI lumped systems.
• For distributed system, we have no choice but to use
convolution.
• Convolution can be used to describe LTI distributed and
lumped systems. Where as difference Eq describes only
lumped systems.
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3.10 System Stability
A  discrete-time system is BIBO stable if every bounded
input sequence x[n] produces a bounded output sequence.
LTID with h[n] is BIBO stable if:
is finite
Ex Find if the following systems are stable;

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3.10 System Stability
I.   = = which is finite if <1, System is stable

II. is not bounded System is BIUBO unstable.

III. system is bounded System is stable

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3.10 System Stability

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