COMM 602: Digital Signal Processing

Lecture 2 Discrete Systems

Remember

Properties of Linear Time-Invariant Systems

Convolution For a Linear Time Invariant (LTI) system, the response can be represented by its impulse response and excitation as follows:

Input : x(n ) =

k =

x(k ) (n k )
k =

Output : y (n ) = T {x(n )} = T
T and

x(k ) (n k )

are linear operators, therefore y(n) can be written as:

k =

y (n ) =
h(n)

x (k )T [ (n k )] =

k =

x (k )h (n k )

= x(n ) * h (n)

is called the impulse response of the LTI system

Impulse Response of a LTIS

T{.}

Performing Convolution:

Example: Convolution

Convolution Properties:

Causal LTI System

In LTIS, causality can be expressed in terms of Impulse response as follows: consider the LTI system having an output at time n=no:

y (no ) = =

k = k =0

h(k ) x(no k )
1

h(k ) x(no k ) +

k =

h(k ) x(no k )

= [h(0) x(no ) + h(1) x(no 1) + h(2) x(no 2) + .... + [h(1) x(no + 1) + h(2) x(no + 2) + .....]
Must be zero

The terms in the first sum involve x (no ), x(no 1),...which are the present and past values of the input signal. The second sum involves the future signal components.

 Clearly, for a LTI system to be causal, the impulse response of the system must satisfy :

h(n) = 0, n < 0
Then for a causal LTIS, the summation of the convolution formula is modified to be:

y ( n) =

k =0

h( k ) x ( n k )

Convolution Formula for IIR and FIR LTI Systems

y ( n) =

h( k ) x ( n k )

k =

Interconnection between Systems

Stable LTIS
In General: A system is said to be stable if every bounded input produces a bounded output

x(n ) <

y (n ) <

For the LTIS to be stable:

y (n )
If x(n) is bounded for all n
x(n ) M

h(k ) x(n k )

k =0

Causal System

y (n ) M
k =0

h(k )

For y(n) to be bounded

h(k ) <

k =0

Unstable System
h(n)

Stable System
h(n)

h (n ) = e

, > 0

h (n ) = e n , < 0

. . . . .
k =0

. . . . .
k =0

h(k ) =

h(k ) <

Example: Stability
Check the stability for the following system: y ( n) = y ( n 1) + x( n) Where x ( n) = C ( n) . Assume that y(-1)=0 and C is constant and C>1. Solution The output sequence is:
2

n = 0, y (0) = y 2 (1) + C (0) = 0 + C = C =C2 + 0 = C2

n = 1, y (1) = y 2 (0) + C (1) n = 2, y (2) = y 2 (1) + C (2) = (C 2 ) 2 + 0 = (C 2 ) 2 = C 4 n = 3, y (3) = y (2) + 0 = (C ) = C

2 4 2 8

Then y (n) = C

2n

The output is unbounded , so the system is unstable.

Characterization of Digital System

Any digital system can be characterized by one of the following:

1. Difference Equation 2. Impulse Response 3. Transfer Function 4. Frequency Response

1. Difference Equation
A LTI system can be described by a linear constant coefficient difference equation of the form:
N i =0

ai y (n i ) =

M i =0

bi x(n i )

a0 = 1

OR

y (n ) =

M i =0

bi x(n i )

N i =1

ai y (n i )

This equation describes a recursive approach for computing the current output given the input values and previously computed output values.

ai and bi are constants independen t on the time

1. Difference Equation (Contd.)

Non Recursive LTI Systems
This

is also called Finite Impulse Response (FIR).

For time invariant (FIR), the difference equation has the form:

y (n ) =

M i =0

bi x(n i )

M are the constant coefficients of the system {bi }0

M is called the order of the system and

1. Difference Equation (Contd.)

Recursive LTI Systems
This It

is also called Infinite Impulse Response (IIR) system.

has the following difference equation:

y (n ) =
M i =0

bi x(n i )

N i =1

ai y (n i )

M is called the order of the all zero part N is called the order of the all pole part

The meaning will be Clear after you study Z-transform

2. The Impulse Response

If the excitation to the filter is the unit impulse (n) The response y(n) is said to be the impulse response i.e., the response to the impulse excitation.

1. For Non Recursive (FIR)

h(n ) =
M i =0

bi (n i )

(n )

Digital Filter

h(n )

2. For Recursive (IIR)

h(n ) =
M i =0

bi (n i )

N i =1

ai h(n i )

Example:
Find the impulse response of the causal system:

y (n) = x (n) + e y (n 1)
solution

The input is: x(n) = (n) .

y (n) = (n) + e y (n 1) n=0 n =1 n=2 n=3 y (0) = 1 + e y (1) = 1 y (1) = 0 + e y (0) = e

y (2) = 0 + e y (1) = e .e = e 2 y (3) = 0 + e y (2) = e 2 .e = e3

Then y (n) = h(n) = e n

Is this System Stable??? Plot h(n) for = 0.5

3. Transfer Function of Digital System

The transfer function or the system function H(z)
H (z ) =
X(z) H(z)

Y (z ) X (z )
Y(z) =X(z) H(z)

X(z) and Y(z) are the Z Transform of x(n) and y(n)

Z {y (n )}

Y (z )

Z {x(n )}

X (z )

4. The Frequency Response

The discrete-time Fourier transform of an impulse response is called the frequency response or the system function.
Remember:
n =

X (e ) =

x[n] e j n

H ( e j ) =
X e jw

h[n] e j n
Y e jw

n =

( )

H(ejw) LTIS

( )

Example:

Given h(n) = a nu (n) where a < 1 find the frequency response of the system Solution H (e ) = = =
j

h[n] e j n a n u ( n ) e j n a n e j n =
n =0

n =

Remember 1 a = 1 a n=0
n

n = n =0

( a e j ) n

1 H (e ) = 1 a e j
j

Example 1:
Consider a causal LTIS with an impulse response h(n) given
by

h(n ) = (0.9 ) u (n )
n

Find:

(a ) The difference equation. (b) The output when the input x(n) = u(n)-u(n-10)

Solution
a - From h(n) we have

h(n ) (0.9 )h(n 1) = (0.9 ) u (n ) (0.9 )(0.9) u (n 1)

n n 1

(0.9)n [u(n ) u (n 1)] (0.9)n (n )

(n ) = 1 when n = 0

Example 1 (Contd.)

h(n ) (0.9)h(n 1) = (n )
Note : y(n) = h(n) when x(n) = (n) The difference equation has the form :

y (n ) = (0.9 ) y (n 1) + x(n )

b- When

x(n ) = u (n ) u (n 10 )
n<0 x(n ) = 0
n=0
x(n)

y (0 ) = (0.9 ) y ( 1) + x(0) = 0 + 1 = 1 y (1) = (0.9) y (0 ) + x(1) = 0.9 + 1 = 1.9

y (n ) = 0

n =1 n=2

y (1) = (0.9) y (1) + x(2 ) = 0.9 (1.9 ) + 1 = 2.71

9 n

. . . . . . . . . . . . .
0 1 2

Example 1 (Contd.)
The output sequence is shown in the following figure
8 7 6 5 y(n) 4 3 2 1 0 -5 Output Sequence

10

15

20 n

25

30

35

40

45

50

Example 2

Consider the following difference equation for a causal LTI System

y (n ) y (n 1) + (0.9) y (n 2) = x(n )

a- Calculate and plot the impulse response h(n) for n=0, 1, 2,...5 b- Calculate and plot the unit step response for n=0,1, 2,...5

Solution
(a) The system is causal, therefore h(n) =0 for all n< 0

h(n ) h(n 1) + (0.9 )h(n 2 ) = (n ) n=0 n =1 n=2 n=3 h(0 ) h( 1) + 0.9h( 2 ) = (0 ) h(1) h(0 ) + 0.9h( 1) = (1) h(2 ) h(1) + 0.9h(0 ) = (2 ) h(3) h(2 ) + 0.9h(1) = (3) h(0 ) = (0 ) = 1 h(1) = h(0 ) = 1 h(2 ) = h(1) (0.9 ) h(0 ) = 0.1 h(3) = h(2 ) (0.9 ) h(1) = 0.1 0.9 = 0.8

Example 2 (Contd.)
(b)

y (n ) y (n 1) + 0.9 y (n 2) = u (n )
y (0 ) y ( 1) + 0.9 y ( 2 ) = u (0 ) y (1) y (0 ) + 0.9 y ( 1) = u (1) y (0 ) = u (0 ) = 1 y (1) = y (0 ) + u (1) = 1 + 1 = 2

n=0 n =1
n=2

y (2 ) y (1) + 0.9 y (0) = u (1)

y (2) = y (1) 0.9 y (0) + u (1) = 1 0.9 + 1 = 0.9

Plot the output???