Documente Academic
Documente Profesional
Documente Cultură
x[3]
x[2]
x[4]
x[1]
See Oppenheim and Schafer, Second Edition pages 893, or First Edition
pages 879.
x[4]
x[0]
1
...
4
...
2
1 0
4
x[1]
1 Discrete-time signals
x[3]
x[2]
(This can be plotted using the MATLAB function stem.) The value xn is
undefined for noninteger values of n.
1 < n < 1:
Sequences can be manipulated in several ways. The sum and product of two
sequences xn and yn are defined as the sample-by-sample sum and product
respectively. Multiplication of xn by a is defined as the multiplication of
each sample value by a.
A sequence yn is a delayed or shifted version of xn if
1 < n < 1:
yn D xn
with n0 an integer.
The unit sample sequence
xa .1T /
...
n0 ;
1
...
t
x[1]
is defined as
For this reason, although xn is strictly the nth number in the sequence, we
often refer to it as the nth sample. We also often refer to the sequence xn
when we mean the entire sequence.
Discrete-time signals are often depicted graphically as follows:
n D
8
<0
n0
:1
n D 0:
1 0
2 C D
k:
Conversely, the unit sample sequence can be expressed as the first backward
difference of the unit step sequence
a1
1
X
kD0
a3
n D un
a2
un
1:
can be represented as
4 n
1 C n
...
1
un D n C n
a4
a0
...
xn D a
k:
kD 1
n
X
un D
C 4 C a
3 n
C 3 C a
Ca1 n
2 n
1 C a2 n
C 2 C a
2 C a3 n
1 n
C 1 C a0 n
3 C a4 n
If A and are real numbers then the sequence is real. If 0 < < 1 and A is
positive, then the sequence values are positive and decrease with increasing n:
1
X
xn D A n :
4:
xkn
k:
...
kD 1
...
For 1 < < 0 the sequence alternates in sign, but decreases in magnitude.
For jj > 1 the sequence grows in magnitude as n increases.
n
is defined as
A sinusoidal sequence
...
un D
8
<1
n0
:0
n < 0:
n
...
for all n;
for k an integer:
2k
;
N
k D 0; 1; : : : ; N
1:
2 Discrete-time systems
!0 D 0
1
0
1
!0 D
8
yn D T fxng:
0
1
T fg
!0 D
4
x[n]
0
1
y[n]
!0 D
1
0
yn D xn
nd W
!0 D 15
8
!0 D 7
4
1
1
x[n]
...
...
1
1
0
1
8
y[n]=x[n2]
...
...
1
yn D xn
yn D
M2
X
1
xn
M1 C M2 C 1
nd is not unless nd D 0.
kD M1
y[3]
Additivity:
x[n]
...
...
1
Scaling:
T fax1 ng D aT fx1 ng D ay1 n:
y[2]
::
:
1
y2 D .x1 C x2 C x3/
3
1
y3 D .x2 C x3 C x4/
3
::
:
A system is time invariant if a time shift or delay of the input sequence causes
a corresponding shift in the output sequence. That is, if yn is the response to
xn, then yn n0 is the response to xn n0 .
yn D
n
X
kD 1
10
xk
2.4 Causality
A system is causal if the output at n depends only on the input at n and earlier
inputs.
For example, the backward difference system
yn D xn
xn
xn
k at
kD 1
is not.
2.5 Stability
1
X
xkT fn
kg D
yn D
kD 1
11
1
X
xkhn
k is
k:
kD 1
xkhk n:
kD 1
kD 1
1
X
xn
This expression is called the convolution sum. Therefore, a LTI system has
the property that given hn, we can find yn for any input xn. Alternatively,
yn is the convolution of xn with hn, denoted as follows:
yn D xn hn:
12
The previous derivation suggests the interpretation that the input sample at
n D k, represented by xkn k, is transformed by the system into an
output sequence xkhn k. For each k, these sequences are superimposed
to yield the overall output sequence:
hn
xn
h[k]
2
Reflect
h[k]
1
1 0
2
h[nk]
Shift
x 1hn C 1
x 1n C 1
k
n5
1 0
x1n
x1hn
1
0
yn D x 1hn C 1 C x1hn
The sequence hn
to k D n.
n+2
to the input xn D an un. To find the output at n, we must form the sum over
all k of the product xkhn k.
13
14
x[n]
0.5
yn D
0
10
0
k
xkhn
k:
kD 1
10
1
h[nk]
1
X
Commutative: xn hn D hn xn
0.5
0
10
n(N1) 0
k
10
Cascade connection:
Since the sequences are non-overlapping for all negative n, the output must be
zero:
yn D 0;
For 0 n N
follows that
n
X
h1 n
k D ak , so it
0nN
1:
kD0
x[n]
h2 n
h1 n
y[n]
Parallel connection:
Finally, for n > N 1 the product terms are xkhn k D ak as before, but
the lower limit on the sum is now n N C 1. Therefore
yn D
y[n]
yn D hn xn D h1 n h2 n xn D h2 n h1 n xn.
ak ;
n
X
h2 n
n < 0:
x[n]
h1 n
x[n]
a ;
n>N
y[n]
h2 n
1:
kDn N C1
yn D .h1 n C h2 n/ xn D hp n xn.
Additional important properties are:
A LTI system is stable if and only if S D
15
16
P1
kD 1 jhkj
delay system hn D n
average system
hn D
hn D an un;
M2
X
1
n k
M1 C M2 C 1
kD M1
8
1
<
M nM
1
M1 CM2 C1
:0
otherwise;
hn D
n
X
8
<1
:0
nD0
jan j
nD0
1
X
jajn D
nD0
1
1
jaj
<1
Onesample
delay
n/ n
n0
D n
1 n C 1
n<0
D n
un D 1.
A LTI system is causal if and only if hn D 0 for n < 0. The ideal delay
system is causal if nd 0; the moving average system is causal if
M1 0 and M2 0; the accumulator and backward difference systems
are causal; the forward difference system is noncausal.
Systems with only a finite number of nonzero values in hn are called Finite
duration impulse response (FIR) systems. FIR systems are stable if each
impulse response value is finite. The ideal delay, the moving average, and the
forward and backward difference described above fall into this class. Infinite
impulse response (IIR) systems, such as the accumulator system, are more
difficult to analyse. For example, the accumulator system is unstable, but the
17
1
X
hn D .n C 1
D un
P1
SD
which has
k
kD 1
jaj < 1
is stable since
is unstable since S D
IIR system
1
1 n
1:
Forward
difference
Backward
difference
Here a non-causal system has been converted to a causal one by cascading with
a delay. In general, any non-causal FIR system can be made causal by
cascading with a sufficiently long delay.
Consider the system consisting of an accumulator followed by a backward
difference:
18
Accumulator
x[n]
y[n]
Onesample
delay
1/ D un
un
1 D n:
The output is therefore equal to the input because xn n D xn. Thus the
backward difference exactly compensates for (or inverts) the effect of the
accumulator the backward difference system is the inverse system for the
accumulator, and vice versa. We define this inverse relationship for all LTI
systems:
hn hi n D n:
ak yn
k D
M
X
bm xn
yn D
x[n]
y[n]
Backward
difference
M2
X
1
xn
M2 C 1
hn D
1
.n
M2 C 1
x[n]
x[n]
M2
1/ un
x1 n
1=.M2 C 1/
.M2 C 1/
19
k;
so
Attenuator
1/:
m:
M2
kD0
mD0
kD0
un
1
.un
M2 C 1
sample delay
1 C xn
20
Accumulator
y[n]
yn
1 D
M2
1
.xn
M2 C 1
xn
M2
Complex exponentials
1/;
xn D e j!n ;
1<n<1
1,
Fourier transform. Its properties are recapped here (with examples) to show
nomenclature.
1
X
hke
j!.n k/
De
1
X
j!n
hke
j!k
kD 1
kD 1
Defining
H.e j! / D
1
X
j!k
hke
kD 1
j!
j!n
ak yh n
k D 0:
kD0
It can be shown that there are N nonzero solutions to this equation, so a set of
N auxiliary conditions are required for a unique specification of yn for a
given xn.
If a system is LTI and causal, then the initial conditions are initial rest
conditions, and a unique solution can be obtained.
21
j!nd
H.e j! / D e
6 Frequency-domain representation of
discrete-time signals and systems
j! /
1
X
nd e
nd ,
j!n
De
j!nd
nD 1
22
nd :
Hlp .e j! /
jH.e j! /j D 1
^H.e j! / D
!nd :
2
!c
The frequency response of a LTI system is essentially the same for continuous
and discrete time systems. However, an important distinction is that in the
discrete case it is always periodic in frequency with a period 2:
H.e
j.!C2/
/D
D
D
1
X
nD 1
1
X
nD 1
1
X
hne
j.!C2/n
hne
j!n
hne
j!n
!c
j 2 n
Hhp .e j! /
Highpass
D H.e j! /:
nD 1
!c
!c
j!
1 Hbs .e /
Bandstop
!b
!a
1
!a
Hbp .e j! /
!b
Bandpass
A system will therefore respond in exactly the same way to both sequences.
Example: ideal frequency selective filters
The frequency response of an ideal lowpass filter is as follows:
2
!b
!a
!a
!b
In these cases it is implied that the frequency response repeats with period 2
outside of the plotted interval.
Example: frequency response of the moving-average system
23
24
is given by
H.e j! / D
xne
j!n
nD 1
1
e j!.M2 CM1 C1/=2 e j!.M2 CM1 C1/=2
e
M1 C M2 C 1
1 e j!
j!.M2
M1 C1/
j!.M2 M1 /
2
This is also called the forward transform or analysis equation. The inverse
Fourier transform, or synthesis formula, is given by the Fourier integral
Z
1
X.e j! /e j!n d!:
xn D
2
The Fourier transform is generally a complex-valued function of !:
X.e j! / D XR .e j! / C jXI .e j! / D jX.e j! /je j ^X.e
For M1 D 0 and M2 D 4,
j! /
The quantities jX.e j! /j and ^X.e j! / are referred to as the magnitude and
phase of the Fourier transform. The Fourier transform is often referred to as
the Fourier spectrum.
jH.e j! /j
2
2
5
2
5
2
!
^H.e j! /
1
X
0
2
!
This system attenuates high frequencies (at around ! D ), and therefore has
the behaviour of a lowpass filter.
25
hke
j!k
1
X
kD 1
2
H.e j! / D
26
Sequence xn
Transform X.e j! /
x n
X .e
j!
x n
X .e j! /
Refxng
Xe .e j! /
j Imfxng
Xo .e j! /
xe n
XR .e j! /
xo n
jXI .e j! /
xe n D
j!
/ D Xe .e
j!
/ C Xo .e
j!
/;
Most of these properties can be proved by substituting into the expression for
the Fourier transform. Additionally, for real xn the following also hold:
xn
1
X.e j! / C X .e
2
1
Xo .e j! / D X.e j! / X .e
2
Xe .e j! / D
j!
j!
X.e j! / D X .e
j!
xn
XR .e
xn
XI .e j! / D
xn
jX.e j! /j D jX.e
xn
where
Transform X.e j! /
Real sequence xn
^X.e
j!
j!
/ D XR .e
/D
j!
^X.e
xe n
XR .e
xo n
jXI .e j! /
j!
XI .e
j!
j!
/j
j!
/:
27
Let X.e j! / be the Fourier transform of xn. The following theorems then
apply:
28
Sequences xn, yn
Transforms X.e j! /, Y .e j! /
Property
axn C byn
aX.e j! / C bY .e j! /
Linearity
xn
e
j!0 n
nd
xn
j!nd
X.e
x n
j.! !0 /
X.e
nxn
X.e j! /
j!
1
2
xnyn
Frequency shift
Time reversal
dX.e j! /
Frequency diff.
d!
j!
xn yn
Time shift
j!
X.e
/Y .e
/
R
j
j.! /
/d
X.e /Y .e
Convolution
Modulation
Fourier transform
n
n
n0
1 . 1 < n < 1/
n
a un .jaj < 1/
un
.n C 1/an un .jaj < 1/
sin.!c n/
n
xn D
8
<1
:0
e
P1
kD 1 2.! C 2k/
1
1 ae j!
P
1
C 1
kD 1 .! C 2k/
1 e j!
1
8.1 ae j! /2
X.e j! / D
<1
:0
0nM
j!j < !c
!c < j!j
sin!.M C1/=2
e j!M=2
sin.!=2/
otherwise
e
j!n0
P1
j!0 n
kD 1
29
2.!
!0 C 2k/