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Finite-Dimensional LTI
Finite- Finite-Dimensional LTI
Finite-
Discrete-- Time Systems
Discrete
Discrete-- Time Systems
Discrete
Applying the DTFT to the difference
In this course we shall be concerned with equation and making use of the linearity and
LTI discrete-time systems characterized by the time-invariance properties of Table 3.2
linear constant coefficient difference we arrive at the input-output relation in the
equations of the form: transform-domain as
N M N M
j k
dk y[n k ] = pk x[n k ] dke Y (e j ) = pk e j k X (e j )
k=0 k=0 k =0 k =0
j j
whereY (e ) and X ( e ) are the DTFTs of
y[n] and x[n], respectively
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
Finite-Dimensional LTI
Finite- Finite-Dimensional LTI
Finite-
Discrete-- Time Systems
Discrete Discrete-- Time Systems
Discrete
Applying the z-transform to both sides of
In developing the transform-domain the difference equation and making use of
representation of the difference equation, it the linearity and the time-invariance
has been tacitly assumed that X (e j ) and properties of Table 3.9 we arrive at
Y ( e j ) exist N M
k k
The previous equation can be alternately dk z Y(z ) = pk z X (z )
written as k=0 k =0
where Y(z) and X(z) denote the z-transforms
N M
d k e j k Y ( e j ) = pk e j k X ( e j ) of y[n] and x[n] with associated ROCs ,
k =0 k =0 respectively
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
1
Finite--Dimensional LTI
Finite The Frequency Response
Discrete- Time Systems
Discrete- Most discrete-time signals encountered in
A more convenient form of the z-domain practice can be represented as a linear
representation of the difference equation is combination of a very large, maybe infinite,
given by number of sinusoidal discrete-time signals
N M of different angular frequencies
d k z k Y ( z ) = pk z k X ( z )
k=0 k=0 Thus, knowing the response of the LTI
system to a single sinusoidal signal, we can
determine its response to more complicated
signals by making use of the superposition
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
constant
Its input-output relationship in the time-
We consider here one such eigen function domain is given by the convolution sum
as the input
y[ n] = h[k ] x[ n k ]
k =
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
2
The Frequency Response The Frequency Response
H (e j ) , in general, is a complex function
j of with a period 2
The quantity H (e ) is called the frequency
response of the LTI discrete-time system It can be expressed in terms of its real and
H (e j ) provides a frequency-domain imaginary parts
description of the system H (e j ) = H re (e j ) + j Him (e j )
H (e j ) is precisely the DTFT of the impulse or, in terms of its magnitude and phase,
response {h[n]} of the system H (e j ) = H (e j ) e j ()
where
() = arg H ( e j )
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
3
The Frequency Response The Frequency Response
Or, H (e j ) = 1 e j n e j n
Thus, the magnitude responseof the M-point
M
n=0 n= M moving average filter is given by
jM
( )
= 1 e j n 1 e jM = 1
M
1 e
M 1 e j H (e j ) = 1
sin(M / 2 )
n =0 M sin( / 2)
Phase, degrees
0
imag, and the magnitude and phase
Magnitude
0.6
-50
4
Steady--State Response
Steady Steady--State Response
Steady
Note that the frequency response also
determines the steady-state response of an We can express the input x[n] as
LTI discrete-time system to a sinusoidal x[ n] = g[ n] + g * [n ]
input where
Example - Determine the steady-state g [n ] = 1 Ae je jon
2
output y[n] of a real coefficient LTI
Now the output of the system for an input
discrete-time system with a frequency
response H (e j) for an input e jon is simply
H (e jo )e jon
x[ n] = A cos(on + ), < n <
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
Steady--State Response
Steady Steady--State Response
Steady
Because of linearity, the responsev[n] to an Combining the last two equations we get
input g[n] is given by y[ n] = v[n ] + v * [ n]
v [n] = 1 Ae jH (e j o )e jo n = 1 Ae j H ( e jo )e jon + 1 Ae j H (e jo )e jon
2 2 2
Response to a Causal
Steady--State Response
Steady Exponential Sequence
The expression for the steady-state response
Thus, the output y[n] has the same sinusoidal developed earlier assumes that the system is
waveform as the input with two differences: initially relaxed before the application of
(1) the amplitude is multiplied by H ( e jo ), the input x[n]
the value of the magnitude function at = o In practice, excitation x[n] to a discrete-time
(2) the output has a phase lag relative to the system is usually a right-sided sequence
input by an amount ( o ), the value of the applied at some sample index n = no
phase function at = o We develop the expression for the output
for such an input
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
5
Response to a Causal Response to a Causal
Exponential Sequence Exponential Sequence
Without any loss of generality, assume x[ n] = 0
n jn
for n < 0 Or, y[ n] = h[k ] e jk e [n ]
From the input-output relation k=0
y[ n] =
k = h[ k ] x[ n k ] The output forn < 0 is y[n] = 0
we observe that for an input The output for n 0 is given by
x[ n] = e jn[n ] n
y[ n] = h[k ] e jk e jn
the output is given by k =0
n jn jn
y[ n] = h[ k ] e j( n k ) [ n] = h[k ] e j k e h[k ] e jk e
31 k=0 Copyright 2001, S. K. Mitra 32 k =0 k = n+1
Copyright 2001, S. K. Mitra
6
The Concept of Filtering The Concept of Filtering
One application of an LTI discrete-time The key to the filtering process is
system is to pass certain frequency
components in an input sequence without x[ n] = 21 X (e j ) e j n d
any distortion (if possible) and to block
other frequency components It expresses an arbitrary input as a linear
weighted sum of an infinite number of
Such systems are called digital filters and exponential sequences, or equivalently, as a
one of the main subjects of discussion in linear weighted sum of sinusoidal sequences
this course
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
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The Concept of Filtering The Concept of Filtering
Example - The input consists of a sum of two The convolution sum description of this
sinusoidal sequences of angular frequencies filter is then given by
0.1 rad/sample and 0.4 rad/sample y[ n] = h[0] x[n ] + h[1] x[n 1] + h[ 2] x[n 2]
We need to design a highpass filter that will = x[ n] + x[ n 1] + x[n 2]
pass the high-frequency component of the
input but block the low-frequency component y[n] and x[n] are, respectively, the output
and the input sequences
For simplicity, assume the filter to be an FIR
filter of length 3 with an impulse response: Design Objective : Choose suitable values
h[0] = h[2] = , h[1] = of and so that the output is a sinusoidal
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sequence with a frequency 0.4 rad/sample
Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra
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The Concept of Filtering The Concept of Filtering
Figure below shows the plots generated by The first seven samples of the output are
running this program shown below
4
y[n]
x 2[n]
3
x 1[n]
Amplitude
-1
0 20 40 60 80 100
49 Time index n 50
Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra