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LTI Discrete-

Discrete- Time Systems in LTI Discrete-


Discrete- Time Systems in
the Transform Domain the Transform Domain
An LTI discrete-time system is completely Such transform-domain representations
characterized in the time-domain by its provide additional insight into the behavior
impulse response sequence {h[n]} of such systems
Thus, the transform-domain representation It is easier to design and implement these
systems in the transform-domain for certain
of a discrete-time signal can also be equally applications
applied to the transform-domain
We consider now the use of the DTFT and
representation of an LTI discrete-time the z-transform in developing the transform-
system domain representations of an LTI system
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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 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

The Frequency Response The Frequency Response


An important property of an LTI system is Consider the LTI discrete-time system with
that for certain types of input signals, called an impulse response {h[n]} shown below
eigen functions , the output signal is the
input signal multiplied by a complex x[n] h[n] y[n]

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

The Frequency Response The Frequency Response


If the input is of the form Then we can write
x[ n] = e j n , < n < y[ n] = H ( e j ) e j n
then it follows that the output is given by Thus for a complex exponential input signal
e j n , the output of an LTI discrete-time
y[ n] = h[ k ] e j (n k ) = h[k ] e j k e j n system is also a complex exponential signal
k = k =
of the same frequency multiplied by a
Let
complex constant H (e j )
H (e j ) = h[ k ] e j k Thus e j n is an eigen function of the system
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

The Frequency Response The Frequency Response


The function H (e j ) is called the In some cases, the magnitude function is
magnitude response and the function () specified in decibels as
is called the phase responseof the LTI G( ) = 20 log10 H (e j ) dB
discrete-time system where G() is called the gain function
Design specifications for the LTI discrete- The negative of the gain function
time system, in many applications, are
given in terms of the magnitude response or A ( ) = G()
the phase response or both is called the attenuation or loss function
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

The Frequency Response The Frequency Response


Note: Magnitude and phase functions are Likewise, for a real impulse response h[n],
real functions of , whereas the frequency H re (e j ) is even and H im( e j ) is odd
response is a complex function of Example - Consider the M-point moving
If the impulse responseh[n] is real then it average filter with an impulse response
follows from Table 3.4 that the magnitude given by
function is an even function of : h[n] = 1 / M , 0 n M 1
0, otherwise
H (e j ) = H ( e j ) Its frequency response is then given by
and the phase function is an odd function of M 1
: H (e j ) = M1 e j n
17
() = () 18
n =0
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)

1 sin( M / 2) j ( M 1 ) / 2 and the phase response is given by


= e
M sin( / 2 ) ( M 1) M/2 2 k
() = + ( M )
2 k =0
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

Frequency Response Frequency Response


Computation Using MATLAB
Computation Using MATLAB
The function freqz(h,w) can be used to
Example - Program 4_1 can be used to
determine the values of the frequency
generate the magnitude and gain responses
response vectorh at a set of given
of an M-point moving average filter as
frequency points w
shown below
Fromh, the real and imaginary parts can be 1
M=5
100

computed using the functions real and 0.8


M=14 50

Phase, degrees
0
imag, and the magnitude and phase
Magnitude

0.6
-50

functions using the functions abs and 0.4


-100
0.2 M=5
angle -150 M=14
0 -200
21 22 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Copyright 2001, S. K. Mitra / Copyright /
2001, S. K. Mitra

Frequency Response Frequency Response


Computation Using MATLAB Computation Using MATLAB
The phase response of a discrete-time To this end the function unwrap can be
system when determined by a computer used, provided the computed phase is in
may exhibit jumps by an amount 2 caused radians
by the way the arctangent function is The jumps by the amount of 2 should not
computed
be confused with the jumps caused by the
The phase response can be made a zeros of the frequency response as indicated
continuous function of by unwrapping the
phase response across the jumps in the phase response of the moving average
filter
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

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

Likewise, the output v*[n] to the input g*[n] = 1 A H (e j o ) {e j(o )e je j o n +e j(o )e j e j on }


2
is
= 1 A H ( e jo ) cos(o n + ( o ) + )
v * [ n] = 1 Ae j H (e jo )e jon 2
2
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

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

Response to a Causal Response to a Causal


Exponential Sequence Exponential Sequence
Or, The second term on the RHS is called the
jn
y[ n] = H (e j ) e jn h[k ] e jk e transient response:
k = n+1
ytr [n ] = h[ k ] e jk e jn
The first term on the RHS is the same as k = n+1
that obtained when the input is applied at To determine the effect of the above term
n = 0 to an initially relaxed system and is on the total output response, we observe
the steady-state response:
j jn
ytr [n ] = h[k ] e j( k n ) h[ k ] h[ k ]
y sr[ n] = H ( e )e k =n +1 k = n+1 k =0
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

Response to a Causal Response to a Causal


Exponential Sequence Exponential Sequence
For a causal, stable LTI IIR discrete-time For a causal FIR LTI discrete-time system
system, h[n] is absolutely summable with an impulse response h[n] of length
As a result, the transient response ytr [n ] is a N + 1, h[n] = 0 forn > N
bounded sequence Hence, ytr [n ] = 0 for n > N 1
Moreover, as n , Here the output reaches the steady-state
k =n +1 h[ k] 0 value ysr[ n] = H ( e j )e jn at n = N
and hence, the transient response decays to
zero as n gets very large
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Copyright 2001, S. K. Mitra 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

The Concept of Filtering The Concept of Filtering


Thus, by appropriately choosing the values To understand the mechanism behind the
of the magnitude function H ( e j ) of the design of frequency-selective filters,
LTI digital filter at frequencies consider a real-coefficient LTI discrete-time
corresponding to the frequencies of the system characterized by a magnitude
sinusoidal components of the input, some of function
these components can be selectively heavily c
H (e j )
1,
attenuated or filtered with respect to the 0, c <
others
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

The Concept of Filtering The Concept of Filtering


We apply an input As
x[n ] = A cos 1n + B cos 2 n, 0 < 1 < c < 2 < H (e j1 ) 1, H (e j 2 ) 0
to this system the output reduces to
Because of linearity, the output of this y[ n] A H ( e j1 ) cos (1n + (1 ))
system is of the form Thus, the system acts like a lowpass filter
y[ n] = A H (e j1 ) cos (1n + ( 1) ) In the following example, we consider the
design of a very simple digital filter
+ B H (e j2 ) cos (2 n + ( 2 ))
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

7
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

The Concept of Filtering The Concept of Filtering


The magnitude and phase functions are
Now, the frequency response of the FIR H (e j ) = 2 cos +
filter is given by ( ) =
H (e j) = h[ 0] + h[1] e j + h[ 2] e j 2 In order to block the low-frequency
= (1 + e j2 ) + e j component, the magnitude function at
e j + e j j = 0.1 should be equal to zero
= 2 e + e j
2 Likewise, to pass the high-frequency
= ( 2 cos + )e j component, the magnitude function at
= 0.4 should be equal to one
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

The Concept of Filtering The Concept of Filtering


Thus, the two conditions that must be Thus the output-input relation of the FIR
satisfied are filter is given by
H (e j0. 1) = 2 cos(0. 1) + = 0 y[ n] = 6.76195 ( x[ n] + x[n 2]) + 13. 456335 x[n 1]
H (e j 0. 4 ) = 2 cos( 0. 4) + = 1 where the input is
Solving the above two equations we get x[ n] = {cos(0.1n) + cos(0. 4n)}[ n]
= 6.76195 Program 4_2 can be used to verify the
= 13.456335 filtering action of the above system
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra

8
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

The Concept of Filtering The Concept of Filtering


From this table, it can be seen that,
neglecting the least significant digit, Therefore, first two output samples
y[ n] = cos(0.4( n 1)) for n 2 constitute the transient part of the output
Computation of the present value of the Since the impulse response is of length 3,
output requires the knowledge of the the steady-state is reached at n = N = 2
present and two previous input samples Note also that the output is delayed version
Hence, the first two output samples, y[0] of the high-frequency component cos(0.4n)
and y[1], are the result of assumed zero of the input, and the delay is one sample
input sample values at n = 1 and n = 2 period
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Copyright 2001, S. K. Mitra Copyright 2001, S. K. Mitra