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Discrete-Time Signals and Systems

Quote of the Day

Mathematics is the tool specially suited for
dealing with abstract concepts of any kind and
there is no limit to its power in this field.

Paul Dirac

Time Series Analysis

Discrete Signal and System

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Discrete-Time Signals: Sequences

• Discrete-time signals are represented by sequence of numbers
– The nth number in the sequence is represented with x[n]
• Often times sequences are obtained by sampling of continuous-
time signals
– In this case x[n] is value of the analog signal at xc(nT)
– Where T is the sampling period
10

-10
0 20 40 60 80 100 t (ms)
10

-10
0 10 20 30 40 50 n (samples)
Time Series Analysis 3

Basic Sequences Types

• Delaying (Shifting) a sequence

y[n]  x[n  no ]
1.5
• Unit sample (impulse) sequence
1
0 n  0
[n]   0.5
1 n  0 0
-10 -5 0 5 10

• Unit step sequence 1.5

0 n  0 1
u[n]  
1 n  0 0.5

0
-10 -5 0 5 10
• Power sequences 1

x[n]  An 0.5

0
-10 -5 0 5 10
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Basic Sequences Types (cont’)

• Complex-valued exponential sequence:

where σ produces an attenuation (if <0) or amplification (if >0) and

ω0 is the frequency in radians
• Sinusoidal sequence:

where A is an amplitude and θ0 is the phase in radians.

• Random sequences:
• Periodic sequence:
A sequence x(n) is periodic if x(n) = x(n + N), ∀n.

Time Series Analysis 5

OPERATIONS ON SEQUENCES
• Signal addition:

x1 n  x 2 n   x1 n   x 2 n 

• Signal multiplication:

x1 n .x 2 n   x1 n x 2 n 

• Scaling:
 xn   x1 n 
• Shifting:
yn   x n  k 
• Folding
yn   x n 

• Sample summation:
n2
 xn   x n 1     xn 2 
n  n1 6
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OPERATIONS ON SEQUENCES (cont’

• Sample products:
n2
 x n   x n 1    xn 2 
n1

• Signal energy:
 
 x   xn x * n    xn 
2

 
• The Signal power:

1 N 1 ~ 2
Px   x
N 0

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Example: time sifting

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Example : time reversal

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Example : Time Scaling

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Sinusoidal Sequences
• Important class of sequences

xn  coson  
jo
• An exponential sequence with complex    e and A  A e j

xn  An  A e j  e jon  A  e jon  

n n

xn  A  coson     j A  sinon  

n n

• x[n] is a sum of weighted sinusoids

• Different from continuous-time, discrete-time sinusoids
– Have ambiguity of 2k in frequency
coso  2k n    coson  

– Are not necessary periodic with 2/o

2k
coson    coson  oN   only if N  is an integer
o
Time Series Analysis 11

Discrete-Time Systems
• Discrete-Time Sequence is a mathematical operation that
maps a given input sequence x[n] into an output sequence
y[n]

y[n]  T{x[n]} x[n] T{.} y[n]

• Example Discrete-Time Systems

– Moving (Running) Average
1
y[n ]  ( x[ n ]  x[ n  1]  x[n  2]  x[ n  3])
4
– Maximum

y[n]  maxx[n], x[n  1], x[n  2]

– Ideal Delay System
y[n]  x[n  no ]

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Memoryless System
• Memoryless System
– A system is memoryless if the output y[n] at every value of n
depends only on the input x[n] at the same value of n

• Example (Memoryless)
– Square

y[n]  x[n]
2

– Sign
y[n]  signx[n]

• Counter Example (non memory less)

– Ideal Delay System

y[n]  x[n  no ]

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Linear Systems
• Linear System: A system is linear if and only if

T{x1[n]  x2[n]}  T x1[n]  Tx2[n] (additivity)

and
Tax[n]  aTx[n] (scaling)

• Examples
– Ideal Delay System

y[n]  x[n  no ]

T{x1[n]  x2 [n]}  x1[n  no ]  x2[n  no ]

T{x2[n]}  Tx1[n]  x1[n  no ]  x2[n  no ]
Tax[n]  ax1[n  no ]
aTx[n]  ax1[n  no ]

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Time-Invariant Systems
• Time-Invariant (shift-invariant) Systems
– A time shift at the input causes corresponding time-shift at output

y[n]  T{x[n]}  y[n  no ]  Tx[n  no ]

• Example (LTI)
– Square

y1 n  x[n  no ]
2
Delay the input the output is
y[n]  x[n]
2

yn - no   x[n  no ]
2
Delay the output gives

• Counter Example (non-LTI)

– Compressor System

Delay the input the output is y1 n  x[Mn  no ]

y[n]  x[Mn]
Delay the output gives yn - no   xMn  no 

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Causal System
• Causality
– A system is causal it’s output is a function of only the current and
previous samples

• Examples (causal)
– Backward Difference

y[n]  x[n]  x[n  1]

• Counter Example (non-causal)
– Forward Difference

y[n]  x[n  1]  x[n]

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Causal System (cont’)

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Time Series Analysis

Stable System
• Stability (in the sense of bounded-input bounded-output BIBO)
– A system is stable if and only if every bounded input produces a
bounded output

x[n]  B x    y[n]  By  
• Example (stable)
– Square
y[n]  x[n]
2

if input is bounded by x[n]  Bx  

output is bounded by y[n]  B2x  

• Counter Example (non-stable)

y[n]  log10  x[n] 

– Log
even if input is bounded by x[n]  B x  
output not bounded for xn  0  y0  log10  xn   
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Discrete Signal Analysis

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Discrete Signal and System

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Periodic (Uniform) Sampling

• Sampling is a continuous to discrete-time conversion

-3 -2 -1 0 1 2 3 4

• Most common sampling is periodic

xn  x c nT     n  

• T is the sampling period in second

• fs = 1/T is the sampling frequency in Hz
• Sampling frequency in radian-per-second s=2fs rad/sec
• Use [.] for discrete-time and (.) for continuous time signals
• This is the ideal case not the practical but close enough
– In practice it is implement with an analog-to-digital converters
– We get digital signals that are quantized in amplitude and time

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Periodic Sampling
• Sampling is, in general, not reversible
• Given a sampled signal one could fit infinite continuous signals
through the samples

0.5

-0.5

-1
0 20 40 60 80 100

• Fundamental issue in digital signal processing

– If we loose information during sampling we cannot recover it
• Under certain conditions an analog signal can be sampled without
loss so that it can be reconstructed perfectly

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Sampling from Continuous signal

Time Series Analysis 23

Representation of Sampling
• Mathematically convenient to represent in two stages
– Impulse train modulator
– Conversion of impulse train to a sequence

s(t)

Convert impulse
xc(t) x train to discrete- x[n]=xc(nT)
time sequence

xc(t) x[n]
s(t)

t n
-3T-2T-T 0 T 2T3T4T -3 -2 -1 0 1 2 3 4

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Continuous-Time Fourier Transform

• Continuous-Time Fourier transform pair is defined as

X c j    x t e
c
 jt
dt


1
x c t   X c j e jt d
2 
• We write xc(t) as a weighted sum of complex exponentials
• Remember some Fourier Transform properties
– Time Convolution (frequency domain multiplication)
x(t)  y(t)  X( j)Y( j)
– Frequency Convolution (time domain multiplication)
x(t)y(t)  X( j)  Y( j)
– Modulation (Frequency shift)
x(t)e jo t  Xj   o 

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Frequency Domain Representation of Sampling

• Modulate (multiply) continuous-time signal with pulse train:
 
x s t   x c t st    xc t t  nT  s(t)   t  nT 
n   n  

• Let’s take the Fourier Transform of xs(t) and s(t)

1
X s j   X c j   Sj  S j  
2 
   k s 
2 T k  

• Fourier transform of pulse train is again a pulse train

• Note that multiplication in time is convolution in frequency
• We represent frequency with  = 2f hence s = 2fs

1 
X s j    Xc j  ks 
T k  

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Frequency Domain Representation of Sampling

• Convolution with pulse creates replicas at pulse location:
1 
X s j    Xc j  ks 
T k  
• This tells us that the impulse train modulator
– Creates images of the Fourier transform of the input signal
– Images are periodic with sampling frequency
– If s< N sampling maybe irreversible due to aliasing of images

X c j 
-N N

X s j  s>2N

3s -2s s -N N s 2s 3s

X s j  s<2N

3s -2s s -N N s 2s 3s

Time Series Analysis 27

Nyquist Sampling Theorem

• Let xc(t) be a bandlimited signal with

X c ( j)  0 for   N

• Then xc(t) is uniquely determined by its samples x[n]= xc(nT)

if 2
s   2fs  2N
T

• N is generally known as the Nyquist Frequency

• The minimum sampling rate that must be exceeded is known
as the Nyquist Rate Low pass filter

X s j  s>2N

3s -2s s -N N s 2s 3s

X s j  s<2N

3s -2s s -N N s 2s 3s

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