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2.6 Frequency-Domain Eigenfunction and Eigenvalue

Representation of Discrete- Complex exponentials is the eigenfunction
Time Signals and systems for LTI discrete-time systems :
2.6.1 Eigenfunction and Eigenvalue for LTI

If

 is called as the eigenfunction of the

system , and the associated eigenvalue
eigenfunction
is .
eigenvalue frequency response
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Frequency response Example 2.14 Find Frequency

response of the ideal Delay
solution 1:
 is called as frequency response of
the system.
i.e. DTFT, (Discrete-Time) Fourier Transform
solution 2:
Real part, imaginary part From defination of frequency response:

Magnitude, phase

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Example 2.14 Frequency x[n]: Linear combination of complex exponential

response of the ideal Delay
If , output of LTI system?

From the principle of superposition, and

the corresponding output of an LTI system is

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Example 2.15 Sinusoidal Sinusoidal response of the ideal Delay

response of LTI systems Given: , find y[n].
solution 1:
solution 2:

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Periodic Frequency Response Periodic Frequency Response

The frequency response of discrete-time We need only specify over
LTI systems is always a periodic function of
the frequency variable with period
The “low frequencies” are frequencies close
to zero or an even multiple of π.

The “high frequencies” are frequencies close

to ±π or an odd multiple of π.

More generally, modify the frequency with

, r is integer.
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Ideal Frequency-Selective Filters Frequency Response of Ideal

High-pass Filter
periodicity

Frequency Response of Ideal Low-pass Filter

repeats periodically
one period with period 2πr outside
the plotted interval

Ideal Band-pass Filter

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Frequency Response of Ideal Example 2.16 Frequency Response of

Band-stop Filter the Moving-Average System
solution:

periodicity

Ideal Low-pass Filter

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Frequency Response of the Moving-

Average System

M1 = 0 and M2 = 4

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2.6.2 Suddenly applied Complex 2.6.2 Suddenly applied Complex

Exponential Inputs Exponential Inputs
In practice, we may not apply the complex For causal LTI system
exponential inputs e jwn to a system, but the
more practical-appearing inputs of the form
x[n] = ejwn  u[n]
i.e., x[n] suddenly applied at an arbitrary time,
For n≥0
which for convenience we choose n=0.
For causal LTI system:

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2.6.2 Suddenly applied Complex 2.6.2 Suddenly Applied Complex

Exponential Inputs Exponential Inputs (continue)
For infinite-duration impulse response (IIR)
Steady-state Response

For stable system, transient response must

become increasingly smaller as n  ,
Transient response

Illustration of a real part of suddenly applied

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2.6.2 Suddenly Applied Complex 2.6.2 Suddenly Applied Complex

Exponential Inputs (continue)
If h[n] = 0 except for 0 n  M (FIR), then the
transient response yt[n] = 0 for n+1 > M.
For n  M, only the steady-state response
exists
Exponential Inputs (continue)
The condition for stability is also a sufficient
condition for the existence of the frequency
response function, as

Illustration of a real part of suddenly applied

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2.7 Representation of Sequences Fourier Transform

by Fourier Transforms
(Discrete-Time) Fourier Transform, DTFT，
analyzing rectangular form polar form

If is absolutely summable, i.e.

then exists. (Stability)
Inverse Fourier Transform, synthesis

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Principal Value Impulse response and

 is not unique because any Frequency response
may be added to without affecting The frequency response of a LTI
the result of the complex exponentiation. system is the Fourier transform of the
impulse response of the LTI .
Principle value: is restricted to the
range of values between . It is
denoted as

 : phase function is referred as a

continuous function of for
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Example 2.17: Absolute Summability Discussion of convergence

Let , find condition of existence of
the fourier transform or Absolute Summability.
Absolute summability is a sufficient
condition for the existence of a Fourier
Soltution:
transform representation, and it also
guarantees uniform convergence.
Some sequences are not absolutely
summable, but are square summable,
i.e.,
Absolute
Summability
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Discussion of convergence Discussion of convergence

Mean-square convergence

Sequences which are square summable,

can be represented by a Fourier transform,
if we are willing to relax the condition of
uniform convergence of the infinite sum
defining . The error may not approach
zero at each value of as , but
Then we have Mean-square Convergence. total “energy” in the error does.
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2.6.2 Suddenly applied Complex Impulse response and

Review Exponential Inputs Frequency response
For causal LTI system
The frequency response of a LTI
system is the Fourier transform of the
impulse response of the LTI .

For n≥0

Illustration of a real part of suddenly applied

109 complex exponential Input with
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2.7 Representation of Sequences Example 2.18 : Square-summability

Review by Fourier Transforms for the ideal Lowpass Filter
(Discrete-Time) Fourier Transform, DTFT，
analyzing
Soltution:

 uniform convergence(Stability):
Inverse Fourier Transform, synthesis

Since is nonzero for , the ideal

Mean-square convergence:
lowpass filter is noncausal.
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Example 2.18 Square-summability Example 2.18 Square-summability

for the ideal Lowpass Filter for the ideal Lowpass Filter
since
 approaches zero as ,
but only as .

 is not absolutely summable.

does not converge

uniformly for all w.

Define
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Gibbs Phenomenon Example 2.18 continued

As M increases, oscillatory behavior at
is more rapid, but the size of
M=1 M=3 the ripple does not decrease. (Gibbs
Phenomenon)

As , the maximum amplitude of

the oscillation does not approach zero,
M=7 M=19
but the oscillations converge in location
toward the point .
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Example 2.18 continued Example 2.19 Fourier Transform

of a constant
 does not converge uniformly
to the discontinuous function . The sequence is neither absolutely summable
nor square summable.
However, is square summable, Define the Fourier transform of :
and converges in the mean-
square sense to
the periodic impulse train
The impulses are functions of a continuous
variable and therefore are of “infinite height,
zero width, and unit area.”
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Example 2.19 Fourier Transform Example 2.20 Fourier Transform of

of a constant: proof Complex Exponential Sequences

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Example: Fourier Transform of Example: Fourier Transform

Complex Exponential Sequences of unit step sequence

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2.8 Symmetry Properties of the Symmetry Properties of real sequence

Fourier Transform
Conjugate-symmetric sequence even sequence: a real sequence that is
Conjugate-symmetric

Conjugate-antisymmetric sequence odd sequence: real, Conjugate-antisymmetric

real sequence:

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Decomposition of a Fourier x[n] is complex

transform

Conjugate-symmetric Conjugate-antisymmetric

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x[n] is real, Conjugate-symmetric Ex. 2.21 illustration of Symmetry Properties

x[n] , a is
real
the real part is even, the imaginary part is odd.

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Ex. 2.21 illustration of Symmetry Properties Ex. 2.21 illustration of Symmetry Properties

Real part Its magnitude is an even function, and phase

is odd.

Imaginary part

a=0.75(solid curve) and a=0.5(dashed curve)

a=0.75(solid curve) and a=0.5(dashed curve)
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2.9 Fourier Transform Theorems Fourier Transform Theorems

2.9.2 Time shifting and frequency shifting

2.9.1 Linearity

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Fourier Transform Theorems Fourier Transform Theorems

2.9.3 Time reversal 2.9.4 Differentiation in Frequency

If is real,

If is real, even, is real, even.

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Fourier Transform Theorems Fourier Transform Theorems

2.9.5 Parseval’s Theorem 2.9.6 Convolution Theorem

 is called the energy density spectrum if

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Fourier Transform Theorems Fourier transform pairs

2.9.7 Modulation or Windowing Theorem

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Fourier transform pairs Fourier transform pairs

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Ex. 2.22 Determine the Fourier Transform Ex. 2.23 Determine an inverse Fourier
of sequence Transform of
Solution:
Solution:

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Ex. 2.24 Determine the impulse response Ex. 2.25 Determine the impulse response
from the frequency respone: for a causal LTI system with difference
equation:
Solution:
Impulse response
Solution:

h[n] can be computed recursively, or by FT:

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Ex. 2.25 Determine the impulse response 2.10 Discrete-Time Random Signals
for a difference equation:
Deterministic: each value of a sequence is
uniquely determined by a mathematically
expression, a table of data, or a rule of
some type.
Stochastic signal: a member of an
ensemble of discrete-time signals that is
characterized by a set of probability density
function.
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2.10 Discrete-Time Random Signals 2.10 Discrete-Time Random

Signals
For a particular signal at a particular time, x[n] is an outcome of some random variable
the amplitude of the signal sample at that Xn (no necessary to distinguish x[n] and Xn ).

time is assumed to have been determined The collection of random variables is called a
random process.
by an underlying scheme of probability.
 The stochastic signals do not directly have
That is, is an outcome of some Fourier transform, but the Fourier transform
of the autocorrelation and autocovariance
random variable Xn . sequece often exist.

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Fourier transform in stochastic signals Stochastic signal as input

Let be a real-valued sequence that is a
The Fourier transform of autocorrelation sample sequence of a wide-sense stationary
sequence has a useful interpretation in discrete-time random process.
terms of the frequency distribution of Consider a stable LTI system with real h[n].
the power in the signal.
The effect of processing stochastic
signals with a discrete-time LTI system
can be described in terms of the effect
of the system on the autocorrelation
sequence. If the input is stationary, then so is the output
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2.10 Discrete-Time Random Signals Stochastic signal as input

Let be a real-valued sequence that is a In our discussion, no necessary to distinguish
sample sequence of a wide-sense stationary between the random variables Xn andYn and
discrete-time random process. their specific values x[n] and y[n].
Consider a stable LTI system with real h[n]. mXn = E{Xn }, mYn= E(Yn}, can be written
as mx[n] = E{x[n]}, my[n] =E(y[n]}.
x[n] stationary, mx[n] independent of n, mx[n]→mx
The mean of output process

wide-sense
If the input is stationary, then so is the output stationary
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Stochastic signal as input Stochastic signal as input

The autocorrelation function of output

real h[n]

power (density)
 is called a deterministic autocorrelation spectrum
sequence or autocorrelation sequence of
DTFT of the autocorrelation function of output
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2.10 Discrete-Time Random Signals Total average power in output

Consider a stable LTI system with real h[n].
provides the motivation for the term
power density spectrum.

Parseval’s
Theorem
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For Ideal bandpass system For Ideal bandpass system

Suppose that H(e jw ) is
an ideal bandpass filter,
as shown in Figure .
Since is a real, even, its FT is the area under for
also real and even, i.e., can be taken to represent the mean square
value of the input in that frequency band.
so is

 the power density function of a real signal is

real, even, and nonnegative.
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Ex. 2.30 White Noise Color Noise

A white-noise signal is a signal for which
Assume the signal has zero mean. The
power spectrum of a white noise is
The average power of a white noise is
A noise signal whose power spectrum is
not constant with frequency.
A noise signal with power spectrum
can be assumed to be the output of a LTI
system with white-noise input.

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Color Noise Cross-correlation between the

input and output
Suppose

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Cross-correlation between
the input and output
If
That is, for a zero mean white-noise input,
the cross-correlation between input and
output of a LTI system is proportional to
the impulse response of the system.
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2.11 Summary
Define a set of basic sequence.
Define and represent the LTI systems
in terms of the convolution, stability and
causality.
Introduce the linear constant-coefficient
difference equation with initial rest
conditions for LTI , causal system.
Recursive solution of linear constant-
coefficient difference equations.
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Cross power spectrum between
the input and output
The cross power spectrum is proportional
to the frequency response of the system.
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2.11 Summary
Define FIR and IIR systems
Define frequency response of the LTI
system.
Define Fourier transform.
Introduce the properties and theorems
of Fourier transform. (Symmetry)
Introduce the discrete-time random
signals.
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