Chapter 2

Discrete-Time Signals and System

2.1 Discrete-Time Signals: Sequences

The independent variable of a signal may be either
continuous or discrete.

Diferential
equations

Amplitude

Amplitude

Continuous-time signals are those that are defined at

continuous times.
Discrete-time signals are those that are defined at discrete
X(t)
times.
X(n) integer

Derivative
Integrals
Laplace
fourier

Continue-time signal

Difference equations
Differences
Sums
Z-transform

DFT

Discrete-time signal
2

2.1 Discrete-time signals notations

A discrete-time signal can be represented as
{x(nT ), n Z}

where T is time interval between samples. Each sample of

sequence x(nT) is determined by the amplitude of signal at instant
nT. For example
..., x(0), x(0.03), x(0.06), x(0.09),...

where T is 0.03.
Another notation is a sequence of numbers. For example, the
sequence x can be represented as
{x(n), n Z }
where Z is the set of integer numbers , and x(n) is
referred to as the nth sample of the sequence. For example
..., x(0), x(1), x(2), x(3),...

A convenient notation for the sequence x just is x(n).

3

2.1 Discrete-time signals graph

Discrete-time signals are often depicted graphically.

x(n) or x(nT)

n or nT

unit sample sequence

The definition of the unit impulse
11,,
((nn))
00,,

nn00
nn00

(n)
1
0

delayed unit sample sequence

The definition of the delayed unit sample sequence
11,, nnm
m
((nnmm))
m
00,, nn m
(n m)
1
0

u(n)m

u0(n)um
(n)1)(n(n2)

unit step sequence

The definition of the unit step

11,,
uu((nn))
00,,

nn00
nn00

u(n)

u(n)

cosine function
The definition of the cosine function is xx((nn))cos(
cos(
nn)),
whose angular frequency is rad/sample.
cos(2 n 16)
x(n)

Exponential Sequence
The definition of the real exponential function is

xx((nn)) AAnn
n

unit ramp
The definition of the unit ramp
nn,,
rr((nn))
00,,

nn00
nn00

r(n)

10

2.1 Discrete-time signals

An arbitrary sequence can be expressed as a sum of
scaled, delayed unit impulses.
x ( n)

x(k ) (n k )

The unit step u(n) can be expressed as

u ( n) ( n k )
k 0

And the unit ramp r(n) can be expressed as

r ( n ) n ( n k )
k 0

11

3
a
a32a
a
2
6a
6

Example: generate the signal with impulse sequence

x(n)

-3 -2 -1 0 1 2 3 4 5

a 3 (n 3)

a2 (n 2)

a6 (n 6)

x(n) a3 (n 3) a2 (n 2) a6 (n 6)

12

Periodic sequence
A sequence x(n) is defined to be periodic if and only if
there is an integer N0 such that x(n) = x(n + N) for all n.
In such a case, N is called the period of the sequence.
Note, not all discrete cosine functions are periodic.
cos(n) cos( (n N )), n Z
N 2k
2
N
k

If 2/ is an integer or a rational number

), this sequence will be periodic;
If 2/ is an irrational number , this cosine
function will not be periodic at all.
13

Example
Determine whether following discrete signal is periodic
or not. If so, calculate the period of the signal.
x(n) cos(0.85 n 10)
Solution: if the signal is periodic, then we have
x(n N ) cos[0.85 (n N ) 10]
cos(0.85 n 10 0.85 N )

Then

x(n) cos(0.85 n 10)

40
0.85N 2k N
k
17

so signal is periodic, its period is 40 (when k=17).

14

2.2 Discrete-time systems

Definition: A system is defined mathematically as a
unique transformation or operator that maps an input
sequence x(n) into an output sequence y(n).
This can be denoted as
y(n) = T{x(n)}
where T {} expresses a discrete-time system.
T{}

x(n)
Excitation

Discrete-time
Discrete-time
system
system

y(n)
Response
15

2.2.1 Memoryless Systems

A system is referred to as memoryless if the output
y(n) at every value of n depends only on the input
x(n) at the same value of n.

16

2.2.2 Linearity Systems

Linearity
If y1(n) and y2(n) are the responses when x1(n) and x2(n) are the
inputs respectively, then a system is linear if and only if

T{a x(n)} = a T {x(n)}

and
T{ x1(n)+ x2(n)} = T {x1(n)}+ T {x2(n)}
for any constant a.

17

2.2.2 Linearity Systems

Example:
Determine whether the following system is linear or not.
y(n)=T{x(n)}=3x(n)+4

Solution:
T{a x(n)} =3a x(n)+4
aT{x(n)} =3a x(n)+4a
T{a x(n)} aT {x(n)}
So it is not a linear system.
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2.2.3 Time-Invariant Systems

Time invariance
A discrete-time system is time invariant if and only if, for
any input sequence x (n) and integer n0, then
T{ x(n-n0)}=y(n-n0)
with y (n)= T { x(n)}.
Note: another name of time invariance is shift
invariance .

19

2.2.3 Time-Invariant Systems

Example:
Determine whether the following system is time-invariant or not.
y(n)=3x(n)+4

Solution:
T[x(n-n0)]=3x[(n-n0)]+4
y(n-n0)= 3x[(n-n0)]+4
y(n-n0)= T[x(n-n0)]
So this system is time-invariant.
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2.2.4 Causality
Causality
A discrete-time system is causal if and only if, when
x1(n) = x2(n) for n < n0, then
T {x1(n)} = T{x2(n)}, for n < n0
A causal system is one for which the output at instant n
does not depend on any input occurring after n.

21

* Discrete-time systems stability

A system is referred to as bounded-input bounded-output
(BIBO) stable if, for every input limited in amplitude, the
output signal is also limited in amplitude.

If x(n) is bounded, i.e., |x(n)| xmax < for all n, then

y ( n)

x ( k ) h( n k ) x

max

h(k )

22

Example

Characterize following system as being either linear or

nonlinear, time-invariant or time-variant, causal or
noncausal, stable or not stable.
y (n) (n 1) x 2 (n) x(n 2)

Solution:
1. Linearity

H {ax(n)} ( n 1)a 2 x 2 (n) ax(n 2)

aH {x(n)} a (n 1) x 2 (n) ax(n 2)
H {ax(n)} aH {x(n)}

So it is not a linear system.

23

Cont.
2. Time-invariance

H {x(n n0 )} (n 1) x 2 (n n0 ) x(n n0 2)
y (n n0 ) (n n0 1) x 2 (n n0 ) x (n n0 2)
H {x(n n0 )} y (n n0 )
so it is time-variant;
2
3. Causality y ( n) (n 1) x (n) x( n 2)

i.e. the output for a certain time t = n of this system not

only depends on the input at time t = n, but also depends
on the time after n (i.e. t = n+2). So the system is
noncausal;
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Cont.
4. Stability
for a special bounded input
we have

x ( n ) u ( n)
x ( n) 1

then the output for system

y (n) ( n 1) x 2 (n) x(n 2)

0, n 2
(n 1)u (n) u (n 2) 1, 2 n 0
n, n 0
2

i.e. systems output is unbounded. So the system is unstable.

Therefore the system is nonlinear, time-invariant, noncausal and

unstable.
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2.3 Linear Time-Invariant System

An input sequence x(n) can be expressed as a sum of
scaled, shifted unit impulses.
x ( n)

x(k ) (n k )

The output can be expressed as

y (n) T {x(n)} T x(k ) (n k )

k

26

Impulse responses and convolution sums

If the system is linear, we can obtain

y (n) T x(k ) (n k ) x(k )T { (n k )}

k
k

Since x(k) in the above equation is just a constant, the

output is

y ( n)

x(k )T { (n k )} x(k )h(n k )

where we define
TT{{((nn)}
)}hh((nn))
27

Impulse responses and convolution sums

h(n) = T{(n)} is referred to as the impulse response
of the system.
The equation

yy((nn))
xx((kk))hh((nnkk))
kk

(1.37
)

is called a convolution sum or a discrete-time

convolution .
This equation indicates that a linear time-invariant
system is completely characterized by its unit impulse
response h(n).
28

Impulse responses and convolution sums

The convolution sum can also be written as
y ( n)

x ( n k ) h( k )

A shorthand notation for the convolution is

y ( n)

x ( k ) h( n k ) x ( n) h( n)

and
y ( n)

x ( n k ) h( k ) h( n) x ( n)

where * represents the convolution sum.

29

Example
Compute the linear convolution y(n) = x(n)*h(n), and
x(n) {1, 2,3,1}, h( n) {1, 4,3, 2}
Solution:
x(n) (n) 2 ( n 1) 3 (n 2) (n 3)
h(n) (n) 4 (n 1) 3 (n 2) 2 ( n 3)
y ( n) x ( n) * h( n)

x ( k ) h( n k )

[ (k ) 2 (k 1) 3 (k 2) (k 3)]

[ (n k ) 4 (n k 1) 3 (n k 2) 2 ( n k 3)]
30

Cont.
(n) 4 (n 1) 3 (n 2) 2 ( n 3)
2[ (n 1) 4 ( n 2) 3 ( n 3) 2 ( n 4)]
3[ ( n 2) 4 ( n 3) 3 ( n 4) 2 ( n 5)]
[ (n 3) 4 (n 4) 3 ( n 5) 2 ( n 6)]
(n) 6 (n 1) 14 ( n 2) 21 ( n 3)
17 (n 4) 9 (n 5) 2 ( n 6)

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Cont.
Solution II:
x(n) {1, 2,3,1}, h( n) {1, 4,3, 2}
x(l )

1 2 3 1

h(0 l ) 2 3 4 1
h(1 l )
2 3 4 1

y ( 0) 1
y (1) 6

h( 2 l )

y (2) 14

h(3 l )
h( 4 l )
h(5 l )
h(6 l )

2 3 4 1
2 3 4 1
2 3 4 1
2 3 4 1
2 3 4 1

y (3) 21
y (4) 17
y (5) 9
y (6) 2
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2.4 Properties of Linear Time-Invariant System

Suppose now that there are two linear time-invariant
system which are in cascade. That is to say, the output of
a system with impulse response h1(n) is the excitation
for a system with impulse response h2(n).

x(n)

h1(n)

h2(n)

y(n)

33

Systems in cascade
The output of the first system h1(n) is
x(n) h1 (n)

x(k )h (n k )
1

And the output of the second system h2(n) is

y (n) [ x(n) h1 (n)] h2 (n)

x(k )h (n k )

h2 (n)

x(k )h (l k ) h (n l )

l k

34

Systems in cascade
By exchange the summing sequence, we get

y (n) x(k )h1 (l k ) h2 (n l )

l k

x(k ) h (l k )h (n l )

Letting n l m, we get
y ( n)

x(k ) h (n m k )h (m)

x(k ) h (n k ) h (n k )

Then we can express its output as

yy((nn)) xx((nn))[[hh11((nn))hh22((nn)])]
35

Systems in cascade
Conclusion: Two linear time-invariant systems in cascade form a
linear time-invariant system with an impulse response which is the
convolution sum of the two impulse responses.

x(n)

x(n)

h1(n)

h2(n)

h(n) = h1(n) * h2(n)

y(n)

y(t)

36

2.5 Linear Constant-Coefficient Difference Equations

System type

Description of the system

the continuous-time system

the differential equation

the discrete-time system

the difference equation

The input x(n) and the output y(n) of a system described

by a linear difference equation are
generally related by
N

a y (n i ) b x(n l )
i 0

l 0

(2.1)

y(n-i) x(n-l)

y(n) N

37

IIR and FIR filters

Equation (2.1) can be rewritten, without loss of
generality, considering that a0=1, yielding
N

a y (n i ) b x(n l )
i

i 0

y ( n)

l 0

a y (n i ) b x(n l )
i

i 1

(2.2)

l 0

So the output y(n) is dependent both on samples of the

input x(n), x(n-1),, x(n-M), and on previous samples
of the output y(n-1), y(n-2), , y(n-N).
38

IIR and FIR filters

Since in order to compute the output, we need the past
samples of the output itself, we say that the system is
recursive .
When a1=a2==aN=0, then the output at sample n
depends only on values of the input signal. In such case,
the system is called nonrecursive . It is
y ( n)

a y (n i ) b x(n l )
i

i 1

y ( n)

l 0

b x(n l )
l

(2.3)

l 0

39

IIR and FIR filters

If we compare the above equation with equation

y ( n)

x ( n k ) h( k )

we see that the system in equation (2.3) has a finite-duration

impulse response. Such discrete-time system are often referred to
as finite-duration impulse-response (FIR)
filters.
In contrast, when y(n) depends on its past values, as shown in
equation (2.2). Therefore, recursive digital system are often
referred to as infinite-duration impulse-response (IIR)
filters.
40

Review
A sequence x(n) is defined to be periodic if and only if
there is an integer N0 such that x(n) = x(n + N) for all n.
In such a case, N is called the period of the sequence.
Note, not all discrete cosine functions are periodic.
cos(n) cos( (n N )), n Z
N 2k
2
N
k

If 2/ is an integer or a rational number

), this sequence will be periodic;
If 2/ is an irrational number , this cosine
function will not be periodic at all.
41

Review
The characteristics of the discrete-time system y(n) = H {x(n)} :
Linearity: If y1(n)= H { x1(n)}, y2(n)= H { x2(n)},then
H {ax(n)}=aH {x(n)} and
H { x1(n)+ x2(n)}=H {x1(n)}+H {x2(n)}
for any constants a and b.
time invariance: If y (n)= H { x(n)},then
H { x(n-n0)}=y(n-n0)
Causality: If, when x1(n) = x2(n) for n < n0, then
H {x1(n)} = H {x2(n)}, for n < n0
Stability: For every input limited in amplitude, the output
signal is also limited inamplitude.

h( n)

42

Review
The output y(n) of a linear time-invariant system can be
expressed as
y ( n)

x ( k ) h( n k ) x ( n) h( n)

where h(n) = H {(n)} is the impulse response of the

system.
Two linear time-invariant systems in cascade form a
linear time-invariant system with an impulse response
which is the convolution sum of the two impulse
responses.
y (n) x(n) [h1 (n) h2 (n)]
43

Review
A nonrecursive system such as
y ( n)

b x(n l )
l

l 0

are often referred to as finite-duration impulse-response

(FIR) filters.
A recursive digital system such as
y ( n)

a y (n i ) b x(n l )
i

i 1

l 0

are often referred to as infinite-duration impulseresponse (IIR) filters.

44