DT systems and Difference

Equations

Monday March 22, 2010

Linear Constant-Coefficient Difference
Equations
Impulse Response
Impulse and Step Responses
Stability
Responses of LTI systems to complex
exponentials
1

Eigenfunctions of LTI Systems

The eigenfunction of an LTI system is the
complex exponential function that satisfies the
LTI equations
The eigenvalues are either real or, if complex,
occur in complex conjugate pairs
Any LTI system excited by a complex sinusoid
responds with another complex sinusoid of the
same frequency, but generally a different
amplitude and phase
All these statements are true of both CT and
DT systems
2

Difference Equations
a0 y[n] a1 y[n 1] a N 1 y[n N 1] a N y[n N ]
b0 x[n] b1 x[n 1] bM x[n M ]
N

a
k 0

k 0

y[n] y h [n] y p [n]

k 0

y[n k ] bk x[n k ]

y h [n k ] 0
1
y[n]
a0

k 0

y p [n k ] bk x[n k ]

b x[n k ] a
k 0

k 0

k 1

y[n k ]

Need for initial conditions y[-N], y[-N+1], , y[-1] to evaluate

y[n]

The "z" Operator

y[n+1] = zy[n];
y[n-1] = z-1y[n]

a
b

a
b

x[n]

1
N 1
N

a
z

a
z

a
z
y[n]
0
1
N 1
N

1
M 1
M

b
z

b
z

b
z
0
1
M 1
M

a1 z 1 a N 1 z N 1 a N z N D( z )

b1 z 1 bM 1 z M 1 bM z M N ( z )

y[n]

N ( z)
D( z )

x[n]

Roots of Characteristic Eq.

D(z) is the characteristic polynomial of the system. Its roots are
used in obtaining the homogeneous solution (hence the impulse
response) of the system.
The roots can be real or complex.
Roots might be distinct or repeated roots.
A non-repeating root (z1) will contribute to the solution by a (z1)n
function.
Repeated roots also contribute by similar functions, but having
n as multiplier for repetitions.
For a system that was initially at rest, H(z) = N(z)/D(z) is defined
as the transfer function of the system (z transform of the impulse 5
response h[n])

Complex Roots
Complex roots are expressed in polar form as j = rej and
the corresponding solution is defined as rncos(n).
Repeated conjugate roots will produce same functions with a
multiplier n added for every repetition

The Impulse Response

The impulse response of the system can easily found using the
homogenous solution and taking the input as x[n] = [n]
Theimpulseresponseisconventionallydesignatedbythe
symbol,h[n].

Derivation of Impulse and Step

Responses from Each Other
Input
System
type
Continuous
-time
Discretetime

Step to
impulse
(t ) du (t )

Output

Impulse
to step

Step to
impulse

Impulse
to step

dt

[n] u[n] u[n 1]

u (t ) ( )d

u[n]

[k ]

h(t ) dg (t )

dt

g (t ) h( )d

h[n] g[n] g[n 1] g[n]

h[k ]

Stability and Impulse

Response
ItcanbeshownthataBIBOstableDTsystemhasan
impulseresponsethatisabsolutelysummable.Thatis,

hn

isfinite.

Stability
The bounded-input bounded-output (BIBO) stability of the
system requires

h[n]
n

This condition is satisfied only of the

roots of the characteristic polynomial
remains within a unit circle as illustrated
in Figure.
Roots on the circle itself are stable
provided that the system is not disturbed
at one of its natural modes (i.e. the input
doesn't have one of the functions forming
the impulse response).

Imaginary
axis
Marginal
stability

-1

z-plane

Real
axis

-j
Stable
Region
10

The Frequency Response

Function
If the input is defined as x[n] = Xmejn , then y[n] can be found as

y[n] H ( z ) z e j X m e jn jx H (e j ) X m e jn jx
j

H (e ) X m e
j

jnt jx jH ( e j )

H (e ) H (e ) e

jH ( e j )

Ym e jn jy
is called the frequency response
function of the discrete-time
system.

11

Example 1
Find the complete solution of the system represented by
4y[n] 4y[n-1] + y[n-2] = 2x[n] x[n-1]
for x[n] = u[n] assuming that the system is at initial rest
(i.e. y[-1] = y[-2] = 0)
D(z) = 4 4z-1 + z-2 = 0, multiplying both sides by
>> roots([4 -4 1])
2
2
z : 4z 4z + 1 = 0 yields z1,2 = 1/2.
Hence the homogeneous solution
is
n
1
1
y h [n] c1 c2 n
2
2

ans =

u[n]

0.5000
0.5000

12

Particular and complete

solutions for example-1
4y[n] 4y[n-1] + y[n-2] = 2x[n] x[n-1]
D(z) = 4 4z-1 + z-2 and N(z) = 2 z-1
The input is x[n] = u[n] = (1)nu[n]. The particular solution is

2 z 1
y p [ n]
4 4 z 1 z 2
Complete solution

u[n] u[n]
z 1

y[n]

1
c1
2

1
c2 n
2

1 u[n]

13

Coefficients for Example-1

Coefficients c1 and c2 must be evaluated using initial conditions
n
1 n

y[-1] = y[-2] = 0
1
y[n] c1 c2 n 1 u[n]
2

2
The equation can be rewritten as
4y[n] = 2x[n] x[n-1] + 4y[n-1] - y[n-2]
0

4y[0] = 2x[0] x[-1] + 4y[-1] - y[-2] = 2 y[0] = 1/2

0

4y[1] = 2x[1] x[0] + 4y[0] - y[-1] = 2 1 + 2 = 3 y[1] = 3/4

1
1
y[0] c1 c2 0 1 u[n] y[0] = c1 + 1 = 1/2 c1 = -1/2
2

2
y[1] = c1(1/2) + c2(1/2) + 1 = -1/4 + 1 +c2(1/2) = 3/4 c2 = 0
0

Therefore y[n] = {-(1/2)(1/2)n + 1}u[n]

14

Example 2
Find the impulse response of the system in example -1
4y[n] 4y[n-1] + y[n-2] = 2x[n] x[n-1]; original equation
4h[n] = 2[n] [n-1] + 4h[n-1] - h[n-2]; reorganized for h[n]
h[n] = {c1(1/2)n + c2n(1/2)n}u[n]; homogeneous solution in exp1
The first impulse is applied at n = 0. Therefore all values of x[n] and
h[n] prior to n = 0 are considered as zero.
4h[0] = 2[0] [0-1] + 4h[0-1] - h[0-2] = 2 h[0] = 1/2 = c1
4h[1] = 2[1] [1-1] + 4h[1-1] - h[1-2] = -1 + 2 = 1
h[1] = 1/4= (1/2)(1/2) + c2(1/2) c2 = 0 h[n] = (1/2)(1/2)nu[n]
This is an infinite impulse response (IIR) system

15

Complex Exponential Response

LetadiscretetimeLTIsystembeexcitedbyacomplex
exponentialoftheform,
xn zn
Theresponseistheconvolutionoftheexcitationwiththe
impulseresponseor
yn

z m hn m

whichcanbewrittenas
yn zn
z transform of h[m]

znm hm

m
h
m
z

m
1 44 2 4 43
complex
constant

16

LetaDTsystembedescribedby

Example 3

3yn 2 yn 1 yn 2 xn
Impulse n
n

TheeigenfunctionistheDTcomplexexponential,

Substitutingintothehomogeneousdifferenceequation,
3 n 2 n1 n2 0
Dividingthroughby

n2

3 2 2 1 0
Solving, 0.333 j0.4714

>> roots([3 2 1])

ans =
-0.3333 + 0.4714i
-0.3333 - 0.4714i 17

Impulse Response for Example

3
Thehomogeneoussolutionisthenoftheform,
hn K10.333 j0.4714 K 2 0.333 j0.4714
n

Theconstantscanbefoundbeapplyinginitialconditions.
Forthecaseofunitimpulseexcitationattime,n=0,
3h0 2h1402431 h1402432 x0 1 h0 13
0

2
3h1 2h141
1

h
1
2

x
1

h
1
9

2 43
14 2 43

1
3

h0 K10.333 j0.4714 K 2 0.333 j0.4714 K1 K 2 13

0

h1 K10.333 j0.4714 K 2 0.333 j0.4714 29

18

-0.333-0.4714j]
h>>
0 A=[1
K11;-0.333+0.4714j
0.333 j0.4714
K 2 0.333 j0.4714 K1 K 2 13
0

A=

h1 K10.333 j0.4714 K 2 0.333 j0.4714 29

1.0000
1.0000
-0.3330 + 0.4714i -0.3330 - 0.4714i
>> B=[1/3;-2/9]
B=
0.3333
-0.2222

1
1

.0333 j 0.4714 .03331 j 0.4714

K1 1 3
K 2
2
9

>> K=A\B
K=

0.1667 + 0.1180i
0.1667 - 0.1180i

K1 0.1665 j0.1181 , K 2 0.1665 j0.1181

19

Example 4

Hint : geometric series

1 r n 1

r 1
k
r

1 r
k 0
n
r 1
n

Determine step response of the system

in example-2 (h[n] = (1/2)(1/2)nu[n])

1 1
g[n] h[k ]
k
k 0 2 2
n

2
1
1
2

n 1

1 1
1 u[n]
2 2

The result is the same as what we obtained in example-1 from

direct solution to x[n] = u[n]

20

Duties for Wednesday, March

24
Homework is postponed to Monday March
29
Study the difference equations from the
notes
Solve the Active Learning Exercises 21,
22 and 25
Study section 3.5 from the book
21