Discrete-Time Signals and Systems

Introduction
Discrete-Time Signals and Systems
The Taxonomy of Signals
Signal: A function that conveys information
Time
Amplitude
analog signals
continuous-time
signals
discrete-time
signals
digital signals
Continuous
Continuous
Discrete
Discrete
Signal Process Systems
Signal
Processing
System
signal
output
Facilitate the extraction
of desired information
e.g.,
Filters
Parameter estimation
Signal Process Systems
analog
system
signal output
continuous-time signal continuous-time signal
discrete-
time
system
signal output
discrete-time signal discrete-time signal
digital
system
signal output
digital signal digital signal
A important class of systems
Signal Process Systems
Linear Shift-Invariant Systems.
Linear Shift-Invariant Discrete-Time Systems.
In particular, well discuss
Discrete-Time Signals---
Sequences
Discrete-Time Signals and Systems
Representation by a Sequence
Discrete-time system theory
Concerned with processing signals that are
represented by sequences.
< < = n n x x )}, ( {
1 2
3 4 5 6 7
8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
x(n)
Important Sequences
Unit-sample sequence o(n)

=
=
= o
0 0
0 1
) (
n
n
n
1 2 3 4 5 6 7 8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
o(n)
Sometime call o(n)
a discrete-time impulse; or
an impulse
Important Sequences
Unit-step sequence u(n)

<
>
=
0 0
0 1
) (
n
n
n u
1 2 3 4 5 6 7 8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
u(n)
Fact:
) 1 ( ) ( ) ( = o n u n u n
Important Sequences
Real exponential sequence
n
a n x = ) (
1 2 3 4 5 6 7 8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
x(n)
. . .
. . .
Important Sequences
Sinusoidal sequence
) cos( ) (
0
| + e = n A n x
n
x(n)
Important Sequences
Complex exponential sequence
n j
e n x
) (
0
) (
e + o
=
Important Sequences
A sequence x(n) is defined to be periodic with
period N if
N N n x n x all for ) ( ) ( + =
Example: consider
n j
e n x
0
) (
e
=
) ( ) (
0 0 0 0
) (
N n x e e e e n x
n j N j N n j n j
+ = = = =
e e + e e
t = e k N 2
0
0
2
e
t
=
k
N
0
2
e
t must be a rational
number
Energy of a Sequence
Energy of a sequence is defined by
| ) ( |
2

=
=
=
n
n
n x E
Operations on Sequences
Sum

Product

Multiplication

Shift

)} ( ) ( { n y n x y x + = +
)} ( ) ( { n y n x y x =
)} ( { n x x o = o
) ( ) (
0
n n x n y =
Sequence Representation
Using delay unit

=
o =
k
k n k x n x ) ( ) ( ) (
1
2
3 4 5 6
7
8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
x(n)
a
1
a
2 a
7
a
-3
) 7 ( ) 3 ( ) 1 ( ) 3 ( ) (
7 2 1 3
o + o + o + + o =

n a n a n a n a n x
Linear Shift-Invariant
Systems
Discrete-Time Signals and Systems
Systems
T [ ] x(n)
y(n)=T[x(n)]
Mathematically modeled as a unique
transformation or operator.
Linear Systems
T [ ] x(n)
y(n)=T[x(n)]
)] ( [ )] ( [ )] ( ) ( [
2 1 2 1
n x bT n x aT n bx n ax T + = +
Examples:
Ideal Delay System
) ( ) (
d
n n x n y =
Accumulator

=
=
n
k
k x n y ) ( ) (
Moving Average

=
=

+ +
=
M k
M k
k n x
M M
n y
1
) (
1
1
) (
2 1
T [ ] x(n)
y(n)=T[x(n)]
Examples:
Ideal Delay System
) ( ) (
d
n n x n y =
Accumulator

=
=
n
k
k x n y ) ( ) (
Moving Average

=
=

+ +
=
M k
M k
k n x
M M
n y
1
) (
1
1
) (
2 1
T [ ] x(n)
y(n)=T[x(n)]
Are these system linear?
Examples:
A Memoryless System
2
)] ( [ ) ( n x n y =
T [ ] x(n)
y(n)=T[x(n)]
Is this system linear?
T [ ] x(n)
y(n)=T[x(n)]
Linear Systems
) ( ) ( ) ( k n k x n x
k
o =

=
(

o =

=
) ( ) ( ) ( k n k x T n y
k
)] ( [ ) ( ) ( k n T k x n y
k
o =

=
) ( ) ( n h k x
k
k

=
=


kimpulse
n
Shift-Invariant Systems
x(n)
y(n)=T[x(n)]
T [ ]
x(n-k)
y(n-k)
x(n)
y(n)
x(n-1)
y(n-1)
x(n-2)
y(n-2)
Shift-Invariant Systems
x(n)
y(n)=T[x(n)]
T [ ]
x(n-k)
y(n-k)
x(n)
y(n)
x(n-1)
y(n-1)
x(n-2)
y(n-2)
/

Linear Shift-Invariant Systems
T [ ] x(n)
y(n)=T[x(n)]
) ( ) ( ) ( k n k x n x
k
o =

=
(

o =

=
) ( ) ( ) ( k n k x T n y
k
)] ( [ ) ( ) ( k n T k x n y
k
o =

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

=



kimpulse
n




Linear Shift-Invariant Systems
T [ ] x(n)
y(n)=T[x(n)]
) ( ) ( ) ( k n k x n x
k
o =

=
(

o =

=
) ( ) ( ) ( k n k x T n y
k
)] ( [ ) ( ) ( k n T k x n y
k
o =

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

=



kimpulse
n




Impulse Response
T [ ]
x(n)=o(n)
h(n)=T[o(n)]
0 0
0 0
Convolution Sum
T [ ]
o(n)
h(n)
x(n)
y(n)
) ( * ) ( ) ( ) ( ) ( n h n x k n h k x n y
k
= =

=


convolution
A linear shift-invariant system is completely
characterized by its impulse response.
Characterize a System
h(n)
x(n)
x(n)*h(n)
Properties of Convolution Math
) ( * ) ( ) ( ) ( ) ( n h n x k n h k x n y
k
= =

=
) ( * ) ( ) ( ) ( ) ( n x n h k n x k h n y
k
= =

=
) ( * ) ( ) ( * ) ( n x n h n h n x =
Properties of Convolution Math
h
1
(n)
x(n)
h
2
(n)
y(n)
h
2
(n)
x(n)
h
1
(n)
y(n)
h
1
(n)*h
2
(n)
x(n) y(n)
These systems are identical.
Properties of Convolution Math
h
1
(n)+h
2
(n)
x(n) y(n)
These two systems are identical.
h
1
(n)
x(n)
h
2
(n)
y(n)
+
Example
0 1 2 3 4 5 6
) ( ) ( ) ( N n u n u n x =

<
>
=
0 0
0
) (
n
n a
n h
n
y(n)=?
0 1 2 3 4 5 6
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
0 1 2 3 4 5 6
k
x(k)
0 1 2 3 4 5 6
k
h(k)
0 1 2 3 4 5 6
k
h(0k)
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
0 1 2 3 4 5 6
k
x(k)
0 1 2 3 4 5 6
k
h(0k)
0 1 2 3 4 5 6
k
h(1k)
compute y(0)
compute y(1)
How to computer y(n)?
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
0 1 2 3 4 5 6
k
x(k)
0 1 2 3 4 5 6
k
h(0k)
0 1 2 3 4 5 6
k
h(1k)
compute y(0)
compute y(1)
How to computer y(n)?
Two conditions have to be considered.
n<N and n>N.
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
1
1
1
) 1 (
0 0
1 1
1
) (

+
=

= = =

a
a a
a
a
a a a a n y
n n
n
n
k
k n
n
k
k n
n < N
n > N
1 1
1
0
1
0
1 1
1
) (

= = =

a
a a
a
a
a a a a n y
N n n N
n
N
k
k n
N
k
k n
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
1
1
1
) 1 (
0 0
1 1
1
) (

+
=

= = =

a
a a
a
a
a a a a n y
n n
n
n
k
k n
n
k
k n
n < N
n > N
1 1
1
0
1
0
1 1
1
) (

= = =

a
a a
a
a
a a a a n y
N n n N
n
N
k
k n
N
k
k n
0
1
2
3
4
5
0 5 10 15 20 25 30 35 40 45 50
Impulse Response of
the Ideal Delay System
Ideal Delay System
) ( ) (
d
n n x n y =
) ( ) (
d
n n n h o =
By letting x(n)=o(n) and y(n)=h(n),
o(n n
d
)
0 1 2 3 4 5 6
n
d
Impulse Response of
the Ideal Delay System

o(n n
d
)
0 1 2 3 4 5 6
n
d
) ( ) ( * ) (
d d
n n x n n n x = o
o(n n
d
)
Shift; or
Copy
Impulse Response of
the Moving Average
Moving Average

=
=

+ +
=
M k
M k
k n x
M M
n y
1
) (
1
1
) (
2 1

=
o
+ +
=
M
M k
k n
M M
n h
1
) (
1
1
) (
2 1

s s
+ +
=
otherwise
M n M
M M
n h
0
1
1
) (
2 1
2 1
M
1
. 0 . M
2
. . . . . .
o(n k)?
Impulse Response of
the Accumulator
) ( ) ( ) ( n u k n h
n
k
= o =

=
?
Accumulator

=
=
n
k
k x n y ) ( ) (
0
. . .
Stability and Causality
Discrete-Time Signals and Systems
Stability
Stable systems --- every bounded input
produce a bounded output (BIBO)
Necessary and sufficient condition for a BIBO
< =

=
A
k
k h S | ) ( |
Prove
Necessary Condition for Stablility
Show that if x is bounded and S < , then y is
bounded.

< s =


=

= k k
k h M k n x k h n y | ) ( | ) ( ) ( | ) ( |
where M = max x(n)
Prove
Sufficient Condition for Stablility
Show that if S = , then one can find a
bounded sequence x such that y is unbounded.

=
=

=
0 ) ( 0
0 ) (
| ) ( |
) (
) (
*
n h
n h
n h
n h
n x Define
S
k h
k h
k h k x y
k k
= = =


=

=
| ) ( |
| ) ( |
) ( ) ( ) 0 (
2
Causality
Causal systems --- output for y(n
0
) depends
only on x(n) with n sn
0
.
A causal system whose impulse response h(n)
satisfies
0 for 0 ) ( < = n n h
Example:
Show that the linear shift-invariant system with
impulse response h(n)=a
n
u(n) where |a|<1 is
stable.
<

= = =


=

=

1
1
| ) ( |
0 0 k
k
k
a
a k h S
Linear Constant-Coefficient
Difference Equations
Discrete-Time Signals and Systems
N-th Order Difference Equations

= =
=
M
k
k
N
k
k
k n x b k n y a
0 0
) ( ) (
Examples:
Ideal Delay System
) ( ) (
d
n n x n y =
Accumulator
) ( ) 1 ( ) ( n x n y n y =
Moving Average

=
=

+
=
M k
k
k n x
M
n y
0
) (
1
1
) (
Compute y(n)

= =
=
M
k
k
N
k
k
k n x b k n y a
0 0
) ( ) (

= =
+ =
M
k
k
N
k
k
k n x
a
b
k n y
a
a
n y
0
0
1
0
) ( ) ( ) (
The Ideal Delay System
) ( ) (
d
n n x n y =
Delay Delay Delay
. . .
x(n)
y(n)
n
d
sample delays
x(n)
y(n)
) ( ) (
d
n n n h o =
The Moving Average

=
=

+
=
M k
k
k n x
M
n y
0
) (
1
1
) (

=
=
o
+
=
M k
k
k n
M
n h
0
) (
1
1
) (
( ) ) 1 ( ) (
1
1

+
= M n u n u
M
( ) ) ( * ) 1 ( ) (
1
1
n u M n n
M
o o
+
=
The Moving Average

=
=

+
=
M k
k
k n x
M
n y
0
) (
1
1
) (
( ) ) ( * ) 1 ( ) (
1
1
) ( n u M n n
M
n h o o
+
=
Attenuator


1
1
+ M
+
M+1 sample
delay
Accumulator
system
+
_
Frequency-Domain
Representation of
Discrete-Time Signals and
Systems
Discrete-Time Signals and Systems
Sinusoidal and Complex
Exponential Sequences
Play an important role in DSP
LTI

h(n)
n j
e n x
e
= ) (

=
=
k
k n x k h n y ) ( ) ( ) (

=
e
=
k
k n j
e k h
) (
) (
e

=
e
|
.
|

\
|
=

jn
k
jk
e e k h ) (
e e
=
jn j
e e H ) (
Frequency Response
n j
e
e
e e jn j
e e H ) (
) (
e j
e H



eigenvalue





eigenfunction

=
e e
=
k
jk j
e k h e H ) ( ) (
Frequency Response

=
e e
=
k
jk j
e k h e H ) ( ) (
) ( ) ( ) (
e e e
+ =
j j
R
j
e jH e H e H
) (
| ) ( | ) (
e
Z e e
=
j
e H j j
e e H e H



magnitude



phase
Example:
The Ideal Delay System
) ( ) (
d
n n x n y = ) ( ) (
d
n n n h o =
d
n j
k
n j
d
k
n j j
e e n k e k h e H
e

=
e

=
e e
= o = =

) ( ) ( ) (
1 | ) ( | =
e j
e H
d
j
n e H e = Z
e
) (
magnitude
phase
Example:
The Ideal Delay System
d
n j j
e e H
e e
= ) (
) cos( ) (
0
| + e = n A n x
n j j n j j
e e
A
e e
A
n x
0 0
2 2
) (
e | e |
+ =
d d
n j n j j n j n j j
e e e
A
e e e
A
n y
0 0 0 0
2 2
) (
e e | e e |
+ =
) ( ) (
0 0
2 2
d d
n n j j n n j j
e e
A
e e
A
e | e |
+ =
] ) ( cos[ ) (
0
| + e =
d
n n A n y
Periodic Nature of
Frequency Response

=
e e
=
k
jk j
e k h e H ) ( ) (

=
t + e t + e
=
k
jk j
e k h e H
) 2 ( ) 2 (
) ( ) (

=
e
=
k
jk
e k h ) (
) (
e
=
j
e H
, 2 , 1 , 0
) ( ) (
) 2 (
=
=
t + e e
m
e H e H
m j j
Periodic Nature of
Frequency Response

=
e e
=
k
jk j
e k h e H ) ( ) (
, 2 , 1 , 0
) ( ) (
) 2 (
=
=
t + e e
m
e H e H
m j j
e
| ) ( |
e j
e H
t t 2t 3t 4t 2t 3t 4t
Periodic Nature of
Frequency Response

=
e e
=
k
jk j
e k h e H ) ( ) (
, 2 , 1 , 0
) ( ) (
) 2 (
=
=
t + e e
m
e H e H
m j j
e
| ) ( |
e j
e H
t t 2t 3t 4t 2t 3t 4t
Generally, we choose
t<est
To represent one period in
frequency domain.
Periodic Nature of
Frequency Response

=
e e
=
k
jk j
e k h e H ) ( ) (
, 2 , 1 , 0
) ( ) (
) 2 (
=
=
t + e e
m
e H e H
m j j
e
| ) ( |
e j
e H
t t
Low
Frequency
High
Frequency
High
Frequency
Ideal Frequency-Selective Filters
e
| ) ( |
e j
e H
t t e
c
e
c
1
e
| ) ( |
e j
e H
t t e
a
e
a
1
e
b
e
b
e
| ) ( |
e j
e H
t t e
a
e
a
1
e
b
e
b
Lowpass Filter
Bandstop Filter
Highpass Filter
Moving Average

=
=

+
=
M k
k
k n x
M
n y
0
) (
1
1
) (

=
o
+
=
M
k
k n
M
n h
0
) (
1
1
) (

=
e e
=
k
jk j
e k h e H ) ( ) (
h(n)
0 0 M

=
e
+
=
M
k
jk
e
M
0
1
1
|
|
.
|

\
|

+
=
e
+ e
j
M j
e
e
M 1
1
1
1
) 1 (
|
|
.
|

\
|

+
=
e e e
+ e + e + e
) (
) (
1
1
2 / 2 / 2 /
2 / ) 1 ( 2 / ) 1 ( 2 / ) 1 (
j j j
M j M j M j
e e e
e e e
M
|
|
.
|

\
|

+
=
e e
+ e + e
e
) (
) (
1
1
2 / 2 /
2 / ) 1 ( 2 / ) 1 (
2 /
j j
M j M j
M j
e e
e e
e
M
|
|
.
|

\
|
e
+ e
+
=
e
) 2 / sin(
] 2 / ) 1 ( sin[
1
1
2 /
M
e
M
M j
Moving Average
|
|
.
|

\
|
e
+ e
+
=
e e
) 2 / sin(
] 2 / ) 1 ( sin[
1
1
) (
2 /
M
e
M
e H
M j j
) 2 / sin(
] 2 / ) 1 ( sin[
1
1
| ) ( |
e
+ e
+
=
e
M
M
e H
j
Moving Average
|
|
.
|

\
|
e
+ e
+
=
e e
) 2 / sin(
] 2 / ) 1 ( sin[
1
1
) (
2 /
M
e
M
e H
M j j
) 2 / sin(
] 2 / ) 1 ( sin[
1
1
| ) ( |
e
+ e
+
=
e
M
M
e H
j
-0.5
0
0.5
1
1.5
-4 -3 -2 -1 0 1 2 3 4
-1
-0.5
0
0.5
1
-4 -3 -2 -1 0 1 2 3 4
M=4
Lowpass
Try larger M

Representation of
Sequences by
Fourier Transform
Discrete-Time Signals and Systems
Fourier Transform Pair

=
=
e e
=
n
n
n j j
e n x e X ) ( ) (
Analysis
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
Synthesis
Inverse Fourier Transform
(IFT)
Fourier Transform
(FT)
Prove

=
=
e e
=
n
n
n j j
e n x e X ) ( ) (
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
e
t
=
}

t
t
e
=
=
e
d e e m x
n j
m
m
m j
) (
2
1
e
t
=
}

t
t
e e
=
=
d e e m x
n j m j
m
m
) (
2
1
e
t
=
}

t
t
e
=
=
d e m x
m n j
m
m
) (
) (
2
1
t = e
}
t
t
e
2
) (
d e
m n j
n = m
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
) (
) (
1
) (
m n dj e
m n j
m n j
e

=
}
t
t
e
| |
t = e
t = e
e

=
) (
) (
1
m n j
e
m n j
| |
) ( ) (
) (
1
m n j m n j
e e
m n j
t t

=
| | ) ( sin 2
) (
1
m n j
m n j
t

=
0
) (
) ( sin 2
=

t
=
m n
m n
e
}
t
t
e
d e
m n j ) (
n = m
Prove

=
=
e e
=
n
n
n j j
e n x e X ) ( ) (
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
e
t
=
}

t
t
e
=
=
e
d e e m x
n j
m
m
m j
) (
2
1
e
t
=
}

t
t
e e
=
=
d e e m x
n j m j
m
m
) (
2
1
e
t
=
}

t
t
e
=
=
d e m x
m n j
m
m
) (
) (
2
1
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
= x(n)
Prove

=
=
e e
=
n
n
n j j
e n x e X ) ( ) (
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
e
t
=
}

t
t
e
=
=
e
d e e m x
n j
m
m
m j
) (
2
1
e
t
=
}

t
t
e e
=
=
d e e m x
n j m j
m
m
) (
2
1
e
t
=
}

t
t
e
=
=
d e m x
m n j
m
m
) (
) (
2
1
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
Notations

=
=
e e
=
n
n
n j j
e n x e X ) ( ) (
Analysis
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
Synthesis
Inverse Fourier Transform
(IFT)
Fourier Transform
(FT)
)] ( [ ) ( n x e X
j
F =
e
)] ( [ ) (
1 e
=
j -
e X n x F
) ( ) (
e

j
e X n x
F
Real and Imaginary Parts

=
=
e e
=
n
n
n j j
e n x e X ] [ ) (
Fourier Transform (FT)
is a complex-valued function
) ( ) ( ) (
e e e
+ =
j
I
j
R
j
e jX e X e X
Magnitude and Phase
) (
| ) ( | ) (
e
Z e e
=
j
e X j j j
e e X e X
) ( ) ( ) (
e e e
+ =
j
I
j
R
j
e jX e X e X
) (
e j
e X
) (
e j
R
e X
) (
e j
I
e X
| ) ( |
e j
e X
) (
e
Z
j
e X
magnitude phase
Discrete-Time Signals and Systems

Symmetry Properties
of Fourier Transform
Conjugate-Symmetric and
Conjugate-Antiymmetric Sequences
Conjugate-Symmetric Sequence



Conjugate-Antisymmetric Sequence
) ( ) (
*
n x n x
e e
=
) ( ) (
*
n x n x
o o
=
Called an even sequence
if it is real.
Called an odd sequence if
it is real.
Sequence Decomposition
Any sequence can be expressed as the sum of a
conjugate-symmetric one and a conjugate-
antisymmetric one, i.e.,
) ( ) ( ) ( n x n x n x
o e
+ =



Conjugate
Symmetric



Conjugate
Antiymmetric
)] ( * ) ( [ ) (
2
1
n x n x n x
e
+ = )] ( * ) ( [ ) (
2
1
n x n x n x
o
=
Function Decomposition
Any function can be expressed as the sum of a
conjugate-symmetric one and a conjugate-
antisymmetric one, i.e.,
) ( ) ( ) (
e e e
+ =
j
o
j
e
j
e X e X e X



Conjugate
Symmetric



Conjugate
Antiymmetric
)] ( * ) ( [ ) (
2
1
e e e
+ =
j j j
e
e X e X e X )] ( * ) ( [ ) (
2
1
e e e
=
j j j
o
e X e X e X
Conjugate-Symmetric and
Conjugate-Antiymmetric Functions
Conjugate-Symmetric Function



Conjugate-Antisymmetric Function
) ( ) (
* e e
=
j
e
j
e
e X e X
) ( ) (
* e e
=
j
o
j
o
e X e X
Called an even function if
it is real.
Called an odd function if
it is real.
Symmetric Properties
) ( ) (
e

j
e X n x
F


=
e e e

=
= =
n
j n j n j
n
e X e n x e n x ) ( ) ( ) (
) ( ) (
e

j
e X n x
F
t t
t
t
magnitude
phase
t t
t
t
magnitude
phase
Symmetric Properties
) ( ) ( *
* e

j
e X n x
F
) ( ) (
e

j
e X n x
F
t t
t
t
magnitude
phase
t t
t
t
magnitude
phase
( )


=
e e

=
=
n
n j n j
n
e n x e n x
*
) ( ) ( *
*
) ( |
.
|

\
|
=

=
e
n
n j
e n x
) (
* e
=
j
e X
Symmetric Properties
) ( ) ( *
* e

j
e X n x
F
) ( ) (
e

j
e X n x
F
t t
t
t
magnitude
phase
t t
t
t
magnitude
phase
Symmetric Properties
) ( )} ( Re{
e

j
e
e X n x
F
) ( ) (
e

j
e X n x
F
) ( )} ( Im{
e

j
o
e X n x j
F
)] ( * ) ( [ )} ( Re{
2
1
n x n x n x + =
)] ( ) ( [ )] ( * ) ( [
*
2
1
2
1
e e
+ +
j j
e X e X n x n x
F
)] ( * ) ( [ )} ( Im{
2
1
n x n x n x j =
)] ( ) ( [ )] ( * ) ( [
*
2
1
2
1
e e

j j
e X e X n x n x
F
Symmetric Properties
) ( ) (
e

j
R e
e X n x
F
) ( ) (
e

j
e X n x
F
) ( ) (
e

j
I o
e jX n x
F
)] ( * ) ( [ ) (
2
1
n x n x n x
e
+ =
)] ( ) ( [ )] ( * ) ( [
*
2
1
2
1
e e
+ +
j j
e X e X n x n x
F
)] ( * ) ( [ ) (
2
1
n x n x n x
o
=
)] ( ) ( [ )] ( * ) ( [
*
2
1
2
1
e e

j j
e X e X n x n x
F
Symmetric Properties for
Real Sequence x(n)
) ( ) ( *
* e

j
e X n x
F
) ( ) (
e

j
e X n x
F
t t
t
t
magnitude
phase
Facts:
1. real part is even
2. Img. part is odd
3. Magnitude is even
4. Phase is odd

) ( ) (
e e
=
j
R
j
R
e X e X
) ( ) (
e e
=
j
I
j
I
e X e X
| ) ( | | ) ( |
e e
=
j
I
j
I
e X e X
) ( ) (
e e
Z = Z
j j
e X e X
Discrete-Time Signals and Systems

Fourier Transform
Theorems
Linearity
) ( ) ( ) ( ) (
e e
+ +
j j
e bY e aX n by n ax
F


=
e

=
e e

=
+ = +
1 1
) ( ) ( ] ) ( ) ( [
n
n j
n
n j n j
n
e n y b e n x a e n by n ax
) ( ) (
e e
+ =
j j
e bY e aX
Time Shifting Phase Change
) ( ) (
e e

j n j
d
e X e n n x
d
F
n j
n
d d
e n n x n n x
e

= ) ( )] ( [ F
) (
e e
=
j n j
e X e
d
) (
) (
d
n n j
n
e n x
+ e

=
n j
n
n j
e n x e
d
e

=
e

= ) (
Frequency Shifting Signal Modulation
) ( ) (
) (
0 0
e e e

j n j
e X n x e
F

=
e e e
=
n
n j n j n j
e n x e n x e ) ( )] ( [
0 0
F

=
e e
=
n
n j
e n x
) (
0
) (
) (
) (
0
e e
=
j
e X
Time Reversal
) ( ) (
e

j
e X n x
F

=
e
=
n
n j
e n x n x ) ( )] ( [ F

=
e
=
n
n j
e n x
) (
) (
) (
e
=
j
e X
Differentiation in Frequency
) ( ) (
e
e

j
e X
d
d
j n nx
F

=
e
=
n
n j
e n nx n nx ) ( )] ( [ F

=
e
e
=
n
n j
d
de
n x
j
) (
1

=
e
e
=
n
n j
e n x
d
d
j ) ( ) (
n j
e X
d
d
j
e
e
=
The Convolution Theorem
) ( ) ( ) ( ) ( ) ( ) (
e e e

=
= =

j j j
k
e H e X e Y k n h k x n y
F

=
e
=
n
n j
e n y n y ) ( )] ( [ F

=
e

=
|
.
|

\
|
=
n
n j
k
e k n h k x ) ( ) (

=
e
|
.
|

\
|
=
k n
n j
e k n h k x ) ( ) (

=
+ e
|
.
|

\
|
=
k n
k n j
e n h k x
) (
) ( ) (

=
e e
|
.
|

\
|
=
k n
n j k j
e n h e k x ) ( ) (
) ( ) (
e e
=
j j
e H e X
The Modulation or Window Theorem
u
t
= =
u e
t
t
u e
}
d e W e X e Y n w n x n y
j j j
) ( ) (
2
1
) ( ) ( ) ( ) (
) ( F

=
e e
=
n
n j j
e n x n w e Y ) ( ) ( ) (

=
e u
t
t
u
|
.
|

\
|
u
t
=
n
n j n j j
e d e e X n w ) ( ) (
2
1
u |
.
|

\
|
t
=
}

t
t

=
u e u
d e e X n w
n
n j j ) (
) ( ) (
2
1
u |
.
|

\
|
t
=
}

t
t

=
u e u
d e n w e X
n
n j j ) (
) ( ) (
2
1
u
t
=
u e
t
t
u
}
d e W e X
j j
) ( ) (
2
1
) (
Parsevals Theorem

=
e
t
t
e
e
t
=
n
j j
d e Y e X n y n x ) ( ) (
2
1
) ( * ) (
*

}

=
u e
t
t
u e
u
t
=
n n
j j j
d e Y e X e n y n x ) ( ) (
2
1
) ( * ) (
) (
) ( ) ( *
) ( ) (
* e
e


j
j
e Y n y
e X n x
F
F
u
t
= =
u e
t
t
u e
}
d e W e X e Y n w n x n y
j j j
) ( ) (
2
1
) ( ) ( ) ( ) (
) ( F
Facts:
Letting e=0, then proven.
Parsevals Theorem
Energy Preserving

=
t
t
e
e
t
=
n
j
d e X n x
2 2
| ) ( |
2
1
| ) ( |


=

=
=
n n
n x n x n x ) ( * ) ( | ) ( |
2
e
t
=
e
t
t
e
}
d e X e X
j j
) ( ) (
2
1
*
e
t
=
}
t
t
e
d e X
j 2
| ) ( |
2
1
Example: Ideal Lowpass Filter
t t
e
c
e
c
e
) (
e j
e H

t s e < e
e < e
=
e
c
c
j
e H
0
| | 1
) (
e
t
=
e
e
e
e
}
d e e H n h
n j j
c
c
) (
2
1
) (
}
e
e
e
e
t
=
c
c
d e
n j
2
1
}
e
e
e
e
t
=
c
c
n j d e
n j
n j
) (
2
1
c
c
n j
e
n j
e
e
e
t
=
2
1
n
n
c
t
e
=
sin
-60 -40 -20 0 20 40 60
-0.2
0
0.2
0.4
0.6
Example: Ideal Lowpass Filter
, 2 , 1 , 0
sin
) ( =
t
e
= n
n
n
n h
c
The ideal lowpass fileter
Is noncausal.
Example: Ideal Lowpass Filter
-60 -40 -20 0 20 40 60
-0.2
0
0.2
0.4
0.6
, 2 , 1 , 0
sin
) ( =
t
e
= n
n
n
n h
c
The ideal lowpass fileter
Is noncausal.
To approximate the
ideal lowpass filter
using a window.
n j
M
M n
c
j
e
n
n
e H
e
=
e

t
e
=
sin
) (
-4 -3 -2 -1 0 1 2 3 4
-1
0
1
2
M =3
-4 -3 -2 -1 0 1 2 3 4
-1
0
1
2
M =5
-4 -3 -2 -1 0 1 2 3 4
-1
0
1
2
M =19
Example: Ideal Lowpass Filter
n j
M
M n
c
j
e
n
n
e H
e
=
e

t
e
=
sin
) (
Discrete-Time Signals and Systems

Existence of Fourier
Transform
Key Issue

=
e e
=
n
n j j
e n x e X ) ( ) (
Analysis
e
t
=
}
t
t
e e
d e e X n x
n j j
) (
2
1
) (
Synthesis
Does X(e
je
) exist
for all e?
We need that
|X(e
je
)| < for all
e
Sufficient Condition for Convergence

=
<
n
n x | ) ( |
e <
e
all for | ) ( |
j
e X
| ) ( | ) ( | ) ( |


=
e

=
e e
< =
n
n j
n
n j j
e n x e n x e X

=
e
<
n
n j
e n x | || ) ( |
< =

= n
n x | ) ( |
More On Convergence
Define

=
e e
=
M
M n
n j j
M
e n x e X ) ( ) (
Uniform Convergence
0 | ) ( ) ( | lim =
e e

j
M
j
M
e X e X
Mean-Square Convergence
0 | ) ( ) ( | lim
2
=
}
t
t
e e

j
M
j
M
e X e X
Discrete-Time Signals and Systems

Important Transform
Pairs
Fourier Transform Pairs
Sequence
Fourier Transform
) (n o 1
) (
d
n n o
d
n j
e
e
) 1 | (| ) ( < a n u a
n
e

j
ae 1
1
) (n u

=
e
t + e to +

k
j
k
ae
) 2 (
1
1
) ( ) 1 ( n u a n
n
+
2
) 1 (
1
e

j
ae
Fourier Transform Pairs
Sequence
Fourier Transform
) 1 | (| ) (
sin
) 1 ( sin
<
e
+ e
r n u
n r
p
p
n
e e
+ e
j j
p
e r e r
2 2
cos 2 1
1
n
n
c
t
e sin

t s e < e
e < e
=
e
| | 0
| | 1
) (
c
c j
e X

s s
=
otherwise
M n
n x
0
0 1
) (
2 /
) 2 / sin(
] 2 / ) 1 ( sin[
M j
e
M
e
e
+ e
Fourier Transform Pairs
Sequence
Fourier Transform
n j
e
0
e

=
t + e e to
k
k) 2 ( 2
0
) cos(
0
| + e n

=
| |
t + e + e o + t + e e o t
k
j j
k e k e )] 2 ( ) 2 ( [
0 0