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Stability Condition of an LTI Discrete-Time System
BIBO Stability Condition - A discretetime is BIBO stable if and only if the output sequence {y[n]} remains bounded for all bounded input sequence {x[n]} An LTI discrete-time system is BIBO stable if and only if its impulse response sequence {h[n]} is absolutely summable, i.e. S=
1
n =
h[n] <
Copyright 2005, S. K. Mitra

Proof: Assume h[n] is a real sequence Since the input sequence x[n] is bounded we have x[n] Bx < Therefore
y[n] =
Bx
k =
h[k ]x[n k ] h[k ] x[n k ]

k = k =
h[k ] = Bx S

Thus, S < implies y[n] B y < indicating that y[n] is also bounded To prove the converse, assume y[n] is bounded, i.e., y[n] B y Consider the input given by
sgn(h[ n]), if h[n] 0 x[n] = if h[ n] = 0 K,

3

where sgn(c) = +1 if c > 0 and sgn(c) = 1 if c < 0 and K 1 Note: Since x[n] 1, {x[n]} is obviously bounded For this input, y[n] at n = 0 is y[0] =
4
Therefore, y[n] B y implies S <

k =
sgn(h[k ])h[k ] = S
By <

Example - Consider a causal LTI discretetime system with an impulse response h[n] = ( )n [n] For this system 1 n n S = [n] = = if < 1 1 n = n =0 Therefore S < if < 1 for which the system is BIBO stable If = 1, the system is not BIBO stable
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Causality Condition of an LTI Discrete-Time System

Let x1[n] and x2 [n] be two input sequences with x1[n] = x2 [n] for n no The corresponding output samples at n = no of an LTI system with an impulse response {h[n]} are then given by

y1[no ] =
k =
h[k ]x1[no k ] = h[k ]x1[no k ]

+
k =
h[k ]x1[no k ]
k =0
k =0
y2 [no ] =
k =
h[k ]x2 [no k ] = h[k ]x2 [no k ]

+
k =
h[k ]x2 [no k ]


If the LTI system is also causal, then y1[no ] = y2 [no ] As x1[n] = x2 [n] for n no
k =0 1
h[k ]x1[no k ] = h[k ]x2 [no k ]

k =0
This implies
8
k =
h[k ]x1[no k ] = h[k ]x2 [no k ]

k =

As x1[n] x2 [n] for n > no the only way the condition
k = 1 1
h[k ]x1[no k ] = h[k ]x2 [no k ]

k =
will hold if both sums are equal to zero, which is satisfied if

h[k ] = 0 for k < 0
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An LTI discrete-time system is causal if and only if its impulse response {h[n]} is a causal sequence Example - The discrete-time system defined by y[n] = 1x[n] + 2 x[n 1] + 3 x[n 2] + 4 x[n 3] is a causal system as it has a causal impulse response {h[ n]} = {1 2 3 4 }
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Example - The discrete-time accumulator defined by
n
y[n] =
l =
[l] = [n]
is a causal system as it has a causal impulse response given by
h[n] =
11
l =
[l] = [n]

Example - The factor-of-2 interpolator defined by y[n] = xu [n] + 1 ( xu [n 1] + xu [n + 1]) 2 is noncausal as it has a noncausal impulse response given by
{h[n]} = {0.5 1 0.5}
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Note: A noncausal LTI discrete-time system with a finite-length impulse response can often be realized as a causal system by inserting an appropriate amount of delay For example, a causal version of the factorof-2 interpolator is obtained by delaying the input by one sample period:
y[n] = xu [n 1] + 1 ( xu [n 2] + xu [n])
2
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Finite-Dimensional LTI Discrete-Time Systems

An important subclass of LTI discrete-time systems is characterized by a linear constant coefficient difference equation of the form
k =0
d k y[n k ] = pk x[n k ]
k =0
x[n] and y[n] are, respectively, the input and the output of the system {d k } and { pk } are constants characterizing the system
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The order of the system is given by max(N,M), which is the order of the difference equation It is possible to implement an LTI system characterized by a constant coefficient difference equation as here the computation involves two finite sums of products
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If we assume the system to be causal, then the output y[n] can be recursively computed using N d M p y[ n] = k y[ n k ] + k x[ n k ] k =1 d0 k = 0 d0 provided d 0 0 y[n] can be computed for all n no , knowing x[n] and the initial conditions y[no 1], y[no 2], ..., y[no N ]
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Classification of LTI DiscreteTime Systems

Based on Impulse Response Length If the impulse response h[n] is of finite length, i.e., h[n] = 0 for n < N1 and n > N 2 , N1 < N 2
then it is known as a finite impulse response (FIR) discrete-time system The convolution sum description here is
y[n] =
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N2
k = N1
h[k ]x[n k ]

The output y[n] of an FIR LTI discrete-time system can be computed directly from the convolution sum as it is a finite sum of products Examples of FIR LTI discrete-time systems are the moving-average system and the linear interpolators
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If the impulse response is of infinite length, then it is known as an infinite impulse response (IIR) discrete-time system The class of IIR systems we are concerned with in this course are characterized by linear constant coefficient difference equations
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Example - The discrete-time accumulator defined by y[n] = y[n 1] + x[n] is seen to be an IIR system
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Example - The familiar numerical integration formulas that are used to numerically solve integrals of the form y (t ) = x()d
0
t
can be shown to be characterized by linear constant coefficient difference equations, and hence, are examples of IIR systems
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If we divide the interval of integration into n equal parts of length T, then the previous integral can be rewritten as
y (nT ) = y ((n 1)T ) +
nT ( n 1)T
x()d
where we have set t = nT and used the notation nT y (nT ) = x()d

22

Using the trapezoidal method we can write
nT ( n 1)T
x()d = T {x((n 1)T ) + x(nT )}

2
Hence, a numerical representation of the definite integral is given by y (nT ) = y ((n 1)T ) + T {x((n 1)T ) + x(nT )}
2
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Let y[n] = y(nT) and x[n] = x(nT) Then y (nT ) = y ((n 1)T ) + T {x((n 1)T ) + x(nT )}
2
reduces to y[n] = y[n 1] + T {x[n] + x[n 1]}

2
which is recognized as the difference equation representation of a first-order IIR discrete-time system
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Based on the Output Calculation Process Nonrecursive System - Here the output can be calculated sequentially, knowing only the present and past input samples Recursive System - Here the output computation involves past output samples in addition to the present and past input samples
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Based on the Coefficients Real Discrete-Time System - The impulse response samples are real valued Complex Discrete-Time System - The impulse response samples are complex valued
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Correlation of Signals
There are applications where it is necessary to compare one reference signal with one or more signals to determine the similarity between the pair and to determine additional information based on the similarity
27
For example, in digital communications, a set of data symbols are represented by a set of unique discrete-time sequences If one of these sequences has been transmitted, the receiver has to determine which particular sequence has been received by comparing the received signal with every member of possible sequences from the set
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Similarly, in radar and sonar applications, the received signal reflected from the target is a delayed version of the transmitted signal and by measuring the delay, one can determine the location of the target The detection problem gets more complicated in practice, as often the received signal is corrupted by additive random noise
29
Definitions A measure of similarity between a pair of energy signals, x[n] and y[n], is given by the cross-correlation sequence rxy [l] defined by
rxy [l] =
n =
x[n] y[n l],
l = 0, 1, 2, ...
The parameter l called lag, indicates the time-shift between the pair of signals
30
y[n] is said to be shifted by l samples to the right with respect to the reference sequence x[n] for positive values of l, and shifted by l samples to the left for negative values of The ordering of the subscripts xy in the definition of rxy [l] specifies that x[n] is the reference sequence which remains fixed in time while y[n] is being shifted with respect to x[n]
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If y[n] is made the reference signal and shift x[n] with respect to y[n], then the corresponding cross-correlation sequence is given by
ryx [l] = = y[n]x[n l] n =
m = y[m + l]x[m] = rxy [l]
Thus, ryx [l] is obtained by time-reversing rxy [l]

32
The autocorrelation sequence of x[n] is given by rxx [l] = = x[n]x[n l] n obtained by setting y[n] = x[n] in the definition of the cross-correlation sequence rxy [l] Note: rxx [0] = of the signal x[n]
33
2 n = x [n] = E x ,
the energy
From the relation ryx [l] = rxy [l] it follows that rxx [l] = rxx [l] implying that rxx [l] is an even function for real x[n] An examination of rxy [l] = n = x[n] y[n l] reveals that the expression for the crosscorrelation looks quite similar to that of the linear convolution
34
This similarity is much clearer if we rewrite the expression for the cross-correlation as rxy [l] = = x[n] y[(l n)] = x[l] * y[l] n The cross-correlation of y[n] with the reference signal x[n] can be computed by processing x[n] with an LTI discrete-time system of impulse response y[ n]
x[ n ]
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y[ n ]
rxy [n ]
Likewise, the autocorrelation of x[n] can be computed by processing x[n] with an LTI discrete-time system of impulse response x[n]
x[ n ] x[ n ] rxx [ n ]
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Properties of Autocorrelation and Cross-correlation Sequences

Consider two finite-energy sequences x[n] and y[n] The energy of the combined sequence a x[n] + y[n l] is also finite and nonnegative, i.e., 2 2 2 n= (a x[n] + y[n l]) = a n= x [n] + 2a
37
n = x[n] y[n l] +
2 n = y [n l] 0

Thus
a rxx [0] + 2a rxy [l] + ryy [0] 0 where rxx [0] = E x > 0 and ryy [0] = E y > 0 We can rewrite the equation on the previous slide as rxx [0] rxy [l] a [a 1] r [l] r [0] 1 0 yy xy
2
38
for any finite value of a


Or, in other words, the matrix rxx [0] rxy [l] r [l] r [0] yy xy is positive semidefinite 2 rxx [0]ryy [0] rxy [l] 0 or, equivalently, | rxy [l] | rxx [0]ryy [0] = ExE y
39

The last inequality on the previous slide provides an upper bound for the crosscorrelation samples If we set y[n] = x[n], then the inequality reduces to | rxy [l] | rxx [0] = Ex
40

Thus, at zero lag ( l = 0 ), the sample value of the autocorrelation sequence has its maximum value Now consider the case y[n] = b x[n N ] where N is an integer and b > 0 is an arbitrary number 2 In this case E y = b Ex
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Therefore
ExE y = b = bEx Using the above result in | rxy [l] | rxx [0]ryy [0] = ExE y
2 2 Ex
we get
b rxx [0] rxy [l] b rxx [0]
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Correlation Computation Using MATLAB

The cross-correlation and autocorrelation sequences can easily be computed using MATLAB Example - Consider the two finite-length sequences x[n] = [1 3 2 1 2 1 4 4 2]
y[n] = [2 1 4 1 2 3]
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The cross-correlation sequence rxy [n] computed using Program 2_7 of text is plotted below
30 20 Amplitude 10 0 -10 -4 -2 0 2 4 Lag index 6 8
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The autocorrelation sequence rxx [l] computed using Program 2_7 is shown below Note: At zero lag, rxx [0] is the maximum
60 40 Amplitude 20 0 -20
-5
0 Lag index
5
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The plot below shows the cross-correlation of x[n] and y[n] = x[n N ] for N = 4 Note: The peak of the cross-correlation is precisely the value of the delay N
60 40 Amplitude 20 0 -20
-10
-5
46
0 Lag index
5

The plot below shows the autocorrelation of x[n] corrupted with an additive random noise generated using the function randn Note: The autocorrelation still exhibits a peak at zero lag
80 60 Amplitude 40 20 0
47
-5
0 Lag index
5

The autocorrelation and the crosscorrelation can also be computed using the function xcorr However, the correlation sequences generated using this function are the timereversed version of those generated using Programs 2_7 and 2_8
48
Normalized Forms of Correlation

Normalized forms of autocorrelation and cross-correlation are given by rxy [l] rxx [l] , xy [l] = xx [l] = rxx [0] rxx [0]ryy [0] They are often used for convenience in comparing and displaying Note: | xx [l]| 1 and | xy [l]| 1 independent of the range of values of x[n] and y[n]
49
Correlation Computation for Power Signals

The cross-correlation sequence for a pair of power signals, x[n] and y[n], is defined as K 1 rxy [l] = lim x[n] y[n l] K 2 K + 1 n = K The autocorrelation sequence of a power signal x[n] is given by K 1 rxx [l] = lim x[n]x[n l] K 2 K + 1 n = K
50
Correlation Computation for Periodic Signals

The cross-correlation sequence for a pair of ~ ~ periodic signals of period N, x[n] and y[n] , is defined as N 1 ~ ~ 1 ~~ rxy [l] = N n =0 x[n] y[n l] The autocorrelation sequence of a periodic ~ x[n] of period N is given by signal
rxx [l] =
~~
1 N
N 1 ~ ~ n =0 x[n]x[n l]
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~~ ~~ Note: Both rxy [l] and rxx [l] are also periodic signals with a period N The periodicity property of the autocorrelation sequence can be exploited to determine the period of a periodic signal that may have been corrupted by an additive random disturbance
52

~ Let x[n] be a periodic signal corrupted by the random noise d[n] resulting in the signal ~ w[n] = x[n] + d [n]
which is observed for 0 n M 1 where M> N >
53

The autocorrelation of w[n] is given by
1 rww[l] = M 1 =M 1 =M
~~ ~ ~ = rxx [l] + rdd [l] + rxd [l] + rdx [l]
1 +M
M 1 n =0 w[ n]w[ n l] M 1 ~ ~ ( x[n] + d [n])( x[n l] + d [n l]) n =0 M 1 ~ M 1 1 ~ n =0 x[ n] x[ n l] + M n =0 d [ n]d [ n l] M 1 ~ M 1 1 ~ x[n]d [n l] + M n =0 d [n]x[n l] n =0
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~~ In the last equation on the previous slide, rxx [l] is a periodic sequence with a period N and hence will have peaks at l = 0, N , 2 N , ... with the same amplitudes as l approaches M ~ As x[n] and d[n] are not correlated, samples ~ ~ of cross-correlation sequences rxd [l] and rdx [l] are likely to be very small relative to the ~~ amplitudes of rxx [l]
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The autocorrelation rdd [l] of d[n] will show a peak at l = 0 with other samples having rapidly decreasing amplitudes with increasing values of |l | Hence, peaks of rww[l] for l > 0 are ~~ essentially due to the peaks of rxx [l] and can ~ be used to determine whether x[n] is a periodic sequence and also its period N if the peaks occur at periodic intervals
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Correlation Computation of a Periodic Signal Using MATLAB

Example - We determine the period of the sinusoidal sequence x[n] = cos(0.25n) , 0 n 95 corrupted by an additive uniformly distributed random noise of amplitude in the range [0.5, 0.5] Using Program 2_8 of text we arrive at the plot of rww[l] shown on the next slide
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60 40 Amplitude 20 0 -20 -40 -60 -20 -10 0 10 Lag index 20
58
As can be seen from the plot given above, there is a strong peak at zero lag However, there are distinct peaks at lags that are multiples of 8 indicating the period of the sinusoidal sequence to be 8 as expected

Figure below shows the plot of rdd [l]
8 6 Amplitude 4 2 0 -2 -20 -10 0 10 Lag index 20
As can be seen rdd [l] shows a very strong peak at only zero lag
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Stability Condition of an LTI Discrete-Time System

Stability Condition of an LTI Discrete-Time System

h[k ]x[n k ] h[k ] x[n k ]

Stability Condition of an LTI Discrete-Time System

sgn(h[ n]), if h[n] 0 x[n] = if h[ n] = 0 K,

Stability Condition of an LTI Discrete-Time System

Therefore, y[n] B y implies S <

Stability Condition of an LTI Discrete-Time System

Causality Condition of an LTI Discrete-Time System

Copyright 2005, S. K. Mitra

Causality Condition of an LTI Discrete-Time System

h[k ]x1[no k ] = h[k ]x1[no k ]

h[k ]x2 [no k ] = h[k ]x2 [no k ]

h[k ]x2 [no k ]

Causality Condition of an LTI Discrete-Time System

h[k ]x1[no k ] = h[k ]x2 [no k ]

h[k ]x1[no k ] = h[k ]x2 [no k ]

Causality Condition of an LTI Discrete-Time System

h[k ]x1[no k ] = h[k ]x2 [no k ]

will hold if both sums are equal to zero, which is satisfied if

Causality Condition of an LTI Discrete-Time System

Copyright 2005, S. K. Mitra

Causality Condition of an LTI Discrete-Time System

is a causal system as it has a causal impulse response given by

Causality Condition of an LTI Discrete-Time System

{h[n]} = {0.5 1 0.5}

Copyright 2005, S. K. Mitra

Causality Condition of an LTI Discrete-Time System

Finite-Dimensional LTI Discrete-Time Systems

Finite-Dimensional LTI Discrete-Time Systems

Copyright 2005, S. K. Mitra

Finite-Dimensional LTI Discrete-Time Systems

Classification of LTI DiscreteTime Systems

Classification of LTI DiscreteTime Systems

Copyright 2005, S. K. Mitra

Classification of LTI DiscreteTime Systems

Copyright 2005, S. K. Mitra

Classification of LTI DiscreteTime Systems

Copyright 2005, S. K. Mitra

Classification of LTI DiscreteTime Systems

Classification of LTI DiscreteTime Systems

where we have set t = nT and used the notation nT y (nT ) = x()d

Copyright 2005, S. K. Mitra

Classification of LTI DiscreteTime Systems

x()d = T {x((n 1)T ) + x(nT )}

Classification of LTI DiscreteTime Systems

reduces to y[n] = y[n 1] + T {x[n] + x[n 1]}

Classification of LTI DiscreteTime Systems

Classification of LTI DiscreteTime Systems

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

x[n] y[n l],

Thus, ryx [l] is obtained by time-reversing rxy [l]

Copyright 2005, S. K. Mitra

Copyright 2005, S. K. Mitra

Properties of Autocorrelation and Cross-correlation Sequences

Properties of Autocorrelation and Cross-correlation Sequences

for any finite value of a

Properties of Autocorrelation and Cross-correlation Sequences

Properties of Autocorrelation and Cross-correlation Sequences

Copyright 2005, S. K. Mitra

Properties of Autocorrelation and Cross-correlation Sequences