Chapter 2

Description and Analysis of discrete

time systems
 Contents
Introduction
Discrete time and sampled data systems
Properties of discrete time systems
Description of discrete time systems
Difference equation method
Transform method
Impulse response method
State space method
Analysis of discrete time systems
Analysis based on difference equation
Analysis based on transform method
Analysis using impulse response method
Analysis using state space method
 Introduction
Discrete time/sampled data systems
Sampled data systems contain continuous time
signals with sampling and hold circuits

Discrete time systems contain digital signals only

Input and output is discrete signal
 Introduction
Properties of discrete time systems- consider
the following discrete time system
u(k) is the input and y(k) is the output
y(k)
u(k)
Discrete time
systems

The relationship between y(k) and u(k) can be

given by y(k) Q(u(k)) where Q is an operator
 Introduction
Properties of discrete time systems
Linearity
Qc1u1(k) c2u2 (k) c1Qu1(k) c2Qu2 (k)

Time invariant system

Qu(k ko ) y(k ko )
Causality
A discrete time system is causal if a causal input
produces a causal response
y(k) 0 for k ko wheninput u(k) 0 for k ko
 Description of discrete time systems
Linear time invariant causal system involves
Summation unit
Delay unit
Amplification unit
The interconnection of the three elements
form discrete time system
Summation unit
 Description of discrete time systems
Amplification

delay units

Block diagram description of a first order and

second order discrete time systems
First order system
y(k) bou(k) b1u(k 1) a1 y(k 1)
Description of discrete time systems
Block diagram of first order system

For second order system

y(k) bou(k) b1u(k 1) b2u(k 2) a1 y(k 1) a1 y(k 2)
 Description of discrete time systems
Block diagram of second order system

Generally four methods are used

Difference equation
Transfer function method
Impulse response method
State space method
 Description of discrete time systems
1) Difference equation method
General form is
y(k) a1 y(k 1) an y(k n) bou(k) b1u(k 1) bnu(k n)
The initial conditions y(-1),y(-2) etc should be given
Difference equation may be obtained from
differential equations describing systems or
continuous controllers
Example: digital PI controller
2) Transfer method
A transform method used for digital systems is Z-
transform
It is a transform for number sequences
 Description of discrete time systems
The Z transform is defined as
E(z) e(k) e(0) e(1)z 1 e(2)z 2 ...
k
E( z) e(k )
k 0
e(k ) z k

Example: 1) find E(z) if e(k)=1 for all k

2) Find the z transform of the signal obtained by
sampling the signal e(t) eat
The inverse z-transform is a transform given
by
e(k ) E( z)
1 1 k 1
E( z ) z dz
2j

 Description of discrete time systems
Properties of z-transform
Addition and subtraction

Multiplication by a constant

Real translation: if E(z) is z transform of e(k)

e(k n)u(k n) z E(z)
n

k n1
e(k n)u(k n) z E( z)
n
k 0
k 1
e(k ) z

 Description of discrete time systems
Properties of z-transform contd
complex translation

e(k) E(z )
ak
a

Example: find the z transform of e(k) k ak

Initial value
Given E(z) as Z transform of e(k) , then
e(0) limE(z)
z

final value
Given E(z) as Z transform of e(k) , then
lime(n) lim(z 1)E(z)
n z 1
 Description of discrete time systems
Properties of Z transform contd
Example: Apply the final and initial value
properties to the Z transform of sample of unit
step function and check its values
e(k ) 1 for all k 0
z 1
E( z )
z 1 1 z 1
Applying initial value property
e(0) lim E( z) 1
z

Applying final value property

z
lim lim
e(n) ( z 1) E ( z ) ( z 1) 1
n z 1 z 1
 Description of discrete time systems
2. Transform methods
Similar to continuous time systems:
the transfer function of a discrete time system is
given by H(z) which is a ratio of Z-transform of
output Y(z) to the Z transform of the input U(z)
Y ( z) [ y(k )]
H ( z) u(k) y(k) 0 for all k 0
U ( z) [u(k )]

Can be written as ratio of two polynomials

 Description of discrete time systems
3) Impulse response method
Consider a unit impulse sequence
1 k 0
(k )
0 k0

When the input to a discrete system is the unit

impulse sequence,
the output of the system y(k)=h(k), H(z)=[h(k)]
assuming initial condition of system is zero

(k) y(k)=h(k)
Discrete time
system
 Description of discrete time systems
4. State space method
State equation is set of first order difference
equations
the state space or state equation of discrete time
systems is
x(k 1) Ax(k ) Bu(k )
y(k ) Cx(k ) Du(k )
Taking the Z transform of input and output
H ( z) CzIn A1 B D
The impulse response h(k) is obtained from
inverse transform of H(z)
 Analysis of discrete time systems
Analysis of discrete time systems is finding the
response of discrete time systems
Can be performed in four different ways
Difference equation method
Z transform method
Impulse response method
State space methods
Each method has its own advantage and
disadvantage
Difference equation method is useful for
computer programming
 Analysis of discrete time systems
Analysis based on difference equation
Difference equations can be solved using
Manual method to compute output y(k) for each k
value manually.
Computer programs to write a computer program
that can compute y(k) for each k
Z transform method convert the difference equation
to an algebric equation in z and solve for y(k) in closed
form
Example: find m(k) for the sequence
y(k ) u(k ) u(k 1) y(k 1) for k 0
1 for k even
u(k)
0, for k odd
 Analysis contd
Manual method
y(0)=u(0)-u(-1)-y(-1)=1-0-0=1
y(1)=u(1)-u(0)-y(1)=0-1-1=-2 and so on
Computer program write a program using
any programming language
Z transform method
Consider the following difference equation
y(k) a1 y(k 1) an y(k n) bou(k) b1u(k 1) bnu(k n)

Using real translation property,

Y (z) a1z 1Y (z) an z nY (z) boU (z) b1z 1U (z) bn z nU (z)
b0 b1z 1 bn z n
Y ( z) U ( z)
1 a1z 1 an z n
 Analysis contd
For the example given
Y ( z) E( z) z 1E( z) z 1Y ( z)
1 z 1
Y ( z) E( z )
1 z 1

Then Y(z) can be solved using transform

method
 Analysis contd
Analysis based on transform method
This is computing the output y(k) from the inverse
transform of Y(z)
y(k) 1[Y (z)]
There are four methods to solve the inverse z
transform
Power series method divide num by den
Partial fraction method- expand E(z)/z
Use the Inversion formula given by

e(k ) 1E( z)
1
E( z) z k 1dz
2j

Discrete convolution
 Analysis contd
Example: 1) find the value of e(k) when E(z) is
given by
z
E( z) 2
z 3z 2
Using power series method
use long division to obtain e(k) , 0,1,3,7,15
Example 2: find e(k) when E(z) is given by
z
E( z)
( z 1)(z 2)
Using partial fraction expansion
e(k) 1 2k
 Analysis contd
Exercise : find y(k) when Y(z) is given by

a) Y ( z)
3.894 z

3.894 z
z 2 0.6065 ( z j0.7788)(z j0.7788)

1
b) Y ( z)
( z 2)(z 1)
 Analysis contd
Using the inversion formula
When computing y(k) using the inversion formula,
the following equivalent formula is used
y(k ) residues of Y(z)z
at polesof [Y(z)zk-1 ]
k-1

Example: find y(k) when Y(z) is given by

z
Y ( z) 2
z 3z 2
Residue at z=1 is -1 and at z=2 is 2k
 Analysis contd
Exercise: find y(k) when Y(z) is given by
z
Y ( z)
( z 1) 2

Discrete convolution technique

Write the output Y(z) as product of two simpler
algebraic expressions,
Y (z) Y1(z)Y2 (z)
then find the inverse of Y1(z) and Y2(z)
Find Y(z) as discrete convolution using
n k
y(k ) y (n) y (k n)
n0
1 2
 Analysis contd
Example: compute y(6) using discrete
convolution when Y(z) is given by
z
Y ( z) 2
z 3z 2

Assume that
z
Y1 ( z) Y2 ( z)
1
z 1 z 2
y1(k)= 1 for all k and y2(k)=2 power of (k-1)
Then y(6)=127
 Analysis contd
Analysis using impulse response method
When the impulse response of a discrete system
h(k) is given, the output y(k) can be obtained using
A) Y(z)=H(z)U(z) and then using the inverse method
B) y(k)=h(k)*u(k)
n
y(k ) h(n)u(k n)
n

Analysis based on state equation- given state

space equation of a discrete system
k 1
x(k ) A x(0) A
k
Bu(n) k n1

n 0
k 1
y(k ) CA x(0) C
k
A
n 0
k n1
Bu(n) Du(k )
 Analysis contd
Example: find the transition matrix, states and
output of a discrete time system when the
state equation is given by
0 1 0 1
A B C
2 3 1 1

The transition matrix is (k)=-1[z(zI-A)]-1

The states x(k) and output y(k) can be computed
using formulas given above
 State equation method
Derive the state equation and signal flow
graph for the system given by
Y ( z) b2 z 2 b1z b0
H ( z) 2
U ( z) z a1z a0

Rewrite the equation in power of z-1,