Discrete-Time Signals and

Systems
Week 02 Lecture 03
CoE 121: Introduction to Digital Signal Processing

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 1
 Today

•  Discrete-Time Signals

•  Discrete-Time Systems

•  Linear and Time-Invariant Systems

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 2
 Reference

•  Chapter 2, “Applied Digital Signal Processing:

Theory and Practice” by D. G. Manolakis and V. K.
Ingle, 2011

•  Chapter 2, “Digital Signal Processing: Principles,

Algorithms and Applications” by J. G. Proakis and D.
G. Manolakis, 1996

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 3
 Analysis of DT LTI Systems

•  LTI: Linear, time-invariant systems

–  Mathematically easy to analyze and characterize

–  Easy to design

–  Example
•  Amplifier: y[n] = Kx[n]
•  Delay: y[n] = x[n – m]

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 4
 Analysis of DT LTI Systems

•  The input to a DT LTI system can be first

decomposed into a sum of elementary signals.

x [ n ] = ∑ ck xk [ n ]
k

•  Since the system is linear, and assuming the system

is relaxed

y [ n ] = ∑ ck yk [ n ]
k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 5
 Analysis of DT LTI Systems

•  The elementary signal can be the unit-impulse

sequence

xk [ n ] = δ [ n − k ]
∞
x [n] = ∑ x [n]δ [n − k ]
k=−∞

•  Why is the input signal expressed this way?

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 6
 Analysis of DT LTI Systems

⎧⎪
0.8n , if n ≥ 0
x [n] = ⎨
1 x[n] ⎪⎩ 0, otherwise

ŸŸŸ

–1 0 1 2 3 4 5 6 7 n

δ[n – 3] 1

ŸŸŸ

–1 0 1 2 3 4 5 6 7 n

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 7
 Analysis of DT LTI Systems

⎧⎪
0.8n , if n ≥ 0
x [n] = ⎨
1 x[n] ⎪⎩ 0, otherwise

ŸŸŸ

–1 0 1 2 3 4 5 6 7 n

x[3]δ[n – 3]

ŸŸŸ

–1 0 1 2 3 4 5 6 7 n

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 8
 Analysis of DT LTI Systems

•  Convolution sum: let the response of a linear time-

invariant (LTI) system to the unit sample input δ[n] be
h[n].

T
δ [n] → h [n]
T
δ [n − k ] → h [n − k ]
T
αδ [ n − k ] →α h [ n − k ]

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 9
 Analysis of DT LTI Systems

•  Convolution sum: let the response of a linear time-

invariant (LTI) system to the unit sample input δ[n] be
h[n].

T
x [k ]δ [n − k ] → x [k ] h [n − k ]
∞ T ∞

∑ x [k ]δ [n − k ] → ∑ x [k ] h [n − k ]
k=−∞ k=−∞
T
x [n] → y [n]

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 10
 Analysis of DT LTI Systems

•  The convolution sum

∞
y [ n0 ] = ∑ x [k ] h [n
0 − k]
k=−∞

•  To compute for y[n0]

–  Fold h[k] about k = 0

–  Shift h[–k] by n0 to the right if n0 is positive

–  Multiply x[k] by h[n0 – k]

–  Add the values of the product sequence

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 11
 Example

•  The impulse response of an LTI system is

h [ n ] = {1, 2, 1, −1}
↑

•  Determine the response of the system to the input

signal

x [ n ] = {1, 2, 3, 1}
↑
Week 02 Lecture 03: Discrete-Time Signals and Systems
CoE 121: Introduction to Digital Signal Processing 12
 Example

2
h[n]
1 1 ∞

–1 y [n] = ∑ x [k ] h [n − k ]
k=−∞
∞

-1 0 1 2 3 n
= ∑ h [k ] x [n − k ]
k=−∞

x[n] 2
FLIP
1 1
SHIFT
MULTIPLY
ADD

-1 0 1 2 3 n

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 13
 Example

2
h[k]
1 1
–1

-1 0 1 2 3 k

x[–k] 2 Flipped
version
1 1

-3 -2 -1 0 1 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 14
 Example

2
h[k]
1 1
–1

For n < –2, no overlap

-1 0 1 2 3 k à y[n] = 0
3

x[–2–k] 2 ∞

1 1
y [−2 ] = ∑ h [k ] x [−2 − k ]
k=−∞

=0

-5 -4 -3 -2 -1 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 15
 Example

2
h[k]
1 1
–1
∞

-1 0 1 2 3 k
y [−1] = ∑ h [k ] x [−1− k ]
k=−∞

3 = ( 0 ) (1) + ( 0 ) (3) + ( 0 ) ( 2 )

x[–1–k] 2 + (1) (1) + ( 2 ) ( 0 ) + (1) ( 0 )

1 1 + (−1) ( 0 )
=1

-4 -3 -2 -1 0 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 16
 Example

2
h[k]
1 1
–1

∞
-1 0 1 2 3 k y [0] = ∑ h [k ] x [−k ]
k=−∞
3
= ( 0 ) (1) + ( 0 ) (3) + (1) ( 2 )
x[–k] 2
+ ( 2 ) (1) + (1) ( 0 ) + (−1) ( 0 )
1 1
=4

-3 -2 -1 0 1 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 17
 Example

2
h[k]
1 1
–1

∞
-1 0 1 2 3 k y [1] = ∑ h [k ] x [1− k ]
k=−∞
3
= ( 0 ) (1) + (1) (3) + ( 2 ) ( 2 )
x[1–k] 2
+ (1) (1) + (−1) ( 0 )
1 1
=8

-2 -1 0 1 2 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 18
 Example

2
h[k]
1 1
–1

∞
-1 0 1 2 3 k y [2] = ∑ h [k ] x [2 − k ]
k=−∞
3
= (1) (1) + ( 2 ) (3) + (1) ( 2 )
x[2–k] 2
+ (−1) (1)
1 1
=8

-1 0 1 2 3 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 19
 Example

2
h[k]
1 1
–1

∞
-1 0 1 2 3 k y [3] = ∑ h [k ] x [3− k ]
k=−∞
3
= (1) ( 0 ) + ( 2 ) (1) + (1) (3)
x[3–k] 2
+ (−1) ( 2 ) + ( 0 ) (1)
1 1
=3

0 1 2 3 4 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 20
 Example

2
h[k]
1 1
–1

∞
-1 0 1 2 3 k y [ 4] = ∑ h [k ] x [ 4 − k ]
k=−∞
3
= (1) ( 0 ) + ( 2 ) ( 0 ) + (1) (1)
x[4–k] 2
+ (−1) (3) + ( 0 ) ( 2 ) + ( 0 ) (1)
1 1
= −2

1 2 3 4 5 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 21
 Example

2
h[k]
1 1
–1
∞

-1 0 1 2 3 k
y [ 5] = ∑ h [k ] x [5 − k ]
k=−∞

3 = (1) ( 0 ) + ( 2 ) ( 0 ) + (1) ( 0 )

x[5–k] 2 + (−1) (1) + ( 0 ) (3) + ( 0 ) ( 2 )

1 1 + ( 0 ) (1)
= −1

2 3 4 5 6 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 22
 Example

2
h[k]
1 1
–1

For n > 5, no overlap

-1 0 1 2 3 k à y[n] = 0
3
∞

x[6–k] 2 y [6] = ∑ h [k ] x [6 − k ]
1 1 k=−∞

=0

3 4 5 6 7 k

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 23
 Example

•  Thus we have the following output sequence

y [ n ] = {0, 1, 4, 8, 8, 3, − 2, −1, 0}
↑

y[n] 8 8

4 3
1
–2 –1
–1 0 1 2 3 4 5 6 7 n

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 24
 Exercise

•  Compute and plot the convolution of the following

pair of signals

h [ n ] = {1, 1, 0} x [ n ] = {0, 0, 1, 1, 1, 1}
↑ ↑

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 25
 Properties of Convolution

•  Associative and Commutative Laws

x [n] ∗ h [n] = h [n] ∗ x [n]

"# x [ n ] ∗ h1 [ n ]$% ∗ h2 [ n ] = x [ n ] ∗ "#h1 [ n ] ∗ h2 [ n ]$%

•  Image from Discrete-Time System

Week 02 Lecture 03: Discrete-Time Signals and Systems
CoE 121: Introduction to Digital Signal Processing
Properties handouts by Prof. Deepa
Kunder, University of Toronto
26
 Properties of Convolution

•  Distributive Law

x [ n ] ∗ "#h1 [ n ] + h2 [ n ]$% = x [ n ] ∗ h1 [ n ] + x [ n ] ∗ h2 [ n ]

•  Image from Discrete-Time System

Week 02 Lecture 03: Discrete-Time Signals and Systems
CoE 121: Introduction to Digital Signal Processing
Properties handouts by Prof. Deepa
Kunder, University of Toronto
27
 Causal LTI Systems

•  For a causal system, the output y[n] depends only

on present and past inputs

∞
y [n] = ∑ h [k ] x [n − k ]
k=−∞
−1 ∞
= ∑ h [k ] x [n − k ] + ∑ h [k ] x [n − k ]
k=−∞ k=0
∞
= ∑ h [k ] x [n − k ]
k=0

•  Where h[n] = 0 for n < 0 to ensure causality

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 28
 Stability of LTI Systems

•  Recall the conditions for BIBO stability

x [ n ] ≤ M x < ∞, y [n] ≤ M y < ∞

•  What if a bounded sequence x[n] is the input to an

LTI system

∞
y [n] = ∑ h [k ] x [n − k ]
k=−∞

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 29
 Stability of LTI Systems

∞
y [n] = ∑ h [k ] x [n − k ] •  The output is
k=−∞
∞
bounded if the
y [n] = ∑ h [k ] x [n − k ] impulse response is
k=−∞ absolutely
∞
summable
y [n] ≤ ∑ h [k ] x [n − k ]
k=−∞
∞
y [n] ≤ M x ∑ h [k ]
k=−∞

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 30
 Discrete-Time Signals and
Systems
Week 02 Lecture 03
CoE 121: Introduction to Digital Signal Processing

Week 02 Lecture 03: Discrete-Time Signals and Systems

CoE 121: Introduction to Digital Signal Processing 31