Signalprocessing Lecture 02

Signal Processing
Lecture 02: Discrete Time Signals and Systems
Ahmet Taha Koru, Ph. D.
Yildiz Technical University
2017-2018 Fall
ATK (YTU) Signal Processing 2017-2018 Fall 1 / 51

Discrete Time Signals

Impulse
Impulse (unit-sample) is the sequence defined as

0, n 6= 0
δ[n] =
1, n = 0
δ[n]
1
Figure: Impulse function.

An arbitrary signal as sum of impulses (1/3)
Let us consider a signal with following values:
x[−3] = 2, x[0] = 4
x[1] = −1, x[4] = 3
x[n]
4
3
2
n
-1
Figure: An arbitrary sequence.

The sequence in the figure can be represented as
x[n] = 2δ[n + 3] + 4δ[n] − δ[n − 1] + 3δ[n − 4].
x[n]
4
3
2
n
-1
Figure: An arbitrary sequence.

More generally, any sequence can be expressed as

∞
X
x[n] = x[k]δ[n − k]
k=−∞

Unit step
Unit step is the sequence defined as

0, n < 0
u[n] =
1, n ≥ 0
u[n]
1 ...
n
Figure: Unit step function.

Unit step as sum of impulses

Unit step can be represented as sum of impulses as follows:
u[n] = δ[n] + δ[n − 1] + δ[n − 2] + δ[n − 3] + . . .

X∞
= δ[n − k]
k=0
u[n]
1 ...
n

Unit step as sum of impulses

Unit step can be represented as sum of impulses as follows:
u[n] = δ[n] + δ[n − 1] + δ[n − 2] + δ[n − 3] + . . .

X∞
= δ[n − k]
k=0
u[n]
1 ...
n

Different representations of unit step and impulse
δ[n]
Impulse: δ[n] = u[n] − u[n − 1] u[n]

...
n
n
X
Step: u[n] = δ[k]
k=−∞
−u[n − 1] n
...

Exponential sequence
The sequence is in the form
x[n] = Aαn
If α < 0 → alternating (+/-) If |α| < 1 → decreasing

If α > 0 → not alternating If |α| > 1 → increasing
x1 [n] x2 [n]
n n
α = 1.15 α = −0.85

Discrete-time sinusoids
Discrete-time sinusoid is described as
x[n] = A cos(ωn + θ) = A cos(2πfn + θ)
cos(π/8n)
n

Discrete-time sinusoids: Period
The signal periodic only if f is a rational number.

k k
f = , ω = 2π , k, N ∈ Z
N N
k
If f = where common factors are canceled, then the period is N.
N
cos(2π 34 n)
n

Discrete-time sinusoids: Aliases
Discrete-time sinusoids whose frequencies are separated by an integer

of 2π are identical.
cos(ωn) = cos([ω + 2πr ] n), ∀r ∈ Z
Any sinusoid with |ω| > π is identical to a sinusoid with |ω| ≤ π.

Sinusoids whose |ω| > π are called aliases (copies).
cos(− 34 πn) cos( 54 πn)

n n

Discrete-time sinusoids: Highest rate of oscillation
Highest rate of oscillation is attained when ω = π (or ω = −π).
cos(πn)
n
−8 −4 4 8

Complex exponentials
Complex exponential sequence is

described by x[2] Im
k
x[n] = A · e jωn = A · e j2π N n x[3] x[1]
whose elements are complex x[4] x[0] Re

numbers.
x[5] x[7]
x[6]
The period and aliases are similar to
sinusoids.

Discrete Time Systems
Discrete Time Systems

Discrete Time Systems Examples
Discrete Time Systems: Examples

What is a discrete-time system?
A discrete-time system is defined as a transformation (operator) that maps

an input sequence x[n] into an output sequence y [n].
y [n] = T (x[n])
x[n] T (·) y [n]
Figure: Representation of a discrete-system in a block diagram

Discrete-time system example I: The Ideal Delay

The ideal delay system is defined by the equation
y [n] = x[n − nd ], −∞ < n < ∞.
x[n]
x[n − 1]

Discrete-time system example II: Moving Average (1/3)
The general moving-average system is defined by the equation

M2
1 X
y [n] = x[n − k]
M1 + M2 + 1
k=−M1
1
= (x[n + M1 ] + x[n + M1 − 1] + · · · + x[n]
M1 + M2 + 1
+ · · · + x[n − M2 − 1] + x[n − M2 ])
nth sample of the output sequence is average of (M1 + M2 + 1) samples

around nth sample of input sequence.

What is the output of a zero-mean noise signal w [n]?
w [n]
n
y [n]
n

What is the output of a zero-mean noise signal w [n]?
w [n]
n
y [n]
n

Output of noisy sensor signals
x1 [n] x2 [n]
n
n
y1 [n] y2 [n]
n
n

Discrete Time Systems Classification
Discrete Time Systems: Classification

Why classification matters?
To determine which special mathematical tools can be used to

design/analyze the system
Ex: Linear Time-invariant (LTI) System → Fourier/z-domain analysis
To reach required information from academic literature or online

resources. Example Google searches:
”Stability analysis” → Too general, may not be applicable
”Stability analysis for LTI Time-Delay Systems” → Application specific

Memoryless Systems (1/2)
A system is referred to as memoryless if the output y [n] at every value of

n depends only on the input x[n] at the same value of n.
ONLY current value of the input x[n]
NO past values
NO future values
Example
The discrete-time system described as
y [n] = (x[n])2
is a memoryless system.

Memoryless System (2/2)
System Expression Memoryless
Ideal Delay y [n] = x[n − nd ]
1
Moving Average
PM2
y [n] = x[n − k]
M1 + M2 + 1 k=−M1

Memoryless System (2/2)
System Expression Memoryless
Ideal Delay y [n] = x[n − nd ] NO
1
Moving Average NO
PM2
y [n] = x[n − k]
M1 + M2 + 1 k=−M1

Linear Systems
Definition
A system T (·) is linear if and only if following properties hold:
Additivity:
T (x1 [n] + x2 [n]) = T (x1 [n]) + T (x2 [n]) = y1 [n] + y2 [n]
Homogeneity:
T (αx[n]) = αT (x[n]) = αy [n]
Combining two properties yields super-position:
T (αx1 [n] + βx2 [n]) = αT (x1 [n]) + βT (x2 [n])

Linear System Example: The Accumulator

The system, with following input-output relationship, is linear.
n
X
y [n] = x[k]
k=−∞
Proof.
For x3 [k] = αx1 [k] + βx2 [k] super-position property holds:
n
X
y3 [k] = (αx1 [k] + βx2 [k])
k=−∞
n
X n
X
= (αx1 [k]) + (βx2 [k])
k=−∞ k=−∞
n
X n
X
=α x1 [k] + β x2 [k] = αy1 [k] + βy2 [k]
k=−∞ k=−∞

Non-linear System Example: Logarithm
The system, with following input-output relationship, is non-linear.
y [n] = log10 (|x[n]|)
Proof.
A counter-example violating super-position property is x1 [n] = 1 and
x2 [n] = 10. For x3 [n] = x1 [n] + x2 [n],
log10 (10 + 1) = log10 (11) 6= log10 (10) + log10 (1) = 1

Other Linearity Examples
System Expression Linearity
Ideal Delay y [n] = x[n − nd ]
1
Moving Average
PM2
y [n] = x[n − k]
M1 + M2 + 1 k=−M1

Other Linearity Examples
System Expression Linearity
Ideal Delay y [n] = x[n − nd ] YES
1
Moving Average YES
PM2
y [n] = x[n − k]
M1 + M2 + 1 k=−M1

Time-invariant Systems
Definition
The systems, for which a time shift or delay of the input sequence causes a
corresponding shift in the output sequence, are called time-invariant
systems.
If the system is time-invariant, the output is y2 [n] = y1 [n − nd ] for the

input x2 [n] = x1 [n − nd ] for arbitrary nd .

A time-invariant system example: Accumulator (1/2)
The accumulator system is time-invariant.
Proof.
For x2 [n] = x1 [n − nd ]
n
X n
X
y2 [n] = x2 [k] = x1 [k − nd ]
k=−∞ k=−∞
Change the variable k as k1 = k − nd

n−n
Xd
y2 [n] = x1 [k1 ] = y1 [n − nd ]
k1 =−∞

A time-invariant system example: Accumulator (2/2)
x1 [n] x2 [n]
n n
y1 [n] y2 [n]
n n
Figure: The simulation of the system illustrates the time-invariant property

Not a time-invariant system example: Compressor (1/2)
The system is defined by the relation
y [n] = x[Mn], −∞ < n < ∞, M ∈ Z+
The system is not time-invariant.

Proof.
Consider y1 [n] = x1 [Mn]. For x2 [n] = x1 [n − nd ],
y2 [n] = x2 [Mn] = x1 [Mn − nd ]
which is not equal to delayed version of output y1
y2 [n] 6= y1 [n − nd ] = x1 [M(n − nd )]

Not a time-invariant system example: Compressor (2/2)
x1 [n] x2 [n] = x1 [n − 1]
n n
y1 [n] y2 [n] 6= y1 [n − 1]
n n
Figure: The simulation for M = 3. System is not time-invariant.

Causal Systems
Definition
A system is causal if, for every choice of n0 , the output sequence value at
the index n = n0 depends only on the input sequence values for n ≤ n0 .
The output depends

ONLY current and past values of the input
NOT depends on the future values of the input

Causality Examples
Example
The backward difference system
y [n] = x[n] − x[n − 1]
is causal.
Example
The forward difference system
y [n] = x[n + 1] − x[n]
is not causal since output depends on a future value of input.

Stable Systems
Definition
A system is bounded-input bounded-output (BIBO) stable if and only if
every bounded input sequence produces a bounded output sequence.
For any bounded input
|x[n]| ≤ Bx < ∞, ∀n,
the system is BIBO stable if and only if
|y [n]| ≤ By < ∞, ∀n.

Stable system example
The system
y [n] = x[n]2
is BIBO stable since for any |x[n]| ≤ Bx ,
|y [n]| = |x[n]2 | ≤ Bx2 .

Unstable system example: The Accumulator System (1/2)
The accumulator system

n
X
y [n] = x[k]
k=−∞
is not BIBO stable. For x[n] = u[n],

0, n<0
y [n] =
n + 1, n ≥ 0
There is no upper bound of the accumulator system output for the step
input.

Unstable system example: The Accumulator System (2/2)
w [n]
n
5 10
y [n]
n
5 10
Figure: Unstable behaviour of the accumulator system.

Quiz
Quiz

Quiz
1 Is the system
y [n] = max x[k].
k∈[−∞,n]
linear? Prove or disprove.
2 Under what conditions, the moving-average system

M2
1 X
y [n] = x[n − k]
1 + M1 + M2
k=−M1
is causal?
3 Is the moving-average system is BIBO stable? Prove.

Quiz
Problem 1 Solution
Let x1 [n] = δ[n] and x2 [n] = −δ[n]. Then, y1 [n] = u[n] and y2 [n] = 0.
For x3 [n] = x1 [n] + x2 [n] = 0, the output is
y3 [n] = 0 6= y1 [n] + y2 [n] = u[n].
Superposition does not hold for the system, hence it is not linear.
δ[n] −δ[n] x3 [n]

n n n
+
y1 [n] y2 [n] y3 [n]
n n n

Quiz
Problem 2: Solution
The moving average system is

M2
1 X
y [n] = x[n − k]
1 + M1 + M2
k=−M1
1
= (x[n + M1 ] + · · · + x[n] + . . . x[n − M2 ]).
1 + M1 + M2
System is causal when M2 ≥ 0 and M1 ≤ 0.

Quiz
Problem 3: Solution (1/2)

For inputs satisfying
|x[n]| ≤ Bx , ∀n (1)

M2
1 X
|y [n]| = x[n − k]
1 + M1 + M2 k=−M1

M2
1 X
= x[n − k]
1 + M1 + M2
k=−M1
From triangle inequality property of absolute value (|a + b| ≤ |a| + |b|),

M2
1 X
|y [n]| ≤ |x[n − k]| ,
1 + M1 + M2
k=−M1

Quiz
Problem 3: Solution (1/2)
and from (1)
1
|y [n]| ≤ · (1 + M1 + M2 )Bx
1 + M1 + M2
As a result, if |x[n]| ≤ Bx , then |y [n]| ≤ Bx . System is BIBO stable.

Signalprocessing Lecture 02

Caricato da

Informazioni sul documento

Titolo originale

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

Signalprocessing Lecture 02

Caricato da

Copyright:

Formati disponibili

Signal Processing

Lecture 02: Discrete Time Signals and Systems

Ahmet Taha Koru, Ph. D.

Yildiz Technical University

ATK (YTU) Signal Processing 2017-2018 Fall 1 / 51

Discrete Time Signals

ATK (YTU) Signal Processing 2017-2018 Fall 2 / 51

Impulse (unit-sample) is the sequence defined as

Figure: Impulse function.

ATK (YTU) Signal Processing 2017-2018 Fall 3 / 51

An arbitrary signal as sum of impulses (1/3)

Let us consider a signal with following values:

Figure: An arbitrary sequence.

ATK (YTU) Signal Processing 2017-2018 Fall 4 / 51

An arbitrary signal as sum of impulses (2/3)

The sequence in the figure can be represented as

x[n] = 2δ[n + 3] + 4δ[n] − δ[n − 1] + 3δ[n − 4].

Figure: An arbitrary sequence.

ATK (YTU) Signal Processing 2017-2018 Fall 5 / 51

An arbitrary signal as sum of impulses (3/3)

More generally, any sequence can be expressed as

ATK (YTU) Signal Processing 2017-2018 Fall 6 / 51

Unit step is the sequence defined as

Figure: Unit step function.

ATK (YTU) Signal Processing 2017-2018 Fall 7 / 51

Unit step as sum of impulses

u[n] = δ[n] + δ[n − 1] + δ[n − 2] + δ[n − 3] + . . .

Figure: Unit step function.

ATK (YTU) Signal Processing 2017-2018 Fall 8 / 51

Unit step as sum of impulses

u[n] = δ[n] + δ[n − 1] + δ[n − 2] + δ[n − 3] + . . .

Figure: Unit step function.

ATK (YTU) Signal Processing 2017-2018 Fall 9 / 51

Different representations of unit step and impulse

Impulse: δ[n] = u[n] − u[n − 1] u[n]

ATK (YTU) Signal Processing 2017-2018 Fall 10 / 51

The sequence is in the form

If α < 0 → alternating (+/-) If |α| < 1 → decreasing

ATK (YTU) Signal Processing 2017-2018 Fall 11 / 51

Discrete-time sinusoid is described as

x[n] = A cos(ωn + θ) = A cos(2πfn + θ)

ATK (YTU) Signal Processing 2017-2018 Fall 12 / 51

Discrete-time sinusoids: Period

The signal periodic only if f is a rational number.

ATK (YTU) Signal Processing 2017-2018 Fall 13 / 51

Discrete-time sinusoids: Aliases

Discrete-time sinusoids whose frequencies are separated by an integer

cos(ωn) = cos([ω + 2πr ] n), ∀r ∈ Z

Any sinusoid with |ω| > π is identical to a sinusoid with |ω| ≤ π.

cos(− 34 πn) cos( 54 πn)

ATK (YTU) Signal Processing 2017-2018 Fall 14 / 51

Discrete-time sinusoids: Highest rate of oscillation

Highest rate of oscillation is attained when ω = π (or ω = −π).

ATK (YTU) Signal Processing 2017-2018 Fall 15 / 51

Complex exponential sequence is

whose elements are complex x[4] x[0] Re

ATK (YTU) Signal Processing 2017-2018 Fall 16 / 51

Discrete Time Systems

ATK (YTU) Signal Processing 2017-2018 Fall 17 / 51

Discrete Time Systems: Examples

ATK (YTU) Signal Processing 2017-2018 Fall 18 / 51

What is a discrete-time system?

A discrete-time system is defined as a transformation (operator) that maps