7069380

Biomedical Signal processing
Chapter 2 Discrete-Time Signals and

Systems
Zhongguo Liu
Biomedical Engineering
School of Control Science and Engineering, Shandong University
2017/10/27
1 1 Zhongguo Liu_Biomedical Engineering_Shandong Univ.
Chapter 2 Discrete-Time Signals and Systems
2.0 Introduction
2.1 Discrete-Time Signals: Sequences
2.2 Discrete-Time Systems
2.3 Linear Time-Invariant (LTI) Systems
2.4 Properties of LTI Systems
2.5 Linear Constant-Coefficient
Difference Equations
2 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Chapter 2 Discrete-Time Signals and Systems
2.6 Frequency-Domain Representation

of Discrete-Time Signals and systems
2.7 Representation of Sequences by
Fourier Transforms
2.8 Symmetry Properties of the
Fourier Transform
2.9 Fourier Transform Theorems
2.10 Discrete-Time Random Signals
2.11 Summary
2.0 Introduction
Signal: something conveys information

Signals are represented mathematically as
functions of one or more independent variables.
Continuous-time (analog) signals, discrete-
time signals, digital signals
Signal-processing systems are classified along the
same lines as signals: Continuous-time (analog)
systems, discrete-time systems, digital systems
Discrete-time signal
Sampling a continuous-time signal
Generated directly by some discrete-time process

2.1 Discrete-Time Signals: Sequences
Discrete-Time signals are represented as

x xn, n , n : integer
Cumbersome, so just use x n
In sampling,
xn xa nT , T : sampling period
1/T (reciprocal of T) : sampling frequency

Figure 2.1 Graphical representation
of a discrete-time signal
Abscissa: continuous line

x n : is defined only at discrete instants
x[n] xa (t ) |t nT xa (nT )
EXAMPLE Sampling the analog waveform
7 Figure 2.2
Basic Sequence Operations
Sum of two sequences
x[n] y[n]
Product of two sequences
x[n] y[n]
Multiplication of a sequence by a number
x[n]
Delay (shift) of a sequence
y[n] x[n n0 ] n0 : integer

Basic sequences
Unit sample sequence 0 n 0

(discrete-time impulse, n
1 n 0
impulse)

Basic sequences
A sum of scaled, delayed impulses

pn a3 n 3 a1 n 1 a2 n 2 a7 n 7

arbitrary
sequence
x[n] x[k ] [n k ]
k

Basic sequences
1 n 0
Unit step sequence u[n]
0 n 0
k
n

when n
k 1, when n 0 ,
0, 0

u[ n] k
k since k 0 k 0
1 k 0

u[n] [n] [n 1] [n 2] [n k ]
k 0
[n] u[n] u[n 1] First backward difference
Basic Sequences
Exponential sequences x[n] A n
A and are real: x[n] is real

A is positive and 0<<1, x[n] is positive and
decrease with increasing n
-1<<0, x[n] alternate in sign, but decrease
in magnitude with increasing n
1: x[n] grows in magnitude as n increases

EX. 2.1 Combining Basic sequences
If we want an exponential sequences that is

zero for n <0, then
A n
n0
x[n] Cumbersome
0 n0
x[n] A u[n] n
simpler

Basic sequences
Sinusoidal sequence
x[n] A cosw0 n for all n

Exponential Sequences
j
A Ae e jw0
j j w0 n
x[n] A A e e A e
n n jw0 n n
A cosw0 n j A sin w0 n
n n
Exponentially weighted sinusoids

1 Exponentially growing envelope
1 Exponentially decreasing envelope
1 x[n] Ae jw0 n
is refered to
Complex Exponential Sequences
Frequency difference between
continuous-time and discrete-time
complex exponentials or sinusoids
j w0 2 n j 2n
x[n] Ae Ae jw0 n
e Ae jw0 n
x[n] A cos w0 2 r n A cos w0 n
w0 : frequency of the complex sinusoid

or complex exponential
: phase

Periodic Sequences
A periodic sequence with integer period N

x[n] x[n N ] for all n
A cosw0 n A cosw0 n w0 N
w0 N 2 k , where k is integer
N 2 k / w0 , where k is integer

EX. 2.2 Examples of Periodic Sequences
x1[n] cos n / 4
Suppose it is periodic sequence with period N
x1[n] x1[n N ]
cos n / 4 cos n N / 4
n / 4 2 k n / 4 N / 4, k : integer
N 2 k / ( / 4) 8 k
k 1, N 8 2 / w0
EX. 2.2 Examples of Periodic Sequences
2
8

3
8
x1[ n] cos 3 n / 8
x1[n] x1[n N ]
cos3 n / 8 cos3 n N / 8
3 n / 8 2 k 3 n / 8 3N / 8, k : integer
N 2 k / w0 2 k / (3 / 8) k 3, N 16
N 2 3 / w0 2 / w0 ( for continuous signal)
EX. 2.2 Non-Periodic Sequences
x2 [n] cos n
x2[n] x2[n N ]
cos n cos(n N )
for n 2 k n N , k : integer,
there is no integer N

High and Low Frequencies in Discrete-time signal
x[n] A cos( w0 n)
(a) w0 = 0 or 2
(b) w0 = /8 or 15/8
(c) w0 = /4 or 7/4
(d) w0 =
2.2 Discrete-Time System
Discrete-Time System is a trasformation

or operator that maps input sequence
x[n] into a unique y[n]
y[n]=T{x[n]}, x[n], y[n]: discrete-time
signal
x[n] y[n]
T{}
Discrete-Time System
EX. 2.3 The Ideal Delay System
y[n] x[n nd ], n
If nd is a positive integer: the delay of the
system. Shift the input sequence to the
right by nd samples to form the output .
If nd is a negative integer: the system will

shift the input to the left by n samples,
d
corresponding to a time advance.

EX. 2.4 Moving Average
M2
1
y n x n k
M 1 M 2 1 k M1
1
M1 M 2 1
x n M 1 x n M 1 1 ... x n x n 1 ... x n M 2
for n=7, M1=0, M2=5 dummy index m

x[m]
n-5
n m

Properties of Discrete-time systems
2.2.1 Memoryless (memory) system
Memoryless systems:
the output y[n] at every value of n depends
only on the input x[n] at the same value of n
yn x[n]
2

2.2.2 Linear Systems
If x1 n T{} y1 n
x2 n T{} y2 n
and only If:
x1n x2 n T{} y1n y2 n additivity property
axn T{} ayn homogeneity or scaling

() property
principle of superposition
x3 n ax1 n bx2 n T{} y3 n ay1 n by2 n
Example of Linear System
n
Ex. 2.6 Accumulator system yn xk
for arbitrary x1n and x2 n k
n n
y1 n x k 1 y2 n x k 2
k k
when x3 n ax1 n bx2 n

n n
y3 n x k ax k bx k
3 1 2
k k
n n
a x1 k b x2 k ay1 n by2 n
k k
Example 2.7 Nonlinear Systems
Method: find one counterexample
For yn x[n]
2
1 1 1 1
2
counterexample 2 2
For yn log 10 x[n]

counterexample
10 log 10 1 log 10 10 1
2.2.3 Time-Invariant Systems
Shift-Invariant Systems
x1 n T{} y1 n
x2 n x1 n n0 y2 n y1 n n0
T{}

Example of Time-Invariant System
Ex. 2.8 Accumulator system
n
yn xk
k
x1 xn n0
n n n n0
y1 n x k xk n xk yn n
1 0 1 0
k k k1

Example of Time-varying System
Ex. 2.9 The compressor system
x n T{} yn xMn, n
n T{} 2n
0 0
x1 n x n n0 n 1 T{} 2n 1
0 0
y1 n x1 Mn xMn n0 yn n0 xM n n0
2.2.4 Causality
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 value for n n0

Ex. 2.10 Example for Causal System
Forward difference system is not Causal
yn xn 1 xn
Backward difference system is Causal
yn xn xn 1

2.2.5 Stability
Bounded-Input Bounded-Output (BIBO)

Stability: every bounded input sequence
produces a bounded output sequence.
if xn Bx , for all n
then yn By , for all n

Ex. 2.11 Test for Stability or Instability
yn x[n]
2
is stable
if xn Bx , for all n
then yn By B ,2
x for all n

Ex. 2.11 Test for Stability or Instability
n
Accumulator system yn xk
k
0 n 0
xn un :bounded
1 n 0
n n
0 n0
yn xk xk : not bounded
k k n 1 n 0
Accumulator system is not stable

2.3 Linear Time-Invariant (LTI)
Systems
Impulse response
n T{} h n
n n0 h n n0
T{}

LTI Systems: Convolution
Representation of general sequence as a
linear combination of delayed impulse

xn xk n k
k
principle of superposition

yn T xk n k xk T n k
k k

xk hn k xn hn
k
An Illustration Exampleinterpretation 1
Computation of the Convolution
interpretation 2

yn xk hn k
k
hn k h k n
hk h k
reflecting h[k] about the origion to obtain h[-k]
Shifting the origin of the reflected sequence to
k=n

Ex. 2.12

Convolution can be realized by
Reflecting h[k] about the origin to obtain h[-k].
Shifting the origin of the reflected sequences to k=n.
Computing the weighted moving average of x[k] by
using the weights given by h[n-k].
42
Ex. 2.13 Analytical Evaluation
of the Convolution
For system with impulse response
1 0 n N 1
hn un un N
0 otherwise
input xn a unn h(k)
Find the output at index n

1 0 n N 1
hn xn a un n
0 otherwise
h(-k) h(k)
0 0
h(n-k) x(k)
0
y n 0 n 0
h(-k) h(k)
0 0
n 0, n N 1 0 0 n N 1
n 1
n n

yn xk h k n a k
1 a
k 0 k 0 1 a
h(-k) h(k)
0 0
n N 1 0 n N 1
n n
yn xk h k n a k
k n N 1 k n N 1
a n N 1
a n 1

n N 1 1 a
N

a
1 a 1 a

0, n0
n 1

yn
1 a
, 0 n N 1
1 a

a n N 1 1 a N

1 a , N 1 n


2.4 Properties of LTI Systems
Convolution is commutative()
xn hn hn xn
x[n] h[n] y[n]
h[n] x[n] y[n]
Convolution is distributed over addition
xn h1n h2 n xn h1n xn h2 n
Cascade connection of systems
hn h1n h2 n
x [n] h1[n] h2[n] y [n]
x [n] h2[n] h1[n] y [n]
x [n] h1[n] ]h2[n] y [n]

Parallel connection of systems
hn h1n h2 n

Stability of LTI Systems
LTI system is stable if the impulse response
is absolutely summable .
S hk
k

yn hk xn k hk xn k
k k

xn Bx y n Bx h k
k
Causality of LTI systems hn 0, n 0

HW: proof, Problem 2.62
Impulse response of LTI systems
Impulse response of Ideal Delay systems
h n n nd , nd a positive fixed integer
Impulse response of Accumulator
n
1, n 0
hn k un
k 0, n 0
Impulse response of Moving
Average systems
M2
hn n k
1

M 1 M 2 1 k M1
1
, M1 n M 2
M1 M 2 1
0 , otherwise

Impulse response of Forward Difference
hn n 1 n
Impulse response of Backward Difference
hn n n 1
54
Finite-duration impulse
response (FIR) systems
The impulse response of the system has
only a finite number of nonzero samples.
M2
such as: hn n k
1

M 1 M 2 1 k M1
1
, M1 n M 2
M1 M 2 1
0 , otherwise
The FIR systems always are stable.

S h n
n
55
Infinite-duration impulse
response (IIR)
The impulse response of the system is
infinite in duration.
n
1, n 0
hn k un
k 0, n 0
Stable IIR System: hn a un

n

a 1 S h n
n
56
Equivalent systems
h n n 1 n n 1
n 1 n 1 n n n 1
57
Inverse system
hn hi n hi n hn n
hn un n n 1
un un 1 n
58
2.5 Linear Constant-Coefficient
Difference Equations
An important subclass of linear time-
invariant systems consist of those
system for which the input x[n] and
output y[n] satisfy an Nth-order linear
constant-coefficient difference equation.
N M
a yn k b xn m
k 0
k
m 0
m
59
Ex. 2.14 Difference Equation
Representation of the Accumulator
n 1
y n 1 x k
n
y n x k ,
k k
n 1
yn xn xk xn yn 1
k
yn yn 1 xn
60
Block diagram of a recursive
difference equation representing an
accumulator
y n y n 1 x n
61
Ex. 2.15 Difference Equation
Representation of the Moving-
Average System with M 1 0
M2
yn xn k
1

M 2 1 k 0 representation 1
hn un un M 2 1
1
M 2 1
hn n n M 2 1 un
1
M 2 1
another representation 1
62
hn n n M 2 1 un
1
M 2 1
yn yn 1 x1n
x1 n xn xn M 2 1
1
M 2 1
yn yn 1 xn xn M 2 1
1
M 2 1
63
Difference Equation
Representation of the System
An unlimited number of distinct

difference equations can be used to
represent a given linear time-invariant
input-output relation.
64
Solving the difference equation
Without additional constraints or

information, a linear constant-
coefficient difference equation for
discrete-time systems does not provide
a unique specification of the output for
a given input.
N M
a yn k b xn m
k 0
k
m 0
m
65
N M
Output:
a yn k b xn m
yn y p n yh n
k m
k 0 m 0
y p n Particular solution: one output sequence

for the given input x p n
y h n Homogenous solution: solution for
the homogenous equation( x n 0 ):
N
yh n A z
N
ak yh n k 0
n
m m
m 1
k 0
N
where zm is the roots of k 0

a z
k 0
k
66
recursively
If the input xn and a set of auxiliary value
y 1 , y 2 , y N are specified.
y(n) can be written in a recurrence formula:
N M
ak bk
y n y n k x n k , n 0,1, 2,3,
k 1 a0 k 1 a0
N 1 M
ak bk
y n N y n k x n k ,
k 0 aN k 1 aN
n N N 1, N 2, N 3,
67
Example 2.16 Recursive Computation of
Difference Equation
y n ay n 1 x n , x n K n , y 1 c
y0 ac K
y1 ay0 0 aac K a c aK 2

y2 ay1 0 a a c aK a c a K
2
3 2

y3 ay2 0 a a c a K a c a K
3 2
4 3
y n a c a K
n 1 n
for n 0
68
Example 2.16 Recursive Computation of
Difference Equation
yn ayn 1 xn xn K n y1 c
for n 1 yn 1 a 1 yn xn
y 2 a y1 x1 a c
1 1
y 3 a y 2 x 2 a a c a c
1 1 1 2
y 4 a y 3 x 3 a a c a c
1 1 2 3
y n a c n 1
for n 1
y n a c Ka u n
n 1 n
for all n
69
Example for Recursive Computation
of Difference Equation
y n a c Ka u n
n 1 n
for all n
The system is noncausal. yn 1 a 1 yn xn
The system is not linear.

The system is not time invariant.
y n ay n 1 x n x n K n n0 y 1 c
y n a c Ka
n 1 n n0
u n n0 for all n
70
Difference Equation
Representation of the System
If a system is characterized by a linear
constant-coefficient difference equation and
is further specified to be linear, time
invariant, and causal, the solution is unique.
In this case, the auxiliary conditions are
stated as initial-rest conditions().
The auxiliary information is that if the input
xn is zero for n n0 ,then the output, yn
is constrained to be zero for n n0
71
Summary
The system for which the input and

output satisfy a linear constant-
coefficient difference equation:
The output for a given input is not
uniquely specified. Auxiliary conditions
are required.
72
Summary
If the auxiliary conditions are in the form
of N sequential values of the output,
y 1 , y 2 , , y N
later value can be obtained by
rearranging the difference equation as a
recursive relation running forward in n,
N M
ak bk
y n y n k x n k , n 0,1, 2,3,
k 1 a0 k 1 a0
73
Summary
and prior values can be obtained by

rearranging the difference equation as a
recursive relation running backward in n.
N 1 M
ak bk
y n N y n k x n k ,
k 0 aN k 1 aN
n N N 1, N 2, N 3,
74
Summary
Linearity, time invariance, and

causality of the system will depend on
the auxiliary conditions.
If an additional condition is that the
system is initially at rest, then the
system will be linear, time invariant,
and causal.
75
Example 2.16 with initial-rest conditions
y n ay n 1 x n x n K n y 1 0
since x n 0, n 0
y n Ka u n
n
If the input is K n n0 , again with initial-

rest conditions, then the recursive solution
is carried out using the initial condition
yn 0, n n0
y n Ka n n0
u n n0
76
Discussion
If the input is K n n0 , with initial-rest
conditions, yn 0, n n0
y n Ka n n0
u n n0
Note that for n0 0 , initial rest implies
that y 1 0
Initial rest does not always means
y 1 y N 0
It does mean that yn0 1 yn0 N 0
if xn 0, n n0 .
77
2.6 Frequency-Domain
Representation of Discrete-
Time Signals and systems
2.6.1 Eigenfunction and Eigenvalue for LTI
If yn T xn H xn xn
xn is called as the eigenfunction of the

system T , and the associated
eigenvalue is H xn
78
Eigenfunction and Eigenvalue
Complex exponentials is the eigenfunction
for discrete-time systems. For LTI systems:
x n e
jwn
, n

y n h n x n h k x n k
k

jw n k jwk jwn
h k e h k e e
k k
jw jwn eigenfunction
H e e

eigenvalue
79 frequency response
Frequency response
jwk jwn jw jwn
y n h k e e H e e
k
H e
is called as frequency response of
jw
the system.
Real part, imagine part
H e jw
H e jH e
R
jw
I
jw
Magnitude, phase

H e H e e
jw jw jH e jw
80
Example 2.17 Frequency
response of the ideal Delay
x n e jwn
yn xn nd
yn e jw n nd
e jwnd jwn
e
H e jw
e jwnd
From defination(2.109):

H e jw
h n e jwn
h n n nd
n

n n e
n
d
jwn
e
jwnd
81
Example 2.17 Frequency
response of the ideal Delay
H e jw
e jwnd
cos wnd j sin wnd

H R e jw
jH e
I
jw

H e e
jwnd j H e jw
1e jw
82
Linear combination of
complex exponential
xn k e jwk n
y n k H e jwk
e jwk n
83
Example 2.18 Sinusoidal
response of LTI systems
A j jw0n A j jw0n
x n A cos w0 n e e e e
2 2
y n H e
jw0 A j jw0n
2
e e H e
jw0 A j jw0n
2
e e

if h n is real , H e jw0
H e
* jw0
y n A H e cos w n ,
jw0
0 H e jw0

84
Sinusoidal response of the
ideal Delay

y n A H e jw0 cos w0 n , H e jw0
x n A cos w0n H e jw
e
jwnd
He 1,
jw
w0 nd
y n A cos w0 n w0 nd
A cos w0 n nd
85
Periodic Frequency Response
The frequency response of discrete-time
LTI systems is always a periodic function of
the frequency variable w with period 2
h n e

j w 2 j w 2 n
H e
n
j w 2 jwn j 2 n jwn
e e e e
H e j w 2
H e jw
86
H e j w 2 r
H e ,
jw
for r an integer
Periodic Frequency Response

We need only specify H e jw over 0 w 2
or w
The low frequencies are frequencies
close to zero
The high frequencies are frequencies
close to
More generally, modify the frequency with

2 r , r is integer.
87
Example 2.19 Ideal
Frequency-Selective Filters
Frequency Response of Ideal Low-pass Filter
88
Frequency Response of Ideal
High-pass Filter
89
Band-stop Filter
90
Band-pass Filter
91
Example 2.20 Frequency Response of
the Moving-Average System
1
, M1 n M 2
hn M 1 M 2 1
0, otherwise
M2
jwn
H e
1
jw

M 1 M 2 1 n M
e
1
jwM1 jw M 2 1

1 e e
M1 M 2 1 jw
1 e
92
jw M 2 1
H e
e jwM1
e
jw
M1M 2 1
1
jw
1 e
jw M1 M 2 1 jw M1 M 2 1
jw M 2 M11
1 e 2 e 2
e 2
M1 M 2 1 jw
1 e
jw M1 M 2 1 jw M1 M 2 1
jw M 2 M1
1 e 2 e 2
e 2
M1 M 2 1 jw 2
e jw 2
e
1 sin w M1 M 2 1 2 jw M 2 M1 2
e
93
M1 M 2 1 sin w 2
Frequency Response of the Moving-
Average System
sin w M1 M 2 1 2 jw M 2 M1
H e
1 2
jw
e
M1 M 2 1 sin w 2

M1 = 0 and M2 = 4
4
5
94
4
5
2.6.2 Suddenly applied Complex
Exponential Inputs
In practice, we may not apply the complex
exponential inputs ejwn to a system, but the
more practical-appearing inputs of the form
x[n] = ejwn u[n]
i.e., x[n] suddenly applied at an arbitrary time,
which for convenience we choose n=0.
For causal LTI system:
y n 0, n 0 for x n 0, n 0
95
Exponential Inputs
xn e un
jwn
For causal LTI system
0, n0
n
yn xn hn jwk jwn
hk e e , n 0
k 0

For n0

jwk jwn jwk jwn

y n h k e e h k e e
k 0 k n 1

jwk jwn
H e jw
e jwn
h k e e yss n yt n
96
k n 1
Exponential Inputs
Steady-state Response

yss n H e jw
e jwn
h k e jwk
e jwn
k 0
Transient response

yt n hk e jwk
e jwn
k n 1
97
2.6.2 Suddenly Applied Complex
Exponential Inputs (continue)
For infinite-duration impulse response (IIR)

yt n h k e jwk e jwn h k h k
k n 1 k n 1 k 0
For stable system, transient response must

become increasingly smaller as n ,
Illustration of a real part of suddenly applied complex

98 exponential Input with IIR
2.6.2 Suddenly Applied Complex
Exponential Inputs (continue)
If h[n] = 0 except for 0 n M (FIR), then the
transient response yt[n] = 0 for n+1 > M.
For n M, only the steady-state response
exists
Illustration of a real part of suddenly applied complex

99 exponential Input with FIR
2.7 Representation of Sequences
by Fourier Transforms
(Discrete-Time) Fourier Transform, DTFT
analyzing jw

jwn
X e x n e
n

If xn is absolutely summable, i.e. x n

then X e jw
exists. (Stability) n
Inverse Fourier Transform, synthesis
xn X e e
1 jw jwn
dw
2
100
Fourier Transform
X e jX e X e e
Xe jw
R
jw
I
jw jw
jX e jw
rectangular form polar form

: Fourier transform,
X e jw
Fourier spectrum, spectrum

X e jw
: magnitude, magnitude spectrum,
amplitude spectrum
X e : phase, phase spectrum
jw
101
Principal Value

X e is not unique because any 2 r
jw
may be added to X e jw

without affecting
the result of the complex exponentiation.
e

jX e jw
Principle value: X e jw

is restricted to the
range of values between and . It is
denoted as ARG X e
jw
arg X e : phase function is referred as a

jw
continuous function of w for 0 w

102
Impulse response and
Frequency response
The frequency response of a LTI
system is the Fourier transform of the
impulse response.

H e jw
h n e jwn
hn
1
2

He e
jw jwn
dw
103
Example 2.21: Absolute Summability
Let xn a unn
The Fourier transform

X e jw
a e n jwn
ae
jw n
n 0 n 0
jw n+1
1 ae 1 jw
lim
jw
if ae 1
n 1 ae jw
1 ae
or if a 1

1
a , if a 1
n
n 0 1 a
104
Discussion of convergence
Absolute summability is a sufficient

condition for the existence of a Fourier
transform representation, and it also
guarantees uniform convergence.
Some sequences are not absolutely
summable, but are square summable,
i.e.,
x n
2
105
Sequences which are square

summable, can be represented by a
Fourier transform, if we are willing to
relax the condition of uniform
convergence of the infinite sum

defining X e jw .
Is called Mean-square Cconvergence

106
Mean-square convergence
X e xne X M e xne
M
jw jwn jw jwn
n n M
lim
M

X e
X e jw
M
jw 2
dw 0
The error X e X M e
jw

may not approach
jw
zero at each value of w as M , but

total energy in the error does.
107
Example 2.22 : Square-summability
for the ideal Lowpass Filter
1, w wc

H lp e
jw
0 , wc w
1 wc jwn 1 jwn wc
hlp n e dw e
2 wc 2 jn wc

1
2 jn
e jwc n jwc n
e
sin wc n
n
, n
Since hlp n is nonzero for n 0 , the ideal

lowpass filter is noncausal.
108
Example 2.22 Square-summability
for the ideal Lowpass Filter
sin wc n
hlp n approaches zero as n ,
n
but only as 1 n .
hlp n is not absolutely summable.

sin wc n jwn does not converge

n n
e
uniformly for all w.

M
Define H M e jw sin wc n jwn
e
n M n
109
Gibbs Phenomenon
sin[( 2M+1) ( w ) / 2]
HM e 1 wc
wc sin[( w ) / 2] d
jw

2
M=1 M=3
M=7 M=19
110
Example 2.22 continued
As M increases, oscillatory behavior at
w wc is more rapid, but the size of
the ripple does not decrease. (Gibbs
Phenomenon)
As M , the maximum amplitude of

the oscillation does not approach zero,
but the oscillations converge in location
toward the point w w .
c
111
Example 2.22 continued

sin wc n jwn
e does not converge uniformly
n

n
to the discontinuous function H lp e .
jw
However, hlp n is square summable,

and H M e jw converges in the mean-
square sense to H lp e jw
H e H e dw 0
jw jw
2
lim lp M
M
112
Example 2.23 Fourier Transform
of a constant
xn 1 for all n
The sequence is neither absolutely summable
nor square summable.
The Fourier transform of xn is
2 w 2 r

jw
X e
r
The impulses are functions of a continuous

variable and therefore are of infinite height,
zero width, and unit area.
113
Example 2.23 Fourier Transform
of a constant: proof
X e e dw
1
x n
jw jwn
2
1 jwn

2 r
2 w 2 r e dw

jwn
w 2 r e dw

r

w e dw e
jwn j 0n
w dw 1

114
Example 2.24 Fourier Transform of
xn e jw0 n
2 w w

X e jw
0 2 r
r
X e jw e jwn dw
1
x n
2
1 jwn

2 r

2 w w0 2 r e dw

w w0 e jwn
dw e jw0 n

115
Example: Fourier Transform of
xn ak e jwk n
, n
k
2 a w w

X e jw
k k 2 r
r k
116
Example: Fourier Transform
of unit step sequence
xn un

Ue jw

1
jw
w 2 r
1 e r
117
2.8 Symmetry Properties of the
Fourier Transform
Conjugate-symmetric sequence
xe n x n

e
Conjugate-antisymmetric sequence
xo n x n

o
xn xe n xo n
xe n x n x n xe n
1
2
xo n xn x n xo n
1
2
118
Symmetry Properties of real sequence
even sequence: a real sequence that is
Conjugate-symmetric x n x n
e e
odd sequence: real, Conjugate-antisymmetric
xo n xo n
real sequence: xn xe n xo n
xe n xn x n xe n
1
2
xo n xn x n xo n
1
119
2
Decomposition of a Fourier
transform
X e X e
X e jw
e
jw
o
jw
Conjugate-symmetric Conjugate-antisymmetric

Xe e jw 1
jw
X e X e
2
jw

jw
Xe e

Xo e jw 1
jw
X e X e
2
jw

jw
Xo e
120
x[n] is complex xn X e jw
x n X e

x n X e
jw jw
Re x n x n x n X e e X e X e
1 1 jw jw jw
2 2
j Imxn X e o
jw
xe n x n x n X e X e X e
1 1
jw
jw jw
R
2 2
xo n jX I e j ImX e
jw jw
121
x[n] is real
x n x n X e
jw
X e jw
X R e jX I e
jw jw
X R e jX e
jw
I
jw
X R e jw
X e
R
jw
XI e X e
jw
I
jw
X e X e
jw jw
X e
X e jw jw
xe n X R e x n jX e
jw
o I
jw
122
Ex. 2.25 illustration of Symmetry Properties
xn a un
n X e
jw 1
1 ae jw

if a 1
X e e
1 jw
jw
jw
X
1 ae
1 a cos w
X R e
jw
X e jw

1 a 2a cos w
2 R
a sin w

XI e jw

1 a 2a cos w
2
X I e jw

X e jw 1

X e jw
1 a 2
2a cos w
12
a sin w
X e jw

tan 1

X e jw

123 1 a cos w
Real part
1 a cos w
1 a 2 2a cos w
Imaginary part
a sin w
1 a 2 2a cos w
a=0.75(solid curve) and a=0.5(dashed curve)
124
Its magnitude is an even function, and phase is
odd.
X e
a sin w
jw
1
X e tan
jw 1

1 a 2a cos w
12
1 a cos w
2
125 a=0.75(solid curve) and a=0.5(dashed curve)

2.9 Fourier Transform Theorems
X e jw
F {x[n]} x[n] F { X e
1 jw
}
X e
F jw
x[n]
2.9.1 Linearity
x1 n
F
X1 e
jw
x2 n
F
X 2 e jw
ax1 n bx2 n
F
aX1 e bX e
jw
2
jw
126
Fourier Transform Theorems
2.9.2 Time shifting and frequency shifting
xn X e
jw
x n nd e X e
jwnd jw
e jw0 n

xn X e j w w0

127
2.9.3 Time reversal

xn X e jw
x n X e jw
If xn is real, x n X e
jw
x n x n X

e X e
jw jw
x n x n X e X e
jw jw
128
2.9.4 Differentiation in Frequency
nxn j
dX e jw
dw

jwn
x n X e jw
x n e
n
dX e jw
j de
jwn
jwn
j
dw
x n dw nx n e
n n
129
2.9.5 Parsevals Theorem xn X e
jw
X e

xn
1
jw 2
E
2
dw
n 2
X e
jw 2
is called the energy density spectrum

E x n x n [ X e e dw]x n
1 jw jwn
n n 2

X e x ne dw
1

jw jwn
2 n
X

e jw
130
2.9.6 Convolution Theorem
xn X e hn H e
jw jw

if y n x k h n k x n h n
k
Ye X e H e
jw jw jw
HW: proof
131
2.9.7 Modulation or Windowing Theorem

xn X e jw
wn W e jw
yn xn wn

Ye jw

1
2 X e W e

j j w
d
HW: proof
132
Fourier transform pairs
n 1 n n0 e jwn0

1 n 2 w 2 k
k
a u n
n
a 1 1 ae jw
1

1
u n jw
w 2 k
1 e k
n 1 a u n a 1
n 1
133
1 ae jw 2
r sin wp n 1
n
un r 1 1
sin wp 1 2r cos wp e r e
jw 2 j 2w
(re )
jw p n 1 jw jw
1 e e

jwp

r (e e ) 1 re e
jwp
jwp jw
jwp jw
1 re e

1, w wc
X e
sin wc n jw
n 0, wc w

1, 0 n M sin w M 1 2 jwM
x n e 2
134

0, otherwise sin w 2

e jw0n
2 w w
k
0 2 k
1 jw0n j jw0n j
cos w0 n (e e )
2

e w w 2 k e
k
j
0
j
w w0 2 k
135
Ex. 2.26 Determine the Fourier Transform
of sequence xn a un 5 n
x1 n a un X 1 e
n
jw

1
1 ae jw
x2 n x1 n 5 a un 5
n 5
j5w
X2 e e
jw j 5w

X1 e jw

e
1 ae jw
5 j 5w
xn a x2 n X e
5
a X e
jw 5
2
jw

ae
1 ae jw
136
Ex. 2.27 Determine an inverse Fourier
Transform of
X e jw

1 ae jw
1

1 be jw

a a b b a b

X e jw

1 ae jw

1 be jw

a n b n
xn a un b un
a b a b
137
Ex. 2.28 Determine the impulse response
from the frequency respone:

0, w w
jw
e

H hp e jwn
c
d , w w

c
1, w wc
H lp e
jw
0, wc w
Hhp e jw
e jwnd
1 H e e
lp
jw jwnd
e
jwnd
Hlp e jw

sin wc n nd
hhp n n nd hlp n nd n nd
n nd
138
for a difference equation:
yn yn 1 xn xn 1
1 1
2 4
Impulse response xn n
hn hn 1 n n 1
1 1
2 4

He jw 1 jw
2

jw 1 jw
e H e 1 e
4
1 jw 1 jw
1 e e
H e jw 4 1
4
1 jw 1 jw 1 jw
1 e 1 e 1 e
139 2 2 2
for a difference equation:
1 e jw
H e
1
jw
4
1 jw 1 jw
1 e 1 e
2 2

n 1

n
1 u n 1 1 u n 1
2 4 2
n n 1
1 1 1
hn un un 1
2 4 2
140
Deterministic: each value of a sequence is

uniquely determined by a mathematically
expression, a table of data, or a rule of
some type.
Stochastic signal: a member of an
ensemble of discrete-time signals that is
characterized by a set of probability density
function.
141
For a particular signal at a particular time,

the amplitude of the signal sample at that
time is assumed to have been determined
by an underlying scheme of probability.

That is, x n is an outcome of some
random variable x n
142
2.10 Discrete-Time Random
Signals
xn is an outcome of some random variable
xn ( not distinguished in notation).
The collection of random variables is called a
random process.
The stochastic signals do not directly have
Fourier transform, but the Fourier transform
of the autocorrelation and autocovariance
sequece often exist.
143
Fourier transform in stochastic signals
The Fourier transform of autocovariance

sequence has a useful interpretation in
terms of the frequency distribution of
the power in the signal.
The effect of processing stochastic
signals with a discrete-time LTI system
can be described in terms of the effect
of the system on the autocovariance
sequence.
144
Stochastic signal as input
Let xn be a real-valued sequence that is a
sample sequence of a wide-sense stationary
discrete-time random process.
xn yn
hn

yn hn k xk hnxn k
k k
145
In our discussion, no necessary to distinguish
between the random variables Xn andYn and
their specific values x[n] and y[n].
mXn = E{xn }, mYn= E(Yn}, can be written as
mx[n] = E{x[n]}, my[n] =E(y[n]}.
The mean of output process

my E y n h k E x n k
k

146
mx h k H e m
k
j0
x
The autocorrelation function of output
yy m E y n y n m

E h k h r x n k x n m r
k r

h k h r m ( r k ) m l c l
k r
xx
l
xx hh
l l k
l
where chh l h k h l k
k
chh n is called a deterministic autocorrelation
sequence or autocorrelation sequence of hn
147

yy m E y n y n m xx m l chh l
l

where c l h k h l k
hh
k
yy e C e e
jw
hh
jw
xx
jw
H e H e H e
Chh e jw jw jw jw 2
the power
e H e e
2
jw jw jw
yy
spectrum
xx
DTFT of the autocorrelation function of output

148
Total average power in output
yy e H e xx e jw
2
jw jw
provides the motivation for the term

power density spectrum.
2

E y n yy 0
1

2
yy e jw
dw e jw0

1

2
xx e dw
jw jw
H e
2
total average power in output
xn
1

jw 2

2
Parsevals E X e dw
Theorem
149 n 2
For Ideal bandpass system

Since xx m is a real, even, its FT xx e is
jw
e xx e
also real and even, i.e., jw jw
xx
so is e H e e
jw jw 2 jw
yy xx
0 e dw e dw
1 b 1 b
yy jw jw
2 2
a xx a xx
lim yy 0 0
(b a ) 0
xx e jw
0 for all w
the power density function of a real signal is
150 real, even, and nonnegative.
Ex. 2.30 White Noise
A white-noise signal is a signal for which
xx m x2 m
Assume the signal has zero mean. The
power spectrum of a white noise is

xx e jw
m e
xx
jwm
2
x for all w
m
The average power of a white noise is
xx e dw 2
1 1
xx 0 jw

2
dw 2
2 x x
151
Color Noise
A noise signal whose power spectrum is
not constant with frequency.
A noise signal with power spectrum yy e jw

can be assumed to be the output of a LTI
system with white-noise input.
H e
yy e jw jw 2 2
x
152
Color Noise
Suppose h n anu n ,
H e
jw 1
jw
1 ae
2
yy e H e
2 1
jw jw
2
jw
x
2
1 ae
x
2
x
1 a 2a cos w
2
153
Cross-correlation between the
input and output
xy m E x n y n m

E x n h k x n m k
k

h k m k
k
xx
h k xx k
xy e H e e
jw jw
xx
jw
154
Cross-correlation between
the input and output
If xx x m
m 2
,

xy m h k xx k h k m k h m
2
x
2
x
k
That is, for a zero mean white-noise input,

the cross-correlation between input and
output of a LTI system is proportional to
the impulse response of the system.
155
Cross power spectrum between
the input and output

xx e jw 2
x , w
xy e jw
H e
2
x
jw
The cross power spectrum is proportional

to the frequency response of the system.
156
2.11 Summary
Define a set of basic sequence.

Define and represent the LTI systems
in terms of the convolution, stability and
causality.
Introduce the linear constant-coefficient
difference equation with initial rest
conditions for LTI , causal system.
Recursive solution of linear constant-
coefficient difference equations.
157
2.11 Summary
Define FIR and IIR systems

Define frequency response of the LTI
system.
Define Fourier transform.
Introduce the properties and theorems
of Fourier transform. (Symmetry)
Introduce the discrete-time random
signals.
158
Chapter 2 HW
2.1, 2.2, 2.4, 2.5,
2.7, 2.11, 2.12,2.15,
2.20, 2.62,

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Biomedical Signal processing

Chapter 2 Discrete-Time Signals and

2 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

2.6 Frequency-Domain Representation

Signal: something conveys information

4 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Discrete-Time signals are represented as

1/T (reciprocal of T) : sampling frequency

5 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Abscissa: continuous line

8 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Unit sample sequence 0 n 0

9 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

A sum of scaled, delayed impulses

10 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

A and are real: x[n] is real

12 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

If we want an exponential sequences that is

13 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

x[n] A cosw0 n for all n

14 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Exponentially weighted sinusoids

x[n] A cos w0 2 r n A cos w0 n

w0 : frequency of the complex sinusoid

16 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

A periodic sequence with integer period N

17 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

20 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Discrete-Time System is a trasformation

If nd is a negative integer: the system will

23 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

for n=7, M1=0, M2=5 dummy index m

24 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

25 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

axn T{} ayn homogeneity or scaling

when x3 n ax1 n bx2 n

For yn log 10 x[n]

29 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

30 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

A system is causal if, for every choice

32 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Forward difference system is not Causal

Backward difference system is Causal

33 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Bounded-Input Bounded-Output (BIBO)

then yn By , for all n

34 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

35 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Accumulator system is not stable

37 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

40 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

41 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

input xn a unn h(k)

Find the output at index n

47 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

x[n] h[n] y[n]

h[n] x[n] y[n]

Convolution is distributed over addition

x [n] h1[n] h2[n] y [n]

x [n] h2[n] h1[n] y [n]

x [n] h1[n] ]h2[n] y [n]

49 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

50 10/27/2017 Zhongguo Liu_Biomedical Engineering_Shandong Univ.

Causality of LTI systems hn 0, n 0