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Analysis of Discrete-Time Linear Time-Invariant Systems

The document discusses techniques for analyzing discrete-time linear time-invariant (LTI) systems, including: 1) Representing input signals as the sum of weighted impulse sequences using convolution. 2) Analyzing system behavior using the convolution sum or difference equations. 3) Properties of LTI systems like stability, commutativity and distributivity of convolution, and the equivalence of cascaded and parallel connections.
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0% found this document useful (0 votes)
186 views41 pages

Analysis of Discrete-Time Linear Time-Invariant Systems

The document discusses techniques for analyzing discrete-time linear time-invariant (LTI) systems, including: 1) Representing input signals as the sum of weighted impulse sequences using convolution. 2) Analyzing system behavior using the convolution sum or difference equations. 3) Properties of LTI systems like stability, commutativity and distributivity of convolution, and the equivalence of cascaded and parallel connections.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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A N A LY S I S O F D I S C R ET E -

TIME LINEAR TIME-


INVARIANT SYSTEMS
PA R T 1
TECHNIQUES FOR THE ANALYSIS OF
LINEAR SYSTEMS
Two basic methods for analyzing the behavior or
response of a linear system to a given input signal.
1. Using convolution sum
2. Difference equation
TECHNIQUES FOR THE ANALYSIS OF
LINEAR SYSTEMS
Two basic methods for analyzing the behavior or
response of a linear system to a given input signal.
1. Using convolution sum
2. Difference equation
RESOLUTION OF DISCRETE-TIME
SIGNALS INTO IMPULSES
We select the elementary signals xk(n) to be:
𝑥𝑘 (𝑛) = 𝛿(𝑛 − 𝑘)

Note that the signal δ(n – k) is zero everywhere


except at n = k, where its value is unity.
RESOLUTION OF DISCRETE-TIME
SIGNALS INTO IMPULSES
If we multiply the input signal
x(n) with δ(n – k), the result
of this multiplication is
another sequence that is
zero everywhere except at n
= k, where its value is x(k).

x(𝑛)𝛿(𝑛 − 𝑘) = x(𝑘)𝛿(𝑛 − 𝑘)
RESOLUTION OF DISCRETE-TIME
SIGNALS INTO IMPULSES
If we multiply the input signal x(n) with δ(n – k), the
result of this multiplication is another sequence
that is zero everywhere except at n = k, where its
value is x(k). Thus if we repeat this process at all
possible values of∞k, the equation below holds
true:
x(𝑛) = ෍ 𝑥 𝑘 𝛿(𝑛 − 𝑘)
𝑘=−∞
EXAMPLE
Resolve the finite-duration sequence x(n) into sum
of weighted impulse sequences:
x 𝑛 = 8, 4, −4, 3
EXAMPLE
Resolve the finite-duration sequence x(n) into sum of weighted
impulse sequences:
x 𝑛 = 8, 4, −4, 3

x(𝑛) = ෍ 𝑥 𝑘 𝛿(𝑛 − 𝑘)
𝑘=−1

𝐱 𝒏 = 𝟖𝜹 𝒏 + 𝟏 + 𝟒𝜹 𝒏 − 𝟒𝜹 𝒏 − 𝟏 + 𝟑𝜹 𝒏 − 𝟐
EXAMPLE
Resolve the finite-duration sequence x(n) into sum of weighted
impulse sequences:
x 𝑛 = 8, 4, −4, 3

x(𝑛) = ෍ 𝑥 𝑘 𝛿(𝑛 − 𝑘)
𝑘=−1

𝐱 𝒏 = 𝟖𝜹 𝒏 + 𝟏 + 𝟒𝜹 𝒏 − 𝟒𝜹 𝒏 − 𝟏 + 𝟑𝜹 𝒏 − 𝟐
PROPERTIES OF CONVOLUTION AND THE
INTERCONNECTION OF LTI SYSTEMS
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

xn =  xk  n − k 
k = −
◆principle of superposition
   
yn = T   xk  n − k  =  xk T  n − k 
k = −  k = −

=  xk hn − k  = xn hn
k = −
COMPUTATION OF THE CONVOLUTION

yn =  xk hn − k 
k = −

hn − k  = h− (k − n )
hk  h− k 
• reflecting h[k] about the origin to obtain h[-k]
• Shifting the origin of the reflected sequence to k=n
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].
Visualizing Convolution

• There are four basic steps to the


calculation:

• The operation has a simple graphical


interpretation:
2.4 PROPERTIES OF LTI SYSTEMS
• Convolution is commutative

xn hn = hn xn

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

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

◆Convolution is distributed over addition

xn (h1 n + h2 n) = xn h1 n + xn h2 n


CASCADE CONNECTION OF SYSTEMS
hn = h1 n 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
hn = h1 n + h2 n
STABILITY OF LTI SYSTEMS
• LTI system is stable if the impulse response is

absolutely summable .
S=  hk   
k = −
 
yn =  hk xn − k    hk  xn − k 
k = − k = −

xn  Bx y  n   Bx  h k   
k =−

Causality of LTI systems hn = 0, n  0


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
hn =   k  =  = un
k = − 0, n  0
IMPULSE RESPONSE OF MOVING
AVERAGE SYSTEMS
M2
hn =  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

hn =  n + 1 −  n

◆Impulse response of Backward Difference

hn =  n −  n − 1

22
FINITE-DURATION IMPULSE
RESPONSE (FIR) SYSTEMS
• The impulse response of the system has only a
finite number of nonzero samples.
M2
such as: hn =  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 =−
INFINITE-DURATION IMPULSE
RESPONSE (IIR)
• The impulse response of the system is infinite in
duration.
n
1, n  0
hn =   k  =  = un
k = − 0, n  0

Stable IIR System: hn = a un


n


a 1 S=  h  n  
n =−
EQUIVALENT SYSTEMS

h  n = (  n + 1 −   n)    n − 1
=   n − 1  (  n + 1 −   n) =   n −   n − 1
INVERSE SYSTEM
hn hi n = hi n hn =  n

hn = un ( n −  n − 1)


= un − un − 1 =  n
26
Examples of DT Convolution
• Example 1: unit-pulse
h[n] =  [n]

y[n] =  x[k ] h[n − k ]
k = −

=  x[k ]  [n − k ] = x[n]
k = −
Examples of DT Convolution
• Example 2: unit step

h[n] = u[n]

y[n] =  x[k ] h[n − k ]
k = −
 n
=  x[k ] u[n − k ] =  x[k ]
k = − k = −
Examples of DT Convolution
• Example 3: delayed unit-pulse

h[n] =  [n − n0 ]

y[n] =  x[k ] h[n − k ]
k = −

=  x[k ]  [n − n
k = −
0 − k ] = x[n − n0 ]
Examples of DT Convolution
• Example 4: integration

x[n] = u[n]
h[n] = a n u[n] a  1

y[n] =  x[k ] h[n − k ]
k = −

=  u[ n
k = −
]a n
u[n]

= (1) [n] + (1 + a) [n − 1] + ...


 1 n=0
= 1 − a n +1
n0
 1 − a
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

a. 𝑥 𝑛 = 1, 2, 4 and ℎ 𝑛 = 1, 1, 1, 1,1
b. 𝑥 𝑛 = 1, 2, −1 and ℎ 𝑛 = 𝑥 𝑛
1 1 1
c. 𝑥 𝑛 = 0, 1, −2, 3, −4 and ℎ 𝑛 = , , 1,
2 2 2
d. 𝑥 𝑛 = 1, 2, 3, 4, 5 and ℎ 𝑛 = 1
e. 𝑥 𝑛 = 1, −2, 3 and ℎ 𝑛 = 0, 1, 1, 1,1
f. 𝑥 𝑛 = 0, 0, 1, 1, 1,1 and ℎ 𝑛 = 1, −2, 3
g. 𝑥 𝑛 = 0, 1, 4, −3 and ℎ 𝑛 = 1, 0, −1, −1
h. 𝑥 𝑛 = 1, 1, 2 and ℎ 𝑛 = 𝑢(𝑛)
i. 𝑥 𝑛 = 1, 1, 0, 1, 1 and ℎ 𝑛 = 1, −2, −3, 4
j. 𝑥 𝑛 = 1, 2, 0, 2, 1 and ℎ 𝑛 = 𝑥(𝑛)
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

a. 𝑥 𝑛 = 1, 2, 4 and ℎ 𝑛 = 1, 1, 1, 1,1
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 2 4
1 1 2 4
1 1 2 4
1 1 2 4
1 1 2 4
1 1 2 4

n 0 1 2 3 4 5 6
y(n) 1 3 7 7 7 6 4

𝒚 𝒏 = [… 𝟎, 𝟏, 𝟑, 𝟕, 𝟕, 𝟕, 𝟔, 𝟒, 𝟎, … ]
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

𝑏. 𝑥 𝑛 = 1, 2, −1 and ℎ 𝑛 = 𝑥 𝑛
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 2 -1
1 1 2 -1
2 2 4 -2
-1 -1 -2 1

n -1 0 1 2 3 4 5
y(n) 0 1 4 2 -4 1 0

𝒚 𝒏 = [… 𝟎, 𝟏, 𝟒, 𝟐, −𝟒, 𝟏, 𝟎, … ]
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

1 1 1
𝑐. 𝑥 𝑛 = 0, 1, −2, 3, −4 and ℎ 𝑛 = , , 1,
2 2 2
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
0 1 -2 3 -4
½ 0 ½ -1 3/2 -2
½ 0 ½ -1 3/2 -2
1 0 1 -2 3 -4
½ 0 ½ -1 3/2 -2

n -1 0 1 2 3 4 5 6 7
y(n) 0 0 ½ -½ 3/2 -2 0 -5/2 -2

𝟏 𝟏 𝟑 𝟓
𝒚 𝒏 = [… 𝟎, 𝟎, , − , , −𝟐, 𝟎, − , −𝟐, 𝟎, … ]
𝟐 𝟐 𝟐 𝟐
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

𝑑. 𝑥 𝑛 = 1, 2, 3, 4, 5 and ℎ 𝑛 = 1
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 2 3 4 5
1 1 2 3 4 5

n -1 0 1 2 3 4 5 6 7
y(n) 0 1 2 3 4 5 0 0 0

𝒚 𝒏 = [… 𝟎, 𝟏, 𝟐, 𝟑, 𝟒, 𝟓, 𝟎, … ]
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

e. 𝑥 𝑛 = 1, −2, 3 and ℎ 𝑛 = 0, 0, 1, 1, 1,1


𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 -2 3 0 0
0 0 0 0 0 0
0 0 0 0 0 0
1 1 -2 3 0 0
1 1 -2 3 0 0
1 1 -2 3 0 0
1 1 -2 3 0 0
n 0 1 2 3 4 5 6 7 8
y(n) 0 0 1 -1 2 2 1 3 0

𝒚 𝒏 = [… 𝟎, 𝟎, 𝟎, 𝟏, −𝟏, 𝟐, 𝟐, 𝟏, 𝟑, 𝟎, … ]
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

𝑓. 𝑥 𝑛 = 0, 0, 1, 1, 1,1 and ℎ 𝑛 = 1, −2, 3


𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
0 0 1 1 1 1
1 0 0 1 1 1 1
-2 0 0 -2 -2 -2 -2
3 0 0 3 3 3 3
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
n -1 0 1 2 3 4 5 6 7
y(n) 0 0 1 -1 2 2 1 3 0

𝒚 𝒏 = [… 𝟎, 𝟎, 𝟏, −𝟏, 𝟐, 𝟐, 𝟏, 𝟑, 𝟎, … ]
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

𝑔. 𝑥 𝑛 = 0, 1, 4, −3 and ℎ 𝑛 = 1, 0, −1, −1
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
0 1 4 -3 0 0
1 0 1 4 -3 0 0
0 0 0 0 0 0 0
-1 0 -1 -4 3 0 0
-1 0 -1 -4 3 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
n -1 0 1 2 3 4 5 6 7
y(n) 0 0 1 4 -4 -5 -1 3 0

𝒚 𝒏 = [… 𝟎, 𝟎, 𝟏, 𝟒, −𝟒, −𝟓, −𝟏, 𝟑, 𝟎, … ]


Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

ℎ. 𝑥 𝑛 = 1, 1, 2 and ℎ 𝑛 = 𝑢(𝑛)
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 1 2 0 0 0
1 1 1 2 0 0 0
1 1 1 2 0 0 0
1 1 1 2 0 0 0
1 1 1 2 0 0 0
1 1 1 2 0 0 0
… 1 1 2 0 0 0
n -1 0 1 2 3 4 5 6 7 …
y(n) 0 1 2 4 4 4 4 4 4 …

𝒚 𝒏 = [… 𝟎, 𝟏, 𝟐, 𝟒, 𝟒, 𝟒, 𝟒, 𝟒, 𝟒, … ]
𝒚 𝒏 = 𝒖 𝒏 + 𝒖 𝒏 − 𝟏 + 𝟐 𝒖(𝒏 − 𝟐)
Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

𝑖. 𝑥 𝑛 = 1, 1, 0, 1, 1 and ℎ 𝑛 = 1, −2, −3, 4


𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 1 0 1 1 0
1 1 1 0 1 1 0
-2 -2 -2 0 -2 -2 0
-3 -3 -3 0 -3 -3 0
4 4 4 0 4 4 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
n -5 -4 -3 -2 -1 0 1 2 3 4
y(n) 1 -1 -5 2 3 -5 1 4 0 0

𝒚 𝒏 = [… , 𝟎, 𝟏, −𝟏, −𝟓, 𝟐, 𝟑, −𝟓, 𝟏, 𝟒, 𝟎, … ]


Examples of DT Convolution
• Example 5: Compute the convolution, 𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)

𝑗. 𝑥 𝑛 = 1, 2, 0, 2, 1 and ℎ 𝑛 = 𝑥(𝑛)
𝒚 𝒏 = 𝒙 𝒏 ∗ 𝒉(𝒏)
1 2 0 2 1 0
1 1 2 0 2 1 0
2 2 4 0 4 2 0
0 0 0 0 0 0 0
2 2 4 0 4 2 0
1 1 2 0 2 1 0
0 0 0 0 0 0 0
n -5 -4 -3 -2 -1 0 1 2 3 4
y(n) 0 1 4 4 4 10 4 4 4 1

𝒚 𝒏 = [… , 𝟎, 𝟏, 𝟒, 𝟒, 𝟒, 𝟏𝟎, 𝟒, 𝟒, 𝟒, 𝟏, 𝟎, … ]

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