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
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 = −
COMPUTATION OF THE CONVOLUTION
yn = xk hn − k
k = −
hn − k = h− (k − n )
hk 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
xn hn = hn xn
x[n] h[n] y[n]
h[n] x[n] y[n]
◆Convolution is distributed over addition
xn (h1 n + h2 n) = xn h1 n + xn h2 n
CASCADE CONNECTION OF SYSTEMS
hn = 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
hn = h1 n + 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
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
22
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 =−
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 =−
EQUIVALENT SYSTEMS
h n = ( n + 1 − n) n − 1
= n − 1 ( n + 1 − n) = n − n − 1
INVERSE SYSTEM
hn hi n = hi n hn = n
hn = un ( n − n − 1)
= un − un − 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
n0
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, … ]