Digital Signal Processing L.
Demi 2019/20
Lecture 3 – Discrete time signals and systems
Professor: Dr. Libertario Demi
[email protected]Discrete time signals
Brief summary
⎧⎪1 L. Demi 2019/20
n≥0
Functional s[n] = ⎨
⎪⎩0 otherwise
n ... −1 0 1 2 ...
Tabular
s[n] ... 0 1 1 1 ...
Sequence {
s[n] = ... 0 0 0 1 1 1 1 ... Denotes the index 0
1
s[n]
…
Pictorial
n
Discrete time signals
Brief summary
L. Demi 2019/20
1
⎧1 n = 0 δ [n]
δ [n] = ⎨ … …
⎩0 otherwise
n
⎧1 n ≥ 0 1
u[n] = ⎨ u[n]
…
⎩0 n < 0
n
Discrete time signals
Brief summary
L. Demi 2019/20
Sequence representation using Kronecker Delta
s[0]
s[n] = ∑ δ [n − k] s[k]
k=−∞
s[-1]
s[4] t=physical time
s[1]
s[-2] s[3]
T = period
n = time index
-2 -1 0 1 2 3 4 5 n
-2T -T 0 T 2T 3T 4T 5T t=nT
S[2]
S[5]
Discrete time signals
Brief summary
L. Demi 2019/20
∞
u[n] = ∑ δ [n − k]
k=0
δ [n] = u[n]− u[n −1]
s[n] = u[n]+ u[−n −1] = 1 ∀n
s[n] = u[n]+ u[−n] = δ [n]+1 ∀n
Discrete time signals
Brief summary
L. Demi 2019/20
s[n] = Acos(w0 n + φ ) = Acos(w0 n) if φ = 2π k k ∈ Ν
j (w0n+φ ) jw0n jw0n
s[n] = Ae = Ae e jϕ = Ae if φ = 2π k k ∈ Ν
0 < w0 < 2π
cos([w0 + 2π k]n) = cos(w0 n)
Discrete time signals
Definitions
L. Demi 2019/20
Bounded signal
Absolutely summable sequence
Square summable sequence
(finite energy)
Energy
Power
Discrete time signals
Definitions
L. Demi 2019/20
Bounded signal s[n] ≤ Bs < ∞ ∀n
∞
Absolutely summable sequence ∑ s[n] < ∞
n=−∞
∞
2
Square summable sequence ∑ s[n] <∞
(finite energy) n=−∞
∞
2
Energy Es = ∑ s[n]
n=−∞
N
1 2
Power Ps = lim N →∞ ∑ s[n]
2N +1 n=− N
Discrete time signals
Definitions
L. Demi 2019/20
Bounded signal s[n] ≤ Bs < ∞ ∀n
∞
Absolutely summable sequence ∑ s[n] < ∞
n=−∞
∞
2
Square summable sequence ∑ s[n] <∞
(finite energy) n=−∞
∞
2
Energy Es = ∑ s[n]
n=−∞
N
1 2
Power Ps = lim N →∞ ∑ s[n]
2N +1 n=− N
An energy signal has a finite energy, 0 < E < ∞. In other words, energy signals have values only in the limited time duration. For
example, a signal having only one square pulse is energy signal. A signal that decays exponentially has finite energy, so, it is also an
energy signal. The power of an energy signal is 0, because of dividing finite energy by infinite time (or length).
On the contrary, the power signal is not limited in time. It always exists from beginning to end and it never ends. For example, sine
wave in infinite length is power signal. Since the energy of a power signal is infinite, it has no meaning to us. Thus, we use power
(energy per given time) for power signal, because the power of power signal is finite, 0 < P < ∞.
Discrete time signals
Basic rules for power series
L. Demi 2019/20
∞
1
∑α n = 1− α
for | α |< 1
n=0
∞
αN
n
∑ α = 1− α for | α |< 1
n=N
N −1
1− α N
n
∑α = 1− α no condition on α
n=0
M −1
α N −αM
n
∑ α = 1− α no condition on α
n=N
Discrete time signals
Examples
L. Demi 2019/20
s[n] = u[n]
Bounded?
Absolutely summable sequence?
Square summable sequence?
Energy?
Power?
Discrete time signals
Examples
L. Demi 2019/20
s[n] = u[n]
Bounded? Yes
Absolutely summable sequence? No
Square summable sequence? No
Energy? infinity
Power? ½ Use L’Hopital’s rule
Discrete time signals
Examples
L. Demi 2019/20
s[n] = α n u[n] with 0 < α < 1
Bounded?
Absolutely summable sequence?
Square summable sequence?
Energy?
Power?
Discrete time signals
Examples
L. Demi 2019/20
s[n] = α n u[n] with 0 < α < 1
Bounded? Yes
Absolutely summable sequence? Yes
Square summable sequence? Yes
Energy? 1/(1-alpha2)
Power? 0
Discrete time signals
Examples
L. Demi 2019/20
s[n] = α n u[n] with α = 1
Bounded?
Absolutely summable sequence?
Square summable sequence?
Energy?
Power?
Discrete time signals
Examples
L. Demi 2019/20
s[n] = α n u[n] with α = 1
Bounded? Yes
Absolutely summable sequence? No
Square summable sequence? No
Energy? infinity
Power? 1/2
Discrete time signals
Definitions
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A discrete time signal can be a finite length or infinite length sequence
An infinite length sequence can be
• Right sided: the signal has value 0 for n<N, where N is a finite integer which can be
positive or negative. u[n]
• Left Sided: the signal has value 0 for n>N, where N is a finite integer which can be
positive or negative. u[-n]
• Both sided: not a right nor left sided signal u[n]+u[-n]
Discrete time signals
Definitions
L. Demi 2019/20
A discrete time signal can be a even or odd
s[n] 1
…
0,5 0,25 …
• Even if x[n]=x[-n]
n
s[n] 0,5
… 0,25 …
• Odd: if x[n]=-x[-n]
n
−0,25
−0,5
Discrete time signals
Definitions
L. Demi 2019/20
Every signal can be written as the sum of its even and odd part
s[n] = seven [n]+ sodd [n]
s[n]+ s[−n]
seven [n] =
2
s[n]− s[−n]
sodd [n] =
2
Discrete time signals
Definitions
L. Demi 2019/20
Every signal can be written as the sum of its even and odd part
s[n] 1
… …
n
Discrete time signals
Definitions
L. Demi 2019/20
Every signal can be written as the sum of its even and odd part
s[n] 1
… …
sodd [n] 0,5
… …
n
−0,5
seven [n] 1 0,5
… …
n
Discrete time signals
Example
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Find the odd and even part of
⎧4 − n 0 ≤ n ≤ 4
s[n] = ⎨
⎩0 otherwise
Discrete time systems
L. Demi 2019/20
A discrete time system is a computational process or algorithm that transforms an input
sequence x[n] into an output sequence y[n]
Implementation:
• Mathematical
• Software
• Hardware
x[n] y[n]
Discrete time system
Discrete time systems
Example
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y[n] = x[n − n0 ] Sample shifting
⎧ ⎡n⎤
⎪ x1 ⎢ ⎥ , n even
⎪ ⎣2⎦
y[n] = ⎨ Multiplexer
⎪ ⎡ n −1⎤
⎪ x2 ⎢⎣ 2 ⎥⎦, n odd
⎩
1 n+K
y[n] = ∑ x[k] Moving average
K +1 k=n
Discrete time systems
Definitions
L. Demi 2019/20
A system for which the output depends only on the current value of the input is called
memory-less
y[n] = x[n]+ x[n − n0 ]
y[n] = x[n]+ u[n − n0 ]
y[n] = x[n]α n−5
y[n] = x[n]+ x 3[n]
Discrete time systems
Definitions
L. Demi 2019/20
A system for which the output depends only on the current value of the input is called
memory-less
y[n] = x[n]+ x[n − n0 ] With memory
y[n] = x[n]+ u[n − n0 ] Memory less
y[n] = x[n]α n−5 Memory less
y[n] = x[n]+ x 3[n] Memory less
Discrete time systems
Definitions
L. Demi 2019/20
A system for which the output depends only on the current and past values of the input is
called causal
y[n] = x[n]+ x[n − 5]
y[n] = x[n]+ x[n + 5]
y[n] = x[n]α n−5
y[n] = x[n]+ x 3[n]
Discrete time systems
Definitions
L. Demi 2019/20
A system for which the output depends only on the current and past values of the input is
called causal
y[n] = x[n]+ x[n − 5] Causal
y[n] = x[n]+ x[n + 5] Non causal
y[n] = x[n]α n−5 Causal
y[n] = x[n]+ x 3[n] Causal
Discrete time systems
Definitions
L. Demi 2019/20
A system is stable if for a bounded input corresponds a bounded output. This is also called
a BIBO system.
A system is passive if the energy of the output cannot exceed the energy of the input
Discrete time systems
Definitions
L. Demi 2019/20
A system is stable if for a bounded input corresponds a bounded output. This is also called
a BIBO system.
x[n] ≤ Bx < ∞ → y[n] ≤ By < ∞
A system is passive if the energy of the output cannot exceed the energy of the input
∞ ∞
2 2
∑ y[n] ≤ ∑ x[n]
n=−∞ n=−∞
Discrete time systems
Examples
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Passive, stable?
n
y[n] = ∑ x[n]?
k=−∞
Discrete time systems
Examples
L. Demi 2019/20
Passive, stable?
n
y[n] = ∑ x[n]?
k=−∞
x[n] = u[n]
⎧0 n < 0
y[n] = ⎨
⎩n +1 n ≥ 0
Not stable, not passive
Discrete time systems
Definitions
L. Demi 2019/20
A system is linear if the output of the sum of inputs is equal to the sum of the individual
outputs. In other words it obeys additivity and scaling
Discrete time systems
Definitions
L. Demi 2019/20
A system is linear if the output of the sum of inputs is equal to the sum of the individual
outputs. In other words it obeys additivity and scaling
x1[n] → y1[n]
Additivity x2 [n] → y2 [n]
x1[n]+ x2 [n] → y1[n]+ y2 [n]
x1[n] → y1[n]
Scaling
Ax1[n] → Ay1[n]
Discrete time systems
Examples
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Linear?
y[n] = x[n]+ x[n − 5]?
y[n] = x 2 [n]?
y[n] = x[n]+ u[n −1]?
y[n] = x[n]+1?
y[n] = α n−1 x[n]?
Discrete time systems
Definitions
L. Demi 2019/20
A system is time invariant if a shift in the input signal corresponds in an equal shift in the
output signal. In other words if the input to output transformation does not change with
time.
Discrete time systems
Definitions
L. Demi 2019/20
A system is time invariant if a shift in the input signal corresponds in an equal shift in the
output signal. In other words if the input to output transformation does not change with
time.
x[n] → y[n]
x[n − n0 ] → y[n − n0 ]
Discrete time systems
Examples
L. Demi 2019/20
Time invariant?
y[n] = x[n]+ x 2 [n]?
y[n] = x[n − n0 ]?
y[n] = x[2n]?
y[n] = x[n]+1?
y[n] = x[n]+ 5u[n −1]?
Discrete time systems
Definitions
L. Demi 2019/20
A system is invertible if and only if distinct input generates distinct outputs. If the system
is invertible, it exists a system called the inverse system that produces the output x[n]
given the input y[n]
x[n] y[n]
Discrete time system
y[n] x[n]
Inverse system
Discrete time systems
Examples
L. Demi 2019/20
Invertible?
y[n] = x 2 [n]?
y[n] = x[n − n0 ]?
y[n] = x[n]+ 5u[n −1]?
Discrete time systems
Examples
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• With memory
• Causal
• Stable y[n] = x 2 [n]?
• Passive
• Linear
• Time invariant
• invertible y[n] = x[n]+ 5u[n −1]?
Next Lecture
L. Demi 2019/20
Linear Time Invariant Discrete systems