EE 422G Notes: Chapter 8

Instructor: Zhang

Chapter 8 Discrete-Time Signals and Systems

8.1

Introduction
Most real signals and natural (physical) processes: continuous time

A: System Design Problem

How the computer sees the rest? an equivalent

(Physical Process + Sensor +A/D + D/A)=> discrete-time system
The Equivalent discrete-time system
Modeled by a discrete-time model
System Design (Design of the computer control Algorithm):
Based on discrete-time model description.
Needs for discrete-time system analysis and design tool:
Z-Transform (Similar position as Laplace Transform for continuoustime system.)

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EE 422G Notes: Chapter 8

Instructor: Zhang

B. How does the computer understand the progress and behaviors of the
process being monitored and controlled? By sampling the output of the
Continuous-time system!
=>
How can we ensure that the sampled signal is a sufficient representation of
its continuous-time origin. i.e., how fast we have to sample?
A question we must answer before z-transform based analysis!
C. Two basic parts of the chapter
Part one: Theoretical frame work for determining how fast we have to sample.
Part two: z-transform

Part one: How fast

8.2A Analog-to-Digital Conversion

1. Sample Operation
Needs to Know:
(1) Sampling
period: T
(2) X (t) is
sampled at t=nT
(3) What do
we mean by x (n)
(4) Sampling
function: p (t)

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EE 422G Notes: Chapter 8

Instructor: Zhang

(5) Sampled signal xs = x (t) p (t)

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EE 422G Notes: Chapter 8

Instructor: Zhang

2. Mathematical Description of Sampling Process

Sampled signal

: xs(t) = x(t)p(t)

Objective: Derivation of xs(t)s Fourier Series Expression (Time Domain)

Cn e
Derivation : p (t ) n

jn 2f s t

Fourier Series Description

of Sampling Function
Sampling function: A Periodical function,
(thus can be expressed using Fourier series), with

General Equation for

any periodical signal

period T on fundamental frequency f s

With Fourier series coefficients:
T /2

1
T

Cn

p(t )e

jn 2f s t

1
T

general equation for Fourier

coefficient of any periodical
signal

dt

T / 2

xs (t ) p (t ) x (t )

( Cn e jn 2f st ) x (t )

general equation: always true for

any r (width of the sampling
pulse).

x (t )e jn 2f st

3. Spectrum of sampled signal

Objective: Find the spectrum of the sampled signal xs(t).
Derivation :
Take Fourier Transform for
xs (t )

xs ( f )

x (t )e jn 2f st

(t )e j 2ft dt

j 2 ( f nf s ) t

dt

For n

x (t )e jn 2f s t e j 2ft dt

C x(t )e

X ( f nf s )

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X ( f nf s )

EE 422G Notes: Chapter 8

Instructor: Zhang

4. Spectral Characteristic of Real Signal

Most real signals: continuous with time
Highest frequency fh can be found
X(f) = 0 if | f | f h
5. How sampling process modifies the spectrum
Xs( f )

Consider a f 0 f h
X s ( f0 )

Cn X ( f

nf s )

X ( f 0 nf s )

C 0 X ( f 0 ) [C1 X ( f 0 f s ) C 1 X ( f 0 f s )]

If

f0 fs fh

or

X ( f0 f s ) 0

or

f0 fs fh

X ( f0 f s ) 0

X s ( f 0 ) C0 X ( f 0 )

Modifier

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EE 422G Notes: Chapter 8

If

Instructor: Zhang

f0 fs fh

f0 fs fh

or

X ( f0 f s ) 0

X ( f0 f s ) 0

or

X s ( f 0 ) C0 X ( f 0 )

No spectrum modification
6. How fast we have to sample in order to keep the spectrum:
Xs( f ) X( f )

Condition

(| f | f h )

| f f s | fh

| f f s | f h

Should we consider | f | f s ? Of course not!

( | f | f s implies that the real process
changes faster than the sampling rate.)
|
f
|

f s only =>
Consider

fs f fh fs 2 fh
=>
fs f fh
fs fh f fs 2 fh
fs f fh

Answer : f s 2 f h

Sampling rate: at least twice as the highest

frequency of the original process
Sampling Theorem: .
7. What about if r 0 ?
p (t )

(show Figure 8-4)

(t nT ) Cn

X s ( f ) fs

X(f

Constant with n

1
T

T /2

f s 10 f h

jn 2f s t

dt

T / 2

nf s )

8. Practical sampling rate:

(t )e

1
T

X(f

1
fs
T

nf s )

Similar as r 0

8-2B Data Reconstruction

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EE 422G Notes: Chapter 8

Instructor: Zhang

1. Whats Data Reconstruction?

Original x(t) t 0
(anytime)
Its samples xs(t) t = 0, T, 2T, (Discrete time)
Can we tell x(t) between sampled points ( nT < t < (n+1)T ) based on xs(t)?
Data Reconstruction problem!
2. Data Reconstruction Method

Whats a filter? A system which processes the input to generate an output.

It could be an algorithm (mathematical equation/operation set) or
circuit/analog computer, depending on the form of xs(t) (digital
number or analogy signal .)
Lets see how a filter works!
y (t )

Output

xs (kT )h(t kT )

x(kT )h(t kT )

Discrete-time
algorithm

y (kT ) x(kT ) h(0) [ x(kT T )h(T ) x(kT T )h(T )

[ x(kT 2T )h(2T ) x( kT 2T )h(2T )]

Weighted sum of the should be point x(kT)

and its surrounding points
|h(0)| should > h() 0
and |h()| decreases as

What is

y (t )

x( kT )h(t kT ) ? (In addition to being an algorithm)

Lets see:
x s (t ) x (t )

(t kT ) or

Consider xs(t)*h(t) :

x s (t )

x(kT ) (t kT )

a system with impulse response (system

parameter) h() and input xs(t)!

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EE 422G Notes: Chapter 8

Instructor: Zhang

x s (t ) * h(t )

( ) h(t )d

x(kT ) ( kT )h(t )d

x(kT ) ( kT )h(t )d

x(kT )h(t kT )

Reconstruction Filter: with h(t) as impulse response!

The reconstruction algorithm

x (kT )h(t kT )
Output of the reconstruction Filter (y(t)): Convolution ofk
xs(t)
and h() !

y (t )

3. Design of Reconstruction Filter: Ideal case

Assumption : fs>2fh
1/2 fs > fh

(xs(t) was generated at a frequency higher than the

Nyquist rate).
fh: highest frequency of the original signal

Ideal Filter

T
H( f )
0

| f | 0.5 f s
Otherwise (| f | 0.5 f s )

Question : why do we need this low-pass filter to reconstruct x(t) from xs(t)?
answer : xs(t) contains frequencies higher than f h 0.5 f s , but x(t)does not!
Question : Will any spectrum (other than x(t)s introduced by sampling operation
remains after the filter?
Answer: No. f s 2 f h , has ensured that no overlapping between x(t)s
frequencies and the undesired frequencies in xs(t) introduced by
sampling!
Implementation of Ideal Reconstruction Filter
(Given the Impulse response of the filter)
Inverse Fourier transform =>

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EE 422G Notes: Chapter 8

Instructor: Zhang

h(t )

H ( f )e

j 2ft

df

fs / 2

fs / 2

fs / 2

fs / 2

j 2ft
Te df T

T
e j 2ft
j 2t

f fs / 2

f f s / 2

j 2ft

df

T sin(f s t ) T 1 / f s sin(f s t )

t
(f s t )

Characteristic of the Ideal Reconstruction Filter: Non causal!

Output at t ( y(t) ) must be generated using xs() > t
=> Not good for real-time application!
How to reconstruction x(t) from nT < t < nT + T ?
Answer :
x (t ) y (t )

n l

x( kT )

sin f s (

f s (

k n l 1

for example t = nT + 0.5T

t
k)
T

t
k)
T

x (nT 0.5T ) y (nT 0.5T )

nl

k n l 1

x ( kT )

sin f s (nT 0.5 k )

f s ( nT 0.5 k )

l points before t = nT + 0.5T

l points after t = nT + 0.5T

(k=n-l+1,,n)
(k=n+1,,n+l)

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EE 422G Notes: Chapter 8

Instructor: Zhang

Part Two
8-3A The z-Transform
1. Definition
For Laplace transform, we are given a function x(t),
For z-Transform, we are given a sampling sequence: x(0) , x(T), x(2T),
Definition: z-transform of a given sequence x(0) , x(T), x(2T),

n
1
2
is Z ( x(nT )) X ( z ) x(nT ) z x(0) x(T ) z x(2T ) z
n0

Why do we define such a transform?

L[ x (t )]

x(t)

x(t )e

st

dt

If we want to compute this Laplace transform by computer

L[ x (t )] x ( nT )e snT T
n 0

T x ( nT )(e sT ) n
n 0

On the other hand

z ~ e sT

Z [ x( nT )] x( nT ) z n
n 0

L[ x(t )] TZ ( xs (t )) z esT

x(nT): samples of

Relationship between z- and s-plane

Basic Relationship : z e sT
z e ( j )T eT e jT

(1) 0

(eT 1) | z | 1

l.h.p. (s- plane)

(2) 0

s: r.h.p.
(3) 0

(note | e jT

| 1 )

inside the unit circle (z- plane)

| z | 1

z: outside the unit circle

| z | 1

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EE 422G Notes: Chapter 8

s: j axis.

Instructor: Zhang

z: unit circle

e T 1

(4) s = 0 (

0, 0 )

e jT cosT j sin T

z=1

2. Basic z-Transform pairs

Note the difference between

and

Example 8-4: z-transform of unit pulse (n) :

unbounded
bounded
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EE 422G Notes: Chapter 8

Instructor: Zhang
n 0

1
0

(n)

x(nT )

n 0

Solution :

Similar as Laplace
transform

X ( z ) x(0) x (T ) z 1 1

Example 8-5 z-Transform of unit step sequence u(n):

n0
n0

1
0

x(nT )

Solution :
X ( z ) x (0) x (T ) z 1
1 z 1 z 2
1

1 z 1

(| z 1 | 1

or

| z | 1)

How to understand?
Step function u(t) :

L[u (t )]

1
1

s
j

Does TX ( z ) z e sT give the same spectrum if T 0 ?

TX ( z ) z e sT

T
1 z 1

z e

1 e sT

T 0 :

sT

T
1 e sT

s j

T
1 cos T j sin T

T
1
1
lim

T 0 sin T j cos T
1 cos T j sin T
j

z-Transform gives the same spectrum as Laplace transform if the

sampling rate
Example 8-6 : z-transform of unit exponential sequence
x( nT ) e t |t nT e nT (e T ) n
k

( 0)
(k eT )

Solution:

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EE 422G Notes: Chapter 8

Instructor: Zhang

X ( z ) x(0) x(T ) z 1 x( 2T ) z 2
1 kz 1 k 2 z 2
1 (k 1 z ) 1 ( k 1 z ) 2
k 1 z

1 1 2

1
1

1
1
1 kz 1
1
X ( z)
T 1
1 e z

k 1z 1 1

Is this result reasonable?

L[e t ]

TX ( z ) | z e sT

T
1 e

T 0:

jT

T
1 e

T
1 e

k e z

1 s j
1

s
j
s j

( j )T

1
1

)
T
T 0 ( j )e
j

lim

( j )T

Why? Because
lim e ( j )T lim e T e jT

T 0

lim e

T 0

T 0

Example 8-6 B
x ( nT ) :

1
k0

k1

k2

=> X ( z )

(cos T j sin T ) 1

1
1 kz 1

(| z | k )

Summary: Basic z-transform pairs

continuous Function
(t )
u (t )
e t

sequence
( n)

z - transform
1
1
u (n) : 1, 1,
1 z 1
1
(e T ) n : 1, e t , e 2t ,
1 e t z 1
1
1, k , k 2 ,
1 kz 1

Would these be sufficient? No!

3. Extended z transform pairs
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EE 422G Notes: Chapter 8

Instructor: Zhang

4. Findztransformusingsymbolictoolbox
Example87

x ( nT ) a n cos

Solution:

n n
z
2

X ( z ) a n cos
Analysis:

n 0

(1)n:odd=> cos(k ) 0

1 k : even
n
(2)n:even=> n 2k cos( ) cos(k )

2
1 k : odd
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EE 422G Notes: Chapter 8

Instructor: Zhang

n n
z
2

X ( z ) a n cos
n 0

a 2 k cos k z 2 k

k 0

a z

a z
8

a 2 z 2 a 6 z 6 a10 z 10
1 a 4 z 4

1 1 2 a 2 z 2 (1 a 4 z 4 a 8 z 8 )

1
a 2 z 2

1 1 1 1
1 a 2 z 2 1 a 2 z 2
1

1
4 4
1
1 a z
1 a 2 z 2

Verycomplex!
UsingSymbolicToolBox
syms anz%Declaresymbolic
xn=a^n*cos(n*pi/2);%Definex(n)
xz=ztrans(xn,n,z);%DetermineX(z)
xz(enter)
xz=
z^2/(a^2+z^2)

z2
1

2
2
a z
1 a2 z 2

MatLab:alwaysintermsofzinsteadofz1.

8-3B Properties of z - transform

1. Linearity

Z ( x1 (nT ) x2 (nT )) Z ( x1 (nT )) Z ( x2 (nT ))

X ( z)
2. Initial Value x(0) lim
z
X ( z ) x (0) x (1) z 1
why?

(1 z 1 ) X ( z )
3. Final value x() lim
z 1
x() lim sX ( s )
Why?
s 0
But,

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EE 422G Notes: Chapter 8

s0
1
s
s
sX ( s )

Instructor: Zhang

z 1
1
1 z 1
1 z 1
(1 z 1 ) X ( z )

lim sX ( s ) lim(1 z 1 ) X ( z )

s 0

z 1

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EE 422G Notes: Chapter 8

Instructor: Zhang

8-3C Inverse z-Transform

Two Basic Methods:
(1) Express X(z) into Definition Form
X ( z ) x (0) x (1) z 1

(very simple, use long division or MatLab:

n=8
X = dimpulse(num,den, n) (enter)
gives the first n terms)
(2) Express X(z) into partial-fraction from
X ( z)

partial-fraction
expansion

each term has an inverse transform

what Terms?
1

1
z 1
What
about
if
you
have
?
1 z 1
1 z 1
1
1

T 1
1 e z
1 kz 1

1
Tz 1
What about if you have (1 z 1 ) 2 ?
1 2
(1 z )
1
Te T z 1
T 1 2
T 1 2 What about if you have
(1 e
z )
(1 e
z )
1

Lets see:

(1 e T z 1 ) 2

Az 1
B

T 1 2
T 1
(1 e z )
1 e z

Az 1 B Be T z 1
(1 e T z 1 ) 2

Can we now find A and B? What is the inverse z-transform of

1
(1 e

z 1 ) 2

What to do if you have

1
?
1 z 2

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EE 422G Notes: Chapter 8

Instructor: Zhang

1
1
1
1
1

2
1
1
1
1
2
1 z
(1 jz )(1 jz )
1 jz
1 jz

1
1
1

1
1
2 1 ( jz ) 1 ( jz )

n/2

1
)
n even
1 n n 1 n n
1 1
x(nT ) Z ( 2 ) [( j) ( j) ] ( j) [(1) 1]
2
1 z 2
0 n odd

Important:beforedoingpartialfractionexpansion,makesurethez
transformisinproperrationalfunctionof z 1 !
Example 8.9
X ( z)

z2
( z 1)( z 0.2)
1

Solution : X ( z ) (1 z 1 )(1 0.2 z 1 ) 1 z 1 1 0.2 z 1

Heavisides Expansion Method:
X ( z)

A
B

1
1 z
1 0.2 z 1

1
B (1 z 1 ) z 1
A

(1) (1 z ) X ( z )
1 0.2 z 1
1 0.2 z 1
1

1
B0
1
A
A
1.25
1 0.2
1 0 .2
0.8

(2) (1 0.2 z 1 ) X ( z )

A(1 0.2 z 1 ) B (1 0.2 z 1 )

1
A(1 0.2 z 1 )

1 z 1
1 z 1
1 z 1
1 0.2 z 1

1 0.2 z 1 0 ( z 0.2 )

X ( z)

B 1 /(1 5) 1 / 4 0.25

1.25
0.25

x(nT ) 1.25 0.25(0.2) n

1
1
1 z
1 0.2 z

Example 8-9B MatLab Method

(1) Find partial-fraction expansion

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EE 422G Notes: Chapter 8

Instructor: Zhang

z2
1
X (z) 2

1
z 1 .2 z 0 .2 1 1 .2 z 0 .2 z 2

b = 1;
a = [1 1.2 0.2];
[r, p, k] = residuez(b,a);

r .1 25
.1 25 .0 25
r
1 1
.0 25 11.0z 1 0.2z
p 1.0
.1 25 .0 25
p pole 1 1
1 z 1 0.2z
0.2
k
k

(2) Directly Find Inverse Transform

syms n, z;
xz = 1/(1-1.2*z^(-1)+0.2*z^(-2));
xn = iztrans(xz,z,n);
xn

% Declare symbolic
% define X(z)
% compute x(n)

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EE 422G Notes: Chapter 8

Instructor: Zhang

xn = 5/4-(1/4)*(1/5)^n x(nT) = 1.25-0.25(0.2)n

Example 8-10
Y ( z)

Solution :

1
z 1.2 z 0.2
2

z2
z 2Y ( z )
Question: Define X ( z ) 2
z 1.2 z 0.2

(or

Y ( z ) z 2 X ( z ) )

any relationship between

x ( nT ) z 1 ( X ( z ))

Y ( z)

and

y ( nT ) z 1 (Y ( z )) ?

1
z 2
z 2

z 2 1.2 z 0.2 z 2 ( z 2 1.2 z 0.2) 1 1.2 z 1 0.2 z 2

5(1 1.2 z 1 0.2 z 2 ) 5(1 1.2 z 1 )
5 6 z 1

1 1.2 z 1 0.2 z 2
1 1.2 z 1 0.2 z 2

5 6 z 1
5 6 z 1

1 1.2 z 1 0.2 z 2
(1 z 1 )(1 0.2 z 1 )
A
B

1
1 z
1 0.2 z 1

V ( z)

A V ( z )(1 z 1 ) | z 1 1

5 6 z 1
1 0.2 z 1

B V ( z )(1 0.2 z 1 ) | z 1 5

z 1 1

5 6 z 1
1 z 1

1
1.25
0. 8

z 1 5

5 30
6.25
4

1
1
6.25
1
1 z
1 0.2 z 1
y ( nT ) 5 ( n) 1.25 6.25(0.2) n

Y ( z ) 5 V ( z ) 5 1.25

y ( nT ) 5 ( n) 1.25 6.25(0.2) n

n=0
n=1
n=2
n=3

5 + 1.25 - 6.25 = 0
0 + 1.25 - 6.25*0.2 = 0
0 + 1.25 - 6.25*0.22 = 1
0 + 1.25 - 6.25*0.23 =1.2

x ( nT ) 1.25 0.25(0.2) n

1.25 - 0.25 = 1
1.25 - 0.25*0.2 = 1.2
1.25 - 0.25*0.22 = 1.24
1.25 - 0.25*0.23 = 1.248

Why? 6.25*0.2*0.2=0.25 =>1.25 6.25(0.2) n 2

y(n+2) = x(n)!

1.25 0.25(0.2) n

Page 8-20

EE 422G Notes: Chapter 8

Instructor: Zhang

Does Y ( z ) z 2 X ( z )
always imply
1
Z
(
X
(
z
))
than
?
Yes!

Z 1 (Y ( z ))

has two-step-delay

z-1 : Delay operator! (MustAssumeX(nT)(thesequencetobez^(1)processed)=0forn<0)

8-3D Delay operator : z-k ( k steps ) ( k > 0 )

Z ( x ( nT )) X ( z ) x( nT ) z n
n 0

Z ( x ( nT kT )) x ( nT kT ) z n
n 0

z k x (nT kT ) z n k
n 0

z k x (nT kT ) z ( nk )
n 0

We want to establish the relationship between Z(x(nT-kT)) and Z(x(nT)) !

Lets see whats x(nT

kT ) z ( n k )

n0

(1) x (nT
n k 0

kT ) z ( n k ) Z ( x (nT )) ?

x(nT kT ) z

(2)

:
Yes!

( n k )

n 0

n k 1

kT ) z
x(nT

n 0

( n k )

x(nT

kT ) z ( n k )

n k

n k
nT kT 0

x(nT

kT ) z ( n k )

n k 0

Z ( x ( nT ))
Z ( x ( nT kT )) z k

x(nT kT )) z ( nk )

z k Z ( x ( nT ))

n 0

x( nT kT )

Z ( x ( nT kT ))
z

Question : If Z ( x(nT ))

8-4

k steps
behind

x ( nT )

z k

Z ( x ( nT ))

Z ( x ( nT ))

1
1 0.5 z 1

, whats

Z ( x (nT 2T )) ?

Answer:

z 2
1 0.5 z 1

Difference Equation and Discrete-Time Systems

Continuous-Time System: Differential Equation, Laplace Transform
Discrete-Time System: Difference Equation, z-Transform
Page 8-21

EE 422G Notes: Chapter 8

Instructor: Zhang

Properties of Continuous-Time Systems

Properties of Discrete-Time Systems

8-4A Properties of Discrete-Time Systems

System : Processes input to generate output
How to process : system-dependent

General symbolic notation for Discrete-Time System:

y( nT ) = H [ x(nT) ]

what does this

notation tell us?

operator or
Processor

1. Shift-Invariant System
(Time-Invariant Systems for continuous-time or general)
An example of time-varying system
The processing algorithm which maps input to output changes!
What do we mean by a time-invariant system?
Shift-invariant systems:
Physical:
Mathematic:
Assume x(nT): x(0), x(T), has generated
y(nT): y(0), y(T),
For example:
0
1
0. 2

1
1
0. 4

generated

x:
y:

If we apply

x (nT n0T )

2
1
0. 6

3
1
0.8

4
1
1

has

as input
look at if

x( nT 2T )
y ( nT 2T )

x:
y:

0
0

0
0

1
0 .2

1
0.4

1
0.6

n0 2

generated

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EE 422G Notes: Chapter 8

Instructor: Zhang

Question: Is this system shift-invariant?

Yes!
H
[
x
(
nT

2T )] y (nT 2T ) ? Yes!
Question: Is this example telling us
Question: Is H [ x(nT 2T )] y (nT 2T )
or H [ x(nT n0T )] y (nT n0T )
always true for different systems?
No! only for time-invariant systems!
Shift-invariant system: if H [ x(nT n0T )] y (nT n0T ) true for any n0 .
2. Causal and noncausal systems
Physical Description: A system is causal or nonanticipatory if the systems response
to an input does not depend on future values of the input.

What about for n > n0 ?

Mathematical Description:
Causal system: x1 (nT ) x2 (nT )

for n n0
H [ x1 (nT )] H [ x2 (nT )]

for n n0

Why? Although x1(nT) may not be the same as x2(nT) for n > n0 , such difference
does not affect the output determined by input up to n = n0 .
3. Linear System
Linear System H [1 x1 (nT ) 2 x2 (nT )] 1H [ x1 (nT )] 2 H [ x2 (nT )]
Linear Systems: can be modeled as
y ( nT )

x (kT )h( nT

kT )

or

y ( nT )

h( kT ) x ( nT

kT )

Convolution

response of the shift-invariant linear system at t=kT to an impulse input

applied at t=0. (Or the response at t kT k 0T to an impulse input applied at t k 0T )
Causal systems: h(kT ) 0 k 0
h(kT ) :

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EE 422G Notes: Chapter 8

Linear+causal+ x (kT ) 0
y (nT )

Instructor: Zhang

( k 0)

x(kT )h(nT kT )

x ( kT ) 0 ( k 0 )

x(kT )h(nT kT )

Example:

k 0

causal

(nT kT 0) nT kT

k 0

k 0

x(kT )h(nT kT ) h(kT ) x(nT kT )

Given
x(0) = 1, x(T) = 2, x(2T) = 2, x(3T) = 1,
h(0) = 3, h(T) = 2, h(2T) = 1, h(3T) = 0,
MatLab:
x = [1 2 2 1 1];
h = [3 2 1];
y = conv(x,h);
y
3
8
11
9
7
3
1
Example 8-13:

1
x(nT ) u(n)
2
n

1 1
y
(
nT
)

x
(
nT
)
*
h
(
nT
)

3
2

2 3

1
h(nT ) u(n)
3

Can you write a program (algorithm) to calculate y(nT) = x(nT)*h(nT) ?

Example 8-13: Symbolic Tool Box
syms n z
xn =(1/2)^n
hn = (1/3)^n
xz = ztrans(xn, n, z)
hz = ztrans(hn, n, z)
yz = xz*hz
yn = iztrans (yz, z, n);
yn (enter)
yn = 3*(1/2)^n-2*(1/3)^n

% Declare Symbolic
% x(n)
% h(n)
% z-transform of x(n)
% z-transform of h(n)
% multiply, not convolution
% Do you know why?
% y(nT)=3(1/2)n 2(1/3)n

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EE 422G Notes: Chapter 8

Instructor: Zhang

* Analytic solution of convolution

x(nT ) n 0 X ( z) Z ( x(nT ))
x(nT )
n0
0
h(nT ) n 0 H ( z) Z (h(nT ))
h(nT )
n0
0
Z ( x(nT ) * h(nT ))

Z { x(kT )h(nT kT )}
k

{ x(kT )h(nT kT )} z n
n 0 k

n 0

x(kT ) h(nT kT ) z

x ( kT ) 0

n<kn-k<0
n

k 1

x(kT ) h(nT kT )z

k 0

k 0

n 0

k 0

n k

n k

h(nT kT ) z n
z ( nk )

x(kT ) h(nT kT ) z n

x(kT )z

h(nT kT ) z

k 0

n k

n k 0

X ( z) H ( z)
i.e.
Example:

x (nT ) * h(nT ) Z 1 [ X ( z ) H ( z )]
1

x ( nT )
h ( nT )

1 1

4 4

u( n 3)

1 1

3 3

u( n 5)

if
n 3

n 5

x ( nT ) 0

h( nT ) 0

n 0

u ( n 3)

u( n 5)

Find x(nT)*h(nT)
Solution:

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EE 422G Notes: Chapter 8

x ( nT ) 0
h ( nT ) 0

Instructor: Zhang

n 0 (nu 3)
due to
n 0 (nu 5)

1
1
1
3
Z u (n) z
1
4
4
4

1 z 1
4
3

X ( z ) z 3

H (z)

1
Z
3

1
z 5 Z
3
z 5

n 5

u (n 5)

u ( n)

1
1 1
1 z
3
3

1 1

4 3

1
1 1
1
(1 z )(1 z 1 )
4
3
1
3
4
V ( z)

1
1
1
1
(1 z 1 )(1 z 1 ) 1 z 1 1 z 1
4
3
4
3
1
1
Z 1 (V ( z )) (4( ) n 3( ) n )u (n)
3
4
1
1
Z 1 ( z 8V ( z )) ( 4( ) n 8 3( ) n 8 )u (n 8)
3
4
1
1
1
1
x ( nT ) * h(nT ) ( ) 3 ( ) 5 [4( ) n 8 3( ) n 8 )]u ( n 8)
4
3
3
4

X ( z)H ( z)

z 8

4. Stable system
Consider linear shift-invariant systems only.
Definition of BIBO stable:
| y ( nT ) |
n
for all bounded x(nT).
Derivation of Criterion
y ( nT )

x (kT )h( nT

kT )

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EE 422G Notes: Chapter 8

Instructor: Zhang

x(kT) bounded => | x (kT ) | M

y ( nT )

| x(kT ) || h(nT kT ) |

M | h(nT kT ) |

| h(nT kT ) |

| h(kT ) |

Criterion:

| h( kT ) |

Limited number of terms

How to use this criterion: A

h: h(0), h(1), h(N), 0, 0,
h( k ) 0

k 0

(causal)

causal + Limited N => stable

Why!

y ( nT )

x (kT )h( nT

for any fixed n in

for example,

kT )

y (nT ) , N n k 0 n k n N

n 100
100 k 90
N 10

| y (100T ) ||

100

x(kT )h(100T kT ) |

k 90

100

| h(100T kT ) |

k 90
N

M | h(kT ) | stable
k 0

In general

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EE 422G Notes: Chapter 8

y (nT )

Instructor: Zhang

x(kT )h(nT kT )

x(kT )h(nT kT )

k n N

| h(nT kT ) |

| y (nT ) | M

k n N
N

M | h( nT ) |
k 0

Limited Terms

Conclusion: limited terms of h => stable!

n

Example : y ( nT ) x ( kT )h( nT kT )
k 0

What about y ( nT )

stable?

x (kT )h( nT kT ) ?

k n 100

How to use this criterion: B

If we know
Z(h(nT)) = H(z)
H ( z)

1
1 0.2 z 1 0.2 2 z 2
1
1 0 .2 z

h(0) h(1)

h(2)

| h(nT ) |

n 0

Why? |0.2| < 1 !

What about H ( z )

1
1 z 1 z 2
1 z 1

Not BIBO stable!

In general, deg(num) < deg(den)
H ( z)

(1 p1 z 1 ) (1 p n z n )

| p j | 1

stable

(poles inside the unit circle!)

Example 8-14:

h(nT ) [ 4(1 / 3) n 3(1 / 4) n ]u ( n)

h( nT ) 0 n 0
Due to u (n)

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EE 422G Notes: Chapter 8

Instructor: Zhang

Solution:

| h(nT ) | | h(nT ) |

n 0

n 0

n 0

| 4(1 / 3) n 3(1 / 4)n | 4(1 / 3) n

1
6
1 1/ 3

Stable

8-4B Difference Equations

1. Difference Equations
Problem: determine the output of the system at the present time :
t = nT
y(nT)
What information to use:
(1) input: current input u(nT)
previous input u(kT) (k < n)
future input
u(kT) (k > n)
causal system : no future input!
Previous input u (n 1), u ( n 2), ..., u (n )
We do not need all of them use u(n-1), , u(n-m)
(2) output: previous output (its history): y(kT) (k < n) ? Yes.
future output y(kT) (k >n) ? No, no future output
previous outputs y (n 1), y (n 2), ..., y (n )
We do not need all of them! y(n-1), . , y(n-r) would be sufficient!
Mathematical Equation
y(nT) : depends on

u ( n 1),, u ( n m )
y ( n 1),..., y ( n r )

Difference
Equation

linear system

y ( nT ) L0 x( nT ) L1 x( nT T ) ... Lm x( nT mT )
k1 y (nT T ) ... k r y ( nT rT )

weights: Li , K i
Larger weight: more important in determining y(nT)
Would the weights be the same? No!
(r, m): systems order
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EE 422G Notes: Chapter 8

Instructor: Zhang

different systems: different order and weights (parameters)

2. z-transfer function

y ( nT ) k1 y ( nT T ) ... k r y ( nT rT )

Different Equation

L0 x( nT ) L1 x ( nT T ) ... Lm x( nT mT )

z-transform =>
Y ( z ) k1 z 1Y ( z ) ... kr z rY ( z )
L0 X ( z ) L1 z 1 X ( z ) ... Lm z m X ( z )

Y ( z ) L0 L1 z 1 ... Lm z m

H ( z)
X ( z)
1 k1 z 1 ... k r z r

z-transfer function
Y(z) = H(z)X(z)
Why H(z) is the z-transform of impulse response h(nT) ?

8-4C Steady-State Frequency Response of a Linear Discrete-Time System

x(t)s spectrum
X ( )

x(nT)s spectrum

Y ( )

y(t)s spectrum

( X ( s ) L[ x ( t )])

X ( s ) s j

TX ( z) zesT TX (z) ze jT
s j

(Y ( s ) L[ y (t )])

Y ( s ) s j

y(nT)s spectrum

TY ( z) zesT TY (z) ze jT
s j

Systems frequency response

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EE 422G Notes: Chapter 8

Instructor: Zhang

Y ( ) TY ( z ) |z e jT
Y ( z)

X ( ) TX ( z ) |z e jT
X ( z ) z e jT

What is Y(z)/X(z) ? H(z) = Y(z)/X(z)

System frequency response Y ( ) / X ( ) H ( z ) |z e jT H (e

jT

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EE 422G Notes: Chapter 8

Instructor: Zhang

Property of frequency response H (e jT )

T: sampling period
1
s 2f s 2
: sampling frequency
T
e j ( k s )T e jT e jk sT

s T 2

e jT e jk 2 e jT (cos k 2 j sin k 2 ) e jT
H (e j ( k s )T ) H (e jT )

Frequency Response H: periodic function with period s

when the frequency increase by k s , the systems frequency
response does not change.
Example:

Input 1: 10 sin(5t )
T = 1 second
10
sin(
7

t
)
Input 2 :
Generate the same output amplitude?

Normalized Frequency r / s
s : frequency period s 2

j T

j 2 / s

r / s

1
T 2 / s
T

e j 2r

Frequency Response in terms of r (argument)

H ( e j 2r )

Amplitude Response | H ( e j 2r ) | or | H ( e jT ) |
Phase Response H ( e j 2r ) or H ( e jT )
Question: what are their physical meaning?
Example 8-15: y(nT) = x(nT) + x(nT-2T)
Y ( z ) X ( z ) z 2 X ( z )
Solution :
H ( z)

Y ( z)
1 z 2
X ( z)

H (e jT ) 1 z 2
1 e

z e jT

j 2T

(e jT e jT )e jT
2 cos T e jT

H ( e j 2r ) 2 cos 2r e j 2r

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EE 422G Notes: Chapter 8

Instructor: Zhang

| H (e j2r ) | 2 | cos2r |
2r
H (e )
2r
j 2r

cos2r 0
cos 2r 0

Comment: z-transform: good for analysis

difference equation: computer program

Page 8-33