Discrete Time Signals&systems

DISCRETE-TIME SIGNALS AND SYSTEMS
•Discrete-time signals
•Discrete-time Systems
DISCRETE-TIME SIGNALS
Discrete-time signals
•Discrete-time signals are Signals that are discrete in
time but continuous in amplitude OR
•Digital signals are discrete in both time (the

independent variable) and amplitude (the
dependent
variable).
Signal Types
Signals
Continuous-time Discrete-time
Continuous-value Discrete-value
Continuous-value
Discrete Digital
Analog
Signal Types(CONT.)
•Analog signals: continuous in time and amplitude
Example: voltage, current, temperature,…
•Digital signals: discrete both in time and amplitude
Example: attendance of this class, digitizes analog signals,…
•Discrete-time signals: discrete in time, continuous in amplitude
Example: hourly change of temperature
•Theory of digital signals would be too complicated
Requires inclusion of nonlinearities into theory
•Theory is based on discrete-time continuous-amplitude signals
Most convenient to develop theory
Good enough approximation to practice with some care
•In practice we mostly process digital signals on processors
Need to take into account finite precision effects
Signal Types(CONT.)
•Continuous time –
Continuous amplitude
•Continuous time –
Discrete amplitude
•Discrete time –
Continuous amplitude
•Discrete time –
Discrete amplitude
Discrete-time Systems
A discrete-time system is one that processes a
discrete-time input/excitation sequence to produce
a discrete-time output/response sequence OR
•A Discrete-Time System is a mathematical operation
that maps a given input sequence x[n] into an output
sequence y[n] y[n]  T{x[n]}
Example:
Moving (Running) Average y[n]  x[n]  x[n  1]  x[n  2]  x[n  3]
Maximum y[n]  max x[n], x[n  1], x[n  2]
Ideal Delay System y[n]  x[n  no ]

Classification of Discrete-Time Systems
Static vs. Dynamic Systems.
•A discrete-time system is called static or memoryless if its

output at any time instant n depends on the input sample at the
same time, but not on the past or future samples of the input.
• In the other case, the system is said to be dynamic or to have
memory.
If the output of a system at time n is completely determined
N 0 by
the input samples in the interval from n-N to n ( ), the
system is said to have memory of duration N.
N 0
If ,the system is static or memoryless.
0 N 
If , the system is said to have finite memory.
N 
If , the system is said to have infinite memory.
Memoryless(Static) Systems
A system is memoryless if the output y[n] at every value of n
depends only on the input x[n] at the same value of n
Example :
y[n]   x[n]
Square 2
Sign y[n]  sign x[n]
The static (memoryless) systems:

y (n)  nx(n)  bx3 (n)
counter example:
Ideal Delay System
y[n]  x[n  no ]
Examples on Dynamic systems
The dynamic systems with finite memory:
N

y (n)   h(k ) x(n  k )
k 0

The dynamic system with infinite memory:


y ( n)   h( k ) x ( n  k )
k 0
Linear System
Linear System: A system is linear if and only if
T{x1[n]  x2[n]}  T x1[n]  T x2[n] (additivity)
and
Tax[n]  aT x[n] (scaling)
Example: Ideal Delay System

y[n]  x[n  no ]
T{x1[n]  x2[n]}  x1[n  no ]  x2[n  no ]

T{x2 [n]}  T x1[n]  x1[n  no ]  x2[n  no ]
Tax[n]  ax1[n  no ]
aT x[n]  ax1[n  no ]
Linear Time-Invariant Systems
If T{x} is restricted to have properties of
Linearity, and
Time invariance,
Then the system is referred to as linear time-invariant (LTI)
system.
Definition of LTI systems.
x1[n] and x2[n] inputs to a discrete-time system.
a & b, arbitrary constants, then
The system is linear if and only if:
T{ax1[n] + bx2[n]} = aT{x1[n]} + bT{x2[n]}
Principle of superposition.
Principle of superposition
•T{ax1[n] + bx2[n]} = aT{x1[n]} + bT{x2[n]}
a
x1
ax1[n] + bx2[n]
T{} y= T{ax1[n] + bx2[n]}
x2
b
a
x1 aT{x1[n]}
T{}
y= aT{x1[n]}+bT{x2[n]}
x2
T{}
bT{x2[n]}
b
Principle of superposition(CONT.)
Another way of stating principle of superposition:
Additive Property
T{x1[n] + x2[n]} = T{x1[n]} + T{x2[n]}
Scaling (Homogeneity) Property
T{ax[n]} = a T{x[n]} = ay[n]

Time-Invariant Systems
Time-Invariant (shift-invariant) Systems
y[n]  T{x[n]}  y[n  no ]  T x[n  no ]
A time shift at the input causes corresponding time-shift at
output
Example: Square
y1 n   x[n  no ]
2
Delay the input the output is
y[n]   x[n]
2
yn - no    x[n  no ]
2
Delay the output gives
Counter Example: Compressor System
Delay the input the output is y1 n  x[Mn  no ]

y[n]  x[Mn]
Delay the output gives yn - no   xMn  no  
Time-Invariant vs. Time-Variable Systems. Definition
•A discrete-time system is called time-invariant if its

input-output characteristics do not change with time.
• In the other case, the system is called time-variable.
Definition. A relaxed system isHtime-
[.] or shift-invariant if
only if
y ( n)  H  x ( n)  x(n) 
H
 y ( n)
implies that
y (n  k )  H  x (n  k )  x(n  k ) 
H
 y (n  k )
for every input signal x(nand

) every time shift k .
Examples of Time-Invariant vs. Time-
Variable Systems
The time-invariant systems:
y (n)  x (n)  bx 3 (n)
N
y ( n )   h( k ) x ( n  k )
k 0
The time-variable systems:

y (n)  nx(n)  bx 3 (n  1)
N

y ( n)   h N  n ( k ) x ( n  k )
k 0
Causal System
A system is causal iff it’s output is a function of only the current
and previous samples
Examples: Backward Difference

y[n]  x[n]  x[n  1]
Counter Example: Forward Difference
y[n]  x[n  1]  x[n]

Causal vs. Non-causal Systems. Definition
Definition. A system is said to be causal if the output of
the system at any time n (i.e., y(n)) depends only on
present and past inputs (i.e., x(n), x(n-1), x(n-2), … ). In
mathematical terms, the output of a causal system
satisfies an equation of the form
y (n)  F  x(n), x(n  1), x(n  2), 

where is some arbitrary function. If a system does
not satisfy this definition, it is called non-causal.
Examples:
The causal system:

N
y ( n )   h( k ) x ( n  k ) y (n)  x 2 (n)  bx(n  k )
k 0
The non-causal system:

10

y (n)  nx(n  1)  bx 3 (n  1) y ( n)   h( k ) x ( n  k )
k 10
Stable System
Stability (in the sense of bounded-input bounded-output BIBO). A

system is stable iff every bounded input produces a bounded output
x[n]  Bx    y[n]  By  
Example: Square y[n]   x[n] 2

if input is bounded by x[n]  Bx  
output is bounded by y[n]  B2x  
Counter Example: Log y[n]  log  x[n] 

10
even if input is bounded by x[n]  Bx  

output not bounded for xn  0  y0  log10  xn   
Stable vs. Unstable of Systems
•An arbitrary relaxed system is said to be bounded
input - bounded output (BIBO) stable if and only if
every bounded input produces the bounded output. It
means, that there exist some finite numbers say M x
and M y , such that

x ( n)  M x    y (n)  M y  

for all n. If for some bounded input sequence x(n) ,
the output y(n) is unbounded (infinite), the system is
classified as unstable.
Examples:
The stable systems:
y ( n )   h( k ) x ( n  k )
k 0
y ( n)  x ( n 2 )  3 x ( n  k )

The unstable system:

y (n)  3n x3 (n  1)
Recursive vs. Non-recursive Systems
A system whose output y(n) at time n depends on any
number of the past outputs values ( e.g. y(n-1), y(n-2), …),
is called a recursive system. Then, the output of a causal
recursive system can be expressed in general as
y(n) F y(n1), y(n2), , y(nN), x(n), x(n1), ,x(nM)
where F[.] is some arbitrary function. In contrast, if y(n) at

time n depends only on the present and past inputs
y(n) F x(n),x(n1), ,x(nM)

then such a system is called nonrecursive.
Examples

The non-recursive system:
N
y ( n)   h( k ) x ( n  k )
k 0
The recursive system:

N N
y ( n)   b(k ) x ( n  k )   a ( k ) y ( n  k )
k 0 k 1

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DISCRETE-TIME SIGNALS AND SYSTEMS

•Digital signals are discrete in both time (the

Ideal Delay System y[n]  x[n  no ]

•A discrete-time system is called static or memoryless if its

Sign y[n]  sign x[n]

The static (memoryless) systems:

Example: Ideal Delay System

T{x1[n]  x2[n]}  x1[n  no ]  x2[n  no ]

T{ax1[n] + bx2[n]} = aT{x1[n]} + bT{x2[n]}

T{x1[n] + x2[n]} = T{x1[n]} + T{x2[n]}

Scaling (Homogeneity) Property

T{ax[n]} = a T{x[n]} = ay[n]

Counter Example: Compressor System

Delay the input the output is y1 n  x[Mn  no ]

•A discrete-time system is called time-invariant if its

for every input signal x(nand

The time-variable systems:

Examples: Backward Difference

Counter Example: Forward Difference

y[n]  x[n  1]  x[n]

y (n)  F  x(n), x(n  1), x(n  2), 

The causal system:

The non-causal system:

Stability (in the sense of bounded-input bounded-output BIBO). A

Example: Square y[n]   x[n] 2

Counter Example: Log y[n]  log  x[n] 

even if input is bounded by x[n]  Bx  

The stable systems:

where F[.] is some arbitrary function. In contrast, if y(n) at

The recursive system:

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