Chapter 10
Discrete-Time Linear Time-Invariant Systems
Sections 10.1-10-3
Representation of Discrete-Time Signals
• We assume Discrete-Time LTI systems
• The signal X[n] can be represented using
unit sample function or unit impulse
function: d[n]
• Remember:
x[n]d [n k ]
x[n]
x[k ]d [n k ]
k
x [ k ],n k
0,else
• Notations:
x0 [n] x[n]d [n 0] x[0]d [n 0] x[0], n 0
x1[n] x[n]d [n 1] x[1]d [n 1] x[1], n 1
notes
Representation of Discrete-Time Signals - Example
x[n] x1[n] x0 [n] x1[n]
x[1]d [n (1)] x[0]d [n] x[1]d [n (1)]
Convolution for Discrete-Time Systems
• LTI system response can be described using: d[n]
• For time-invariant: d[n-k]h[n-k]
System
h[n]
Impulse Response of a System
• For a linear system: x[k]d[n-k]x[k]h[n-k]
• Remember:
x[n]
x[k ]d [n k ]
k
• Thus, for LTI:
x[n]
k
k
x[k ]d [n k ] y[n] x[k ]h[n k ] x[n] * h[n]
• We call this the convolution sum
y[n]
x[k ]h[n k ] x[n] * h[n]
k
y[n]
• Remember:
h[k ]x[n k ] h[n] * x[n]
k
h[n] *d [n n0 ] h[n n0 ] *d [n] h[n n0 ]
Convolution for Discrete-Important Properties
• By definition
y[n ] h[n ] * d [n ] h[n ]
• Remember (due to time-invariance property):
h[n] *d [n n0 ] h[n n0 ] *d [n] h[n n0 ]
• Multiplication
d [n]g[n n0 ] d [n]g[n0 ]
Properties of Convolution
• Commutative
• Associative
• Distributive
Example
•
Given the following block diagram
–
–
–
–
–
Find the difference equation
Find the impulse response: h[n]; plot h[n]
Is this an FIR (finite impulse response) or IIR system?
Given x[1]=3, x[2]=4.5, x[3]=6, Plot y[n] vs. n
Plot y[n] vs. n using Matlab
Figure 10.3
FIR system contains finite
number of nonzero terms
1
y[n] ( x[n] x[n 1] x[n 2])
3
•
Difference equation
•
To find h[n] we assume x[n]=d[n], thus y[n]=h[n]
•
•
1
y
[
n
]
h
[
n
]
(d [n] d [n 1] d [n 2])
– Thus: h[0]=h[1]=h[2]=1/3
3
Since h[n] is finite, the system is FIR
In terms of inputs:
y[n]
x[k ]h[n k ] x[n] * h[n]
k
y[n]
h[k ]x[n k ] h[n] * x[n]
k
... x[n 3]h[3] x[n 2]h[2] x[n 1]h[1] x[n 0]h[0] x[n 1]h[1] ....
x[n 2]h[2] x[n 1]h[1] x[n 0]h[0]
Example – cont.
•
Given the following block diagram
–
–
–
–
–
•
Find the difference equation
Find the impulse response: h[n]; plot h[n]
Is this an FIR (finite impulse response) or IIR system?
Given x[1]=3, x[2]=4.5, x[3]=6, Plot y[n] vs. n
Plot y[n] vs. n using Matlab
Figure 10.3
In terms of inputs:
y[n] ... x[n 3]h[3] x[n 2]h[2] x[n 1]h[1] x[n 0]h[0] x[n 1]h[1] ....
x[n 2]h[2] x[n 1]h[1] x[n 0]h[0]
Try for different values of n
•
Calculate for n=0, n=1, n=2, n=3, n=4, n=5, n=6
–
–
–
–
–
–
–
n=0; y[0]=0
n=1; y[n]=1
n=2; y[2]=2.5
n=3; y[2\3]=4.5
n=4; y[4]=3.5
n=5; y[5]=2
n=6; y[6]=0
Example – cont. (Graphical Representation)
X[m]
h[0]=h[1]=h[2]=1/3
X[n-k]
x[1]=3, x[2]=4.5, x[3]=6
y[n] ... x[n 3]h[3] x[n 2]h[2] x[n 1]h[1] x[n 0]h[0] x[n 1]h[1] ....
x[n 2]h[2] x[n 1]h[1] x[n 0]h[0]
Example
• Consider the following difference equation:y[n]=ay[n-1]+x[n]
–
–
–
–
Draw the block diagram of this system
Find the impulse response: h[n]
Is it a causal system?
Is this an IIR or FIR system?
Example
• Consider the following difference equation:y[n]=ay[n-1]+x[n];
– Draw the block diagram of this system
– Find the impulse response: h[n]
– Is this an IIR or FIR system?
We assume x[n]=d[n]
y[n]=h[n]=ah[n-1]+d[n];
y[0]=h[0]=1
y[1]=h[1]=a
y[2]=h[2]=a^2
y[3]=h[3]= a^3
h[n]=a^n ; n>=0
It is IIR (unbounded)
Causal system (current and past)
Example
• Assume h[n]=0.6^n*u[n] and x[n]=u[n]
– Find the expression for y[n]
– Plot y[n]
– Plot y[n] using Matlab
y[n]
h[k ]x[n k ] h[n] * x[n]
n
0.6 u[n k ]u[k ] 0.6
k
k
h[n]
y[n]
k
x[n]
k 0
k
2.5[1 0.6 n 1 ]; n 0
y[0]=1
y[1]=1.6
…..
y(100)=2.5
Steady State Value is 2.5
Remember These Geometric Series:
Properties of Discrete-Time LTI Systems
• Memory:
y[n]
– A memoryless system is a pure gain
system: iff h[n]=Kd[n];
• K=h[0] = constant & h[n]=0 otherwise
x[k ]h[n k ] x[n] * h[n]
k
y[n]
h[k ]x[n k ] h[n] * x[n]
k
y[n] ... x[n 3]h[3] x[n 2]h[2] x[n 1]h[1] x[n 0]h[0] x[n 1]h[1] ....
x[n 2]h[2] x[n 1]h[1] x[n 0]h[0]
• Causality
Note that if k<0depending on
future; Thus h[k] should be zero
to remove dependency on the
future.
– y[n] has no dependency on future values
of x[n]; thus h[n]=0 for n<0 (note h[n] is
non-zero only for d[n=0].
y[n] h[k ]x[n k ] x[n]h[0] ... x[0]h[n] x[1]h[n 1] ...
k 0
y[n]
n
x[k ]k[n k ] x[n]h[0] ... x[0]h[n] x[1]h[n 1] ...
k
Properties of Discrete-Time LTI Systems
• Stability
– BIBO: |x[n]|< M
– Absolutely summable:
| h[k ] |
k
• Invertibility:
– If the input can be determined from output
– It has an inverse impulse response
– Invertible if there exists: hi[n]*h[n]=d[n]
Example 1
• Assume h[n]= u[n] (1/2)^n
x[n]
– Memoryless?
– Casual system?
– Stable?
– Has memory (dynamic): h[n] is not
Kd[n] (not pure gain); h[n] is non-zero
– Is causal: h[n]=0 for n<0
– Stable:
1
1
| h[k ] | | |
2
1 0.5
k
k 0 2
k
h[n]
y[n]
Example 2
• Assume h[n]= u[n+1] (1/2)^n
x[n]
– Memoryless?
– Casual system?
– Stable?
– Has memory (dynamic): h[n] is
not Kd[n] (not pure gain)
– Is NOT causal: h[n] not 0 for
n<0; h[-1]=2
– Stable:
1 k
1
| h[k ] | | | 2
4
1 0.5
k
k 1 2
h[n]
y[n]
Example 3
• Assume h[n]= u[n] (2)^n
x[n]
– Memoryless?
– Casual system?
– Stable?
– Has memory (dynamic): h[n] is
not Kd[n] (not pure gain)
– Is causal: h[n]=0 for n<0
– Not Stable:
k
|
h
[
k
]
|
|
2
|
k
k 0
h[n]
y[n]