eleg 4603/5173l digital signal processing ch. 1 discrete

38
Department of Electrical Engineering University of Arkansas ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete-Time Signals and Systems Dr. Jingxian Wu [email protected]

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Page 1: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

Department of Electrical EngineeringUniversity of Arkansas

ELEG 4603/5173L Digital Signal Processing

Ch. 1 Discrete-Time Signals and Systems

Dr. Jingxian Wu

[email protected]

Page 2: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

OUTLINE

2

• Classifications of discrete-time signals

• Elementary discrete-time signals

• Linear time-invariant (LTI) discrete-time systems

• Causality and stability

• Difference equation representation of LTI systems

Page 3: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

3

SIGNAL CLASSICIATION

• Discrete-time signal

– A signal that is defined only at discrete instants of time.

– Represented as

4cos)(

nnx

4exp

2

1)(

nnx

),(nx ,3,2,1,0,1,2,3, n

Page 4: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

• Review: Analog v.s. digital

– Continuous-time signal

• continuous-time, continuous amplitude analog signal

– Example: speech signal

• Continuous-time, discrete amplitude

– Example: traffic light

– Discrete-time signal

• Discrete-time, discrete-amplitude digital signal

– Example: Telegraph, text, roll a dice

• Discrete-time, continuous-amplitude

– Example: samples of analog signal,

average monthly temperature

10

2

3

0

21

10

23

0

21

4

SIGNAL CLASSICIATION

),(tx

),(nx

Page 5: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

5

SIGNAL CLASSIFICATION

• Periodic signal v.s. aperiodic signal

– Periodic signal

• The smallest value of N that satisfies this relation is the fundamental

periods.

– Is periodic?

)()( Nnxnx

– Example: )3cos( n

)cos( n

)cos( n

)4

3cos( n

is periodic if is an integer, and the smallest N

is the fundamental period.

)cos( n Nk

2

Page 6: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

6

SIGNAL CLASSIFICATION

• Sum of two periodic signals

)(1 nx : fundamental period 1N

)(2 nx : fundamental period 2N

)()( 21 nxnx is periodic if both and are periodic.

Assume

q

p

N

N

2

1

)()( 21 nxnx

where p and q are not divisible of each other. The period is 12 qNpNN

)(1 nx )(2 nx

Page 7: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

SIGNAL CLASSIFICATION

• Example:

– Is the signal periodic? If it is, what is the fundamental period?

7

)2

1

7

3sin()

9cos(

nn

Page 8: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

8

SIGNAL CLASSIFICATION

• Energy signal

– Energy:

n

N

NnN

nxnxE22

)()(lim

– Review: energy of continuous-time signal

– Energy signal: E0

dttxE

2)(

Page 9: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

SIGNAL CLASSIFICATION

• Power signal

– Power of discrete-time signal

9

N

NnN

nxN

P2

)(12

1lim

– Power signal: P0

– Review: power of continuous-time signal

T

TTdttx

TP

2)(

2

1lim

Page 10: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

SIGNAL CLASSIFICATION

• Example

– Determine if the discrete-time exponential signal is an energy signal or

power signal

10

nnx 5.02)( 0n

Page 11: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

OUTLINE

11

• Classifications of discrete-time signals

• Elementary discrete-time signals

• Linear time-invariant (LTI) discrete-time systems

• Causality and stability

• Difference equation representation of LTI systems

Page 12: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

ELEMENTARY SIGNALS

• Basic signal operations

– Time shifting

• shift the signal to the right by k samples

– Reflecting

• Reflecting x(n) with respect to n = 0.

12

)( knx

)(nx )3( nx )3( nx

)( nx

)(nx )( nx

Page 13: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

ELEMENTARY SIGNALS

• Basic signal operations

– Time scaling

• Example: Let

Find ,

13

odd ,1

even ,1)(

n

nnx

)2( nx )12( nx

Page 14: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

ELEMENTARY SIGNALS

• Basic signal operations

– Time scaling

• Example:

the always points to x(0)

find

14

]2,0,1,2,1[)( nx

3

2

3,

3),3(

nx

nxnx

Page 15: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

ELEMENTARY SIGNALS

• Unit impulse function

– time shifting

• Unit step function

15

.0

,0

,0

,1)(

n

nn

.

,

,0

,1)(

kn

knkn

.0

,0

,1

,0)(

n

nnu

• Relation between unit impulse function and unit step

function)1()()( nunun

n

k

knu )()(

Page 16: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

ELEMENTARY SIGNALS

• Exponential function

• Complex exponential function

– x(n) is periodic if is an integer, and the smallest integer N is the

fundamental period.

• Example

– Are the following signals periodic? If periodic, find fundamental period.

16

)exp()( nnx

)sin()cos()exp()( 000 njnnjnx

Nk

0

2

njnx

9

7exp)(1

njnx

9

7exp)(2

Page 17: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

OUTLINE

17

• Classifications of discrete-time signals

• Elementary discrete-time signals

• Linear time-invariant (LTI) discrete-time systems

• Causality and stability

• Difference equation representation of LTI systems

Page 18: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DISCRETE-TIME SYSTEMS

• Linear system

– Consider a system with the following input-output relationship

– The system is linear if it meets the superposition principle

18

System)(1 nx )(1 ny System

)(2 nx )(2 ny

System)()( 21 nxnx )()( 21 nyny

• Time-invariant system

– Consider a system with the following input-output relationship

– The system is time-invariant if a time-shift at the input leads to the same

time-shift at the output

System)(nx )(ny

System)( knx )( kny

Page 19: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

• Any arbitrary discrete-time signal can be decomposed as weighted

summation of the unit impulse functions

– Why?

E.g.

– Recall:

DISCRETE-TIME SYSTEM

• Impulse response of a LTI system

– The response of the system when the input is

19

)(nSystem

)(nh

)(n

k

knkxnx )()()(

k

kkxx )3()()3(

dtxtx

)()()(

Page 20: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DISCRETE-TIME SYSTEM

• LTI response to arbitrary input

– Any arbitrary signal can be written as

– Time-invariant

– Linear

20

k

knkxnx )()()(

)( knLTI

)( knh

)()( knkxk

LTI

)()( knhkxk

)(nxLTI

)()()( knhkxnyk

Page 21: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DISCRETE-TIME SYSTEM

• Convolution sum

– The convolution sum of two signals and is

21

)(nx )(nh

)()()()( knhkxnhnxk

• Response of LTI system

– The output of a LTI system is the convolution sum of the input and

the impulse response of the system.

)(nx)(nh

)()( nhnx

Page 22: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DISCRETE-TIME SYSTEM

• Examples

– 1.

– 2.

22

)()( mnnx

),()( nunx n )()( nunh n

)()( nhnx

Page 23: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

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DISCRETE-TIME SYSTEM

• Example

– 3. Find the step response of the system with impulse response

)(3

2cos

2

12)( nunnh

n

Page 24: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

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DISCRETE-TIME SYSTEM

• Example:

– Let be two

sequences, find

],4,3,2,1[)( nh]2,1,0[)( nx

)()( nhnx

Page 25: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DISCRETE-TIME SYSTEM

• Properties: commutativity

25

)()()()( nxnhnhnx

)(nxh(n)

)()( nhnx )(nhx(n)

)()( nxnh

Page 26: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

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DISCRETE-TIME SYSTEM

• Properties: associativity

)()()()()()()()()( 212121 nhnhnxnhnhnxnhnhnx

)(nx)()( 21 nhnh

)(ny)(nx)(1 nh )(2 nh

)(ny

)(1 ny

)(nh

Page 27: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

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DISCRETE-TIME SYSTEM

• Distributivity

)()()()()()()( 1121 nhnxnhnxnhnhnx

)(nx

)(1 nh

)(2 nh

)(ny+

)(nx)()( 21 nhnh

)(ny

Page 28: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DISCRETE-TIME SYSTSEMS

• Example

– Consider a system shown in the figure. Find

the overall impulse response.

28

)1(2)()(1 nnnh )()1()(2 nunnh )(2)(3 nunh n

Page 29: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

OUTLINE

29

• Classifications of discrete-time signals

• Elementary discrete-time signals

• Linear time-invariant (LTI) discrete-time systems

• Causality and stability

• Difference equation representation of LTI systems

Page 30: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

CAUSALITY AND STABILITY

• Causal system

– A discrete-time system is causal if the output depends only on

values of input for

• The output does not depend on future input.

– Example:

• determine whether the following systems are causal.

30

)( 0ny

0nn

)1()( 2 nxny

)(3)()( 2 nxnxny

)1()()1(3

1)( nxnxnxny

n

k

kxny )()(

1

)()(n

k

kxny

Page 31: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

• Causality of LTI system

– An LTI system is causal if and only if h(n)=0 for n < 0

• Why?

– A signal x(n) is causal if x(n)=0 for n < 0.

– Example:

• For LTI systems with impulse responses given as follows. Find if the

systems are casual.

31

CAUSALITY AND STABILITY

1

)()()()()()()(n

n

knhkxknhkxknhkxny

)2cos()( nnh

)()2cos()( nunnh

)1()()( nubnuanh nn

)1()()( nubnuanh nn

Page 32: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

• Bounded-input bounded-output (BIBO) stable

– a system is BIBO stable if, for any bounded input x(n), the response y(n) is

also bounded.

• BIBO stability of LTI system

– An LTI discrete-time system is BIBO stable if

• Why?

32

CAUSALITY AND STABILITY

)(kh

Page 33: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

CAUSALITY AND STABILITY

• Example

– For an LTI system with impulse responses as follows. Are they BIBO

stable?

33

)()5.0()( nunh n

)()5.0()( nunh n

nnh )5.0()(

)(2)( nunh n

)(2)( nunh n

Page 34: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

OUTLINE

34

• Classifications of discrete-time signals

• Elementary discrete-time signals

• Linear time-invariant (LTI) discrete-time systems

• Causality and stability

• Difference equation representation of LTI systems

Page 35: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DIFFERENCE EQUATION

• Difference equation representation of LTI discrete-time system

– Any LTI discrete-time system can be represented as

– Review: any LTI continuous-time system can be represented as

35

M

k

k

N

k

k knxbknya00

)()(

M

kk

k

k

N

kk

k

kdt

txdb

dt

tyda

00

)()(

Page 36: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DIFFERENCE EQUATION

• Simulation diagram

36

)()1()()()1()( 101 NnxbnxbnxbNnyanyany NN

Page 37: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DIFFERENCE EQUATION

• Example

– Draw the simulation diagram of the LTI system described by the following

difference equation

37

)2(5)1()(5.0)1(3)(2 nxnxnxnyny

Page 38: ELEG 4603/5173L Digital Signal Processing Ch. 1 Discrete

DIFFERENCE EQUATION

• Example

– The impulse response of an LTI system is

• Find the difference equation representation

• Draw the simulation diagram.

38

]5,0,3,2[)( nh