Digital Signal Processing

Dr. Ahmad Salman

BEE2-CD
SEECS
Lecture-2
Quote of the Day
I lost the chess to my computer, I won in the
kickboxing afterwards though.


Content and Figures are from Discrete-Time Signal Processing, 2e by Oppenheim, Shafer, and Buck, 1999-2000 Prentice Hall
Inc.
Linear-Time Invariant System
Special importance for their mathematical tractability
Most signal processing applications involve LTI systems
LTI system can be completely characterized by their impulse
response



Represent any input




From time invariance we arrive at convolution
T{.} o[n-k] h
k
[n]
| | | | | |

=
o =
k
k n k x n x
| | | | | | | | | | { } | | | |


=

=
= o =
)
`

o =
k
k
k k
n h k x k n T k x k n k x T n y
| | | | | | | | | | k h k x k n h k x n y
k
- = =

=
LTI System Example
y n
[ ]
= x k
[ ]
h n- k
[ ]
k=-

Convolution Demo
https://engineering.purdue.edu/VISE/ee438/demos/flash/lti_conv.html
Convolution (Example)
y n
[ ]
= x k
[ ]
h n- k
[ ]
k=-

Properties of LTI Systems

Convolution is commutative






Convolution is distributive


| | | | | | | | | | | | | | | | k x k h k n x k h k n h k x k h k x
k k
- = = = -


=

=
| | | | | | ( ) | | | | | | | | k h k x k h k x k h k h k x
2 1 2 1
- + - = + -
h[n] x[n] y[n] x[n] h[n] y[n]
h
1
[n]
x[n]
y[n]
h
2
[n]
+
h
1
[n]+ h
2
[n] x[n] y[n]
Properties of LTI Systems
Cascade connection of LTI systems








h
1
[n] x[n] h
2
[n] y[n]
h
2
[n] x[n] h
1
[n] y[n]
h
1
[n]-h
2
[n] x[n] y[n]
Stable and Causal LTI Systems
An LTI system is (BIBO) stable if and only if
Impulse response is absolute summable


Lets write the output of the system as


If the input is bounded

Then the output is bounded by


The output is bounded if the absolute sum is finite
An LTI system is causal if and only if
| | <

= k
k h
| | | | | | | | | |


=

=
s =
k k
k n x k h k n x k h n y
x
B ] n [ x s
| | | |

=
s
k
x
k h B n y
| | 0 k for 0 k h < =
Linear Constant-Coefficient Difference Equations
An important class of LTI systems of the form


The output is not uniquely specified for a given input
The initial conditions are required
Linearity, time invariance, and causality depend on the initial
conditions
If initial conditions are assumed to be zero system is linear, time
invariant, and causal
Example
Moving Average


Difference Equation Representation


| | | |

= =
=
M
0 k
k
N
0 k
k
k n x b k n y a
] 3 n [ x ] 2 n [ x ] 1 n [ x ] n [ x ] n [ y + + + =
| | | | 1 b a where k n x b k n y a
k k
3
0 k
k
0
0 k
k
= = =

= =
Eigenvalues-Eigenvectors
Blue Arrow = Eigenvector
Eigenvalue = 1
Eigenvalues-Eigenvectors
Eigenfunctions of LTI Systems
Complex exponentials are eigenfunctions of LTI systems:


Lets see what happens if we feed x[n] into an LTI system:






The eigenvalue is called the frequency response of the system


H(e
je
) is a complex function of frequency
Specifies amplitude and phase change of the input
| |
n j
e n x
e
=
| | | | | | | |
) k n ( j
k k
e k h k n x k h n y
e

=

= =
| | | | ( )
n j j n j k j
k
e e H e e k h n y
e e e e

=
=
|
|
.
|

\
|
=

( ) | |
k j
k
j
e k h e H
e

=
e

=
eigenfunction
eigenvalue