Discrete-Time Systems

Discretetime System:
A system that operates on discretetime signals.

Examples:
max

1
accumulator

Initial condition needed. It is customary to assume ALL systems

. y(n) at n
is solely and uniquely
are relaxed at n
determined by x(n).
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System Operations:
Addition & Multiplication:

Delay and Advance:

System Attributes:
Static (Memoryless) & Dynamic
Linear & Nonlinear
Time invariant & Time variant
Causal & Noncausal
Stable & unstable
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Static & Dynamic Systems:

Static: Output at n depends only on the input at the same time n,
and not on past or future samples.
That is, y(n) depends on x(n) at same n and not on x(nk), k 0

Dynamic: Output at n depends only on the input at times nk, k0

That is, y(n) depends on x(n) and/or x(nk), k > 0

Finite&InfiniteMemory

Linear and Nonlinear Systems:

A linear system satisfies the superposition principle, in which it

must demonstrate the additivity property and scaling (homogeneity)
property
iff: a

in place of x(n)

Otherwise its nonlinear.

But this is incrementally linear, that is,
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is linear

Time (shift) Invariant and Time (shift) Variant Systems:

Invariant: The system is such that a shift in input sequence results in an
identical shift in the output sequence
iff:
in place of n

in place of x(n)
X()x( k)

Otherwise its time variant.

Why??

Linear time invariant (LTI) system An important class

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Linear Systems & Shift Invariant Systems for Multidimensional Signals:

Linearity:
iff: a
a

,
,

,,
,,

,
,

,,
,,

,,
, ,,

Shift Invariance:
iff:

Linear shift invariant (LSI) system An important class

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Causal and Noncausal Systems:

Causal: The output of the system at a time depends only or present
and past inputs. That is:
,

depends on
does not depend on

1 ,
n

1 ,

2 ,
n

2 ,

1 ,
Otherwise noncausal (anticipative).
1

Signals can also be causal!! A signal whose value is zero for all
negative times (opposite anticausal, negation noncausal)
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Stable and Unstable Systems:

BIBO stable: IFF every bounded input to the system produces a
bounded output. BIBO bounded input, bounded output.
,

For input
Output is

: When

Otherwise unstable.

Bounded inputs:

1
How do you
ensure for all
sequences??

1,

0 : No

Parallel and Cascade Interconnection of Systems:

*If both are LTI then =, and

If both are only TI then
is time invariant

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*PicturestakenfromDigitalSignalProcessing:Principles,AlgorithmsandApplicationsbyJohnG.Proakis,
Dimitris G.Manolakis

Discrete Linear Time Invariant Systems and Convolution Sum:

Invoking linearity:

Impulse response

n

Invoking timeinvariance:

Convolution sum
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 Convolution Sum: Folding, Shifting, Multiplying and Adding

*Picturestakenfrom
DigitalSignalProcessing:
Principles,Algorithms
andApplicationsbyJohn
G.Proakis,Dimitris G.
Manolakis

Add to get y(0)

Add to get y(1)

Add to get y(1)

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Total samples in y = M (total samples in x) +N (total samples in h) 1

Convolution Sum of Multidimensional Signals:

,

,,

,,

Visualization of 2D:

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*PicturestakefromFundamentalsofDigitalImageProcessingbyAnilK.Jain

Properties of Convolution Sum:

Commutative Law:

Distributive Law:

Associative Law:

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Properties of LTI system:

Memoryless Systems:
Causal Systems:

Invertibility: There exists a

0,

0,

0
0

such that

Stable Systems:
|

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So

Allthesearesimilarlyapplicationformultidimensional
, ,,
systemsaswellconsidering

LTI Systems with FiniteDuration and InfiniteDuration Impulse

Response:
Finiteduration impulse response (FIR):

0,

&

Can be causal
as well

The signal samples within

a window is considered

y
Infiniteduration impulse response (IIR):

Duration not finite

y
How do you practically process the
infinite samples??

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Discrete LTI system in difference equation forms:

Considertherecursivesystem:
Zerostateresponse
(relaxedinitialstate)

1
Zeroinputresponse
1

Causalsystem

WecanconsiderthisisasIIRsystem
Generalform:

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N=0,nonrecursivesystem:

ThisisasFIRsystemwithimpulseresponse:

SocausalLTIIIRsystemcouldformapartofrecursivesystems.

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Correlation of DiscreteTime Sequences:

Correlation Convolution

, &

Why??

AutoCorrelation&CrossCorrelation
NormalizedAutoCorrelation&CrossCorrelation:

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Meaningfulforenergysignals.

CorrelationofPeriodicSignals:
PeriodicSignalsarePowerSignalshavinginfiniteenergy.
lim

1
2

1
Theaverageissameasin1period!

Similarly:
1

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CorrelationofMultidimensionalSequences:
,

,,

,,

Someinterestingresults:

Considering

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