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Signals, Spectra and Signal Processing (EC413L1)

Chapter 2

DISCRETE-TIME SIGNALS AND SYSTEMS

2.0 Introduction

• This chapter introduces the different elementary discrete-time signals that are important in the
treatment of signal processing. These are used as basis functions or building blocks to describe
more complex signals.
• This chapter also emphasizes the characterization of discrete-time systems in general and the
class of linear time-invariant (LTI) systems in particular.
• The motivation for studying LTI systems is twofold: first, there are a large collection of
mathematical techniques that can be applied to the analysis of LTI systems; second, many
practical systems are either LTI systems or can be approximated by LTI systems.

2.1 Discrete-Time Signals

• A discrete-time signal x(n) is a function of an independent variable that is an integer. A graphical


representation of a discrete-time signal is shown below

Discrete-Time Signal
2

1.5

1
x(n)

0.5

-0.5

-1
-4 -3 -2 -1 0 1 2 3 4 5
n

Figure 2.1. Graphical representation of discrete-time signal

Note: A discrete-time signal is NOT DEFINED at instants between two successive samples.

• A discrete-time signal is defined for every integer value n for -∞ < n < +∞.
• x(n) refers to the nth sample of the signal.

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• Some alternative representations of discrete-time signals:


o Functional representation – through equations:
Example:

1, for n = 1,3
xn =  4, for n = 2 
0, elsewhere

o Tabular representation – through tables:


Example:

o Sequence representation – through row matrices:


Examples: For infinite-duration signal, the time origin (n = 0) is indicated by an ↑below
the value.

 
x (n ) = . . . 0 0 1 4 1 0 0. . . 
 ↑ 

A sequence, which is zero for n < 0 can be represented as

 
x (n ) = 0 1 4 1 0 0 . . . 
↑ 

If an arrow is omitted, the leftmost value is understood to be the sample at time-origin.


A finite-duration sequence is represented as

 
x (n ) = 3 − 1 − 2 5 0 4 − 1
 ↑ 

whereas a finite-duration sequence that is defined only at n > 0 can be represented as

x (n ) = [0 1 4 1]

2.1.1 Some Elementary Discrete-Time Signals


• Unit sample sequence, denoted as δ(n), is defined as

1 for n = 0
δn = 
0 for n ≠ 0
2.1.6

In words, the unit sample sequence is a signal that is zero everywhere, except at n = 0 where its
value is unity. It is also called unit impulse. The graphical representation of δ(n) is shown below.

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1.5

0.5

0
-10 -5 0 5 10

Figure 2.2 Unit impulse sequence

• Unit step signal, denoted as u(n), is defined as

1 for n ≥ 0
un = 
0 for n < 0
2.1.7

Unit step signal is illustrated below

1.5

0.5

0
-10 -5 0 5 10

Figure 2.3. Unit step sequence

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• Unit ramp signal, denoted as r(n), and is defined as

n for n ≥ 0
rn = 
0 for n < 0
2.1.8

Unit ramp sequence is shown below

15

10

0
-10 -5 0 5 10

Figure 2.4. Unit ramp sequence

• Exponential signals are of the form

xn = a 2.1.9

If a is a real number, then x(n) is also a real number. The figures below illustrate x(n) for various
values of the parameter a.

Figure 2.5. Real exponential signals for various values of the parameter a

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When the parameter a is complex-valued, it can be expressed as

a = re

and x(n) as

xn = !re " = r  ∙ e = r  cos θn + j sin θn


  2.1.10

having a real part xR(n)

xR n = r  cos θn 2.1.11

and imaginary part xI(n)

xI n = r  sin θn 2.1.12

Figure below shows the real and imaginary plots of the complex exponential signal. Notice that
the real part is a damped cosine wave while the imaginary part is a damped sine wave.

real part
1

0.5

-0.5
0 5 10 15 20 25 30
imaginary part
1

0.5

-0.5
0 5 10 15 20 25 30

Figure 2.6. Graphs of real and imaginary components of a complex-valued signal

Complex exponential signals can also be represented graphically using the amplitude function

|xn| = An = r  2.1.13

and the phase function

∠xn = ϕn = θn 2.1.14

The figure below shows the plot of complex exponential function in terms of magnitude and
phase functions.

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magnitude
1

0.5

0
0 5 10 15 20 25 30
phase
5

-5
0 5 10 15 20 25 30

Figure 2.7. Graph of amplitude and phase function of a complex-valued exponential signal

2.1.2 Classification of Discrete-Time Signals

• Energy and power signals


o The energy E of a signal x(n) is given as
2

E = 0 |xn|1
2.1.15

3 42

o If the energy of the signal E is finite, then it is an energy signal.


o If its energy is infinite, it may have finite average power, given by
N
1
P = lim 0 |xn|1
N → 2 2N + 1
2.1.16

3 4N

o If it has finite average power, then it is a power signal.

• Periodic and aperiodic signals


o A signal x(n) is periodic with period N (N > 0) if and only if

xn + N = xn for all n 2.1.20

o If there is no value of N that satisfies the above equation, the signal is considered
aperiodic.

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o The energy of a periodic signal x(n) over a single period is finite, if x(n) takes on finite
values over the period. However, for the whole duration of the signal (from negative to
positive infinity) its energy is infinite.
o For the whole duration of the signal, the average power of the periodic signal is finite
and is equal to the average power over a single period, given by
N4:
1
P= 0|xn|1
N
2.1.23

3;

hence, a periodic signal is a power signal.

• Example: Determine whether the following signals are energy or power signals and determine
their energy and power.
a) Unit sample sequence

c) xn = cos < ?, for −∞ < n < +∞


b) Unit step sequence
=
>
d) xn = 0.2 un
 
e) x (n) = L 3 − 2 1 − 1 4 3 2 L
 ↑ 
• Symmetric (even) and antisymmetric (odd) signals
o A real-valued signal x(n) is called symmetric or even if x(-n) = x(n)
o It is asymmetric or odd if x(-n) = -x(n). We note that in this case, x(0) = 0.

Even

0
-5 0 5
Odd
5

-5
-5 0 5

Figure 2.8. Graphical illustration of even and odd signals

o Any signal can be expressed as the sum of two signal components, one even and one
odd.

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o The even signal component is formed by

1
xC n = Dxn + x−nE
2
2.1.26

o The odd signal component is formed by

1
xF n = Dxn − x−nE
2
2.1.27

• Example: Resolve the following signals into its odd and even components and plot the resulting
sequence. Verify your answers.

1 + > for − 3 ≤ n ≤ −1

a) Unit step sequence

b) xn = G 
1 for 0 ≤ n ≤ 3
0 elsewhere
 
c) x (n) = L 3 − 2 1 − 1 4 3 2 L
 ↑ 

2.1.3 Simple Manipulations of Discrete-Time Signals

• Transformation of the independent variable (time)


o Time shifting – shifting the signal x(n) in time involves replacing n with n – k, where k is
an integer. If k is positive, the time shifts results in the delay of the signal by k units of
time. If k is negative, the time shifts results in an advance of the signal by |k| units of
time.

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Figure 2.9. Graphical representation of a signal, and its delayed and advanced versions

o Time folding – the signal x(n) is folded about n = 0 when the time variable n is replaced
by –n.

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Figure 2.10. Graphical illustration of the folding and shifting operations

o Time-scaling – the signal x(n) is downsampled when the time variable n is replaced by
an, where a is an integer. It is upsampled when the time variable n is replaced by n/a,
where a is an integer.
o Downsampling means resampling the sampled signals, that is, decreasing the sampling
rate by a. Upsampling means inserting a – 1 samples in between samples.

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Figure 2.11. Downsampling and Upsampling

• Addition, multiplication and scaling of sequences


o Amplitude scaling of a signal by a constant A is accomplished by multiplying the value of
every signal sample by A.

yn = Axn for -∞ < n < +∞

o The sum of two signals x1(n) and x2(n) is a signal y(n), whose value at any instant is equal
to the sum of the values of these two signals at that instant, that is

yn = x: n + x1 n for -∞ < n < +∞

o The product of two signals is similarly defined on a sample-to-sample basis as

yn = x: n ⋅ x1 n for -∞ < n < +∞

• Example: A discrete-time signal is defined as

n
1+ for − 3 ≤ n ≤ −1
xn = K 3 
1 for 0 ≤ n ≤ 3
0 elsewhere

a. Determine its values and sketch the signal x(n).


b. Sketch the signal that will result if we:
i. First fold x(n) and then delay the resulting signals by four samples.
ii. First delay x(n) by four samples and then fold the resulting signal.

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c. Sketch the signal x(-n + 4).


d. Compare the results in parts (b) and (c) and derive a rule for obtaining the signal x(-n+k)
from x(n).
e. Express the signal x(n) in terms of signal of unit sample and unit step sequences.

• Example: A discrete-time signal x(n) is shown below. Sketch and label carefully each of the
following signals:

a) x(n – 2)
b) x(4 – n)
c) 3x(n + 2)
d) x(n) u(2 – n)
e) x(n – 1) δ(n – 3)
f) x(n2)
g) even part of x(n)
h) odd part of x(n)

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2.2 Discrete-Time Systems

• A discrete-time system is a device or an algorithm that performs some prescribed operation on


a discrete-time signal.
• The discrete-time system performs operation on an input discrete-time signal according to some
well-defined rule (the algorithm) to produce the output or response.
• We can describe the operation applied by the system to the input signal x(n) to produce the
output y(n) in the following manner

yn = ΤDxnE 2.2.1

where T denotes transformation (also called an operator) or processing performed by the


system on x(n) to produce y(n).

2.2.1 Input – Output Description of Systems

• The input – output description of a discrete-time system consists of a mathematical expression


or a rule, which explicitly defines the relation between the input and output signals

Figure 2.12. Block diagram representation of a discrete-time system.

• Example: For the input signal

|n|, −3 ≤ N ≤ 3
xn = M
0, OPℎRSTUVR

Determine the output of the system defined by the following input – output relationship.

a) yn = xn
b) yn = xn − 1
c) yn = xn + 1
d) yn = > Dxn + 1 + xn + xn − 1E
:

e) yn = maxDxn + 1, xn, xn − 1E


f) yn = ∑Y3 42 xn = xn + xn − 1 + xn − 2 + ⋯

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2.2.2 Block Diagram Representation of Discrete-Time Systems

• An adder – a system that performs the addition of two signals sequences to form another
sequence, which is the sum of the two inputs. The symbol for an adder is illustrated below

Figure 2.13. Symbol for adder

• A constant multiplier – a system that multiplies the input signal by a scale factor. The symbol for
the constant multiplier is shown below.

Figure 2.14. Symbol for constant multiplier

• Signal multiplier – a system that multiplies two input sequences to produce the product
sequence. A graphical representation of the signal multiplier appears below.

Figure 2.15. Symbol for signal multiplier

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• Unit delay element – a system that simply delays the signal passing through it by one sample.
The figure below illustrates such system.

Figure 2.16. Symbol for unit delay element

• Unit advance element – a system that moves the input ahead by one sample. A unit advance
system is graphically illustrated as the figure below.

Figure 2.17. Symbol for unit advance element

• Example: Sketch the block diagram representation of the discrete-time system described by the
input-output relation

1 1 1
yn = yn − 1 + xn + xn − 1
4 2 2

2.2.3 Classification of Discrete-Time Systems

• Static versus dynamic systems


o A discrete-time system is called static or memoryless if its output at any instant
depends at most on the input sample at the same time, but not on past or future
samples of the input. The systems described by the following input-output equations

yn = axn

yn = nxn + bx > n

are both static or memoryless. Note that there is no need to store any of the past inputs
or ouputs in order to compute the present output.

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o If the output of the system at any instant is computed using the past or future sample of
the input and the past output, the system is said to be dynamic or to have memory. The
systems described by the following input-output relations

yn = xn + 3xn − 1




yn = 0 xn − k
Y3;

yn = 0 xn − k
Y3;

are dynamic systems or systems with memory.

• Time-invariant versus time-variant systems


o A system is time-invariant if its input-output characteristics do not change with time. If
a system T in a relaxed state is excited by the input x(n) to produce the output y(n), then
we have

yn = TDxnE 2.2.13

If we excite the system by an input delayed by k number of samples, the output


becomes

yn, k = TDxn − kE

The system is said to be time-invariant if y(n,k) = y(n – k); otherwise it is said to be time
varying.

o The system identified by the input-output equation

yn = xn − xn − 1

is time-invariant while the system

yn = nxn

is time-varying system.

a) yn = xn − xn − 1


• Example: Determine if the following systems are time-invariant or time-varying systems

b) yn = nxn
c) yn = x−n
d) yn = xn cos ω; n

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• Linear versus nonlinear systems


o A linear system is one that satisfies the superposition principle.
o The superposition principle requires that the response of the system to a weighted sum
of signals be equal to the corresponding weighted sum of the responses of the system
to each of the individual input signals.
o A relaxed system T is linear if and only if

TDa: x: n + a1 x1 nE = a: TDx: nE + a1 TDx1 nE 2.2.26

for any arbitrary input sequences x1(n) and x2(n) and any arbitrary constants a1 and a2.

Figure 2.20. Graphical representation of the superposition principle

o Linear systems exhibit multiplicative or scaling property and additive property. This is
the consequence of the definition of the superposition principle (Eq. 2.2.26)
o The linearity condition stated by Eq. 2.2.26 can also be extended to any weighted linear
combination of signals.
• Example: Determine if the following systems described by the following input-output equations

a) yn = nxn
are linear or nonlinear.

b) yn = xn1 
c) yn = x 1 n
d) yn = Axn + B
e) yn = e_

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• Causal versus noncausal systems


o A system is said to be causal if the output of the system at any time [i.e., y(n)] depends
only on present and past inputs [i.e., x(n), x(n – 1), x(n – 2), …], but does not depend on
future inputs [i.e., x(n + 1), x(n + 2), …].
o If a system does not satisfy this condition, then it is said to be noncausal.
o Noncausal systems are physically unrealizable in real-time signal processing
applications.
• Example: Determine if the systems described by the following input-output equations are causal

o yn = xn − xn − 1


or noncausal

o yn = ∑Y3 42 xk


o yn = axn
o yn = xn + 3xn + 4
o yn = xn1 
o yn = x2n
o yn = x−n

• Stable versus unstable systems


o Stability is an important property that must be considered in any practical application of
a system
o An arbitrary relaxed system is said to be bounded input – bounded output (BIBO)
stable if and only if every bounded (finite) input produces a bounded output.
o If, for some bounded input sequence x(n), the output is unbounded (infinite), the
system is classified as unstable.
• Example: Analyze the stability of the nonlinear system described by the input-output equation

yn = y 1 n − 1 + xn

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2.3 Analysis of Discrete-Time Linear Time-Invariant Systems

• We now turn our attention to the analysis of the important class of linear, time-invariant (LTI)
systems.
• In particular, we shall demonstrate that such systems are characterized in the time domain
simply by their response to a unit sample sequence.
• We shall also demonstrate that any arbitrary input signal can be decomposed and represented
as a weighted sum of unit sample sequences.
• The general form of the expression that relates the unit sample response of the system and the
arbitrary input signal to the output signal, called the convolution sum or convolution formula, is
also derived.

2.3.1 Techniques for the Analysis of Linear Systems

• Two basic methods for analyzing the behavior or response of a linear system to a given input
signal.
o Direct solution of the input-output relationship of the system, whose general form (for
the LTI discrete-time systems) is
N M

yn = − 0 aY yn − k + 0 bY xn − k


2.3.1

Y3: Y3;

called the difference equation and represents one way to characterize the behavior of a
discrete-time LTI systems.

o The second method of analyzing the behavior of a linear system to a given input signal is
first decompose or resolve the input signal into a sum of elementary signals. The
elementary signals are selected so that the response of the system to each signal
component is easily determined. Then, using the linearity property of the system, the
responses of the system to the elementary signals are added to obtain the total
response of the system to the given input signal.

o The first method is discussed in the next section, the second method is discussed in this
section.

• The choice of the elementary signals appears to be arbitrary, as long as the response can be
determined conveniently.
• Resolution of the input signal to a weighted sum of unit sample (impulse) sequence proves to be
mathematically convenient and completely general solution to the response of the system. But
if the input signal is periodic with period N, it can be more mathematically convenient for us to
resolve these signals into harmonically related exponentials

xY n = eab  k= 0, 1, 2. . . N-1 2.3.5

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where the frequencies ωk are harmonically related and equal to 2πk/N.

2.3.2 Resolution of Discrete-Time Signals into Impulses

• Suppose we have an arbitrary signal x(n) that we wish to resolve into a sum of unit sample
sequence. We select the elementary signals xk(n) to be

xY n = δn − k 2.3.7

Note that the signal δ(n – k) is zero everywhere except at n = k, where its value is unity.

• If we multiply the input signal x(n) with δ(n – k), the result of this multiplication is another
sequence that is zero everywhere except at n = k, where its value is x(k). Thus if we repeat this
process at all possible values of k, the equation below holds true:
2

xn = 0 xk δn − k


2.3.10

Y3 42

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 
• Example: Resolve the sequence x (n) = 2 4 0 3 into a sum of weighted impulse
 ↑ 
sequence.

2.3.3 Response of LTI Systems to Arbitrary Inputs: The Convolution Sum

• We denote the response of the system to the input unit sample sequence as h(n) and is called
the impulse response of the system. A relaxed LTI discrete-time system is characterized, in time-
domain, by its impulse response.
• The response of the LTI system as a function of the input signal x(n) and its impulse response
h(n) is given as
2

yn = 0 xnhn − k
2.3.17

Y3 42

and is called the convolution sum of x(n) and h(n).

• The convolution sum involves four steps.


o Folding – Fold h(k) about k = 0 to obtain h(-k).
o Shifting – Shift h(-k) by n0 to the right (or left) if n0 is positive (or negative) to obtain h(n0
– k).
o Multiplication – Multiply x(k) by h(n0 – k) to obtain the product sequence x(k)h(n0 – k).
o Summation – Sum all the values of the product sequence to obtain the value of the
output at time n = n0.
• We note that this procedure results in the response of the system at a single time instant n = n0.
To evaluate the response of the system over all time instants, we should repeat steps 2 to 4
accordingly.
• We also note that the convolution sum is commutative, that is, it can be also expressed in the
form
2

yn = 0 xn − khn


2.3.28

Y3 42

• Example: The impulse response of a linear, time-invariant system is

 
h(n) = 1 2 1 − 1
 ↑ 

Determine the response of the system to the input signal

 
x (n ) = 1 2 3 1
 

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• Example: Determine the output y(n) of a relaxed linear time-invariant system with impulse
response

hn = a un, |a| < 1

when the input is a unit step sequence, that is,

xn = un

• Example: Compute the convolution sum of the following pairs of signals

• Example: Compute the convolution sum of the following pair of signals

2.3.4 Properties of Convolution and the Interconnection of LTI Systems

• To simplify the notation of convolution, the following forms are used:

and

• It was earlier noted that the convolution sum is commutative, that is

xn ∗ hn = hn ∗ xn

• The convolution sum is also associative, that is

Dxn ∗ h: nE ∗ h1 n = xn ∗ Dh: n ∗ h1 nE

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• The distributive property of the convolution sum is described as follows:

xn ∗ Dh: n + h1 nE = xn ∗ h: n + xn ∗ h1 n

2.3.5 Causal Linear Time-Invariant Systems

• A causal system is one whose output at time n depends only on present and past inputs but
does not depend on future inputs. For LTI systems, the causality condition also puts a restriction
on the impulse response of the system.
• A causal system has a causal impulse response, that is h(n) = 0 for n < 0. It is a necessary and
sufficient condition for causality.

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• The convolution sum formula can now be modified to reflect this condition. Thus

• If the input signal x(n) is also causal, that is x(n) = 0 for n < 0, the above formula can be further
simplified, that is

2.3.6 Stability of Linear Time-Invariant Systems

• An arbitrary relaxed system is BIBO stable if and only if its output sequence y(n) is bounded for
every bounded x(n).
• In terms of its impulse response h(n), an LTI system is stable if and only if its impulse response is
absolutely summable, that is, it decays over time, or

• This implies that any excitation at the input of the system, which is of finite duration, produces
an output that is “transient” in nature, that is its amplitude decays with time and dies out
eventually, when the system is stable.
• Example: Determine the range of values of the parameter a for which the LTI system with
impulse response

h(n) = an u(n)

is stable.

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• Example: Determine the range of values of a and b for which the LTI system whose impulse
response

a , n ≥ 0
hn = M 
b , n<0

is stable.

2.3.7 Systems with Finite-Duration and Infinite-Duration Impulse Response

• With the knowledge on the impulse response as the time-domain characterization of linear,
time-invariant systems, a classification on this subclass of systems can now be discussed
• LTI systems can be further subdivided into class of system depending on the duration of their
impulse response:
o Finite impulse response (FIR) systems whose impulse response is of finite length.
o Infinite impulse response (IIR) systems whose impulse response has infinite duration.
• For causal, finite impulse response system, it can be said that its impulse response is zero for
some finite time interval, that is

h(n) = 0 for n < 0 and n ≥ M

The convolution formula for such systems reduces to


M4:

yn = 0 hkxn − k
Y3;

• This means that the output at any time n is the weighted linear combination of the input signal
samples from x(0) to x(n – M + 1). In effect, this system acts as a “window” that views only the
most recent M input signals in forming the output. It neglects or “forgets” all prior input
samples. Thus we can say that FIR systems have finite memory.
• IIR systems, on the other hand have infinite memory. Its output, through the convolution

2
formula is

yn = 0 hkxn − k
Y3;

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2.4 Discrete-Time Systems Described by Difference Equations

• We have treated linear and time-invariant systems that are characterized by their unit sample
response h(n). In turn, h(n) allows us to determine the output y(n) of the system for any given

2
input sequence x(n) by means of convolution summation

yn = 0 hkxn − k
2.4.1
Y342
• This convolution formula in Eq. 2.4.1 suggests a means for the realization of the system. In case
of FIR systems, such a realization involves additions, multiplications and a finite number of
memory locations. Thus, FIR systems are readily implemented directly by convolution
summation.
• If the system is IIR, however it is impractical to implement it through the convolution
summation, since it requires an infinite number of memory locations, multiplications, and
additions.
• Thus IIR systems are more practically realized through the difference equation, which gives
computationally more efficient way of implementing IIR systems. This section describes the
method of analyzing systems using the difference equation.

2.4.1 Recursive and Nonrecursive Discrete-Time Systems

• Recursive systems is a system whose output y(n) at time n depends on any number of past
output values y(n-1), y(n-2), . . . etc. If the output y(n) does not depend on the previous outputs,
the system is called nonrecursive.
• Recursive algorithm oftentimes provide more computationally efficient means of implementing
algorithms.
• Example: Analyze the system which computes the cumulative average of a signal x(n) in the
interval 0 ≤ k ≤ n.
2
1
yn = 0 xk
n+1
Y3;

• Example: Analyze the system which computes the square-root of a number A.

1 xn
yn = dyn − 1 + e
2 yn − 1

for the input x(n) = 2u(n). Use √2 as an initial condition.

• The difference between recursive and nonrecursive systems is illustrated in the diagram below.
Note the presence of the feedback loop and the delay element for recursive system.

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2.4.2 Linear Time-Invariant Systems Characterized by Constant-Coefficient Difference Equation

• Systems described by constant-coefficient linear difference equations are a subclass of the


recursive and nonrecursive systems introduced in the preceeding subsections.
• Example: Analyze the simple recursive system

yn = ayn − 1 + xn

• The first part of the response, which contains y(-1) is the result of the initial condition y(-1) of
the system. The second part of the response is the response of the system to the input signal
x(n).
• If the system is initially relaxed, i.e. y(-1) = 0, its corresponding output is called its zero-state
response or forced response. It is denoted by yzs(n).
• If the initial conditions of the system is nonzero, and the input x(n) is zero for all values of n, the
system still has output, and is called the zero-input response or natural response. It is denoted
by yzi(n).

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Signals, Spectra and Signal Processing (EC413L1)

• In general, systems are described by linear, constant-coefficient difference equations. The

N M
general form for such an equation is

yn = − 0 aY yn − k + 0 bY xn − k


Y3: Y3;
• The integer N is called the order of the difference equation or the order of the system.
• Observe that in order to get y(n), we need to know the present and the past inputs x(n) as well
as the previous outputs y(n-k).

2.4.3 Solutions of Linear Constant-Coefficient Difference Equation

• Given a linear, constant-coefficient difference equation as the input-output relationship


describing a linear, time-invariant system, our objective in this subsection is to determine an
explicit expression for the output y(n).
• The method that we will develop in this section is called the direct method. The indirect
method of solving these types of equations involves the use of z-transform.
• The direct solution method assumes that the total solution is the sum of two parts:

yn = yg n + yh n

The part yh(n) is called the homogenous or complementary solution, whereas yp(n) is called the
particular solution.

• The homogenous solution


o Assume that x(n) = 0. Thus we will obtain the solution for the homogenous difference
equation
N

0 aY yn − k = 0
2.4.14

Y3;

o Assume that the solution is of the form of an exponential

yg n = m 2.4.15

N
o Substitute this to Eq. 2.4.14 to form the polynomial equation

0 aY m4Y = 0
Y3;

or

m4N !mN + a: mN4: + … + aN4: m + aN " = 0 2.4.16

The polynomial in parentheses is called the characteristic polynomial of the system. In


general, it has N roots, which we denote as m1, m2, m3, …, mN. The roots can be real or

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Signals, Spectra and Signal Processing (EC413L1)

complex-valued. Since the coefficients a1, a2, …, aN are real, complex valued roots occur
are complex-conjugate pair. Some of the N roots may be identical, in which case we
have multiple order roots.

o If the roots are distinct, the most general solution to the homogenous difference
equation in Eq. 2.4.14 is

yg n = c: m: + c1 m1 + c> m> + … + cN mN 2.4.17

where c1, c2, c3, … cN are the weighing coefficients.

o These coefficients are determined from the initial conditions specified for the system.
o Since the input x(n) = 0, Eq. 2.4.17 can be used to obtain the zero-input response of the
system.
• Example: Determine the homogenous solution of the system described by the first order

yn = ayn − 1 + xn


difference equation

• Example: Determine the zero-input response of the system described by the homogenous
second-order difference equation

yn − 3yn − 1 − 4yn − 2 = 0

• Example: Determine the homogenous solution and the zero-input response of the system
described by the difference equation

yn = kyn − 1 − yn − 2 + xn


j :
k

• Example: Determine the homogenous solution and the zero-input response of the system
described by the difference equation

yn − 3yn − 1 − 4yn − 2 = xn + 2xn − 1

Chapter 2 – Discrete-Time Signals and Systems Page 29


Signals, Spectra and Signal Processing (EC413L1)

• The particular solution


o Assume a particular solution yp(n) that depends on the input

o Substitute this particular solution to the original function.


o Solve for the necessary values of K that satisfies the original function for values of n
where none of the terms vanish.
• Example: Determine the particular solution of the system described by the first order difference

yn = ayn − 1 + xn


equation

at the input x(n) = u(n).

• Example: Determine the particular solution of the difference equation

yn = yn − 1 − yn − 2 + xn


j :
k k

to the input (a) x(n) = 4u(n) and (b) x(n) = 2nu(n).

• Example: Determine the particular solution of the difference equation

yn − 3yn − 1 − 4yn − 2 = xn + 2xn − 1

to the input x(n) = 4nu(n).

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Signals, Spectra and Signal Processing (EC413L1)

• The total solution


o The linearity property of the linear constant-coefficient difference equation allows us to
add the homogenous solution and the particular solution in order to obtain the total
solution. Thus

yn = yg n + yh n

o The resultant y(n) contains the constant parameters embodied in the homogenous
solution. These constants can be determined to satisfy the initial conditions.

yn = ayn − 1 + xn


• Example: Determine the total solution y(n), n ≥ 0, to the difference equation

when x(n) is a unit step sequence and y(-1) is the initial condition.

• Example: Determine the total solution of the system

yn = kyn − 1 − yn − 2 + xn


j :
k

to the input (a) x(n) = 4u(n) and (b) x(n) = 2nu(n). The initial conditions of this system are y(-1) =
y(-2) = 1. Also determine the zero-state and zero-input response of this system.

• Example: Determine the total solution of the system

yn − 3yn − 1 − 4yn − 2 = xn + 2xn − 1

to the input x(n) = 4nu(n). Also determine the zero-state and zero-input response of this system.

2.4.4 The Impulse Response of a Linear Time-Invariant Recursive System

• The impulse response of the system h(n) was previously defined as the response of the system
to a unit sample excitation.
• In the case of a recursive system, h(n) is simply equal to the zero-state response of the system
when the input x(n) = δ(n) and the system is initially relaxed.

yn = ayn − 1 + xn


• Example: Determine the impulse response of the system

• We have established the fact that the total response of the system to any excitation function
consists of the sum of the two solutions of the difference equation: the homogenous and the
particular solution to the excitation function.
• In the case where the excitation is an impulse, the particular solution is zero, since x(n) = 0 for n
> 0.
• The response of the system to an impulse consists only of the solution to the homogenous
equation, with the constant parameters evaluated to satisfy the initial conditions dictated by the
impulse.

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Signals, Spectra and Signal Processing (EC413L1)

• Example: Determine the impulse response h(n) for the system described by the second order

yn − 3yn − 1 − 4yn − 2 = xn + 2xn − 1


difference equation

• We note that any recursive system described by a linear, constant-coefficient difference


equation is an IIR system.

Reference:

John G. Proakis, Dimitris G. Manolakis. Digital Signal Processing: Principles, Algorithms, and
Applications: Third Edition. Prentice – Hall, New Jersey. 1996

Chapter 2 – Discrete-Time Signals and Systems Page 32

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