EENG 5610: Digital Signal Processing

Class 2: Discrete-Time Signals and Systems

Dr. Xinrong Li
Department of Electrical Engineering
University of North Texas

Outline
Discrete-Time Signals
Discrete-Time Systems
Analysis of Discrete-Time LTI Systems
Discrete-Time Systems Described by Difference Equations
Correlation of Discrete-Time Signals

Dr. Xinrong Li

EENG 5610, UNT

Discrete-Time Signals
Discrete-time signal x(n) is a function of an integer

independent variable.
The signal x(n) is not defined for non-integer values of n.

Representation of discrete-time signals

Graphical representation

for n 1, 3

Functional representation: x(n)

0, elsewhere
Tabular representation:
1,

-2 -1 0 1 2 3 4 5

x(n)

0 1 4 1 0 0

Sequence representation:

x(n) {... 0, 0, 1, 4, 1, 0, 0, ...}

Indicate the time origin n = 0

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Dr. Xinrong Li

EENG 5610, UNT

Elementary Discrete-Time Signals

Unit sample sequence (unit impulse): (n) 1, for n 0
Unit step signal:

1, for n 0
u ( n)
0, for n 0

Unit ramp signal:

n,
0,

u r ( n)

0,

for n 0

for n 0
for n 0

Exponential signal: x(n) a n , for all n

If the parameter a is complex valued: a = rej
x(n) r n e jn
r n (cos n j sin n)

| x(n) | A(n) r n

x( n) (n) n

x(n) can be represented graphically

By plotting the amplitude and the phase, or
By plotting the real part and the imaginary part.

Dr. Xinrong Li

EENG 5610, UNT

Classification of Discrete-Time Signals

Energy Signals and Power Signals
Signal x(n) is called an energy signal if its energy E is finite:

2
|
x
(
n
)
|

M average power P is
Signal x(n) is called power signal
1 if its
2
P lim
|
x
(
n
)
|

finite (and nonzero):

M 2M 1
n M

If E is finite, then P = 0; on the other hand, if E is infinite, the

P may be either finite or infinite.

Define the signal energy of x(n) over the finite interval -M n M :

EM
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Dr. Xinrong Li

E lim EM

2
|
x
(
n
)
|

n M

1
EM
M 2M 1

P lim

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 Periodic Signals and Aperiodic Signals

A signal x(n) is periodic if and only if x(n + N) = x(n) for all n.

The smallest value of N is called the (fundamental) period.

The E of a periodic signal x(n) over a single period is finite if x(n)
takes on finite values. But, E is infinite for the interval - n .
The P of a periodic signal x(n) (with fundamental period N) is finite
(thus, periodic signals are power signals) and its equal to the
1 N 1
average power over a single period:
P | x ( n ) |2
N n 0
Symmetric (even) Signals and Anti-symmetric (odd) Signals
A signal x(n) is symmetric (even) if x(-n) = x(n).
A signal x(n) is anti-symmetric (odd) if x(-n) = -x(n).
An arbitrary signal x(n) can be expressed as the sum of an even

signal xe(n) and an odd signal xo(n) :

x(n) = xe(n) + xo(n)
xe(n) = 0.5 [x(n) + x(-n)], xo(n) = 0.5 [x(n) - x(-n)]

Dr. Xinrong Li

EENG 5610, UNT

Simple Manipulations of DiscreteTime Signals

Transformation of the independent variable (time)
Shift of signal x(n) in time by k units (k is positive integer):
x(n - k): a delay of the signal x(n) by k units of time.
x(n + k): an advance of the signal x(n) by k units of time.
Folding or reflection of signal x(n) about the time origin n = 0
x(-n) is a reflection of x(n) about the time origin n = 0.

(See examples on the next page.)

Dr. Xinrong Li

EENG 5610, UNT

z ( n) x ( n)

y ( n ) z ( n 2)
x( (n 2))
x( n 2)

Dr. Xinrong Li

EENG 5610, UNT

 Addition, Multiplication, and Scaling of Sequences

Amplitude scaling by a constant A
y(n) = Ax(n), - n
Sum of two signals
y(n) = x1(n) + x2(n) , - n

Product of two signals

y(n) = x1(n) x2(n) , - n

Time scaling or down-sampling of signal x(n)

x(n) is a down-sampled signal of x(n), where is an integer.
Down-sampling is equivalent to decreasing the sampling rate Fs by a
factor of :
x(n) = xa(nT), Fs1 = 1/T
x1(n) = x(n) = xa(nT), Fs2 = 1/(T) = Fs1 /
(See example on the next page.)

Dr. Xinrong Li

EENG 5610, UNT

Note the time interval between samples.

Every discrete-time signal is implicitly
associated with a particular sampling
Interval/sampling rate.

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Dr. Xinrong Li

EENG 5610, UNT

Discrete-Time Systems
Discrete-time system is a device or algorithm that operates

on a discrete-time input (or excitation) signal x(n),

according to some well-defined rule, to produce another
discrete-time output (or response) signal y(n).
Input x(n) is transformed by the system (T ) into output y(n):

y(n) = T [x(n)],

or

x ( n) y ( n )

Focus of Class 2:
Focus on time-domain characterization of systems.
Focus on the behavior at the terminals of the system, i.e., the input-

output description of the system, and ignore the detailed internal

construction or realization of the system.
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Dr. Xinrong Li

EENG 5610, UNT

Input-Output Description of Systems

Input-output description of a system is a mathematical

expression or a rule, explicitly defining the relation

between the input and output signals.
The system is treated as a black box.
An example, accumulator: y (n)

n 1

x ( k ) x ( k ) x ( n)

y (n 1) x(n)
The initial condition y(n0 - 1) together with the input x(n) for n n0

uniquely determines the output y(n) for n n0 .

The accumulator is considered initially relaxed if the system had no input

prior to n0 (i.e., if the initial condition y(n0 - 1) = 0).

It is customary to assume that every system is relaxed at n = -.

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Dr. Xinrong Li

EENG 5610, UNT

Block Diagram Representation of

Discrete-Time Systems
Adder: x1 (n)
x2 ( n )

y (n) x1 (n) x2 (n)

Constant multiplier: x(n)

Signal multiplier: x1 (n)

y ( n) a x ( n )

y ( n) x1 (n) x2 (n)

x2 ( n )

Unit delay element: x(n)

Unit advance element: x(n)
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y (n) x (n 1)

-1

y (n) x(n 1)
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 An example:

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EENG 5610, UNT

Classification of Discrete-Time Systems

Static versus Dynamic Systems
Static (or memoryless) systems output at any time instant n depends

at most on the input sample at the same time instant, but not on past
or future input samples.
Non-static system is dynamic system (or system with memory).
A dynamic system has memory duration N, if the systems output at time

n is completely determined by the input samples in the interval [n - N, n].

If N = 0, the system is static; if 0 < N < , the system has finite memory;
if N = , the system has infinite memory.

Time-Invariant versus Time-Variant Systems

A relaxed system T is time invariant if and only if (or iff )

y(n) = T [x(n)] implies y(n - k) = T [x(n - k)] for every time shift k.
Non-time-invariant system is time-variant system.
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Dr. Xinrong Li

EENG 5610, UNT

 Linear versus Nonlinear Systems

A linear system is the one that satisfies the superposition principle:

T [a1x1(n) + a2x2(n)] = a1T [x1(n)] + a2T [x2(n)]

Scaling property: T [a1x1(n)] = a1T [x1(n)]
Additivity property: T [x1(n) + x2(n)] = T [x1(n)] + T [x2(n)]

Causal versus Non-causal Systems

A system is causal if the output at any time n, y(n), depends only on

present and past inputs, but does not on future inputs:

y(n) = F[x(n), x(n - 1), x(n - 2), ], with some arbitrary function F.

A non-causal system is physically unrealizable/implementable.

Stable versus Unstable Systems

An arbitrary relaxed system is bounded input-bounded output

(BIBO) stable iff every bounded input produces a bounded output.

Unstable systems usually exhibit erratic and extreme behavior and
cause overflow in practical implementations.

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Dr. Xinrong Li

EENG 5610, UNT

Interconnection of Discrete-Time Systems

Two basic ways of interconnection to build large systems
Series (cascade): y(n) = T 2{T 1[x(n)]}, T c = T 2T
If T

T 1T

and T 2 are linear and time-invariant, then T c is time invariant.

x(n)

y1 (n)
1

y (n)

T
c

Parallel: y(n) = T 1[x(n)] + T 2[x(n)],

y1 (n)T

x(n)

Dr. Xinrong Li

+
T

17

T
p

= T 2+ T

y3 ( n )

y 2 ( n)
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Analysis Techniques for Linear Systems

Technique 1
Direct solution of the input-output equation (i.e. difference equation)

of the system :

k 1

k 0

y (n) ak y (n k ) bk x(n k )

We will talk about this alternative later.

Technique 2
First decompose the input signal into a sum of elementary signals;

response of the system to such signals is easily determined.

Then, apply the linearity property of the system to derive the
response of the system to the original input signal:

y (n) T [ x(n)] T

ck xk ( n )

k
ck T [ xk (n)]

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Dr. Xinrong Li

ck y k ( n )
k

EENG 5610, UNT

Decomposition/Resolution of Discrete-Time
Signals into Weighted Sum of Impulses
Delayed unit sample sequences are selected as the

elementary signals for signal decomposition:

x ( n)

x(k ) (n k )

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Dr. Xinrong Li

EENG 5610, UNT

Response of LTI System to Arbitrary

Inputs: The Convolution Sum
Response of a linear system (time variant, time-invariant)
Define h(n, k) = T [(n - k)], then y (n) T [ x (n)] T

x(k ) (n k )

x(k )T [ (n k )] x(k )h(n, k )

Response of a linear time-invariant (LTI) system

Define h(n) = T [(n)], then by the time-invariant property:

h(n - k) = T [(n - k)], and y (n) T [ x(n)] T x(k ) (n k )

k

x(k )T [ (n k )] x(k )h(n k )

This formula is called convolution sum.

An LTI system is completely characterized by a single function h(n).
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Dr. Xinrong Li

EENG 5610, UNT

 Convolution procedure between x(k) and h(k):

1. Folding: fold h(k) about k = 0 to obtain h(-k).
2. Shifting: shift h(-k) by n to the right (left) if n is positive (negative), to

obtain h(n - k).

3. Multiplication: multiply x(k) by h(n - k) to obtain the product sequence
vn(k) = x(k)h(n - k).
4. Summation: sum the values of the product sequence vn(k) to obtain the

output at time n.
5. Repeat steps 2 through 4 for all possible time shifts n.
Convolution is commutative:

y ( n) x ( n) * h ( n)
h( n) * x ( n)

x( k )h(n k )

h( k ) x (n k )

(See graphical illustration on the next page.)

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Dr. Xinrong Li

EENG 5610, UNT

22

Dr. Xinrong Li

EENG 5610, UNT

Properties of Convolution
Identity and Shifting Property:

y(n) = x(n)*(n) = x(n),

x(n)* (n - k) = y(n - k) = x(n - k)

Commutative Law: x(n)*h(n) = h(n) *x(n)

Associative Law: [x(n)*h1(n)]*h2(n) = x(n)*[h1(n)*h2(n)]

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Dr. Xinrong Li

EENG 5610, UNT

 Distributive Law:

x(n)*[h1(n) + h2(n)] = x(n)*h1(n) + x(n)*h2(n)

We can easily extend the associative and distributive laws to more than

two systems in series and parallel connections.

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Dr. Xinrong Li

EENG 5610, UNT

Causal Linear Time-Invariant Systems

Definition and Conditions of Causal Systems
A causal system is the one whose output at some time instant n0

depends only on values of x(n) for n n0.

An LTI system is causal if and only if its impulse response

h(n) = 0, for n < 0, because:

If h(n) = 0, for n < 0, then the LTI system is causal:

y ( n0 )

h(k ) x(n0 k ) h(k ) x(n0 k ) h(k ) x(n0 k )

k 0

If the LTI system is causal, then h(n) = 0, for n < 0, because h(n) is the

response of the relaxed LTI

y ( n)system
h(to
k ) xa(unit
n kimpulse
)
xapplied
( k )h( n atk )n = 0.

For causal LTI system:

k 0

k 0

k 0

If the input x(n)

y (nto
) a
h(k ) x(LTI
n ksystem
) x(is
k )causal
h(n k )(i.e., if x(n) = 0, for
causal

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n < 0), then:

Dr. Xinrong Li

EENG 5610, UNT

Stability of LTI Systems

BIBO Stable
An arbitrary relaxed system is BIBO stable if and only if its output

y(n) is bounded for every bounded input x(n).

An LTI system is BIBO stable if and only if its impulse response is

absolutely summable, i.e., S h | h(k ) |

k

Proof:

if | x(n) | M x , then
| y (n) |

h ( k ) x ( n k ) | h( k ) | | x ( n k ) | M x | h ( k ) |

This condition implies that h(n) goes to zero as n approaches infinity.

Thus, the output y(n) goes to zero as n approaches infinity if the input
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x(n) is set to zero beyond a point of time, n > n0; that is, when the system
is stable,
any input of finite duration produces anEENG
output
that
decays with
Dr. Xinrong
Li
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UNT
time and dies out eventually.

FIR and IIR LTI Systems

Finite-Duration Impulse Response (FIR) LTI System
FIR system has an impulse response that is zero outside of some

finite time interval: h(n) = 0, for n < 0 a n M.

M 1
The convolution formula reduces to:
y ( n) h( k ) x ( n k )
k 0

FIR system has a finite memory of length-M samples.

Infinite-Duration Impulse Response (IIR) LTI System

IIR system has an infinite-duration impulse response.

The convolution formula: y ( n) h(k ) x( n k )

k 0

IIR system has an infinite memory.

We will learn more about FIR and IIR systems a little later.
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Dr. Xinrong Li

EENG 5610, UNT

Recursive and Non-recursive

Discrete-Time Systems
A system is recursive system if the output y(n) at time n

depends on any number of past output y(n - k), 1 k N.

Accumulative average,

an example:
1 n
y ( n)
x(k )
n 1 k 0
n
1

y ( n 1)
x ( n)
n 1
n 1

The term y(n0 - 1) is called the initial condition for this system and it

contains all the information needed to determine the systems

response for n n0 to the input x(n), independent of the past output.

A system is non-recursive, if the output y(n) depends only

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on the present and past inputs, x(n - k), 0 EENG
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Dr. Xinrong Li

 The fundamental difference between recursive and non-

recursive systems is the feedback loop in the recursive one.

As a result of the feedback loop, the output of a recursive system

should be computed in order (i.e., y(0), y(1), y(2), ).

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Dr. Xinrong Li

EENG 5610, UNT

LTI Systems Characterized by ConstantCoefficient Difference Equations

N

k 1

k 0

General form: y (n) ak y (n k ) bk x(n k )

N

k 0

k 0

ak y (n k ) bk x(n k ),

or, equivalent ly

a0 1

N is the order of the system.

Such system is linear and time invariant.
Zero-input (or natural or free) response is a characteristics of the

system itself: y (n) N a y (n k )

k
zi
k 1

y(-1), y(-2), , y(-N) are called initial conditions.

Zero-state (or forced) response depends on the nature of the system

M

and the input signal: y zs (n) bk x(n k )

k 0

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Total response of the system: y(n) = yzi(n) + yzs(n)

Dr. Xinrong Li

EENG 5610, UNT

We will learn how to solve for y(n) a little later.

Correlation of Discrete-Time Signals

Correlation is an operation between two signals.
The purpose of correlation between two signals is to measure the

degree to which the two signals similar and thus to extract some
useful information.

Typical applications of correlation:

Radar target detection
Determine whether the target is present or not by calculating the

correlation between the received signal and the transmitted signal.

Transmitted signal: x(n), received signal: y(n) = x(n - D) + w(n)
Digital communications
At the receiver, determine which signal sequence among a finite set of

signal sequences is transmitted by the transmitter by calculating

correlation between the received signal and all signals in the finite set.
Received signal: y(n) = xi(n) + w(n), 0 i K, 0 n L-1
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Dr. Xinrong Li

EENG 5610, UNT

Cross-correlation and Autocorrelation

Cross-correlation: rxy (l ) x(n) y (n l ), l 0, 1, ...

n

or equivalent ly : rxy (l )

x(n l ) y (n),

l 0, 1, ...

ryx(l) is simply a folded version of rxy(l), folded with respect to l = 0,

i.e., rxy(l) = ryx(-l). Hence, rxy(l) and ryx(l) provide exactly same
information with respect to the similarity of x(n) to y(n).
Except for folding operation, the computation of the crosscorrelation sequence involves the same operations as the N |k |1
rxy (l ) x(n) y (n l )
convolution: rxy(l) = x(l)*y(-l)
n l
If x(n) and y(n) are causal sequences of length N,

Autocorrelation:

N |k |1

rxxthe
(l ) same
(n) x(n rl ) (l)
xsignal:
Autocorrelation is the correlation between
xx

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Dr. Xinrong Li

If x(n)
(i lis
, kacausal
0 for sequence
l 0; i 0of
,k
l for N,
l 0)
length

n i

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Properties of the Auto- and CrossCorrelation Sequences

The cross- and auto-correlation sequences satisfy the
conditions: | rxy (l ) | rxx (0)ryy (0) E x E y
| rxx (l ) | rxx (0) E x
The autocorrelation sequence attains its maximum value at zero lag;

that is, a signal matches perfectly with itself at zero shift.

The auto-correlation function is an even function:
rxy (l ) ryx (l ) rxx (l ) rxx (l )

Normalized cross- and auto-correlation sequence:

rxy (l )
| xy (l ) | 1
rxx (l )
xy (l )
, xx (l )

rxx (0)
rxx (0)ryy (0)
| xx (l ) | 1
The normalized auto- and cross-correlation sequences are

independent of signal scaling.

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Dr. Xinrong Li

EENG 5610, UNT

Correlation of Periodic Sequences

Cross-correlation sequence of two power signals:
M
1
rxy (l ) lim
x ( n) y ( n l )

M 2 M 1
n M

Cross-correlation sequence
1 N 1 of two periodic signals, each

with period N:

rxy (l )

x ( n) y ( n l )

n 0

The correlation sequence rxy(l) is periodic with period N.

Thus, sometimes, correlation is used to identify periodicity in an

observed physical signal, corrupted by random noise w(n).

For example, observed signal y(n) = x(n) + w(n), where x(n) is periodic
1
with period
1 MN.
Suppose we observe
1 M 1 M samples of y(n), M >> N.
ryy (l )
[ x(n) w(n)][ x(n l ) w(n l )]
y ( n) y ( n l ) M
M n 0
n 0
rxx (l ) rxw (l ) rwx (l ) rww (l )

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periodic

relatively small peak at l = 0

(Note: Do not compute ryy(l) for large lags,

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e.g., l > M/2, to avoid the transient effect.)

y (n) x(n) w(n)

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EENG 5610, UNT

Input-Output Correlation Sequences

Output of an LTI system with impulse response h(n):
y ( n ) h ( n) * x ( n)

h( k ) x ( n k )

Cross-correlation between the output and the input signal:

ryx (l ) y (l ) * x(l ) [h(l ) * x(l )] * x(l ) h(l ) *[ x(l ) * x(l )], (associativ e law )
h(l ) * rxx (l )

Auto-correlation of the output signal:

ryy (l ) y (l ) * y (l ) [h(l ) * x(l )] * [h(l ) * x(l )]
[h(l ) * h(l )] *[ x(l ) * x(l )],

(commutativ e law )

rhh (l ) * rxx (l )
The autocorrelation rhh(l) exists if the system is stable.
Stable system does not change the type (energy or power) of the
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input Lisignal
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x(n).

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