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1 Copyright © 2005, S. K. Mitra Discrete Discrete - - Time Systems Time Systems A discrete-time system processes a given input sequence x[n] to generates an output sequence y[n] with more desirable properties In most applications, the discrete-time system is a single-input, single-output system: System time Discrete x[n] y[n] Input sequence Output sequence

Transcript of 1_2

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1Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time SystemsTime Systems

• A discrete-time system processes a given input sequence x[n] to generates an outputsequence y[n] with more desirable properties

• In most applications, the discrete-time system is a single-input, single-output system:

SystemtimeDiscrete−x[n] y[n]

Input sequence Output sequence

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2Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

• 2-input, 1-output discrete-time systems -Modulator, adder

• 1-input, 1-output discrete-time systems -Multiplier, unit delay, unit advance

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3Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: ExamplesTime Systems: Examples• Accumulator -

• The output y[n] at time instant n is the sum of the input sample x[n] at time instant n and the previous output at time instant which is the sum of all previous input sample values from to

• The system cumulatively adds, i.e., it accumulates all input sample values

∑=−∞=

nxny

ll][][

][]1[][][1

nxnynxxn

+−=+∑=−

−∞=ll

]1[ −ny,1−n

−n∞− 1

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4Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

• Accumulator - Input-output relation can also be written in the form

• The second form is used for a causal input sequence, in which case is called the initial condition

∑+∑==

−∞=

nxxny

0

1][][][

llll

,][]1[0∑+−==

nxy

ll

]1[−y

0≥n

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5Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

• M-point moving-average system -

• Used in smoothing random variations in data

• In most applications, the data x[n] is a bounded sequence

• M-point average y[n] is also a bounded sequence

∑ −=−

=

1

0

1 ][][M

kM knxny

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6Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

• If there is no bias in the measurements, an improved estimate of the noisy data is obtained by simply increasing M

• A direct implementation of the M-point moving average system requires additions, 1 division, and storage of past input data samples

• A more efficient implementation is developed next

1−M1−M

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7Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

⎟⎠⎞

⎜⎝⎛∑ −−−+−=−

=

1

0

1 ][][][][M

MMnxMnxnxny

ll

⎟⎠⎞

⎜⎝⎛∑ −−+−==

M

MMnxnxnx

1

1 ][][][l

l

⎟⎠⎞

⎜⎝⎛∑ −−+−−=−

=

1

0

1 ][][]1[M

MMnxnxnx

ll

( )][][]1[][ 1 MnxnxnynyM

−−+−=

Hence

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8Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

• Computation of the modified M-point moving average system using the recursive equation now requires 2 additions and 1 division

• An application: Consider x[n] = s[n] + d[n],

where s[n] is the signal corrupted by a noised[n]

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9Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examplesd[n] - random signal],)9.0([2][ nnns =

0 10 20 30 40 50-2

0

2

4

6

8

Time index n

Am

plitu

de

d[n]s[n]x[n]

0 10 20 30 40 500

1

2

3

4

5

6

7

Time index n

Am

plitu

de

s[n]y[n]

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10Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

• Exponentially Weighted Running Average Filter

• Computation of the running average requires only 2 additions, 1 multiplication and storage of the previous running average

• Does not require storage of past input data samples

10],[]1[][ <α<+−α= nxnyny

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11Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples

• For , the exponentially weighted average filter places more emphasis on current data samples and less emphasis on past data samples as illustrated below

( ) ][]1[]2[][ nxnxnyny +−+−αα=

][]1[]2[2 nxnxny +−α+−α=

( ) ][]1[]2[]3[2 nxnxnxny +−α+−+−αα=

][]1[]2[]3[ 23 nxnxnxny +−α+−α+−α=

10 <α<

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12Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems:ExamplesTime Systems:Examples• Linear interpolation - Employed to estimate

sample values between pairs of adjacent sample values of a discrete-time sequence

• Factor-of-4 interpolation

0 1 23 4

5 6 7 8 9 10 11 12n

y[n]

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13Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

• Factor-of-2 interpolator -

• Factor-of-3 interpolator -

( )]1[]1[21][][ ++−+= nxnxnxny uuu

( )]2[]1[31][][ ++−+= nxnxnxny uuu

( )]1[]2[32 ++−+ nxnx uu

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14Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

• Factor-of-2 interpolator -

)512512(Original ×)256256(

sampledDown×−

)512512(edInterpolat ×

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15Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

Median Filter –• The median of a set of (2K+1) numbers is

the number such that K numbers from the set have values greater than this number and the other K numbers have values smaller

• Median can be determined by rank-ordering the numbers in the set by their values and choosing the number at the middle

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16Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

Median Filter –• Example: Consider the set of numbers

• Rank-order set is given by

• Hence,

{ }1,5,10,3,2 −−

{ }10,5,2,1,3 −−

{ } 21,5,10,3,2med =−−

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17Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

Median Filter –• Implemented by sliding a window of odd

length over the input sequence {x[n]} one sample at a time

• Output y[n] at instant n is the median value of the samples inside the window centered at n

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18Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

Median Filter –• Finds applications in removing additive

random noise, which shows up as sudden large errors in the corrupted signal

• Usually used for the smoothing of signals corrupted by impulse noise

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19Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ExamplesExamples

Median Filtering Example –

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20Copyright © 2005, S. K. Mitra

DiscreteDiscrete--Time Systems: Time Systems: ClassificationClassification

• Linear System• Shift-Invariant System• Causal System• Stable System• Passive and Lossless Systems

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Linear DiscreteLinear Discrete--Time SystemsTime Systems

• Definition - If is the output due to an input and is the output due to an input then for an input

the output is given by

• Above property must hold for any arbitrary constants and and for all possible inputs and

][1 ny][1 nx][2 nx

][2 ny

][][][ 21 nxnxnx βα +=

][][][ 21 nynyny βα +=

α ,β][1 nx ][2 nx

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22Copyright © 2005, S. K. Mitra

Linear DiscreteLinear Discrete--Time SystemsTime Systems• Accumulator -

For an input

the output is

• Hence, the above system is linear

∑=∑=−∞=−∞=

nnxnyxny

llll ][][,][][ 2211

][][][ 21 nxnxnx βα +=

( )∑ +=−∞=

nxxny

lll ][][][ 21 βα

][][][][ 2121 nynyxxnn

βαβα +=∑+∑=−∞=−∞= ll

ll

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23Copyright © 2005, S. K. Mitra

Linear DiscreteLinear Discrete--Time SystemsTime Systems• The outputs and for inputs

and are given by

• The output y[n] for an input is given by

∑=

+−=n

xyny0

111 1l

l][][][

∑=

+−=n

xyny0

222 1l

l][][][

][ny1 ][ny2][nx2

][nx1

][][ nxnx 21 βα +

∑=

++−= xxyny0

211l

ll ])[][(][][ βαn

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24Copyright © 2005, S. K. Mitra

Linear DiscreteLinear Discrete--Time SystemsTime Systems

• Now

• Thus if

][][ nyny 21 βα +

)][][( ∑=

+−+n

xy0

22 1l

lβ)][][( ∑=

+−=n

xy0

11 1l

][][(])[][( ∑∑==

++−+−=nn

xxyy0

20

121 11ll

ll βαβα

][][][ nynyny 21 βα +=

][][][ 111 21 −+−=− yyy βα

)

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25Copyright © 2005, S. K. Mitra

Linear DiscreteLinear Discrete--Time SystemTime System• For the causal accumulator to be linear the

conditionmust hold for all initial conditions ,

, , and all constants α and β• This condition cannot be satisfied unless the

accumulator is initially at rest with zero initial condition

• For nonzero initial condition, the system is nonlinear

][][][ 111 21 −+−=− yyy βα][ 1−y

][ 11 −y ][ 12 −y

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26Copyright © 2005, S. K. Mitra

Nonlinear DiscreteNonlinear Discrete--Time Time SystemSystem

• The median filter described earlier is a nonlinear discrete-time system

• To show this, consider a median filter with a window of length 3

• Output of the filter for an input

is{ } { } 20,5,4,3][1 ≤≤= nnx

{ } { } 20,4,4,3][1 ≤≤= nny

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27Copyright © 2005, S. K. Mitra

Nonlinear DiscreteNonlinear Discrete--Time Time SystemSystem

• Output for an input

is

• However, the output for an input

is

{ } { } 20,1,1,2][2 ≤≤−−= nnx

{ } { } 20,1,1,0][2 ≤≤−−= nny

{ } { }][][][ 21 nxnxnx +=

{ } { }3,4,3][ =ny

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28Copyright © 2005, S. K. Mitra

Nonlinear DiscreteNonlinear Discrete--Time Time SystemSystem

• Note

• Hence, the median filter is a nonlinear discrete-time system

{ } { } { }][3,3,3][][ 21 nynyny ≠=+

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29Copyright © 2005, S. K. Mitra

ShiftShift--Invariant SystemInvariant System• For a shift-invariant system, if is the

response to an input , then the response to an input

is simply

where is any positive or negative integer• The above relation must hold for any

arbitrary input and its corresponding output

][ny1][nx1

][][ onnxnx −= 1

][][ onnyny −= 1

on

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30Copyright © 2005, S. K. Mitra

ShiftShift--Invariant SystemInvariant System

• In the case of sequences and systems with indices n related to discrete instants of time, the above property is called time-invarianceproperty

• Time-invariance property ensures that for a specified input, the output is independent of the time the input is being applied

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31Copyright © 2005, S. K. Mitra

ShiftShift--Invariant SystemInvariant System• Example - Consider the up-sampler with an

input-output relation given by

• For an input the output is given by

⎩⎨⎧ ±±==

otherwise,.....,,,],/[][ 0

20 LLnLnxnxu

][][ onnxnx −=1 ][, nx u1

⎩⎨⎧ ±±==

otherwise,.....,,,],/[

][, 0201

1LLnLnxnx u

⎩⎨⎧ ±±=−=

otherwise,.....,,,],/)[(

020 LLnLLnnx o

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32Copyright © 2005, S. K. Mitra

ShiftShift--Invariant SystemInvariant System

• However from the definition of the up-sampler

• Hence, the up-sampler is a time-varying system

][ ou nnx −

⎩⎨⎧ ±±=−=

otherwise,.....,,,],/)[(

02LnLnnnLnnx oooo

][, nx u1≠

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33Copyright © 2005, S. K. Mitra

Linear TimeLinear Time--Invariant SystemInvariant System• Linear Time-Invariant (LTI) System -

A system satisfying both the linearity and the time-invariance property

• LTI systems are mathematically easy to analyze and characterize, and consequently, easy to design

• Highly useful signal processing algorithms have been developed utilizing this class of systems over the last several decades

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34Copyright © 2005, S. K. Mitra

Causal SystemCausal System

• In a causal system, the -th output sample depends only on input samples x[n]

for and does not depend on input samples for

• Let and be the responses of a causal discrete-time system to the inputs and , respectively

on

onn ≤onn >

][ ony

][ny1 ][ny2

][nx2

][nx1

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35Copyright © 2005, S. K. Mitra

Causal SystemCausal System

• Thenfor n < N

implies also thatfor n < N

• For a causal system, changes in output samples do not precede changes in the input samples

][][ 21 nxnx =

][][ 21 nyny =

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36Copyright © 2005, S. K. Mitra

Causal SystemCausal System• Examples of causal systems:

• Examples of noncausal systems:

][][][][][ 321 4321 −+−+−+= nxnxnxnxny αααα

][][][][ 21 210 −+−+= nxbnxbnxbny][][ 21 21 −+−+ nyanya

][][][ nxnyny +−= 1

])[][(][][ 1121 ++−+= nxnxnxny uuu

])[][(][][ 2131 ++−+= nxnxnxny uuu

])[][( 1232 ++−+ nxnx uu

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37Copyright © 2005, S. K. Mitra

Causal SystemCausal System

• A noncausal system can be implemented as a causal system by delaying the output by an appropriate number of samples

• For example a causal implementation of the factor-of-2 interpolator is given by

])[][(][][ nxnxnxny uuu +−+−= 2121

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38Copyright © 2005, S. K. Mitra

Stable SystemStable System• There are various definitions of stability• We consider here the bounded-input,

bounded-output (BIBO) stability• If y[n] is the response to an input x[n] and if

for all values of nthen

for all values of n

xBnx ≤][

yBny ≤][

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39Copyright © 2005, S. K. Mitra

Stable SystemStable System• Example - The M-point moving average

filter is BIBO stable:

• For a bounded input we have

∑−

=−=

1

0

1 M

kMknxny ][][

xBnx ≤][

∑∑−

=

=−≤−=

1

0

11

0

1 M

kM

M

kMknxknxny ][][][

xxMBMB ≤≤ )(1

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40Copyright © 2005, S. K. Mitra

Passive and Lossless SystemsPassive and Lossless Systems

• A discrete-time system is defined to bepassive if, for every finite-energy input x[n],the output y[n] has, at most, the same energy, i.e.

• For a lossless system, the above inequality is satisfied with an equal sign for every input

∞<≤ ∑∑∞

−∞=

−∞= nnnxny 22 ][][

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41Copyright © 2005, S. K. Mitra

Passive and Lossless SystemsPassive and Lossless Systems

• Example - Consider the discrete-time system defined by with Na positive integer

• Its output energy is given by

• Hence, it is a passive system if and is a lossless system if

][][ Nnxny −=α

∑α=∑∞

−∞=

−∞= nnnxny 222 ][][

1<α1=α

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42Copyright © 2005, S. K. Mitra

Impulse and Step ResponsesImpulse and Step Responses

• The response of a discrete-time system to a unit sample sequence {δ[n]} is called the unit sample response or simply, the impulse response, and is denoted by {h[n]}

• The response of a discrete-time system to a unit step sequence {µ[n]} is called the unitstep response or simply, the step response, and is denoted by {s[n]}

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43Copyright © 2005, S. K. Mitra

Impulse ResponseImpulse Response• Example - The impulse response of the

system

is obtained by setting x[n] = δ[n] resulting in

• The impulse response is thus a finite-length sequence of length 4 given by

][][][][][ 321 4321 −+−+−+= nxnxnxnxny αααα

][][][][][ 321 4321 −+−+−+= nnnnnh δαδαδαδα

},,,{]}[{ 4321 αααα↑

=nh

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44Copyright © 2005, S. K. Mitra

Impulse ResponseImpulse Response• Example - The impulse response of the

discrete-time accumulator

is obtained by setting x[n] = δ[n] resulting in

∑−∞=

=n

xnyl

l][][

][][][ nnhn

µδ == ∑−∞=l

l

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45Copyright © 2005, S. K. Mitra

Impulse ResponseImpulse Response• Example - The impulse response {h[n]} of

the factor-of-2 interpolator

• is obtained by setting and is given by

• The impulse response is thus a finite-length sequence of length 3:

])[][(][][ 1121 ++−+= nxnxnxny uuu

])[][(][][ 1121 ++−+= nnnnh δδδ

}.,.{]}[{ 50150↑

=nh

][][ nnxu δ=

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46Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Input-Output Relationship -A consequence of the linear, time-invariance property is that an LTI discrete-time system is completely characterized by its impulse response

• Knowing the impulse response one can compute the output of the system for any arbitrary input

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47Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Let h[n] denote the impulse response of a LTI discrete-time system

• We compute its output y[n] for the input:

• As the system is linear, we can compute its outputs for each member of the input separately and add the individual outputs to determine y[n]

]5[75.0]2[]1[5.1]2[5.0][ −δ+−δ−−δ++δ= nnnnnx

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48Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Since the system is time-invariantinput output

]2[]2[ +→+δ nhn

]1[]1[ −→−δ nhn

]2[]2[ −→−δ nhn

]5[]5[ −→−δ nhn

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49Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Likewise, as the system is linear

• Hence because of the linearity property we get

]5[75.0]5[75.0 −→−δ nhn

input output]2[5.0]2[5.0 +→+δ nhn

]2[]2[ −−→−δ− nhn]1[5.1]1[5.1 −→−δ nhn

][.][.][ 151250 −++= nhnhny][.][ 57502 −+−− nhnh

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50Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Now, any arbitrary input sequence x[n] can be expressed as a linear combination of delayed and advanced unit sample sequences in the form

• The response of the LTI system to an input will be

∑ −δ=∞

−∞=kknkxnx ][][][

][][ knkx −δ ][][ knhkx −

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51Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Hence, the response y[n] to an input

will be

which can be alternately written as

∑ −δ=∞

−∞=kknkxnx ][][][

∑ −=∞

−∞=kknhkxny ][][][

∑∞

−= khknxny ][][][k −∞=

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52Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

• The summation

is called the convolution sum of the sequences x[n] and h[n] and represented compactly as

∑∑∞

−∞=

−∞=−=−=

kknhknxknhkxny ][][][][][

y[n] = x[n] h[n]*

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53Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum• Properties -• Commutative property:

• Associative property :

• Distributive property :

x[n] h[n] = h[n] x[n]* *

(x[n] h[n]) y[n] = x[n] (h[n] y[n])****

x[n] (h[n] + y[n]) = x[n] h[n] + x[n] y[n]** *

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54Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

• Interpretation -• 1) Time-reverse h[k] to form• 2) Shift to the right by n sampling

periods if n > 0 or shift to the left by nsampling periods if n < 0 to form

• 3) Form the product• 4) Sum all samples of v[k] to develop the

n-th sample of y[n] of the convolution sum

][ kh −][ kh −

][ knh −][][][ knhkxkv −=

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55Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum• Schematic Representation -

• The computation of an output sample using the convolution sum is simply a sum of products

• Involves fairly simple operations such as additions, multiplications, and delays

×nz][ knh −

][ kh −

][kx

][kv][ny∑

k

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56Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum• We illustrate the convolution operation for

the following two sequences:

• Figures on the next several slides the steps involved in the computation of

y[n] = x[n] h[n]*

⎩⎨⎧ ≤≤

=otherwise,0

50,1][

nnx

⎩⎨⎧ ≤≤−

=otherwise,0

50,3.08.1][

nnnh

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58Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[-4- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[-4- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[-4]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]

→k →k

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59Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[-1- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[-1- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[-1]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n] →k→k

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60Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[0- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[0- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[0]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n] →k→k

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61Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[1- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[1- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[1]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[3- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[3- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[3]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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63Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[5- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[5- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[5]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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64Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[7- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[7- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[7]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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65Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[9- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[9- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[9]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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66Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[10- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[10- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[10]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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67Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[12- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[12- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[12]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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68Copyright © 2005, S. K. Mitra

Convolution SumConvolution Sum

-10 0 10-0.5

0

0.5

1

1.5

2A

mpl

itude

Plot of x[13- k] and h[k]

-10 0 10

0

1

2

3

Am

plitu

de

h[k]x[13- k]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[13]

-10 0 100

2

4

6

8

n

Am

plitu

de

y[n]→k→k

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69Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• In practice, if either the input or the impulse response is of finite length, the convolution sum can be used to compute the output sample as it involves a finite sum of products

• If both the input sequence and the impulse response sequence are of finite length, the output sequence is also of finite length

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70Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• If both the input sequence and the impulse response sequence are of infinite length, convolution sum cannot be used to compute the output

• For systems characterized by an infinite impulse response sequence, an alternate time-domain description involving a finite sum of products will be considered

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71Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Example - Develop the sequence y[n]generated by the convolution of the sequences x[n] and h[n] shown below

0 1 2

31

2

–1

n0

1 2

3

4

–2

1

3

–1

n

x[n]h[n]

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72Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• As can be seen from the shifted time-reversed version for n < 0, shown below for , for any value of the sample index k, the k-th sample of either {x[k]} or is zero

3−=n]}[{ knh −

]}[{ knh −

12

–3 –2 –1 0–4–5

–6

–1

]3[ kh −−

k

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73Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• As a result, for n < 0, the product of the k-thsamples of {x[k]} and is always zero, and hence

y[n] = 0 for n < 0• Consider now the computation of y[0]• The sequence

is shownon the right

]}[{ knh −

]}[{ kh − 12

–3

–2 –1 0–4–5–6 1 2 3–1

k

][ kh −

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74Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• The product sequence is plotted below which has a single nonzero sample

for k = 0

• Thus

]}[][{ khkx −

x[0]h[0]

2000 −== ][][][ hxy

0

1 2 3–3 –2 –1–4–5

–2

k][][ khkx −

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75Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• For the computation of y[1], we shift to the right by one sample period to form

as shown below on the left• The product sequence is

shown below on the right

• Hence, 40401101 −=+−=+= ][][][][][ hxhxy

]}[][{ khkx −1

]}[{ kh −

]}[{ kh −1

12

0 1 2 3–1

–1

–2

–3–4–5

0

–3 –2 –1–4–5 1 2 3

–4

k

k]1[ kh − ]1[][ khkx −

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76Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• To calculate y[2], we form as shown below on the left

• The product sequence is plotted below on the right

]}[{ kh −2

]}[][{ khkx −2

0–3 –2 –1 1 2 3 4 5 6

1

k1

2

0 1 2 3

–1

–1

–2–3–4 4 5k

]2[ kh −]2[][ khkx −

11000211202 =++=++= ][][][][][][][ hxhxhxy

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77Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Continuing the process we get][][][][][][][][][ 031221303 hxhxhxhxy +++=

31002 =+++=

][][][][][][][][][ 041322314 hxhxhxhxy +++=13200 =+−+=

][][][][][][][ 1423325 hxhxhxy ++=

10124336 =+=+= ][][][][][ hxhxy5601 =++−=

3347 −== ][][][ hxy

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78Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• From the plot of for n > 7 and the plot of {x[k]} as shown below, it can be seen that there is no overlap between these two sequences

• As a result y[n] = 0 for n > 7

]}[{ knh −

12

–1

5

6 7 8 9 10 112 3 4

]8[ kh −

k0

1 2

3

4

–2

1

3

–1

k

x[k]

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79Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• The sequence {y[n]} generated by the convolution sum is shown below

–2

–4

1 11

3

5

–3

2 3 4 5 6

0 1

–2 –1

7

8 9n

y[n]

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80Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• Note: The sum of indices of each sample product inside the convolution sum is equal to the index of the sample being generated by the convolution operation

• For example, the computation of y[3] in the previous example involves the products x[0]h[3], x[1]h[2], x[2]h[1], and x[3]h[0]

• The sum of indices in each of these products is equal to 3

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81Copyright © 2005, S. K. Mitra

TimeTime--Domain Characterization Domain Characterization of LTI Discreteof LTI Discrete--Time SystemTime System

• In the example considered the convolution of a sequence {x[n]} of length 5 with a sequence {h[n]} of length 4 resulted in a sequence {y[n]} of length 8

• In general, if the lengths of the two sequences being convolved are M and N, then the sequence generated by the convolution is of length 1−+ NM

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82Copyright © 2005, S. K. Mitra

Tabular Method of Tabular Method of Convolution Sum ComputationConvolution Sum Computation• Can be used to convolve two finite-length

sequences• Consider the convolution of {g[n]}, ,

with {h[n]}, , generating the sequence y[n] = g[n] h[n]

• Samples of {g[n]} and {h[n]} are then multiplied using the conventional multiplication method without any carry operation

*20 ≤≤ n

30 ≤≤ n

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83Copyright © 2005, S. K. Mitra

Tabular Method of Tabular Method of Convolution Sum ComputationConvolution Sum Computation

• The samples y[n] generated by the convolution sum are obtained by adding the entries in the column above each sample

]5[]4[]3[]2[]1[]0[:][]2[]3[]2[]2[]2[]1[]2[]0[

]1[]3[]1[]2[]1[]1[]1[]0[]0[]3[]0[]2[]0[]1[]0[]0[

]2[]1[]0[:][]3[]2[]1[]0[:][

543210:

yyyyyynyhghghghg

hghghghghghghghg

hhhnhggggng

n

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84Copyright © 2005, S. K. Mitra

Tabular Method of Tabular Method of Convolution Sum ComputationConvolution Sum Computation• The samples of {y[n]} are given by

]0[]0[]0[ hgy =]1[]0[]0[]1[]1[ hghgy +=

]2[]0[]1[]1[]0[]2[]2[ hghghgy ++=]2[]1[]1[]2[]0[]3[]3[ hghghgy ++=

]2[]2[]1[]3[]4[ hghgy +=]2[]3[]5[ hgy =

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85Copyright © 2005, S. K. Mitra

Tabular Method of Tabular Method of Convolution Sum ComputationConvolution Sum Computation• The method can also be applied to convolve

two finite-length two-sided sequences• In this case, a decimal point is first placed

to the right of the sample with the time index n = 0 for each sequence

• Next, convolution is computed ignoring the location of the decimal point

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86Copyright © 2005, S. K. Mitra

Tabular Method of Tabular Method of Convolution Sum ComputationConvolution Sum Computation

• Finally, the decimal point is inserted according to the rules of conventional multiplication

• The sample immediately to the left of the decimal point is then located at the time index n = 0

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87Copyright © 2005, S. K. Mitra

Convolution Using MATLABConvolution Using MATLAB

• The M-file conv implements the convolution sum of two finite-length sequences

• If

then conv(a,b) yields

]31102[a −−=]1-021[b =

]31513142[ −−−

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88Copyright © 2005, S. K. Mitra

Simple Interconnection Simple Interconnection SchemesSchemes

• Two simple interconnection schemes are:• Cascade Connection• Parallel Connection

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89Copyright © 2005, S. K. Mitra

Cascade ConnectionCascade Connection

• Impulse response h[n] of the cascade of two LTI discrete-time systems with impulse responses and is given by

][nh1][nh2][nh1 ][nh2≡

][][ nhnh 1= ][nh2][nh1 *≡

][nh1 ][nh2

][nh2][][ nhnh 1= *

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90Copyright © 2005, S. K. Mitra

Cascade ConnectionCascade Connection• Note: The ordering of the systems in the

cascade has no effect on the overall impulse response because of the commutative property of convolution

• A cascade connection of two stable systems is stable

• A cascade connection of two passive (lossless) systems is passive (lossless)

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91Copyright © 2005, S. K. Mitra

Cascade ConnectionCascade Connection

• An application is in the development of an inverse system

• If the cascade connection satisfies the relation

then the LTI system is said to be the inverse of and vice-versa

][nh1][nh2

][nh2][1 nh ][nδ=*

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92Copyright © 2005, S. K. Mitra

Cascade ConnectionCascade Connection• An application of the inverse system

concept is in the recovery of a signal x[n]from its distorted version appearing at the output of a transmission channel

• If the impulse response of the channel is known, then x[n] can be recovered by designing an inverse system of the channel

][ˆ nx

][nh2][nh1][nx ][nxchannel inverse system

][nx̂

][nh2][nh1 ][nδ=*

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93Copyright © 2005, S. K. Mitra

Cascade ConnectionCascade Connection• Example - Consider the discrete-time

accumulator with an impulse response µ[n]• Its inverse system satisfy the condition

• It follows from the above that for n < 0 and

for

02 =][nh

1]0[2 =h

02 =∑n

h l][ 1≥n

][nh2][nµ ][nδ=*

0=l

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94Copyright © 2005, S. K. Mitra

Cascade ConnectionCascade Connection

• Thus the impulse response of the inverse system of the discrete-time accumulator is given by

which is called a backward difference system

]1[][][2 −δ−δ= nnnh

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95Copyright © 2005, S. K. Mitra

Parallel Connection

• Impulse response h[n] of the parallel connection of two LTI discrete-time systems with impulse responses and

is given by

][nh2

][nh1+ ][][ nhnh 1= ][nh2][nh1≡ +

][nh1][nh2

][][][ nhnhnh 21 +=

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96Copyright © 2005, S. K. Mitra

Simple Interconnection SchemesSimple Interconnection Schemes• Consider the discrete-time system where

],1[5.0][][1 −δ+δ= nnnh

],1[25.0][5.0][2 −δ−δ= nnnh

],[2][3 nnh δ=

][nh2

][nh1 +

+

][nh4

][nh3

][)5.0(2][4 nnh nµ−=

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97Copyright © 2005, S. K. Mitra

Simple Interconnection SchemesSimple Interconnection Schemes

• Simplifying the block-diagram we obtain

][nh2

][nh1 +

][][ 43 nhnh +

][nh1 +

])[][(][ 432 nhnhnh +*

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98Copyright © 2005, S. K. Mitra

Simple Interconnection SchemesSimple Interconnection Schemes

• Overall impulse response h[n] is given by

• Now,][][][][][ nhnhnhnhnh 42321 ++=

])[][(][][][ nhnhnhnhnh 4321 ++= ** *

][2])1[][(][][41

21

32 nnnnhnh δ−δ−δ=

]1[][21 −δ−δ= nn

* *

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99Copyright © 2005, S. K. Mitra

Simple Interconnection SchemesSimple Interconnection Schemes

• Therefore

]1[)(][)( 121

21

21 −µ+µ−= − nn nn

]1[)(][)( 21

21 −µ+µ−= nn nn

][][)(21 nnn δ−=δ−=

][][]1[][]1[][][ 21

21 nnnnnnnh δ=δ−−δ−δ+−δ+δ=

( )][)(2])1[][(][][ 21

41

21

42 nnnnhnh nµ−−δ−δ=* *