4 Kundur DT Analysis
4 Kundur DT Analysis
4 Kundur DT Analysis
x(n) y(n)
input/ Discrete-time output/
excitation System response
Discrete-Time LTI Systems and Analysis
Discrete-time Discrete-time
signal signal
Dr. Deepa Kundur
University of Toronto
I Input-output description (exact structure of system is unknown
or ignored):
y (n) = T [x(n)]
I “black box” representation:
T
x(n) −→ y (n)
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Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems Discrete-time Systems
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Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems Discrete-time Systems
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Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems Discrete-time Systems
for any arbitrary input sequences x1 (n) and x2 (n), and any
arbitrary constants a1 and a2 .
Homogeneity:
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Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems The Convolution Sum
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Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The Convolution Sum
T Therefore,
δ(n) −→ h(n)
T ∞
δ(n − k) −→ h(n − k) X
y (n) = x(k)h(n − k) = x(n) ∗ h(n)
T
α δ(n − k) −→ α h(n − k) k=−∞
T
x(k) δ(n − k) −→ x(k) h(n − k)
∞ ∞ for any LTI system.
T
X X
x(k)δ(n − k) −→ x(k)h(n − k)
k=−∞ k=−∞
T
x(n) −→ y (n)
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Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The Convolution Sum
k=0
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Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The Convolution Sum
PROOF PROOF
For a stable system, y (n) is bounded if x(n) is bounded. What are the implications on h(n)?
To prove the reverse implication (i.e., necessity), assuming ∞
P
We have: n=−∞ |h(n)| = ∞ we must find a
∞ bounded input x(n) that will always result in an unbounded y (n). Recall,
X
|y (n)| = | h(k)x(n − k)|
∞
k=−∞ X
∞ ∞ y (n) = h(k)x(n − k)
X X
≤ |h(k)x(n − k)| = |h(k)| · |x(n − k)| k=−∞
| {z } ∞ ∞
k=−∞ k=−∞ X X
|x(n)|≤Mx <∞ y (0) = h(k)x(0 − k) = h(k)x(−k)
∞
X ∞
X k=−∞ k=−∞
≤ |h(k)|Mx = Mx |h(k)|
k=−∞ k=−∞ Consider x(n) = sgn(h(−n)); note: |x(n)| ≤ 1.
P∞ ∞
Therefore, k=−∞ |h(k)| < ∞ is a sufficient condition to guarantee: X
y (0) = h(k)x(−k)
k=−∞
∞
∞ ∞
X
y (n) ≤ Mx |h(k)| < ∞ X X
k=−∞
= h(k)sgn(h(−(−k))) = h(k)sgn(h(k))
k=−∞ k=−∞
∞
and we can write: X
∞
X = |h(n)| = ∞
|h(n)| < ∞ =⇒ LTI system is stable n=−∞
n=−∞
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Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The z-Transform and System Function
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Discrete-Time LTI Systems The z-Transform and System Function Discrete-Time LTI Systems The z-Transform and System Function
among others . . .
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Discrete-Time LTI Systems The z-Transform and System Function Discrete-Time LTI Systems The z-Transform and System Function
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Consider
I DTFT pair: ∞
X
1
Z X (ω + 2π) = x(n)e −j(ω+2π)n
x(n) = X (ω)e jωn dω n=−∞
2π 2π ∞
∞
X
X = x(n)e −jωn · e −j2πn
X (ω) = x(n)e −jωn n=−∞
n=−∞ ∞ ∞
X X
−jωn
= x(n)e ·1= x(n)e −jωn = X (ω)
I X (ω) is the decomposition of x(n) into its frequency
n=−∞ n=−∞
components.
Therefore, X (ω) is periodic with a period of 2π.
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Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT
I Since X (ω) = X (ω + 2π), when dealing with discrete I Continuous-Time Sinusoids: Frequency and Rate of Oscillation:
frequencies, only a continuous frequency range of length 2π x(t) = A cos(ωt + φ)
(representing one period) needs to be considered.
I Minimum frequency for ω = 2kπ, k ∈ Z
Maximum frequency for ω = (2k + 1)π, k ∈ Z
2π 1
I
T = =
I Convention is to use ω ∈ [0, 2π) or ω ∈ (−π, π] ω f
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Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT
MINIMUM OSCILLATION
MAXIMUM OSCILLATION
Rate of oscillation increases as Ω increases UP TO A POINT then
decreases again and then increases again and then decreases again
....
MINIMUM OSCILLATION
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-2 2 6 -2 2 6
-3 -1 0 1 3 4 5 -3 -1 0 1 3 4 5
-2 2 6 -2 2 6
-3 -1 0 1 3 4 5 -3 -1 0 1 3 4 5
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Discrete-Time Fourier Analysis DTFT Discrete-Time LTI Filtering
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Discrete-Time LTI Filtering Discrete-Time LTI Filtering
I ∠X (jω) determines the relative phases of the sinusoids (i.e. how they line
up with respect to one another).
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Discrete-Time LTI Filtering Discrete-Time LTI Filtering
I lower limit of k = 0 is from causality requirement I lower limit of k = 0 is from causality requirement
I upper limit of 0 ≤ M − 1 < ∞ is from the finite duration I necessary upper limit of ∞ is from the infinite duration
requirement; in this case the support is M consecutive points requirement
starting at time 0 and ending at M − 1
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LCCDEs LCCDEs
Linear constant coefficient difference equations (LCCDEs) are an Q: Why does an LCCDE have a rational system function?
important class of filters that we consider in this course: N
X M
X
y (n) = − ak y (n − k) + bk x(n − k)
k=1 k=0
N
X M
X N M
X X
y (n) = − ak y (n − k) + bk x(n − k) a0 y (n) = − ak y (n − k) + bk x(n − k) a0 ≡ 1
k=1 k=0 k=1 k=0
N
X M
X
ak y (n − k) = bk x(n − k)
They have a rational system function: k=0 k=0
N
X M
X
PM −k Z{ ak y (n − k)} = Z{ bk x(n − k)}
k=0 bk z polynomial in z
H(z) = N
= k=0 k=0
another polynomial in z
P
1 + k=1 ak z −k N M
X X
ak Z{y (n − k)} = bk Z{x(n − k)}
Depending on the values of N, M, ak and bk they can correspond to k=0 k=0
either FIR or IIR filters.
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Discrete-Time LTI Filtering Discrete-Time LTI Filtering
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M−1 ∞
Adder:
X X
y (n) = bk x(n − k) = h(k)x(n − k) +
k=0 k=−∞
M−1
X Unit delay:
−k
H(z) = bk z
k=0
Constant multiplier:
Please note: upper limit is M − 1 opposed to M (which is used for the general
Unit advance:
LCCDE case) to meet common FIR convention of an M-length filter.
By inspection:
bn 0 ≤ n ≤ M − 1 Signal multiplier:
+
h(n) =
0 otherwise
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Discrete-Time LTI Filtering Discrete-Time LTI Filtering
= H1 (z) · H2 (z)
Requires:
I M multiplications
I M − 1 additions
I M − 1 memory elements
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Constant multiplier: + + + +
+ +Unit advance: + +
+ + + +
Signal multiplier:
+
...
...
...
...
...
...
...
...
+ + + +
LTI All-zero system LTI All-pole system LTI All-pole system LTI All-zero system
Requires: M + N + 1 multiplications, M + N additions, M + N memory locations Requires: M + N + 1 multiplications, M + N additions, M + N memory locations
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Discrete-Time LTI Filtering Discrete-Time LTI Filtering
Direct Form II IIR Filter Implementation Stability of Rational System Function Filters
+ +
+ +
N
X M
X
+ + y (n) = − ak y (n − k) + bk x(n − k)
k=1 k=0
PM −k
+ + k=0 bk z
H(z) = P N
ak z −k
...
...
...
1+ k=1
+ +
Recall, for BIBO stability of a causal system the system poles must
... be strictly inside the unit circle.
For N>M
Why?
Requires: M + N + 1 multiplications, M + N additions, max(M, N) memory
locations
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Stability of Rational System Function Filters Stability of Rational System Function Filters
Unit delay:
Constant multiplier: ∞
X
H(z) = h(n)z −n
Unit advance: n=−∞
Recall, ∞ ∞
X X
−n
∞
Signal multiplier:
|H(z)| ≤ |h(n)z |= |h(n)||z −n |
+
X
|h(n)| < ∞ ⇐⇒ LTI system is stable n=−∞ n=−∞
n=−∞
When evaluated for |z| = 1 (i.e., on the unit circle),
∞
X
|H(z)| ≤ |h(n)|< ∞
n=−∞
Stability of Rational System Function Filters Stability of Rational System Function Filters
. . . because
Therefore,
∞ H(z) ROC
X LTI system
|h(n)| < ∞ ⇐⇒ ⇐⇒ includes
is stable
n=−∞ unit circle
For a causal rational system function, the ROC includes the unit
circle if all the poles are inside the unit circle.
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N
X M
X M
X
y (n) = − ak y (n − k) + bk x(n − k) y (n) = bk x(n − k)
k=1 k=0 k=0
PM −k M
k=0 bk z
X
H(z) = H(z) = bk z −k
+ Nk=1 ak z −k
P
1
k=0
I has both poles and zeros I has zeros only; no poles; is BIBO stable
I IIR I FIR
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Discrete-Time LTI Filtering
N
X
y (n) = − ak y (n − k)
k=1
1
H(z) = PN
1+ k=1 ak z −k
I has poles only; no zeros
I IIR
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