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Discrete-Time LTI Systems Discrete-time Systems

Input-Output Description of Dst-Time Systems

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)

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 1 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 2 / 61

Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems Discrete-time Systems

System Properties Terminology: Implication

If “A” then “B” Shorthand: A =⇒ B


Why is this so important?
Example 1:
I mathematical techniques developed to analyze systems are often it is snowing =⇒ it is at or below freezing temperature
contingent upon the general characteristics of the systems being Example 2:
considered α ≥ 5.2 =⇒ α is positive
Note: For both examples above, B 6=⇒ A
I for a system to possess a given property, the property must hold
for every possible input to the system
I to disprove a property, need a single counter-example
I to prove a property, need to prove for the general case

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 3 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 4 / 61
Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems Discrete-time Systems

Terminology: Equivalence Common Properties


I Time-invariant system: input-output characteristics do not
If “A” then “B” Shorthand: A =⇒ B
change with time
and I a system is time-invariant iff
If “B” then “A” Shorthand: B =⇒ A T T
x(n) −→ y (n) =⇒ x(n − n0 ) −→ y (n − n0 )
can be rewritten as
for every input x(n) and every time shift n0 .
“A” if and only if “B” Shorthand: A ⇐⇒ B

We can also say:


I A is EQUIVALENT to B =
I A=B

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 5 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 6 / 61

Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems Discrete-time Systems

Common Properties Additivity:

I Linear system: obeys superposition principle


I a system is linear iff

T [a1 x1 (n) + a2 x2 (n)] = a1 T [x1 (n)] + a2 T [x2 (n)]

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

Homogeneity:

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 7 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 8 / 61
Discrete-Time LTI Systems Discrete-time Systems Discrete-Time LTI Systems The Convolution Sum

Common Properties The Convolution Sum


I Causal system: output of system at any time n depends only on
present and past inputs
I a system is causal iff

y (n) = F [x(n), x(n − 1), x(n − 2), . . .] Recall: ∞


X
for all n.
x(n) = x(k)δ(n − k)
k=−∞
I Bounded Input-Bounded output (BIBO) Stable: every bounded
input produces a bounded output
I a system is BIBO stable iff

|x(n)| ≤ Mx < ∞ =⇒ |y (n)| ≤ My < ∞

for all n and for all possible bounded inputs.

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 9 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 10 / 61

Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The Convolution Sum

The Convolution Sum The Convolution Sum


Let the response of a linear time-invariant (LTI) system denoted T to
the unit sample input δ(n) be h(n).

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)

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 11 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 12 / 61
Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The Convolution Sum

Causality and Convolution Stability and Convolution


For a causal system, y (n) only depends on present and past inputs
values. Therefore, for a causal system, we have:
It can also be shown that


X
y (n) = h(k)x(n − k) X
|h(n)| < ∞ ⇐⇒ LTI system is BIBO stable
k=−∞
n=−∞
−1
X ∞
X
= h(k)x(n − k) + h(k)x(n − k) Note:
k=−∞ k=0
I ⇐⇒ means that the two statements are equivalent
X∞
= h(k)x(n − k) I BIBO = bounded-input bounded-output

k=0

where h(n) = 0 for n < 0 to ensure causality.

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 13 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 14 / 61

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=−∞

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 15 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 16 / 61
Discrete-Time LTI Systems The Convolution Sum Discrete-Time LTI Systems The z-Transform and System Function

PROOF The Direct z-Transform


Therefore,

Direct z-Transform:
X
|h(n)| = ∞ I
n=−∞

guarantees that there exists a bounded input that will result in an unbounded output, so it is X
also a necessary condition and we can write: X (z) = x(n)z −n
n=−∞

X
|h(n)| < ∞ ⇐= LTI system is stable
n=−∞
I Notation:
Putting sufficiency and necessity together we obtain: X (z) ≡ Z{x(n)}

X
|h(n)| < ∞ ⇐⇒ LTI system is stable Z
n=−∞ x(n) ←→ X (z)
Note: ⇐⇒ means that the two statements are equivalent.

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 17 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 18 / 61

Discrete-Time LTI Systems The z-Transform and System Function Discrete-Time LTI Systems The z-Transform and System Function

Region of Convergence z-Transform Properties

Property Time Domain z-Domain ROC


Notation: x(n) X (z) ROC: r2 < |z| < r1
x1 (n) X1 (z) ROC1
I the region of convergence (ROC) of X (z) is the set of all values x2 (n) X1 (z) ROC2
Linearity: a1 x1 (n) + a2 x2 (n) a1 X1 (z) + a2 X2 (z) At least ROC1 ∩ ROC2
of z for which X (z) attains a finite value Time shifting: x(n − k) z −k X (z) ROC, except
z = 0 (if k > 0)
and z = ∞ (if k < 0)
I The z-Transform is, therefore, uniquely characterized by: z-Scaling: an x(n) X (a−1 z) |a|r2 < |z| < |a|r1
1
Time reversal x(−n) X (z −1 ) < |z| < r1
1. expression for X (z) r1 2
Conjugation: x ∗ (n) X ∗ (z ∗ ) ROC
2. ROC of X (z) z-Differentiation: n x(n)
dX (z)
−z dz r2 < |z| < r1
Convolution: x1 (n) ∗ x2 (n) X1 (z)X2 (z) At least ROC1 ∩ ROC2

among others . . .

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 19 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 20 / 61
Discrete-Time LTI Systems The z-Transform and System Function Discrete-Time LTI Systems The z-Transform and System Function

Common Transform Pairs The System Function

Signal, x(n) z-Transform, X (z) ROC


1 δ(n) 1 All z Z
1
h(n) ←→ H(z)
2 u(n) 1−z −1
|z| > 1 Z
3 an u(n) 1
|z| > |a| time-domain ←→ z-domain
1−az −1 Z
az −1 impulse response ←→ system function
4 nan u(n) (1−az −1 )2
|z| > |a|
1
5 −an u(−n − 1) 1−az −1
|z| < |a|
az −1 Z
6 −nan u(−n − 1) (1−az −1 )2
|z| < |a| y (n) = x(n) ∗ h(n) ←→ Y (z) = X (z) · H(z)
1−z −1 cos ω0
7 (cos(ω0 n))u(n) 1−2z −1 cos ω0 +z −2
|z| > 1
z −1 sin ω0
8 (sin(ω0 n))u(n) 1−2z −1 cos ω0 +z −2
|z| > 1
1−az −1 cos ω0 Therefore,
9 (an cos(ω0 n)u(n) 1−2az−1 cos ω0 +a2 z −2
|z| > |a| Y (z)
1−az −1 sin ω0 H(z) =
10 (an sin(ω0 n)u(n) 1−2az−1 cos ω0 +a2 z −2
|z| > |a| X (z)

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 21 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 22 / 61

Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT

Discrete-Time Fourier Transform (DTFT) Periodicity of the DTFT

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.

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 23 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 24 / 61
Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT

Periodicity of the DTFT Periodicity of the 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

I Frequency range of a discrete-time signal is considered to be


ω ∈ (−π, π]
Rate of oscillation increases as ω increases (or T decreases).

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 25 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 26 / 61

Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT

ω smaller ω larger, rate of oscillation higher

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 27 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 28 / 61
Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT

Periodicity of the DTFT

MINIMUM OSCILLATION

I Discrete-Time Sinusoids: Frequency and Rate of Oscillation:


x[n] = A cos(Ωn + φ)

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

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 29 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 30 / 61

Discrete-Time Fourier Analysis DTFT Discrete-Time Fourier Analysis DTFT

-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

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 31 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 32 / 61
Discrete-Time Fourier Analysis DTFT Discrete-Time LTI Filtering

DTFT Theorems and Properties LTI Filtering



X
y (n) = x(k)h(n − k)
k=−∞
Property Time Domain Frequency Domain
Notation: x(n) X (ω) Y (ω) = H(ω)X (ω)
x1 (n) X1 (ω)
x2 (n) X1 (ω) where
F
Linearity: a1 x1 (n) + a2 x2 (n) a1 X1 (ω) + a2 X2 (ω) x(n) ←→ X (ω)
Time shifting: x(n − k) e −jωk X (ω)
F
Time reversal x(−n) X (−ω) h(n) ←→ H(ω)
Convolution: x1 (n) ∗ x2 (n) X1 (ω)X2 (ω) F
Correlation: rx1 x2 (l) = x1 (l) ∗ x2 (−l) Sx1 x2 (ω) = X1 (ω)X2 (−ω) y (n) ←→ Y (ω)
= X1 (ω)X2∗ (ω) [if x2 (n) real]
Wiener-Khintchine: rxx (l) = x(l) ∗ x(−l) Sxx (ω) = |X (ω)|2

among others . . . H(ω) = |H(ω)|e jΘ(ω)


|H(ω)| ≡ system gain for freq ω
∠H(ω) = Θ(ω) ≡ phase shift for freq ω

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 33 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 34 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering

Complex Nature of X (jω) Complex Nature of X (jω)


Recall, Fourier Transform:

Rectangular coordinates: rarely used in signal processing
Z
I
X (jω) = x(t)e −jωt dt ∈ C
−∞
X (jω) = XR (jω) + j XI (jω)
and Inverse Fourier Transform:
Z ∞ where XR (jω), XI (jω) ∈ R.
1
x(t) = X (jω)e jωt dω
2π −∞
Z 0 Z ∞
1 jωt 1 I Polar coordinates: more intuitive way to represent frequency content
= X (jω)e dω + X (jω)e jωt dω
2π −∞ 2π 0
X (jω) = |X (jω)| e j∠X (jω)
Note: If x(t) is real, then the imaginary part of the negative frequency sinusoids where |X (jω)|, ∠X (jω) ∈ R.
(i.e., e jωt for ω<0) cancel out the imaginary part of the positive frequency
sinusoids (i.e., e jωt for ω>0)

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 35 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 36 / 61
Discrete-Time LTI Filtering Discrete-Time LTI Filtering

Magnitude and Phase of X (jω) Magnitude and Phase of X (jω)


Z ∞
1
x(t) = X (jω)e jωt dω
2π −∞
|X (jω)|: determines the relative presence of a sinusoid e jωt in
I
Z ∞
1
= |X (jω)| e j∠X (jω) e jωt dω
x(t) 2π −∞
Z ∞
1
= |X (jω)| e j(ωt+∠X (jω)) dω
2π −∞

I ∠X (jω): determines how the sinusoids line up relative to one


I Recall, e j(ωt+∠X (jω)) = cos(ωt + ∠X (jω)) + j sin(ωt + ∠X (jω)).
another to form x(t)
I The larger |X (jω)| is, the more prominent e jωt is in forming x(t).

I ∠X (jω) determines the relative phases of the sinusoids (i.e. how they line
up with respect to one another).

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 37 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 38 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering

LTI Filtering LTI Systems as Frequency-Selective Filters



X
y (n) = x(k)h(n − k)
k=−∞
I Filter: device that discriminates, according to some attribute of
Y (ω) = H(ω)X (ω)
the input, what passes through it
where
F
x(n) ←→ X (ω) I For LTI systems, given Y (ω) = H(ω)X (ω)
F
h(n) ←→ H(ω) I H(ω) acts as a weighting or spectral shaping function of the
F
y (n) ←→ Y (ω) different frequency components of the signal
I LTI system is known as a frequency shaping filter

H(ω) = |H(ω)|e jΘ(ω) LTI system ⇔ filter


|Y (ω)| = |H(ω)||X (ω)|
∠Y (ω) = Θ(ω) + ∠X (ω)

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 39 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 40 / 61
Discrete-Time LTI Filtering Discrete-Time LTI Filtering

Causal FIR Filters Causal IIR Filters


Definition: a discrete-time finite impulse response (FIR) filter is one
Definition: a discrete-time infinite impulse response (IIR) filter is one
in which the associated impulse response has finite duration.
in which the associated impulse response has infinite duration.

X ∞
y (n) = h(k)x(n − k) X
y (n) = h(k)x(n − k)
k=−∞
k=−∞
M−1
X ∞
= h(k)x(n − k)
X
= h(k)x(n − k)
k=0
k=0

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

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 41 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 42 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering

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.
Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 43 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 44 / 61
Discrete-Time LTI Filtering Discrete-Time LTI Filtering

z-Transform Properties LCCDEs

Property Time Domain z-Domain ROC N


X M
X
Notation: x(n) X (z) ROC: r2 < |z| < r1 ak Z{y (n − k)} = bk Z{x(n − k)}
x1 (n) X1 (z) ROC1 k=0
| {z }
k=0
| {z }
x2 (n) X1 (z) ROC2 z −k Y (z) z −k X (z)
Linearity: a1 x1 (n) + a2 x2 (n) a1 X1 (z) + a2 X2 (z) At least ROC1 ∩ ROC2 N M
z −k X (z)
X X
Time shifting: x(n − k) ROC, except ak z −k Y (z) = bk z −k X (z)
z = 0 (if k > 0)
k=0 k=0
and z = ∞ (if k < 0)
z-Scaling: an x(n) X (a−1 z) |a|r2 < |z| < |a|r1 N
X M
X
Time reversal x(−n) X (z −1 ) 1
r1
< |z| < r1
2
Y (z) ak z −k = X (z) bk z −k
Conjugation: x ∗ (n) X ∗ (z ∗ ) ROC k=0 k=0
dX (z)
z-Differentiation: n x(n) −z dz r2 < |z| < r1 PM
Y (z) k=0 bk z −k
Convolution: x1 (n) ∗ x2 (n) X1 (z)X2 (z) At least ROC1 ∩ ROC2 H(z) ≡ = PN a0 ≡ 1
X (z) k=0 ak z
−k
among others . . . PM PM
−k
k=0 bk z k=0 bk z −k
H(z) = N
= PN
· z −0 + k=1 ak z −k −k
P
1 1+ k=1 ak z

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 45 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 46 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering

FIR LCCDEs Block Diagram Represenation

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

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 47 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 48 / 61
Discrete-Time LTI Filtering Discrete-Time LTI Filtering

FIR Filter Implementation IIR LCCDEs


M−1
X
y (n) = bk x(n − k)
N M
k=0 X X
y (n) = − ak y (n − k) + bk x(n − k)
... k=1
PM
k=0
M
bk z −k X 1
H(z) = k=0
P N
= bk z −k · PN
1+ k=1 ak z −k 1 + k=1 ak z −k
|k=0 {z
...
} | {z }
+ + + + + H1 (z) H2 (z)

= H1 (z) · H2 (z)
Requires:
I M multiplications

I M − 1 additions

I M − 1 memory elements

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 49 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 50 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering


Adder: +
Direct Form I IIR Filter Implementation Direct Form II IIR Filter Implementation
Unit delay:
+ + + +

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
Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 51 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 52 / 61
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
Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 53 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 54 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering


Adder: +

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=−∞

Therefore, BIBO stability =⇒ ROC includes unit circle


ROC includes unit circle =⇒ BIBO stability is also true.
Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 55 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 56 / 61
Discrete-Time LTI Filtering Discrete-Time LTI Filtering

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.

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 57 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 58 / 61

Discrete-Time LTI Filtering Discrete-Time LTI Filtering

ARMA, MA and AR Filters ARMA, MA and AR Filters


Other commonly used terminology for the filters described include: Other commonly used terminology for the filters described include:
I Autoregressive moving average (ARMA) filter: I Moving average (MA) filter:

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

Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 59 / 61 Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 60 / 61
Discrete-Time LTI Filtering

ARMA, MA and AR Filters


Other commonly used terminology for the filters described include:
I Autoregressive (AR) filter:

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


Dr. Deepa Kundur (University of Toronto) Discrete-Time LTI Systems and Analysis 61 / 61

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