Digital Signal Processing

Dr Zohaib Ahmad Khan

SAEE
Demo

https://youtu.be/LznjC4Lo7lE
 Discrete-Time Systems
• Discrete-Time Sequence is a mathematical operation that
maps a given input sequence x[n] into an output sequence
y[n]

y[n] = T{x[n]} x[n] T{.} y[n]

• Example Discrete-Time Systems

– Moving (Running) Average
y[n] = x[n] + x[n − 1] + x[n − 2] + x[n − 3]

– Maximum

y[n] = maxx[n], x[n − 1], x[n − 2]

– Ideal Delay System
y[n] = x[n − no ]
 Memoryless System
• Memoryless System
– A system is memoryless if the output y[n] at every value of n
depends only on the input x[n] at the same value of n

• Example Memoryless Systems

– Square

y[n] = (x[n])
2

– Sign
y[n] = signx[n]

• Counter Example
– Ideal Delay System

y[n] = x[n − no ]
 Linear Systems
• Linear System: A system is linear if and only if

T{x1[n] + x2[n]} = Tx1[n] + Tx2[n] (additivity)

and
Tax[n] = aTx[n] (scaling)

• Examples
– Ideal Delay System
y[n] = T {x[n]} = x[n − no ]

T{x1[n]+ x2[n]} = x1[n - no ]+ x2[n - no ]

T{x2[n]}+ Tx1[n] = x1[n - no ]+ x2[n - no ]
Tax[n] = ax[n- no ]
aTx[n] = ax[n- no ]
 Time-Invariant Systems
• Time-Invariant (shift-invariant) Systems
– A time shift at the input causes corresponding time-shift at output

y[n] = T{x[n]}  y[n − no ] = Tx[n − no ]

• Example
– Square

y1 n = (x[n − no ])
2
Delay the input the output is
y[n] = (x[n])
2

yn - no  = (x[n − no ])
2
Delay the output gives

• Counter Example
– Compressor System

Delay the input the output is y1 n = x[Mn − no ]

y[n] = x[Mn]
Delay the output gives yn - no  = xM(n − no )
 Time-Invariant Systems
• Time-Invariant (shift-invariant) Systems
– A time shift at the input causes corresponding time-shift at output

y[n] = T{x[n]}  y[n − no ] = Tx[n − no ]

• Example
– Square

y1 n = (x[n − no ])
2
Delay the input the output is
y[n] = (x[n])
2

yn - no  = (x[n − no ])
2
Delay the output gives

• Counter Example
– Compressor System

Delay the input the output is y1 n = x[Mn − no ]

y[n] = x[Mn]
Delay the output gives yn - no  = xM(n − no )
 Causal System
• Causality
– A system is causal it’s output is a function of only the current and
previous samples

• Examples
– Backward Difference

y[n] = x[n] − x[n − 1]

• Counter Example
Any examples?
– Forward Difference

y[n] = x[n + 1] + x[n]

 Causal System
• Causality
– A system is causal it’s output is a function of only the current and
previous samples

• Examples
– Backward Difference

y[n] = x[n] − x[n − 1]

• Counter Example
– Forward Difference

y[n] = x[n + 1] + x[n]

 Linear-Time Invariant System
• Special importance for their mathematical tractability
• Most signal processing applications involve LTI systems
• LTI system can be completely characterized by their impulse
response
x[n] T{.} y[n]


• Represent any input xn =  xk n − k 
k = −

    
yn = T   xk  n − k  =  xk T  n − k  =  xk hn − k 
k =−  k =− k = −

• From time invariance we arrive at convolution


yn =  xk  hn − k  = xk   hk 
k = −
 Linear-Time Invariant System

• Represent any input xn =  xk n − k 
k = −
 Linear-Time Invariant System
• Special importance for their mathematical tractability
• Most signal processing applications involve LTI systems
• LTI system can be completely characterized by their impulse
response

[n-k] T{.} h[n-k] x[n] T{.} y[n]


• Represent any input xn =  xk n − k 
k = −

    
yn = T   xk  n − k  =  xk T  n − k  =  xk hn − k 
k =−  k =− k = −

• From time invariance we arrive at convolution


yn =  xk  hn − k  = xk   hk 
k = −
 LTI System Example

¥
y [ n] = å x [k ] h [n - k ]
k=-¥
 Properties of LTI Systems
• Convolution is commutative
 
xk   hk  =  xk hn − k  =  hk xn − k  = hk   xk 
k = − k = −

x[n] h[n] y[n] h[n] x[n] y[n]

• Convolution is distributive
xk   (h1 k  + h2 k ) = xk   h1 k  + xk   h2 k 

h1[n]
x[n] + y[n] x[n] h1[n]+ h2[n] y[n]
h2[n]
 Properties of LTI Systems
• Cascade connection of LTI systems

x[n] h1[n] h2[n] y[n]

x[n] h2[n] h1[n] y[n]

x[n] h1[n]h2[n] y[n]

 Stable and Causal LTI Systems
• An LTI system is (BIBO) stable if and only if
– Impulse response is absolute summable


 hk   
k = −
– Let’s write the output of the system as
 
yn =  hk xn − k    hk  xn − k 
k = − k = −
– If the input is bounded
x[n]  Bx
– Then the output is bounded by 
yn  Bx  hk 
k = −

– The output is bounded if the absolute sum is finite

• An LTI system is causal if and only if
hk  = 0 for k  0
 Linear Constant-Coefficient Difference Equations
• An important class of LTI systems of the form
N M

 a yn − k  =  b xn − k 
k =0
k
k =0
k

• The output is not uniquely specified for a given input

– The initial conditions are required
– Linearity, time invariance, and causality depend on the initial
conditions
– If initial conditions are assumed to be zero system is linear, time
invariant, and causal
• Example
– Moving Average
y[n] = x[n] + x[n − 1] + x[n − 2] + x[n − 3]

– Difference Equation Representation

0 3

 a yn − k  =  b xn − k 
k =0
k
k =0
k where ak = bk = 1
 Eigenvalues-Eigenvectors

Blue Arrow = Eigenvector

Eigenvalue = Vector’s length
 Eigenfunctions of LTI Systems
• Complex exponentials are eigenfunctions of LTI systems:

xn = e jn

• Let’s see what happens if we feed x[n] into an LTI system:

 
yn =  hk xn − k  =  hk 
e j(n −k )

k = − k = −
eigenfunction
 
yn =   hk e − jk  jn
e = H e j e jn ( )
 k = − 
eigenvalue
• The eigenvalue is called the frequency response of the system

( ) =  hk e

j − jk
He
k = −
• H(ej) is a complex function of frequency
– Specifies amplitude and phase change of the input
 Discrete-Time Fourier Transform
• Many sequences can be expressed as a weighted sum of
complex exponentials as (another picture)
xn =
1 
2 − 
X e j
e ( )
jn
d (inverse transform)

• Where the weighting is determined as

( ) =  xne

j − jn
Xe (forward transform)
n = −

• X(ej) is the Fourier spectrum of the sequence x[n]

– It specifies the magnitude and phase of the sequence

• The frequency response of a LTI system is the DTFT of the

impulse response

( ) =  hk e 1 
( )

He j − jk
and hn =  H e j
e jn
d
k = − 2 − 
 Existence of DTFT
• For a given sequence the DTFT exist if the infinite sum
convergence

( ) =  xne

j − jn
Xe
n = −
• Or
( )
X e j   for all 

( ) =  xne
  
Xe j

n = −
− jn
  xn e
n = −
− jn
=  xn  
n = −

• So the DTFT exists if a given sequence is absolute summable

• All stable systems are absolute summable and have DTFTs
 Absolute and Square Summability

• Absolute summability is sufficient condition for DTFT

• Some sequences may not be absolute summable but only

square summable


 xn
2

n = −
 Example: Generalized DTFT
• DTFT of xn = 1
• Not absolute summable
• Not even square summable
• But we define its DTFT as a pulse train

( ) =  2( + 2r )

j
Xe
r = −

• Let’s place into inverse DTFT equation

xn =
1 
2 − 
X e j
( )
e jn
d

1     jn
=    2 ( + 2r ) e d
2 r = −
− 

()e jnd = e j0n = 1

= −
 Fourier Transform Theorems
Sequence DTFT
x[n] X(ej)
y[n] Y(ej)
ax[n]+by[n] aX(ej)+bY(ej)
x[n-nd] ( )
e− jnd X e j
x[-n] X(e-j)
nx[n]
j
dX e j ( )
d
x[n]y[n] X(ej)Y(ej)

x[n]y[n] 1

2 − 
X e ( )(
j
Y e j(  −  )
)d

1
( )

Parseval' s Theorem :  xn =
2 2

j
X e d
n = − 2 − 

1
( ) ( )

Parseval' s Theorem :  xny n =
*
 X e j
Y *
e j
d
n = − 2 − 
 Fourier Transform Pairs
Sequence DTFT
[n-no] e− jno


1  2( + 2k )
k = −

1
anu[n] |a|<1
1 − ae− j
1 
u[n] − j
+  ( + 2k )
1−e k = −

sin(cn) 1   c
n
( )
X e j = 
0 c    
1
xn = 
0nM sin(M + 1) / 2 − jM / 2
e
0 otherwise sin( / 2)


e jon  2( − 
k = −
o + 2k )

 e ( −  


cos(on+)
j
o + 2k ) + e− j( + o + 2k )
k = −