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1.2.2008
Time-domain representation of a discrete-time signal as a sequence of numbers Basic sequences and operations on sequences Discrete-time systems in processing of discrete-time signals Linear and time-invariant systems
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Discrete-Time Signals
Sequence {x[n]} can be considered as a periodically sampled continuous-time signal xa(t)
x[n]
Digital Signals
Digital signal Discrete-time and discrete-valued sequence of numbers Digital signal processing The sequence is transformed to another sequence by means of arithmetic operations
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-1
x[n] = xa (t ) t = nT = xa (nT )
Sampling interval: T Sampling frequency: FT=1/T
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n = ...,2, 1, 0, 1, 2,...
Types of Sequence
Finite-duration or finite-length sequence: Defined in the interval N1<n<N2, where N1 and N2 are finite and N2 >N1 Length (duration): N= N2 -N1+1 Infinite-duration or infinite-length sequence: a) Right-sided sequence: x[n]=0, n<N1 b) Left-sided sequence: x[n]=0, n>N2
w[n]
y[n]
An application is in forming a finite-length sequence from an infinite-length sequence by multiplying the latter with a finite-length sequence called an window sequence Process called windowing
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+
w[n]
Time-shifting operation: y[n] = where N is an integer If N > 0, it is delaying operation Unit delay x[n]
z 1
y[n]
y[n] = x[n 1]
y[n] = A x[n]
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Unit advance
x[n]
y[n]
y[n] = x[n + 1]
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y[n] = x[ n]
Branching operation: Used to provide multiple copies of a sequence x[n] x[n]
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x[n]
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0.5 Amplitude
Amplitude
0.5
y[n] = x[ nM ]
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-0.5
-0.5
-1
10
20 30 Time index n
40
50
-1 0
x[n]
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y[n]
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Periodic Sequences
0.5 Amplitude
0.5 Amplitude
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-0.5
-1 0
10
20 30 Time index n
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-1
10
20 30 Time index n
40
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Periodicity: xp[n]=xp[n+kN], for all n Th sequence xp[n] i periodic with period N where N i The is i di ith i d h is a positive integer and k is any integer The fundamental period Nf is the smallest N for which the above equation holds Notice! Sampling of a periodic continuous-time signal does not guarantee the periodicity of the sampled sequence
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Classification of Sequences
A sequence is bounded if
x[ n] Bx <
x[n] <
2
x[n]
<
x[n] = cos(n / 6)
Not periodic
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E=
n =
x[n]
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[ n] =
k =
[k ]
[n] = [ n] [n 1]
The above relations can be implemented with simple computational structures consisting of basic arithmetic operations
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[ n] =
[n]
m =
[ m]
m =
n 1
[n] [ n 1] [n]
1 0 1 0 1 1 0
... n ... n
[n]
+ D
+
D
[n]
[ n 1]
Realization
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[n 1]
Realization
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x[n] = A n
x1[n] + x2 [n]
a
ax[n]
x[n]
x[n 1]
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The time variable -time t is related to the discrete time time variable n only at discrete-time instants tn
t n = nT = with n 2n = FT T (sampling frequency) (sampling angular frequency)
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where
FT = 1 / T
and T = 2FT
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g1[n] = cos(0.6n)
Amplitude
0.5
-0.5
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Arbitrary Sequence
x[n] x[-3] x[1]
Arbitrary Sequence
x[n] x[-3] x[1]
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3 4
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3 4
x[4]
x[4]
An arbitrary sequence x[n] can be expressed as a superposition of scaled versions of shifted unit impulses, [n-k]
x[n] = x[3] [n + 3]
x[1] [n 1]
+
x[4] [ n 4]
In general:
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x[n] =
k =
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x[k ] [n k ]
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Discrete-Time Systems
x[n]
Input sequence Discrete-time system
Linearity
A linear system is a system that possesses the important property of superposition Additivity: The response to x1[n]+x2[n] is y1[n]+y2[n] Scaling or homogeneity: The response to ax1[n] is ay1[n] where a is any complex constant
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y[n]
Output sequence
Single-input single-output system Output sequence is generated sequentially, beginning with a certain time index value n A certain class of discrete-time systems, linear and time invariant (LTI) systems will be discussed
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Linearity
Combining the two properties of superposition into a single statement Discrete-time:
x1[n] x2 [n]
Linearity
T[ ] T[ ]
a x1[n] b
y1[n]
ay1[n]
+
by2 [n] y
y 2 [ n]
ax1[n]
+
bx2 [n]
x2 [n]
T[ ]
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Time Invariance
A system is time-invariant (or shift-invariant) if a time shift in the input signal results in an identical time shift in the output signal
Time Invariance
A time invariant discrete-time system
y[n] = T ( x[n])
y[n] = sin[x[n]]
A time variant discrete-time system
y[n n0 ] = T ( x[n n0 ])
For time-invariant systems the system properties do not change with time
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y[n] = nx[n]
Coefficient n is changing with time
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Causality
In a causal discrete-time system the output sample y[n0] at time instant n0 depends only on the input samples x[n] for n<n0 and does not depend on input samples for n>n0 If y1[n] and y2[n] are the responses of a causal system to two inputs u1[n] and u2[n], respectively, then u1[n] = u2 [n] , for n < N implies that
Stability
A discrete-time system is stable if and only if, for every bounded input, the output is also bounded If the response to x[n] is the sequence y[n], and if
x[n] Bx
for ll l f all values of n, th f then
y[ n] B y
for all values of n, where Bx and By are finite constants Bounded-input bounded-output (BIBO) stability
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Convolution
Linearity: The response of a linear system to x[n] will be the superposition of the scaled responses of the system to each o t ese s ted impulses eac of these shifted pu ses Time invariance: The responses of a time-invariant system to time-shifted unit impulses are the time-shifted versions of one another
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Unit sample response or impulse response is the response of the system to a unit impulse
x[n] = [n];
y[n] = h[ n]
Unit step response or step response is the output sequence when the input sequence is the unit step
x[n] = [n];
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y[n] = s[n]
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Convolution
The unit impulse response of a system is h[n]
Convolution
y[n] = T ( x[n]) = T x[k ] [n k ] k =
Additivity : Homogeneity : Shift invariance :
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[n]
T( )
h[n]
y[n] = y[ n] = y[n] =
k = k =
The unit impulse response h[n] is the response of the system to a unit impulse
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x[k ]T ( [n k ])
k =
x[n] * h[n] =
k =
x[k ]h[n k ] =
r =
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y[n]
y[n] [
The output of an LTI system with input x[n] and unit impulse response h[n] is identical to the output of an LTI system with input h[n] and unit impulse response x[n]
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1.2.2008
y[n]
h1[n] x[n]
h2 [n]
y2 [ n]
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y[n ]
h1 [ n ]
y1 [ n ]
h2 [ n ]
y[n ]
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The Associative and Commutative Property y[n] = x[n] * (h1[n] * h2 [n]) = x[n] * (h2 [n] * h1[n])
x [n ]
h 2 [ n ] * h1 [ n ]
y [n ]
h1 [ n ]
y[ n ]
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y[ n ]
x[ n ]
x[ n ]
h1 [ n ] * h 2 [ n ] h 2 [ n ] * h1 [ n ]
y2 [n ]
y[ n ]
y[ n ]
x[ n ]
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h2 [n ]
h1 [ n ]
y[ n ]
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| h[ k ] |
for all n
The output y[n] is bounded if the the impulse [ ] response is absolutely summable
| y [ n ] |
k =
k =
h[ k ] x[ n k ]
| h [ k ] || x [ n k ] |
k =
h[ k ] <
Causality Condition
Let x1[n] and x2[n] be two input sequences with
x1 [ n ] = x 2 [ n ] for n n 0
d y[n k] = p x[n k]
k =0 k k =0 k
for n < 0
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where x[n] and y[n] are, respectively, the input and output of the system and {dk} and {pk} are constants The order of the system is given by max{N,M}
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d
k =1
dk
0
y[n k ] +
d
k =0
pk
0
x[n k ]
provided that d0 0. The output y[n] can be computed for all n n0 , knowing the input x[n] and the initial conditions y[n0-1], y[n0-2], ..., y[n0-N]
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y[n] =
k = N1
h[k ]x[n k ]
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N2
y[n] =
h[k ]x[n k ]
k =0
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d
k =1
dk
0
y[n k ] +
d
k =0
pk
0
x[n k ]
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Autoregressive Models
The simplest IIR, called an autoregresive (AR) model is characterized by the input-output relation N
y[n] = x[n]
p x[n k]
k k =0
d y[n k]
k k =0
A moving average (MA) model is an FIR discrete-time system It can be considered as a generalization of the M-point moving average filter with different weights assigned to input samples
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The second type of IIR system, called an autoregresive moving average (ARMA) model is described by the input-output relation
y[n] =
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p x[n k] d y[n k]
k k k =0 k =0
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Correlation of Signals
There are applications where it is necessary to compare one reference signal with one or more signals to determine the similarity between the pair and to determine additional information based on the similarity
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Example: Communications
In digital communications, a set of data symbols are represented by a set of unique discrete-time sequences If one of these sequences has been transmitted, the receiver has t determine t itt d th i h to d t i which particular sequence has been received The received signal is compared with every member of possible sequences from the set
Correlation
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Correlation of Signals
Definitions A measure of similarity between a pair of energy signals, x[n] and y[n], is given by the crosscorrelation sequence rxy[l] defined by
rxy [l ] =
n =
Correlation of Signals
Sequence y[n] is said to be shifted by l samples to the right with respect to the reference sequence x[n] for positive values of l, and shifted by l samples to the left for negative values of l The ordering of the subscripts xy in the definition of rxy[l] specifies that x[n] is the reference sequence which remains fixed in time while y[n] is being shifted with respect to x[n]
x[n] y[n l ],
l = 0, 1, 2, ...
The parameter l called lag, indicates the time-shift between the pair of signals
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Correlation of Signals
If y[n] is made the reference signal and shift x[n] with respect to y[n], then the corresponding cross-correlation sequence is given by
Correlation of Signals
The autocorrelation sequence of x[n] is given by
rxx [l ] =
n =
x[ n]x[n l ]
ryx [l ] =
n =
y[ n] x[ n l ]
y[m + l ] x[ m] = rxy [l ]
obtained by setting y[n] = x[n] in the definition y g y[ ] [ ] of the cross-correlation sequence rxy[l] Note: The energy of the signal x[n] is
rxy[l]
m =
Convolution Revisited
The convolution of x[m] and h[m] was defined as
y[ m ] =
k =
x[ k ] h[ m k ]
n =
Compare to correlation
rxy [l ] =
n =
x[ n] y[ n l ]
rxy [l ] =
x[ n] y[ n l ]
reveals that the expression for the crosscorrelation looks quite similar to that of the linear convolution
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rxy [l ] =
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n =
x[ n] y[ (l n)]
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Matched Filter
The cross-correlation of x[n] with the reference signal y[n] can be computed by processing x[n] with an LTI discrete-time system of impulse response y[-n]
x[n ]
y[ n ]
rxy [l ] =
n =
x[ n] y[ (l n)] = x[l ] y[ l ]
The equations of correlation and convolution are the same, except the minus sign inside the summation In step-by-step calculation of the convolution, the other sequence is time-reversed; in correlation, it is not
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rxy [n ]
The impulse response, h[n], of the matched filter is the time-reversed version of the of reference signal y[n] , i.e., h[n] = y[-n]
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Autocorrelation
Likewise, the autocorrelation of x[n] can be computed by processing x[n] with an LTI discrete-time system of impulse response x[-n]
x[n ] x[ n ] rxx [ n ]
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