DIGITAL SIGNAL PROCESSING

Chapter 4: ANALYSIS OF LINEAR TIME

INVARIANT SYSTEMS
Reference:
S J.Orfanidis, ”Introduction to Signal Processing”, Prentice –Hall , 1996,ISBN 0-13-
209172-0
M. D. Lutovac, D. V. Tošić, B. L. Evans, “Filter Design for Signal Processing Using
MATLAB and Mathematica”, Prentice Hall, 2001

Lectured by Prof. Dr. Thuong Le-Tien

National Distinguished Lecturer
Tel: 08-38654184; 0903 787 989
Email: [email protected],
[email protected]

Dated on Feb, 2020 1

1. Continuous and discrete time systems
2. Input/Output Rules.
3. Linear and time invariance
4. Impulse response
5. Finite Impulse Response (FIR) and
Infinite Impulse Response (IIR).
6. Causality and stability.

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1. Continuous and discrete time systems

 One-dimensional system: required for processing a

signal that is a function of the single independent
variable
 Assume that the independent variable is time even in
cases where the independent variable is a physical
quantity other than time
 Time response is the output signal as a function of
time, following the application of a set of prescribed
input signals, under specified operating conditions

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Continuous-time system

Discrete-time system

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 Digital system

 A discrete-time system is digital if it

operates on discrete-time signals whose amplitudes
are quantized
 Quantization maps each continuous
amplitude level into a number
 The digital system employs digital hardware
1. explicitly in the form of logic circuits
2. implicitly when the operations on the signals are
executed by writing a computer program

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 Analysis and design
 Analysis of a system is investigation of the
properties and the behavior (response) of an
existing system
 Design of a system is the choice and
arrangement of systems components to
perform a specific task
 Design by analysis is accomplished by
modifying the characteristics of an existing
system
 Design by synthesis: we define the form of
the system directly from its specifications

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 Block diagram
 Block diagram is a pictorial representation of a system
that provides a method for characterizing the
relationships among the components
 Single block with one input and one output is the
simplest form of the block diagram
 Interior of the rectangle representing the block contains
(a) component name,
(b) component description, or
(c) the symbol for the mathematical operation to be
performed on input to yield output
 Arrows represent the
direction of signal flow

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 Basic elements of block diagram

Takeoff point
Summing point

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 Interconnections of blocks
Blocks connected in
cascade

Blocks connected in
feedback

Blocks connected in
parallel

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State

 For some systems, the output at time t0

depends not only on the input applied at t0,
but also on the input applied before t0
 The state is the information at t0 that,
together with input for t ≥ t0, determines
uniquely output for t ≥ t0
 Dynamical equation is the set of equations
that describes unique relations between the
input, output, and state

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 Relaxed system

 A system is said to be relaxed at time t0 if the

output for t ≥ t0 is solely and uniquely
determined by the input for t ≥ t0
 If the concept of energy is applicable, the
system is said to be relaxed at t0 if no energy
is stored in the system at t0
 A system is said to be zero-input if the output
for t ≥ t0 is solely and uniquely determined by
the state

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Some basic concepts and terminologies
in discrete time systems
• Linear Time Invariant systems - LTI.
• Input and output signals with relationship of
discrete-time convolution via impulse response of
system.
• LTI system can be separated into FIR (Finite
Impulse Response) and IIR (Infinite Impulse
Response).
• FIR system can be modeled in the block or
sample-by sample processing

DSP Lectured by Assoc Prof. Dr. Thuong Le-Tien 12

The representation of signals
in term of impulses

Example
2. Input/Output Rules.
Sample-to-sample processing method - I/O rule
H H H
x0  y0 , x1  y1 , x2  y2 , etc.

Block processing method

 x0   y0 
x  y 
x   1  
H  1  y
 x2   y2 
   
 

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Example 1:

x0 , x1 , x2 , x3 , x4 , 

H
2 x0 ,2 x1 ,2 x2 ,2 x3 ,2 x4 ,
 y0   2 0 0 0
Example 2:  y  3 2 0 0  x0 
 1 
 y2  4 3 2 0  x1 
y    Hx
 y3   0 4 3 2   x2 
 y 4  0  
0 4 3  x3 
   
 y5  0 0 0 4

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3. Linearity and Time-Invariance LTI

 Consider a relaxed system in which there is

one independent variable t
 A linear system is a system which has the
property that if
 input x1(n) produces an output y1(n) and
 input x2(n) produces an output y2(n), then
 input c1 x1(n) + c2 x2(n) produces an
output c1 y1(n) + c2 y2(n) for any x1(n), x2(n)
and arbitrary constants c1 and c2

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* Linearity
y n   a1 y1 n   a2 y2 n  (1)

xn   a1 x1 n   a2 x2 n  (2)

Two Models for Testing linearity

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 Time-invariant system

 A relaxed system is time-invariant if a time

shift in the input signal causes a time shift in the
output signal
 In the case of discrete-time digital systems, we
often use the term
shift-invariant instead of time-invariant
 Characteristics and parameters of a time-invariant
system do not change with time

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* Time invariance
D is delay operator

Two Models for Testing Time-Invariance with delay by D samples

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 Linear time-invariant (LTI) system
Continuous-time system is LTI if its input-output relationship
can be described by the ordinary linear constant coefficient
differential equation

Discrete-time system is LTI if its input-output relationship

can be described by the linear constant coefficients
difference equation

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4. Impulse response
Dirac Delta function

1 if n  0
d n   
0 if n  0

d n   hn 
H

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Delayed impulse response of an LTI system

(LTI form)

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 Convolution
y n   x0 hn   x1hn  1 |  x2 hn  2   x3hn  3  

y n    xm hn  m 
m

Response to linear combination of inputs

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 5. FIR and IIR Filters
An FIR filter has impulse response h(n) that
extends only over a finite time interval 0 ≤ n ≤ M

• M is filter order. Length of impulse response

• h = {h0, h1, h2, …, hM} is : LH = M + 1
{h0, h1, h2, …, hM} named filter coefficients, or
filter weights, or filter taps.

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 FIR FILTERING EQUATION

Example: third order FIR filter h = [h0,h1, h2, h3] has

I/O equation:
y(n) = h0x(n) + h1x(n-1) + h2x(n-2) + h3x(n-3)

Example: Find impulse response of the following FIR

filter:
(a) y(n) = 2x(n) + 3x(n-1) + 5x(n-2) + 2x(n-3)
(b) y(n) = x(n) - 4x(n-4)
Solution:
(a) h = [2, 3, 5, 2]
(b) h = [1, 0, 0, 0, -4]
if input is x(n) = d(n), then output y(n) = h(n):
(a) h(n) = 2d(n) + 3d(n – 1) + 5d(n – 2) + 2d(n – 3)
(b) h(n) = d(n) – d(n – 4)
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 An IIR filter has an impulse response h(n) of infinite
duration, defined over the infinite interval.

IIR equation     
y n  h m x nm 
m 0
Example: Find the convolution form and impulse response of
the following IIR filter: y(n) = 0,25y(n – 2) + x(n)
Solve: impulse response h(n) = 0,25h(n – 2) + d(n)
h(–2) = h(–1) = 0; h(0) = 0,25h(–2) + d(0) = 1
h(1) = 0,25h(–1) + d(1) = 0; h(2) = 0,25h(0) + d(2) = 0,25 = 0,52
h(3) = 0,25h(1) + d(3) = 0; h(4) = 0,25h(2) + d(4) = 0,252 = 0,54
n ≥0 n
0.5 ,

hn   
n  even
0, n  odd
h ={1, 0, 0.52, 0, 0.54, 0,. . .};
y(n) = x(n) + 0.52x(n – 2) + 0.252x(n – 4)+ …
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 Example: Find the difference equation of the following
IIR filter: h ={2, 3, 4, 5, 2, 3, 4, 5, 2, 3, 4, 5, . . .}
with the cycle lasts for 4 samples
Solve: h(n – 4) ={0, 0, 0, 0, 2, 3, 4, 5, 2, 3, 4, 5, 2, 3, 4, 5, . . .}
h(n) – h(n – 4) = {2, 3, 4, 5, 0, 0, 0, 0,. . .}
h(n) – h(n – 4) = 2d(n) + 3d(n – 1) + 4d(n – 2) + 5d(n – 3)
h(n) = h(n – 4) + 2d(n) + 3d(n – 1) + 4d(n – 2) + 5d(n – 3)
Or yn = yn – 4 + 2xn + 3xn-1 + 4xn-2 + 5xn-3

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 IIR Filter has the impulse response h(n)
M L
hn    ai hn  i    bid n  i 
i 1 i 0
hn  a1hn 1  a2 hn  2    aM hn  M  b0d n  b1d n 1    bn  L
M L
y n    ai y n  i    bi xn  i 
i 1 i 0

y n  a1 yn 1  a2 yn  2    aM yn  M  b0 xn  b1 xn 1    bL xn  L

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6. Causality and stability

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 
y n    hm xn  m 
m D

Delay D to produce the causal,

hD(n) = h(n – D)
I/O equation for causal filter hD(n)

y D n    hD m xn  m 
m 0

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 Example: Consider the typical 5-tap smoothing filter having
filter coefficient h(n) = 1/5 for -2 ≤ n ≤2. The corresponding
I/O convolutional equation
2
1 2
y n    hm xn  m    xn  m 
m  2 5 m  2
1
 xn  2  xn  1  xn   xn  1  xn  2
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It is called a smoother or average because at each n it
replaces the current sample x(n) by its average with the two
samples ahead and two samples behind it. Its anti-causal
part has duration D=2 and can be made causal wit the time
delay of two units
1
y2 n   y n  2  xn   xn  1  xn  2   xn  3  xn  4 
5

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Stability:
A stable LTI system is one whose impulse
response h(n) goes to zero sufficiently fast as n
to be infinitive, so that the output y(n) never
diverges and |y(n)| ≤ B if input is limited
|x(n)| ≤ A.
A necessary and sufficient condition for an LTI
system to be stable is


 hn   
n  

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LINEAR CONSTANT COEFFICIENT DIFFERENCE EQUATION

Example: y[n] – y[ n-1] = x[n]

A recursive difference equation
Example: a recursive form of a moving average system

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