International Islamic University Chittagong

Dept. of Electrical and Electronic Engineering

Segment-3
Analysis of DT Linear Time-Invariant System

EEE-3603 Digital Signal Processing

Prepared By
Mohammed Abdul kader
Assistant Professor, Dept. of EEE, IIUC
 Analysis of DT Linear Time-Invariant System
There are two basic methods for analyzing the behavior or response of a linear system to a given input
signal:
Method-1: This method is based on the direct solution of the input-output equation for the system
which is called the difference equation.

Method-2:
In this method, the input signal x(n) is decomposed or resolved into a sum of elementary signals. The
elementary signals are selected so that the response of the system to each signal component is easily
determined.
Then, using the linearity property of the system, the response of the system to the elementary signals
are added to obtain the total response of the system to the given input signal.

2 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Elaboration of 2nd method
Suppose that, the input signal x(n) is resolved into a weighted sum of elementary signal components
{𝑥𝑘 (𝑛)}
𝐶𝑘 is the set of amplitudes (weighting coefficients)

Suppose the response of the system to the elementary signal component 𝑥𝑘 (𝑛) is 𝑦𝑘 (𝑛)

Considering the linearity property total response of input signal x(n) is

Choice of elementary signal

If we place no restriction on the characteristics of input
signal, then most convenient way to express the input
sequence as weighted sum of unit sample (impulse)
sequence.
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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Resolution of a Discrete Time Signal into Impulses

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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example 2.3.1: Consider the special case of a finite-duration sequence given as

Resolve the sequence x(n) into a sum of weighted impulse sequences

Solution: Since the sequence x(n) is nonzero for the instants n=-1,0,2, we need three impulses at
delays k= -1,0 and 2.

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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Response of LTI System to arbitrary Inputs: The Convolution Sum
Response of the system for the unit sample sequence at n=k ;

Resolving the sequence x(n) into a sum of impulse sequence,

The response of the system for input x(n)

Time- Invariance property

Using Time Invariance property

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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Response of LTI System to arbitrary Inputs: The Convolution Sum

The Convolution Sum

The above equation that gives the response y(n) of the LTI system as a function of the input signal x(n)
and unit sample (impulse) response h(n) is called a convolutional sum.
The convolution sum is used to compute the output of a LTI system for a given input
x[n] and impulse response h[n].
The process of computing convolution involves the following four steps:

7 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example (1) of Convolution Sum
The impulse response of a linear time-invariant system is
Determine the response of the system to the input signal
Solution
The Convolution Sum

The output at n=0

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Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example (1) of Convolution Sum (Cont.)
The response of the system at n=1,

The response of the system at n=-1,

9 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example (1) of Convolution Sum (Cont.)

In similar manner, we obtained

y(2)= 8, y(3)=3, y(4)= -2, y(5)=-1
and y(n)=0, for n>5

Also, y(-2)=0 and y(n)=0 for n<-1

The enter response of the system ,

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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Commutative properties of Convolution Sum
We know the equation of convolution sum,

Defining a new index, m=n-k, we can write k=n-m. The above equation can be expressed as:

Since m is a dummy index, we may simply replace m by k so that

11 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example (2) of Convolution Sum
Determine the output y(n) of a relaxed linear time-invariant system with impulse response
ℎ 𝑛 = 𝑎𝑛 𝑢 𝑛 , 𝑎 < 1
When the input is a unit step sequence, that is, x(n)=u(n)
Solution

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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example (2) of Convolution Sum (Cont.)

Clearly, for n>0, the output is

On the other hand for n<0, the

output is y(n)=0

The final value of output as n approaches infinity is

A plot of the output y(n) is illustrated in Fig (f)

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Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Example (3) of Convolution Sum
1 𝑛
Find the total response when the input function is 𝑥 𝑛 = 𝑢 𝑛 and the impulse response is
2
1 𝑛
given by h 𝑛 = 𝑢 𝑛
3

Applying the convolution formula,

∞ ∞ 𝑘 𝑛−𝑘
1 1
𝑦 𝑛 = 𝑥 𝑘 ℎ(𝑛 − 𝑘) = 𝑢 𝑘 𝑢(𝑛 − 𝑘)
2 3
𝑘=−∞ 𝑘=−∞

𝑛 𝑘 𝑛−𝑘 𝑛 𝑘
1 1 1 𝑛 3
= =( )
2 3 3 2
𝑘=0 𝑘=0

3 𝑛+1
1 𝑛 1 − ( 2)
=( )
3 3
1−( )
2 𝑛
1 1
= (−2)( )𝑛 𝑢 𝑛 + 3 𝑢(𝑛)
3 2
14 Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
Practice Problems

1) The impulse response of a system is h(n)=u(n), find the output of the system when input
x(n)=u(n).
2) The input and impulse response of a system is given below. Find the output of the system.

15 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Analysis of DT Linear Time-Invariant System (Cont.)
System with Finite-Duration and Infinite-Duration Impulse Response
Linear time-invariant system may have finite duration impulse response (FIR) or infinite duration
impulse response (IIR).
An FIR system has an impulse response that is zero outside of some finite time interval. For the causal
FIR systems we can write:
h(n)=0, n<0 and n≥ M
The convolution formula for such system reduces to
𝑀−1

𝑦 𝑛 = ℎ 𝑘 𝑥(𝑛 − 𝑘)
𝑘=0
Output at any time n is simply a weighted linear combination of the input signal samples x(n), x(n-1),
…, x(n-M+1). An FIR system has a finite memory of length M samples.
An IIR linear time-invariant system has an infinite-duration impulse response. The output of IIR
system based on convolution formula, is
∞

𝑦 𝑛 = ℎ 𝑘 𝑥(𝑛 − 𝑘)
𝑘=0
In this case, the system output is a weighted [by the impulse response h(k)] linear combination of the
input signal samples x(n), x(n-1), x(n-2), ….. Since this weighted sum involves the present and all the
past input samples, we say the system has an infinite memory.
16 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
Recursive and Non-recursive discrete-time system

The convolution summation formula expresses the output of the linear time-invariant system explicitly
and only in terms of the input signal. There are many systems where it is either necessary or desirable to
express the output of the system not only in terms of the present and past values of the input, but also in
terms of the already available past output values. In general, a system whose output y(n) at time n
depends on any number of past output values y(n-1), y(n-2), …. is called a recursive system.
Example of recursive system:
Computation of cumulative average of a signal x(n) in the interval 0≤ k ≤ n
𝑛
1
𝑦 𝑛 = 𝑥(𝑘) , 𝑛 = 0,1, … … . .
𝑛+1
𝑘=0
The computation of y(n) requires the storage of all the input samples x(k) for 0≤ k ≤ n. Since n is
increasing, memory requirements of the system grow linearly with time.
However y(n) can be computed more efficiently by utilizing the previous output value y(n-1)
𝑛−1

𝑛+1 𝑦 𝑛 = 𝑥(𝑘) + 𝑥 𝑛 = 𝑛𝑦 𝑛 − 1 + 𝑥(𝑛)

𝑘=0

Hence,
𝑛 1
𝑦 𝑛 = 𝑦 𝑛−1 + 𝑥(𝑛)
𝑛+1 𝑛+1

17 Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
Recursive and Non-recursive discrete-time system (Cont.)
𝑛 1
𝑦 𝑛 = 𝑦 𝑛−1 + 𝑥(𝑛)
𝑛+1 𝑛+1

The output of a causal and practically realizable

system recursive system can be expressed in
general as

If y(n) of a system depends only on the present and past inputs, then

Such a system is called non-recursive.

Lecture materials on "Discrete Time Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Correlation of DT signals
 A mathematical operation that closely resembles convolution is correlation. In convolution the input
and impulse response are involved whereas in correlation two signal sequences are involved.
 The correlation between the two signals is to measure the degree to which the two signals are similar
and thus to extract some information that depends to a large extent on the application.
 Correlation of signals is often uncounted in radar, sonar, digital communications, geology and other
areas in science and engineering.

19 Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Application of Correlation
Correlation in radar and active sonar applications
x(n) is the transmitted signal and y(n) is
the received signal.
If a target is present y(n) will be

Where 𝛼 is some attenuation factor representing

the signal loss involved in the round-trip
transmission of the signal x(n), D is the round trip
delay and w(n) represents additive noise that is
picked up by the antenna and any noise generated
by the electronic components and amplifier.
If there is no target,
y(n)=w(n)
Comparing two signal x(n) and y(n) radar detects whether a target is present or not and also
calculate the distance if target is present. In practice, the signal x(n-D) is heavily corrupted by the
additive noise to the point where a visual inspection of y(n) does not reveal the presence or
absence of the desired signal reflected from the target. Correlation provides us with a means for
extracting this important information from y(n).

20 Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Application of Correlation
Correlation in radar and active sonar applications (Cont.)

21 Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Application of Correlation (Cont.)
In digital Communication

Digital communication is another area where correlation is often used. In digital communications the
information to be transmitted from one point to another is usually converted to binary form, that is, a
sequence of zeros and ones, which are then transmitted to the intended receiver.
Signal sequence to transmit a logic 0: 𝑥0 (𝑛) for 0 ≤ 𝑛 ≤ 𝐿 − 1
Signal sequence to transmit a logic 1: 𝑥1 (𝑛) for 0 ≤ 𝑛 ≤ 𝐿 − 1
L represents the number of samples in each sequence.
The received signal can be represented as-
𝑦 𝑛 = 𝑥𝑖 𝑛 + 𝑤 𝑛 , 𝑖 = 0,1, 0≤𝑛≤𝐿−1
w(n) represents the additive noise.
After receiving y(n), the receiver compares the received signal y(n ) with both 𝑥0 (𝑛) and 𝑥1 (𝑛) to
determine which of the two signals better matches y(n). The comparison process is performed by means
of the correlation operation.

22 Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Crosscorrelation and Autocorrelation
Crosscorrelation
Suppose that we have two real signal sequence x(n) and y(n) each of which has finite energy. The
crosscorrelation of x(n) and y(n) is a sequence 𝑟𝑥𝑦 (𝑙) , which is defined as
∞

𝑟𝑥𝑦 𝑙 = 𝑥 𝑛 𝑦 𝑛−𝑙 , 𝑙 = 0, ±1, ±2, … …

𝑛=−∞
Or, equivalently, as
∞

𝑟𝑥𝑦 𝑙 = 𝑥 𝑛+𝑙 𝑦 𝑛 , 𝑙 = 0, ±1, ±2, … …

𝑛=−∞

Autocorrelation
In special case where both signal sequences are same (i.e. y(n)=x(n)), we have the
autocorrelation of x(n), which is defined as the sequence

𝑟𝑥𝑥 𝑙 = 𝑥 𝑛 𝑥 𝑛−𝑙 , 𝑙 = 0, ±1, ±2, … …

𝑛=−∞

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Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Difference between Correlation and Convolution

 In the computation of convolution, one of the sequence is folded, then shifted, then
multiplied by the other sequence to form the product sequence for that shift, and finally, the
values of the product sequence are summed.
 Except for the folding operation, the computation of the crosscorrelation sequence involves
the same operation: shifting one of the sequence, multiplying the two sequence, and
summing over all values of the product sequence.
 So, if we first fold a sequence y(n) to y(-n) and find the convolution between two sequences
x(n) and y(-n), it results crosscorrelation between x(n) and y(n).

𝑟𝑥𝑦 𝑙 = 𝑥 𝑙 ∗ 𝑦(−𝑙)

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Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Example of determining Correlation Sequence
Determine the crosscorrelation sequence 𝑟𝑥𝑦 (𝑙) of the sequences
𝑥(𝑛) = {2, −1,3,7,1,2, −3}
↑
𝑦(𝑛) = {1, −1,2, −2,4,1, −2, 5}
Solution: ∞
↑
𝑟𝑥𝑦 𝑙 = 𝑥 𝑛 𝑦 𝑛−𝑙 , 𝑙 = 0, ±1, ±2, … …
𝑛=−∞

n -4 -3 -2 -1 0 1 2 3 l
x(n) 2 -1 3 7 1 2 -3 0 l=0
𝑟𝑥𝑦 0 = 7
y(n) 1 -1 2 -2 4 1 -2 5 𝑟𝑥𝑦 −1 = 0
∑x(n)y(n) 2 1 6 -14 4 2 6 0 7 𝑟𝑥𝑦 −2 = 33
y(n+1) -1 2 -2 4 1 -2 5 0 l=-1
∑x(n)y(n+1) -2 -2 -6 28 1 -4 -15 0 0
y(n+2) 2 -2 4 1 -2 5 0 0 l=-2
∑x(n)y(n+2) 4 2 12 7 -2 10 0 0 33

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Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Example of determining Correlation Sequence (Cont.)

n -4 -3 -2 -1 0 1 2 l
x(n) 2 -1 3 7 1 2 -3
y(n+3) -2 4 1 -2 5 l=-3
𝑟𝑥𝑦 −3 = -14
∑x(n)y(n+3) -4 -4 3 -14 5 -14
𝑟𝑥𝑦 −4 = 36
y(n+4) 4 1 -2 5 0 l=-4 𝑟𝑥𝑦 −5 = 19
∑x(n)y(n+4) 8 -1 -6 35 0 36 𝑟𝑥𝑦 −6 = -9
𝑟𝑥𝑦 −7 = 10
y(n+5) 1 -2 5 0 l=-5
∑x(n)y(n+5) 2 2 15 19 For n<-7
y(n+6) -2 5 l=-6 𝑟𝑥𝑦 = 0
∑x(n)y(n+6) -4 -5 -9
y(n+7) 5 l=-7
∑x(n)y(n+7) 10 10

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Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC
 Example of determining Correlation Sequence (Cont.)
n -3 -2 -1 0 1 2 l
x(n) -1 3 7 1 2 -3
y(n-1) 1 -1 2 -2 4 1 l=1
𝑟𝑥𝑦 1 = 13 ∑x(n)y(n-1) -1 -3 14 -2 8 -3 13
𝑟𝑥𝑦 2 = -18 y(n-2) 1 -1 2 -2 4 l=2
𝑟𝑥𝑦 3 = 16
∑x(n)y(n-2) 3 -7 2 -4 -12 -18
𝑟𝑥𝑦 4 = -7
𝑟𝑥𝑦 5 = 5 y(n-3) 1 -1 2 -2 l=3
𝑟𝑥𝑦 6 = -3 ∑x(n)y(n-3) 7 -1 4 6 16
For n>6
y(n-4) 1 -1 2 l=4
𝑟𝑥𝑦 = 0
∑x(n)y(n-4) 1 -2 -6 -7
y(n-5) 1 -1 l=5
The maximum similarity between two
signals x(n) and y(n) obtained when ∑x(n)y(n-5) 2 3 5
y(n) is delayed by 4 positions. y(n-6) 1 l=6
∑x(n)y(n-6) -3 -3

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Lecture materials on "DiscreteTime Signals and Systems" By- Mohammed abdul kader, Assistant Professor, EEE, IIUC