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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 1121

    DISCRETE-TIME SIGNALS AND

    SYSTEMS

    A PRESENTATION BY

    SUGATA MUNSHI

    DEPARTMENT OF ELECTRICAL

    ENGINEERING

    JADAVPUR UNIVERSITY

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

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    Discrete-Time Signals

    Digital Signal is particular type of discrete-time signal.

    A discrete time signal is one which is defined only at

    discrete instants of time.

    Samples

    s(t)

    t

    Its values are known as

    samples.

    Hence it is also known

    as :

    sampled-data signal.

    If the samples are uniformly spaced in time, we have a

    uniformly sampled signal.

    One of the distinctive feature of digital signals is that, they

    are quantized both in timeand magnitude.That is, they are

    discrete-time discrete-magnitude signals. That means not

    only are they defined for discrete instants of time but they

    can assume only discrete values.

    Another distinctive feature of digital signals is that their

    sample values are coded in binary numbers.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

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    s(t)

    t

    magnitude quantization

    levels

    0

    q

    2q

    3q

    4q

    5q

    Block diagram of a typical Digital Signal Processing System

    ADC

    Digital

    Signal

    Processor

    DAC

    Digital

    Memory

    Analog

    signal

    Digital

    signal

    Digital

    signalAnalog

    signal

    The digitized analog signal is processed by a digital signal processor.

    Processing can be of various types e.g. integrating or differentiating or

    filtering or finding out the DFT (to determine the frequency spectra of the

    signal). The processed signal is converted into an analog signal if necessary

    or stored in memory for use in future.

    BENEFITS OF PROCESSING SIGNALS

    DIGITALLY:

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

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    Guaranteed Accuracy determined only by

    number of bits used.

    Perfect Reproducibility: Identical

    performance from unit to unit, since there is no

    variations due to component tolerance.

    No drift in performance with temperature or

    age.

    Greater Flexibility: Can be programmed

    and reprogrammed to perform a variety of

    functions, without modifying the hardware.

    Superior Performance: DSP can be used to

    perform functions not possible with analog

    systems. Example: Linear phase response can

    be achieved, complex adaptive fitering

    algorithms can be implemented.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 1125

    Tremendous advancements in electronics

    industry are fruitfully utilized: Compact

    size, lower cost, low power nconsumption,

    greater speed.

    The Sampling Process (Uniform Sampling)

    A sampling operation transforms a continuous time signal

    into a discrete-time signal.

    Ideal switch

    (

    closes periodically at intervals of ,

    remains closed for a moment and opens immediately)

    is the sampling period

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 1126

    1sf

    is the sampling frequency.

    A more realistic case

    The duration of closure of the switch should be finite (

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 1127

    *px t x t p t

    Pulse

    Amplitude

    Modulator

    p(t) (carrier)

    x(t)

    modulating

    signal

    x*p(t) = x(t) p(t)

    x(t)x*

    p(t)

    (

    )

    = Time period of

    unit pulse train

    = Sampling period

    = Pulsewidth =

    Sampling duration.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 1128

    K

    p t u t K u t K

    *pK

    x t x t u t K u t K

    If the sampling duration is very small compared to the

    smallest time constant of the continuous-time system that

    has generated x(t), then *

    px t can be approximated by a

    sequence of flat-topped pulses.

    *px t

    t

    That is,

    for 1 ; K=0,1,2,.......K t K ,

    Then,

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 1129

    *pK

    x t x K u t K u t K

    Taking the Laplace transform on both sides,

    *1 s K s

    pK

    eX s x K e

    s

    Now,

    2

    1 1 1 ...........2!

    s se s

    If is very small compared to , 1 se s

    K

    sK

    p

    eKxsX )()(*

    Taking inverse Laplace Transform of both sides,

    )()()()( ** KtKxtxtxK

    p

    for small each pulse becomes a vertical line. R.H.S. represents a train of impulses, with the strength of

    the impulse at t K equal to )( Kx

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

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    Hence the finite pulsewidth sampler can be approximated

    by an impulse sampler followed by an attenuator with

    gain .

    x(t)

    ( )

    x*p(t)

    = x*(t)

    x(t)x*

    i(t)

    impulse sampler

    x*(t)

    (very

    small)

    )()()(* KtKxtxK

    i

    Here the role of is just scaling.Hence it is considered as unity.

    K

    KtKxtx )()()(*

    Thus, for the sake of mathematical maneuvering a sampled-

    data signal can be represented by a train of scaled impulses

    and the strength of the impulse at any instant is equal to the

    value of the sample at that instant. That is, actual sampling

    process can be represented mathematically by impulse

    sampling or impulse modulation.

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11211

    Impulse

    Modulator

    x(t) x*(t)

    T(t)

    t

    Output of the impulse sampler is

    K

    Kttxttxtx )()()()()(*

    Reconstruction of Continuous Time Signal from

    its Samples:

    4

    - 4

    - 3

    - 2

    -

    0

    2

    3

    In the absence of any additional conditions or

    information, a continuous time signal can not beuniquely specified by a sequence of equally spaced

    samples. In the above figure, three continuous time

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

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    signals that can generate the given set of samples have

    been shown.

    In general, from a given sampled data signal an

    infinite number of continuous time signals can be

    reconstructed. Hence, reconstruction of a continuous-

    time signal from its samples becomes a problem, unless

    some other information is available.

    Reconstruction

    of Continuous-time

    sinusoid from its samples:

    A

    x(t)

    tto

    x*(t)

    t

    Let a continuous-time signal

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11213

    2

    sin sin 2 sinx t A t A ft A tT

    be sampled with a sampling period .

    Sampling rate1

    sf

    If the sampling starts at a time angle 2 oft from

    the zero instant as shown, then the sampled-data signal is

    where, n = 0,1,2,..

    or,

    2

    sin

    w

    sin

    re

    2

    he ,

    s

    s

    nA

    f T

    f

    f

    x n A nf

    is the time period in number of samples.

    CaseI:

    >> 1, i.e., fs>> f,

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11214

    x*(t)

    t

    Reconstructed analog

    sinusoidal signal from

    x*(t)

    The analog sinusoid x(t) can be uniquely reconstructed from

    x (n

    ).

    CaseII:

    < 1, i.e., fs< f, > T

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11215

    2 s

    ff f

    sin 2 2 2

    1 sin 2 1

    sin 2s

    s

    nx n A n n

    A n

    A n f

    f f

    2 3

    s

    f ff

    sin 4 2 4

    1 sin 2 2

    si

    2

    n 2

    s

    s

    nx n A n n

    A n

    A n f

    f f

    3 4s

    f ff

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11216

    sin 6 2 6

    1 sin 2 3

    si3

    n 2 s

    s

    nx n A n n

    A n

    A nf

    f f

    for ; 1,2,3, etc1 s

    f f

    f KK K

    . sin 2 2 2

    sin 2s

    s

    nx n A K n K n

    A nf

    f Kf

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11217

    Thus, since x n is also the sampled version

    of a continuous-time sinusoid of frequency

    sf f Kf f , the sinusoid that is actually

    represented by x n , has a frequency

    sf f Kf

    2Also, sin 2

    and sin 2 2

    nx n A Mn

    nx n A Mn

    M = 1,2,3, etc.

    i.e,

    1sin 2x n A n M

    and 1( ) [2 ( ) ]x n ASin n M M = 1,2,3, etc.

    or,

    sin 2 s

    s

    Mf fx n A n

    f

    and

    sin 2 s

    s

    Mf fx n A n

    f

    M = 1,2,3, etc.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11218

    Frequency sf Kf is the Alias of

    frequency f .

    Phenomenon is called aliasing. It is the

    effect of undersampling.

    CaseIII :

    = 1, i.e., fs= f, = T

    sin 2 sinx n A n A for all values of n.

    x(t)

    x*(t) A sin

    Reconstructed

    signal

    Reconstruction gives a steady value.Samplings at zero

    crossings yield no information.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11219

    CASEIV:

    Tf 2

    T,2ff,i.e.,21

    s

    x(t)

    x*(t)

    t

    t

    1sin 2 sin 2 2 1

    1 sin 2

    sin 2

    s

    s

    nx n A A n n

    A n

    f fA n

    f

    sin 2

    s

    sA nf

    f f

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11220

    Also

    2

    sin 2 n

    x n A Mn

    M = 1,2,3,etc

    2

    sin 2 n

    x n A Mn

    M = 2,3,4 etc.

    sin 2 s

    s

    Mf fx n A n

    f

    M=1,2,3,..

    and

    sin 2 s

    s

    Mf fx n A n

    f

    M=2,3,4..

    x n is also sampled version of sinusoid with freq.

    sf f f f .

    Thus analog sinusoid reconstructed by interpolation, from

    samples x n , will have a frequency sf f f .

    So, frequency f of original signal is folded back into the

    interval 02

    sff .

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11221

    Frequency sf f is alias of f for

    2sf f f

    CaseV:

    2, i.e., 2 ,2s

    Tf f

    sin 2 sin

    2

    nx n A A n

    ASinnx )( for even n &

    sinx n A for odd n .

    x n can also be represented by

    sin , i.e. sin 22

    nB n B

    such that sin sinB A

    So, x n can also be sampled version of sinusoid

    sinB t .

    Infinite no. of combinations of B & yield

    sin sinB A .

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11222

    Hence, if 0 , it is possible to have infinite number ofreconstructions of analog sinusoids of same frequencyf,but

    differing in amplitude and phase.

    x(t)

    x*(t)

    Reconstruction

    with 2sf f , original sinusoid can not be uniquely

    reconstructed from its samples, by interpolation.

    CaseVI:

    2, i.e. 2 ,2s

    Tf f

    sin 2

    sin 2 2

    sin 2 (M = 1,2,3......)s

    s

    nx n A

    nA Mn

    nA Mf f

    f

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11223

    Also,

    sin 2 ss

    nx n A Mf f

    f

    (M = 1,2,3,..)

    x(t)

    x*(t)

    Reconstruction

    x n can be sampled version of x(t)as well as of analog

    sinusoids with frequencies sMf f f & sMf f f .

    Sinusoid ( ) sin 2x t A ft can be uniquely reconstructed

    fromx*(t)by interpolation.

    Observations :

    sin 2x t A ft sampled at1

    sf

    starting

    from t =0, such that

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11224

    10

    2 s

    f f .

    sin 2 sy t A f Mf t (where M is a +ve integer)

    sampled at same ratefs.

    Then the sampled versions are,

    sin 2x n A fn (1)

    &

    sin 2

    sin 2 2

    sy n A Mf f n

    A nM fn

    sin 2

    or

    y n A fn (2)

    Sequences x n and y n are identical.

    Not possible to distinguish between the

    samples of sinusoids whose frequencies differ

    by integral multiple of sampling frequency.

    Frequency sf Mf (M=1,2,3,.) is folded back into

    interval 02

    sff .

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11225

    Frequency1

    2 sf

    folding frequency or Nyquist

    frequency.

    Frequency f is aliasof sMf f .

    Again, if s i n 2 sz t A M f f are sampled at

    , 02

    ss

    ff f

    , then

    sin 2

    sin 2 2

    sz n A Mf f n

    A nM fn

    sin 2

    or

    z n A fn (3)

    Hence frequencies sMf f are folded back into

    interval 0 2

    sff .

    Frequency Spectra of Discrete-Time

    Signals

    x(t) is sampled at 1sf to obtain a D.T. signal x*(t).

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11226

    Fourier Transform of x(t) is

    ( ) ( ) ( ) j t

    X j F x t x t e dt

    F.T. of x*(t) is ,

    *

    n

    n

    X j x n t n

    x t t n

    F

    F

    Consider the periodic signal

    n

    t t n

    , with a period

    .

    tcan be expanded into Fourier series as

    +

    n=-

    ( ) (t-n )= sjm t

    m

    m

    F e

    0

    0 0

    0

    1 1( ) ( )

    1 1 = for all m,

    s s

    s

    jm t jm t

    m

    jm t

    t

    F t e dt t e dt

    e

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11227

    Therefore,

    +

    n=-

    1( ) (t-n )= sjm t

    m

    e

    where,

    22s sf

    Hence,

    *m -

    1( ) sX j X j m

    For simplicity, let x(t) be such that X(j

    ) is a +ve real-valued

    function of

    .

    i.e. x(t) has only amplitude spectrum and no phase spectrum.

    Then

    X j X

    and

    * *1

    s s sm m

    X j X X m f X m

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11228

    sX m has same waveform as X except that it is

    centred at sm .

    *X is sum of all repetitions of )(Xfs centred at

    sm . 0, 1, 2,.....m Consider x(t) as bandlimited signal, with bandwidth W

    r/s ; i.e. the frequency spectrum is 0 for

    > W.

    W

    . . in Hz =2

    mf B W

    Ws 2 i.e., ms ff 2 repetitions do not overlap

    theoretically possible to exactly reconstruct x(t) from x*(t) by

    passing x*(t) through an ideal (brick-wall type) L.P. filter with cutoff

    freq. 2

    s

    & pass band gain

    1

    sf(i.e.

    ).

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11229

    If 2s W i.e. 2s mf f adjacent replications of X*()

    overlap & resulting X*() will no longer preserve

    information of X .

    If we try to reconstruct x(t) from x*(t) by L.P. filtering,

    resulting signal will be x(t) contaminated by higher frequency

    components. This phenomenon is known as aliasing.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11230

    Sampling Theorem :If a Band-limited continuous time

    signal x(t) containing no frequency component greater than

    mf , is sampled at a frequency sf , then x(t) can be uniquely

    reconstructed from its sampled versionx*(t)if 2s mf f .

    Sampling rate 2N mf f is known as Nyquist rate.

    ANTI-ALIAS FILTER

    Practically no analog signal is naturally band limited. So, prior to

    sampling (i.e. A/D conversion) the analog signal is made

    bandlimited ( as far as practicable ) by passing it through an analog

    filter.

    Thus, to get rid of aliasing, the C.T. x t is processed (prior to

    sampling) by analog L.P. filter with cut-off frequency < 2sf .

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11231

    Pass band of anti-alias filter depends on type of analog signal

    to be processed.

    Frequency spectra of human voices contain useful info up to

    about 4 KHz. So for processing speech signals, cutoff freq. fcis

    selected a little bit more than 4 KHz. The sampling is carried

    out at 2s cf f .

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11232

    THE Z-TRANSFORM

    What is Z-Transform ?

    x(t)

    sampled at a rate 1Sf

    .

    Sampled version ofx(t) is

    n

    ntnxtx )()()(* (1)

    where n = 0, 1, 2,

    or,

    n

    n ntxtx )()(* (1a)

    where ( ) [ ]n t nx x n x n x n x t L.T of both sides of equation (1a) yields

    n

    n ntxLtxL )]([)](*[ (2)

    or,

    sn

    n

    nexsX

    )(*

    (3)

    X*(s) Discrete Laplace Transform or Starred Laplace

    Transform.

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11233

    Letse z . Then z is a complex variable.

    Substitution of

    s

    z e

    in (3) gives

    )()(* zXzxsX n

    n

    n

    (4)

    X(z) is known as the Z-transform of sequencexn

    In operational form,

    [ ] ( ) nn nn

    Z x X z x z

    (5)whereZ[ . ] stands for Z-transform operator.

    Ifxnrepresents a causal sequence, then,

    0[ ] ( )

    n

    n nn

    Z x X z x z

    (6) Eq. (5) gives 2-sided or bilateral Z-transform a series

    in both +ve and -ve powers of z-1.

    Eq. (6) gives one sidedor unilateral Z-transforma

    series in +ve power ofz-1

    .

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11234

    The Complex-Variable z

    3 5

    1ln

    1 1 1 1 1 ln 2 ..............

    1 3 1 5 1

    sz e

    s z

    z z zz

    z z z

    1

    1

    1ln( ) 2 1

    zz z

    Hence,

    1

    1

    2 1

    1

    zs

    z

    Bilinear transformationor Tustin transformation

    s j

    s jz e e e

    or,(in polar form)z e

    cos sin (in cartesian form)e j

    u jv

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11235

    z e

    if 0, 1

    if 0, 1

    if 0, 1

    z

    z

    z

    Z TRANSFORMS OF SOME ELEMENTARY

    SEQUENCES:

    1.

    Unit Step Sequence

    1 for 0

    0 for 0

    nu n

    n

    -2 -1 01 2 3 4 5 6

    n

    Un

    1

    0

    1 2

    1

    1 1 ........

    1 1

    ;ROC : 1

    n n

    n n

    n n

    Z u u z z

    zz z

    z z

    z

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11236

    1

    L u ts

    j

    s-plane

    jv

    z-plane

    u

    2

    . Causal Exponential Sequence:

    n

    an

    n uex

    01 2 3 3

    1

    1 .........

    1 ;ROC :

    1

    an n

    nn

    a a n a

    a

    a a

    Z x e z

    e z e z e z

    zz e

    e z z e

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    Sugata Munshi

    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11237

    Alternatively,

    an

    n nx e u ; where 1a = time const. in terms of

    number of samples.

    Then,

    11

    ( )1

    n aX z Z x

    e z

    ;

    ROC : z> e-a

    If a is real:

    3

    . Unit Discrete Impulse Sequence or Kronecker Delta

    Sequence or Unit Sample Sequence.n = 1 for n=0

    =0 for n 0

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11238

    n

    1

    n

    -5 -4 -3 -2 -10

    1 2 3 4 5

    1 ; ROC : Entire z-plane.n on nn

    Z z z

    4

    . Causal Sinusoidal Sequence:

    0 for 0

    sin for 0

    n

    o

    x n

    A n n

    . . = sinn o ni e x A n u x

    n

    n

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    Dept. of Electrical Engineering,

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    0

    sin[ ]

    o o

    on

    j j

    AzZ A Sin n u

    z e z e

    A causal sinusoidal sequence can be also expressed as :

    n 0 0x = A Sin ( ) ; where is in radian.nn u ,

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    Dept. of Electrical Engineering,

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    of 11240

    then,

    1

    0

    -1 20

    Sin( ) ; ROC : z 1

    1-2z

    AzX z

    Cos z

    Some Important Properties of Z-Transform

    Linearity of z-transform :

    If [ ]nF z Z f , [ ]nz Z , & are constants and

    n n nx f , then

    [ ]nX z Z x F z z

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    Proof:

    0

    0 0

    n n n

    n

    n nn

    n n

    n nn n

    n n

    X z Z x Z f

    f z

    f z z

    Z f ZF z z

    Multiplication by an(scaling in the z-domain)

    If X(z) = Z[ xn] ; 2 1:ROC r z r ,

    then ,

    1n nZ a x X a z ; 2 1:ROC a r z a r n n n

    n nn

    Z a x a x z

    1

    1

    n

    nn

    x a z

    X a z

    Example : 1

    1 1

    121

    2

    n

    nZ u

    z

    Real translation property (shifting properly)

    If nX z Z x & K is a +ve integer, then,

    Kn kZ x z X z

    (1)

    ROC:same as of X(z) except z = 0

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    Dept. of Electrical Engineering,

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    and K

    n kZ x z X z (2)

    ROC: same as of X(z) except for z =

    .

    Thus, multiplication of a Z-transform byKz has the effect of

    delaying the time function *x t by K time units, i.e. xn by

    K samples. also known as right shift or backward time

    shift.

    Multiplication of a Z-transform by zk has the effect of

    advancing time function *x t by K time units, i.e. by K

    samples.

    Also known as left shiftor forward time shift.

    Real Convolution Property

    D.T. linear convolution or convolution sum of sequences nx &

    ng is given by

    n n n k n k k

    y x g x g

    (1)

    for 0, 1, 2, 3n etc.

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    If , andY z X z G z are Z-transforms of ny , nx

    & ng , then,

    Y z X z G z ;

    ROC: At least the intersection of those for

    andX z G z .

    That is, D.T. convolution of 2 sequences results in

    multiplication in z-domain.

    Proof:

    [ ]n nn K n K n n K

    Y z y z x g z

    or,

    Y(z) =

    n

    K n KK n

    n KK

    K n KK n

    x g z

    x z g z

    m=n-K

    ( ) ( ). ( )K mK mK m

    Let

    Y z x z g z X z G z

    Note:

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    If nx and ng are causal sequences, then

    0

    n

    n n n k n k ky x g x g for n = 0, 1, 2,

    etc.

    Energy and Power Signals

    Normalized energy:

    2 2Nn n

    N n N n

    E im x x

    Normalized power:

    21

    2 1

    N

    nN n N

    P im xN

    If E is finite, obviously P = 0

    In this case, nx is an energy signal.

    If E is infinite, P may be finite or infinite.

    When P is finite and E = , then nx is a power signal.

    Correlation Property

    The cross-correlation of finite energy sequences x(n) is y(n) is

    given by

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    Dept. of Electrical Engineering,

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    of 11245

    ( ) ( ) ( ) ( ) ( )xyn n

    r l x n y n l x n l y n

    (1)

    for 0, 1, 2, 3l etc.and,

    ( ) ( ) ( ) ( ) ( )yxn n

    r l y n x n l y n l x n

    (2)for 0, 1, 2, 3l etc.

    Then,

    1xy xyS z Z r l X z Y z ; ROC is at leastthe intersection of those for 1and YX z z

    Note:

    ( ) ( )xy yxr l r l

    Autocorrelation of a finite-energy sequence x(n) is

    ( ) ( ) ( ) ( ) ( ) ( )x xxn n

    r l r l x n x n l x n l x n

    1( ) ( ) ( ) ( )x xS z Z r l X z X z

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    of 11246

    Time Multiplication Property ( Differentiation in Z

    Domain)

    ( ) [ ]

    dX(z)[ ] -z ; both transforms have the same ROC

    dz

    n

    n

    If

    X z Z x

    Z nx

    n 2

    [ ] ( ) ;1

    dU(z)

    Z[nu ] -z dz

    :

    1 ( 1)

    n

    Example

    zZ u U z

    z

    d z z

    zdz z z

    Initial and Final Value Theorems

    If nZ x X z , nx being a causal sequence,

    Then,

    0 zx im X z

    IVT

    11

    1lim( 1) ( )zz

    zx im X z z X z

    z

    .FVT

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    Mapping Between s-plane and z-plane:

    Importance of the study

    Design & analysis of C.T. system often rely on pole-zero

    configuration of system T.F. in the s-plane.

    Similarly, poles & zeros of Z-transform of the system transfer

    function determine response of a D.T. system at sampling

    instants.

    Hence the study of mapping between s-plane and z-plane is

    important.

    cos sinz e e j

    j

    S-plane

    Z

    Trnasform

    jv

    Z-Plane

    u

    1

    For

    = 0, |z| = 1.

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    of 11248

    Thus, the jaxis in the s-plane corresponds to the circumference

    of unit circle centred at origin in the z-plane.

    For

    < 0 , |z| < 1

    So entire left half of s-plane is mapped into interior of unit

    circle centred at origin, in z-plane.

    For

    > 0, |z| > 1.

    Hence entire right half of s-plane is mapped into exterior of

    unit circle centred at origin, in z-plane.

    :

    Mapping of Left half of the s-plane into the z-plane:

    s-plane divided into infinite no. of horizontal periodic strips,

    each of width

    2 s

    in direction of jaxis.

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    Each strip extends from s)2

    1j(Nto)

    2

    1( sNj in direction

    of jaxis, where0, 1, 2, 3,...........N

    j

    N = 1

    N = 0

    N = - 1Complementary strip

    Complementary strip

    Primary strip

    32

    sj

    2

    sj

    32

    sj

    2

    sj

    0

    N = 0primary strip,

    Others are complementary strips.

    Mapping of left half of Primary Strip

    B

    E

    C

    D A

    jv

    Z-plane

    u

    2

    sj

    2

    sj

    BC

    D E

    A

    Primary

    strip

    S-plane

    j

    - 0

    1

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    In s-plane, AB C DEA representing boundary of

    L.H. of primary strip, is traversed in counter clockwise

    direction.

    During traversal, z varies in following manner.

    At , 1 0

    Interval [A,B]

    oA z

    1 , 0 1802os

    z

    At , 1 180

    Interval ,

    oB z

    B C

    180 , 1 0 0oz z z l

    At , 0 180

    Interval , ,

    o

    C z

    C D

    0 0

    ,

    180 180 ; 0

    z z

    z

    At , 0 180 .

    Interval , :

    oD z

    D E

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    of 11251

    180 , 1 0oz z z

    At , 1 180

    Interval , :

    oE z

    E A

    01 , 180 0oz

    Entire L.H. of primary strip is mapped into interior of unit

    circle centred at origin in z-plane.

    Mapping of left halves of complementary strips:

    32

    sj

    2

    sj

    32

    sj

    2

    sj

    0

    j

    j

    sS

    c

    Sp

    Gc

    p

    sc pt.in L.H. of strip with N = 1.

    where p c ps j is point in

    L.H. of primary.

    In general, any point sc in L.H. of any compl. strip can be

    represented by

    c p ss s jN

    where 1, 2,........N & spis a point in primary strip.

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    of 11252

    Hence, in z-domain,

    2

    p s pc s

    p p

    s jN ss jN

    c

    s sj N

    p

    z e e e e

    e e e z

    Inference:

    Correspondence between z-plane & s-plane is not

    unique.

    A point in z-plane corresponds to infinite no. of points in

    s-plane, although a point in s-plane corresponds to a

    single point in z-plane.

    So L.H. of every complementary strip is mapped into unit circle

    in z-plane.

    Aliasing of complementary strips into primary strip .

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    Dept. of Electrical Engineering,

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    of 11253

    j

    N = 2

    N = 1

    Z

    Trnasform

    Primary

    Strip (N=0)

    N = - 1

    N = - 2

    S-Plane

    Z-Plane

    jv

    u

    = 0, +

    s, + 2

    s------

    Entire L.H. of s-plane is mapped into interior of unit circle in z-

    plane, & entire R.H. of s-plane is mapped into exterior of unit

    circle in z-plane.

    j axis in s-plane maps into circumference of unit circle in z-

    plane.

    THE REGION OF CONVERGENCE

    ROC) OF Z-TRANSFORM

    Consider bilateral Z-transform

    nn nn

    X z Z x x z

    (1)

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    of 11254

    where,jz re and is in radians.

    Now,

    r z e

    n j nnn

    X z x r e

    (2)

    The region of convergence (ROC) of X(z)set of all values of z

    for which X z attains a finite value.

    Now,

    n j n n j n nn n nn n n

    X z x r e x r e x r

    or, 1

    0

    n n

    n nn n

    X z x r x r

    or,

    1 0

    n nn n

    n n

    xX z x r

    r

    (3)

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    of 11255

    If X(z) converges in some region of z-plane, both

    summations in (3) must be finite in this region.

    1st sum converges for values of r small enough such that

    product sequence , (1 )n

    nx r n

    is absolutely

    summable, i.e.1

    n

    nn

    x r

    .

    ROC of 1st sum consists of all points within a circle of

    radius r < r1.

    2nd

    sum converges, for values of r large enough such that

    product sequence , (0 n )n

    n

    x

    r is absolutely summable, i.e.

    0

    n

    nn

    x

    r

    ROC of 2nd

    sum consists of all points outside a circle of radius

    2.r r

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    Therefore, ROC of X(z) can be represented in general by

    an annular region 2 1r r r , i.e. 2 1r z r , which is a

    common region where both of above mentioned sums are

    < .

    If r1> r2, there is no common region of convergence

    of the 2 sums & hence X(z) does not exist.

    Example:

    n

    n nx a u , an infinite duration causal sequence

    10 0

    nn n

    n n

    X z a z az

    If 1 1, i.e. ,az z a power series converges to

    11

    1 az .

    11

    ; ROC :1

    X z z aaz

    ROC is exterior of a circle of radius |a|.

    If, a = 1,

    1:;1

    1][)(

    1

    zROC

    zuzX n

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    Dept. of Electrical Engineering,

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    of 11257

    jv

    ROC

    ua

    Example:

    1

    n

    n nx a u , anti-causal infinite duration sequence.

    1

    1

    1

    mn n

    n m

    X z a z a z

    where, m =n .

    Now,2 3 ..........

    1

    CC C C

    C

    where, |C| < 1.

    1

    1 1

    1,

    1 1

    a zX z

    a z az

    if,1 1, i.e.a z z a

    That is, 1 1

    1 ; ROC :

    1

    n

    nZ a u z aaz

    .

    ROC is interior of a circle of radius |a| & centred at origin in

    z-plane.

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    Observation:

    Closed form expressions of Z-transforms of

    sequences anun and -anu-n-1 are identical but

    their ROCs are different.

    Above examples reveal 2 important facts:-

    1stuniqueness of Z-transform.

    2nd

    non-uniqueness of inverse Z-transform in absence of

    citation of the ROC.

    Thus a uniformly sampled signal xn is uniquely determined

    by its Z-transform X(z) and the ROC of X(z).

    Also seenROC of Z-tr of a causal signal is exterior

    of a circle centred at origin & that of anti-causal

    sequence is interior of a circle centred at origin in z-

    plane.

    Example:

    1

    n n

    n n nx a u b u ; two sided infinite duration sequence.

    1

    0

    1 1

    0 1

    n n n n

    n n

    n m

    n m

    X z a z b z

    az b z

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    The first sum converges if z a . The second sum converges if

    z b .CaseI:

    If b a , the two ROC do not overlap. Hence X(z) doesnot exist.

    Example :

    1 1,3 2

    b a

    CaseII:

    If b a , there is a ring in z-plane with inner radius |a| and

    outer radius |b| where both power series converge simultaneously.

    Thus,

    1

    1 1 1 2

    1 1; ROC:

    1 1 1

    a b zX z a z b

    az bz a b z abz

    This example shows that if there is a ROC for an infinite

    duration two-sided time series, it is an annular region

    centred at origin in the z-plane.

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    jv

    ub

    a

    X(z) does not exist

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    4 3 29 5 3 2 1X z z z z z ;ROC: entire z-plane except

    z = . [r1=]

    NOTE :

    1.

    A rational Z-transform always has at least one pole

    located on any boundary separating its regions of

    convergence and divergence.

    2.

    There is never a pole located inside the ROC.

    INVERSE Z-TRANSFORM

    If ,nZ x X z then,

    1nx Z X z

    xn is inverse Z-tr of X(z)

    POWER SERIES EXPANSION

    LONG DIVISION (EXAMPLE- 1)

    )(ZFind

    1:;)2.0)(1(

    )(

    1-

    2

    zX

    zROCzz

    zzX

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    Dept. of Electrical Engineering,

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    of 11262

    2

    2 1 2

    1

    1.2 0.2 1 1.2 0.2

    zX z

    z z z z

    1

    n

    ( )

    ROC is z x1; is causal

    nx Z X z

    We seek power series expansion in -ve powers of z.

    1 2

    11 1

    11

    1 1.2 0.2

    1 1 11.25

    1 0.2 0.8

    oz z

    z z

    x Lim X z Limz z

    zx Lim X z Lim

    z z

    The long division is illustrated below:

    1 2 3

    1 2

    1 2

    1 2

    1 1.2 1.24 1.248 .......

    1 1.2 0.2 1

    1 1.2 0.2

    1.2 0.2

    1.

    z z z

    z z

    z z

    z z

    3

    1 2 3

    2 3

    -2 3 4

    3 4

    1.248 ...................................

    2 1.44 0.24

    1.24 0.24

    1.24z 1.488 0.2481.248 0.248

    z

    z z z

    z z

    z zz z

    1 2 31 1.2 1.24 1.248 .............X z z z z

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    of 11263

    But, 1 2 3

    1 2 3 ..............oX z x x z x z x z

    1

    2

    3

    1

    1.2

    1.24

    1.248

    ox

    x

    x

    x

    div. can be contd. to give as many terms as desired.

    Disadvantage not yielding xnin closed form.

    Example 2.

    If 2

    2 1 2

    1

    1.2 0.2 1 1.2 0.2

    zX z

    z z z z

    ; ROC : |z| < 0.2,

    It is clear thatxnis anti-causal .

    So power series expansion in +ve powers of z reqd.

    2 3 4 5

    2 1

    2

    2

    5 30 155 780 .......

    0.2 1.2 1 1

    1 6 5

    6 5

    z z z z

    z z

    z z

    z z

    2 3

    2 3

    2 3 4

    3 4

    3

    6 36 30

    31 30

    31 186 155

    156 155

    156

    z z z

    z z

    z z z

    z z

    z

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    2 3 4 5

    1 2 3 4 5

    5 30 155 780 ..............

    0, 5, 30, 155, 780

    ..........780,155,30,5,0,0n

    X z z z z z

    x x x x x

    x

    INVERSE TRANSFORM OF NON-RATIONAL FUNCTION

    Example

    1log 1 ;X z az z a Using power series expansion for log (1+x) with |x|< 1,

    1

    1

    1log 1

    n n

    n

    xx

    n

    Here,

    1

    x az

    1

    1

    1

    1

    1

    1

    1

    1for 1

    0 for 01

    or,

    n n n

    n

    n

    n

    n

    n

    n

    n n

    a zX z

    n

    x Z X z a nn

    n

    x a un

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    of 11265

    Alternatively

    1

    2

    1

    log 1 ;

    1

    X z az z a

    dX z az

    dz az

    Let, 1

    nx Z X z

    From the differentiation property,

    1

    1

    1

    1

    1

    Z1

    1

    n

    n

    n

    n

    n n

    dX z azn x z

    dz az

    aZ a a u

    az

    Z nx Z a a u

    1

    1

    1

    1

    [ ]

    1or,

    n

    n n

    n

    n

    n n

    Z nx a a u

    x a un

    Problem:

    sin , ROC includes 1X z z z .

    Expanding X(z) in a Taylor series about z = 0,

    22

    20

    0 0 0

    3 5 2 1

    0

    ...... .....2! !

    ..... 13! 5! 2 1 !

    KK

    Kz

    z z z

    nn

    n

    dX z d X z d X z z zX z X z zdz dz K dz

    z z zz

    n

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    of 11266

    11 , 1, 3, 5,.........

    2 1 !

    n

    nn

    n

    n

    X z x z

    x nn

    PARTIAL FRACTION METHOD

    1

    11

    1

    ln

    n

    n

    at an

    n a

    t n

    n

    x t X s X zx

    zu t u

    s zz

    e u t e us a z e

    za u t a u

    s a z a

    Examination of 1st -order functions in table for Z-

    transforms shows that a factor z is required in the numerator

    of these terms.

    Hence we expand

    X z

    z into partial fractions & then

    multiply by z to obtain expansion of X(z).

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    of 11267

    Problem:

    2 1z

    X zz z

    is Z-transform of causal sequence xn.

    Determine xn.

    Solution:

    2

    2

    3 3

    1

    1

    1 3 1 3

    1 2 2 2 2

    j j

    X z

    z z z

    z z z j z j

    z e z e

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    Dept. of Electrical Engineering,

    Jadavpur University, Kolkata.

    of 11268

    1 2

    3 3

    13 3

    23 3

    1 1

    2sin3

    1 1

    2sin3

    j j

    j j

    j j

    X z K K

    z z e z e

    Ke e j

    K

    e e j

    3 3

    3 3

    1

    3 3

    1 1

    2sin 2sin3 3

    1 1

    3 3( ) ( )

    1

    3

    2 sin

    33

    j j

    j j

    n

    jn jn

    n

    n

    z zX z

    z e z ej j

    z z

    j jz e z e

    x Z X z

    e e uj

    nu

    Problem:

    3z:ROC;34

    )(2

    23

    zz

    zzzX

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    Solution:

    2

    1 3

    X z z z

    z z z

    Converting above improper rational function M N into sum

    of a constant & a proper rational function,

    1 2

    5 31

    1 3

    5 3

    1 3 1 3

    X z z

    z z z

    K Kz

    z z z z

    11

    5 31 1

    1 3z

    zK z

    z z

    2 3

    5 3

    3 61 3z

    z

    K z z z

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    1 1

    1

    1 61

    1 3

    1 6or,1 1 3

    6 3 n

    n n n n

    X z

    z z z

    X z zz z

    x u u

    CONTOUR INTEGRATION METHOD

    1 11

    2

    n

    n

    nC

    X z Z x

    x Z X z X z z dzj

    where C is a closed contour within ROC of X(z) that encircles

    origin in z-plane in a counter clockwise direction.

    According to Cauchys residue theorem,

    1 11 Residues of at the poles inside C2

    n nn

    C

    x X z z dz X z zj

    For a simple pole z = zo ,residue at

    1 iso

    n

    o o z zz z z z X z z

    For a pole of multiplicity m > 1 at oz z ,

    Res.

    11

    1

    1( )

    1 !o

    mm n

    om

    z z

    dz z X z z

    m dz

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    Proof:

    n

    nn

    X z x z

    Multiplying both sides by Zk-1 and integrating w.r.t. Z about

    closed contour in the ROC of X(z),

    1 1

    1

    k n k

    nnC C

    k n

    nn C

    X z z dz x z dz

    x z dz

    Now,

    1 2k n knC

    z dz j

    By Cauchy

    1 if

    0 if

    kn

    k n

    k n

    Hence

    1 2

    2

    K

    n knnC

    k

    X z z dz j x

    jx

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    1

    1

    1

    2

    12

    K

    KC

    n

    nC

    x X z z dzj

    x X z z dzj

    C is a contour in the ROC of X(z) traversed about origin in the

    counter clockwise direction/

    DISCRETE-TIME LTI SYSTEMS

    Discrete-time

    System

    x*(t)

    input

    y*(t)

    output

    Discrete-time

    System

    xn

    yn

    input output

    1.

    Discrete-Time Differentiator

    Differentiator x t

    dx ty t

    dt

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    Derivative of C.T. signal x(t) :

    dx t

    y tdt

    (1)

    ( )( ) slope of x(t) at t=t

    t t

    dy ty t

    dt

    Discrete-time

    Differentiator

    y(n)x(t) x(n)

    t n

    dx ty n

    dt

    n=0,1,2,..

    y n =slope of x(t) at t n ; n = 0,1,2,

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    Actual slope

    Approximate

    slope

    t

    x(t)

    x n

    x n

    1n n

    x n x n

    0

    2

    slope approx. by backward difference relation.

    dx(t) x(n )- x(n - ) ( ) ( 2)

    dt t ny n

    smaller, approximation better.

    1 1

    y n x n x n (3)

    or, 1 1n o n ny a x a x (3)

    where 11 1

    , andoa a

    D.T differentiation algorithm can be pictorially represented

    as

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    +

    xn

    ao

    a1

    yn

    xn-1

    Unit

    delay

    Taking Z-transforms , transfer fn of D.T. differentiator is

    1

    1

    11 1

    o

    Y zG z a a Z

    X z

    z

    (4)

    D.T. Integrator

    Integral of C.T. fn x(t) over interval 0 to t is:

    t

    o

    y t x t dt (1)

    Value of y(t) = area under x(t) over 0 tt.

    Integratorx(t) y(t)

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    Discrete-time

    Integrator

    y(n)x(t) x(n)

    Then,

    n

    o

    y n x t dt

    (3)

    or,

    n n

    o ny n x t dt x t dt

    or

    n

    n

    y n y n x t dt

    (4)

    2nd

    term of R.H.S. of relation (4) = area under x(t) over

    n t n .

    area shaded rectangleshown below.

    Smaller better approx..

    x n

    x n

    x(t)

    n x n t'

    0

    2

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    Hence,

    ( ) dt x(n ) (5)

    n

    nx t

    Then, equation (4) becomes,

    y n y n x n

    or, 1n n ny y x (6)

    or, 1n o n ny a x y (6a)

    where, oa

    Equation (6a) gives the 1storder difference equation for D.T.

    integrator using rectangular integration.

    Algo can be pictorially represented as:

    +

    xn

    ao

    yn

    yn-1

    unit delay

    Taking Z-transforms of both sides,

    )(z)()( -1 zYzXazY o (5)

    Z-transfer-function of the D.T. integrator is

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    1 1

    Y(z) z( )

    X(z) 1 1 z-1o

    RI

    aG z

    z z

    (8)

    X(Z) Y(Z)

    1

    zG z

    z

    j

    S-plane

    True integrator

    jv

    Z-plane

    1

    u

    Approximate discrete-time

    integrator

    For more accurate integration, n

    nx t dt

    approx. by area of the shaded trapezium.

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    Hence,

    (9)

    From equation (4) and (9),

    2

    y n y n x n x n

    or, 1 12 2

    n n n ny x x y

    or, 1 1 1n o n n ny a x a x y (10)

    where, 1,2 2oa a

    Eq. (10) 1st order difference equation representing algo for

    D.T. integrator based on trapezoidal integration.

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    + +

    xn

    ao y

    n

    a1x

    n-1 yn-1

    Taking Z-transforms :

    1 1

    0 1( ) ( ) ( ) ( )Y z a X z a z X z z Y z

    The Z-transfer function is

    1 1

    1

    1

    1

    1 2 1

    1

    2 1

    oTI

    Y z a a z zG z

    X z b z

    z

    z

    (11)

    X(Z) Y(Z)1

    2 1

    z

    z

    j

    S-plane

    jv

    Z-plane

    1

    u

    -1

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    1

    1

    1 1

    2 1

    2 1 2 1 Tustin Transformation relation1 1

    z

    s z

    z zsz z

    Observations:

    DTLTISystem

    S(t) S(n)or

    Sn

    Z(n)or

    Zn

    * If

    t n

    ds tz n

    dt

    1 11 1

    1 11

    1 1,

    n o n n

    o

    z a s a s

    a a

    * If

    2

    2

    t n

    d s tz ndt

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    2

    t n t n

    ds t ds t

    dt dt z n

    x n x n x n x n

    2 12 1 22 2

    2 22 122 2

    1 2,

    n o n n n

    o

    z a s a s a s

    a a a

    * Similarly, if

    3

    3

    t n

    d s tz n

    dt

    3 13 1 23 2 33 3n o n n n nz a s a s a s a s

    * Hence, if

    i

    i

    t n

    d s tz n

    dt

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    1 1 2 2 ........n oi n i n i n ii n iz a s a s a s a s

    Representing a discrete-time LTI system by a constant-

    coefficient difference equations:

    Continuous-time

    LTI System

    x(t) y(t)

    The most basic mathematical model of a stable causal

    continuous-time LTI system is the differential equation

    representation, wherein i/p x(t) & o/p y(t) are related by the

    linear differential equation.

    For BIBO stability

    0 0

    ;

    i iN M

    i ii ii i

    d y t d x t a b M N

    dt dt

    (1)

    { ai} & {bi} are constants.

    N = order of the system.

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    Discrete-time

    LTI System

    x(t) xn yn

    Causal

    Signal

    0 0

    i iN M

    i i ii i

    t n t n

    d y t d x t a

    dt dt

    Hence i/p & o/p of a causal DTLTI system can be related

    by constant coeff. linear difference equation.

    1 10 0

    N M

    i n i ni i

    y x

    (2)

    If N 0

    Equation (2) can be expressed as

    10 1

    1 M Nn i n i i n

    i io

    y x y

    Directly expresses o/p at instant n in terms of previous

    values of i/p & o/p.

    Taking Z-transform of both sides of eq. (2) ,

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    0 0

    N Mi i

    i ii i

    z Y z z X z

    Z- T.F. of the system is :

    00

    0 1

    1

    MM ii ii

    i oi

    N Ni iii

    i io

    zzY zG z

    X z z z

    (3)

    Properties of Discrete-time Convolution and

    Interconnection of LTI systems

    gn

    n

    X Z

    x

    n

    Y Z

    y

    G Z

    1

    ng z G Z

    Y Z G Z X Z

    O/p ynof a DTLTI system excited by i/p sequence xn,

    can be expressed as convolution of xnand gn, where gnis

    the weighting sequenceof the system.

    n n n m n mm

    y x g x g

    (1)

    Also, n n n m n mm

    y g x g x

    (2)

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    If n nx

    n n n m n mm

    y g g

    Now 1 forn m n m

    and 0 for n m

    n ny g Hence gnis the impulse response of the system.

    Following are the properties of convolution:-

    1.

    Commutative Property:-

    n n n nx g g x (3)

    i.e.0 0

    m n m m n mm m

    x g g x

    (4)

    gn

    xn

    xn

    yn gn

    yn

    In the Z-domain,

    G(Z) X(Z)X(Z) Y(Z) G(Z) Y(Z)

    2.

    Associative Law:

    nnnnn ggggx 21n21 x (5)

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    1 1

    1 2 1 2

    &

    n n n

    n n n n n n

    x g y

    y g x g g y

    From a physical point of view, xn may be interpreted asthe input signal to an LTI system with impulse sequence

    g1n . The output of this system denoted as y1n , becomes

    the input to a second LTI system with impulse sequence

    g2n. Then the output is

    1 2 1 2n n n n n ny y g x g g

    which is the left hand side of equation (5).

    Thus, the LHS of equation (5) corresponds to having two

    LTI systems in cascade. RHS of equation (5) indicates that

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    xn is applied to an equivalent system having an impulse

    response 1 2n n ng g g

    and n n ny x g

    From commutative law we also have

    nn gg 12ng

    As generalization of associative law, if there are L

    DTLTI systems in cascade, with impulse response

    sequence g1n , g2n ,.., gln, then equivalent system will

    have an impulse-response

    1 2 ..........n n n Lng g g g

    g1n

    g2n

    gLn

    ynxnynxn

    1 2,.......,

    n n n Lng g g g

    In the Z-domain

    G1

    (Z) G2

    (Z) G3

    (Z) GL

    (Z)X(Z)

    Y(Z)G(Z) = G

    1(Z) G

    2(Z)

    GL(Z)

    X(Z) Y(Z)

    3.

    Distributive to Property:

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    G1(Z)

    GL(Z)

    G2(Z)

    X(Z)Y(Z) X(Z) G(Z) = G

    1(Z) + G

    2(Z)

    + + GL(Z)

    Y(Z)

    CONCEPT OF CAUSALITY OF DTLTI SYSTEMS

    A system is said to be causal if the output ynat any

    instant ndepends on present and past inputs xn, xn-1, xn-2,

    etc. and does not depend on future inputs xn+1, xn+2etc.

    If a system does not satisfy this condition, it is non-

    causal.

    Examples of non-causal systems

    2

    3

    2

    2 2

    # 2 1.5

    #

    #

    #

    n n n

    n n

    nn

    n n

    y x x

    y x

    y x

    y x y x

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    From the definition of causality it is clear that for a causal system,

    the impulse response sequencegnshould be a causal sequence.

    Constraint on Transfer Function

    Example:

    3 2

    2

    1 2

    1 2

    1 2 1 2

    1 1 2 1 2

    2 1

    2 4 1

    2

    2 4

    0.5 0.5 0.5 2 0.5

    0.5 0.5 0.5 2 0.5n n n n n n n

    Y zz z zG z

    z z X z

    Y zz z zG z

    z z X z

    Y z zX z X z z X z z X z z Y z z Y z

    y x x x x y y

    So system is non-causal.

    So, order of numerator polynomial in z Order of denominator

    polynomial in z for causality.

    STABILITY OF DTLTI SYSTEMS

    An LTI system is BIBO stable if and only if its output

    sequenceynis bounded for every bounded inputxn.

    Ifxnis bounded there exists a constant Bxsuch that

    for alln xx B n

    Similarly ifynis bounded, there exists a constantBysuch that,

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    for alln yy B n Constraint on impulse response

    The response of a DTLTI system (with weighting sequence gn) to

    a bounded inputxn, is expressed as

    ; 0, 1, 2 etc.

    n m n mm

    n m n m m n mm m

    n m x

    n x mm

    y g x n

    y g x g x

    x B

    y B g

    Forynto be bounded, we should have

    or,

    mm

    nn

    g

    g

    Thus the DTLTI system is BIBO stable if its impulse

    response is absolutely summable.

    Constraint on transfer function

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    n

    n nn

    n nn nn n

    G z Z g g z

    G z g z g z

    when evaluated on the unit circle (i.e. 1z )

    nn

    G z g

    If the system is BIBO stablen

    n

    g

    should be finite.

    Hence, G z evaluated on the unit circle, should be finite.

    G z can only be finite in the ROC of G(Z).

    A DTLTI system is BIBO stable if and only if the ROC of thesystem transfer function includes the unit circle centred at origin in

    the Z-plane.

    The above is valid for both causal and non-causal systems.

    For a causal system, however, the condition for stability can be

    narrowed to a certain extent.

    For a causal system ROC of G(z) is |z| > r

    For a stable system ROC of G(z) must include the

    unit circle.

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    For a causal and stable system the ROC of the

    system function is |z| > r < 1.

    Since the ROC can not contain any pole of G(z), it can be seen that

    a causal DTLTI system is BIBO stable if and only if all the poles

    of G(z) are inside the unit circle.

    Example: A DTLTI system has transfer function

    11

    3 4

    1 1 21

    4

    G zz

    z

    Determine the ROC of G(z) and findgnfor

    i)

    a stable system.

    ii)

    a causal system.

    iii)

    Purely anti-causal system.

    Solution:Poles of G(z) are at1

    4z and z = 2

    i)

    ROC must include unit circle and poles can not be within

    ROC. So ROC is1

    2.

    4

    z

    1

    is non-causal

    1 3 4 2

    4

    n

    nn

    n n n

    g

    g u u

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    ii)

    For causality ofgn, ROC of G(z) is |z| > 2

    13 4 2

    4

    n n

    n n ng u u

    Since ROC does not include unit circle,

    G(z) is unstable.

    iii)

    gnis purely anti-causal. Hence ROC of G(z) is1

    4z

    1 11

    3 4 2

    4

    nn

    n n ng u u

    Since ROC does not include unit circle,

    G(z) is unstable.

    Systems with Finite-Duration and

    Infinite-Duration Impulse Response:

    It is convenient to subdivide the class of discrete-time LTI

    systems into two types, those that have a finite-duration

    impulse response (FIR) and those that have an infinite-

    duration impulse response (IIR).

    An FIRsystem has an impulse response that is zero outside

    some finite interval of time. For a causal FIR system,

    0 for 0 andng n n K

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    The convolution formula for such a system is

    1

    0 0

    K

    n m n m m n m m n m

    m m m K

    y g x g x g x

    or,

    1

    0

    K

    n m n mm

    y g x

    It is worth noting that that output of the system at any instant n,

    is simply a weighted linear combination of input signal samples

    xn, xn-1 ,., xn-K+1.The system acts as a window that views

    only the most recent K input signal samples and sums the K

    products.It neglects all prior input samples i.e., xn-K, xn-K-1, ..

    Thus it is said that an FIR system has a finite memory of length

    of K samples.

    A IIR linear time-invariant system has an infinite-duration

    impulse response. Output of a causal IIR system, based on the

    convolution formula, is

    0n m n m

    m

    y g x

    Here, the system output is a weighted linear combination of

    input signal samples xn , xn-1 , xn-2 , ., xo . Since thisweighted sum involves the present and all the past input

    samples,it is said that the system has an infinite memory.

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    The convolution summation expression suggests a means for

    ready implementation of FIR systems involving additions,

    multiplications, and a finite number of memory locations. If thesystem is IIR, its practical realization using convolution is

    clearly impossible, since it requires an infinite number of

    memory locations, multiplications and additions. A question

    that naturally arises, then, is whether or not it is possible to

    realize IIR systems other than in the form suggested by the

    convolution summation. Fortunately there is a practical and

    computationally efficient means for implementing a family of

    IIR systems.

    This family of IIR systems are more conveniently described

    by difference equations.This subclass of IIR systems is veryuseful in a variety of practical applications, including the

    implementation of digital filters.

    RECURSIVE AND NON-RECURSIVE SYSTEMS:

    Definitions: A system whose output ynat instant n depends on

    any number of past output values yn-1 , yn-2 ,.. is called a

    recursivesystem.

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    A system whose output ynat any instant n depends only on the

    present and past inputs xn , xn-1, ., but not on any past

    output value, is called a non-recursive system.Discussions: Let us consider a discrete-time system

    represented by a linear constant coefficient difference equation

    0 0

    N M

    i n i i n ii i

    y x

    (1)

    If N 0,On rearranging the terms, we have

    0 0

    1 M Nn i n i i n i

    i io

    y x y

    (2)

    If N 0,This equation directly expresses the output at time n in terms of

    previous values of input and output. It can be immediately

    seen that in order to calculate yn, we need to know yn-1, yn-2

    ,, yn-N. An equation of this form is called a recursive

    equation, since it specifies a recursive procedure for

    determining the output in terms of the input and previous

    outputs. The system is hence, called a recursive system.

    In the special case, when, in equation (1), N is zero, the

    equation reduces to

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    0

    Mi

    n n ii

    oy x

    (3)

    In this case, ynis a function of the present and previous values

    of the input. For this reason, equation (3) is called a non-

    recursive equation, since we do not recursively use previously

    computed values of the output to compute the present value of

    the output. The system represented by the equation is known as

    non-recursive system.The impulse response of the system is

    given by

    0

    Mi

    n n ii

    o

    g

    will be 0 forn i n i

    which is obtained as

    , for 0

    0 , otherwise

    for , can never be equal to

    n

    on

    n Mg

    n M i n

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    Note that the impulse response has finite duration, i.e. it is non-

    zero only over a finite time interval. Because of this property

    the system is an FIR system.

    The basic differences between non-recursive and

    recursive discrete-time systems are illustrated below.

    xn

    yn 1, ,.....,n n n M F x x x

    Non-recursive System

    yn

    xn

    1 ,

    1

    ,....,

    , ,.....,

    n n N

    n n n M

    F y y

    x x x

    Recursive System

    delay (s)

    The fundamental difference between the two systems is the

    presence of feedback loop in the recursive system, which feed

    back the output sample(s) of the system through a delay

    element. The presence of this delay element is crucial for the

    realizability of the system, since its absence would force the

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    system to compute yn in terms of yn, which is not possible for

    discrete-time systems.

    There is another important difference between recursive andnon-recursive systems. Suppose we wish to compute the output

    ynoof a system when it is excited by an input applied at time n =

    0. if the system is recursive, to compute yno, all the previous

    values yo , y1 ,., yno-1 should be computed first. If the

    system is non-recursive, we can compute yno immediately

    without computing yno-1, yno-2, It implies that the output of

    a recursive system should be computed in order [i.e. yo, y1, y2,

    .], whereas for a non-recursive system, the output can be

    computed in any order [e.g. y100, y25, y2, y150, etc.]. This feature

    is desirable in some practical applications.

    Impulse Response of Recursive Systems:

    The general form of difference equation for recursive systems is

    repeated below

    0 1

    M N

    n i n i i n i

    i i

    y b x a y

    (4)

    By substituting xn= n , the impulse response of the system is

    obtained as

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    1

    N

    n n i n ii

    g b a g

    (5)

    No simple interpretation for this result can be given.

    However it can be noted that the impulse response can remain

    non-zero for even large indices. The recursive portion

    continues to generate an output long after the bns

    are zero. Therefore recursive discrete-time systems have

    infinite impulse response. The point can be illustrated by

    considering the following simple causal recursive system.

    1 1n o n ny b x a y (6)The response of the filter to a unit sample sequence is obtained

    by substituting xn= n and is given by

    1 1

    2

    2 1

    3

    3 1

    1 1

    o o

    o

    o

    o

    n n

    n o o n

    g b

    g a b

    g a b

    g a b

    g a b a b u

    The response has clearly infinite duration.

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    gn

    bo

    a1

    >1

    a1= 1

    0

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    1

    1 *

    *

    1 over the range to 2

    1

    2

    1

    2

    s

    s

    Wj t

    Ws

    Wjn j t

    nWs

    x t X

    X W W W f

    f

    X e df

    x n e e df

    F

    F

    where1

    sf = sampling period.

    Inter-changing the order of integration and summation and

    considering that 2 m sW f f

    sin sin sin

    t n

    W t n W t t W t t t n dt

    W t n W t t W t t

    1

    2

    2

    sin

    Wj t n

    n Ws

    jw t n jw t n

    n

    n

    x t x n e df

    x n e e

    W j t n

    W t nx n

    W n

    (1)

    This gives the ideal interpolation formula for reconstructing x(t)

    from x*(t).

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    Therefore, in equation (1),

    *

    *

    sin( )

    n

    i

    i

    W t tx t x n t n dtW t t

    x t g t t dt

    x t g t

    where sin

    sin sin 2s

    i

    tWt Wt

    g tWt t t

    is the impulse

    response function of the ideal-interpolator or ideal discrete-time

    to continuous-time converter or ideal digital-to-analog

    converter.The frequency response function of the ideal-interpolator is

    sfor

    2 2

    0 otherwise.

    s

    i iG j g t

    Hence the ideal interpolator is nothing but an ideal low pass filter

    with pass band of2

    s and pass band gain of .

    Hence the ideal interpolation formula may be used to

    reconstruct x(t) from x*(t) if fs> 2fm.

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    There are however two important problems associated with the

    ideal interpolation formula.

    Firstly it requires infinite numbers of additions and

    multiplications. This is not feasible in practice.

    .

    Secondly, the computation can not be carried out in real time.

    By this we mean that the computation of x(to) requires not only

    x(n) for ntobut also x(n) for n> to.

    Hence we can start to compute x(t) only after all x(n) (n = 0,

    1, 2, .) are known.

    Because of these two reasons, equation (1) is not very useful

    in the reconstruction of x(t) from x*(t).

    PRACTICAL DAC

    In practice a D/A converter employs a zero order hold (ZOH) for

    reconstructing the analog signal from its sampled version.

    The function of the DAC is to decode the input digital words

    (binary numbers) and then convert the digital signal into an analog

    signal. Hence a DAC can be represented by a decoder followed by

    a ZOH.

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    Decoder ZOHx*(t) xr(t)

    DAC

    If we consider a DAC as a system, the decoder does not affect the

    system transfer function. So we can only consider the ZOH.

    ZOHx*(t)

    xr(t)

    A zero-order hold (ZOH) holds a sample value constant

    until receiving the next sample value.

    xr(t)

    Samples

    0 t

    There are discontinuities in the analog signal constructed from the

    digital signal by a ZOH. This implies the presence of high

    frequency components.

    The output staircase waveform of the ZOH can be expressed

    as

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    0, 1, 2, 3, ..............

    r

    n

    x t x n u t n u t n

    n

    Taking the Laplace Transform of both sides,

    1

    1

    n sn s

    rn

    sn s

    n

    e eX s x n

    se

    x n es

    Now,

    * *( ) ( ) [ ( )]n s

    n

    x n e X s L x t

    -s

    ho 1-e G ( )s

    s

    [A]

    is the transfer function of the zero-order hold.

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    Now,

    [B]

    Thus it is often said that the ZOH introduces a time delay of

    approximately half the sampling period.

    Frequency response function of Z.O.H

    s

    e-1)(G

    -s

    ho

    s

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    Sin 2 ( )

    2

    hoG j

    [C]

    ( ) Sin -2 2hoG j

    or, ( ) m - 2hoG j [D]

    m = 0,1,2,..

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    G j

    ideal filter iG j

    ZOH hoG j

    0.637

    3 s 2 s s s 2 s 3 s2

    s

    2

    s0

    The nature of ( )hoG j reveals that the ZOH allows high

    frequency components of x*(t) to pass through.

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    Hence the ZOH (i.e. DAC) should be followed by a low pass

    analog filter (post-filter) with cut off frequency 2s to remove

    these high frequency components.

    xr(t)

    0 t

    ZOHPost

    filter

    x*(t) xr(t) x

    o(t)

    xo(t)

    0 t

    Hence a complete DSP system can be represented as

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    Pre-Filter

    ADCSignal

    ProcessingAlgorithm

    DACPostFilter

    x(t) xb(t) x*(t) y*(t) yr(t) yo(t)