dsp - sgm
TRANSCRIPT
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Dept. of Electrical Engineering,
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DISCRETE-TIME SIGNALS AND
SYSTEMS
A PRESENTATION BY
SUGATA MUNSHI
DEPARTMENT OF ELECTRICAL
ENGINEERING
JADAVPUR UNIVERSITY
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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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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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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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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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1sf
is the sampling frequency.
A more realistic case
The duration of closure of the switch should be finite (
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*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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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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*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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11243
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11244
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11247
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11249
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11250
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11256
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11258
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11259
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11260
jv
ub
a
X(z) does not exist
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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11261
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11264
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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Sugata Munshi
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11269
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11270
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11271
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11272
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11273
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11274
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11275
+
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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Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
of 11276
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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
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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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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
Pre-Filter
ADCSignal
ProcessingAlgorithm
DACPostFilter
x(t) xb(t) x*(t) y*(t) yr(t) yo(t)