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Discrete Time Signal Analysis Techniques

The document covers the analysis of discrete-time signals, focusing on the Discrete Time Fourier Transform (DTFT), Discrete Fourier Transform (DFT), and z-transform, including their definitions, properties, and applications. It discusses key concepts such as periodicity, linearity, and correlation in the context of signal processing. Additionally, it provides mathematical definitions and examples related to DTFT, DFT, and z-transform, emphasizing their significance in biomedical engineering and digital signal processing.
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0% found this document useful (0 votes)
54 views22 pages

Discrete Time Signal Analysis Techniques

The document covers the analysis of discrete-time signals, focusing on the Discrete Time Fourier Transform (DTFT), Discrete Fourier Transform (DFT), and z-transform, including their definitions, properties, and applications. It discusses key concepts such as periodicity, linearity, and correlation in the context of signal processing. Additionally, it provides mathematical definitions and examples related to DTFT, DFT, and z-transform, emphasizing their significance in biomedical engineering and digital signal processing.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT

OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

ANALYSIS OF DISCRETE TIME SIGNALS

Spectrum of D.T signals, Discrete Time Fourier Transform (DTFT), Discrete Fourier Transform (DFT) –
Basic principles of z-transform – z-transform definition – Region of convergence – Properties of ROC –
Properties of z-transform – Poles and Zeros – Inverse z-transform using Contour integration – Residue
Theorem, Power Series expansion and Partial fraction expansion.

Discrete Time Fourier Transform (DTFT)


The discrete-time Fourier transform (DTFT) of a real, discrete-time signal x[n] is a complex-valued
function defined by

for any (integer) value of n.

Inverse Discrete Time Fourier Transform (IDTFT)

The function X (ejω) or X () is called the Discrete-Time Fourier Transform(DTFT) of the discrete-time
signal x(n). The inverse DTFT is defined by the following integral:

Properties of DTFT

Property Periodic signal Fourier Series Coefficients


Linearity Ax[n]  By[n] Aak  Bbk
 2 
Time Shifting
x[n  n0 ]  jk n
 N  0
a e 
k
Conjugation 
x [n] ak
Time Reversal x[n] ak
Frequency Shifting
e jMw n x[n]
0 ak M
x[n]  x[n  1]
1  e  jk 2 N   a
First Difference
  k
Conjugate Symmetry x[n] real a  a 
k k
for Real Signals
Real & Even Signals x[n] real and even ak real and even
Real & Odd signals x[n] real and odd ak purely imaginary and odd
Even-Odd xe [n]  Evx[n] [x[n]real] Rea k 
Decomposition
Of Real Signals xo [n]  Odx[n] [x[n]real] j Ima k 

SCHOOL OF BIO & CHEMICAL ENGINEERING Page 1


SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

Parseval’s Relation 1
 x[n] 2   ak2
N n N kN

1. Find the DTFT of an impulse function which occurs at time zero.

x[n]  [n]

X e jw   [n]e  jwn  1
F
[n]1

F
[n  1](1)  e jw(1)

Discrete Fourier Transform


The DFT is used to convert a finite discrete time sequence x (n) to an N point frequency domain
sequence denoted by X (K). The N point DFT of a finite duration sequence x (n) is defined as
N-1
X (K) = ∑ x (n) e­j2‫ה‬nk/Nfor K=0, 1, 2, …….N-1
n=0
The discrete Fourier transform (DFT) is the Fourier transform for finite-length sequences
because, unlike the (discrete-space) Fourier transform, the DFT has a discrete argument and can be
stored in a finite number of infinite word-length locations. Yet, it turns out that the DFT can be used to
exactly implement convolution for finite-size arrays

Inverse Discrete Fourier Transform


n=0
The IDFT is used to convert the N point frequency domain sequence X (K) to an N point time sequence.
The IDFT of the sequence X (K) of length N is defined as
N-1
x (n) =1/N ∑X (K) e+j2‫ה‬nk/N for n=0, 1,2,……N-1
K=0

Properties of DFT
1. Periodicity: X (K+N) =X (K) for all K.
2. Linearity: DFT[a1 x1 (n)+a2 x2(n)]=a1 X1 (K)+a2 X2 (K)
3. DFT of time reversed sequence: DFT[ x(N-n)]=X(N-K)
4. Circular convolution :DFT[x1(n)*x2(n)]=X1(K) X2(K)
5.
Shifting: If DFT {x (n)} =X (K), then DFT{x (n-no)} =X (K) e -j2‫ה‬no k/N

6. Symmetry property

Re[X(N-k)]=ReX(k)

This implies that amplitude has symmetry

Im[X(N-k)]= - Im[X(k)]

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

This implies that the phase spectrum is antisymmetric.


7. If x[n] is an even function xe[n] then

N 1
F xe n  X e k    xe ncosknT  
This implies that the transform is also even

8. If x[n] is odd function xo[n] than

N 1
F xo n  X o k    j  xo n sin knT 
n0
This implies that the transform is purely imaginary and odd

9. Parseval’s Theorem

The normalized energy in the signal is given by either of the following expressions

N 1 N 1

 X k 
1
 x n N
2
2

n0 k 0

10. Delta Function

FnT  1

11. Unit step function 


F u[n]  w  2k 
1


1 e jw k 

   2w  w

F e jw0 n   2k 
0
k 
12. Fourier transform of a CT complex exponential is interpreted as an impulse at w=w0. For
discrete-time we expect something similar but difference is that DTFT is periodic in w with
period 2. This says that FT of x[n] should have impulses at w0, w0 ±2, w0±4 etc.

F
1
nu[n] ( n  1) 
1 e  jw
13. Linear cross-correlation of two data sequences or series may be computed using DFTs.
The linear cross correlation of two finite-length sequences x1[n] and x2[n] each of length N
is defined to be:

1 
r
x1x 2
( j)   x nx n  j

N n 1 2 ,  j  

Circular correlation of finite length periodic sequences x1p[n] and x2p[n] is described as:

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

r ( j)  1 N 1 nx n  j  , j  0,.......,(N 1)


N x1 p
cx1x2 2p
n0
This circular correlation can be evaluated using DFTs as shown below:

 
rcx1x2 ( j)  F 1 X 1 k X 2 (k )

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV


The circular correlation can be converted into a linear correlation by using augmenting
zeros. If the sequences are x 1[n] of length N1 and x2[n] of length N2, then their linear correlation will
be of length N1+N2-1.

To achieve this x1[n] is replaced by x1a[n] which consists of x1[n] with (N2-1) zeros added and x2[n]
is augmented by (N1-1) zeros to become x2a[n].

  
rx1x2 ( j)  F 1 X 1a k X2a k 



1. Find the DFT of the following signal x(n)=δ(n)
N-1
X (K) = ∑ x (n) e-j2‫ה‬nk/N for K=0, 1, 2….,N-1
n=0

N-1
X (K) = ∑ δ (n)e-j2‫ה‬nk/N for K=0, 1, 2,…N-1
n=0

X (K) =1

2. Consider a length­N sequence defined for n = 0,1,2,……,(N-1) where

 1 n 0
x[n]  
0 otherwise Find the DFT of the given sequence.

N 1

X [k ]  x[n]WN k  0,1,2,.......,(N 1)


kn

n0

The N-point DFT is equal to 1

Basic Principles of Z Transform:

The z-transform is useful for the manipulation of discrete data sequences and has acquired a new
significance in the formulation and analysis of discrete-time systems. It is used extensively today in the
areas of applied mathematics, digital signal processing, control theory, population science, economics.

These discrete models are solved with difference equations in a manner that is analogous to
solving continuous models with differential equations. The role played by the z-transform in the solution
of difference equations corresponds to that played by the Laplace transforms in the solution of differential
equations.

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

Types of Z Transform

Unilateral Z-transform

Alternatively, in cases where x[n] is defined only for n ≥ 0, the single­sided or unilateral Z­
transform is defined as

In signal processing, this definition can be used to evaluate the Z-transform of the unit impulse
response of a discrete-time causal system

Bilateral Z-transform

The bilateral or two-sided Z-transform of a discrete-time signal x[n] is the formal power
series X(Z) defined as

where n is an integer and z is, in general, a complex number:

z= A ejɸ = A (cos ɸ+j sin ɸ)

where A is the magnitude of z, j is the imaginary unit, and ɸ is the complex argument (also
referred to as angle or phase) in radians.

Inverse Z Transform

1. The z-transform of the sequence find its Z transform

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

2. Find the z-transform of the unit pulse or impulse sequence .

3. The z-transform of the unit-step sequence is


.

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

4. The z-transform of the sequence is .

5. The z-transform of the exponential sequence is .

z
6. Prove Z[{a }] =
n z− a
Proof
∞∞
a a 2 a 3 a 4
z− n a n [ ]
Z[{an}] = ∑ an = ∑ [ z ] = 1+ z [ ] [ ] [ ] +............
+ z + z + z

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

0 0
1 z a
a z− a z
1−
= z = ,| | <1 i.e; |z| > |a|

1 1

6n

10

11

12

13

Properties of Z-Transform

Z-Transform has the following properties:

1. Linearity Property

Then linearity property states that

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

2. Time Shifting Property

Then Time shifting property states that

3. Multiplication by Exponential Sequence Property

Then multiplication by an exponential sequence property states that

4. Time Reversal Property

Then time reversal property states that

5. Differentiation in Z-Domain OR Multiplication by n Property

Then multiplication by n or differentiation in z-domain property states that

6. Convolution Property

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

Then convolution property states that

7. Correlation Property

Then correlation property states that

8. Initial Value and Final Value Theorems


Initial value and final value theorems of z-transform are defined for causal signal.
Initial Value Theorem

For a causal signal x(n), the initial value theorem states that

This is used to find the initial value of the signal without taking inverse z-transform

Final Value Theorem

For a causal signal x(n), the final value theorem states that

This is used to find the final value of the signal without taking inverse z-transform.

Region of Convergence (ROC) of Z-Transform

The range of variation of z for which z-transform converges is called region of convergence of z-
transform.

Properties of ROC of Z-Transforms

 ROC of z-transform is indicated with circle in z-plane.

 ROC does not contain any poles.

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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UNIT IV

 If x(n) is a finite duration causal sequence or right sided sequence, then the ROC is entire z-
plane except at z = 0.

 If x(n) is a finite duration anti-causal sequence or left sided sequence, then the ROC is entire z-
plane except at z = ∞.

 If x(n) is a infinite duration causal sequence, ROC is exterior of the circle with radius a. i.e. |z| >
a.

 If x(n) is a infinite duration anti-causal sequence, ROC is interior of the circle with radius a. i.e. |z|
< a.

 If x(n) is a finite duration two sided sequence, then the ROC is entire z-plane except at z = 0 & z
= ∞.

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

The concept of ROC can be explained by the following example:

Example 1: Find z-transform and ROC of

The plot of ROC has two conditions as a > 1 and a < 1, as the value of ‘a’ is not known.

In this case, there is no combination ROC.

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

Here, the combination of ROC is from

Hence for this problem, z-transform is possible when a < 1.

1. The Z transform of a right sided signal is

For this summation to converge, i.e., for to exist, it is necessary to have , i.e., the

ROC is . As a special case when , and we have

2. The Z-transform of a left sided signal is:

For the summation above to converge, it is required that , i.e., the ROC is .
Comparing the two examples above we see that two different signals can have identical z-transform, but
with different ROCs.

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UNIT IV

3. Find the inverse of the given z-transform . Comparing this with


the definition of z-transform:

we get

In general, we can use the time shifting property

to inverse transform the given above to directly.

Zeros and Poles of Z-Transform

All z-transforms in the above examples are rational, i.e., they can be written as a ratio of polynomials of
variable in the general form

where is the numerator polynomial of order with roots , and

is the denominator polynomial of order with roots .

In general, we assume the order of the numerator polynomial is lower than that of the denominator

polynomial, . If this is not the case, we can always expand into multiple terms so that

is true for each of terms.

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

The zeros and poles of a rational are defined as:

 Zero: Each of the roots of the numerator polynomial for which

is a zero of

If the order of exceeds that of (i.e., ), then , i.e.,


there is a zero at infinity:

 Pole: Each of the roots of the denominator polynomial for which

is a pole of .

If the order of exceeds that of (i.e., ), then , i.e,


there is a pole at infinity:

Most essential behavior properties of an LTI system can be obtained graphically from the ROC and the

zeros and poles of its transfer function on the z-plane

Inverse Z Transform using Contour Integration Method

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

z z 2  2z  1
F z 
1. z  1
2 2

  z  12  z  1z  2  z  2


F z  2z
z  1z  22
F z 2z z  2z  1  z  3z  2  z  2
2 2

z  1z  22

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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UNIT IV

F  z   2z
1
X z
1
,| z || a |
z 1z  22 1  az 1 using the complex inversion

2. Evaluate the inverse z transform of


integral.

Long Division Method

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

The z-transform is a power series expansion,

where the sequence values x(n)are the coefficients of z -n in the expansion. Therefore, if we can find the
power series expansion for X(z), the sequence values x(n)may be found by simply picking off the
coefficients of z –n.

1. Sometimes the inverse transform of a given can be obtained by long division.

By a long division, we get

which converges if the ROC is , i.e., and we get

. Alternatively, the long division can also be carried out as:

which converges if the ROC is , i.e., and we get

2. To understand how an inverse Z Transform can be obtained by long division, consider the
function

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

If we perform long division

we can see that

.
So the sequence f[k] is given by

Upon inspection

3. Find the Inverse Z Transform using Long Division Method

and the sequence f[k] is given by

0.5
4. E(z) = ( z  1)(z  0.6)

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
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BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
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0.5z2  0.8z3  0.98z4  ...


z2  1.6z  0.6 0.5
0.5  0.8z1  0.3z2
0.8z1  0.3z2
0.8z1  1.28z2  0.48z3
0.98z2  0.48z3

e(0) = 0, e(1) = 0, e(2) = 0.5, …

Inverse Z Transform using Residue Method:

Find the solution using the formula

where are the poles of .

Partial fraction method

Inverse Z Transform by Partial Fraction Expansion

This technique uses Partial Fraction Expansion to split up a complicated fraction into forms
that are in the Z Transform table. As an example consider the function

For reasons that will become obvious soon, we rewrite the fraction before expanding it by
dividing the left side of the equation by "z."

Now we can perform a partial fraction expansion

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SATHYABAMA INSTITUTE OF SCIENCE & TECHNOLOGY DEPARTMENT
OF BIOMEDICAL ENGINEERING
BIOSIGNALS & SYSTEMS SUB CODE: SBM1207
UNIT IV

These fractions are not in our table of Z Transforms. However if we bring the "z" from the
denominator of the left side of the equation into the numerator of the right side, we get forms that
are in the table of Z Transforms; this is why we performed the first step of dividing the equation by
"z"

So

or

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