Chapter 02
Chapter 02
Tempo
Contı́nuo Discreto
Amp.
Contı́nua Analógico Discreto
Discreta Quantizado Digital
x[–1] x[0]
x[–2] x[1] x[n]
x [2]
7 8 9 10 11
–9 –8 –7 –6 –5 –4 –3 –2 –1 0 1 2 3 4 5 6 n
32 ms
(a)
256 samples
(b)
Figure 2.2 (a) Segment of a continous-time speech signal. (b) Sequence
of samples obtained from part (a) with T = 125µs.
0 n
(a)
Unit step
0, n<0 1
u[n] =
1, n≥0 ...
...
0 n
(b)
Figure 2.3 Some basic sequences.
Real exponential
x[n] = Aαn ...
...
0 n
(c)
Sinusoidal
x[n] = A cos(ω0 n + φ)
...
0 n
...
(d)
Figure 2.3 (cont.) Some basic sequences.
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 11 / 90
Basic Relations
n
X
u[n] = δ[k]
k=−∞
∞
X
u[n] = δ[n − k]
k=0
A cos(ω0 n + φ) = A cos(ω0 n + ω0 N + φ)
Condition for periodicity: ω0 N = 2πk, where k is an integer
2π N
=
ω0 k
Thus, complex exponentials are periodic in time only if 2π/ω0 is a
ratio of two integers
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 16 / 90
Complex Exponential
Property 2: Discrete-time complex exponentials are not necces-
sarily periodic in time
Condition for periodicity in time
A cos(ω0 n + φ) = A cos(ω0 n + ω0 N + φ)
Condition for periodicity: ω0 N = 2πk, where k is an integer
2π N
=
ω0 k
Thus, complex exponentials are periodic in time only if 2π/ω0 is a
ratio of two integers
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 16 / 90
Complex Exponential
Property 2: Discrete-time complex exponentials are not necces-
sarily periodic in time
Condition for periodicity in time
A cos(ω0 n + φ) = A cos(ω0 n + ω0 N + φ)
Condition for periodicity: ω0 N = 2πk, where k is an integer
2π N
=
ω0 k
Thus, complex exponentials are periodic in time only if 2π/ω0 is a
ratio of two integers
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 16 / 90
Complex Exponential
Property 2: Discrete-time complex exponentials are not necces-
sarily periodic in time
Condition for periodicity in time
A cos(ω0 n + φ) = A cos(ω0 n + ω0 N + φ)
Condition for periodicity: ω0 N = 2πk, where k is an integer
2π N
=
ω0 k
Thus, complex exponentials are periodic in time only if 2π/ω0 is a
ratio of two integers
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 16 / 90
Complex Exponential
Property 2: Discrete-time complex exponentials are not necces-
sarily periodic in time
Condition for periodicity in time
A cos(ω0 n + φ) = A cos(ω0 n + ω0 N + φ)
Condition for periodicity: ω0 N = 2πk, where k is an integer
2π N
=
ω0 k
Thus, complex exponentials are periodic in time only if 2π/ω0 is a
ratio of two integers
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 16 / 90
Complex Exponential
By combining properties 1 and 2, it becomes clear that there are
N distinguishable frequencies for which the corresponding se-
quences are periodic with period N . One set of frequencies is
ωk = 2πk/N, k = 0, 1, . . . , N − 1.
High and low frequencies: rate of oscillation does not increase
continuously with ω0 . Values around ω0 = 2πk are referred to as
low frequencies (slow oscillations), whereas values around ω0 =
(π + 2πk) are referred to as high frequencies (rapid oscillations).
v 0 = 0 or v 0 = 2p
... ...
0 n
(a)
v 0 = p/8 or v 0 = 15p/8
... ...
0 n
(b)
Figure 2.5 cos(ω0 n) for different values of ω0 . Oscillations get faster
as ω0 increases from 0 to π (parts a–d) and slower as ω0 increases
from π to 2π (parts d–a).
... ...
0 n
(c)
v0 = p
... ...
0 n
... ...
(d)
Figure 2.5 (cont.) cos(ω0 n) for different values of ω0 . Oscillations
get faster as ω0 increases from 0 to π (parts a–d) and slower as ω0
increases from π to 2π (parts d–a).
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 19 / 90
Discrete-Time Systems
T { •}
x [n] y[n]
M2
1 X
y[n] = x[n − k]
M1 + M2 + 1 k=−M
1
x[k]
n–5
0 n k
n
X
y2 [n] = x2 [k] .
k=−∞
n
X
y2 [n] = x2 [k] .
k=−∞
When the input is x3 [n] = ax1 [n] + bx2 [n], the superposition princi-
ple requires that the output be y3 [n] = ay1 [n] + by2 [n].
n
X
y3 [n] = x3 [k]
k=−∞
n
X
= (ax1 [k] + bx2 [k])
k=−∞
n n
X X
=a x1 [k] + b x2 [k]
k=−∞ k=−∞
y1 [n] = y[n − n0 ]
y1 [n] = y[n − n0 ]
Next, we find
n n
X X
y1 [n] = x1 [k] = x[k − n0 ]
k=−∞ k=−∞
Next, we find
n n
X X
y1 [n] = x1 [k] = x[k − n0 ]
k=−∞ k=−∞
Next, we find
n n
X X
y1 [n] = x1 [k] = x[k − n0 ]
k=−∞ k=−∞
y[n − n0 ] = x[M(n − n0 )]
Thus, we see that y[n − n0 ] is not equal to y1 [n] for all M and n0
and, therefore, the system is not time invariant.
3
–2 0 n 0 n
–2 0 n 0 n
3 3
0 n 0 n
x[n] = x–2 [n] + x0 [n] + x3[n] y[n] = y–2 [n] + y0 [n] + y3 [n]
3
–2 0 n 0 n
Here, the output sequence y[n] is seen, for any fixed value of n, as
the sum of the product of the sequences x[k] and h[n − k], where
both sequences are expressed as functions of k.
This requires finding the sequence h[n − k], −∞ < k < ∞, for all
values of n that are of interest.
Noting that h[n − k] = h[−(k − n)] allows it to be computed in two
simpler steps:
I Define h1 [k] = h[−k]
I Define h2 [k] to be h1 [k] delayed by n samples, i.e., h2 [k] = h1 [k − n]
This leads to h2 [k] = h1 [k − n] = h[−(k − n)] = h[n − k]
In general, the sequence h[n − k], −∞ < k < ∞, is obtained by
I Reflecting h[k] about the origin to obtain h[−k],
I Shifting the origin of the reflected sequence to k = n.
Here, the output sequence y[n] is seen, for any fixed value of n, as
the sum of the product of the sequences x[k] and h[n − k], where
both sequences are expressed as functions of k.
This requires finding the sequence h[n − k], −∞ < k < ∞, for all
values of n that are of interest.
Noting that h[n − k] = h[−(k − n)] allows it to be computed in two
simpler steps:
I Define h1 [k] = h[−k]
I Define h2 [k] to be h1 [k] delayed by n samples, i.e., h2 [k] = h1 [k − n]
This leads to h2 [k] = h1 [k − n] = h[−(k − n)] = h[n − k]
In general, the sequence h[n − k], −∞ < k < ∞, is obtained by
I Reflecting h[k] about the origin to obtain h[−k],
I Shifting the origin of the reflected sequence to k = n.
Here, the output sequence y[n] is seen, for any fixed value of n, as
the sum of the product of the sequences x[k] and h[n − k], where
both sequences are expressed as functions of k.
This requires finding the sequence h[n − k], −∞ < k < ∞, for all
values of n that are of interest.
Noting that h[n − k] = h[−(k − n)] allows it to be computed in two
simpler steps:
I Define h1 [k] = h[−k]
I Define h2 [k] to be h1 [k] delayed by n samples, i.e., h2 [k] = h1 [k − n]
This leads to h2 [k] = h1 [k − n] = h[−(k − n)] = h[n − k]
In general, the sequence h[n − k], −∞ < k < ∞, is obtained by
I Reflecting h[k] about the origin to obtain h[−k],
I Shifting the origin of the reflected sequence to k = n.
Here, the output sequence y[n] is seen, for any fixed value of n, as
the sum of the product of the sequences x[k] and h[n − k], where
both sequences are expressed as functions of k.
This requires finding the sequence h[n − k], −∞ < k < ∞, for all
values of n that are of interest.
Noting that h[n − k] = h[−(k − n)] allows it to be computed in two
simpler steps:
I Define h1 [k] = h[−k]
I Define h2 [k] to be h1 [k] delayed by n samples, i.e., h2 [k] = h1 [k − n]
This leads to h2 [k] = h1 [k − n] = h[−(k − n)] = h[n − k]
In general, the sequence h[n − k], −∞ < k < ∞, is obtained by
I Reflecting h[k] about the origin to obtain h[−k],
I Shifting the origin of the reflected sequence to k = n.
Here, the output sequence y[n] is seen, for any fixed value of n, as
the sum of the product of the sequences x[k] and h[n − k], where
both sequences are expressed as functions of k.
This requires finding the sequence h[n − k], −∞ < k < ∞, for all
values of n that are of interest.
Noting that h[n − k] = h[−(k − n)] allows it to be computed in two
simpler steps:
I Define h1 [k] = h[−k]
I Define h2 [k] to be h1 [k] delayed by n samples, i.e., h2 [k] = h1 [k − n]
This leads to h2 [k] = h1 [k − n] = h[−(k − n)] = h[n − k]
In general, the sequence h[n − k], −∞ < k < ∞, is obtained by
I Reflecting h[k] about the origin to obtain h[−k],
I Shifting the origin of the reflected sequence to k = n.
h [k]
–3 0 6 k
(a)
h[–k] = h[0 – k]
–6 0 3 k
(b)
n–6 0 n n+3 k
(c)
Figure 2.9 Forming the sequence h[n − k]. (a) The sequence h[k]
as a function of k. The sequence h[−k] as a function of k. (c) The
sequence h[n − k] = h[−(k − n)] as a function of k for n = 4.
x[n] = αn u[n] n – (N – 1)
0 n k
(b)
k=N1
1−α
0 k
N–1
(d)
h1 [n]
+
x[n] y [n]
h2 [n]
(a)
h1 [n] + h2 [n]
x[n] y[n]
(b)
Figure 2.12 (a) Parallel combination of linear time-
invariant systems. (b) An equivalent system.
An LTI system is stable if, and only if, its impulse response is ab-
solutely summable:
∞
X
S= |h[k]| < ∞
k=−∞
h[n] = 0, n<0
An LTI system is stable if, and only if, its impulse response is ab-
solutely summable:
∞
X
S= |h[k]| < ∞
k=−∞
h[n] = 0, n<0
1
, −M1 ≤ n ≤ M2
h[n] = M1 + M2 + 1
0, otherwise
1
, −M1 ≤ n ≤ M2
h[n] = M1 + M2 + 1
0, otherwise
h[n] = u[n]
I Unstable, causal, IIR
h[n] = u[n]
I Unstable, causal, IIR
Forward One-sample
x [n] difference delay y[n]
(a)
One-sample Forward
x [n] delay difference y [n]
(b)
Backward-
Accumulator
difference
x [n] system y [n] x [n]
system
General form:
N M
X X
ak y[n − k] = bm x[n − m]
k=0 m=0
General solution:
General form:
N M
X X
ak y[n − k] = bm x[n − m]
k=0 m=0
General solution:
Homogeneous equation:
N
X
ak y[n − k] = 0
k=0
Homogeneous equation:
N
X
ak y[n − k] = 0
k=0
Homogeneous equation:
N
X
ak y[n − k] = 0
k=0
Homogeneous equation:
Characteristic equation:
1 − 5z−1 + 6z−2 = 0
z2 − 5z + 6 = 0
Roots: z1 = 2 and z2 = 3
Homogeneous equation:
Characteristic equation:
1 − 5z−1 + 6z−2 = 0
z2 − 5z + 6 = 0
Roots: z1 = 2 and z2 = 3
Homogeneous equation:
Characteristic equation:
1 − 5z−1 + 6z−2 = 0
z2 − 5z + 6 = 0
Roots: z1 = 2 and z2 = 3
Homogeneous equation:
Characteristic equation:
1 − 5z−1 + 6z−2 = 0
z2 − 5z + 6 = 0
Roots: z1 = 2 and z2 = 3
M
X bk
h[n] = δ[n − k]
k=0
a0
bn , 0 ≤ n ≤ M
h[n] = a
0
0, otherwise
The impulse response is finite in duration (FIR).
Indeed, the output of any FIR system can be computed nonrecur-
sively using the first equation above.
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 55 / 90
Frequency Domain Representation of
Discrete-Time Signals and Systems
T { •}
x [n] y[n]
∞
X
H(ejω ) = h[k]e−jωk
k=−∞
I This is a direct consequence of the fact that the sequences ejωn and
ej(ω+2π)n , −∞ < n < ∞, are indistinguishable from each other.
I This is a direct consequence of the fact that the sequences ejωn and
ej(ω+2π)n , −∞ < n < ∞, are indistinguishable from each other.
y[n] = x[n − nd ]
To compute its frequency response, we simply make x[n] = ejωn in
the equation above
H(ejω ) = e−jωnd
y[n] = x[n − nd ]
To compute its frequency response, we simply make x[n] = ejωn in
the equation above
H(ejω ) = e−jωnd
y[n] = x[n − nd ]
To compute its frequency response, we simply make x[n] = ejωn in
the equation above
H(ejω ) = e−jωnd
y[n] = x[n − nd ]
To compute its frequency response, we simply make x[n] = ejωn in
the equation above
H(ejω ) = e−jωnd
A
H(ejω0 )ejφ ejω0 n + H(e−jω0 )e−jφ e−jω0 n
y[n] =
2
A
H(ejω0 )ejφ ejω0 n + H(e−jω0 )e−jφ e−jω0 n
y[n] =
2
A
H(ejω0 )ejφ ejω0 n + H(e−jω0 )e−jφ e−jω0 n
y[n] =
2
y[n] = A cos(ω0 n + φ − ω0 nd )
= A cos[ω0 (n − nd ) + φ]
y[n] = A cos(ω0 n + φ − ω0 nd )
= A cos[ω0 (n − nd ) + φ]
(a)
Hlp(e jv)
–p –vc vc p v
(b)
Figure 2.17 Ideal low-pass filter showing (a) periodicity of the frequency
response and (b) one period of the periodic frequency response.
–p – vc 0 vc p v
(a)
Hbs(e jv)
1
Figure 2.18 Ideal frequency se-
lective filters. (a) High-pass filter.
(b) Band-stop filter. (c) Band-pass
–p – vb –va 0 va vb p v
(b) filter.
Hbp(e jv)
–p – vb –va 0 va vb p v
(c)
1
, −M1 ≤ n ≤ M2
h[n] = M1 + M2 + 1
0, otherwise
M2
1 X
jω
H(e ) = e−jωn
M1 + M2 + 1 n=−M
1
–2p –p –2p 2p p 2p v
5 5
\H(e jv)
–2p –p p 2p v
–p
Figure 2.19 (a) Magnitude and (b) phase of the frequency response
of the moving-average system for the case M1 = 0 and M2 = 4.
∞
X
jω
X(e ) = x[n]e−jωn (analysis equation)
n=−∞
Z +π
1
x[n] = X(ejω )ejωn dω (synthesis equation)
2π −π
The quantities |X(ejω )| and ^X(ejω ) are the magnitude and phase
of the Fourier transform.
∞
X
jω
X(e ) = x[n]e−jωn (analysis equation)
n=−∞
Z +π
1
x[n] = X(ejω )ejωn dω (synthesis equation)
2π −π
The quantities |X(ejω )| and ^X(ejω ) are the magnitude and phase
of the Fourier transform.
F 1
an u[n] ←−
−→ X(ejω ) =
1 − ae−jω
F 1
an u[n] ←−
−→ X(ejω ) =
1 − ae−jω
|ω| < ωc
jω
1,
Hlp (e ) =
0, ωc < |ω| < π
Z ωc
1 1 ωc
hlp [n] = ejωn dω = [ejωn ]−ωc
2π −ωc 2πjn
1 sin(ωc n)
= (ejωc n − e−jωc n ) =
2πjn πn
hlp [n] is nonzero for n < 0 → system is noncausal.
hlp [n] is not absolutely summable (because of the discontinuity at
ω = ωc ).
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 72 / 90
Square Summability for the Ideal Lowpass filter
HM (e jv), M = 1 HM (e jv), M = 3
–p –vc 0 vc p v –p –vc 0 vc p v
(a) (b)
HM (e jv), M = 7 HM (e jv), M = 19
–p –vc 0 vc p v –p – vc 0 vc p v
(c) (d)
Z π
1
x[n] = 2πδ(ω − ω0 )ejωn dω
2π −π
= ejω0 n , ∀n
For ω0 = 0, this reduces to the sequence of Example 2.23.
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 75 / 90
Symmetry Properties of the Fourier
Transform
Conjugate-symmetric sequence:
Conjugate-symmetric sequence:
1
xe [n] = (x[n] + x∗ [−n])
2
1
xo [n] = (x[n] − x∗ [−n])
2
where:
xe [n]: conjugate-symmetric part of x[n]
xo [n]: conjugate-antisymmetric part of x[n]
Xe (ejω ): conjugate-symmetric part of X(ejω )
Xo (ejω ): conjugate-antisymmetric part of X(ejω )
If x[n] is real:
F
If x[n] is odd: xo [n] ←−
−→ XI (ejω ) = −XI (e−jω ) (real and odd)
F
If x[n] is even: xe [n] ←−
−→ XR (ejω ) = XR (e−jω ) (real and even)
Amplitude
Amplitude
3 3
2 2
1 1
0 0
–p –p 0 p p –p –p 0 p p
2 2 2 2
Radian frequency (v) Radian frequency (v)
(a) (c)
2 1.0
Phase (radians)
Amplitude
1 0.5
0 0
–1 – 0.5
–2 –1.0
–p –p 0 p p –p –p 0 p p
2 2 2 2
Radian frequency (v) Radian frequency (v)
(b) (d)
Figure 2.22 Frequency response for a system with impulse response
h[n] = an u[n]. (a) Real part. (b) Imaginary part. (c) Magnitude. (d) Phase.
Solid curves are used for a = 0.9 and dashed curves for a = 0.5.
Adriano Vilela Barbosa (UFMG) Signal Processing – Chapter 2 81 / 90
Fourier Transform Theorems
F
x1 [n] ←−
−→ X1 (ejω )
F
x2 [n] ←−
−→ X2 (ejω )
F
ax1 [n] + bx2 [n] ←−
−→ aX1 (ejω ) + bX2 (ejω )
F
x[n] ←−
−→ X(ejω )
F
x[n − nd ] ←−
−→ e−jωnd X(ejω )
F
ejω0 n x[n] ←−
−→ X(ej(ω−ω0 ) )
F
x[n] ←−
−→ X(ejω )
F
x[−n] ←−
−→ X(e−jω )
If x[n] is real:
F
x[−n] ←−
−→ X ∗ (ejω )
F
x[n] ←−
−→ X(ejω )
F dX(ejω )
nx[n] ←−
−→ j
dω
F
x[n] ←−
−→ X(ejω )
∞ Z +π
X 12
E= |x[n]| = |X(ejω )|2 dω
n=−∞
2π −π
F
x[n] ←−
−→ X(ejω )
F
h[n] ←−
−→ H(ejω )
If:
∞
X
y[n] = x[k]h[n − k] = x[n] ∗ h[n]
k=−∞
Then:
F
x[n] ←−
−→ X(ejω )
F
w[n] ←−
−→ W(ejω )
If:
y[n] = x[n]w[n]
Then:
Z π
jω 1
Y(e ) = X(ejθ )W(ej(ω−θ) )dθ
2π −π
F 1
an u[n] ←−
−→
1 − ae−jω
a5 e−j5ω
X(ejω ) =
1 − ae−jω