Lecture 3

Discrete time systems

Representation of discrete-
time systems
T{.}
x [n] y [n]
Example: Ideal delay system

y [n] = x [n n
d
] - < n <
x[n]
y[n]
A memoryless system
2
[ ] [ ] y n x n =
The accumulator system
[ ] [ ]
n
k
y n x k
=
=

Moving average
2
1
1 2
1
[ ] [ ]
1
M
k M
y n x n k
M M
=
=
+ +

( )
1
[ ] [ 1] [ ] [ 1] [ 2]
4
y n x n x n x n x n = + + + + +
It is a low pass filter!!!
Systems properties
Memory
Causality
Stability
Time invariance
Linearity
Memory:
A system is memoryless if y[n] = f ( x[n] )
i.e. it sees only present values.
A system has memory if y [n] depends on
previous values
it can also depend on present and future values!

Causality
A system is causal if the output y[n]
depends only on present and/or past values.
On-line systems are causal by definition

Time-invariance
A system is time invariant if a shift in the
input causes a corresponding shift of the
output.
For all n
0
x
1
[n] = x [n-n
0
] gives y
1
[n] = y [n-n
0
]

Stability
A system is stable if every bounded input
sequence produces a bounded output
i.e. it never diverges.
If |x[n]| B
x
< then |y[n]| B
y
<

Linearity
Linear systems obey the principle of superposition.

1) Additive property.
T {x
1
[n] + x
2
[n]} = T {x
1
[n]} + T {x
2
[n]} = y
1
[n] + y
2
[n]

2) Scaling property
T {a x
1
[n]} = a T {x
1
[n]} = a y[n]

Altogether: T {a x
1
[n] + b x
2
[n]} = a T{x
1
[n]} + b T{x
2
[n]}

More generally:
If x[n] =
k
a
k
x
k
[n] then y[n] =
k
a
k
y
k
[n]

where y
k
[n] is the system response to the input x
k
[n]
Exercise:
Which properties (linearity, causality, time-
invariance, stability and memory) posses the following
systems:
a) y[n] = 3 x[n] 4 x[n-1]
b) y[n] = 2 y[n-1] + x[n+2]
c) y[n] = n x[n]
d) y[n] = cos (x[n])
e) y[n] = log
10
(x[n])
f) y[n] = x[n]
4
g) The accumulator system
h) The ideal delay system
i) The moving average system

A sequence can be represented as a linear
combination of delayed impulses:


[ ] [ ] [ ]
k
x n x k n k o

=
=

Linear time-invariant systems (LTI)

Let h
k
[n] be the response to o[n-k] (an impulse at n = k)







If the system is linear





If the system is time-invariant
{ }
[ ] [ ]
[ ] [ ]
k
y n T x n
T x k n k o

=
=

=
`
)

{ }
[ ] [ ] [ ]
[ ] [ ]
[ ] [ ]
k
k
k
y n x k T n k
x k h n
x k h n k
o

=
=
=
=

Convolution sum



[ ] [ ] [ ]
[ ] [ ] [ ]
k
y n x k h n k
y n x n h n

=
=
= -

Linear time-invariant systems can be described by

the convolution sum!
Convolution sum
Note that:


[ ] [ ] [ ]
[ ] [ ] [ ]
x n x k n k
y n x k h n k
o

=
=

A linear time-invariant system can be completely

characterized by its input response h[n]
LTI
o[n] h[n]
Properties of LTI systems
(or properties of convolution)
Convolution is conmutative

x[n] - h[n] = h[n] - x[n]


Convolution is distributive

x[n] - (h
1
[n] + h
2
[n]) = x[n] - h
1
[n] + x[n] - h
2
[n]
Cascade connection:


y[n] = h
1
[n] - [ h
2
[n] - x[n] ] = [ h
1
[n] - h
2
[n] ] - x[n]
h
2
x[n] y[n]
h
1
-h
2
x[n]
y[n]
h
1
=
Parallel connection
y[n] = h
1
[n] - x[n] + h
2
[n] - x[n] ] = [ h
1
[n] + h
2
[n] ] - x[n]

h
1
+h
2
x[n]
y[n]
h
1
y[n]
h
2
x[n] +
=
LTI systems are stable iff





LTI systems are causal if

h[n] = 0 n < 0
[ ]
k
h k

=
<