MATLAB(01)
Discrete-Time Signals and
Systems
Assist. Prof. Amr E. Mohamed
Discrete-Time Signals
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Discrete-Time Signals
A discrete signal will be denoted by x(n), in which the variable n is integer-
valued and represents discrete instances in time (Sequence of Number).
π₯(π) = { π₯(π) } = { . . . , π₯( β 1), π₯(0), π₯(1), . . . }
where the up-arrow indicates the sample at n = 0.
In MATLAB we can represent a finite-duration sequence by a row vector
of appropriate values.
For example, a sequence x(n) = { 2, 1, β 1, 0, 1, 4, 3, 7 } can be
represented in MATLAB by
An arbitrary infinite-duration sequence cannot be represented in
MATLAB due to the finite memory limitations.
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β
β
Types Of Sequences
1. Unit sample sequence:
For example, to implement
over the π1 β€ π0 β€ π2 interval, we will use the following MATLAB function.
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Types Of Sequences (Cont.)
2. Unit step sequence:
For example, to implement
over the π1 β€ π0 β€ π2 interval, we will use the following MATLAB function.
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Types Of Sequences (Cont.)
3. Real-valued exponential sequence:
For example, to generate π₯ π = 0.9 π , 0 β€ π β€ 10, we will need the
following MATLAB script:
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Types Of Sequences (Cont.)
4. Complex-valued exponential sequence:
where Ο produces an attenuation (if <0) or amplification (if >0) and Ο 0 is
the frequency in radians.
For example, to generate π₯ π = π(2 + π3)π , 0 β€ π β€ 10, we will need
the following MATLAB script:
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Types Of Sequences (Cont.)
5. Sinusoidal sequence:
where A is an amplitude and ΞΈ0 is the phase in radians.
For example, to generate π₯ π = 3 πππ 0.1ππ +π
3+ 2 π ππ( 0.5ππ ),
0 β€ π β€ 10, we will need the following MATLAB script:
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Types Of Sequences (Cont.)
6. Random sequences:
Many practical sequences cannot be described by mathematical
expressions like those above. These sequences are called random (or
stochastic) sequences and are characterized by parameters of the
associated probability density functions.
In MATLAB two types of (pseudo-) random sequences are available.
The rand(1,N) generates a length N random sequence whose elements are
uniformly distributed between [0, 1].
The randn(1,N) generates a length N Gaussian random sequence with mean
0 and variance 1.
Other random sequences can be generated using transformations of the
above functions.
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Types Of Sequences (Cont.)
7. Periodic sequence:
A sequence x(n) is periodic if x(n) = x(n + N), βn. The smallest integer N
that satisfies this relation is called the fundamental period. We will use
Λx(n) to denote a periodic sequence.
To generate P periods of π₯(π) from one period { π₯(π), 0 β€ π β€ π β 1} ,we
can copy π₯(π) π times:
But an elegant approach is to use MATLABβs powerful indexing
capabilities.
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Operations On Sequences
1. Signal addition:
This is a sample-by-sample addition given by
The following function, called the π πππππ function, demonstrates these
operations.
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Operations On Sequences (Cont.)
2. Signal multiplication:
This is a sample-by-sample (or βdotβ) multiplication) given by This is a sample-by-
sample addition given by
The following function, called the π ππππ’ππ‘ function, demonstrates these operations.
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Operations On Sequences (Cont.)
3. Scaling:
In this operation each sample is multiplied by a scalar Ξ±.
πΌ { π₯(π) } = { πΌπ₯(π) }
An arithmetic operator (*) is used to implement the scaling operation in
MATLAB.
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Operations On Sequences (Cont.)
4. Shifting:
In this operation, each sample of x(n) is shifted by an amount k to obtain a
shifted sequence y(n).
π¦(π) = { π₯(π β π) }
If we let π = π β π, then π = π + π and the above operation is given by
π¦(π + π) = { π₯ (π) }
This is shown in the function π πππ βπππ‘.
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Operations On Sequences (Cont.)
5. Folding:
In this operation each sample of x(n) is flipped around n = 0 to obtain a
folded sequence y(n).
π¦(π) = { π₯( β π) }
In MATLAB this operation is implemented by ππππππ(π₯) function for
sample values and by βππππππ(π) function for sample positions as shown
in the π ππππππ function.
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Operations On Sequences (Cont.)
6. Sample summation:
This operation differs from signal addition operation. It adds all sample
values of π₯(π) between π1 and π2.
It is implemented by the π π’π(π₯(π1: π2)) function.
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Operations On Sequences (Cont.)
7. Sample products:
This operation also differs from signal multiplication operation. It
multiplies all sample values of π₯(π) between π1 and π2.This operation
differs from signal addition operation. It adds all sample values of π₯(π)between π1 and π2.
It is implemented by the ππππ(π₯(π1: π2)) function.
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Operations On Sequences (Cont.)
8. Signal energy:
The energy of a sequence x(n) is given by
where superscript (β) denotes the operation of complex conjugation.
The energy of a finite-duration sequence π₯(π) can be computed in
MATLAB using
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OPERATIONS ON SEQUENCES (Cont.)
9. Signal power:
The average power of a periodic sequence π₯(π) with fundamental period πis given by
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EXAMPLE #1
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EXAMPLE #1 - Solution
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EXAMPLE #1 - Solution
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EXAMPLE #1 - Solution
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EXAMPLE #1 - Solution
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Note that over the given interval, the sequence Λx (n) has four periods.
EXAMPLE #2
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EXAMPLE #2 - Solution
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EXAMPLE #3
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EXAMPLE #3 - Solution
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Even and odd synthesis
A real-valued sequence x e (n) is called even (symmetric) if
π₯π(βπ) = π₯π(π)
Similarly, a real-valued sequence x o (n) is called odd (antisymmetric) if
π₯π(βπ) = βπ₯π(π)
Then any arbitrary real-valued sequence x(n) can be decomposed into
its even and odd components
π₯(π) = π₯π(π) + π₯π(π)
where the even and odd parts are given by
π₯π π =1
2π₯ π + π₯ βπ πππ π₯π(π) =
1
2[π₯(π) β π₯(βπ)]
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Even and odd synthesis
Using MATLAB operations discussed so far, we can obtain the following
ππ£πππππ function.
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EXAMPLE #4 with Solution
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Discrete Time Systems
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Discrete Time Systems
A discrete-time system (or discrete system for short) is described as an
operator T[ Β· ] that takes a sequence x(n) (called excitation) and
transforms it into another sequence y(n) (called response). That is,
π¦(π) = π[π₯(π)]
1. LINEAR SYSTEMS:
A discrete system T[ Β· ] is a linear operator L[ Β· ] if and only if L[ Β· ]
satisfies the principle of superposition, namely,
πΏ π1π₯1 π + π2π₯2 π = π1πΏ π₯1 π + π2πΏ[π₯2(π)], βπ1, π2, π₯1 π , π₯1 π
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Discrete Time Systems (Cont.)
2. Linear time-invariant (LTI) system:
A linear system in which an input-output pair, x(n) and y(n), is invariant to a
shift k in time is called a linear time-invariant system i.e.,
π¦(π) = πΏ[π₯(π)] β πΏ[π₯(π β π)] = π¦(π β π)
For an LTI system the L[Β·] and the shifting operators are reversible as shown here.
Let x(n) and y(n) be the input-output pair of an LTI system. Then the output is
given by the convolution:
π¦ π = πΏππΌ π₯ π = π₯ π β β(π) =
π=ββ
β
π₯(π)β(π β π)
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Discrete Time Systems (Cont.)
3. Stability:
The primary reason for considering stability is to avoid building harmful
systems or to avoid burnout or saturation in the system operation.
A system is said to be bounded-input bounded-output (BIBO) stable if
every bounded input produces a bounded output.
| π₯(π) | < β β | π¦(π) | < β ,β π₯, π¦
An LTI system is BIBO stable if and only if its impulse response is
absolutely summable.
π΅πΌπ΅π ππ‘ππππππ‘π¦ ββ
ββ
β
| β(π) | < β
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Discrete Time Systems (Cont.)
4. Causality:
This important concept is necessary to make sure that systems can be
built. A system is said to be causal if the output at index π0 depends only
on the input up to and including the index π0; that is, the output does not
depend on the future values of the input.
An LTI system is causal if and only if the impulse response
β(π) = 0, π < 0
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Convolution
MATLAB does provide a built-in function called conv that computes the
convolution between two finite-duration sequences. The conv function
assumes that the two sequences begin at n = 0 and is invoked by
Example #5:
Let the rectangular pulse π₯(π) = π’(π) β π’(π β 10) of Example 2.4 be an
input to an LTI system with impulse response β(π) = (0.9)ππ’(π) .
Determine the output y(n).
Solution:
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Convolution (Cont.)
A simple modification of the conv function, called ππππ£_π , which
performs the convolution of arbitrary support sequences can now be
designed.
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Example #6
Given the following two sequences
π₯ π = 3, 11, 7, 0,β 1, 4, 2 , β 3 β€ π β€ 3;
β(π) = [2, 3, 0,β 5, 2, 1], β 1 β€ π β€ 4
determine the convolution y(n) = x(n) β h(n).
Solution:
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β
β
Sequence Correlations Revisited
The crosscorrelation ππ₯π¦(β ) can be put in the form
ππ₯π¦(β ) = π¦(β) β π₯(ββ)
The autocorrelation ππ₯π₯(β ) in the form
ππ₯π₯(β ) = π₯(β) β π₯(ββ)
Therefore these correlations can be computed using the ππππ£_π
function if sequences are of finite duration.
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Example #7
Let π₯(π) = [3, 11, 7, π,β 1, 4, 2] be a prototype sequence, and let π¦(π)
be its noise-corrupted-and-shifted version π¦(π) = π₯(π β 2) + π€(π)
where w(n) is Gaussian sequence with mean 0 and variance 1. Compute
the crosscorrelation between y(n) and x(n).
Solution:
let us compute the crosscorrelation using two different noise sequences.
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Example #7 - Solution
42we observe that the crosscorrelation indeed peaks at β = 2, which implies that y(n) is similar to x(n) shifted by 2. This approach can be used in applications like radar signal processing in identifying and localizing targets.
Sequence Correlations Revisited
Note that the signal-processing toolbox in MATLAB also provides afunction called xcorr for sequence correlation computations. In itssimplest form.
computes the crosscorrelation between vectors x and y, while
computes the autocorrelation of vector x. It generates results that areidentical to the one obtained from the proper use of the conv mfunction.
However, the π₯ππππ function cannot provide the timing (or lag)information (as done by the ππππ£_π function), which then must beobtained by some other means.
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Difference Equations
An LTI discrete system can also be described by a linear constant coefficient
difference equation of the form
If ππ β 0, then the difference equation is of order π. This equation describes a
recursive approach for computing the current output, given the input values
and previously computed output values. In practice this equation is computed
forward in time, from π = ββ to π = β.
Therefore another form of this equation is
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Difference Equations (Cont.)
A solution to this equation can be obtained in the form
π¦(π) = π¦π»(π) + π¦π(π)
The homogeneous part of the solution, π¦π»(π) , is given by
π¦π»(π) =
π=1
π
πΆπ π§ππ
where π§π, π = 1, . . . , π are π roots (also called natural frequencies) of thecharacteristic equation
0
π
ππ π§π = 0
This characteristic equation is important in determining the stability ofsystems. If the roots π§π satisfy the condition
|π§π| < 1, π = 1, . . . , π
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MATLAB Implementation
A function called ππππ‘ππ is available to solve difference equationsnumerically, given the input and the difference equation coefficients. Inits simplest form this function is invoked by
where
are the coefficient arrays from the difference equation, and π₯ is theinput sequence array. The output π¦ has the same length as input π₯. Onemust ensure that the coefficient π0 not be π§πππ.
To compute and plot impulse response, MATLAB provides the functionππππ§. When invoked by
fgdg
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Example #8
Given the following difference equation
π¦(π) β π¦(π β 1) + 0.9π¦(π β 2) = π₯(π); β π
a. Calculate and plot the impulse response β(π) at π = β 20, . . . , 100.
b. Calculate and plot the unit step response π (π) at π = β 20, . . . , 100.
c. Is the system specified by β(π) stable?
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Example #8 - Solution
From the given difference equation the coefficient arrays are
a. MATLAB script:
b. MATLAB script:
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Example #8 β Solution (Cont.)
c. To determine the stability of the system, we have to determine h(n)
for all n. Although we have not described a method to solve the
difference equation,
we can use the plot of the impulse response to observe that h(n) is
practically zero for π > 120. Hence the sum |β(π)| can be determined from
MATLAB using
β’ which implies that the system is stable.
An alternate approach using MATLABβs roots function.
β’ Since the magnitudes of both roots are less than one, the system is stable.49
Digital Filters
Filter is a generic name that means a linear time-invariant system
designed for a specific job of frequency selection or frequency
discrimination. Hence discrete-time LTI systems are also called digital
filters. There are two types of digital filters.
FIR
IIR
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FIR Digital Filters If the unit impulse response of an πΏππΌ system is of finite duration, then the
system is called a finite-duration impulse response (orππ°πΉ) filter. Hence for anππ°πΉ filter β(π) = 0 for π < π1 and for π > π2.
The difference equation that describes a causal FIR filter is:
π¦(π) =
π=0
π
ππ π₯ π β π
Furthermore, β(0) = π0 , β(1) = π1, . . . , β(π) = ππ, while all other β(π)βs are 0.
FIR filters are also called Nonrecursive or moving average (MA) filters.
In MATLAB ππ°πΉ filters are represented either as impulse response values {β(π)} or asdifference equation coefficients {ππ} and {π0 = 1} .
Therefore to implement ππ°πΉ filters, we can use either the ππππ£(π₯, β) function (andits modification that we discussed) or the ππππ‘ππ(π, 1, π₯) function.
There is a difference in the outputs of these two implementations that should benoted. The output sequence from the ππππ£(π₯, β) function has a longer length thanboth the π₯(π) and β(π) sequences. On the other hand, the output sequence from theππππ‘ππ(π, 1, π₯) function has exactly the same length as the input π₯(π) sequence. Inpractice (and especially for processing signals) the use of the filter function isencouraged. 51
IIR Digital Filters If the impulse response of an LTI system is of infinite duration, then the system is
called an infinite-duration impulse response (or IIR) filter.
The following part of the general IIR difference equation:
π=0
π
ππ π¦ π β π = π₯(π)
Describe a recursive filter in which the output y(n) is recursively computed from itspreviously computed values and is called an autoregressive (AR) filter. The impulseresponse of such filter is of infinite duration and hence it represents an IIR filter.
The general IIR difference equation is:
π=0
π
ππ π¦ π β π =
π=0
π
ππ π₯ π β π
It has two parts: an AR part and an MA part. Such an IIR filter is called anautoregressive moving average, or an ARMA, filter. In MATLAB, IIR filters aredescribed by the difference equation coefficients {ππ} and {ππ} and areimplemented by the ππππ‘ππ(π, π, π₯) function.
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