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Page 1: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Discrete-Time Signals and Systems

主講人:虞台文

Page 2: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality Linear Constant-Coefficient Difference Equations Frequency-Domain Representation of Discrete-Time Signals and

Systems Representation of Sequences by Fourier Transform Symmetry Properties of Fourier Transform Fourier Transform Theorems The Existence of Fourier Transform Important Transform Pairs

Page 3: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Introduction

Discrete-Time Signals and Systems

Page 4: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

The Taxonomy of Signals

Signal: A function that conveys information

Time

Amplitude

analog signalscontinuous-time

signalsdiscrete-time

signalsdigital signals

Continuous

Continuous

Discrete

Discrete

Page 5: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Signal Process Systems

SignalProcessing

System

SignalProcessing

Systemsignal output

Facilitate the extraction of desired information e.g.,

• Filters• Parameter estimation

Page 6: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Signal Process Systems

analogsystem

analogsystemsignal output

continuous-time signal continuous-time signal

discrete-time

system

discrete-time

systemsignal output

discrete-time signal discrete-time signal

digitalsystem

digitalsystemsignal output

digital signal digital signal

Page 7: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

A important class of systems

Signal Process Systems

Linear Shift-Invariant Systems.Linear Shift-Invariant Systems.

Linear Shift-Invariant Discrete-Time Systems.Linear Shift-Invariant Discrete-Time Systems.

In particular, we’ll discuss

Page 8: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Discrete-Time Signals---

Sequences

Discrete-Time Signals and Systems

Page 9: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Representation by a Sequence

Discrete-time system theory– Concerned with processing signals that are

represented by sequences.

nnxx )},({ nnxx )},({

1 2

3 4 5 6 7

8 9 10-1-2-3-4-5-6-7-8

n

x(n)

Page 10: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Important Sequences

Unit-sample sequence (n)

00

01)(

n

nn

00

01)(

n

nn

1 2 3 4 5 6 7 8 9 10-1-2-3-4-5-6-7-8

n

(n)

Sometime call (n) a discrete-time impulse; oran impulse

Page 11: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Important Sequences

Unit-step sequence u(n)

00

01)(

n

nnu

00

01)(

n

nnu

1 2 3 4 5 6 7 8 9 10-1-2-3-4-5-6-7-8

n

u(n)

Fact:

)1()()( nunun )1()()( nunun

Page 12: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Important Sequences

Real exponential sequence

nanx )(nanx )(

1 2 3 4 5 6 7 8 9 10-1-2-3-4-5-6-7-8

n

x(n)

. . .

. . .

Page 13: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Important Sequences

Sinusoidal sequence

)cos()( 0 nAnx )cos()( 0 nAnx

n

x(n)

Page 14: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Important Sequences

Complex exponential sequence

njenx )( 0)( njenx )( 0)(

Page 15: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Important Sequences

A sequence x(n) is defined to be periodic with period N if

NNnxnx allfor )()( NNnxnx allfor )()( Example: consider

njenx 0)( )()( 0000 )( Nnxeeeenx njNjNnjnj

kN 20 0

2

k

N0

2

must be a rational

number

Page 16: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Energy of a Sequence

Energy of a sequence is defined by

|)(| 2

n

n

nxE |)(| 2

n

n

nxE

Page 17: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Operations on Sequences

Sum

Product

Multiplication

Shift

)}()({ nynxyx )}()({ nynxyx

)}()({ nynxyx )}()({ nynxyx

)}({ nxx )}({ nxx

)()( 0nnxny )()( 0nnxny

Page 18: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Sequence RepresentationUsing delay unit

() ( ) )(k

n kx n x k

() ( ) )(k

n kx n x k

1

2

3 4 5 6

7

8 9 10-1-2-3-4-5-6-7-8

n

x(n)

a1

a2 a7

a-3

)7()3()1()3()( 7213 nananananx )7()3()1()3()( 7213 nananananx

Page 19: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Linear Shift-Invariant Systems

Discrete-Time Signals and Systems

Page 20: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Systems

T [ ]T [ ]x(n) y(n)=T[x(n)]

Mathematically modeled as a unique transformation or

operator.

Page 21: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Linear Systems

T [ ]T [ ]x(n) y(n)=T[x(n)]

)]([)]([)]()([ 2121 nxbTnxaTnbxnaxT )]([)]([)]()([ 2121 nxbTnxaTnbxnaxT

Page 22: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Examples:

Ideal Delay System )()( dnnxny

Accumulator

n

k

kxny )()(

Moving Average2

11 2

1( ) ( )

1

k M

k M

y n x n kM M

T [ ]T [ ]x(n) y(n)=T[x(n)]

Page 23: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Examples:

Ideal Delay System )()( dnnxny

Accumulator

n

k

kxny )()(

Moving Average

Mk

Mk

knxMM

ny1

)(1

1)(

21

T [ ]T [ ]x(n) y(n)=T[x(n)]Are these system linear?Are these system linear?

Page 24: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Examples:

A Memoryless System 2)]([)( nxny

T [ ]T [ ]x(n) y(n)=T[x(n)]

Is this system linear?Is this system linear?

Page 25: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

T [ ]T [ ]x(n) y(n)=T[x(n)]

Linear Systems

)()()( knkxnxk

)()()( knkxnxk

)()()( knkxTnyk

)()()( knkxTnyk

)]([)()( knTkxnyk

)()( nhkx kk

時 間 k 之 impulse

於 時 間 n 時 之 輸 出 值

Page 26: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Shift-Invariant Systems

x(n) y(n)=T[x(n)]T [ ]T [ ]

x(nk) y(nk)

x(n) y(n)

x(n-1) y(n-1)

x(n-2) y(n-2)

Page 27: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Shift-Invariant Systems

x(n) y(n)=T[x(n)]T [ ]T [ ]

x(n-k) y(n-k)

x(n) y(n)

x(n-1) y(n-1)

x(n-2) y(n-2)

輸入 /輸出關係僅與時間差有關輸入 /輸出關係僅與時間差有關

Page 28: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Linear Shift-Invariant Systems

T [ ]T [ ]x(n) y(n)=T[x(n)])()()( knkxnxk

)()()( knkxnxk

)()()( knkxTnyk

)()()( knkxTnyk

)]([)()( knTkxnyk

)()( knhkxk

時 間 k 之 impulse

於 時 間 n 時 之 輸 出 值 僅 與 時 間 差 有 關

Page 29: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Impulse Response

T [ ]T [ ]

x(n)=(n) h(n)=T[(n)]

0 0

00

Page 30: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Convolution Sum

T [ ]T [ ]

(n) h(n)

x(n) y(n)

)(*)()()()( nhnxknhkxnyk

convolution

A linear shift-invariant system is completely characterized by its impulse response.

A linear shift-invariant system is completely characterized by its impulse response.

Page 31: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Characterize a System

h(n)h(n)x(n) x(n)*h(n)

Page 32: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Properties of Convolution Math

)(*)()()()( nhnxknhkxnyk

)(*)()()()( nxnhknxkhnyk

)(*)()(*)( nxnhnhnx )(*)()(*)( nxnhnhnx

Page 33: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Properties of Convolution Math

h1(n)h1(n)x(n) h2(n)h2(n) y(n)

h2(n)h2(n)x(n) h1(n)h1(n) y(n)

h1(n)*h2(n)h1(n)*h2(n)x(n) y(n)

These systems are identical.These systems are identical.

Page 34: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Properties of Convolution Math

h1(n)+h2(n)h1(n)+h2(n)x(n) y(n)

These two systems are identical.These two systems are identical.

h1(n)h1(n)

x(n)

h2(n)h2(n)

y(n)+

Page 35: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example

0 1 2 3 4 5 6

)()()( Nnununx

00

0)(

n

nanh

n

y(n)=?0 1 2 3 4 5 6

Page 36: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example

)()()(*)()( knhkxnhnxnyk

0 1 2 3 4 5 6k

x(k)

0 1 2 3 4 5 6kh(k)

0 1 2 3 4 5 6kh(0k)

Page 37: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example

)()()(*)()( knhkxnhnxnyk

0 1 2 3 4 5 6k

x(k)

0 1 2 3 4 5 6kh(0k)

0 1 2 3 4 5 6kh(1k)

compute y(0)

compute y(1)

How to computer y(n)?

Page 38: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example

)()()(*)()( knhkxnhnxnyk

0 1 2 3 4 5 6k

x(k)

0 1 2 3 4 5 6kh(0k)

0 1 2 3 4 5 6kh(1k)

compute y(0)

compute y(1)

How to computer y(n)?

Two conditions have to be considered.Two conditions have to be considered.

n<N and nN.n<N and nN.

Page 39: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example

)()()(*)()( knhkxnhnxnyk

1

1

1

)1(

00 11

1)(

a

aa

a

aaaaany

nnn

n

k

knn

k

kn

n < N

n N

11

1

0

1

0 11

1)(

a

aa

a

aaaaany

NnnNn

N

k

knN

k

kn

Page 40: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example

)()()(*)()( knhkxnhnxnyk

1

1

1

)1(

00 11

1)(

a

aa

a

aaaaany

nnn

n

k

knn

k

kn

n < N

n N

11

1

0

1

0 11

1)(

a

aa

a

aaaaany

NnnNn

N

k

knN

k

kn

012

345

0 5 10 15 20 25 30 35 40 45 50

Page 41: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Impulse Response ofthe Ideal Delay System

Ideal Delay System )()( dnnxny

)()( dnnnh )()( dnnnh

By letting x(n)=(n) and y(n)=h(n),

(n nd)(n nd)0 1 2 3 4 5 6 nd

Page 42: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Impulse Response ofthe Ideal Delay System

你必須知道

(n nd)(n nd)0 1 2 3 4 5 6 nd

)()(*)( dd nnxnnnx

(n nd)扮演如下功能:• Shift; or• Copy

(n nd)扮演如下功能:• Shift; or• Copy

Page 43: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Impulse Response ofthe Moving Average

Moving Average2

11 2

1( ) ( )

1

k M

k M

y n x n kM M

2

11 2

1( ) ( )

1

M

k M

h n n kM M

2

11 2

1( ) ( )

1

M

k M

h n n kM M

otherwise

MnMMMnh

01

1)( 21

21

otherwise

MnMMMnh

01

1)( 21

21

M1 0 M2

. . . . . .你能以 (n k)解釋嗎 ?你能以 (n k)解釋嗎 ?

Page 44: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Impulse Response ofthe Accumulator

)()()( nuknhn

k

)()()( nuknhn

k

你能解釋嗎 ?你能解釋嗎 ?

Accumulator

n

k

kxny )()(

0

. . .

Page 45: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Stability and Causality

Discrete-Time Signals and Systems

Page 46: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Stability Stable systems --- every bounded input

produce a bounded output (BIBO) Necessary and sufficient condition for a BIBO

k

khS |)(|

k

khS |)(|

Page 47: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

ProveNecessary Condition for Stability

Show that if x is bounded and S < , then y is bounded.

kk

khMknxkhny |)(|)()(|)(|

where M = max x(n)

Page 48: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

ProveSufficient Condition for Stablility

Show that if S = , then one can find a bounded sequence x such that y is unbounded.

*( )( ) 0

( ) | ( ) |

0 ( ) 0

h nh n

x n h n

h n

Define

Skh

khkhkxy

kk

|)(|

|)(|)()()0(

2

Page 49: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example: Show that the linear shift-invariant system with

impulse response h(n)=anu(n) where |a|<1 is stable.

1

1|)(|

00 k

k

k aakhS

1

1|)(|

00 k

k

k aakhS

Page 50: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Causality Causal systems --- output for y(n0) depends only

on x(n) with n n0. A causal system whose impulse response h(n)

satisfies

0for 0)( nnh 0for 0)( nnh

Page 51: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Linear Constant-Coefficient Difference Equations

Discrete-Time Signals and Systems

Page 52: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

N-th Order Difference Equations

M

kk

N

kk knxbknya

00

)()(

M

kk

N

kk knxbknya

00

)()(

Examples:

Ideal Delay System )()( dnnxny

Accumulator )()1()( nxnyny

Moving Average

Mk

k

knxM

ny0

)(1

1)(

Page 53: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Compute y(n)

M

kk

N

kk knxbknya

00

)()(

M

kk

N

kk knxbknya

00

)()(

M

k

kN

k

k knxa

bkny

a

any

0 01 0

)()()(

M

k

kN

k

k knxa

bkny

a

any

0 01 0

)()()(

Page 54: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

The Ideal Delay System

)()( dnnxny )()( dnnxny

Delay Delay Delay. . .x(n) y(n)

nd sample delaysx(n) y(n)

)()( dnnnh )()( dnnnh

Page 55: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

The Moving Average

0

1( ) ( )

1

M

k

y n x n kM

0

1( ) ( )

1

M

k

y n x n kM

0

1( ) ( )

1

M

k

h n n kM

)1()(1

1

Mnunu

M

)(*)1()(1

1nuMnn

M

Page 56: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

The Moving Average

0

1( ) ( )

1

M

k

y n x n kM

0

1( ) ( )

1

M

k

y n x n kM

)(*)1()(1

1)( nuMnn

Mnh

)(*)1()(

1

1)( nuMnn

Mnh

Attenuator

1

1

M+

M+1 sampledelay

Accumulatorsystem

+_

Page 57: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Frequency-Domain Representation of

Discrete-Time Signals and Systems

Discrete-Time Signals and Systems

Page 58: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Sinusoidal and Complex Exponential Sequences

Play an important role in DSP

LTI

h(n)

LTI

h(n)

njenx )(

k

knxkhny )()()(

k

knjekh )()(

jn

k

jk eekh )(

jnj eeH )(

Page 59: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Frequency Response

nje jnj eeH )()( jeH

eigenvalueeigenfunction

k

jkj ekheH )()(

k

jkj ekheH )()(

Page 60: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Frequency Response

k

jkj ekheH )()(

k

jkj ekheH )()(

( ) ( ) ( )j j jR IH e H e jH e ( ) ( ) ( )j j j

R IH e H e jH e

)(|)(|)(

jeHjj eeHeH)(|)(|)(

jeHjj eeHeH

magnitude

phase

Page 61: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example:The Ideal Delay System

)()( dnnxny )()( dnnxny )()( dnnnh )()( dnnnh

( ) ( ) ( ) dj nj j k j kd

k k

H e h k e k n e e

1|)(| jeH

dj neH )(

magnitude

phase

Page 62: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example:The Ideal Delay System

dnjj eeH )(

)cos()( 0 nAnx

njjnjj eeA

eeA

nx 00

22)( dd njnjjnjnjj eee

Aeee

Any 0000

22)(

)()( 00

22dd nnjjnnjj ee

Aee

A

])(cos[)( 0 dnnAny

Page 63: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Periodic Nature ofFrequency Response

k

jkj ekheH )()(

k

jkj ekheH )()(

k

jkj ekheH )2()2( )()(

k

jkekh )(

)( jeH

,2,1,0

)()( )2(

m

eHeH mjj

,2,1,0

)()( )2(

m

eHeH mjj

Page 64: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Periodic Nature ofFrequency Response

k

jkj ekheH )()(

k

jkj ekheH )()(,2,1,0

)()( )2(

m

eHeH mjj

,2,1,0

)()( )2(

m

eHeH mjj

|)(| jeH

234 2 3 4

Page 65: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Periodic Nature ofFrequency Response

k

jkj ekheH )()(

k

jkj ekheH )()(,2,1,0

)()( )2(

m

eHeH mjj

,2,1,0

)()( )2(

m

eHeH mjj

|)(| jeH

234 2 3 4

Generally, we choose

To represent one period in frequency domain.

Page 66: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Periodic Nature ofFrequency Response

k

jkj ekheH )()(

k

jkj ekheH )()(,2,1,0

)()( )2(

m

eHeH mjj

,2,1,0

)()( )2(

m

eHeH mjj

|)(| jeH

Low

FrequencyHigh

FrequencyHigh

Frequency

Page 67: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

|)(| jeH

cc

1

|)(| jeH

aa

1

bb

|)(| jeH

cc

1

Ideal Frequency-Selective Filters

Lowpass Filter

Bandstop Filter

Highpass Filter

Page 68: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Moving Average

Mk

k

knxM

ny0

)(1

1)(

Mk

k

knxM

ny0

)(1

1)(

M

k

knM

nh0

)(1

1)(

M

k

knM

nh0

)(1

1)(

k

jkj ekheH )()(

h(n)

0 0 M

M

k

jkeM 01

1

j

Mj

e

e

M 1

1

1

1 )1(

)(

)(

1

12/2/2/

2/)1(2/)1(2/)1(

jjj

MjMjMj

eee

eee

M

)(

)(

1

12/2/

2/)1(2/)1(2/

jj

MjMjMj

ee

eee

M

)2/sin(

]2/)1(sin[

1

1 2/ Me

MMj

Page 69: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Moving Average

)2/sin(

]2/)1(sin[

1

1)( 2/ M

eM

eH Mjj

)2/sin(

]2/)1(sin[

1

1|)(|

M

MeH j

Page 70: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Moving Average

)2/sin(

]2/)1(sin[

1

1)( 2/ M

eM

eH Mjj

)2/sin(

]2/)1(sin[

1

1|)(|

M

MeH j

-0.5

0

0.5

1

1.5

-4 -3 -2 -1 0 1 2 3 4

-1

-0.5

0

0.5

1

-4 -3 -2 -1 0 1 2 3 4

• M=4• Lowpass• Try larger M

Page 71: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Representation of Sequences by

Fourier Transform

Discrete-Time Signals and Systems

Page 72: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Fourier Transform Pair

n

n

njj enxeX )()(

n

n

njj enxeX )()(

Analysis

deeXnx njj )(2

1)(

deeXnx njj )(2

1)(

Synthesis

Inverse Fourier Transform(IFT)

Fourier Transform(FT)

Page 73: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Prove

deeXnx njj )(2

1)(

( ) 2j n me d

n = m

n

n

njj enxeX )()(

n

n

njj enxeX )()(

deeXnx njj )(2

1)(

deemx njm

m

mj)(2

1

deemx njmjm

m

)(2

1

demx mnjm

m

)()(2

1

Page 74: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

)()(

1 )( mndjemnj

mnj

)(

)(

1 mnjemnj

)()(

)(

1 mnjmnj eemnj

)(sin2)(

1mnj

mnj

0)(

)(sin2

mn

mn

de mnj )(n m

Prove

n

n

njj enxeX )()(

n

n

njj enxeX )()(

deeXnx njj )(2

1)(

deemx njm

m

mj)(2

1

deemx njmjm

m

)(2

1

demx mnjm

m

)()(2

1

deeXnx njj )(2

1)(

Page 75: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

= x(n)

Prove

n

n

njj enxeX )()(

n

n

njj enxeX )()(

deeXnx njj )(2

1)(

deemx njm

m

mj)(2

1

deemx njmjm

m

)(2

1

demx mnjm

m

)()(2

1

deeXnx njj )(2

1)(

Page 76: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Notations

n

n

njj enxeX )()(

n

n

njj enxeX )()(

Analysis

deeXnx njj )(2

1)(

deeXnx njj )(2

1)(

SynthesisInverse Fourier Transform

(IFT)

Fourier Transform(FT)

)]([)( nxeX j F

)]([)( 1 j- eXnx F

)()( jeXnx F )()( jeXnx F

Page 77: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Real and Imaginary Parts

( ) [ ]j j n

n

X e x n e

( ) [ ]j j n

n

X e x n e

Fourier Transform (FT)

is a complex-valued function

)()()( jI

jR

j ejXeXeX

Page 78: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Magnitude and Phase

)(|)(|)(

jeXjjj eeXeX

)()()( jI

jR

j ejXeXeX

)( jeX

)( jR eX

)( jI eX

|)(| jeX

)( jeX

magnitudemagnitude phasephase

Page 79: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Discrete-Time Signals and Systems

Symmetry Properties of Fourier Transform

Page 80: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Conjugate-Symmetric andConjugate-Antisymmetric Sequences

Conjugate-Symmetric Sequence

Conjugate-Antisymmetric Sequence

)()( * nxnx ee )()( * nxnx ee

)()( * nxnx oo )()( * nxnx oo

an even sequence if it is real.

an odd sequence if it is real.

Page 81: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Sequence Decomposition

Any sequence can be expressed as the sum of a conjugate-symmetric one and a conjugate-antisymmetric one, i.e.,

)()()( nxnxnx oe )()()( nxnxnx oe ConjugateSymmetric

ConjugateAntisymmetric

)](*)([)( 21 nxnxnxe )](*)([)( 2

1 nxnxnxe )](*)([)( 21 nxnxnxo )](*)([)( 2

1 nxnxnxo

Page 82: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Function Decomposition

Any function can be expressed as the sum of a conjugate-symmetric one and a conjugate-antisymmetric one, i.e.,

)()()( jo

je

j eXeXeX )()()( jo

je

j eXeXeX

ConjugateSymmetric

ConjugateAntiymmetric

)](*)([)( 21 jjj

e eXeXeX )](*)([)( 21 jjj

e eXeXeX )](*)([)( 21 jjj

o eXeXeX )](*)([)( 21 jjj

o eXeXeX

Page 83: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Conjugate-Symmetric andConjugate-Antiymmetric Functions

Conjugate-Symmetric Function

Conjugate-Antisymmetric Function

)()( * je

je eXeX )()( * j

ej

e eXeX

)()( * jo

jo eXeX )()( * j

oj

o eXeX

an even function if it is real.

an odd function if it is real.

Page 84: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Symmetric Properties

)()( jeXnx F )()( jeXnx F

n

jnjnj

n

eXenxenx )()()(

)()( jeXnx F )()( jeXnx F

magnitude

phase

magnitude

phase

Page 85: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Symmetric Properties

)()(* * jeXnx F )()(* * jeXnx F)()( jeXnx F )()( jeXnx F

magnitude

phase

magnitude

phase

n

njnj

n

enxenx*

)()(*

*

)(

n

njenx )(* jeX

Page 86: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Symmetric Properties

)()(* * jeXnx F )()(* * jeXnx F)()( jeXnx F )()( jeXnx F

magnitude

phase

magnitude

phase

Page 87: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Symmetric Properties

)()}(Re{ je eXnx F )()}(Re{ j

e eXnx F

)()( jeXnx F )()( jeXnx F

)()}(Im{ jo eXnxj F )()}(Im{ j

o eXnxj F

)](*)([)}(Re{ 21 nxnxnx

)]()([)](*)([ *21

21 jj eXeXnxnx F

)](*)([)}(Im{ 21 nxnxnxj

)]()([)](*)([ *21

21 jj eXeXnxnx F

Page 88: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Symmetric Properties

)()( jRe eXnx F )()( j

Re eXnx F

)()( jeXnx F )()( jeXnx F

)()( jIo ejXnx F )()( j

Io ejXnx F

)](*)([)( 21 nxnxnxe

)]()([)](*)([ *21

21 jj eXeXnxnx F

)](*)([)( 21 nxnxnxo

)]()([)](*)([ *21

21 jj eXeXnxnx F

Page 89: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Symmetric Properties for Real Sequence x(n)

)()(* * jeXnx F )()(* * jeXnx F)()( jeXnx F )()( jeXnx F

magnitude

phase

Facts:

1. real part is even

2. Img. part is odd

3. Magnitude is even

4. Phase is odd

)()( jR

jR eXeX

)()( jI

jI eXeX

|)(||)(| jI

jI eXeX

)()( jj eXeX

Page 90: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Discrete-Time Signals and Systems

Fourier Transform Theorems

Page 91: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Linearity

)()()()( jj ebYeaXnbynax F )()()()( jj ebYeaXnbynax F

11

)()(])()([n

nj

n

njnj

n

enybenxaenbynax

)()( jj ebYeaX

Page 92: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Time Shifting Phase Change

)()( jnjd eXennx dF )()( jnj

d eXennx dF

nj

ndd ennxnnx

)()]([F

)( jnj eXe d

)()( dnnj

n

enx

nj

n

nj enxe d

)(

Page 93: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Frequency Shifting Signal Modulation

)()( )( 00 jnj eXnxe F )()( )( 00 jnj eXnxe F

n

njnjnj enxenxe )()]([ 00F

n

njenx )( 0)(

)( )( 0 jeX

Page 94: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Time Reversal

)()( jeXnx F )()( jeXnx F

n

njenxnx )()]([F

n

njenx )()(

)( jeX

Page 95: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Differentiation in Frequency

)()(

jeX

d

djnnx F )()(

jeX

d

djnnx F

n

njennxnnx )()]([F

n

nj

d

denx

j)(

1

n

njenxd

dj )( )( njeX

d

dj

Page 96: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

The Convolution Theorem

)()()()()()(

jjj

k

eHeXeYknhkxny F )()()()()()(

jjj

k

eHeXeYknhkxny F

n

njenyny )()]([F

n

nj

k

eknhkx )()(

k n

njeknhkx )()(

k n

knjenhkx )()()(

k n

njkj enhekx )()(

)()( jj eHeX

Page 97: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

The Modulation or Window Theorem

deWeXeYnwnxny jjj )()(2

1)()()()( )(F

deWeXeYnwnxny jjj )()(2

1)()()()( )(F

n

njj enxnweY )()()(

n

njnjj edeeXnw )()(2

1

deeXnwn

njj )()()(2

1

denweXn

njj )()()(2

1

deWeX jj )()(2

1 )(

Page 98: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Parseval’s Theorem

n

jj deYeXnynx )()(2

1)(*)( *

n

jj deYeXnynx )()(2

1)(*)( *

( )1( ) *( ) ( ) ( )

2j n j j

n

x n y n e X e Y e d

)()(*

)()(*

j

j

eYny

eXnxF

F

)()(*

)()(*

j

j

eYny

eXnxF

F

deWeXeYnwnxny jjj )()(2

1)()()()( )(F

deWeXeYnwnxny jjj )()(2

1)()()()( )(F

Facts:

Letting =0, then proven.

Page 99: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Parseval’s TheoremEnergy Preserving

n

j deXnx 22 |)(|2

1|)(|

n

j deXnx 22 |)(|2

1|)(|

nn

nxnxnx )(*)(|)(| 2

deXeX jj )()(2

1 *

deX j 2|)(|2

1

Page 100: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example: Ideal Lowpass Filter

cc

)( jeH

c

cjeH0

||1)(

deeHnh njjc

c

)(2

1)(

c

c

de nj

2

1

c

c

njdenj

nj )(2

1

c

c

njenj

2

1

n

nc

sin

Page 101: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

-60 -40 -20 0 20 40 60-0.2

0

0.2

0.4

0.6

Example: Ideal Lowpass Filter

,2,1,0 sin

)(

nn

nnh c ,2,1,0

sin)(

nn

nnh c The ideal lowpass fileter

Is noncausal.

Page 102: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Example: Ideal Lowpass Filter

-60 -40 -20 0 20 40 60-0.2

0

0.2

0.4

0.6

,2,1,0 sin

)(

nn

nnh c ,2,1,0

sin)(

nn

nnh c The ideal lowpass fileter

Is noncausal.To approximate the ideal lowpass filter usin

g a window.

njM

Mn

cj en

neH

sin

)(nj

M

Mn

cj en

neH

sin

)(

Page 103: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

-4 -3 -2 -1 0 1 2 3 4-1

0

1

2

M=3

-4 -3 -2 -1 0 1 2 3 4-1

0

1

2M=5

-4 -3 -2 -1 0 1 2 3 4-1

0

1

2M=19

Example: Ideal Lowpass Filter

njM

Mn

cj en

neH

sin

)(nj

M

Mn

cj en

neH

sin

)(

Page 104: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Discrete-Time Signals and Systems

The Existence of Fourier Transform

Page 105: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Key Issue

n

njj enxeX )()(

n

njj enxeX )()(

Analysis

deeXnx njj )(2

1)(

deeXnx njj )(2

1)(

Synthesis

Does X(ej) exist for all ?

We need that |X(ej)| < for all

Page 106: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Sufficient Condition for Convergence

n

nx |)(| allfor |)(| jeX

|)(|)( |)(|

n

nj

n

njj enxenxeX

n

njenx |||)(|

n

nx |)(|

Page 107: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

More On Convergence

Define

M

Mn

njjM enxeX )()(

Uniform Convergence

0|)()(|lim

jM

j

MeXeX

Mean-Square Convergence

0|)()(|lim 2

jM

j

MeXeX

Page 108: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Discrete-Time Signals and Systems

Important Transform Pairs

Page 109: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Fourier Transform Pairs

Sequence Fourier Transform

)(n 1

)( dnn dnje

)1|(| )( anuan jae1

1

)(nu

kj

kae

)2(1

1

)()1( nuan n 2)1(

1 jae

Page 110: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Fourier Transform Pairs

Sequence Fourier Transform

)1|(| )(sin

)1(sin

rnunr

p

pn

jjp erer 22cos21

1

n

nc

sin

||0

||1)(

c

cjeX

otherwise

Mnnx

0

01)( 2/

)2/sin(

]2/)1(sin[ MjeM

Page 111: Discrete-Time Signals and Systems 主講人:虞台文. Content Introduction Discrete-Time Signals---Sequences Linear Shift-Invariant Systems Stability and Causality

Fourier Transform Pairs

Sequence Fourier Transform

nje 0

k

k)2(2 0

)cos( 0 n

k

jj keke )]2()2([ 00