Signals and Systems

(IGS 2137 & SME 2011)

Prof. Hakil(Hale) Kim

김 학일
스마트모빌리티공학 / 정보통신공학
10/17/2023 1
ISE, SGCS / 미래자동차 융합전공
 Time-Domain System Analysis
Discrete Time
Chapter 5 – Part 3

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Signals & Systems
 Goals
 System Representation

LTI
System

 I/O relation of LTI system:

 To develop techniques for finding the response of an LTI

system to a unit impulse  Impulse response

 To understand and apply Convolution for finding the response

of LTI systems to arbitrary input signals

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 Impulse Response
• Impulse response (h(t) or h[n])
– Output of an LTI system when the input is a unit
impulse δ(t) or δ[n].
Impulse Response of LTI System
δ[n] h[n]
LTI

n n

Response of LTI System to Scaled-Delayed Impulse

x[k]δ[n-k] x[k]h[n-k]
LTI

k n k n

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 Convolution
To find the output
when the input is an
arbitrary signal

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 Convolution
x[n] LTI y[n] Output
x[0]
Input
h[n] = O(δ [n])
x[0]δ[n]
n

n
x[1]

1
x[1]δ[n-1]
∞
x[n] = ∑ x[k ]δ [n − k ]
k = −∞

 The signal input to the system is the sum of

x[N]
scaled-delayed impulses.
N
x[Ν]δ[n-N]

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 Convolution
x[n] LTI y[n] Output
x[0]
Input
h[n] = O(δ [n])
x[0]δ[n]
n

n
x[1]

1
x[1]δ[n-1]
∞
x[n] = ∑ x[k ]δ [n − k ]
k = −∞

 The signal input to the system is the sum of

x[N]
scaled-delayed impulses.
N
x[Ν]δ[n-N]

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 Convolution
Impulse
Response
y[n]
x[0] LTI
x[0]h[n]
x[0]δ[n]
n

x[1]
LTI
1 x[1]h[n-1]
x[1]δ[n-1]

∞
y[n] = ∑ x[k ]h[n − k ]
k = −∞

x[N] Digital Convolution

LTI
or
x[N]h[n-N] Linear Convolution
N
x[Ν]δ[n-N]
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DISCRETE-TIME
IMPULSE RESPONSE &
CONVOLUTION
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 Impulse Response
…
 General DT LTI system: …

Discrete-time LTI systems are described mathematically

by difference equation of the form

an y [ n ] + an−1 y [ n − 1] +  + an− D y [ n − D ]
= bn x [ n ] + bn−1 x [ n − 1] +  + bn− N x [ n − N ]

If x[n] is a unit impulse, the response to it as the only forcing

function is simply the homogeneous solution of the difference
equation with initial conditions applied. The impulse response
is conventionally designated by the symbol h[n].

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 Impulse Response
 Since the impulse is applied to the system at time n = 0,
that is the only excitation of the system and the system is
causal, the impulse response is zero before time n = 0.
h [ n] 0 , n < 0
=
After time n = 0, the impulse has come and gone and the
excitation is again zero. Therefore, for n > 0, the solution
of the difference equation describing the system is the
homogeneous solution.
=h [ n] yh [ n] , n > 0

Therefore, the impulse response is of the form,

h [ n] = yh [ n] u [ n]

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 Impulse Response Example
 Example: DT LTI system:
Let a system be described by
3 y [ n ] + 2 y [ n − 1] + y [ n − 2] =x [ n]
Impulse δ [ n ]
The eigenfunction is the complex exponential α n .

Substituting into the homogeneous difference equation,

3α n + 2α n−1 + α n−2 =
0
n−2
Dividing through by α .

3α 2 + 2α + 1 =0 Characteristic
equation
Solving, α =
−0.333 ± j 0.4714
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 Impulse Response Example
The homogeneous solution is then of the form
h [ n ] =K1 ( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714 )
n n

The constants can be found by applying initial conditions.

For the case of unit impulse excitation at time n = 0,
3h [ 0] + 2 h [ 0 − 1] + h [ 0 − 2] =x [ 0] =1 ⇒ h [ 0] =1/ 3

 
= 0= 0

3h [1] + 2 h [1 − 1] + h [1 − 2] =x [1] =0 ⇒ h [1] =−2 / 9


 

= 1/=
3 0

h [ 0] =K1 ( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714=

) K1 + K 2 =1/ 3
0 0

h [1] =
K1 ( −0.333 + j 0.4714 ) + K 2 ( −0.333 − j 0.4714 ) =
−2 / 9
0.1665 j 0.1181 , K 2 =−
K1 =+ 0.1665 j 0.1181
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 Impulse Response Example
The impulse response is then
( 0.1665 + j 0.1181)( −0.333 + j 0.4714 )n 
h [ n] =   u [ n]
 + ( 0.1665 − j 0.1181)( −0.333 − j 0.4714 )n 
 
which can also be written in the forms,
 ( 0.1665 + j 0.1181 ) e j 2.1858 n

h [ n ] = ( 0.5722 )   u [ n]
n

 + ( 0.1665 − j 0.1181) e
− j 2.1858 n

 0.1665 ( e j 2.1858 n
+ e − j 2.1858 n
) 
h [ n ] = ( 0.5722 )   u [ n]
n

 + j 0.1181( e j 2.1858 n − e − j 2.1858 n ) 

 
h [ n ] ( 0.5722 ) 0.333cos ( 2.1858n ) − 0.2362sin ( 2.1858n )  u [ n ]
n

h [ n ] 0.4083 ( 0.5722 ) cos ( 2.1858n + 0.6169 )

n

cos(a + b) = cos(a ) cos(b) − sin(a ) sin(b)

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 Impulse Response Example
cos(a + b) = cos(a ) cos(b) − sin(a ) sin(b)

cos(2πkf F t + θ ) = cos(θ ) cos(2πkf F t ) − sin(θ ) sin( 2πkf F t )

h [n ] = 0.4083 (0.5722 ) cos (2.1858n + 0.6169 )

n

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 System Response
 Once the response to a unit impulse is known, the
response of any LTI system to any arbitrary excitation
can be found
 Any arbitrary excitation is simply a sequence of
amplitude-scaled and time-shifted impulses

= 3𝛿𝛿 𝑛𝑛 + 2𝛿𝛿 𝑛𝑛 − 1 + 𝛿𝛿 𝑛𝑛 − 2

 Therefore, the response is simply a sequence of

amplitude-scaled and time-shifted impulse responses

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Simple System Response Example

Shifted System Impulse Response

n=1

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 More Complicated System
Response Example
System
Excitation

System
Impulse
Response

System
Response

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 The Convolution Sum
 The response y [n ] to an arbitrary excitation x [n ] is of the form

y [n ] = L… x [−1]h [n + 1]+ x [0 ]h [n ]+ x [1]h [n − 1]+L…

where h [n ] is the impulse response. This can be written in

a more compact form Digital
∞ Convolution
y [n ] = ∑ x [m ]h [n − m ]
m=−∞

called the convolution sum.

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 A Convolution Sum Example
 Example: Discrete Convolution

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 A Convolution Sum Example
 Example: Discrete Convolution

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 A Convolution Sum Example
 Example: Discrete Convolution

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 A Convolution Sum Example
 Example: Discrete Convolution

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 Convolution Sum Properties

 Sifting

 Shifting

 Difference

Sum of Impulse Sum of Impulse × Sum of Impulse

=
strengths in y strengths in x strengths in h

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 Convolution Sum Properties
(continued)
Commutativity
x [n ]∗ y [n ] = y [n ]∗ x [n ]
Associativity
(x [n ]∗ y [n ])∗ z [n ]= x [n ]∗ (y [n ]∗ z [n ])
Distributivity
(x [n ]+ y [n ])∗ z [n ]= x [n ]∗ z [n ]+ y [n ]∗ z [n ]

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 Stability and Impulse Response
It can be shown that a discrete-time BIBO-stable system
has an impulse response that is absolutely summable.
That is,
∞

∑ h [n ] is finite.
n=−∞

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 System Interconnections

 The cascade connection of two systems can be viewed

as a single system whose impulse response is the
convolution of the two individual system impulse
responses.
 This is a direct consequence of the associativity
property of convolution.

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 System Interconnections

 The parallel connection of two systems can be viewed

as a single system whose impulse response is the sum
of the two individual system impulse responses.
 This is a direct consequence of the distributivity
property of convolution.
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 Unit Impulse Response &
Unit Sequence Response
LTI system
x[n] y[n]
h[n]

 Unit impulse response = 1st Backward difference of the unit

sequence response

 Unit sequence response = Accumulation of Unit impulse response

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 Systems Described by Difference
Equations
The most common description of a discrete-time system is a
difference equation of the general form This subject will
N M be covered later in
∑ ak y [n − k ]= ∑ bk x [n − k ]. z-Transform.
k=0 k=0

If x [n ] = Xz n , y [n ] has the form y [n ] = Yz n where X and Y are

complex constants. Then x [n − k ] = z − k Xz n and
N M
y [n − k ] = z Yz and ∑ ak z Yz = ∑ bk z − k Xz n . Rearranging
−k n −k n

k=0 k=0

∑ k=0 k
M −k
N M
Y b z
Yz n ∑ ak z − k = Xz n ∑ bk z − k ⇒ =
∑ k=0 k
N
k=0 k =0 X a z −k

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 Systems Described by Difference
Equations
The transfer function is

∑k=0 k
M −k
b z b0 + b1z −1 + b2 z −2 + L… + bM z − M
H (z ) = =
∑k=0 k
N
a z −k a0 + a1z −1 + a2 z −2 + L… + aN z − N
or, alternately,

∑k=0 k
M −k
b z b0 z M + b1z M −1 + L… + bM −1z + bM
H (z ) = = zN −M
∑k=0 k
N
a z −k a0 z N + a1z N −1 + L… + aN −1z + aN
The transform can be written directly from the difference
equation and vice versa.

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 Frequency Response

Let x [n ] = Xe jΩn . Then y [n ] = Ye jΩn and x [n − k ] = e− jΩk Xe jΩn and

y [n − k ] = e− jΩkYe jΩn . Then the general difference equation
description of a discrete-time system
N M

∑ a y [n − k ]= ∑ b x [n − k ]
k k
k=0 k=0

becomes
N M
Ye jΩn ∑ ak e− jΩk = Xe jΩn ∑ bk e− jΩk
k=0 k=0

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 Frequency Response

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 Frequency Response Example

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 Frequency Response Example

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HW #5 – CH. 5-PART 3

 Solve the following problems and submit your answers in PDF file
through i-Class
 Submission deadline: Before the next lecture (one week from today)

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 HW#5
• DT Impulse Response

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 HW#5
• DT Impulse Response

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 HW#5
• DT Convolution
1.

10/17/2023 Signals and Systems 39

 HW#5
• DT Convolution
2.

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 HW#5
• DT Convolution
3. BIBO stable or not ?

(a)

(b)

10/17/2023 Signals and Systems 41

 Q&A

10/17/2023 Signals and Systems 42