Digital Signal Processing, Spring 2017

Lecture 1: Introduction,
Discrete-time signals and systems

Dr. Muhammad Shahzad Younis

Electrical Engineering Department

SEECS, NUST
muhammad.shahzad@seecs.edu.pk
PP. 16
 Causality of LTI System
y[n] 2 x[n]
y[n] x[n] x[n 1]

h(n) 0 for n 0

Are all real-world systems causal?

Not-exactly
Are all real-time systems (working on single sample
acquisition principle) causal?
Yes indeed
 Stability of LTI System
Bounded Input produces a Bounded Output (BIBO)
Bounded Input x[n] B
With x[n] as input, output would be y[n] x[k ]h[n k ]
k

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

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

y[n] B h[k ]
k

k
h[k ] Absolutely summable impulse response
 h1(n)
x(n) + y(n)
h2(n)

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

These two systems are identical.

 Linear Constant Coefficient
Difference Equations
Solving for y[n] we need y[n-1],.... y[n-N] (Auxiliary Conditions)
The impulse response of such a system is of infinite duration
leading to IIR system
EXAMPLE
y[n] 0.5 y[n-1] = x[n] where x[n] = K d[n]
Hint: y[n] = x[n] + 0.5 y[n-1] x[-1. -N] = 0 so x[0] = K

y[0]= x[0] + 0 = K, y[1]= x[1] + y[0] = K/2 ......

y[n] = x[n]+y[n-1]=K/2n
 Representations of Causal LTI Systems
Difference Equations N-th Order Difference Equation
N M

a
k 0
k y (n k ) bk x(n k )
k 0

Examples:
Ideal Delay System y (n) x(n nd )
k M
1
Moving Average y ( n)
M 1 k 0
x(n k )

Accumulator y(n) y(n 1) x(n)

 MA/AR/ARMA systems
N M

a
k 0
k y (n k ) bk x(n k )
k 0
Consider the case when N = 0
M
y (n) bk x(n k ) What kind of system does this eq. represent?

k 0 Weighted Moving Average (MA) System Model

Non-recursive model
Consider the case when M = 0
N

a
k 0
k y (n k ) x(n) What kind of system does this eq. represent?
Auto-regressive (AR) System Model
Recursive model
General Model N M
y (n) ak y (n k ) bk x(n k )
k 1 k 0
Auto-regressive Moving Average (ARMA) System Model
Example
Example
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