Digital Signal Processing - Quick Guide
Digital Signal Processing - Quick Guide
Definition
Anything that carries information can be called as signal. It can also be defined as a
physical quantity that varies with time, temperature, pressure or with any independent
variables such as speech signal or video signal.
Note − Any unwanted signal interfering with the main signal is termed as noise. So,
noise is also a signal but unwanted.
According to their representation and processing, signals can be classified into various
categories details of which are discussed below.
This type of signal shows continuity both in amplitude and time. These will have values
at each instant of time. Sine and cosine functions are the best example of Continuous
time signal.
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The signal shown above is an example of continuous time signal because we can get
value of signal at each instant of time.
Although speech and video signals have the privilege to be represented in both
continuous and discrete time format; under certain circumstances, they are identical.
Amplitudes also show discrete characteristics. Perfect example of this is a digital signal;
whose amplitude and time both are discrete.
The figure above depicts a discrete signals discrete amplitude characteristic over a period
of time. Mathematically, these types of signals can be formularized as;
Where, n is an integer.
A signal, which satisfies the condition, δ(t) = limϵ→∞ x(t) is known as unit impulse
signal. This signal tends to infinity when t = 0 and tends to zero when t ≠ 0 such that
the area under its curve is always equals to one. The delta function has zero amplitude
everywhere excunit_impulse.jpgept at t = 0.
∞ ∞ ∞
y(t) = Aδ(t)
∞ ∞ ∞
= W igthedimpulse
If we add a step signal to another step signal that is time scaled, then the result will be
unity. It is a power type signal and the value of power is 0.5. The RMS (Root mean
square) value is 0.707 and its average value is also 0.5
Ramp Signal
Integration of step signal results in a Ramp signal. It is represented by r(t). Ramp signal
t
also satisfies the condition r(t) = ∫
−∞
U (t)dt = tU (t). It is neither energy nor power
(NENP) type signal.
Parabolic Signal
Integration of Ramp signal leads to parabolic signal. It is represented by p(t). Parabolic
t
signal also satisfies he condition p(t) = ∫
−∞
2
r(t)dt = (t /2)U (t) . It is neither energy
nor Power (NENP) type signal.
Signum Function
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1 f or t > 0
sgn(t) = {
−1 f or t < 0
It is a power type signal. Its power value and RMS (Root mean square) values, both are
1. Average value of signum function is zero.
Sinc Function
It is also a function of sine and is written as −
S inΠt
S inC (t) = = S a(Πt)
ΠT
⇒ Πt = nΠ
⇒ t = n(n ≠ 0)
Sinusoidal Signal
A signal, which is continuous in nature is known as continuous signal. General format of
a sinusoidal signal is
x(t) = A sin(ωt + ϕ)
Here,
The tendency of this signal is to repeat itself after certain period of time, thus is called
periodic signal. The time period of signal is given as;
2π
T =
ω
Rectangular Function
A signal is said to be rectangular function type if it satisfies the following condition −
τ
t 1, f or t ≤
2
π( ) = {
τ 0, Otherwise
2|t| τ
t 1 − ( ) f or|t| <
τ 2
Δ( ) = {
τ
τ 0 f or|t| >
2
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This signal is symmetrical about Y-axis. Hence, it is also termed as even signal.
1, f or n = 0
δ(n) = {
0, Otherwise
1, f or n ≥ 0
U (n) = {
0, f or n < 0
The figure above shows the graphical representation of a discrete step function.
n, f or n ≥ 0
r(n) = {
0, f or n < 0
The figure given above shows the graphical representation of a discrete ramp signal.
Parabolic Function
Discrete unit parabolic function is denoted as p(n) and can be defined as;
2
n
, f or n ≥ 0
p(n) = { 2
0, f or n < 0
2
n
P (n) = U (n)
2
The figure given above shows the graphical representation of a parabolic sequence.
Sinusoidal Signal
All continuous-time signals are periodic. The discrete-time sinusoidal sequences may or
may not be periodic. They depend on the value of ω. For a discrete time signal to be
periodic, the angular frequency ω must be a rational multiple of 2π.
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x(n) = A sin(ωn + ϕ)
Here A,ω and φ have their usual meaning and n is the integer. Time period of the
discrete sinusoidal signal is given by −
2πm
N =
ω
Even Signal
x(−t) = x(t)
Time reversal of the signal does not imply any change on amplitude here. For example,
consider the triangular wave shown below.
The triangular signal is an even signal. Since, it is symmetrical about Y-axis. We can say
it is mirror image about Y-axis.
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We can see that the above signal is even as it is symmetrical about Y-axis.
Odd Signal
A signal is said to be odd, if it satisfies the following condition
x(−t) = −x(t)
Here, both the time reversal and amplitude change takes place simultaneously.
In the figure above, we can see a step signal x(t). To test whether it is an odd signal or
not, first we do the time reversal i.e. x(-t) and the result is as shown in the figure. Then
we reverse the amplitude of the resultant signal i.e. x(-t) and we get the result as shown
in figure.
If we compare the first and the third waveform, we can see that they are same, i.e.
x(t)= -x(-t), which satisfies our criteria. Therefore, the above signal is an Odd signal.
Some important results related to even and odd signals are given below.
Some signals cannot be directly classified into even or odd type. These are represented
as a combination of both even and odd signal.
Where xe(t) represents the even signal and xo(t) represents the odd signal
[x(t) + x(−t)]
xe (t) =
2
And
[x(t) − x(−t)]
x0 (t) =
2
Example
Find the even and odd parts of the signal x(n) = t + t
2
+ t
3
2 3
x(−n) = −t + t − t
x(t) + x(−t)
xe (t) =
2
2 3 2 3
[(t + t + t ) + (−t + t − t )]
=
2
2
= t
[x(t) − x(−t)]
x0 (t) =
2
2 3 2 3
[(t + t + t ) − (−t + t − t )]
=
2
3
= t + t
Periodic Signals
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Periodic signal repeats itself after certain interval of time. We can show this in equation
form as −
x(t) = x(t) ± nT
Fundamental time period (FTP) is the smallest positive and fixed value of time for which
signal is periodic.
A triangular signal is shown in the figure above of amplitude A. Here, the signal is
repeating after every 1 sec. Therefore, we can say that the signal is periodic and its FTP
is 1 sec.
Non-Periodic Signal
Simply, we can say, the signals, which are not periodic are non-periodic in nature. As
obvious, these signals will not repeat themselves after any interval time.
A lossless capacitor is also a perfect example of Energy type signal because when it is
connected to a source it charges up to its optimum level and when the source is
removed, it dissipates that equal amount of energy through a load and makes its
average power to zero.
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For any finite signal x(t) the energy can be symbolized as E and is written as;
+∞
2
E = ∫ x (t)dt
−∞
Spectral density of energy type signals gives the amount of energy distributed at various
frequency levels.
+T /2
2
P = lim 1/T ∫ x (t)dt
T →∞
−T /2
Here, Normalized average power is finite and Here, total normalized energy is finite
non-zero. and non-zero.
Mathematically, Mathematically,
+T /2 +∞
2 2
P = lim 1/T ∫ x (t)dt E = ∫ x (t)dt
T →∞
−T /2 −∞
Existence of these signals is infinite over These signals exist for limited period of
time. time.
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Energy of power signal is infinite over infinite Power of the energy signal is zero over
time. infinite time.
Solved Examples
Example 1 − Find the Power of a signal o
z(t) = 2 cos(3Πt + 30 ) + 4 sin(3Π + 30 )
o
Solution − The above two signals are orthogonal to each other because their frequency
terms are identical to each other also they have same phase difference. So, total power
will be the summation of individual powers.
Power of
2
x(t) = = 2
2
Power of
4
y(t) = = 8
2
Solution − Here, the real part being t2 is even and odd part (imaginary) being sin t is
odd. So the above signal is Conjugate signal.
Therefore,
sin(−ωt) = − sin ωt
This is satisfying the condition for a signal to be odd. Therefore, sin ωt is an odd signal.
Even Signal
A signal is said to be even or symmetric if it satisfies the following condition;
x(−n) = x(n)
Here, we can see that x(-1) = x(1), x(-2) = x(2) and x(-n) = x(n). Thus, it is an even
signal.
Odd Signal
A signal is said to be odd if it satisfies the following condition;
x(−n) = −x(n)
From the figure, we can see that x(1) = -x(-1), x(2) = -x(2) and x(n) = -x(-n). Hence, it
is an odd as well as anti-symmetric signal.
x(n + N ) = x(n)
Here, x(n) signal repeats itself after N period. This can be best understood by
considering a cosine signal −
x(n) = A cos(2πf0 n + θ)
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= A cos(2πf0 n + 2πf0 N + θ)
x(n + N ) = x(n)
2πf0 N = 2πK
K
⇒ N =
f0
Energy Signal
+∞
2
E = ∑ |x(n)|
n=−∞
If each individual values of x(n) are squared and added, we get the energy signal. Here
x(n) is the energy signal and its energy is finite over time i.e $0
Power Signal
Average power of a discrete signal is represented as P. Mathematically, this can be
written as;
+N
1 2
P = lim ∑ |x(n)|
N →∞ 2N + 1
n=−N
Here, power is finite i.e. 0<P<∞. However, there are some signals, which belong to
neither energy nor power type signal.
Conjugate Signals
Signals, which satisfies the condition x(t) = x ∗ (−t) are called conjugate signals.
If we compare both the derived equations 1 and 2, we can see that the real part is even,
whereas the imaginary part is odd. This is the condition for a signal to be a conjugate
type.
Now, again compare, both the equations just as we did for conjugate signals. Here, we
will find that the real part is odd and the imaginary part is even. This is the condition for
a signal to become conjugate anti-symmetric type.
Example
Let the signal given be x(t) = sin t + jt
2
.
Here, the real part being sin t is odd and the imaginary part being t
2
is even. So, this
signal can be classified as conjugate anti-symmetric signal.
Any function can be divided into two parts. One part being Conjugate symmetry and
other part being conjugate anti-symmetric. So any signal x(t) can be written as
Where xcs(t) is conjugate symmetric signal and xcas(t) is conjugate anti symmetric
signal
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[x(t) + x ∗ (−t)]
xcs(t) =
2
And
[x(t) − x ∗ (−t)]
xcas(t) =
2
Consider a signal x(t) as shown in figure A above. The first step is to time shift the signal
and make it )] . So, the new signal is changed as shown in figure B. Next, we
T
x[t − (
2
Since, this signal repeats itself after half-time shifting and reversal of amplitude, it is a
half wave symmetric signal.
Orthogonal Signal
Two signals x(t) and y(t) are said to be orthogonal if they satisfy the following two
conditions.
∞
Condition 1 − ∫
−∞
x(t)y(t) = 0 [for non-periodic signal]
The signals, which contain odd harmonics (3rd, 5th, 7th ...etc.) and have different
frequencies, are mutually orthogonal to each other.
In trigonometric type signals, sine functions and cosine functions are also orthogonal to
each other; provided, they have same frequency and are in same phase. In the same
manner DC (Direct current signals) and sinusoidal signals are also orthogonal to each
other. If x(t) and y(t) are two orthogonal signals and z(t) = x(t) + y(t) then the power
and energy of z(t) can be written as ;
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Example
Here, the signal comprises of a DC signal (3) and one sine function. So, by property this
signal is an orthogonal signal and the two sub-signals in it are mutually orthogonal to
each other.
Time Shifting
Time shifting means, shifting of signals in the time domain. Mathematically, it can be
written as
x(t) → y(t + k)
This K value may be positive or it may be negative. According to the sign of k value, we
have two types of shifting named as Right shifting and Left shifting.
Case 1 (K > 0)
When K is greater than zero, the shifting of the signal takes place towards "left" in the
time domain. Therefore, this type of shifting is known as Left Shifting of the signal.
Example
Case 2 (K < 0)
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When K is less than zero the shifting of signal takes place towards right in the time
domain. Therefore, this type of shifting is known as Right shifting.
Example
Amplitude Shifting
Amplitude shifting means shifting of signal in the amplitude domain (around X-axis).
Mathematically, it can be represented as −
x(t) → x(t) + K
This K value may be positive or negative. Accordingly, we have two types of amplitude
shifting which are subsequently discussed below.
Case 1 (K > 0)
When K is greater than zero, the shifting of signal takes place towards up in the x-axis.
Therefore, this type of shifting is known as upward shifting.
Example
⎧ 0, t < 0
x = ⎨ 1, 0 ≤ t ≤ 2
⎩
0, t > 0
⎧ 1, t < 0
x(t) = ⎨ 2, 0 ≤ t ≤ 2
⎩
1, t > 0
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Case 2 (K < 0)
When K is less than zero shifting of signal takes place towards downward in the X- axis.
Therefore, it is called downward shifting of the signal.
Example
⎧ 0, t < 0
x(t) = ⎨ 1, 0 ≤ t ≤ 2
⎩
0, t > 0
⎧ −1, t < 0
y(t) = ⎨ 0, 0 ≤ t ≤ 2
⎩
−1, t > 0
Time Scaling
If a constant is multiplied to the time axis then it is known as Time scaling. This can be
mathematically represented as;
or ); where α ≠ 0
t
x(t) → y(t) = x(αt) x(
α
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So the y-axis being same, the x- axis magnitude decreases or increases according to the
sign of the constant (whether positive or negative). Therefore, scaling can also be
divided into two categories as discussed below.
Time Compression
Whenever alpha is greater than zero, the signals amplitude gets divided by alpha
whereas the value of the Y-axis remains the same. This is known as Time Compression.
Example
Let us consider a signal x(t), which is shown as in figure below. Let us take the value of
alpha as 2. So, y(t) will be x(2t), which is illustrated in the given figure.
Clearly, we can see from the above figures that the time magnitude in y-axis remains the
same but the amplitude in x-axis reduces from 4 to 2. Therefore, it is a case of Time
Compression.
Time Expansion
When the time is divided by the constant alpha, the Y-axis magnitude of the signal get
multiplied alpha times, keeping X-axis magnitude as it is. Therefore, this is called Time
expansion type signal.
Example
Amplitude Scaling
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Multiplication of a constant with the amplitude of the signal causes amplitude scaling.
Depending upon the sign of the constant, it may be either amplitude scaling or
attenuation. Let us consider a square wave signal x(t) = Π(t/4).
Suppose we define another function y(t) = 2 Π(t/4). In this case, value of y-axis will be
doubled, keeping the time axis value as it is. The is illustrated in the figure given below.
Consider another square wave function defined as z(t) where z(t) = 0.5 Π(t/4). Here,
amplitude of the function z(t) will be half of that of x(t) i.e. time axis remaining same,
amplitude axis will be halved. This is illustrated by the figure given below.
Reversal can be classified into two types based on the condition whether the time or the
amplitude of the signal is multiplied by -1.
Time Reversal
Whenever signals time is multiplied by -1, it is known as time reversal of the signal. In
this case, the signal produces its mirror image about Y-axis. Mathematically, this can be
written as;
In the above example, we can clearly see that the signal has been reversed about its Y-
axis. So, it is one kind of time scaling also, but here the scaling quantity is (-1) always.
Amplitude Reversal
Whenever the amplitude of a signal is multiplied by -1, then it is known as amplitude
reversal. In this case, the signal produces its mirror image about X-axis. Mathematically,
this can be written as;
Differentiation
Differentiation of any signal x(t) means slope representation of that signal with respect
to time. Mathematically, it is represented as;
dx(t)
x(t) →
dt
In the case of OPAMP differentiation, this methodology is very helpful. We can easily
differentiate a signal graphically rather than using the formula. However, the condition is
that the signal must be either rectangular or triangular type, which happens in most
cases.
Ramp Step
Step Impulse
Impulse 1
The above table illustrates the condition of the signal after being differentiated. For
example, a ramp signal converts into a step signal after differentiation. Similarly, a unit
step signal becomes an impulse signal.
Example
Let the signal given to us be x(t) = 4[r(t) − r(t − 2)]. When this signal is plotted, it will
look like the one on the left side of the figure given below. Now, our aim is to
differentiate the given signal.
To start with, we will start differentiating the given equation. We know that the ramp
signal after differentiation gives unit step signal.
dx(t)
y(t) =
dt
d4[r(t)−r(t−2)]
=
dt
Now this signal is plotted finally, which is shown in the right hand side of the above
figure.
Here also, in most of the cases we can do mathematical integration and find the resulted
signal but direct integration in quick succession is possible for signals which are depicted
in rectangular format graphically. Like differentiation, here also, we will refer a table to
get the result quickly.
1 impulse
Impulse step
Step Ramp
Example
Let us consider a signal x(t) = u(t) − u(t − 3). It is shown in Fig-1 below. Clearly, we
can see that it is a step signal. Now we will integrate it. Referring to the table, we know
that integration of step signal yields ramp signal.
t
y(t) = ∫ x(t)dt
−∞
t
= ∫ [u(t) − u(t − 3)]dt
−∞
t t
= ∫ u(t)dt − ∫ u(t − 3)dt
−∞ −∞
= r(t) − r(t − 3)
= ∫ x1 (p). x2 (t − p)dp
−∞
Take the signal x2(t) and do the step 1 and make it x2(p).
Example
Let us do the convolution of a step signal u(t) with its own kind.
∞
= ∫ [u(p). u[−(p − t)]dp
−∞
Now this t can be greater than or less than zero, which are shown in below figures
So, with the above case, the result arises with following possibilities
0, if t < 0
y(t) = { t
∫ 1dt, f or t > 0
0
0, if t < 0
= { = r(t)
t, t > 0
Properties of Convolution
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Commutative
It states that order of convolution does not matter, which can be shown mathematically
as
Associative
It states that order of convolution involving three signals, can be anything.
Mathematically, it can be shown as;
Distributive
Two signals can be added first, and then their convolution can be made to the third
signal. This is equivalent to convolution of two signals individually with the third signal
and added finally. Mathematically, this can be written as;
Area
If a signal is the result of convolution of two signals then the area of the signal is the
multiplication of those individual signals. Mathematically this can be written
If y(t) = x1 ∗ x2 (t)
Scaling
If two signals are scaled to some unknown constant a and convolution is done then
resultant signal will also be convoluted to same constant a and will be divided by that
quantity as shown below.
y(at)
Then, x1 (at) ∗ x2 (at) = ,a ≠ 0
a
Delay
Suppose a signal y(t) is a result from the convolution of two signals x1(t) and x2(t). If
the two signals are delayed by time t1 and t2 respectively, then the resultant signal y(t)
will be delayed by (t1+t2). Mathematically, it can be written as −
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Solved Examples
Example 1 − Find the convolution of the signals u(t-1) and u(t-2).
Solution − Given signals are u(t-1) and u(t-2). Their convolution can be done as shown
below −
+∞
y(t) = ∫ [u(t − 1). u(t − 2)]dt
−∞
= r(t − 1) + r(t − 2)
= r(t − 3)
2, 0 ≤ n ≤ 4
x2 (n) = {
0, x > elsewhere
Solution −
Similarly, x2 (z) = 2 + 2Z
−1
+ 2Z
−2
+ 2Z
−3
+ 2Z
−4
Resultant signal,
X(Z ) = X 1 (Z )X 2 (z)
−1 −2 −1 −2 −3 −4
= {3 − 2Z + 2Z } × {2 + 2Z + 2Z + 2Z + 2Z }
−1 −2 −3 −4 −5
= 6 + 2Z + 6Z + 6Z + 6Z + 6Z
Taking inverse Z-transformation of the above, we will get the resultant signal as
x(n) = {2, 1, 0, 1}
h(n) = {1, 2, 3, 1}
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Solution −
−1 −3
x(z) = 2 + 2Z + 2Z
And h(n) = 1 + 2Z
−1
+ 3Z
−2
+ Z
−3
−1 −3 −1 −2 −3
= {2 + 2Z + 2Z } × {1 + 2Z + 3Z + Z }
−1 −2 −3 −4 −5 −6
= {2 + 5Z + 8Z + 6Z + 3Z + 3Z + Z }
Taking the inverse Z-transformation, the resultant signal can be written as;
Since these systems do not have any past record, so they do not have any memory also.
Therefore, we say all static systems are memory-less systems. Let us take an example
to understand this concept much better.
Example
Let us verify whether the following systems are static systems or not.
y(t) = x(2t)
y(t) = x = sin[x(t)]
Here, x(t) is the present value. It has no relation with the past values of the time. So, it
is a static system. However, in case of x(t-1), if we put t = 0, it will reduce to x(-1)
which is a past value dependent. So, it is not static. Therefore here y(t) is not a static
system.
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b) y(t) = x(2t)
If we substitute t = 2, the result will be y(t) = x(4). Again, it is future value dependent.
So, it is also not a static system.
c) y(t) = x = sin[x(t)]
In this expression, we are dealing with sine function. The range of sine function lies
within -1 to +1. So, whatever the values we substitute for x(t), we will get in between -1
to +1. Therefore, we can say it is not dependent upon any past or future values. Hence,
it is a static system.
Examples
Find out whether the following systems are dynamic.
a) y(t) = x(t + 1)
In this case if we put t = 1 in the equation, it will be converted to x(2), which is a future
dependent value. Because here we are giving input as 1 but it is showing value for x(2).
As it is a future dependent signal, so clearly it is a dynamic system.
b) y(t) = Real[x(t)]
∗
[x(t) + x(t) ]
=
2
In this case, whatever the value we will put it will show that time real value signal. It has
no dependency on future or past values. Therefore, it is not a dynamic system rather it is
a static system.
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c) y(t) = Even[x(t)]
[x(t) + x(−t)]
=
2
Here, if we will substitute t = 1, one signal shows x(1) and another will show x(-1) which
is a past value. Similarly, if we will put t = -1 then one signal will show x(-1) and another
will show x(1) which is a future value. Therefore, clearly it is a case of Dynamic system.
d) y(t) = cos[x(t)]
In this case, as the system is cosine function it has a certain domain of values which lies
between -1 to +1. Therefore, whatever values we will put we will get the result within
specified limit. Therefore, it is a static system
Causal systems are practically or physically realizable system. Let us consider some
examples to understand this much better.
Examples
Let us consider the following signals.
a) y(t) = x(t)
Here, the signal is only dependent on the present values of x. For example if we
substitute t = 3, the result will show for that instant of time only. Therefore, as it has no
dependence on future value, we can call it a Causal system.
b) y(t) = x(t − 1)
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Here, the system depends on past values. For instance if we substitute t = 3, the
expression will reduce to x(2), which is a past value against our input. At no instance, it
depends upon future values. Therefore, this system is also a causal system.
In this case, the system has two parts. The part x(t), as we have discussed earlier,
depends only upon the present values. So, there is no issue with it. However, if we take
the case of x(t+1), it clearly depends on the future values because if we put t = 1, the
expression will reduce to x(2) which is future value. Therefore, it is not causal.
Examples
Let us take some examples and try to understand this in a better way.
a) y(t) = x(t + 1)
We have already discussed this system in causal system too. For any input, it will reduce
the system to its future value. For instance, if we put t = 2, it will reduce to x(3), which
is a future value. Therefore, the system is Non-Causal.
In this case, x(t) is purely a present value dependent function. We have already
discussed that x(t+2) function is future dependent because for t = 3 it will give values
for x(5). Therefore, it is Non-causal.
In this system, it depends upon the present and past values of the given input. Whatever
values we substitute, it will never show any future dependency. Clearly, it is not a non-
causal system; rather it is a Causal system.
Examples
Find out whether the following systems are anti-causal.
The system has two sub-functions. One sub function x(t+1) depends on the future value
of the input but another sub-function x(t) depends only on the present. As the system is
dependent on the present value also in addition to future value, this system is not anti-
causal.
b) y(t) = x(t + 3)
If we analyze the above system, we can see that the system depends only on the future
values of the system i.e. if we put t = 0, it will reduce to x(3), which is a future value.
This system is a perfect example of anti-causal system.
Law of additivity
Law of homogeneity
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Both, the law of homogeneity and the law of additivity are shown in the above figures.
However, there are some other conditions to check whether the system is linear or not.
(a) Trigonometric operators- Sin, Cos, Tan, Cot, Sec, Cosec etc.
Examples
Let us find out whether the following systems are linear.
a) y(t) = x(t) + 3
This system is not a linear system because it violates the first condition. If we put input
as zero, making x(t) = 0, then the output is not zero.
In this system, if we give input as zero, the output will become zero. Hence, the first
condition is clearly satisfied. Again, there is no non-linear operator that has been applied
on x(t). Hence, second condition is also satisfied. Therefore, the system is a linear
system.
c) y(t) = sin(x(t))
In the above system, first condition is satisfied because if we put x(t) = 0, the output will
also be sin(0) = 0. However, the second condition is not satisfied, as there is a non-linear
operator which operates x(t). Hence, the system is not linear.
Conditions
Any non-linear operator can be applied on the either input or on the output to
make the system non-linear.
Examples
a) y(t) = e
x(t)
In the above system, the first condition is satisfied because if we make the input zero,
the output is 1. In addition, exponential non-linear operator is applied to the input.
Clearly, it is a case of Non-Linear system.
The above type of system deals with both past and future values. However, if we will
make its input zero, then none of its values exists. Therefore, we can say if the input is
zero, then the time scaled and time shifted version of input will also be zero, which
violates our first condition. Again, there is no non-linear operator present. Therefore,
second condition is also violated. Clearly, this system is not a non-linear system; rather
it is a linear system.
Examples
a) y(T ) = x(2T )
Page 37 of 78
If the above expression, it is first passed through the system and then through the time
delay (as shown in the upper part of the figure); then the output will become
x(2T − 2t). Now, the same expression is passed through a time delay first and then
through the system (as shown in the lower part of the figure). The output will become
x(2T − t) .
b) y(T ) = sin[x(T )]
If the signal is first passed through the system and then through the time delay process,
the output be sin x(T − t). Similarly, if the system is passed through the time delay first
then through the system then output will be sin x(T − t). We can see clearly that both
the outputs are same. Hence, the system is time invariant.
Examples
a) y(t) = x[cos T ]
If the above signal is first passed through the system and then through the time delay,
the output will be x cos(T − t) . If it is passed through the time delay first and then
through the system, it will be x(cos T − t) . As the outputs are not same, the system is
time variant.
If the above expression is first passed through the system and then through the time
delay, then the output will be cos(T − t)x(T − t) . However, if the expression is passed
Page 38 of 78
through the time delay first and then through the system, the output will be
cos T . x(T − t) . As the outputs are not same, clearly the system is time variant.
Some examples of bounded inputs are functions of sine, cosine, DC, signum and unit
step.
Examples
a) y(t) = x(t) + 10
Here, for a definite bounded input, we can get definite bounded output i.e. if we put
x(t) = 2, y(t) = 12 which is bounded in nature. Therefore, the system is stable.
b) y(t) = sin[x(t)]
In the given expression, we know that sine functions have a definite boundary of values,
which lies between -1 to +1. So, whatever values we will substitute at x(t), we will get
the values within our boundary. Therefore, the system is stable.
Examples
a) y(t) = tx(t)
Here, for a finite input, we cannot expect a finite output. For example, if we will put
x(t) = 2 ⇒ y(t) = 2t. This is not a finite value because we do not know the value of t.
So, it can be ranged from anywhere. Therefore, this system is not stable. It is an
unstable system.
x(t)
b) y(t) =
sin t
We have discussed earlier, that the sine function has a definite range from -1 to +1; but
here, it is present in the denominator. So, in worst case scenario, if we put t = 0 and sine
Page 39 of 78
function becomes zero, then the whole system will tend to infinity. Therefore, this type of
system is not at all stable. Obviously, this is an unstable system.
Solution − The function represents the conjugate of input. It can be verified by either
first law of homogeneity and law of additivity or by the two rules. However, verifying
through rules is lot easier, so we will go by that.
If the input to the system is zero, the output also tends to zero. Therefore, our first
condition is satisfied. There is no non-linear operator used either at the input nor the
output. Therefore, the system is Linear.
Solution − Clearly, we can see that when time becomes less than or equal to zero the
input becomes zero. So, we can say that at zero input the output is also zero and our
first condition is satisfied.
Again, there is no non-linear operator used at the input nor at the output. Therefore, the
system is Linear.
Solution − Suppose, we have taken the value of x(t) as 3. Here, sine function has been
multiplied with it and maximum and minimum value of sine function varies between -1 to
+1.
Therefore, the maximum and minimum value of the whole function will also vary
between -3 and +3. Thus, the system is stable because here we are getting a bounded
input for a bounded output.
So, the Z-transform of the discrete time signal x(n) in a power series can be written as −
Page 40 of 78
−n
X(z) = ∑ x(n)Z
n−∞
X(Z ) = Z [x(n)]
Or x(n) ⟷ X(Z )
If it is a continuous time signal, then Z-transforms are not needed because Laplace
transformations are used. However, Discrete time signals can be analyzed through Z-
transforms only.
Region of Convergence
Region of Convergence is the range of complex variable Z in the Z-plane. The Z-
transformation of the signal is finite or convergent. So, ROC represents those set of
values of Z, for which X(Z) has a finite value.
Properties of ROC
For left sided signal, ROC will be inside the circle in Z-plane.
Expression of X(Z)
ROC of X(Z)
U (n) 1/(1 − Z
−1
) Mod(Z)>1
n
a u(n) 1/(1 − aZ
−1
) Mod(Z)>Mod(a)
n
−a u(−n − 1) 1/(1 − aZ
−1
) Mod(Z)<Mod(a)
n
na u(n) aZ
−1
/(1 − aZ
−1 2
) Mod(Z)>Mod(a)
Mod(Z)<Mod(a)
n −1 −1 2
−a u(−n − 1) aZ /(1 − aZ )
2
(Z − Z cos ω)
U (n) cos ωn Mod(Z)>1
2
/(Z − 2Z cos ω + 1)
2
(Z sin ω)/(Z − 2Z cos ω
U (n) sin ωn Mod(Z)>1
+ 1)
Example
Let us find the Z-transform and the ROC of a signal given as x(n) = {7, 3, 4, 9, 5},
3 −n
= ∑ x(n)Z
n=−1
−1 −2 −3
= x(−1)Z + x(0) + x(1)Z + x(2)Z + x(3)Z
−1 −2 −3
= 7Z + 3 + 4Z + 9Z + 5Z
Linearity
It states that when two or more individual discrete signals are multiplied by constants,
their respective Z-transforms will also be multiplied by the same constants.
Mathematically,
−n
X(Z ) = ∑ x(n)Z
n=−∞
∞ −n
= ∑ (a1 x1 (n) + a2 x2 (n))Z
n=−∞
∞ −n ∞ −n
= a1 ∑ x1 (n)Z + a2 ∑ x2 (n)Z
n=−∞ n=−∞
Time Shifting
Time shifting property depicts how the change in the time domain in the discrete signal
will affect the Z-domain, which can be written as;
−n
x(n − n0 ) ⟷ X(Z )Z
Or x(n − 1) ⟷ Z
−1
X(Z )
Proof −
∞ −p
Y (z) = ∑ y(p)Z
p=−∞
∞ −p
= ∑ (x(p − k))Z
p=−∞
Let s = p-k
∞ −(s+k)
= ∑ x(s)Z
s=−∞
∞ −s −k
= ∑ x(s)Z Z
s=−∞
−k ∞ −s
= Z [∑ x(m)Z ]
s=−∞
= Z
−k
X(Z ) (Hence Proved)
Example
∞ −n
∑ [U (n)]Z = 1
n=−∞
∞ −n −1
∑ [U (n − 1)]Z = Z
n=−∞
So here x(n − n0 ) = Z
−n0
X(Z ) (Hence Proved)
Time Scaling
Time Scaling property tells us, what will be the Z-domain of the signal when the time is
scaled in its discrete form, which can be written as;
n −1
a x(n) ⟷ X(a Z)
Proof −
Let p
y(p) = a x(p)
∞ −p
Y (P ) = ∑ y(p)Z
p=−∞
∞ p −p
= ∑ a x(p)Z
p=−∞
∞ −1 −p
= ∑ x(p)[a Z]
p=−∞
= X(a
−1
Z) (Hence proved)
Example
Let us determine the Z-transformation of x(n) = a
n
cos ωn using Time scaling property.
Solution −
−n 2 2
∑ (cos ωn)Z = (Z − Z cos ω)/(Z − 2Z cos ω + 1)
n=−∞
−1 2 −1 −1 2 −1
= [(a Z) − (a Z cos ωn)]/((a Z) − 2(a Z cos ωn) + 1)
2 2
= Z (Z − a cos ω)/(Z − 2az cos ω + a )
Successive Differentiation
Successive Differentiation property shows that Z-transform will take place when we
differentiate the discrete signal in time domain, with respect to time. This is shown as
below.
dx(n)
−1
= (1 − Z )X(Z )
dn
Proof −
dx(n)
Consider the LHS of the equation −
dn
= x(n) − X(n − 1)
−1
= x(Z ) − Z x(Z )
= (1 − Z
−1
)x(Z ) (Hence Proved)
Example
Let us find the Z-transform of a signal given by x(n) = n u(n)
2
dZ [U (n)]
Z z[nU (n)] = −Z
dz
Z
d[ ]
Z−1
= −Z
dZ
2
= Z /((Z − 1)
Page 45 of 78
= y(let)
dy
Z (n, y) = −Z
dz
3
d[Z /(Z −1) ]
= −Z
dz
2
= Z (Z + 1)/(Z − 1)
Convolution
This depicts the change in Z-domain of the system when a convolution takes place in the
discrete signal form, which can be written as −
x1 (n) ∗ x2 (n) ⟷ X 1 (Z ). X 2 (Z )
Proof −
∞ −n
X(Z ) = ∑ x(n)Z
n=−∞
∞ ∞ −n
= ∑ [∑ x1 (k)x2 (n − k)]Z
n=−∞ k=−∞
∞ ∞ −n
= ∑ x1 (k)[∑ x2 (n − k)Z ]
k=−∞ n
∞ ∞ −(n−k) −k
= ∑ x1 (k)[∑ x2 (n − k)Z Z ]
k=−∞ n=−∞
∞ −k ∞ −l
X(Z ) = ∑ x1 (k)[Z ∑ x2 (l)Z ]
k=−∞ l=−∞
∞ −k
= ∑ x1 (k)X 2 (Z )Z
k=−∞
∞ −k
= X 2 (Z ) ∑ x1 (Z )Z
k=−∞
= X 1 (Z ). X 2 (Z ) (Hence Proved)
ROC:ROC ⋂ ROC 2
Example
Let us find the convolution given by two signals
∞ −n
∑ x1 (n)Z
n=−∞
−1 −2
= 3 − 2Z + 2Z
∞ −n
∑ x2 (n)Z
n=−∞
−1 −2 −3 −4
= 2 + 2Z + 2Z + 2Z + 2Z
∗
X(Z ) = [x1 (Z ) x2 (Z )]
−1 −2 −1 −2 −3
= [3 − 2Z + 2Z ] × [2 + 2Z + 2Z + 2Z
−4
+ 2Z ]
−1 −2 −3
= 6 + 2Z + 6Z + 6Z +. . . ... ...
x(n) = {6, 2, 6, 6, 6, 0, 4}
0 −1 −2
= X(0)Z + X(1)Z + X(2)Z +. . . ...
−1 −2
= X(0) × 1 + X(1)Z + X(2)Z +. . . ...
be written as −
−1
X(∞) = limn→∞ X(n) = limz→1 [X(Z )(1 − Z )]
Conditions −
X(Z )(1 − Z
−1
) should have poles inside the unit circle in Z-plane.
+ k −n
Z [x(n + 1) − x(n)] = limk→∞ ∑ Z [x(n + 1) − x(n)]
n=0
+ +
⇒ Z [x(n + 1)] − Z [x(n)] = limk→∞
k −n
∑ Z [x(n + 1) − x(n)]
n=0
+ +
⇒ Z [X(Z ) − x(0)] − X(Z ) = limk→∞
k −n
∑ Z [x(n + 1) − x(n)]
n=0
Here, we can apply advanced property of one-sided Z-Transformation. So, the above
equation can be re-written as;
+ + 0 +
Z [x(n + 1)] = Z [X(2) − x(0)Z ] = Z [X(Z ) − x(0)]
Now putting z = 1 in the above equation, we can expand the above equation −
. . . +x(x + 1) − x(k)]
Example
Let us find the Initial and Final value of x(n) whose signal is given by
−1 −2
X(Z ) = 2 + 3Z + 4Z
Solution − Let us first, find the initial value of the signal by applying the theorem
−1 −2
= limz→∞ [2 + 3Z + 4Z ]
3 4
= 2 + ( ) + ( ) = 2
∞ ∞
Page 48 of 78
Now let us find the Final value of signal applying the theorem
−1
x(∞) = limz→∞ [(1 − Z )X(Z )]
−1 −1 −2
= limz→∞ [(1 − Z )(2 + 3Z + 4Z )]
−1 −2 −3
= limz→∞ [2 + Z + Z − 4Z ]
= 2 + 1 + 1 − 4 = 0
Differentiation in Frequency
It gives the change in Z-domain of the signal, when its discrete signal is differentiated
with respect to time.
dX(z)
nx(n) ⟷ −Z
dz
Example
Let us find the value of x(n) through Differentiation in frequency, whose discrete signal in
Z-domain is given by x(n) ⟷ X(Z ) = log(1 + aZ −1 )
dx(Z )
nx(n) ⟷ −Z
dz
−2
−aZ
= −Z [ ]
−1
1+aZ
−1 −1
= (aZ )/(1 + aZ )
−1
= 1 − 1/(1 + aZ )
n
nx(n) = δ(n) − (−a) u(n)
n
⇒ x(n) = 1/n[δ(n) − (−a) u(n)]
Multiplication in Time
It gives the change in Z-domain of the signal when multiplication takes place at discrete
signal level.
1
x1 (n). x2 (n) ⟷ ( )[X1(Z ) ∗ X2(Z )]
2Πj
Page 49 of 78
Conjugation in Time
This depicts the representation of conjugated discrete signal in Z-domain.
∗ ∗ ∗
X (n) ⟷ X (Z )
M od(X(Z )) < ∞
−n
= M od(∑ x(n)Z ) < ∞
−n
= ∑ M od(x(n)Z ) < ∞
jw −n
= ∑ M od[x(n)(re ) ] < 0
−n −jwn
= ∑ M od[x(n)r ]M od[e ] < ∞
∞ −n
= ∑ M od[x(n)r ] < ∞
n=−∞
∑ M od(x(n) < ∞
n=−∞
Example 1
Let us try to find out the Z-transform of the signal, which is given as
−n n
x(n) = −(−0.5) u(−n) + 3 u(n)
n n
= −(−2) u(n) + 3 u(n)
For n
3 u(n) ROC is right sided and Z>3
Hence, here Z-transform of the signal will not exist because there is no common region.
Page 50 of 78
Example 2
Let us try to find out the Z-transform of the signal given by
n n
x(n) = −2 u(−n − 1) + (0.5) u(n)
For signal n
(0.5) u(n) ROC is right sided and Z>0.5
1 1
X(Z ) = { } + { }
−1 −1
1−2Z (1−0.5Z )
Example 3
Let us try to find out the Z-transform of the signal, which is given as x(n) = 2
r(n)
Solution − r(n) is the ramp signal. So the signal can be written as;
nu(n) n
x(n) = 2 {1, n < 0(u(n) = 0) and 2 , n ≥ 0(u(n) = 1)}
n
= u(−n − 1) + 2 u(n)
Here, for the signal u(−n − 1) and ROC Z<1 and for 2
n
u(n) with ROC is Z>2.
−n
H (Z ) = ∑ h(n)Z
n=0
−1 −2
H (Z ) = h(0) + h(1)Z + h(2)Z +. . . ... ...
= N (Z )/D(Z )
For causal systems, expansion of Transfer Function does not include positive powers of Z.
For causal system, order of numerator cannot exceed order of denominator. This can be
written as-
Page 51 of 78
For stability of causal system, poles of Transfer function should be inside the unit circle in
Z-plane.
−1
x(n) = Z X(Z )
where x(n) is the signal in time domain and X(Z) is the signal in frequency domain.
If we want to represent the above equation in integral format then we can write it as
1
−1
x(n) = ( )∮ X(Z )Z dz
2Πj
Here, the integral is over a closed path C. This path is within the ROC of the x(z) and it
does contain the origin.
x(z) = N (Z )/D(Z )
−1 −2
X(z) = x(0) + x(1)Z + x(2)Z +. . . ... ...
The above sequence represents the series of inverse Z-transform of the given signal (for
n0) and the above system is causal.
1 2 3
x(z) = x(−1)Z + x(−2)Z + x(−3)Z +. . . ... ...
−1 −2 −m
x(z) = b0 + b1 Z + b2 Z +. . . ... . . . +bm Z )
−1 −2 −N
/(a0 + a1 Z + a2 Z +. . . ... . . . +a n Z )
If the ratio is not proper (i.e. Improper), then we have to convert it to the proper form to
solve it.
n−1
x(n) = ∑ residues of [x(z)Z ]
m−1
1 d
m n−1
Residues = lim { {(z − β) X(z)Z }
m−1
(m − 1)! Z →β dZ
Example 1
Page 53 of 78
Find the response of the system s(n + 2) − 3s(n + 1) + 2s(n) = δ(n), when all the
initial conditions are zero.
Solution − Taking Z-transform on both the sides of the above equation, we get
2 1
S (z)Z − 3S (z)Z + 2S (z) = 1
2
⇒ S (z){Z − 3Z + 2} = 1
1 1 α1 α2
⇒ S (z) = 2
= = +
{z −3z+2} (z−2)(z−1) z−2 z−1
1 1
⇒ S (z) = −
z−2 z−1
−1 1 −1 1
S (n) = Z [ ] − Z [ ]
Z −2 Z −1
Example 2
Find the system function H(z) and unit sample response h(n) of the system whose
difference equation is described as under
1
y(n) = y(n − 1) + 2x(n)
2
where, y(n) and x(n) are the output and input of the system, respectively.
1 −1
y(z) = Z Y (Z ) + 2X(z)
2
1 −1
= Y (Z )[1 − Z ] = 2X(Z )
2
Y (Z ) 2
= H (Z ) = =
1 −1
X(Z ) [1− Z ]
2
1 n
h(n) = 2( ) U (n)
2
Example 3
Determine Y(z),n≥0 in the following case −
1 1
y(n) + y(n − 1) − y(n − 2) = 0 given y(−1) = y(−2) = 1
2 4
Page 54 of 78
1 −1 1 −2 −1
Y (Z ) + [Z Y (Z ) + Y (−1)] − [Z Y (Z ) + Z Y (−1)
2 4
+ 4(−2)] = 0
1 1 1 1 1
⇒ Y (Z ) + Y (Z ) + − Y (Z ) − − = 0
2Z 2 2 4Z 4
4Z
1 1 1 1
⇒ Y (Z )[1 + − ] = −
2Z 2 4Z 2
4Z
2
4Z +2Z −1 1−2Z
⇒ Y (Z )[ ] =
2 4Z
4Z
Z (1−2Z )
⇒ Y (Z ) =
2
4Z +2Z −1
X (jω) in continuous F.T, is a continuous function of x(n). However, DFT deals with
representing x(n) with samples of its spectrum X(ω). Hence, this mathematical tool
carries much importance computationally in convenient representation. Both, periodic
and non-periodic sequences can be processed through this tool. The periodic sequences
need to be sampled by extending the period to infinity.
Similarly, periodic sequences can fit to this tool by extending the period N to infinity.
∞ −jwn
X(ω) = ∑ x(n)e X(K δω)
n=−∞
Now evaluating,
2π
ω = k
N
∞
...eq(2)
2π −j2πnk/N
X( k) = ∑ x(n)e ,
N n=−∞
where k=0,1,N-1
N −1 ∞
...eq(3)
2π −j2πnk/N
X( k) = ∑ [ ∑ x(n − N l)]e
N
n=0 l=−∞
∞
∑ x(n − N l) = xp (n) = a periodic f unction of period N
l=−∞
N −1 j2πnk/N
and its f ourier series = ∑ Ck e
k=0
N −1
k=0,1,,N-1 ...eq(4)
1 −j2πnk/N
Ck = ∑ xp (n)e
N n=0
k=0,1,,N-1 ...eq(5)
2π
N C k = X( k)
N
...eq(6)
2π jw −j2πnk/N
N C k = X( k) = X(e ) = ∑ xp (n)e
N
n=−∞
N −1 N −1
1 2π
...eq(7)
1 j2πnk/N j2πnk/N
xp (n) = ∑ N Ck e = ∑ X( k)e
N
N N
k=0 k=0
Where n=0,1,,N-1
Here, we got the periodic signal from X(ω). x(n) can be extracted from xp (n) only, if
there is no aliasing in the time domain. N ≥ L
xp (n), 0 ≤ n ≤ N − 1
x(n) = {
0, Otherwise
Properties of DFT
Linearity
Page 56 of 78
It states that the DFT of a combination of signals is equal to the sum of DFT of individual
signals. Let us take two signals x1(n) and x2(n), whose DFT s are X1(ω) and X2(ω)
respectively. So, if
Symmetry
The symmetry properties of DFT can be derived in a similar way as we derived DTFT
symmetry properties. We know that DFT of sequence x(n) is denoted by X(K). Now, if
x(n) and X(K) are complex valued sequence, then it can be represented as under
And X(K ) = X R (K ) + jX 1 (K ), 0 ≤ K ≤ N − 1
Duality Property
Let us consider a signal x(n), whose DFT is given as X(K). Let the finite duration
sequence be X(N). Then according to duality theorem,
So, by using this theorem if we know DFT, we can easily find the finite duration
sequence.
Suppose, there is a signal x(n), whose DFT is also known to us as X(K). Now, if the
complex conjugate of the signal is given as x*(n), then we can easily find the DFT
without doing much calculation by using the theorem shown below.
The multiplication of the sequence x(n) with the complex exponential sequence ej2Πkn/N
is equivalent to the circular shift of the DFT by L units in frequency. This is the dual to
the circular time shifting property.
Page 57 of 78
Then, x(n)e
j2ΠK n/N
⟷ X((K − L))N
Parsevals Theorem
For complex valued sequences x(n) and y(n), in general
N −1 N −1
Then, ∗ 1 ∗
∑ x(n)y (n) = ∑ X(K )Y (K )
n=0 N k=0
Therefore,
∞ ∞
2π −j2πnk
jω −jωn
N C k = X( k) = X(e ) = ∑ x(n)e N = ∑ x(n)e
N
n=−∞ n=−∞
∞
We know that, X(e
jω
) = ∑
n=−∞
x(n)e
−jωn
Where, X(e
jω
) is continuous and periodic in ω and with period 2π. eq(1)
Now,
N −1
xp (n) = ∑
k=0
N Ck e
j2πnk/N
From Fourier series
1 N −1 j2πnk/N 2π
xp (n) = ∑ N Ck e ×
2π k=0 N
2π
eq(2)
1 jω jωn
x(n) = ∫ X(e )e dω
2π n=0
Page 58 of 78
Symbolically,
x(n) ⟺ x(e
jω
) (The Fourier Transform pair)
Necessary and sufficient condition for existence of Discrete Time Fourier Transform for a
non-periodic sequence x(n) is absolute summable.
∞
i.e.∑n=−∞ |x(n)| < ∞
Properties of DTFT
Frequency shifting − e
jω0 n
x(n) ⇔ X(e
j(ω−ω0 )
)
Co-relation − yx
1 ×x 2
(l) ⇔ X 1 (e
jω
) × X 2 (e
jω
)
Modulation theorem −
1 j(ω+ω0 jw
x(n) cos ω 0 n = [ X 1 (e ) ∗ X 2 (e )
2
Symmetry − ∗
x (n) ⇔ X (e
∗ −jω
) ;
∗
x (−n) ⇔ X (e
∗ jω
) ;
Real[x(n)] ⇔ X even (e
jω
) ;
I mag[x(n)] ⇔ X odd (e
jω
) ;
xeven (n) ⇔ Real[x(e
jω
)] ;
xodd (n) ⇔ I mag[x(e
jω
)] ;
∞ 2 π 2
Parsevals theorem −
1 jω
∑ |x1 (n)| = ∫ | X 1 (e )| dω
−∞ 2π −π
Earlier, we studied sampling in frequency domain. With that basic knowledge, we sample
) in frequency domain, so that a convenient digital analysis can be done from that
jω
X(e
sampled data. Hence, DFT is sampled in both time and frequency domain. With the
assumption x(n) = xp (n)
N −1
j2πnk
, k=0,1,.,N1 eq(3)
2π −
X(k) = DF T [x(n)] = X( k) = ∑ x(n)e N
N
n=0
j2πnk
N −1
, n=0,1,.,N1 eq(4)
1
X(n) = I DF T [X(k)] = ∑ X(k)e N
N k=0
∴ x(n) ⇔ X(k)
Twiddle Factor
It is denoted as WN and defined as WN = e
−j2π/N
. Its magnitude is always maintained
at unity. Phase of WN = −2π/N . It is a vector on unit circle and is used for
computational convenience. Mathematically, it can be shown as −
r r±N r±2N
W = W = W =. . .
N N N
1 9 17 33 1 1 π
W = W = W =. . . =. . . = W =. . . = = j = 1∠ −
8 8 8 8 4
√2 √2
Linear Transformation
Let us understand Linear Transformation −
We know that,
2π N −1 −nk
DF T (k) = DF T [x(n)] = X( k) = ∑ x(n). Wn ;
N n=0
k = 0, 1, . , N 1
1 N −1 −nk
x(n) = I DF T [X(k)] = ∑ X(k). W ; n = 0, 1, . , N 1
N k=0 N
Note − Computation of DFT can be performed with N2 complex multiplication and N(N-
1) complex addition.
x(0)
⎡ ⎤
⎢ x(1) ⎥
⎢ ⎥
⎢ ⎥
xN = . N point vector of signal xN
⎢ ⎥
⎢ ⎥
⎢ . ⎥
⎣ ⎦
x(N − 1)
X(0)
⎡ ⎤
⎢ X(1) ⎥
⎢ ⎥
⎢ ⎥
XN = . N point vector of signal XN
⎢ ⎥
⎢ ⎥
⎢ . ⎥
⎣ ⎦
X(N − 1)
Page 60 of 78
1 1 1 ... ... 1
⎡ ⎤
2 N −1
⎢1 WN W ... ... W ⎥
⎢ N N ⎥
⎢ 2(N −1)
⎥
⎢ 2 4 ⎥
. W W ... ... W
⎢ N N N ⎥
⎢ ⎥
⎢ . ⎥
⎢ ⎥
−1
N ow, xN = W XN
N
1
∗
xN = W XN
N
N
From periodic property of WN and from its symmetric property, it can be concluded that,
k+N /2 k
W = −W
N N
Circular Symmetry
N-point DFT of a finite duration x(n) of length N≤L, is equivalent to the N-point DFT of
∞
periodic extension of x(n), i.e. xp (n) of period N. and xp (n) = ∑l=−∞ x(n − N l) .
Now, if we shift the sequence, which is a periodic sequence by k units to the right,
another periodic sequence is obtained. This is known as Circular shift and this is given
by,
′
xp (n) = xp (n − k) = ∑ x(n − k − N l)
l=−∞
′
′
xp (n), 0 ≤ n ≤ N − 1
xp (n) = {
0 Otherwise
′
xp (n) = x(n − k, modulo N ) ≡ x((n − k))N ; ex − if k = 2i. e 2
i. e. xp (n) = xp (−n) = xp (N − n)
Conjugate even − ∗
xp (n) = xp (N − n)
Conjugate odd − ∗
xp (n) = −xp (N − n)
1 ∗
xpe (n) = [xp (n) + xp (N − n)]
2
1 ∗
xpo (n) = [xp (n) − xp (N − n)]
2
X R (k) = X R (N − k)
X l (k) = −X l (N − k)
∠X(k) = −∠X(N − K )
Time reversal − reversing sample about the 0th sample. This is given as;
− 1
N −1
j2Πkn
X 1 (K ) = ∑ x1 (n)e N k = 0, 1, 2...N − 1
n=0
N −1
j2Πkn
X 2 (K ) = ∑ x2 (n)e N k = 0, 1, 2...N − 1
n=0
Now, we will try to find the DFT of another sequence x3(n), which is given as X3(K)
X 3 (K ) = X 1 (K ) × X 2 (K )
N −1
j2Πkn
1
x3 (n) = ∑ X 3 (K )e N
N
n=0
Page 63 of 78
N −1
m=0
Let x1 (n) and x2 (n) be two given sequences. The steps followed for circular convolution
of x1 (n) and x2 (n) are
Take two concentric circles. Plot N samples of x1 (n) on the circumference of the
outer circle (maintaining equal distance successive points) in anti-clockwise
direction.
For plotting x2 (n), plot N samples of x2 (n) in clockwise direction on the inner
circle, starting sample placed at the same point as 0th sample of x1 (n)
Multiply corresponding samples on the two circles and add them to get output.
One of the given sequences is repeated via circular shift of one sample at a time
to form a N X N matrix.
Page 64 of 78
The problem in this frequency domain approach is that Y (ω), X(ω) and H (ω) are
continuous function of , which is not fruitful for digital computation on computers.
However, DFT provides sampled version of these waveforms to solve the purpose.
The advantage is that, having knowledge of faster DFT techniques likes of FFT, a
computationally higher efficient algorithm can be developed for digital computer
computation in comparison with time domain approach.
x(n)y(n)
M −1
k=0
From the convolution analysis, it is clear that, the duration of y(n) is L+M1.
In frequency domain,
DF T size = N ≥ L + M − 1
With k,
2π
ω =
N
Where, X(k) and H(k) are N-point DFTs of x(n) and h(n) respectively. x(n)&h(n) are
padded with zeros up to the length N. It will not distort the continuous spectra X(ω) and
H (ω). Since N ≥ L + M − 1, N-point DFT of output sequence y(n) is sufficient to
represent y(n) in frequency domain and these facts infer that the multiplication of N-
Page 65 of 78
point DFTs of X(k) and H(k), followed by the computation of N-point IDFT must yield
y(n).
This implies, N-point circular convolution of x(n) and H(n) with zero padding, equals to
linear convolution of x(n) and h(n).
The successive blocks are then processed one at a time and the results are combined to
produce the net result.
As the convolution is performed by dividing the long input sequence into different fixed
size sections, it is called sectioned convolution. A long input sequence is segmented to
fixed size blocks, prior to FIR filter processing.
Overlap-save method
Overlap-add method
Let the length of input data block = N = L+M-1. Therefore, DFT and IDFT length = N.
Each data block carries M-1 data points of previous block followed by L new data points
to form a data sequence of length N = L+M-1.
By appending (L-1) zeros, the impulse response of FIR filter is increased in length
and N point DFT is calculated and stored.
Page 66 of 78
Multiplication of two N-point DFTs H(k) and Xm(k) : Y′m(k) = H(k).Xm(k), where
K=0,1,2,N-1
First M-1 points are corrupted due to aliasing and hence, they are discarded
because the data record is of length N.
To avoid aliasing, the last M-1 elements of each data record are saved and these
points carry forward to the subsequent record and become 1st M-1 elements.
Result of IDFT, where first M-1 Points are avoided, to nullify aliasing and
remaining L points constitute desired result as that of a linear convolution.
Let the input data block size be L. Therefore, the size of DFT and IDFT: N = L+M-1
IDFT [Ym(k)] produces blocks of length N which are not affected by aliasing as
the size of DFT is N = L+M-1 and increased lengths of the sequences to N-points
Page 67 of 78
Last M-1 points of each block must be overlapped and added to first M-1 points of
the succeeding block.
(reason: Each data block terminates with M-1 zeros)
Hence, this method is known Overlap-add method. Thus, we get −
y(n) = {y1(0), y1(1), y1(2), ... .., y1(L-1), y1(L)+y2(0), y1(L+1)+y2(1), ... ... ..,
y1(N-1)+y2(M-1),y2(M), ... ... ... ... ... }
Suppose, we try to find out an orthogonal transformation which has NN structure that
expressed a real sequence x(n) as a linear combination of cosine sequence. We already
know that −
N −1
2Πkn
X(K ) = ∑ x(n)cos 0 ≤ k ≤ N − 1
N
n=0
N −1
And
1 2Πkn
x(n) = ∑ x(k)cos 0 ≤ k ≤ N − 1
N k=0 N
DCT is, basically, used in image and speech processing. It is also used in compression of
images and speech signals.
2N −1 nk
DF T [s(n)] = S (k) = ∑ s(n)W , where 0 ≤ k ≤ 2N − 1
n=0 2N
N −1 2N −1
nk nk
S (k) = ∑ x(n)W + ∑ x(2N − n − 1)W ; where
2N 2N
n=0 n=N
0 ≤ k ≤ 2N − 1
0 ≤ k ≤ 2N − 1
2
N −1 π 1
⇒ S (k) = W ∑ x(n) cos[ (n + )k]; where 0 ≤ k ≤ 2N − 1
2N n=0 N 2
N −1 π 1
V (k) = 2 ∑ x(n) cos[ (n + )k] where 0 ≤ k ≤ N − 1
n=0 2 2
k k
2 2
⇒ V (k) = W S (k) or S (k) = W V (k), where 0 ≤ k ≤ N − 1
2N 2N
2
N −1 nk
⇒ V (k) = 2R[W ∑ x(n)W ], where 0 ≤ k ≤ N − 1
2N n=0 2N
Example 1
n
∞ π
2
1 2
Solution −
jω
∑ |x1 (n)| = ∫ | X 1 (e )| dω
2π −π
−∞
∞
2
L.H.S ∑ |x1 (n)|
−∞
∗
= ∑ x(n)x (n)
−∞
∞
1 1 16
2n
= ∑( ) u(n) = =
1
4 1 − 15
−∞ 16
R.H.S. jω 1 1
X(e ) = =
1 1−0.25 cos ω+j0.25 sin ω
1− e−jω
4
∗ jω 1
⟺ X (e ) =
1−0.25 cos ω−j0.25 sin ω
Calculating, X(e
jω
). X (e
∗ jω
)
1 1
= =
2 2 1.0625−0.5 cos ω
(1−0.25 cos ω) +(0.25 sin ω)
1 π 1
∫ dω
2π −π 1.0625−0.5 cos ω
1 π 1
∫ dω = 16/15
2π −π 1.0625−0.5 cos ω
Example 2
Compute the N-point DFT of x(n) = 3δ(n)
N −1
j2Πkn
X(K ) = ∑ x(n)e N
n=0
N −1
j2Πkn
= ∑ 3δ(n)e N
n=0
0
= 3δ(0) × e = 1
Example 3
Compute the N-point DFT of x(n) = 7(n − n0 )
N −1
j2Πkn
X(K ) = ∑ x(n)e N
n=0
N −1
j2Πkn
−
∑ 7δ(n − n0 )e N
n=0
= e
−kj14Πkn0 /N
Ans
The main advantage of having FFT is that through it, we can design the FIR filters.
Mathematically, the FFT can be written as follows;
N −1
nk
x[K ] = ∑ x[n]W
N
n=0
Let us take an example to understand it better. We have considered eight points named
from x0 to x7 . We will choose the even terms in one group and the odd terms in the
other. Diagrammatic view of the above said has been shown below −
Page 70 of 78
Here, points x0, x2, x4 and x6 have been grouped into one category and similarly, points
x1, x3, x5 and x7 has been put into another category. Now, we can further make them in
a group of two and can proceed with the computation. Now, let us see how these
breaking into further two is helping in computation.
N N
−1 −1
2 2
2rk (2r+1)k
x[k] = ∑ x[2r]W + ∑ x[2r + 1]W
N N
r=0 r=0
N N
−1 −1
2 rk 2 rk k
= ∑ x[2r]W + ∑ x[2r + 1]W × W
r=0 N /2 r=0 N /2 N
k
= G[k] + H [k] × W
N
Initially, we took an eight-point sequence, but later we broke that one into two parts
G[k] and H[k]. G[k] stands for the even part whereas H[k] stands for the odd part. If we
want to realize it through a diagram, then it can be shown as below −
Page 71 of 78
4
W = −1
8
5 1
W = −W
8 8
6 2
W = −W
8 8
7 3
W = −W
8 8
1
G[1] − W H [1] = x[5]
8
2
G[2] − W H [2] = x[6]
8
3
G[1] − W H [3] = x[7]
8
The above one is a periodic series. The disadvantage of this system is that K cannot be
broken beyond 4 point. Now Let us break down the above into further. We will get the
structures something like this
Page 72 of 78
Example
In this structure, we represent all the points in binary format i.e. in 0 and 1. Then, we
reverse those structures. The sequence we get after that is known as bit reversal
sequence. This is also known as decimation in time sequence. In-place computation of
an eight-point DFT is shown in a tabular format as shown below −
0 000 000 0
1 001 100 4
2 010 010 2
3 011 110 6
4 100 001 1
5 101 101 5
6 110 011 3
7 111 111 7
Let the sequence be x[0], x[1], x[2], x[3], x[4], x[5], x[6], x[7]. We will group two points
into one group, initially. Mathematically, this sequence can be written as;
Page 74 of 78
N −1
n−k
x[k] = ∑ x[n]W
N
n=0
Now let us make one group of sequence number 0 to 3 and another group of sequence 4
to 7. Now, mathematically this can be shown as;
N
−1
2 N −1
nk nk
∑ x[n]W + ∑ x[n]W
N N
n=0 n=N /2
N
−1
2
nr
∑ x[r]W
N /2
n=0
We take the first four points (x[0], x[1], x[2], x[3]) initially, and try to represent them
mathematically as follows −
3 nk 3 (n+4)k
∑ x[n]W + ∑ x[n + 4]W
n=0 8 n=0 8
3 3 (4)k nk
= {∑ x[n] + ∑ x[n + 4]W } × W
n=0 n=0 8 8
3
now X[0] = ∑
n=0
(X[n] + X[n + 4])
3 nk
X[1] = ∑ (X[n] + X[n + 4])W
n=0 8
1 2
= [X[0] − X[4] + (X[1] − X[5])W + (X[2] − X[6])W
8 8
3
+ (X[3] − X[7])W
8
We can further break it into two more parts, which means instead of breaking them as 4-
point sequence, we can break them into 2-point sequence.
While doing computer designing, we break the whole continuous graph figures into
discrete values. Within certain limits, we break it into either 64, 256 or 512 (and so on)
number of parts having discrete magnitudes.
In the above example, we have taken limits between -π to +π. We have divided it into
256 parts. The points can be represented as H(0), H(1),.up to H(256). Here, we apply
IDFT algorithm and this will give us linear phase characteristics.
Sometimes, we may be interested in some particular order of filter. Let us say we want
to realize the above given design through 9th order filter. So, we take filter values as h0,
h1, h2.h9. Mathematically, it can be shown as below
For example, in the above figure, there is a sudden drop of slopping between the points
B and C. So, we try to take more discrete values at this point, but there is a constant
slope between point C and D. There we take less number of discrete values.
Similarly,
⎢ . ⎥ ⎢ . . ⎥⎢ . ⎥
⎢ ⎥ = ⎢ ⎥
⎢ ⎥ ⎢ ⎥⎢ ⎥
⎢ . ⎥ ⎢ . . ⎥⎢ . ⎥
^ T −1 T
h = [A A] A B
∗T −1 ∗T
= [A A] A B
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