Introduction

Digital Signal Processing, Fall 2006
Lecture 1: Introduction,
Discrete-time signals and systems
Zheng-Hua Tan
Department of Electronic Systems
Aalborg University, Denmark
zt@kom.aau.dk
Digital Signal Processing, I, Zheng-Hua Tan, 2006
Part I: Introduction
Introduction (Course overview)

Discrete-time signals
Discrete-time systems
Linear time-invariant systems
General information
Course website
http://kom.aau.dk/~zt/cources/DSP/
Textbook:
Oppenheim, A.V., Schafer, R.W, "Discrete-Time Signal

Processing", 2nd Edition, Prentice-Hall, 1999.
Readings:
Steven W. Smith, The Scientist and Engineer's Guide to

Digital Signal Processing, California Technical Publishing,
1997. http://www.dspguide.com/pdfbook.htm (You can
download the entire book!)
Kermit Sigmon, "Matlab Primer", Third Edition, Department
of Mathematics, University of Florida.
V.K. Ingle and J.G. Proakis, "Digital Signal Processing
using MATLAB", Bookware Companion Series, 2000.
General information
Duration
2 ECTS (10 Lectures)
Prerequisites:
Background in advanced calculus including complex

variables, Laplace- and Fourier transforms.
Course type:
Study programme course (SE-course) , meaning a written

exam at the end of the semester!
Lecturer:
Associate Professor, PhD, Zheng-Hua Tan

Niels Jernes Vej 12, A6-319
zt@kom.aau.dk, +45 9635-8686
4
Course at a glance
MM1
Discrete-time
signals and systems
MM2
Fourier-domain
representation
Sampling and
reconstruction
System
System
structures
System
analysis
MM6
MM5
Filter
MM4
z-transform
MM3
5
DFT/FFT
Filter structures
MM9,MM10
MM7
Filter design
MM8
Course objectives (Part I)
To give the students a comprehension of the

concepts of discrete-time signals and
systems
Z- and the Fourier transform and their inverse
relation between digital filters, difference
equations and system functions
To give the students knowledge about the
most important issues in sampling and
reconstruction
Course objectives (Part II)
To make the students able to apply digital

filters according to known filter specifications
To provide the knowledge about the
principles behind the discrete Fourier
transform (DFT) and its fast computation
To make the students able to apply Fourier
analysis of stochastic signals using the DFT
To be able to apply the MATLAB program to
digital processing problems and
presentations
What is a signal ?
A flow of information.
(mathematically represented as) a function of
independent variables such as time (e.g.
speech signal), position (e.g. image), etc.
A common convention is to refer to the
independent variable as time, although may
in fact not.
Example signals
Speech: 1-Dimension signal as a function of

time s(t);.
Grey-scale image: 2-Dimension signal as a
function of space i(x,y)
Video: 3 x 3-Dimension signal as a function
of space and time {r(x,y,t), g(x,y,t), b(x,y,t)} .
Types of signals
The independent variable may be either continuous

or discrete
The signal amplitude may be either continuous or

discrete
10
Continuous-time signals
Discrete-time signals are defined at discrete times and
represented as sequences of numbers
Analog signals: both time and amplitude are continuous

Digital signals: both are discrete
Computers and other digital devices are restricted to

discrete time
Signal processing systems classification follows the
same lines
Types of signals
From http://www.ece.rochester.edu/courses/ECE446
11
Digital signal processing
12
Modifying and analyzing information with

computers so being measured as
sequences of numbers.
Representation, transformation and
manipulation of signals and information they
contain
Basic sequences
Unit sample sequence (discrete-time impulse,
impulse)
0,
1,
[ n] =
n 0,
n = 0,
Any sequence can be represented as a sum of

scaled, delayed impulses
x[n] = a 3 [n + 3] + a 2 [n + 3] + ... + a5 [n 5]
More generally
x[k ] [n k ]
x[n] =
k =
21
Unit step sequence
Defined as
1,
u[n] =
0,
n 0,
n < 0,
Related to the impulse by

u[n] = [ n] + [ n 1] + [n 2] + ...
or
u[n] =
Conversely,
k =
k =0
u[k ] [n k ] = [n k ]
[n] = u[n] u[n 1]

22
11
Sinusoidal sequences
x[n] = A cos( 0 n + ),
for all n
with A and real constants.

n
The A with complex has real and imaginary
parts that are exponentially weighted sinusoids.
If =| | e j0 and A =| A | e j , then
x[n] = A n =| A | e j | |n e j0 n
=| A || |n e j (0 n + )
=| A || |n cos( 0 n + ) + j | A || |n sin( 0 n + )
25
Complex exponential sequence

When | |= 1,
x[n] =| A | e j (0 n + ) =| A | cos( 0 n + ) + j | A | sin( 0 n + )
26
By analogy with the continuous-time case, the

quantity 0 is called the frequency of the complex
sinusoid or complex exponential and is call the
phase.
n is always an integer differences between
discrete-time and continuous-time
13
An important difference frequency range
Consider a frequency ( 0 + 2 )
x[n] = Ae j (0 + 2 ) n = Ae j0 n e j 2n = Ae j0 n
More generally ( 0 + 2r ), r being an integer,
x[n] = Ae j (0 + 2r ) n = Ae j0 n e j 2rn = Ae j0 n
Same for sinusoidal sequences
x[n] = A cos[(0 + 2r )n + ] = A cos( 0 n + )
So, only consider frequencies in an interval of 2

such as
< 0 or 0 0 < 2
27
Another important difference periodicity
In the continuous-time case, a sinusoidal signal and

a complex exponential signal are both periodic.
In the discrete-time case, a periodic sequence is
defined as
x[n] = x[n + N ],
for all n
where the period N is necessarily an integer.

For sinusoid,
A cos( 0 n + ) = A cos(0 n + 0 N + )
which requires that 0 N = 2k or N = 2k / 0

where k is an integer.
28
14
Same for complex exponential sequence

e j0 ( n + N ) = e j0 n ,
which is true only for 0 N = 2k

So, complex exponential and sinusoidal sequences
are not necessarily periodic in n with period (2 / 0 )

and, depending on the value of 0 , may not be periodic at
all.
Consider
x1[n] = cos(n / 4),
x2 [n] = cos(3n / 8),
with a period of N = 8
Increasing frequency increasing period!

29
Another important difference frequency
For a continuous-time sinusoidal signal

x(t ) = A cos( 0t + ),
as 0 increases, x(t ) oscillates more and more rapidly
For the discrete-time sinusoidal signal
x[n] = A cos(0 n + ),
as 0 increases from 0 towards , x[n] oscillates more and more rapidly
as 0 increases from towards 2 , the oscillations become slower.
30
15
Basic sequences
Unit sample sequence (discrete-time impulse,
impulse)
0,
1,
[ n] =
n 0,
n = 0,
Any sequence can be represented as a sum of

scaled, delayed impulses
x[n] = a 3 [n + 3] + a 2 [n + 3] + ... + a5 [n 5]
More generally
x[k ] [n k ]
x[n] =
k =
21
Unit step sequence
Defined as
1,
u[n] =
0,
n 0,
n < 0,
Related to the impulse by

u[n] = [ n] + [ n 1] + [n 2] + ...
or
u[n] =
Conversely,
k =
k =0
u[k ] [n k ] = [n k ]
[n] = u[n] u[n 1]

22
11
A transformation or operator that maps input into
output
y[n] = T {x[n]}
x[n]
y[n]
T{.}
Examples:
The ideal delay system
y[n] = x[n nd ],
A memoryless system
y[n] = ( x[n]) 2 ,
33
< n <
< n <
Linear systems
A system is linear if and only if
additivity property
T {x1[n] + x2 [n]} = T {x1[n]} + T {x2 [n]} = y1[n] + y 2 [n]

and
T {ax[n]} = aT {x[n]} = ay[n]
scaling property
where a is an arbitrary constant
Combined into superposition
T {ax1[n] + bx2 [n]} = aT {x1[n]} + aT {x2 [n]} = ay1[n] + ay 2 [n]
34
Example 2.6, 2.7 pp. 19

17
Sinusoidal sequences
x[n] = A cos( 0 n + ),
for all n
with A and real constants.

n
The A with complex has real and imaginary
parts that are exponentially weighted sinusoids.
If =| | e j0 and A =| A | e j , then
x[n] = A n =| A | e j | |n e j0 n
=| A || |n e j (0 n + )
=| A || |n cos( 0 n + ) + j | A || |n sin( 0 n + )
25
Complex exponential sequence

When | |= 1,
x[n] =| A | e j (0 n + ) =| A | cos( 0 n + ) + j | A | sin( 0 n + )
26
By analogy with the continuous-time case, the

quantity 0 is called the frequency of the complex
sinusoid or complex exponential and is call the
phase.
n is always an integer differences between
discrete-time and continuous-time
13
An important difference frequency range
Consider a frequency ( 0 + 2 )
x[n] = Ae j (0 + 2 ) n = Ae j0 n e j 2n = Ae j0 n
More generally ( 0 + 2r ), r being an integer,
x[n] = Ae j (0 + 2r ) n = Ae j0 n e j 2rn = Ae j0 n
Same for sinusoidal sequences
x[n] = A cos[(0 + 2r )n + ] = A cos( 0 n + )
So, only consider frequencies in an interval of 2

such as
< 0 or 0 0 < 2
27
In the continuous-time case, a sinusoidal signal and

a complex exponential signal are both periodic.
In the discrete-time case, a periodic sequence is
defined as
x[n] = x[n + N ],
for all n
where the period N is necessarily an integer.

For sinusoid,
A cos( 0 n + ) = A cos(0 n + 0 N + )
which requires that 0 N = 2k or N = 2k / 0

where k is an integer.
28
14
Same for complex exponential sequence

e j0 ( n + N ) = e j0 n ,
which is true only for 0 N = 2k

So, complex exponential and sinusoidal sequences
are not necessarily periodic in n with period (2 / 0 )

and, depending on the value of 0 , may not be periodic at
all.
Consider
x1[n] = cos(n / 4),
x2 [n] = cos(3n / 8),
Increasing frequency increasing period!

29
Another important difference frequency
For a continuous-time sinusoidal signal

x(t ) = A cos( 0t + ),
as 0 increases, x(t ) oscillates more and more rapidly
For the discrete-time sinusoidal signal
x[n] = A cos(0 n + ),
as 0 increases from 0 towards , x[n] oscillates more and more rapidly
as 0 increases from towards 2 , the oscillations become slower.
30
15
Frequency
31
Part II: Discrete-time systems
32
Introduction
16
A transformation or operator that maps input into
output
y[n] = T {x[n]}
x[n]
y[n]
T{.}
Examples:
The ideal delay system
y[n] = x[n nd ],
A memoryless system
y[n] = ( x[n]) 2 ,
33
< n <
< n <
Linear systems
A system is linear if and only if
additivity property
T {x1[n] + x2 [n]} = T {x1[n]} + T {x2 [n]} = y1[n] + y 2 [n]

and
T {ax[n]} = aT {x[n]} = ay[n]
scaling property
where a is an arbitrary constant
Combined into superposition
T {ax1[n] + bx2 [n]} = aT {x1[n]} + aT {x2 [n]} = ay1[n] + ay 2 [n]
34
Example 2.6, 2.7 pp. 19

17
Time-invariant systems
For which a time shift or delay of the input sequence

causes a corresponding shift in the output sequence.
x1[n] = x[n n0 ] y1[n] = y[n n0 ]
Example 2.8 pp. 20
35
Causality
The output sequence value at the index n=n0

depends only on the input sequence values for
n<=n0.
Example
36
y[n] = x[n nd ],
< n <
Causal for nd>=0

Noncausal for nd<0
18
Stability
A system is stable in the BIBO sense if and only if

every bounded input sequence produces a
bounded output sequence.
Example
y[n] = ( x[n]) 2 ,
< n <
stable
37
Part III: Linear time-invariant systems
38
Course overview
19
Important due to convenient representations and

significant applications
A linear system is completely characterised by its
impulse response
y[n] = T {x[ n]} = T { x[k ] [n k ]}

k =
x[k ]T { [n k ]} =
k =
x[k ]h [n]
k =
Time invariance hk [n] = h[n k ]

y[n] =
x[k ]h[n k ]
k =
= x[n] * h[n]
39
Convolution sum
Forming the sequence h[n-k]
40
20
Computation of the convolution sum
y[n] = x[n] * h[n] =
x[k ]h[n k ]
k =
Obtain the sequence h[n-k]
41
Reflecting h[k] about the origin to get h[-k]

Shifting the origin of the reflected sequence to k=n
Multiply x[k] and h[n-k] for < k <

Sum the products to compute the output
sample y[n]
Computing a discrete convolution

Example 2.13 pp.26
Impulse response
h[n] = u[n] u[n N ]
1, 0 n N 1,
=
0, otherwise.
input
x[n] = a n u[n]
0,
n < 0,
1 a n +1
,
0 n N 1,
y[n] =
1 a
N
a n N +1 (1 a ), N 1 < n.
1 a
42
21
Properties of LTI systems
Defined by discrete-time convolution
Commutative
Linear
x[n] * h[n] = h[n] * x[n]

x[n] * (h1[n] + h2 [n]) = x[n] * h1[n] + x[n] * h2 [n]
Cascade connection (Fig. 2.11 pp.29)
h[n] = h1[n] * h2 [n]
Parallel connection (Fig. 2.12 pp.30)
h[n] = h1[n] + h2 [n]

43
Properties of LTI systems
Defined by the impulse response
Stable
S=
| h[k ] |<
k =
Causality
h[n] = 0,
44
n<0
22
MATLAB
An interactive, matrix-based system for

numeric computation and visualization
Kermit Sigmon, "Matlab Primer", Third

Edition, Department of Mathematics,
University of Florida.
Matlab Help (>> doc)
45
Summary
46
Course overview
Matlab functions for the exercises in this
lecture are available at
http://kom.aau.dk/~zt/cources/DSP_E/MM1/
Thanks Borge Lindberg for providing the
functions.
23

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Digital Signal Processing, Fall 2006

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Introduction (Course overview)

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Oppenheim, A.V., Schafer, R.W, "Discrete-Time Signal

Steven W. Smith, The Scientist and Engineer's Guide to

2 ECTS (10 Lectures)

Background in advanced calculus including complex

Study programme course (SE-course) , meaning a written

Associate Professor, PhD, Zheng-Hua Tan

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Course objectives (Part I)

To give the students a comprehension of the

Course objectives (Part II)

To make the students able to apply digital

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Speech: 1-Dimension signal as a function of

Digital Signal Processing, I, Zheng-Hua Tan, 2006

The independent variable may be either continuous

The signal amplitude may be either continuous or

Analog signals: both time and amplitude are continuous

Computers and other digital devices are restricted to

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Digital signal processing

Modifying and analyzing information with

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Any sequence can be represented as a sum of

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Unit step sequence

Related to the impulse by

[n] = u[n] u[n 1]

Digital Signal Processing, I, Zheng-Hua Tan, 2006

with A and real constants.

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Complex exponential sequence

By analogy with the continuous-time case, the

Digital Signal Processing, I, Zheng-Hua Tan, 2006

An important difference frequency range

More generally ( 0 + 2r ), r being an integer,

Same for sinusoidal sequences

x[n] = A cos[(0 + 2r )n + ] = A cos( 0 n + )

So, only consider frequencies in an interval of 2

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Another important difference periodicity

In the continuous-time case, a sinusoidal signal and

where the period N is necessarily an integer.

which requires that 0 N = 2k or N = 2k / 0

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Another important difference periodicity

Same for complex exponential sequence

which is true only for 0 N = 2k

are not necessarily periodic in n with period (2 / 0 )

x1[n] = cos(n / 4),

x2 [n] = cos(3n / 8),

Increasing frequency increasing period!

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Another important difference frequency

For a continuous-time sinusoidal signal

as 0 increases, x(t ) oscillates more and more rapidly

For the discrete-time sinusoidal signal

Digital Signal Processing, I, Zheng-Hua Tan, 2006

Any sequence can be represented as a sum of

Digital Signal Processing, I, Zheng-Hua Tan, 2006