DSP

LTI SYSTEMS
Systems
Again a generalized definition to any term which
covers a wide spectrum of areas is difficult to
give. So is the case with a system.
However let us try.
A system is a medium which relates an input to
an output, in other words a cause effect relation.
An electrical signal passes through a system and
the same signal comes out with an increased
amplitude. The system we are talking about is an
amplifier

Systems contd
Obviously there is no purpose in using a system
which does nothing to its input, or is there,
A channel is a system whose purpose is to
provide a path for the exchange of signals
without affecting them.
The representation in the figure below is
generally called the black box representation of a
system. The input X enters the black box a
process F is performed and output Y is
generated.
F(x(t))
x(t)
y(t)
System Types
System are classified based on their behavior and
can be described mathematically.
These mathematical models are an effort to
understand the physical properties, dynamics and
characteristics of the system.
Unlike a random signal we may not have a
random system, that is if it is made by us.
Systems are classified based on the kinds of
inputs that they receive and output , and more
importantly the kind of operations they perform
on them.

( ) ( ) { } t x T t y =
{ } ] [ ] [ k x T k y =
T{} y(t) x(t) T{} y[k] x[k]
Continuous-Time System
Systems operate on signals to produce new
signals or new signal representations
For a single-input one-dimensional continuous-
time system, we can represent it
As an operator

As a block diagram
( ) ( ) ( ) ( ) t x f a t x a f =
( ) ( ) ( ) ( ) ( ) ( ) ( ) t x f t x f t x t x f
2 1 2 1
+ = +
System Properties
Linearity
A system is linear if it is both
Homogeneous: If we scale the input, then the
output is scaled by the same amount:

Additive: If we add two input signals, then the
output will be the sum of their respective
outputs

Example: Identity system Linear?
( ) ( ) t x t y =
( ) ) ( T t x t y =
Examples
Ideal delay by T seconds. Linear?


Scale by a constant (a.k.a. gain block)
Two different ways to write it as a block
diagram




Linear?
T
x(t) y(t)
0
a
x(t) y(t)
( ) ) (
0
t x a t y =
0
a
x(t) y(t)
( ) ( )

=
=
1
0

N
k
k
kT t x a t y
( ) t x
T T T
E
( ) t y
0
a
1 N
a
2 N
a
1
a
Each T represents a
delay of T time units
Examples
Tapped delay line






Linear?
There are N-1 delays


( ) ( ) t x
dt
d
t y =
( ) ( ) ( ) t x
dt
d
a t x a
dt
d
=
( ) ( ) ( ) ( ) ( ) t x
dt
d
t x
dt
d
t x t x
dt
d
2 1 2 1
+ = +
Examples
Transcendental system
Answer: Nonlinear (in fact, fails both tests)
Squarer
Answer: Nonlinear (in fact, fails both tests)
Differentiation
is linear
Homogeneity test:

Additivity test:
( ) ( ) ( ) t x t y cos =
( ) ( ) t x t y
2
=
( ) -
dt
d x(t) y(t)
( ) ( )
}

=
t
du u x t y
( ) ( )
} }

=
t t
du u x a du u x a
( ) ( ) ( ) ( ) ( )
} } }

+ = +
t t t
du u x du u x du u x u x
2 1 2 1
Examples
Integration

Homogeneity test

Additivity test
Answer: Linear
Human hearing
Responds to intensity on a logarithmic scale
Answer: Nonlinear (in fact, fails both tests)
( ) dt
t

}

-
x(t) y(t)
Examples
Human Vision
Similar to hearing in that we respond to the
intensity in visual scenes on a logarithmic
scale.
Answer: Nonlinear (in fact, fails both tests)
Modulation by time
Answer: Linear
( ) t x ( ) t y
t
Examples
Amplitude Modulation (AM)
y(t) = A x(t) cos(2t f
c
t)
f
c
is the carrier frequency (frequency of radio
station)
A is a constant




Answer: Linear
A x(t)
cos(2tf
c
t)
y(t)
( ) ( )
|
|
.
|

\
|
+ =
}
t
f c
dt t x k t f A t y
0
2 cos t
Examples
Frequency Modulation (FM)
FM radio:

f
c
is the carrier frequency (frequency of radio
station)
A and k
f
are constants




Answer: Nonlinear (fails both tests)
+
k
f
x(t) A
2tf
c
t
Linear Linear Linear Nonlinear Linear
( ) t d
t
}

0
( ) cos
y(t)
Time-Invariance
A system is time-invariant if, when the input is
shifted in time, then its output is shifted by the
same amount. This must hold for all possible
shifts.
In other words, if a shift in input x(t) by t
0
causes
a shift in output y(t) by t
0
for all real-valued t
0
,
then system is time-invariant.
( ) ( ) t x t y =
( ) ( ) t t = t y t x
( )

=
=
1
0
) (
N
k
k
kT t x a t y

Examples
Identity system
Shift by t on the left-hand side and right-hand
side separately to see if they are equal.

Answer: Time-invariant

Tapped Delay Line

Answer: Time-invariant
( ) ( ) ( ) t x t y cos =
( ) ( ) t x t y
2
=
( ) ( ) t x
dt
d
t y =
( ) ( ) t t = t y t x
dt
d

Examples
Transcendental system
Answer: Time-invariant
Squarer
Answer: Time-invariant
Differentiator


Answer: Time-invariant
( ) ( ) d x t y
t
}

=
( ) ( ) ( ) t t
t
d x d x t y
t t
} }

= =

Examples
Integration



Answer: Time-invariant
Human hearing
Answer: Time-invariant
Human vision
Answer: Spatially-varying
Examples
Amplitude
Modulation
(not AM radio)

FM
radio


+
k
f
x(t) A
2tf
c
t
Time-
invariant
Time-
invariant
Time-
varying
Time-
invariant
Time-
invariant
( ) t d
t
}

0
( ) cos y(t)
A
cos(2tf
c
t)
Time-
invariant
Time-
varying
x(t) y(t)

Memoryless
A mathematical description of a system may be
memoryless, but an implementation of a system
may use memory.
( )
( ) ( )
t
t t x t x
t x
dt
d
t
A
A
=
A
lim
0
Example #1
Differentiation
A derivative computes an instantaneous rate
of change. Ideally, it does not seem to depend
on what x(t) does at other instances of t than
the instant being evaluated.
However, recall
definition of a
derivative:
What happens at points of discontinuity? We
could average left and right limits.
As a system, differentiation is not
memoryless. Any implementation of a
differentiator would need memory.
Example #2
Analog-to-digital conversion
Analog-to-digital conversion would
perform the following operations:





Lowpass filter requires memory
Quantizer is ideally memoryless, but an
implementation may not be
quantizer
lowpass
filter
Sampler
1/T
Causality
System is causal if output depends on current
and previous inputs and previous outputs
When a system works in a time domain,
causality is generally required
For images, causality is not an issue when the
entire image is available because we could
process pixels from upper left-hand corner to
lower right-hand corner, or vice-versa
Discrete Time System Properties
Let x[k], x
1
[k], and x
2
[k] be inputs to a linear
system and let y[k], y
1
[k], and y
2
[k] be their
corresponding outputs.
A linear system satisfies
Additivity: x
1
[k] + x
2
[k] y
1
[k] + y
2
[k]
Homogeneity: o x[k] o y[k] for any
constant o
Let x[k] be the input to time-invariant system
and y[k] be its corresponding output. Then,
x[k - m] y[k - m], for any integer m.
| | ( )
s
T k s k s =
( ) ( )
| |
( )

=
=
k
s
k s
s
s
sampled
T k t T k s
T
t s
1
o

s(t)
t
T
s

Sampling
Many signals originate as continuous-time
signals, e.g. conventional music or voice
By sampling a continuous-time signal at
isolated, equally-spaced points in time, we
obtain a sequence of numbers

k e {, -2, -1, 0, 1, 2,}
T
s
is the sampling period.
Sampled analog waveform
Optical
Disk
Writer
Optical
Disk
Reader
D/A A/D x(t) x(t)
CD v[k] v[k]
Recording Studio Stereo System / PC
F
s
= 44.1 kHz
T
s
= 0.023 ms
F
s
= 44.1 kHz
T
s
= 0.023 ms
Sampling
Consider audio compact discs (CDs)




Analog-to-digital (A/D) conversion consists of
filtering, sampling, and quantization
Digital-to-analog (D/A) conversion consists of
interpolation and filtering
Ideal Differentiator
Continuous Discrete
( )
dt
d
f(t) y(t)
( ) ( ) { }
( ) ( )
t
t t f t f
t f
dt
d
t y
t
A
A
=
=
A 0
lim
| | ( ) ( ) { }
( ) ( )
| | | |
( ) | | | | ( )
0 as improves ion Approximat
1
1
1
lim
0

~
=

=
= =

=
s
s
s
s s s
T
kT t
s
T
k f k f
T
t y
k f k f
T
T kT f kT f
t f
dt
d
kT y k y
s
s
( )
dt
d
f[k] y[k]
Generating Discrete-Time Signals
Uniformly sampling a continuous-time signal
Obtain x[k] = x(k T
s
) for - < k < .
How to choose T
s
?
Using a formula
x[k] = k
2
5k + 3, for k > 0
would give the samples
{3, -1, -3, -3, -1, 3, ...}
We really do not know what the sequence
looks like in continuous time because we do
not have a sampling period associated with it
k
stem plot
Summary
If several causes are acting on a linear system,
then the total effect is the sum of the responses
from each cause
In time-invariant systems, system parameters do
not change with time
For memoryless systems, the system response at
any instant t depends only on the present value
of the input (value at t)
Summary
If a system response at t depends on future input
values (beyond t), then the system is noncausal
A signal defined for a continuum of values of the
independent variable (such as time) is a
continuous-time signal
A signal whose amplitude can take on any value
in a continuous range is an analog signal