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    Digital Signal Processing

    B. Discrete time signals

    Athanassios C. Iossifides

    October 2012

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 2

    .1 Representation of discrete time signals

    .2 Fundamental discrete time signals

    .3 Transformations on the independent variable

    .4 Transformations on the dependent variable.5 Signal classification

    .6 Signal analysis and synthesis with impulses

    .7 Signal correlation

    .8 Examples

    . Discrete time signals

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 3

    .1 Representation of discrete

    time signals

    . Discrete time signals

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 4

    .1 Representation of discrete time signals

    Discrete time signals are functions (sequences) defined only for

    integer values of the independent variable.

    Functional representation

    1, 1

    5, 2

    ( ) 2, 3

    0,

    n

    n

    x n n

    otherwise

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 6

    .2 Fundamental discrete time

    signals

    . Discrete time signals

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    .2 Fundamental discrete time signals

    Impulse (delta) or unit sample sequence

    Unit step sequence

    Unit ramp sequence

    1, 0( )

    0, 0

    n n

    n

    1, 0( )

    0, 0

    nu n

    n

    , 0( )

    0, 0

    n nr n

    n

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    .2 Fundamental discrete time signals

    Exponential signals

    a real number ( ) nx n a

    0 1a

    1a

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    .2 Fundamental discrete time signals

    Exponential signals

    a real number ( ) nx n a

    1 0a

    1a

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    .2 Fundamental discrete time signals

    Exponential signal

    a complex number

    ( )

    ( )

    (cos sin )

    ( ) ( )

    n

    j

    n jn

    n

    R I

    x n a

    a re

    x n r e

    r n j n

    x n jx n

    Real part

    Imaginary part

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    .2 Fundamental discrete time signals

    Exponential signal

    a complex number

    ( )

    ( )

    ( ) ( )

    ( )

    ( )

    n

    j

    n jn

    n

    x n a

    a re

    x n r e

    x n n

    x n r

    n n

    Magnitude

    Angle

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    .3 Transformations on the

    independent variable

    . Discrete time signals

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    .3 Transformations on the independent variable

    Shift

    ( ) ( )x n x n

    ( ) ( )x n x n

    0

    0

    0

    0

    n delay

    n precedence

    ( )x n

    ( 3)x n

    ( 2)x n

    0n n n

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    .3 Transformations on the independent variable

    Folding (reflection)

    n n

    ( )x n

    ( )x n

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    .3 Transformations on the independent variable

    Down sampling

    The resulting sequence corresponds to the one that we would have if the

    sampling frequency was M times smaller.

    n Mn

    ( )x n

    ( )x n

    (2 )x n

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    .4 Transformations on the

    dependent variable (signal

    operations)

    . Discrete time signals

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    .4 Signal operations

    Addition, multiplication and scaling

    AdditionMultiplication

    Scaling

    1 2( ) ( ) ( ),y n x n x n n 1 2( ) ( ) ( ),y n x n x n n

    2( ) ( ),y n cx n n

    1 2( ) ( ) ( )y n x n x n

    1 2( ) ( ) ( )y n x n x n

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    .5 Signal classification

    . Discrete time signals

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 19

    .5 Signal classification

    Energy signals and power signals

    Signal energy

    Mean signal power

    When the energy of a signal is finite (0 < < ), then the signal is called

    energy signal.

    When the mean power of a signal is finite (0 < P < ), then the signal is called

    power signal.

    A signal may be either

    a power signal

    or an energy signal

    or none of the two.

    2( )

    n

    E x n

    21 1lim ( ) lim

    2 1 2 1

    N

    NN N

    n N

    P x n E N N

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 20

    .5 Signal classification

    Periodic signals

    A signal is periodic with fundamental period(> 0) if and only if

    Let x1(n) x2(n) discrete time signals of period 1and 2respectively.

    The signals

    are periodic with period

    where gcd(N1,N2) is the greatest common divisor of 1and 2.

    Periodic signals are power signals (when they dont have infinite values in the duration

    of one period). The mean power of a periodic signal can be calculated by

    ( ) ( ),x n N x n n

    1 2( ) ( ) ( )x n x n x n

    1 2( ) ( ) ( )x n x n x n

    1 2

    1 2gcd( , )

    N NN

    N N

    12

    0

    1( )

    N

    n

    P x nN

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 21

    .5 Signal classification

    Even and odd signals

    A signal is said to be evenwhenA signal is said to be oddwhen

    Every real valued signal can be written (decomposed) as a sum of an even and

    an odd signal, that is

    where

    ( ) ( )x n x n

    ( ) ( ) ( )e ox n x n x n 1

    ( ) [ ( ) ( )]2

    1( ) [ ( ) ( )]

    2

    e

    o

    x n x n x n

    x n x n x n

    ( ) ( )x n x n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 22

    .5 Signal classification

    Even and odd signals

    ( ) ( ) ( 10)x n u n u n

    1( ) [ ( ) ( )]

    2ex n x n x n

    1( ) [ ( ) ( )]

    2ox n x n x n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 23

    .6 Signal analysis and synthesis

    with impulses

    . Discrete time signals

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 24

    .6 Signal analysis and synthesis with impulses

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 25

    .6 Signal analysis and synthesis with impulses

    Letx(n) a discrete time signal.

    (n-k) is zero everywhere except at shift (position) n =k.

    The productx(n)(n-k) equals to the value ofx(n) at the position n= k, that is

    The above is true for any shift k. Repeating this procedure for all k we can

    reproducex(n) as a sum of weighted unit sample sequences (impulses), as

    follows

    ( ) ( ) ( ) ( )x n n k x k n k

    ( ) ( ) ( ) ( )

    ( ) ( ) ( ) ( )

    ( ) ( ) ( )

    k k

    k k

    k

    x n n k x k n k

    x n n k x k n k

    x n x k n k

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 26

    .7 Correlation

    . Discrete time signals

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 27

    .7 Signal correlation

    Auto correlation

    Letx(n) a discrete time, real valued energy signal. The autocorrelationfunction is defined as

    Auto correlation gives us information about the similarity of a signal and its

    shifted (delayed) replicas.

    For periodic signals

    ( ) ( ) ( ), 1, 2, 3,...xxn

    r l x n x n l l

    2

    (0) ( )xx nr x n E

    1

    0

    1

    0

    1( ) ( ) ( ),

    1( ) ( ) ( ),

    N

    xx

    n

    N

    xy

    n

    r l x n x n l N the period N

    r l x n y n l N the period N

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 28

    .7 Signal correlation

    Calculation of autocorrelation

    ( 6) ( ) ( 6)xxn

    r x n x n

    (0)xxr E

    (2) ( ) ( 2)xxn

    r x n x n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 29

    .7 Signal correlation

    Cross correlation

    Letx(n) and y(n) two real valued discrete time signals. The cross correlationfunction of the two signals is defined as

    or

    Cross correlation informs us about the similarity of two shifted signals

    between each other.

    When two sequences that are synchronized (l 0) have a cross correlation

    value equal to zero, then these sequences are calledorthogonal

    ( ) ( ) ( ), 1, 2, 3,...xyn

    r l x n y n l l

    ( ) ( ) ( ) ( ), 1, 2, 3,...yx xy n

    r l x n l y n r l l

    (0) ( ) ( ) 0xyn

    r x n y n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 30

    .7 Signal correlation

    Signal correlation applications

    Auto and cross correlation between signals are used in several applications oftelecommunications:

    Distance estimation (.. radar)

    Signal synchronization (Barker, Golay sequences, etc)

    Spread spectrum signals for multipath mitigation.

    CDMA systems (PN, Gold sequences, etc.)

    In these applications specific sequences that present very low auto and cross

    correlation values are used, so that the sequences and their shifted versions

    can be easily separated (discriminated) among each other.

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 32

    .8 Examples

    Signal representation Proakis 2.1(a,)

    Representation of the above signal with the use of unit sample and unit step

    signals

    1 , 3 13

    ( ) 1, 0 3

    0,

    nn

    x n n

    1 2( ) {...0, , ,1,1,1,1,0...}

    3 3x n

    1 2( ) ( 2) ( 1) ( ) ( 4)

    3 3x n n n u n u n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 33

    .8 Examples

    Signal transformations Proakis 2.2(a), 2.2()

    Find y(n) x(4 n)

    First I shift the signal and then fold it.

    1 1( ) {...,0,1,1,1,1, , ,0,...}

    2 2x n

    ( ) (4 )

    1 1

    {...,0, , ,1,1,1,1,0,...}2 2

    y n x n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 34

    .8 Examples

    Signal transformations Proakis 2.2()

    Find

    First I cratex(n-1)

    1 1( ) {...,0,1,1,1,1, , ,0,...}2 2

    x n

    ( ) ( 1) ( 3)y n x n n

    ( 3) {...,0,0,0,0,0,1,0,0,...} n

    1 1( 1) {...,0,0,1,1,1,1, , ,0,...}

    2 2x n

    ( 1) ( 3) {...,0,0,0,0,0,1,0,0,...}x n n

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    Athanassios Iossifides DIGITAL SIGNAL PROCESSING 35

    .8 Examples

    Are these periodic signals?

    ( ) cos( / 8)cos( / 8)x n n n

    1 2( ) ( ) ( )x n x n x n

    ( ) cos( / 2) sin( / 8)x n n n

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    Autocorrelation application to distance estimation

    Transmitted signalx(n)barker code

    (very good autocorrelation

    properties)

    Received signal afterattenuation and noise

    addition

    Ddelay

    w(n)Gaussian noise

    Correlation of x(n)

    and y(n)

    Distance D estimation

    .8 Examples

    ( ) ( ) ( )y n ax n D w n