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SECOND EDITION
DISCRETE
SYSTEMS and
DIGITAL SIGNAL
PROCESSING
with MATLAB ®
Taan S. ElAli
SECOND EDITION
DISCRETE
SYSTEMS and
DIGITAL SIGNAL
PROCESSING
with MATLAB ®
SECOND EDITION
DISCRETE
SYSTEMS and
DIGITAL SIGNAL
PROCESSING
with MATLAB ®
Taan S. ElAli
King Faisal University
CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742
This book contains information obtained from authentic and highly regarded sources. Reasonable efforts
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and Khaled; and my sisters, Sabha, Khulda, Miriam, and Fatma. I ask the
Almighty to have mercy on us and to bring peace, harmony, and justice to all.
Contents
Preface......................................................................................................................xv
Acknowledgments.............................................................................................. xvii
Author.................................................................................................................... xix
1. Signal Representation....................................................................................1
1.1 Introduction............................................................................................ 1
1.2 Why Do We Discretize Continuous Systems?...................................3
1.3 Periodic and Nonperiodic Discrete Signals....................................... 3
1.4 Unit Step Discrete Signal......................................................................4
1.5 Impulse Discrete Signal........................................................................6
1.6 Ramp Discrete Signal............................................................................ 6
1.7 Real Exponential Discrete Signal........................................................7
1.8 Sinusoidal Discrete Signal....................................................................7
1.9 Exponentially Modulated Sinusoidal Signal................................... 11
1.10 Complex Periodic Discrete Signal..................................................... 11
1.11 Shifting Operation............................................................................... 15
1.12 Representing a Discrete Signal Using Impulses............................. 16
1.13 Reflection Operation............................................................................ 20
1.14 Time Scaling......................................................................................... 20
1.15 Amplitude Scaling............................................................................... 20
1.16 Even and Odd Discrete Signal........................................................... 21
1.17 Does a Discrete Signal Have a Time Constant?............................... 24
1.18 Basic Operations on Discrete Signals................................................ 25
1.18.1 Modulation.............................................................................. 25
1.18.2 Addition and Subtraction...................................................... 26
1.18.3 Scalar Multiplication.............................................................. 26
1.18.4 Combined Operations............................................................ 26
1.19 Energy and Power Discrete Signals.................................................. 28
1.20 Bounded and Unbounded Discrete Signals.....................................30
1.21 Some Insights: Signals in the Real World......................................... 31
1.21.1 Step Signal............................................................................... 31
1.21.2 Impulse Signal......................................................................... 31
1.21.3 Sinusoidal Signal..................................................................... 31
1.21.4 Ramp Signal............................................................................. 32
1.21.5 Other Signals........................................................................... 32
End of Chapter Examples.............................................................................. 32
End of Chapter Problems............................................................................... 53
vii
viii Contents
2. Discrete System.............................................................................................. 57
2.1 Definition of a System......................................................................... 57
2.2 Input and Output................................................................................. 57
2.3 Linear Discrete Systems...................................................................... 58
2.4 Time Invariance and Discrete Signals.............................................. 61
2.5 Systems with Memory......................................................................... 62
2.6 Causal Systems.....................................................................................63
2.7 Inverse of a System..............................................................................64
2.8 Stable System........................................................................................65
2.9 Convolution........................................................................................... 66
2.10 Difference Equations of Physical Systems........................................ 69
2.11 Homogeneous Difference Equation and Its Solution..................... 70
2.11.1 Case When Roots Are All Distinct....................................... 73
2.11.2 Case When Two Roots Are Real and Equal........................ 73
2.11.3 Case When Two Roots Are Complex................................... 74
2.12 Nonhomogeneous Difference Equations and Their Solutions...... 75
2.12.1 How Do We Find the Particular Solution?..........................77
2.13 Stability of Linear Discrete Systems: The Characteristic
Equation................................................................................................77
2.13.1 Stability Depending on the Values of the Poles.................77
2.13.2 Stability from the Jury Test.................................................... 78
2.14 Block Diagram Representation of Linear Discrete Systems..........80
2.14.1 Delay Element.........................................................................80
2.14.2 Summing/Subtracting Junction........................................... 81
2.14.3 Multiplier................................................................................. 81
2.15 From the Block Diagram to the Difference Equation..................... 82
2.16 From the Difference Equation to the Block Diagram:
A Formal Procedure............................................................................83
2.17 Impulse Response................................................................................ 86
2.18 Correlation............................................................................................ 88
2.18.1 Cross-Correlation.................................................................... 88
2.18.2 Auto-Correlation..................................................................... 90
2.19 Some Insights........................................................................................ 91
2.19.1 How Can We Find These Eigenvalues?............................... 91
2.19.2 Stability and Eigenvalues...................................................... 92
End of Chapter Examples.............................................................................. 93
End of Chapter Problems............................................................................. 135
7.7.3
Approximation to the Continuous Fourier Transform........ 385
7.7.4
Approximation to the Coefficients of the Fourier
Series and the Average Power of the Periodic
Signal x(t)................................................................................ 386
7.7.5 Total Energy in the Signal x(n) and x(t).............................. 391
7.7.6 Block Filtering....................................................................... 393
7.7.7 Correlation............................................................................. 393
7.8 Some Insights...................................................................................... 394
7.8.1 DFT Is the Same as the fft.................................................... 394
7.8.2 DFT Points Are the Samples of the Fourier
Transform of x(n)................................................................... 394
7.8.3 How Can We Be Certain That Most of the Frequency
Contents of x(t) Are in the DFT?......................................... 395
7.8.4 Is the Circular Convolution the Same as the Linear
Convolution?.......................................................................... 395
7.8.5 Is |X(w)| ≅ |X(k)|?.................................................................. 395
7.8.6 Frequency Leakage and the DFT........................................ 395
End of Chapter Exercises............................................................................. 396
End of Chapter Problems............................................................................. 415
8.9.3
Does Sampling Introduce Additional Zeros
to the Transfer Function H(z)?............................................. 450
End of Chapter Examples............................................................................ 450
End of Chapter Problems............................................................................. 467
Bibliography......................................................................................................... 579
Preface
All books on linear systems for undergraduates cover both the discrete and
the continuous systems material together in one volume. In addition, they
also include topics on discrete and continuous filter design, and discrete and
continuous state–space representations. However, with this magnitude of
coverage, although students typically get a little of both continuous and dis-
crete linear systems, they do not get enough of either. A minimal coverage
of continuous linear systems material is acceptable provided there is ample
coverage of discrete linear systems. On the other hand, minimal coverage of
discrete linear systems does not suffice for either of these two areas. Under
the best of circumstances, a student needs solid background in both of these
subjects. No wonder these two areas are now being taught separately in so
many institutions.
Discrete linear systems is a big area by itself and deserves a single book
devoted to it. The objective of this book is to present all the required material
that an undergraduate student will need to master this subject matter and to
master the use of MATLAB® in solving problems in this subject.
This book is primarily intended for electrical and computer engineering
students, and especially for the use of juniors or seniors in these under-
graduate engineering disciplines. It can also be very useful to practicing
engineers. It is detailed, broad, based on mathematical basic principles, and
focused, and contains many solved problems using analytical tools as well
as MATLAB.
The book is ideal for a one-semester course in the area of discrete linear
systems or digital signal processing where the instructor can cover all chap-
ters with ease. Numerous examples are presented within each chapter to
illustrate each concept as it is covered. In addition, there are end-of-chapter
examples that demonstrate the theory presented with applications using
MATLAB’s Data Acquisition toolbox when applicable. Most of the worked
out examples are first solved analytically and then solved using MATLAB in
a clear and understandable manner.
The book concentrates on understanding the subject matter with an easy-
to-follow mathematical development and many solved examples. It covers all
traditional topics and contains stand-alone chapters on sampling and trans-
formations, two comprehensive chapters on IIR and FIR digital filter design,
and a complete chapter on state-space. Another chapter summarizes many
important representations used in describing discrete linear systems with
many examples and illustrations. The book also contains a very comprehen-
sive chapter on DFT and FFT, which is unique in terms of FFT applications.
It also devotes a complete chapter to block diagrams. These features make
this book unique in terms of its thorough and comprehensive treatment.
xv
xvi Preface
In working with the examples that are solved with MATLAB, the reader
will not need to be fluent in this powerful programming language, because
they are presented in a self-explanatory way.
To the instructor: All chapters can be covered in one semester. In a quarter
system, the chapter on block diagrams can be skipped. The MATLAB m-files
used with this book can be obtained from the publisher.
To the student: Familiarity with calculus, differential equations, and pro-
gramming knowledge is desirable. In cases where other background mate-
rial needs to be presented, that material directly precedes the topic under
consideration (just-in-time approach). This unique approach will help the
student stay focused on that particular topic. In this book, there are three
forms of the numerical solutions presented using MATLAB, which allows
you to type any command at its prompt and then press the Enter key to get
the results. This is one form. Another form is the MATLAB script, which is a
set of MATLAB commands to be typed and saved in a file. You can run this
file by typing its name at the MATLAB prompt and then pressing the Enter
key. The third form is the MATLAB function form where it is created and
run in the same way as the script file. The only difference is that the name of
the MATLAB function file is specific and may not be renamed.
To the practicing engineer: The practicing engineer will find this book very
useful. The topics of discrete systems and signal processing are of most
importance to electrical and computer engineers. The book uses MATLAB,
an invaluable tool for the practicing engineer, to solve most of the problems.
I would like to thank the CRC Press International team. Special thanks go
to Nora Konopka, who encouraged me greatly when I discussed this project
with her for the first time, and has reaffirmed my belief that this book is very
much needed. Thanks also go to Jessica Vakili, the textbook project coordina-
tor, her team, and the entire CRC Press team.
xvii
Author
Taan S. ElAli, PhD, has been a full professor of electrical engineering since
2002. He has worked full time for about 17 years at several academic insti-
tutions nationally and internationally in the areas of curriculum develop-
ment, accreditation, teaching, research, and leadership. He received his BS
in electrical engineering in 1987 from The Ohio State University, Columbus,
Ohio, United States; his MS in systems engineering in 1989 from Wright State
University, Dayton, Ohio, United States; and his MS in applied mathemat-
ics and his PhD in electrical engineering, with a specialization in systems,
controls, and signal processing from the University of Dayton in 1991 and
1993, respectively. Dr. ElAli has discovered a new approach, with new math-
ematical equations, to dynamic system identification. He was nominated by
King Faisal University to receive the Arab Creativity Award offered by Arab
Thought Foundation for 2009 and 2010 consecutively. He was listed in Who’s
Who in the World from 2005 to 2012, Strathmore’s Who’s Who from 2007 to 2008,
Who’s Who in American Education from 2005 to 2012, Who’s Who in Science
and Engineering from 2004 to 2012, and Who’s Who in America from 2004 to
2012. He was also permanently listed in Who’s Who in Engineering Academia
and received Who’s Who Among America’s Teachers award in 1998 and 2000.
Dr. ElAli has contributed many papers and conference presentations in the
area of dynamic systems and signal processing. In his efforts to revolution-
ize the engineering education, two textbooks have emerged for the first
time in the history of engineering education: Continuous Signals and Systems
with Matlab and Discrete Systems and Digital Signal Processing with Matlab.
Hundreds of libraries nationally and internationally have acquired these
textbooks, and, in addition, universities, colleges, and other authorities like
Rochester Institute of Technology, The University of Texas at San Antonio,
The University of Georgia, New Mexico State University, the University of
Massachusetts at Dartmouth, Texas A&M University at Kingsville, Western
Oregon University, Western New England College, Dehradun Institute of
Technology (India), Lucknow Technical University (India), the University of
Tehran (Iran), the Ministry of Science and Technology (Pakistan), Lakehead
University, the University of New Haven, Fairfield University, etc., have
come onboard to use them. Dr. ElAli has taken the project-based curriculum
approach to engineering education one step further and introduced a new
engineering approach on student-focused learning through project-based
curriculum. He has contributed a chapter to The Engineering Handbook (pub-
lished by CRC Press), another to The Electrical Engineering Handbook (published
by Taylor & Francis), and two more to Advances in Systems and Computing
Sciences and Software Engineering (published by Springer, Germany) in 2006
and 2007, respectively. Dr. ElAli is a member of the American Association
xix
xx Author
1.1 Introduction
We experience signals of various types almost on a continual basis in our
daily life. The blowing of the wind is an example of a continuous wave. One
can plot the strength of the wind wave as a function of time. We can plot the
velocity of this same wave and the distance it travels as a function of time
as well. When we speak, continuous signals are generated. These spoken
word signals travel from one place to another so that another person can
hear them. These are our familiar sound waves.
When a radar system detects a certain object in the sky, an electromagnetic
signal is sent. This signal leaves the radar system and travels the distance in
the air until it hits the target object, which then reflects back to the sending
radar to be analyzed, where it is decided whether the target is present. We
understand that this electromagnetic signal, whether it is the one being sent
or the one being received by the radar, is attenuated (its strength reduced) as
it travels away from the radar station. Thus, the attenuation of this electro-
magnetic signal can be plotted as a function of time. If you vertically attach
a certain mass to a spring at one end while the other end is fixed and then
pull the mass, oscillations are created such that the spring’s length increases
and decreases until finally the oscillations stop. The oscillations produced
are a signal that also dies out with increasing time. This signal, for example,
can represent the length of the spring as a function of time. Signals can also
appear as electric waves. Examples are voltages and currents on long trans-
mission lines. Voltage value gets reduced as the impressed voltage travels on
transmission lines from one city to another. Therefore, we can represent these
voltages as signals as well and plot them in terms of time. When we discharge
or charge a capacitor, the rate of charging or discharging depends on the time
factor (other factors also exist). Charging and discharging the capacitor can be
represented thus as voltage across the capacitor terminal as a function of time.
These are a few examples of continuous signals that exist in nature that can be
modeled mathematically as signals that are functions of various parameters.
Signals can be continuous or discrete. We will consider only one-dimensional
discrete signals in this book. A discrete signal is shown in Figure 1.1. Discrete
1
2 Discrete Systems and Digital Signal Processing with MATLAB®
0.8
0.6
0.4
0.2
–0.2
–0.4
–0.6
–0.8
–1
0 1 2 3 4 5 6 7 8 9 10
n
FIGURE 1.1
An example of a discrete signal.
signals are defined only at discrete instances of time. They can be samples
of continuous signals, or they may exist naturally. A discrete signal that is a
result of sampling a continuous signal is shown in Figure 1.2. An example of
a signal that is inherently discrete is a set of any measurements that are taken
physically at discrete instances of time.
1
0.9
0.8
0.7 x(t)
0.6
x(n)
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10
n
FIGURE 1.2
A sampled continuous signal.
Signal Representation 3
where
k is an integer
N is the period, which is an integer as well
A periodic discrete signal is shown in Figure 1.3. This signal has a period of 3.
This periodic signal repeats every N = 3 instances.
4 Discrete Systems and Digital Signal Processing with MATLAB®
0
0 2 4 6 8 10 12
n
FIGURE 1.3
A periodic discrete signal.
Example 1.1
Consider the two signals in Figure 1.4. Are they periodic?
Solution
The first signal is periodic but the second is not. This can be seen by observ-
ing the signals in the figure.
A n≥0
Au(n) = (1.2)
0 n<0
where A is the amplitude of the unit step discrete signal. This signal is shown
in Figure 1.5.
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