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with discrete-time signals (e.g., x(n) is the discretized signal x(t) sampled every nT seconds were T is the sampling period). In contrast to continuous-time systems, where the behaviour of a system is often described by a set of linear Differential Equation s, discrete-time systems are described in terms of Difference Equation s. Most Monte Carlo simulations utilize a discrete-timing method, either because the system cannot be efficiently represented by a set of equations, or because no such set of equations exists. Transform-domain analysis of discrete-time systems often makes use of the Z Transform .

Uniformly sampled discrete time signals can be expressed as the Time-domain multiplication between a Pulse Train and a continuous time signal. This time-domain multiplication is equivalent to a Convolution in the Frequency Domain . Practically, this means that a signal must be Bandlimited to half the sampling frequency, Fs/2, in order to prevent Aliasing . Likewise, all non-linear operations performed on discrete-time signals must be bandlimited to Fs/2.

Usage: when the phrase "discrete time" is used as a noun it should not by hyphenated; when it is a compound adjective, as when one writes of a "discrete-time Stochastic Process ", then, at least according to traditional punctuation rules, it should be hyphenated. See Hyphen for more.


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