Discrete time

Discrete time is non-continuous time. Sampling at non-continuous times results in discrete-time samples. For example, a newspaper may report the price of crude oil once every 24 hours. In general, the sampling period in discrete-time systems is constant, but in some cases non-uniform sampling is also used. with discrete-time signals (e.g., x(n) is the discretized signal x(t) sampled every nT seconds where 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 equations, discrete-time systems are described in terms of difference equations. 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, F_s/2, in order to prevent aliasing. Likewise, all non-linear operations performed on discrete-time signals must be bandlimited to F_s/2.

Usage: when the phrase "discrete time" is used as a noun it should not be 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.

See also

• Bernoulli process
• Continuous time
• Digital
• Discrete signal
• Discrete system
• Time