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Y (T) X (T) H (T) : Convolution

Convolution relates the input, output, and impulse response of an LTI system using a mathematical operation. There are two types of convolutions: continuous and discrete. Discrete convolution involves convoluting two sequences to produce an output sequence with a length equal to the sum of the input sequences' lengths minus one.

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25 views4 pages

Y (T) X (T) H (T) : Convolution

Convolution relates the input, output, and impulse response of an LTI system using a mathematical operation. There are two types of convolutions: continuous and discrete. Discrete convolution involves convoluting two sequences to produce an output sequence with a length equal to the sum of the input sequences' lengths minus one.

Uploaded by

Ravi Kumar
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Convolution

Convolution is a mathematical operation used to express the relation


between input and output of an LTI system. It relates input, output and
impulse response of an LTI system as

y(t)=x(t)∗h(t)
Where y (t) = output of LTI

x (t) = input of LTI


h (t) = impulse response of LTI

There are two types of convolutions:


 Continuous convolution

 Discrete convolution

Continuous Convolution

Discrete Convolution
Discrete Convolution

Let us see how to calculate discrete convolution:


To calculate discrete linear convolution:
Convolute two sequences x[n] = {a,b,c} & h[n] = [e,f,g]

Convoluted output = [ ea, eb+fa, ec+fb+ga, fc+gb, gc]


Note: if any two sequences have m, n number of samples respectively,
then the resulting convoluted sequence will have [m+n-1] samples.
Example: Convolute two sequences x[n] = {1,2,3} & h[n] = {-1,2,2}

Convoluted output y[n] = [ -1, -2+2, -3+4+2, 6+4, 6]


= [-1, 0, 3, 10, 6]
Here x[n] contains 3 samples and h[n] is also having 3 samples so the
resulting sequence having 3+3-1 = 5 samples.
Difference between convolution and correlation
Theoretically, convolution is linear operations on the signal or signal
modifiers, whereas correlation is a measure of similarity between two
signals.

Correlation
It is a measure of the degree to which two sequences are similar. Given two
real-valued sequences x(n) and y(n) of finite energy,

Correlation is a measure of similarity between two signals. The general


formula for correlation is

There are two types of correlation:


 Auto correlation
 Cros correlation

Auto Correlation Function


It is defined as correlation of a signal with itself. Auto correlation function is
a measure of similarity between a signal & its time delayed version. It is
represented with R(τ).

Cross Correlation Function


Cross correlation is the measure of similarity between two different signals.
Consider two signals x1(t) and x2(t). The cross correlation of these two
signals R12(τ) is given by

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