Module-5 Convolution in Time and Frequency Domain Objective: To Understand The Importance of Convolution Operation in LTI Systems
Module-5 Convolution in Time and Frequency Domain Objective: To Understand The Importance of Convolution Operation in LTI Systems
Introduction:
In this lecture we prove the most important theorem regarding the Fourier
Transform –the Convolution Theorem. It is the theorem that links the Fourier Transform to LSI
systems, and opens up a wide range of application to Fourier Transform.
Description:
Convolution Theorems:
Convolution of signals may be done either in time domain or frequency domain. So there
are following two theorems of convolution associated with Fourier transforms:
1.Time convolution theorem
2.Frequency convolution theorem
Time convolution theorem
The time convolution theorem states that convolution in time domain is equivalent to
multiplication of their spectra in frequency domain. Mathematically, if
x1(t)↔X1(⍵)
and x2(t)↔X2(⍵)
then x1(t) * x2(t)↔ X1(⍵)X2(⍵)
∞
Proof: F[x1(t) * x2(t)] = −∞[x₁(t) ∗ x₂(t)] 𝑒 −𝑗𝑤𝑡 𝑑𝑡
∞
we have x1(t) * x2(t) = −∞ x₁(τ) x₂(t − τ) 𝑑𝝉
∞ ∞
F[x1(t) * x2(t)] = −∞{ −∞[x₁(τ) x₂(t − τ)dτ] 𝑒 −𝑗𝑤𝑡 𝑑𝑡}
Interchanging the order of integration, we have
∞ ∞
F[x1(t) * x2(t) ]= −∞ x₁(τ) −∞[ x₂(t − τ) 𝑒 −𝑗𝑤𝑡 𝑑𝑡]𝑑𝜏
Letting t-𝜏 = p, in the second integration, we have
t=p+𝜏 and dt = dp
∞ ∞
F[x1(t) * x2(t)] = −∞ x₁(τ) −∞[ x₂(p) 𝑒 −𝑗𝑤 (𝑝+𝜏) 𝑑𝑝]𝑑𝜏
∞ ∞
= −∞ x₁(τ) −∞[ x₂(p) 𝑒 −𝑗𝑤𝑝 𝑑𝑝]𝑒 −𝑗𝑤𝜏 𝑑𝜏
∞ ∞
= −∞ x₁ τ 𝑋₂(𝜔)𝑒 −𝑗𝑤𝜏 𝑑𝜏 = −∞ x₁ τ 𝑒 −𝑗𝑤𝜏 𝑑𝜏𝑋₂(𝜔)
= X₁(⍵)X₂(⍵)
x₁(t) * x₂(t)↔ X₁(⍵)X₂(⍵) This is time convolution theorem.
Frequency convolution theorem
The frequency convolution theorem states that the multiplication of two functions in time
domain is equivalent to convolution of their spectra in frequency domain. Mathematically, if
x₁(t)↔X₁(⍵)
and x₂(t)↔X₂(⍵)
1
then x₁(t) x₂(t)↔ 2𝜋 [ X₁(⍵) * X₂(⍵)]
∞
Proof: F[x₁(t) x₂(t)] =−∞
[x₁(t) x₂(t)] 𝑒 −𝑗 ⍵𝑡 𝑑𝑡
∞ 1 ∞
= −∞ [ 2𝜋 −∞ x₁ λ 𝑒 𝑗𝜆𝑡 dλ] x₂ t 𝑒 −𝑗 ⍵𝑡 𝑑𝑡
Interchanging the order of integration, we get
1 ∞ ∞
F[x₁(t) x₂(t)] = 2𝜋 −∞
x₁ λ [ −∞
x₂ t 𝑒 −𝑗 ⍵𝑡 𝑒 𝑗𝜆𝑡 dt]dλ
1 ∞ ∞ −𝑗 (⍵−𝜆)𝑡
= 2𝜋 −∞
x₁ λ [ −∞
x₂ t 𝑒 dt]dλ
∞
1
=2𝜋 −∞ x₁ λ 𝑥₂(⍵ − 𝜆) 𝑑𝜆
1
=2𝜋 [ X₁(⍵) * X₂(⍵)]
1
x₁(t) x₂(t)↔ 2𝜋 [ X₁(⍵) * X₂(⍵)]
2π x₁(t) x₂(t) ↔ X₁(⍵) * X₂(⍵)
This is frequency convolution theorem in radian frequency in terms of frequency, we get
F[x₁(t) x₂(t)]= X₁(f) * X₂(f)
Illustration
Example: Find the convolution of the signals x₁(t) = 𝑒 −𝑎𝑡 𝑢(𝑡) ; x₂(t)=𝑒 −𝑏𝑡 𝑢(𝑡) using Fourier
transform.
Solution: Given x₁(t) = 𝑒 −𝑎𝑡 𝑢(𝑡)
1
x₁(ω)=𝑎+𝑗𝜔
x2(t)=𝑒 −𝑏𝑡 𝑢(𝑡)
1
x₂(ω)=b+jω
we know that F[x₁(t) * x₂(t)] = X₁(⍵)X₂(⍵)
x₁(t) * x₂(t) = 𝐹 −1 [X₁(⍵)X₂(⍵)]
1 1 1 1
x₁(t) * x₂(t)= 𝐹 −1 [ 𝑎+𝑗𝜔 𝑏+𝑗𝜔 ] = 𝐹 −1 [ 𝑏−𝑎 ( 𝑎+𝑗𝜔 − )]
𝑏+𝑗𝜔
1 1 1
= 𝑏−𝑎 [𝐹 −1 − 𝐹 −1 ]
𝑎+𝑗𝜔 𝑏+𝑗𝜔
1
= [𝑒 −𝑎𝑡 𝑢 𝑡 − 𝑒 −𝑏𝑡 𝑢 𝑡 ]
𝑏−𝑎
Example: Find the convolution of the signals x₁(t) = 2𝑒 −2𝑡 𝑢(𝑡) ; x₂(t)=𝑢(𝑡) using Fourier
transform
Solution: Given x₁(t) = 2𝑒 −2𝑡 𝑢(𝑡)
2
x₁(ω)=2+jω
x₂(t)=u(t)
1
x₂(ω)=𝜋δ ω +
jω
2 1 2 2( πδ ω
x₁(ω)x₂(ω) = 2+jω ( πδ ω + ) = jω(2+jω) +
jω 2+jω
−1
since x₁(t) * x₂(t) = 𝐹 [X₁(⍵)X₂(⍵)] , we have
2 2𝜋𝛿 𝜔 1 1 2 𝜋𝛿 𝜔
x₁(t) * x₂(t) = 𝐹 −1 [𝑗𝜔 2+𝑗𝜔 + 2+𝑗𝜔 ] = 𝐹 −1 [𝑗𝜔 − 𝑗𝜔 +2 + 2+𝑗𝜔 ]
2 𝜋𝛿 𝜔
since δ(ω)=1 for ω=0 and δ(ω)=0 for ω not equals to zero , we have =
2+𝑗𝜔
𝜋𝛿 𝜔
1 1
x₁(t) * x₂(t) = 𝐹 −1 [𝑗𝜔 + 𝜋𝛿 𝜔 − 𝑗𝜔 +2 ]
1 1
=𝐹 −1 + 𝜋𝛿 𝜔 − 𝐹 −1 (𝑗𝜔 +2)
𝑗𝜔
= u(t) - 𝑒 −2𝑡 𝑢(𝑡) = (1-𝑒 −2𝑡 ) u(t)
Graphical representation of convolution:
The convolution of two signals can be performed using graphical method. The procedure is:
1. For the given signals x(t) and h(t), replace the independent variable t by a dummy
variable 𝜏 and plot the graph for x(𝜏) and h(𝜏).
2. keep the function x(𝜏) fixed. visualize the function h(𝜏) as a rigid wire frame and rotate
(or invert) this frame about the vertical axis (𝜏 = 0) to obtain h(-𝜏).
3. shift the frame along the 𝜏-axis by t sec. the shifted frame now represents h(t-𝜏).
4. plot the graph for x(𝜏) and h(t-𝜏) on the same axis beginning with very large negative
time shift t.
5. for a particular value of t=a , integration of the product x(𝜏)h(t-𝜏) represents the area
under the product curve (common area). this common area represents the convolution of
x(t) and h(t) for a shift of t=a.
∞
i.e., −∞ 𝑥 𝜏 (𝑎 − 𝜏)𝑑𝜏 =[x(t)* h(t)]
6. Increase the time shift t and take the new interval whenever the function either x(𝜏) or
h(t-𝜏) changes. the value of t at which the change occurs defines the end of the current
interval and the beginning of a new interval. calculate y(t) using step5.
7. the value of convolution obtained at different values of t ( both positive and negative
values) may be plotted on a graph to get the combined convolution.
Illustration
Example : Find the convolution of the signals by graphical method
x(t) = 𝑒 −3𝑡 𝑢(𝑡) ; h(t)=𝑢(𝑡 + 3)
Solution: Given x(t) = 𝑒 −3𝑡 𝑢(𝑡) ; h(t)=𝑢(𝑡 + 3)
∞
The output y(t)= x(t) * h(t) = −∞ 𝑥 𝜏 (𝑡 − 𝜏)𝑑𝜏
The two functions x(𝜏) and h(𝜏) will be
x(𝜏) = 𝑒 −3𝜏 𝑢(𝜏) = 𝑒 −3𝜏 for 𝜏 ≥0
h(𝜏)=𝑢(𝜏 + 3)=1 for 𝜏≥ -3
h(-𝜏)=𝑢(−𝜏 + 3)
h(-𝜏) can be obtained by folding h(𝜏) about 𝜏=0. Figure shows the plots of x(𝜏) and h(𝜏).
Figure shows the plots of x(τ) and h(t-τ) together on the same time axis. Here the signal h(t-τ) is
sketched for t<-3. x(τ) and h(t-τ) do not overlap. Therefore, the product x(τ) h(t-τ) is equal to
zero.
y(t)=0 (for t<-3)
Example 1: the input and impulse response to the system are given by
x(t)=u(t+2)
h(t)=u(t-3)
Solution: Given x(t)=u(t+2) and h(t)=u(t-3). The output y(t) is convolution of x(t) and h(t)
∞
y(t) = x(t)* h(t)= −∞
𝑥 𝜏 (𝑡 − 𝜏)𝑑𝜏
h(𝜏)=u(𝜏-3)=1 (for 𝜏≥ 3)
The functions x(𝜏) , h(𝜏) and h(-𝜏) are plotted as shown in fig
h(-τ
Plots of (a) x(τ), (b) h(τ) and (c) h(-τ)
Below figure shows the plots of the functions x(𝜏) and h(t-𝜏) together on the same axis. h(t-𝜏) is
sketched for t-3 < -2 , i.e., for t<1 .
y(t)=0
Below figure shows the plots of x(𝜏) and h(t-𝜏) when t-3 < -2 or t>1. Now, there is an overlap
between signals x(𝜏) and h(t-𝜏) in the interval -2 <𝜏< t-3.
𝑡−3
= −2
𝑑𝜏 = [𝜏] -₂t-3
= t-3+2 =t-1
Example2 :The impulse response of the circuit is given as h(t) = 𝑒 −2𝑡 𝑢 𝑡 . This circuit is excited
by an input of x(t) = 𝑒 −4𝑡 𝑢 𝑡 − 𝑢 𝑡 − 2 . Determine the output of the circuit.
Solution: Here the impulse response and input are:
h(t-𝜏) = 𝑒 −2 𝑡−𝜏
𝑢 𝑡 − 𝜏 = 𝑒 −2 𝑡−𝜏
(for t-𝜏 > 0 or 𝜏<t)
The plots of x(𝜏) and h(t-𝜏) drawn on the same time axis are shown in the below figure for
t<0. The plots do not overlap.
For 0≤ t ≤2
Below figure shows the plots of x(𝜏) and h(t-𝜏) For 0≤ t ≤2 drawn on the same time axis.
Observe that there is an overlap between x(𝜏) and h(t-𝜏) as shown by the shaded area only for 0
to t.
𝑒 −2𝜏 𝑒 −2𝑡 −1 1
= 𝑒 −2𝑡 ₒᵗ = 𝑒 −2𝑡 = 2 𝑒 −2𝑡 1 − 𝑒 −2𝑡
−2 −2
1
y(t)= 2 𝑒 −2𝑡 1 − 𝑒 −2𝑡 (For 0≤ t ≤2)
For t > 2
Now, consider the case t > 2. For t > 2, the plots of x(𝜏) and h(t-𝜏) drawn on the same time axis
are shown in below figure. In this figure, observe that x(𝜏) and h(t-𝜏) overlap only for 0 ≤ t ≤ 2
as shown by the shaded area.
𝑒 −2𝜏 𝑒 −4 −1
= 𝑒 −2𝑡 ₒ²= 𝑒 −2𝑡
−2 −2
1
= 2 𝑒 −2𝑡 1 − 𝑒 −4 for t > 2
1
At t=2, the value of y(t)= 2 𝑒 −4 1 − 𝑒 −4 =0.009
In the above figure, observe that y(t) increases from t=0 to t=2. It has the maximum value at t=2.
Then y(t) decays exponentially.
Example 3 : Find the convolution of the signals x1(t) = 𝑒 −𝑎𝑡 u(t) ; x2(t)= 𝑒 −𝑏𝑡 u(t) using Fourier
transform.
1 1 1
= 𝑏−𝑎 𝐹 −1 − 𝐹 −1
𝑎+𝑗𝜔 𝑏+𝑗𝜔
1
= 𝑒 −𝑎𝑡 u t − 𝑒 −𝑏𝑡 u(t)
𝑏−𝑎
Example 4 : Find the convolution of the signals x1(t) = 2𝑒 −2𝑡 u(t) ; x2(t)= u(t) using Fourier
transform.
Solution: Given x1(t) = 2𝑒 −2𝑡 u(t)
2
X1(ω)= 2+𝑗 𝜔
x2(t) = u(t)
1
X2(ω)= 𝜋𝛿 𝜔 + 𝑗𝜔
2 1 2 2𝜋𝛿 𝜔
X1(ω)X2(ω) = 𝜋𝛿 𝜔 + = +
2+𝑗 𝜔 𝑗𝜔 𝑗 𝜔 (2+𝑗 𝜔 ) 2+𝑗 𝜔
2𝜋𝛿 𝜔
Since 𝛿 𝜔 = 1 for ω=0 and 𝛿 𝜔 = 0 for ω ≠ 0 , we have = 𝜋𝛿 𝜔 .
2+𝑗 𝜔
1 1 1 1
x1(t) * x2(t) = 𝐹 −1 + 𝜋𝛿 𝜔 − (2+𝑗 𝜔 ) = 𝐹 −1 + 𝜋𝛿 𝜔 − 𝐹 −1
𝑗𝜔 𝑗𝜔 (2+𝑗 𝜔 )
Example 5 :Find the convolution of the signals x1(t) = 𝑒 −𝑡 u(t) ; x2(t)= 𝑒 −𝑡 u(t) using Fourier
transform.
x1(t) = 𝑒 −𝑡 u(t)
1
X1(ω)= 1+𝑗 𝜔
1 1 1
X1(ω)X2(ω) = = (1+𝑗 𝜔)2
1+𝑗 𝜔 1+𝑗 𝜔
Example 6: using Fourier transform, find the convolution of the signals x1(t) = 𝑒 −2𝑡 u(t) ; x2(t)=
𝑒 −3𝑡 u(t)
1
x1(t) * x2 (t) = 𝐹 −1 [ X1 (ω) X2 (ω)] = 𝐹 −1 (jω+2)(3+jω)
1 A B 1 1
= = + = -
(jω+2)(3+jω) 2+jω 3+jω 2+jω 3+jω
1 1
x1(t) * x2 (t) = 𝐹 −1 2+jω − 3+jω = 𝑒 −2𝑡 u(t) - 𝑒 −3𝑡 u(t)
Example 7:using Fourier transform, find the convolution of the signals x1(t) = t𝑒 −𝑡 u(t) ; x2(t)=
t𝑒 −2𝑡 u(t)
−2 1 2 1
= + 2
+ +
1+jω 1+jω 2+jω 2+jω 2
Solution:
Example 9:Find the net impulse response of the two systems connected in cascade with impulse
responses h1(t)= δ(t) and h2(t)=u(t).
Solution:
Example 10: Find the transfer function of the system mentioned in Example 9
Solution:
1
H(ω)=𝜋𝛿 𝜔 + 𝑗𝜔
Assignment Questions:
1. Find the convolution of the signal x1(t) = 𝑒 −𝑡 u(t) ; x2(t)= 𝑒 −3𝑡 u(t)
2. Find the convolution of the signal x1(t) = u(t) ; x2(t)= u(t)
3. Find the convolution of the signal x1(t) = sin 𝑡u(t) ; x2(t)= u(t)
4. Find the convolution of the signal x1(t) = 𝑒 −𝑡 u(t) ; x2(t)= u(t)
5. Find the convolution of the signals x1(t) = 2𝑒 −2𝑡 u(t) ; x2(t) = 𝑒 −4𝑡 u(t) using Fourier
transform.
6. Find the convolution of the signals x1(t) = 𝑒 −𝑡 u(t) ; x2(t) = 𝑒 −𝑡 u(t) using Fourier
transform.
7. Find the convolution of the signal by graphical method. x1(t) = 𝑒 −𝑎𝑡 u(t) ; x2(t)= u(t)
8. Find the convolution of the signal by graphical method. x1(t) = u(t + 1) ; x2(t)= u(t-2)
9. Find the convolution of the signal by graphical method. x1(t) = 𝑒 −𝑡 u(t) ;
x2(t)= 𝑒 −3𝑡 [u(t) – u(t-2)]
10. Find the convolution of the signal by graphical method. x1(t) = 𝑒 −3𝑡 u(t) ;
x2(t)= u(t-3) – u(t-5)
Simulation:
%FINDING THE CONVOLUTION BETWEEN 𝑒 −2𝑡 and 𝑢(𝑡) between 0 < t < 1
clc;
clear all;
close all;
t=linspace(0,1,1000);
x=exp(-2*t);
h=heaviside(t);
l=length(x); %Finding lengths
m=length(h);
subplot(3,1,1); %plotting the input sequences
plot(0:l-1,x);
xlabel('t---->');
ylabel('x(t)--->');
subplot(3,1,2);
plot(0:m-1,h);
xlabel('t---->');
ylabel('h(t)--->');
y=conv(x,h);
disp('The convolution result is ');
y %Displaying the resultant sequence in command window
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edition, Pearson Education, 8th Indian Reprint, 2005.
[2] M.J.Roberts, “Signals and Systems, Analysis using Transform methods and MATLAB”,
Second edition,McGraw-Hill Education,2011
[3] John R Buck, Michael M Daniel and Andrew C.Singer, “Computer explorations in Signals
and Systems using MATLAB”,Prentice Hall Signal Processing Series
[5] Tarun Kumar Rawat, “Signals and Systems”, Oxford University Press,2011
[6]A.Anand Kumar, “Signals and Systems” , PHI Learning Private Limited ,2011