Convolution of Discrete-Time Signals: - Objectives

ECE
EE 8443
3512 – PatternContinuous
– Signals: Recognition
and Discrete
LECTURE 14: CONVOLUTION OF

DISCRETE-TIME SIGNALS
• Objectives:
Representation of DT Signals
Response of DT LTI Systems
Convolution
Examples
Properties
• Resources:
MIT 6.003: Lecture 3
Wiki: Convolution
CNX: Discrete-Time Convolution
JHU: Convolution
ISIP: Convolution Java Applet
URL:
Exploiting Superposition and Time-Invariance
x[n]   a k x k [n] DT LTI y[ n]   bk y k [n]

k System k
• Are there sets of “basic” signals, xk[n], such that:

 We can represent any signal as a linear combination (e.g, weighted sum) of
these building blocks? (Hint: Recall Fourier Series.)
 The response of an LTI system to these basic signals is easy to compute
and provides significant insight.
• For LTI Systems (CT or DT) there are two natural choices for these building
blocks:
 DT Systems:  n  n0   CT Systems:  t  t 0 
(unit pulse) (impulse)
 Later we will learn that there are many families of such functions: sinusoids,
exponentials, and even data-dependent functions. The latter are extremely
useful in compression and pattern recognition applications.
EE 3512: Lecture 14, Slide 2
Representation of DT Signals Using Unit Pulses

Response of a DT LTI Systems – Convolution
x[n]   a k x k [n] DT LTI y[ n]   bk y k [n]

k hn k
• Define the unit pulse response, h[n], as the response of a DT LTI system to a
unit pulse function, [n].
• Using the principle of time-invariance:
 [n]  h[n]   [n  k ]  h[n  k ]
convolution operator
• Using the principle of linearity:
 
x[n]   x[k ]  [n  k ]
k  
 y[n]   x[k ] h[n  k ]  x[n]  h[n]
k  
• Comments: convolution sum

 Recall that linearity implies the weighted sum of input signals will produce a
similar weighted sum of output signals.
 Each unit pulse function, [n-k], produces a corresponding time-delayed
version of the system impulse response function (h[n-k]).
 The summation is referred to as the convolution sum.
 The symbol “*” is used to denote the convolution operation.
LTI Systems and Impulse Response
• The output of any DT LTI is a convolution of the input signal with the unit
pulse response:
DT LTI y[n]  x[n] * h[n]
x[n]
hn
 
x[n]   x[k ]  [n  k ]
k  
 y[n]   x[k ] h[n  k ]  x[n]  h[n]
k  
• Any DT LTI system is completely characterized by its unit pulse response.

• Convolution has a simple graphical interpretation:

Visualizing Convolution
• There are four basic steps to the
calculation:
• The operation has a simple graphical

interpretation:

Calculating Successive Values
• We can calculate each output point by
shifting the unit pulse response one
sample at a time:

y[n]   x[k ] h[n  k ]
k  
• y[n] = 0 for n < ???

y[-1] =
y[0] =
y[1] =
…
y[n] = 0 for n > ???
• Can we generalize this result?

Graphical Convolution
2
h(k ) 1
-1 -1
x(k ) 1
-1 
h(3  k ) y ( 3)   x(k )h(3  k )  0

k  

h(2  k ) y (2)   x(k )h(2  k )  0

k  
y ( 1)  (1)(1)  1
h(1  k )
h(0  k ) y (0)  (1)(0)  (2)(1)  2
k = -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9
Graphical Convolution (Cont.)
2
h(k ) 1
-1 -1
x(k ) 1
-1
h(1  k ) y (1)  (1)(1)  (2)(0)  (1)(1)  2
y (2)  (1)( 0)  (2)( 1)

h( 2  k )
 (1)(0)  (1)(1)  2
y (3)  (1)( 0)  ( 2)(0)

h(3  k )  (1)( 1)  ( 1)(0)  1
y (4)  (1)( 1)  1

h( 4  k )
k = -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9
Graphical Convolution (Cont.)
• Observations:
 y[n] = 0 for n > 4
 If we define the duration of h[n] as the difference in time from the first
nonzero sample to the last nonzero sample, the duration of h[n], Lh, is
4 samples.
 Similarly, Lx = 3.
 The duration of y[n] is: Ly = Lx + Lh – 1. This is a good sanity check.

• The fact that the output has a duration longer than the input indicates that
convolution often acts like a low pass filter and smoothes the signal.

Examples of DT Convolution
• Example: unit-pulse • Example: delayed unit-pulse
h[n]   [n] h[n]   [n  n0 ]
 
y[n]   x[k ] h[n  k ]
k  
y[n]   x[k ] h[n  k ]
k  
 
  x[k ]  [n  k ]  x[n]
k  
  x[k ]  [n  n
k  
0  k ]  x[n  n0 ]
• Example: unit step • Example: integration

h[n]  u[n] x[n]  u[n]

h[n]  a n u[n] a  1
y[n]   x[k ] h[n  k ]
k   
 n y[n]   x[k ] h[n  k ]

  x[k ] u[n  k ]   x[k ]
k   k  
k  

  u[n]a
k  
n
u[n]
 (1) [ n]  (1  a ) [n  1]  ...
 1 n0
 1  a n 1
n0
 1  a
Properties of Convolution
• Commutative: • Implications
x[n] * h[n]  h[n] * x[n]
• Distributive:
x[n] * (h1 [n]  h2 [n]) 
( x[n] * h1 [n])  ( x[n] * h2 [n])
• Associative:
x[n] * h1 [n] * h2 [n] 
( x[n] * h1 [n]) * h2 [n] 
( x[n] * h2 [n]) * h1 [n]

Useful Properties of (DT) LTI Systems
• Causality: h[n]  0 n0

• Stability:  h[k ]  
k  
Bounded Input ↔ Bounded Output
Sufficient Condition:
for x[n]  x max  
 
y[n]   x[k ]h[n  k ]  x
k  
max  h[n  k ]  
k  
Necessary Condition:

if  h[n  k ]  
k  
Let x[n]  h * [ n] / h[ n] , then x[n]  1 (bounded)

  
But y[0]   x[k ]h[0  k ]   h [k ]h[k ] / h[k ]   h[k ]  
k   k  
*
k  

Summary
• We introduced a method for computing the output of a discrete-time (DT)
linear time-invariant (LTI) system known as convolution.
• We demonstrated how this operation can be performed analytically and
graphically.
• We discussed three important properties: commutative, associative and
distributive.
• Question: can we determine key properties of a system, such as causality
and stability, by examining the system impulse response?
• There are several interactive tools available that demonstrate graphical
convolution: ISIP: Convolution Java Applet.

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ECE

LECTURE 14: CONVOLUTION OF

x[n]   a k x k [n] DT LTI y[ n]   bk y k [n]

• Are there sets of “basic” signals, xk[n], such that:

EE 3512: Lecture 14, Slide 3

x[n]   a k x k [n] DT LTI y[ n]   bk y k [n]

• Comments: convolution sum

• Any DT LTI system is completely characterized by its unit pulse response.

EE 3512: Lecture 14, Slide 5

• The operation has a simple graphical

EE 3512: Lecture 14, Slide 6

• y[n] = 0 for n < ???

EE 3512: Lecture 14, Slide 7

h(3  k ) y ( 3)   x(k )h(3  k )  0

h(2  k ) y (2)   x(k )h(2  k )  0

h(0  k ) y (0)  (1)(0)  (2)(1)  2

y (2)  (1)( 0)  (2)( 1)

y (3)  (1)( 0)  ( 2)(0)

y (4)  (1)( 1)  1

 The duration of y[n] is: Ly = Lx + Lh – 1. This is a good sanity check.

EE 3512: Lecture 14, Slide 10

• Example: unit step • Example: integration

 n y[n]   x[k ] h[n  k ]

EE 3512: Lecture 14, Slide 12

Bounded Input ↔ Bounded Output

Let x[n]  h * [ n] / h[ n] , then x[n]  1 (bounded)

EE 3512: Lecture 14, Slide 13

EE 3512: Lecture 14, Slide 14

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