CONVOLUTION

Girijesh Kumar

M.Tech (communication engineering)

IIIT- Allahabad
Contents
Linearity and Time-Invariance Property
Pulse and Impulse Signal
Significance of Convolution
Importance of linearity and time invariance in convolution
Discrete Time Convolution
Representing signals with impulses
Continues Time Convolution
Properties of Convolution


Linearity

A linear system has the property that the response to a linear
combination of inputs is the same linear combination of the
individual responses.
x
1
(t) y
1
(t)

x
2
(t) y
2
(t)
then
a x
1
(t)+b x
2
(t) a y
1
(t)+b y
2
(t)




Time-Invariance Property

The property of time invariance states that, in effect, the system is not
sensitive to the time origin. More specifically, if the input is shifted in
time by some amount, then the output is simply shifted by the same
amount.
x(t) y(t)

then
x(t-t
0
) y(t-t
0
)
Pulse and impulse signals
The unit impulse signal


One very useful way to think of the impulse signal is as a limiting
case of the pulse signal


The impulse signal is equal to the pulse signal when the pulse gets
infinitely short:

Significance of Convolution

To characterize a shift-invariant linear system, we need to measure only
one thing:
the way the system responds to a unit impulse.

This response is called the impulse response function of the system.

Once we have measured this function, we can (in principle) predict how
the system will respond to any other possible stimulus.
Importance of linearity and time invariance in
convolution

The importance of linearity derives from the basic notion that for a linear
system if the system inputs can be decomposed as a linear combination of
some basic inputs and the system response is known for each of the basic
inputs, then the response can be constructed as the same linear combination of
the responses to each of the basic inputs.


Because of time invariance, once the response to one impulse at any time
position is known, then the response to an impulse at any other arbitrary time
position is also known.
Strategy:
Decompose input signal into linear combination of basic signals
Choose basic signals so that response easy to calculate

Signals (or functions) can be decomposed as a linear combination of
basic signals in a wide variety of ways.
For system that are both linear and time-invariant, there are two
particularly useful choices for these basic signals:
Delayed impulses Convolution
Complex exponentials Fourier Analysis
A general discrete-
time signal
expressed as a
superposition of
weighted, delayed
unit impulses
Discrete Time Convolution
Discrete Time Convolution(contd.)
Representing Signals with Impulses
Approximation of a
continuous-time signal
as a linear combination of
weighted, delayed,
rectangular pulses.
x ()

(t- )
x (-2)

(t+2)
x (-)

(t+)
x (0)

(t)
Representing Signals with Impulses(contd.)
As the rectangular pulses
become increasingly narrow, the
representation approaches an
integral, often referred to as the
sifting integral.
Continuous time convolution

Derivation of the convolution
integral representation for
continuous-time LTI systems.
Comparison of the convolution sum for discrete-time LTI systems
and the convolution for continuous-time LTI systems.
Example: Convolution of Two Rectangular Pulses
Suppose that both x[n] and v[n] are equal to the rectangular pulse
p[n] (causal signal) depicted below



The signal is equal to the
pulse p[i] folded about the vertical
axis
[ ] v i
Sliding over [ ] x i [ ] v n i
Sliding over - Contd [ ] x i [ ] v n i
Plot of
[ ] [ ] x n v n -
Suppose that where p(t) is the
rectangular pulse depicted in figure
Example: Analytical Computation of the
Convolution Integral
( ) ( ) ( ), x t h t p t = =
( ) p t
t
T
0
In order to compute the convolution integral



we have to consider four cases:
Example Contd
0
( ) ( ) ( ) , 0 y t x h t d t t t t

= >
}
Example Contd
Case 1:
0 t s
( ) x t
t
T
0
( ) h t t
t T
t
( ) 0 y t =
Example Contd
Case 2:
0 t T s s
( ) x t
t
T
0
( ) h t t
t T
t
0
( )
t
y t d t t = =
}
Example Contd
Case 3:
( ) x t
t
T
0
( ) h t t
t T t
( ) ( ) 2
T
t T
y t d T t T T t t

= = =
}
0 2 t T T T t T s s s s
Example Contd
Case 4:
( ) 0 y t =
( ) x t
t
T 0
( ) h t t
t T
t
2 T t T T t s s
Example Contd
( ) ( ) ( ) y t x t h t = -
T 0
t
2T
Associativity

Commutativity

Distributivity w.r.t. addition
Properties of the Convolution Sum
[ ] ( [ ] [ ]) ( [ ] [ ]) [ ] x n v n w n x n v n w n - - = - -
[ ] [ ] [ ] [ ] x n v n v n x n - = -
[ ] ( [ ] [ ]) [ ] [ ] [ ] [ ] x n v n w n x n v n x n w n - + = - + -
Shift property: define


Convolution with the unit impulse

Convolution with the shifted unit impulse

Properties of the Convolution Sum - Contd
[ ] [ ] [ ] w n x n v n = -
[ ] [ ] [ ] [ ] [ ]
q q
w n q x n v n x n v n = - = -
[ ] [ ]
q
x n x n q =
[ ] [ ]
q
v n v n q =
then

[ ] [ ] [ ] x n n x n o - =
[ ] [ ] [ ]
q
x n n x n q o - =
Derivative property: if the signal x(t) is differentiable, then it is


If both x(t) and v(t) are differentiable, then it is also


Properties (for continues time domain)

| |
( )
( ) ( ) ( )
d dx t
x t v t v t
dt dt
- = -
| |
2
2
( ) ( )
( ) ( )
d dx t dv t
x t v t
dt dt dt
- = -
Convolution theorem
Convolution in spatial domain becomes multiplication in frequency
domain.
Proof:
Suppose we want to compute y[n] for

Matlab code:
Computing Convolution with Matlab (example)
0,1, , 40 n =
n=0:40;
x=sin(0.2*n);
h=sin(0.5*n);
y=conv(x,h);
stem(n,y(1:length(n)))
References
1. www.ocw.mit.edu; MIT OpenCourseWare ,Free online course material.

2. Digital Signal Processing by Alan V. Oppenheim, Ronald W. Schafer

3. www.google.co.in

4. www.en.wikipedia.org


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