ECE1004 - Signals and Systems
Facilitator: DR.T.VIGNESWARAN
Professor
School of Electronics Engineering (SENSE), VIT-Chennai
Email: vigneswaran.t@vit.ac.in
FALL 2020-21 Semester
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Suggested Readings
M. J. Roberts, “ Fundamentals of Signals and Systems”, 2008,
International Edition, McGraw-Hill.
Alan. V. Oppenheim, Alan. S. Willsk, S. Hamid Nawab, “Signals and
Systems”, 2013, second edition, Pearson Education Limited, Noida,
India (Reference book).
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Contents
1 Module 5: Convolution and Correlation
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Module 5: Convolution and Correlation
Topics to be covered in Module-5
Convolution - convolution sum (discrete-time convolution) and
convolution integral (continuous-time convolution)
Correlation - cross-correlation and autocorrelation
Energy spectral density and power spectral density
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Module 5: Convolution and Correlation
Convolution
The system response (or simply the output) of any LTI system is the
convolution of the input signal and its impulse response
Figure 1: System response of an LTI system (Note that ‘∗’ denotes convolution)
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Module 5: Convolution and Correlation
Convolution
The convolution integral (continuous-time convolution) is defined as
Z ∞
y (t) = x(t) ∗ h(t) = x(τ )h(t − τ )dτ
−∞
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Module 5: Convolution and Correlation
Convolution
The convolution integral (continuous-time convolution) is defined as
Z ∞
y (t) = x(t) ∗ h(t) = x(τ )h(t − τ )dτ
−∞
The convolution sum (discrete-time convolution) is defined as
∞
X
y [n] = x[n] ∗ h[n] = x[m]h[n − m]
m=−∞
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Module 5: Convolution and Correlation
Properties of convolution
Commutative
x1 (t) ∗ x2 (t) = x2 (t) ∗ x1 (t)
x1 [n] ∗ x2 [n] = x2 [n] ∗ x1 [n]
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Module 5: Convolution and Correlation
Properties of convolution
Commutative
x1 (t) ∗ x2 (t) = x2 (t) ∗ x1 (t)
x1 [n] ∗ x2 [n] = x2 [n] ∗ x1 [n]
Distributive
x1 (t) ∗ {x2 (t) + x3 (t)} = x1 (t) ∗ x2 (t) + x1 (t) ∗ x3 (t)
x1 [n] ∗ {x2 [n] + x3 [n]} = x1 [n] ∗ x2 [n] + x1 [n] ∗ x3 [n]
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Module 5: Convolution and Correlation
Properties of convolution - continued
Associative
x1 (t) ∗ {x2 (t) ∗ x3 (t)} = {x1 (t) ∗ x2 (t)} ∗ x3 (t)
x1 [n] ∗ {x2 [n] ∗ x3 [n]} = {x1 [n] ∗ x2 [n]} ∗ x3 [n]
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Module 5: Convolution and Correlation
Properties of convolution - continued
Associative
x1 (t) ∗ {x2 (t) ∗ x3 (t)} = {x1 (t) ∗ x2 (t)} ∗ x3 (t)
x1 [n] ∗ {x2 [n] ∗ x3 [n]} = {x1 [n] ∗ x2 [n]} ∗ x3 [n]
Convolution with delta function
x(t) ∗ δ(t − T0 ) = x(t − T0 )
x[n] ∗ δ[n − K0 ] = x[n − K0 ]
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Module 5: Convolution and Correlation
Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is
h[n] = δ[n] + 2δ[n − 1].
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Module 5: Convolution and Correlation
Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is
h[n] = δ[n] + 2δ[n − 1].
System output -> convolution of input with impulse response
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Module 5: Convolution and Correlation
Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is
h[n] = δ[n] + 2δ[n − 1].
System output -> convolution of input with impulse response
y [n] = x[n] ∗ h[n]
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Module 5: Convolution and Correlation
Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is
h[n] = δ[n] + 2δ[n − 1].
System output -> convolution of input with impulse response
y [n] = x[n] ∗ h[n]
= x[n] ∗ {δ[n] + 2δ[n − 1]}
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Module 5: Convolution and Correlation
Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is
h[n] = δ[n] + 2δ[n − 1].
System output -> convolution of input with impulse response
y [n] = x[n] ∗ h[n]
= x[n] ∗ {δ[n] + 2δ[n − 1]}
= x[n] ∗ δ[n] + 2{x[n] ∗ δ[n − 1]} Using distributive property
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Module 5: Convolution and Correlation
Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is
h[n] = δ[n] + 2δ[n − 1].
System output -> convolution of input with impulse response
y [n] = x[n] ∗ h[n]
= x[n] ∗ {δ[n] + 2δ[n − 1]}
= x[n] ∗ δ[n] + 2{x[n] ∗ δ[n − 1]} Using distributive property
y [n] = x[n] + 2x[n − 1] Using convolution with delta
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Module 5: Convolution and Correlation
Example 5.2: Consider the signal x(t) shown in Figure 2. Sketch the
signals
1 y (t) = x(t) ∗ δ(t − 3)
2 z(t) = x(t) ∗ {δ(t) + 2δ(t − 4)}
Figure 2: Signal x(t) in Example 5.2
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Module 5: Convolution and Correlation
1 y (t) = x(t) ∗ δ(t − 3) = x(t − 3)
2 z(t) = x(t) ∗ {δ(t) + 2δ(t − 4)} = x(t) + 2x(t − 4)
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Module 5: Convolution and Correlation
Example 5.3: Evaluate and sketch the waveform y [n] = x[n] ∗ x[n] using
the graphical method of convolution, where x[n] is as shown in Figure 3.
Figure 3: Signal x[n] for Example 5.3
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Module 5: Convolution and Correlation
Figure 4: Step-by-step answer for Example 5.3
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Module 5: Convolution and Correlation
Figure 5: Step-by-step answer for Example 5.3
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Module 5: Convolution and Correlation
Figure 6: Step-by-step answer for Example 5.3
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Module 5: Convolution and Correlation
Figure 7: Step-by-step answer for Example 5.3
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Module 5: Convolution and Correlation
Figure 8: Step-by-step answer for Example 5.3
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Module 5: Convolution and Correlation
P∞
The convolution sum: y [n] = x[n] ∗ x[n] = m=−∞ x[m]x[n − m]
Figure 9: Convolution sum y [n] = x[n] ∗ x[n]
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Module 5: Convolution and Correlation
Example 5.4: Evaluate and sketch the output of a system when its input,
x(t), and its impulse response, h(t), are as shown in Figure 10. Use the
graphical method of convolution integral.
Figure 10: Signals x(t) and h(t) for Example 5.4
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Module 5: Convolution and Correlation
Figure 11: Step-by-step answer for Example 5.4
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Module 5: Convolution and Correlation
Figure 12: Step-by-step answer for Example 5.4
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Module 5: Convolution and Correlation
Figure 13: Step-by-step answer for Example 5.4
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Module 5: Convolution and Correlation
Figure 14: Step-by-step answer for Example 5.4
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Module 5: Convolution and Correlation
Figure 15: Step-by-step answer for Example 5.4
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