Lecture 2

Convolution for Discrete

and Continuous time
signal
 Discrete Unit Impulse and Step Signals

The discrete unit impulse signal is defined:

0 n0
x[ n]   [ n]  
1 n0
Useful as a basis for analyzin g other signals

The discrete unit step signal is defined:

0 n0
x[ n]  u[ n]  
1 n0
Sampling Properties of unit impulse function

 An important property for the theory of sampling

and in the calculation of convolution
 Sampling property

when a signal x[n] multiplied by unit impulse

occurring at time n0 the resulting signal will be the
impulse at that time but with amplitude equal to the
signal value at time n0
Mathematically can be written as

x[n] n  n0   xn0  n  n0 
Continuous time Impulse and Step Signals

Continuous Unit Impulse and Step Signals

The continuous unit impulse signal is
defined:
0 t  0
x(t )   (t )  
 t  0
Note that it is discontinuous at t=0
The arrow is used to denote area, rather
than actual value
Again, useful for an infinite basis

The continuous unit step signal is defined:

0 t0
x(t )  u (t )  
1 t 0
 Importance of step signal u(t)
 Applied as an input to the system in order to
characterize its behavior. The output called the step
response of the system.
 Truncated some parts of the signal by multiplying

with time shift unit step signal

Example

x(t )  e u (t )  u (t  1)
t
Representation of continuous time signal using unit
step function

x1 (t )  (t  1)u (t  1)  u (t  2)
x 2 (t )  u (t  2)  u (t  4)
then
x(t )  x1 (t )  x 2 (t )
 (t  1)u (t  2)  u (t  1)  u (t  2)  u (t  4)
Sampling theory for step function
 If you multiply an arbitrary waveform x(t) by an
impulse occurring at time .You obtain an impulse
having an area x( )occurring at time 

x(t ) t     x  t   
Some Properties for impulse signal
 Time Scaling
1
 t    t 

 Time Shift : The Convolution of the signals x(t)
and y(t) is defined

as 
x(t )  y (t )   x( ) y t   d   y ( ) xt   d
 

 The convolution
 t  T  of signal x(t) with time delayed
impulse 
 t  T * x(t )    t  T xt  T dt  x(t  T )

Convolution Integral

Convolution Integral
• Commonly used in engineering, science, math
f1 t   f 2 t     f1   f 2 t    d


• Convolution properties
– Commutative: f1(t) * f2(t) = f2(t) * f1(t)
– Distributive: f1(t) * [f2(t) + f3(t)] = f1(t) * f2(t) + f1(t) * f3(t)
– Associative: f1(t) * [f2(t) * f3(t)] = [f1(t) * f2(t)] * f3(t)
– Shift: If f1(t) * f2(t) = c(t), then
f1(t) * f2(t - T) = f1(t - T) * f2(t) = c(t - T).
– Convolution with impulse, f(t) * (t) = f(t)
– Convolution with shifted impulse, f(t) * (t-T) = f(t-T)
4 - 11
important later in modulation
Graphical Convolution Methods

• From the convolution i ntegral, convolution i s

e qui valent to

f 1 t  f 2 t    f 1   f 2 t   d


– Rotating one of the functions about the y axis

– Shifting it by t
– Multiplying this flipped, shifted function with the other
function
– Calculating the area under this product
– Assigning this value to f 1(t) * f 2(t) at t
Example (1)
 Determine the system out y(t)=x(t)*h(t) if
x(t )  e  t u (t ) and h(t)  e -2t u (t )
  Rotating one of the functions about the y axis
 Shifting it by t
 Multiplying this flipped, shifted function with the other
function
 Calculating the area under this product
 Assigning this value to f1(t) * f2(t) at t
 Step one change the variable t to T and flip
Continue
 Rotating one of the functions about the y axis
Contionue
 Shifting it by t

Case (1) t<0 no overlap between the two function then y(t)=0
Continue

Case (2) t>0 there is overlap between the

two function then y(t) can be calculated using
the integral
Continue
 Calculating the area under this product
 Convolution Example

Graphical Convolution Example

• Convolve the following two functions:
f(t) g(t)
2 3

*
t t
2 -2 2

• Replace t with in f(t) and g(t)

• Choose to flip and slide g() since it is simpler
and symmetric 3 g(t-)

• Functions overlap like this: 2

f()

Note :example taken from Prof. Brian L. Evans 

2 4 - 13
-2 + t 2+t
notes
Continue

Graphical Convolution Example

• Convolution can be divided into 5 parts
I. t < -2 3 g(t-)

• Two functions do not overlap 2

f()
• Area under the product of the

functions is zero 2
-2 + t 2+t

II. -2  t < 0 3 g(t-)

• Part of g(t) overlaps part of f(t) 2
f()
• Area under the product of the
functions is 
2
-2 + t 2+t
2t
32  t 
2t
 2  2
3t 2
0 3(   2) d  3 
 2  2    62  t    6
 0 2 2
4 - 14
Continue

Graphical Convolution Example

III. 0t<2 3 g(t-)
• Here, g(t) completely overlaps f(t) 2
f()
• Area under the product is just
2 
2
 2 
0 3   2  d  3  
 2  2  6 -2 + t
2
2+t
  0

IV. 2t<4 3 g(t-)

• Part of g(t) and f(t) overlap 2
f()
• Calculated similarly to -2  t < 0

V. t4 -2 + t
2
2+t
• g(t) and f(t) do not overlap
• Area under their product is zero
4 - 15
Result of convolution

Graphical Convolution Example

• Result of convolution (5 intervals of interest):
0 for t  2
 3
 t 2  6 for  2  t  0
 2

y (t )  f (t ) * g (t )  6 for 0  t  2
3 2
 t  12 t  24 for 2  t  4
2

0 for t  4
y(t)
6

t
4 - 16
-2 0 2 4
Representation of discrete time signals in terms of
impulse function

 A discrete time signal x[n] can be represented by

linear combination of time shifted impulse

Which can be rewrite as

Example
Impulse Response
 The response of a discrete-time system to a unit
sample sequence {d[n]} is called the unit sample
response or simply, the impulse response, and is
denoted by {h[n]}
Impulse Response Example
 The impulse response of the system
y[n]  1x[n]   2 x[n  1]   3 x[n  2]   4 x[n  3]
is obtained by setting x[n] = d[n] resulting in
h[n]  1 [n]   2 [n  1]   3 [n  2]   4 [n  3]

 The impulse response is thus a finite-length sequence of

length 4 given by

{h[n]}  {1,  2 ,  3 ,  4}

24
 Time-Domain Characterization of LTI
Discrete-Time System
25

 Input-Output Relationship -A consequence of the

linear, time-invariance property is that an LTI
discrete-time system is completely characterized by
its impulse response
 Knowing the impulse response one can
compute the output of the system for any arbitrary
input
Time-Domain Characterization of LTI
Discrete-Time System
 Let h[n] denote the impulse response of a LTI discrete-
time system
 We compute its output y[n] for the input:
x[n]  0.5 [n  2]  1.5 [n  1]   [n  2]  0.75 [n  5]

 As the system is linear, we can compute its outputs for

each member of the input separately and add the
individual outputs to determine y[n]

26
Time-Domain Characterization of LTI
Discrete-Time System
 Since the system is time-invariant

input output

 [n  2]  h[n  2]
 [n  1]  h[n  1]
 [n  2]  h[n  2]
 [n  5]  h[n  5]

27
 Time-Domain Characterization of LTI
Discrete-Time System
28

 Likewise, as the system is linear

input output
0.5 [n  2]  0.5h[n  2]
1.5 [n  1]  1.5h[n  1]
  [n  2]   h[n  2]
0.75 [n  5]  0.75h[n  5]
 Hence because of the linearity property we get
y[n]  0.5h[n  2]  1.5h[n  1]
 h[n  2]  0.75h[n  5]
Time-Domain Characterization of LTI
Discrete-Time System
 Now, any arbitrary input sequence x[n] can be expressed
as a linear combination of delayed and advanced unit
sample sequences in the form

x[n]   x[k ] [n  k ]
k  
 The response of the LTI system to an input
will be
input output
x[k ] [n  k ] x[k ] h[n  k ]
29
Convolution Sum

Linear time-invariant systems (LTI)

• Let hk[n] be the response to [n-k] (an impulse at n = k)

y[ n]  T x[ n]
  
 T   x[k ]  [n  k ]
 k  

y[ n]   x[k ] T  [ n  k ] If the system is linear


  x[k ] h [n]
k 
k


  x[k ] h[n  k ]
k 
If the system is time-invariant
Convolution Sum

Convolution sum


y[ n]  
k 
x[ k ] h[ n  k ]

y[ n]  x[ n]  h[ n] Convolution sum

• Linear time-invariant systems can be described by

the convolution sum!
Graphical computation of a convolution

 Method 1
Draw the weighted and shifted impulse responses one
above the other and add them up.

 Method 2
Step1: Draw the signals x[k] and h[n-k] as a
function of k for (a fixed n).
Step2: Multiply them to form g[k].
Step 3: Sum all values of g[k].
 Graphical computation of convolution Method 1

Compute yn   xk hn  k    xk hn  k  and input signal x[n].
 2
For the impulse response h[n]
k   k 0
 Graphical computation of convolution Method 2

Find y[0] and y[1] using the convolution property between x[k] and
h[k] where y[n]=x[n]*h[n]
Continue Method 2
 Case n=0 to find y[0]
Step 1: Sketch x[k] and h[0-k]=h[-k] as below
Continue Method 2
 Step 2 Multiply x[k] and h[-k] to get g[k] shown
below
Continue Method 2
 Step 3: Sum all values of g[k] form k=-infinity to
k=infinity to get y[0]

y[0]   g k   3


k  
Continue Method 2
 Case n=1
Step1: Sketch x[k] and h[1-k]=h[-(k-1)] the signal h[-
k]
delyed by 1
Continue Method 2
 Step 2: Multiply x[k] and h[1-k] to get g[k] shown
below
Continue Method 2
 Step 3: Sum all values of g[k] form k=-infinity to
k=infinity to get y[1]

y[1]   g k   3  2  5


k  
 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]