SIGNAL PROCESSING I

LTI Systems:
Convolution
SEBASTIÁN ROLDÁN VASCO
sebastianroldan@itm.edu.co
 Convolution
The convolution between 𝑥(𝑡) and 𝑔(𝑡) is defined as
follows:

∞
𝑥 𝑡 ∗ 𝑔 𝑡 = න 𝑥 𝜏 𝑔 𝑡 − 𝜏 𝑑𝜏
−∞
 Convolution
3 3

2 2
x(t)

g(t)
1 1

0 0

-1 -1
-10 -5 0 5 10 -10 -5 0 5 10
t t

3 3

2 2
x()

g()

1 1

0 0

-1 -1
-10 -5 0 5 10 -10 -5 0 5 10
 
 3

2.5
x()
g(-)
Convolution
2
A1
1.5

1
A1>A2>A3
0.5

-0.5
The signal
-1
-10 -8 -6 -4 -2 0

2 4 6 8 10 𝑔(𝑡) shifts

A2 A3
 Convolution: Properties
• Commutativa (Proof):
𝑥 𝑡 ∗ 𝑦 𝑡 = 𝑦(𝑡) ∗ 𝑥(𝑡)

• Associative:
𝑥 𝑡 ∗𝑦 𝑡 ∗ 𝑧(𝑡) = 𝑥(𝑡) ∗ 𝑦(𝑡) ∗ 𝑧(𝑡)

• Distributive:
𝑥(𝑡) ∗ 𝑦 𝑡 + 𝑧 𝑡 = 𝑥(𝑡) ∗ 𝑦 𝑡 + 𝑥(𝑡) ∗ 𝑧 𝑡

• Shifting (Proof):
𝑥 𝑡 − 𝑇 ∗ 𝑦 𝑡 = 𝑥 𝑡 ∗ 𝑦(𝑡 − 𝑇)
 Convolution: Properties
• Convolution with Dirac delta:

∞
𝑥 𝑡 ∗ 𝛿 𝑡 = න 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥(𝑡)
−∞
Then
𝛿 𝑡 ∗ 𝛿 𝑡 = 𝛿(𝑡)
 Convolution: Properties
• Linearity:
[𝑥1 𝑡 + 𝑥2 𝑡 ] ∗ ℎ 𝑡 = 𝑥1 𝑡 ∗ ℎ 𝑡 + 𝑥2 𝑡 ∗ ℎ 𝑡
• Time invariance:
𝑥 𝑡 − 𝑡0 ∗ ℎ 𝑡 = 𝑦(𝑡 − 𝑡0 )
• Scaling:
1
𝑥 𝛼𝑡 ∗ ℎ 𝛼𝑡 = 𝑦(𝛼𝑡)
𝛼
• Special functions:
𝛿 𝑡 ∗ 𝑥 𝑡 = 𝑥(𝑡)
𝑡
𝑢 𝑡 ∗ 𝑥 𝑡 = න 𝑥 𝜏 𝑑𝜏
−∞
 Convolution: Properties
𝑢 𝑡 ∗𝑢 𝑡 =𝑟 𝑡

𝑟𝑒𝑐𝑡 𝑡 ∗ 𝑟𝑒𝑐𝑡 𝑡 = 𝑡𝑟𝑖(𝑡); 𝑟𝑒𝑐𝑡 𝑡 = 𝑢 𝑡 + 0,5 −

𝑢(𝑡 − 0,5)

𝑒 −𝑎𝑡 𝑢 𝑡 ∗ 𝑒 −𝑎𝑡 𝑢 𝑡 = 𝑒 −𝑎𝑡 𝑟(𝑡)

 Zero-State response
• Convolution with Dirac delta:

∞
𝑥 𝑡 ∗ 𝛿 𝑡 = න 𝑥 𝜏 𝛿 𝑡 − 𝜏 𝑑𝜏 = 𝑥(𝑡)
−∞
Then
𝛿 𝑡 ∗ 𝛿 𝑡 = 𝛿(𝑡)
 Zero-State response
The basic pulse 𝑝(𝑡) is 1 unit height and Δ𝜏 width,
starts at 𝑡 = 0. The signals 𝑥(𝑡) can be represented as
the sum of rectangular pulses.
 Zero-State response
𝑥 𝑡 = lim ෍ 𝑥 𝑛Δ𝜏 𝑝(𝑡 − 𝑛Δ𝜏)
Δ𝜏→0
𝜏
𝑝(𝑡 − 𝑛Δ𝜏)
= lim ෍ 𝑥 𝑛Δ𝜏 Δ𝜏
Δ𝜏→0 Δ𝜏
𝜏

𝑥 𝑡 = lim ෍ 𝑥 𝑛Δ𝜏 δ(𝑡 − 𝑛Δ𝜏) Δ𝜏

Δ𝜏→0
𝜏
 Zero-State response
Input Output
δ(𝑡) → ℎ(𝑡)
δ(𝑡 − 𝑛Δ𝜏) → ℎ(𝑡 − 𝑛Δ𝜏)
[𝑥 𝑛Δ𝜏 Δ𝜏]δ(𝑡 − 𝑛Δ𝜏) → [𝑥 𝑛Δ𝜏 Δ𝜏]ℎ(𝑡 − 𝑛Δ𝜏)
→
lim ෍ 𝑥 𝑛Δ𝜏 δ(𝑡 − 𝑛Δ𝜏) Δ𝜏 lim ෍ 𝑥 𝑛Δ𝜏 ℎ(𝑡 − 𝑛Δ𝜏) Δ𝜏
Δ𝜏→0 Δ𝜏→0
𝜏 𝜏
𝑥(𝑡) → 𝑦(𝑡)

Hence
∞
𝑦 𝑡 = lim ෍ 𝑥 𝑛Δ𝜏 ℎ(𝑡 − 𝑛Δ𝜏) Δ𝜏 = න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏 = 𝑥 𝑡 ∗ ℎ(𝑡)
Δ𝜏→0 −∞
𝜏
 Zero-State response
• CONCLUSION: The convolution produces the Zero-
State response in a LTI system.

Input 𝑥 𝑡 Impulse response

Output 𝑦 𝑡 = ℎ 𝑡 ∗ 𝑥(𝑡)
ℎ 𝑡
 Zero-State response
Cascade systems Equivalent system

𝑥(𝑡) ℎ1 (𝑡) ℎ2 (𝑡) 𝑦(𝑡) 𝑥(𝑡) ℎ1 (𝑡) ∗ ℎ2 (𝑡) 𝑦(𝑡)

𝑦 𝑡 = 𝑥 𝑡 ∗ [ℎ1 (𝑡) ∗ ℎ2 (𝑡)]

Parallel systems Equivalent system

+ ∑
𝑥(𝑡) ℎ1 (𝑡) 𝑦(𝑡)
+
𝑥(𝑡) ℎ1 𝑡 + ℎ2 (𝑡) 𝑦(𝑡)

ℎ2 (𝑡)

𝑦 𝑡 = 𝑥 𝑡 ∗ [ℎ1 𝑡 + ℎ2 (𝑡)]
 Zero-State response
The total output of the LTI system can be expressed as
follows:

𝑦 𝑡 = ෍ 𝑐𝑘 𝑒 𝜆𝑘𝑡 + 𝑥 𝑡 ∗ ℎ(𝑡)
𝑘=1

𝑦𝑧𝑖 (𝑡) 𝑦𝑧𝑠 (𝑡)

Zero-Input response Zero-State response
 Zero-State response
• Example:
Given 𝑥 𝑡 = 𝑒 −2𝑡 𝑢(𝑡) and ℎ 𝑡 = 𝑒 −𝑡 𝑢(𝑡), find the system’s
Zero-State response.
∞
𝑦 𝑡 = 𝑥 𝑡 ∗ ℎ 𝑡 = න 𝑥 𝜏 ℎ 𝑡 − 𝜏 𝑑𝜏
∞ −∞
= න 𝑒 −2𝜏 𝑢(𝜏)𝑒 − 𝑡−𝜏 𝑢(𝑡 − 𝜏)𝑑𝜏
−∞
Hence:
𝑡
𝑦 𝑡 = න 𝑒 −2𝜏 𝑒 − 𝑡−𝜏 𝑑𝜏 = 𝑒 −𝑡 1 − 𝑒 −𝑡 ; 𝑡 ≥ 0
0
Therefore:
𝑦(𝑡) = 𝑒 −𝑡 1 − 𝑒 −𝑡 𝑢(𝑡)
 Zero-State response
Convolution Table:
 Zero-State response
Convolution Table:
 Zero-State response
Exercises: