Convolution Lecture B

Dr. Khurram Kamal

Discrete Time Convolution

Linear systems, Convolution: Impulse response, input signals as
continuum of impulses. Convolution, discrete time and
continuous time. LTI systems and convolution

y[n]

x[k ]h[n k ]

Objectives
1. Show how a DT input signal can be sifted into a sum of scaled,
time shifted impulses
2. Understand a DT LTI systems impulse response
3. Use superposition to show how DT convolution can be used to
calculate a systems response.
4. Worked examples for DT LTI Systems

Discrete Time Convolution

Convolution is the process of calculating the
systems response signal y[n], given the systems
impulse response signal h[n]- or how to solve the
difference equation without knowing what the
difference equation is.
It is an important concept for identifying, designing
or analysing the system and DT convolution is also
used as a basis for deriving CT convolution. The
main aim is to understand how DT convolution can
be applied to input and impulse response signals.

Review of DT Linear systems

Convolution is used to calculate the systems
response y[n] to any input x[n], using the
systems impulse response signal, h[n]

The DT system is normally represented by

difference equation
And impulse response h[n] is a power
signal:

Sifting Property for DT signals

Basic idea: use set of time shifted DT impulse ( basis signals)
to represent any DT signals.
Consider a DT signal x[n] which can be written as the sum of
scaled, time shifted impulse signals:
x[ 1]
x[ 1] [ n 1]
0

x[0]
x[0] [ n]
0
x[1]
x[1] [ n 1]
0

n 1
n 1
n0
n0
n 1
n 1

x[1] [n 1]

actual value
Therefore the signal can be expressed as:

Impulse, time
shifted signal

x[n] x[2] [n 2] x[ 1] [n 1] x[0] [n] x[1] [n 1]

So any DT signal can be expressed as:

x[n]

The sifting property

x[k ] [n k ]

Example: DT Sifting
Property
The DT signal, x[n] is additively
decomposed into the following
scaled,
time shifted, impulse
components

Only the basis signals corresponding to k=-3, -2

and -1 are shown

DT System Impulse response

A very important way to analyse a DT LTI system
is to study the impulse response signal, h[n]
(input is an impulse signal)

Loosely speaking this corresponds to giving the

system a unit kick at n=0, and then seeing what
happens.
For a DT LTI, the impulse response, h[n] has all the
information that exists in the difference equation

Example Impulse response

The DT impulse response, h[n]
determine systems properties
causality
stability

The DT Convolution Sum

For any LTI discrete time system, the response to
an input signal x[n] is given as follows.
1. Using the sifting property:
2. h[n] is the systems impulse response to [n]
3. Because the system is time invariant
4.

Using the superposition property (linear)

This is the convolution sum which shows that LTI

system response can be expressed as a sum of
scaled, time shifted, impulse responses.

Interpreting the convolution sum

The convolution sum can be interpreted in
two ways:
1. As a sum(over k) of scaled (by x[k])
shifted impulse response signal h[n-k],
where n is a free signal index.

2. For each n(time index), sum over k the

input signal x[k] multiplied by time shifted
and reversed impulse response h[n-k]

Example 1a: DT LTI Convolution

Consider a DT LTI system an impulse response:
h[n]= [0 0 1 1 1 0 0]
n=[-2 -1 0 1 2 3 4]
For input sequence:
x[n]= [0 0 0.5 2 0 0 0]
The result is ( sum of scaled, shifted impulse responses):
y[n]= ...+x[0]h[n] + x[1]h[n-1]+....
=0+
0.5*[0 0 1 1 1 0 0]+
2*[ 0 0 0 1 1 1 0]+ 0....
= [ 0 0.5 2.5 2.5 2 0]

Example 1b: DT LTI Convolution

Lets derive the previous result in a
more mathematical (examinable)
manner:
h[n]= u[n] u[2-n] or (u[n] u[n-3])
Therefore
H[n-k]= u[n-k] u[2-n+k]
And the convolution sum is:

Example 2: DT LTI Convolution

Consider a DT LTI system that has an impulse
response:
h[n]= 0.9^n u[n]
What is the response when the step input signal
x[n]= u[n] is applied?
y[n]

x[k ]h[n k ]

n k
u
[
k
]
0
.
9
u[n k ]

0. 9

0.9
k 0

0
1 0.9 ( n 1)
0.9
1 0.9 1
10(1 0.9 n1 )u[n]
n

n<0
n 0

Example 3: DT LTI Convolution

Find the DT LTI system response when:
x[ n] 0.5 n 1 u[ n 1]
h[ n] 0.2 * 0.8 n u[ n]

By using DT LTI convolution

Summary to DT
Convolution

Any DT signal can be sifted into time shifted impulse basis

signals

x[n]

x[k ] [n k ]

The system is impulse response, h[n] contains

information as the equivalent difference equation
representation.
The impulse response h[n] can be used to predict
systems response to an arbitrary input signal
convolution operator:

y[n]

the same
LTI system
the DT LTI
using the

x[k ]h[n k ]

Because of the sifting and superposition properties.

Convolution is a basis for Fourier & Laplace transforms and
transfer functions.

Continuous Time Convolution

Linear Systems, Convolution: Impulse response,
input signals as continuum of impulses.
Convolution, Discrete time and continuous time. LTI
systems and convolution

y (t ) x( )h(t )d

Objectives:
1. Show how a CT input signal x(t) can be sifted into a
continuum of time shifted, impulse basis signals:
2. Understand a CT systems impulse response properties
(t )d
3. Superposition and the CT convolution integral
4. Worked examples of CT convolution.

Review: DT Convolution
A DT signal can be sifted into time shifted, impulse

basis signals
x[n] x[k ] [n k ]
k

The systems impulse response, h[n], is the systems

output when an impulse input, x[n]=
is applied.

[n]

h[n] can be used to predict the DT LTI systems

response, y[n], to an input signal, x[n], using the
convolution sum.

y[n]

x[k ]h[n k ]

Sifting expression for CT signals

For a CT input signal, x(t), there are an
infinite number of time shifted, impulse
basis signals [t ]

is the constant and t is variable.

Where

1. It is only non zero when

2. Unique basis signal for each value
The CT sifting expression is

Sifting expression for CT signals

At particular time t= only one

basis signals,
impulse
[t ]
, is non zero and the output
is equal to x(t*) because the CT
impulse has a unit integral

CT System Impulse Response

The CT unit impulse signal

(t), provides a unit
area burst of energy at t=0, in an infinitely small
time period.

All of the information contained in an LTI, ODE is

contained in the CT impulse response signal h(t)
h(t) represents the impulse (unforced) solution to
ODE.

Examples of CT Impulse Response

(t )
Impulse responses,
systems

->h(t), for simple CT LTI

1) 1st order
causal, stable

2) 1st order causal, unstable

3)2nd order:
causal,
unstable

Superposition and CT Convolution

From the CT sifting property we have:

Because the system is time invariant, we know that

Also because the system is linear( therefore superposition
applies), the overall response is

Convolution is a linear combination (integral) of the time

shifted, impulse response signals, scaled by the magnitude
of the input signal at that point. Sometimes expressed as

Example 1: CT LTI Convolution

Let x(t) be the input to a LTI system
with unit impulse response h(t)
x(t)= u(t)
t

h(t ) e u (t ) y(t ) x( )h(t )d

( t
u
(

)
e
)u (t )d

e e d
t

0
t

[e e ]t0 t 0
[0]t 0

(1 e )u (t )

Example 2: CT LTI Convolution

Consider CT input and impulse
response signals which are unit
blocks
0 t 2 u (t ) u (t 2)

x(t)= 1
=0

other wise

y (t )

x( )h(t )d

(u ( ) u (

2))u (t ) d

u ( )u (t )d

u (

2))u (t ) d

1d 1d

[ ] t0 [ ] t2

[0]t 0
[t ]0 t 2
[ 2]t 2
tu (t ) (t 2)u (t 2)

Example 3: CT LTI Convolution

Calculate the convolution of:
x(t ) e 2t u (t )
h(t ) e (t 1) u (t 1)

y (t )

x( )h(t )d

Summary to CT Convolution
A CT signal x(t) can be represented via the sifting property:
Where there are an infinite number of time shifted,
[signals
t ]
impulse basis
one foreach value of
Any CT LTI system (ODE) can be uniquely represented in
terms of its impulse response h(t)
Given the input signal and the impulse response, the CT LTI
systems output can be determined via convolution:

y (t ) x( )h(t )d

Note that this is an alternative way of calculating the

solution y(t) compared to an ODE. h(t) contains the
derivative information about the LHS of the ODE( natural
response) and the convolved input signal represents the
RHS (forced response)

Linear Systems and Convolution

Linear
Systems,
Convolution:
Impulse
response, input signals as continuum of
impulses. Convolution, Discrete time and
continuous time. LTI systems and convolution.
Objectives
1. Convolution is a commutative operator
2. Convolution is a linear operator
3. Investigate system causality via impulse
response
signal
4. Investigate system stability via impulse
response signal.

Review CT&DT Convolution

CT and DT LTI systems are completely described by their
impulse response through convolution sum/integral:

y[n]

x[k ]h[n k ] x[n] * h[n]

y (t ) x( )h(t )d x(t ) * h(t )

This is because the impulse response signal represents

the unforced solution, and the convolution operator
calculates the impulse response for each impulse basis
signals (sifting) of the input signal and aggregates the
pieces (superposition).
we can transform (with a bit of work) from the
differential/difference equation to the impulse response
signal and back again without loss of information.

Convolution is a commutative operato

Convolution is a commutative operator:

x[k ]h[n k ] h[k ]x[n k ]

x( )h(t )d h( ) x(t )d

This can be easily proven. The two systems are

equivalent :

Therefore, when calculating the response of a system

to an input signal x[n], we can imagine the input signal
being convolved with the unit impulse response h[n],
or vice versa, which ever appears the easiest. It is
important to realise, the input and impulse response
are both just signals.

Convolution is a Linear Operator

Convolution is a Linear Operator:

x[n] * (h1[n] h2 [n]) x[n] * h1[n] x[n] * h2 [n] y1[n] y2 [n]

x(t ) * (h1 (t ) h2 (t )) x(t ) * h1 (t ) x(t ) * h2 (t ) y1 (t ) y2 (t )
This can be easily verified and also for the CT case.
Therefore, the two systems in parallel:

are equivalent.
The convolved sum of two impulse
responses is equivalent to considering the two equivalent
parallel system (equivalent for discrete-time systems)

Example: Linear & Commutative Properties

Let y[n] denote the output (convolution) of the
following two signals:
x[n] 0.9 n u[n] 0.5 n u[ n]
h[n] u[n]

X[n] is non zero for all n. Now use linear and

commutative properties to express y[n] as the sum of
two simpler convolution problems. Let x1[n] = 0.9nu[n],
x2[n] = 0.5nu[n], it follows that
y[ n] ( x1 [ n] x2 [n]) * h[n]

And Y[n]= Y1[n]+Y2[n] where Y1[n]= x1[n]*h[n],

y2[n]=x2[n]h[n]
From Example2
(DT conv.)

Causality for LTI Systems

Remember , a causal system only depends on present
and past values of the input signal . It does not use
knowledge about future information.
For a causal DT LTI system, the impulse response must:
h[n]=0 for n<0
As y[n] must not depend on x[k] for k>n, so the
impulse response must be zer0 before the impulse
is applied. Similarly for causal CT/DT systems, the
convolution sum/ integral will only go up to n/t,
respectively:

y (t ) x( )h(t )d x(t ) * h(t )

y[n]

x[k ]h[n k ] x[n] * h[n]

A non causal( elec/mech) system cannot be

manufactured

Example: Causality
1. Causal System
The system representing the DT impulse response:
is causal because h[n]=0 for n<0.
2. Non-causal System
The system representing the CT impulse response
h(t)= sin(t)/pi*t is not causal because h(t) is not equal to 0
for t<0.
Note: There are very famous examples of non causal
systems, such as perfect high pass or low pass filter as we
shall examine in the course.

LTI System Stability via

Impulse Response
Remember: A system is stable if every bounded
input produces a bounded output
A DT LTI system is stable if and only if its
impulse response is absolutely summable:

A CT LTI system is stable if anld only if its

impulse response is abslotely integratable:

LTI System Stability via Impulse

Response
Proof (DT systems), consider a bounded input
signal
|x[n]|<B for all n
Applying convolution and taking the absolute value

Using the triangle inequality (magnitude of a sum

of a set of numbers is no longer than the sum of
magnitude of the numbers):

| y[n] |

| h[k ]x[n k ] | B | h[k ] |

Example: System Stability

1. CT RC circuit with a negative exponential impulse
response signal:
h(t )

t
1
e RC u (t )
RC

dy
y (t ) x (t )
dt

t
t
1
1
1
RC
RC
|
h
(
t
)
|
dt

e
dt

e
|

RC 0
( RC ) 2
( RC ) 2

RC

2.

DT system with a step impulse response signal:

h[ n] u[ n]
y[ n] y[ n 1] x[ n]
k

k 0

| h[k ] | | u[k ] | 1

The DT accumulator/ integrator system is unstable as

the impulse response signal sums to infinity. This is
equivalent for CT systems with h(t)=u(t)

Summary
LTI systems are completely characterized
by their impulse response h[n], h(t)
Convolution is

o Commutative x[k ]h[n k ] h[k ]x[n k ]

k

o Linear

x( )h(t )d h( ) x(t )d

x[n] * (h1[n] h2 [n]) x[n] * h1[n] x[n] * h2 [n] y1[n] y2 [n]

x(t ) * (h1 (t ) h2 (t )) x(t ) * h1 (t ) x(t ) * h2 (t ) y1 (t ) y2 (t )

These properties can be used to simplify

evaluating convolution, by decomposing the
problem into simpler parts, and then solving
them individually.

Summary
Standard system properties of:
o Causality h[n]=0 for n<0,
k
o Stability
| h[k ] |
k

h(t)=0 t<0

| h( ) |

Can be interpreted using:

1. Differential/difference equation behaviour
2. Impulse response
3. Transfer function
An important part of this course is to analyse/ design
systems using (transformed) impulse response
representations.