Exploiting Superposition and Time-Invariance
x[n] a k x k [n] DT LTI y[n] bk y k [n]
k System k
• Are there sets of “basic” signals, xk[n], such that:
We can represent any signal as a linear combination (e.g, weighted sum) of
these building blocks? (Hint: Recall Fourier Series.)
The response of an LTI system to these basic signals is easy to compute
and provides significant insight.
• For LTI Systems (CT or DT) there are two natural choices for these building
blocks:
Later we will learn that there are many families of such functions: sinusoids,
DT Systems: and
exponentials, n even
n0 data-dependent functions.
CT Systems: t t 0 extremely
The latter are
useful
(unit pulse) (impulse)
in compression and pattern recognition applications.
EE 3512: Lecture 14, Slide
Representation of DT Signals Using Unit Pulses
EE 3512: Lecture 14, Slide
Response of a DT LTI Systems – Convolution
x[n] a k x k [n] DT LTI y[n] bk y k [n]
k hn k
• Define the unit pulse response, h[n], as the response of a DT LTI system to a
unit pulse function, [n].
• Using the principle of time-invariance:
• Using the principle of linearity:
[n] h[n] [n k ] h[n k ]
• Comments:
Recall that linearity implies the weighted sum of inputconvolution operator
signals will produce a
similar weighted sum of output signals.
[n] x[k ] [n k ] y[n] x[k ] h[n k ] x[n] h[n]
xEach unit pulse function, [n-k],
k k
produces a corresponding time-delayed
version of the system impulse response function (h[n-k]).
The summation is referred to as the convolutionconvolution sum. sum
The symbol “*” is used to denote the convolution operation.
EE 3512: Lecture 14, Slide
LTI Systems and Impulse Response
• The output of any DT LTI is a convolution of the input signal with the unit
pulse response:
• Any DT LTI system is completely characterized by its unit pulse response.
DT LTI y[n] x[n] * h[n]
• Convolution hasx[n
a ]simple graphical interpretation:
hn
x[n] x[k ] [n k ] y[n] x[k ] h[n k ] x[n] h[n]
k k
EE 3512: Lecture 14, Slide
Visualizing Convolution
• There are four basic steps to the
calculation:
• The operation has a simple graphical
interpretation:
EE 3512: Lecture 14, Slide
Calculating Successive Values
• We can calculate each output point by
shifting the unit pulse response one
sample at a time:
y[n] x[k ] h[n k ]
k
• y[n] = 0 for n < ???
y[-1] =
y[0] =
y[1] =
…
y[n] = 0 for n > ???
• Can we generalize this result?
EE 3512: Lecture 14, Slide
Graphical Convolution
2
h(k ) 1
-1 -1
x(k ) 1
-1
h( 3 k ) y ( 3) x(k )h( 3 k ) 0
k
h( 2 k ) y ( 2) x ( k ) h ( 2 k ) 0
k
y ( 1) (1)(1) 1
h( 1 k )
h (0 k ) y (0) (1)(0) (2)(1) 2
k= -6 -5 -4 -3 -2 -1
0 1 2 3 4 5
EE 3512: Lecture 14, Slide
Graphical Convolution (Cont.)
2
h(k ) 1
-1 -1
x(k ) 1
-1
h(1 k ) y (1) ( 1)(1) (2)(0) ( 1)(1) 2
y (2) (1)(0) (2)( 1)
h( 2 k )
( 1)(0) ( 1)(1) 2
y (3) (1)(0) (2)(0)
h(3 k ) ( 1)( 1) ( 1)(0) 1
y (4) ( 1)( 1) 1
h( 4 k )
k= -6 -5 -4 -3 -2 -1
0 1 2 3 4 5
EE 3512: Lecture 14, Slide
Graphical Convolution (Cont.)
• Observations:
y[n] = 0 for n > 4
If we define the duration of h[n] as the difference in time from the first
nonzero sample to the last nonzero sample, the duration of h[n], Lh, is
4 samples.
Similarly, Lx = 3.
The duration of y[n] is: Ly = Lx + Lh – 1. This is a good sanity check.
• The fact that the output has a duration longer than the input indicates that
convolution often acts like a low pass filter and smoothes the signal.
EE 3512: Lecture 14, Slide
Examples of DT Convolution
• Example: unit-pulse • Example: delayed unit-pulse
h[n] [n] h[n] [n n0 ]
y[n] x[k ] h[n k ] y[n] x[k ] h[n k ]
k k
x[k ] [n k ] x[n] x[k ] [n n0 k ] x[n n0 ]
k k
• Example: unit step • Example: integration
h[n] u[n] x[n] u[n]
h[n] a n u[n] a 1
y[n] x[k ] h[n k ]
k
n y[n] x[k ] h[n k ]
x[k ] u[n k ] x[k ] k
k k
u[n]a n u[n]
k
(1) [n] (1 a ) [n 1] ...
1 n 0
1 a n 1
n0
1 a
EE 3512: Lecture 14, Slide
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]
EE 3512: Lecture 14, Slide
Useful Properties of (DT) LTI Systems
• Causality: h[n] 0 n0
• Stability: h[k ]
k
Bounded Input ↔ Bounded Output
Sufficient Condition:
for x[n] x max
y[n] x[k ]h[n k ] x
k
max h[n k ]
k
Necessary Condition:
if h[n k ]
k
Let x[n] h * [ n] / h[ n] , then x[n] 1 (bounded)
But y[0] x[k ]h[0 k ] h [ k ]h[ k ] / h[ k ] h[ k ]
*
k k k
EE 3512: Lecture 14, Slide
Summary
• We introduced a method for computing the output of a discrete-time (DT)
linear time-invariant (LTI) system known as convolution.
• We demonstrated how this operation can be performed analytically and
graphically.
• We discussed three important properties: commutative, associative and
distributive.
• Question: can we determine key properties of a system, such as causality
and stability, by examining the system impulse response?
• There are several interactive tools available that demonstrate graphical
convolution: ISIP: Convolution Java Applet.
EE 3512: Lecture 14, Slide