ECE 3331b

Introduction to Signal Processing

Lecture 6

Instructor: Dr. Ilia G. Polushin

Department of Electrical & Computer Engineering

Faculty of Engineering

The University of Western Ontario

Winter 2017
Schedule: Laboratories
Matlab tutorials: January 23rd January 27th

4 Lab sessions:

Lab 1: January 30th February 3rd

Lab 2: February 13th February 17th
Lab 3: March 13th March 17th
Lab 4: March 27th March 31st

Location: SEB 1004

Reports are due one week after the lab session. To be submitted to locker #
206, 2nd floor of TEB
Schedule: Laboratories

Lab Schedule by Section:

Section 003: Tuesday 9:30 a.m. 12:30 p.m. TAs: Farid, Anastasiia

Section 004: Thursday 4:30 p.m. 7:30 p.m. TAs: Soulaimane, Yousef
Section 005: Friday 12:30 p.m. 3:30 p.m. TAs: Samantha, Hessam
Section 006: Wednesday 2:30 p.m. 5:30 p.m. TAs: Samantha, Hessam

Section 007: Wednesday 11:30 a.m. 2:30 p.m. TAs: Farid, Anastasiia
Section 008: Monday 2:30 p.m. 5:30 p.m. TAs: Soulaimane, Yousef
Properties of Convolution

Notation:
+1
X
x(n) h(n) := x(k)h(n k)
k= 1

Property 1: Commutative law

+1
X +1
X
x(n) h(n) := x(k)h(n k) = x(n k)h(k) := h(n) x(n)
k= 1 k= 1
Properties of Convolution

Property 2: Associative law

[x(n) h1 (n)] h2 (n) = x(n) [h1 (n) h2 (n)]

Properties of Convolution

Associative law + Commutative law imply that

[x(n) h1 (n)] h2 (n) = x(n) [h1 (n) h2 (n)]

= x(n) [h2 (n) h1 (n)] = [x(n) h2 (n)] h1 (n)

Properties of Convolution

Property 3: Distributive law

x(n) [h1 (n) + h2 (n)] = x(n) h1 (n) + x(n) h2 (n)

Impulse Response of a Causal LTI System
Definition: A system is said to be causal if the output of the system y(n) at any given
time instant n depends only on present and past inputs x(n), x(n 1), x(n 2), . . . , but
does not depend on future inputs x(n + 1), x(n + 2), etc.
Response of an LTI system to an input x(n):
+1
X
y(n) := h(k)x(n k). ()
k= 1

Response at n = n0

P
+1 P
+1 P1
y(n0 ) := h(k)x(n0 k) = h(k)x(n0 k) + h(k)x(n0 k).
k= 1 k=0 k= 1

For a causal LTI system, the impulse response therefore satisfies

h(i) 0 for i < 0

For a causal LTI system, formula (*) becomes

+1
X
y(n) := h(k)x(n k).
k=0
Impulse Response of a Stable LTI Systems
Definition: A (relaxed) system is said to be bounded input - bounded output (BIBO)
stable if every bounded input produces a bounded output. More precisely, for each Mx < 1
there exists My < 1 such that

|x(i)| Mx for all i ) |y(i)| My for all i.

Response to an input x(n):

+1
X
y(n) := h(k)x(n k).
k= 1

Thus,
+1
X +1
X
|y(n)| = h(k)x(n k) |h(k)| |x(n k)| .
k= 1 k= 1

If |x(i)| Mx for all i, then

+1
X
|y(n)| Mx |h(k)| . ()
k= 1

Formula (*) implies that the system is BIBO stable if and only if
+1
X
|h(k)| < +1
k= 1
Numerical Computation of Convolution

Procedure for computing the convolution sum

Response y(n0 ) at a time instant n0 2 {. . . , 1, 0, 1, . . .} is computed according to

the formula
+1
X
y (n0 ) = x(k)h(n0 k). (N 0)
k= 1

Procedure for computing (N0):

1. Folding: fold h(k) about k = 0 to obtain h( k).

2. Shifting: Delay h( k) by n = n0 steps to obtain h ( (k n0 )) = h(n0 k).
3. Multiplication: Multiply h(n0 k) by x(k) to obtain vn0 (k) := x(k)h(n0 k)
P
+1
4. Summation: calculate y(n0 ) according to the formula y(n0 ) := vn0 (k).
k= 1

To compute the value of the response y(n1 ) at another time instant n1 2 {. . . , 1, 0, 1, . . .},
repeat steps 2-4 for n = n1 , etc..
Numerical Computation of Convolution
Example 2.3.2 (from Proakis & Manolakis, 2007): The impulse response of a LTI
system is
h(n) = {1, 2, 1, 1}
"

Determine the response of the system to the input signal

x(n) = {1, 2, 3, 1}
"

Formula:

+1
X
y(n) = x(k)h(n k)
k= 1

Thus,
P
+1 P
+1 P
+1
y(0) = x(k)h( k), y(1) = x(k)h(1 k), y(2) = x(k)h(2 k), etc
k= 1 k= 1 k= 1
Numerical Computation of Convolution
P
+1
Solution (contd.), Step 1: y(0) = x(k)h( k)
k= 1

P
+1
Denote v0 (k) = x(k)h( k), then y(0) = v0 (k).
k= 1

We have v0 (0) = 2, v0 (1) = 2, and v0 (i) = 0 for i 6= 0, 1.

Thus, y(0) = 2 + 2 = 4
Numerical Computation of Convolution
P
+1
Solution (contd.), step 2: y(1) = x(k)h(1 k)
k= 1

P
+1
Denote v1 (k) = x(k)h(1 k), then y(1) = v1 (k).
k= 1

We have v1 (0) = 1, v1 (1) = 4, v1 (2) = 3, and v1 (i) = 0 for i 6= 0, 1, 2.

Thus, y(1) = 1 + 4 + 3 = 8
Numerical Computation of Convolution
P
+1
Solution (contd.), step 3: y( 1) = x(k)h( 1 k)
k= 1

P
+1
Denote v 1 (k) = x(k)h( 1 k), then y( 1) = v 1 (k).
k= 1

We have v 1 (0) = 1, and v 1 (i) = 0 for i 6= 0.

Thus, y( 1) = 1
Numerical Computation of Convolution

Solution (contd.), steps 4, 5, etc: Continuing the same line of reasoning,

we get
y(2) = 8, y(3) = 3, y(4) = 2, y(5) = 1, y(everything else) 0.

Answer:

y(n) = {. . . , 0, 0, 1, 4, 8, 8, 3, 2, 1, 0, 0, . . .}
"