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Convolution Representation
DT Unit-Impulse Response
[ n] System h[n]
Example
Consider the DT system described by
y[n] ay[n 1] bx[n]
Its impulse response can be found to be
( a ) b, n 0,1, 2,K
n
h[n]
0, n 1, 2, 3,K
Representing Signals in Terms of
Shifted and Scaled Impulses
y[n] x[i ]h[n i ], n 0
i 0
The Convolution Sum
Associativity
x[n] (v[n] w[ n]) ( x[n] v[ n]) w[ n]
Commutativity
x[n] v[n] v[n] x[ n]
Distributivity w.r.t. addition
impulse response:
h[n] sin(0.5n), n 0
input signal:
x[n] sin(0.2n), n 0
Example: Computing Convolution
with Matlab Contd
h[n] sin(0.5n), n 0
x[n] sin(0.2n), n 0
Example: Computing Convolution
with Matlab Contd
x(t ) System y (t )
(t ) System h(t )
Exploiting Time-Invariance
Exploiting time-invariance,
time-invariance it is
(t ) System h(t )
Exploiting Time-Invariance
Exploiting Linearity
Exploiting linearity, it is
y (t ) x( )h(t )d , t0
0
If the integrand x( ) h(t ) does not contain
an impulse located at 0 , the lower limit of
the integral can be taken to be 0,i.e.,
y (t ) x( )h(t )d , t 0
0
The Convolution Integral
x(t ) h(t ) y (t )
Example: Analytical Computation of
the Convolution Integral
0 T t
Example Contd
Case 1: t 0
h(t ) x( )
t T t 0 T
y (t ) 0
Example Contd
Case 2: 0 t T
h(t ) x( )
t T 0 t T
t
y (t ) d t
0
Example Contd
Case 3: 0 t T T T t 2T
x( ) h(t )
0 t T T t
T
y (t ) d T (t T ) 2T t
t T
Example Contd
Case 4: T t T 2T t
x( ) h(t )
0 T t T t
y (t ) 0
Example Contd
y (t ) x(t ) h(t )
0 T 2T t
Properties of the Convolution Integral
Associativity
x(t ) (v(t ) w(t )) ( x(t ) v(t )) w(t )
Commutativity
x(t ) v(t ) v(t ) x(t )
Distributivity w.r.t. addition
x (t ) B x( )d
t
v ( 1) (t ) B v( )d
then
( 1) ( 1) ( 1)
( x v) (t ) x (t ) v(t ) x(t ) v (t )
Representation of a CT LTI System
in Terms of the Unit-Step Response
u (t ) h(t ) g (t )
Therefore, it is
g (t ) h(t ) u (t )
Representation of a CT LTI System
in Terms of the Unit-Step Response
Contd
Differentiating both sides
dg (t ) dh(t ) du (t )
u (t ) h(t )
dt dt dt
Recalling that
du (t )
(t ) and h(t ) h(t ) (t )
dt
it is dg (t ) t
h(t ) or g (t ) h( )d
dt 0