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    Session 8 - LTI Systems (III) - Convolution

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    julian
    This document discusses convolution and its properties for linear time-invariant (LTI) systems. Convolution is defined as the integral of one signal shifted over another. The key properties of convolution discussed are commutativity, associativity, distributivity, convolution with the Dirac delta function, linearity, time-invariance, and scaling. Convolution produces the zero-state response of an LTI system and can be used to analyze cascaded and parallel systems. An example calculates the zero-state response of a system given its input and impulse response.

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    Session 8 - LTI Systems (III) - Convolution

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    julian
    33 views19 pages
    This document discusses convolution and its properties for linear time-invariant (LTI) systems. Convolution is defined as the integral of one signal shifted over another. The key properties of convolution discussed are commutativity, associativity, distributivity, convolution with the Dirac delta function, linearity, time-invariance, and scaling. Convolution produces the zero-state response of an LTI system and can be used to analyze cascaded and parallel systems. An example calculates the zero-state response of a system given its input and impulse response.

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    Convulusión procesamiento de señales

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    This document discusses convolution and its properties for linear time-invariant (LTI) systems. Convolution is defined as the integral of one signal shifted over another. The key properties of convolution discussed are commutativity, associativity, distributivity, convolution with the Dirac delta function, linearity, time-invariance, and scaling. Convolution produces the zero-state response of an LTI system and can be used to analyze cascaded and parallel systems. An example calculates the zero-state response of a system given its input and impulse response.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views19 pages

    Session 8 - LTI Systems (III) - Convolution

    Uploaded by

    julian
    This document discusses convolution and its properties for linear time-invariant (LTI) systems. Convolution is defined as the integral of one signal shifted over another. The key properties of convolution discussed are commutativity, associativity, distributivity, convolution with the Dirac delta function, linearity, time-invariance, and scaling. Convolution produces the zero-state response of an LTI system and can be used to analyze cascaded and parallel systems. An example calculates the zero-state response of a system given its input and impulse response.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 19

    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:

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