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Convolution Properties
DSP for Scientists
Department of Physics
University of Houston
Properties of Delta Function
◗ δ [n]: Identity for Convolution

◗ x[n] ∗ δ [n] = x[n]

◗ x[n] ∗ kδ [n] = kx[n]
◗ x[n] ∗ δ [n + s] = x[n + s]

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Mathematical Properties of
Convolution (Linear System)
◗ Commutative: a[n] ∗ b[n] = b[n] ∗ a[n]

◗ a[n] b[n] y[n]

◗ Then
◗ b[n] a[n] y[n]

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Properties of Convolution
◗ Associative:
{a[n] ∗ b[n]} ∗ c[n] = a[n] ∗ {b[n] ∗ c[n]}
◗ If
◗ a[n] ∗ b[n] c[n] y[n]
◗ Then
◗ a[n] b[n] ∗ c[n] y[n]

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Properties of Convolution
◗ Distributive
a[n]∗b[n] + a[n]∗c[n] = a[n]∗{b[n] + c[n]}

If b[n]
◗ a[n] + y[n]
c[n]
Then
◗ a[n] b[n]+c[n] y[n]
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Properties of Convolution
◗ Transference: between Input & Output

◗ Suppose x[n] * h[n] = y[n]

◗ If L is a linear system,
◗ x1[n] = L{x[n]}, y1[n] = L{y[n]}
◗ Then
◗ x1[n] ∗ h[n]= y1[n]
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Continue
◗ If
x[n] h[n] y[n]

Linear Same Linear

System System
Then
x1[n] h[n] y1[n]

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Special Convolution Cases
◗ Auto-Regression (AR) Model

◗ y[n] = ∑k = 0, M - 1. h[k]x[n - k]

◗ For Example: y[n] = x[n] - x[n - 1]

◗ (first difference)

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Special Convolution Cases
◗ Moving Average (MA) Model

◗ y[n] = b[0]x[n] + ∑k = 1, M - 1 b[k] y[n - k]

◗ For Example: y[n] = x[n] + y[n - 1]

◗ (Running Sum)
◗ AR and MA are Inverse to Each Other
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Example
◗ For One-order Difference Equation (MA
Model)
◗ y[n] = ay[n - 1] + x[n]
◗ Find the Impulse Response, if the system is
◗ (a) Causal
◗ (b) Anti-causal

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Causal System Solution
◗ Input: δ [n] Output: h[n]
◗ For Causal system, h[n] = 0, n < 0
◗ h[0] = ah[-1] + δ [0] = 1
◗ h[1] = ah[0] + δ [1] = a
◗ …
◗ h[n] = anu[n]

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Anti-causal
◗ Input: x[n] = δ [n] Output: y[n] = h[n]
◗ For Anti-Causal system, h[n] = 0, n > 0
◗ y[n - 1] = (y[n] - x[n]) / a
◗ h[0] = (h[1] - δ [1]) / a = 0
◗ h[-1] = (h[0] - δ [0]) / a = - a-1
◗ …
◗ h[- n] = - a-n ⇒ h[n] = -anu[-n - 1]
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Central Limit Theorem

◗ If a pulse-like signal is convoluted with

itself many times, a Gaussian will be
produced.
◗ a[n] ≥ 0
◗ a[n] ∗ a[n] ∗ a[n] ∗ … ∗ a[n] = ???

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Central Limit Theorem

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Correlation !!!
◗ Cross-Correlation
◗ a[n] ∗ b[-n] = c[n]

◗ Auto-Correlation:
◗ a[n] ∗ a[-n] = c[n]
◗ Optimal Signal Detector (Not Restoration)

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Correlation Detector
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1 .5

0 .5

-0 . 5

-1

-1 . 5

-2
-2 5 -2 0 -1 5 -1 0 -5 0 5 1 0 1 5 2 0 2 5

0 .8

0 .6

0 .4

0 .2

-0 . 2

-0 . 4

-0 . 6

-0 . 8

-1

-1 5 -1 0 -5 0 5 1 0 1 5

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Correlation Results 1

0.8

0.6

0.4

0.2

-0.2

-0.4

-0.6
-5 -4 -3 -2 -1 0 1 2 3 4 5

-2

-4

-6

0 200 400 600 800 1000 1200

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Low-Pass Filter
◗ Filter h[n]:

◗ Cutoff the high-frequency components

(undulation, pitches), smooth the signal

◗ ∑ h[n] ≠ 0, ∑ (- 1)n h[n] = 0, n = -∞, ∞

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Example: Lowpass
1 40

1 20 0.5

1 00
0.4
80

60 0.3
40
0.2
20

0
0.1
-20

-40 0

-60
-0.1
0 50 1 00 150 20 0 25 0 3 00 3 50 -1 0 -8 -6 -4 -2 0 2 4 6 8 10

1 40

1 20

1 00

80

60

40

20

-20

-40

-60
0 50 1 00 150 20 0 25 0 3 00 3 50

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High-Pass Filter
◗ Filter g[n]:
◗ Remove the Average Value of Signal
(Direct Current Components), Only
Preserve the Quick Undulation Terms

◗ ∑n g[n] = 0

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Example: Highpass
0.6
1 40

1 20
0.4
1 00

80 0.2
60

40 0

20
-0.2
0

-20
-0.4
-40

-60
-0.6
0 50 1 00 150 20 0 25 0 3 00 3 50 -4 -3 -2 -1 0 1 2 3 4

-2

-4

-6

-8
0 50 1 00 150 20 0 25 0 3 00 3 50

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Delta Function

• x[n] ∗ δ[n] = x[n]

• Do not Change Original Signal
• Delta function: All-Pass filter

• Further Change: Definition (Low-pass,

High-pass, All-pass, Band-pass …)
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