Impulse Response CT Convolution DT Convolution Applications

Contents
3 DT Convolution
Introduction
1 Impulse Response Properties of the Convolution
Definition Sum
2 CT Convolution Evaluation
The Convolution Integral Analytical Method
Zero-Input and Zero-State Graphical Method
Responses Revisited 4 Applications
Properties of the Convolution Block Diagram Representation
Integral Numerical CT Convolution
Evaluation Causality of LTI Systems
Graphical Method BIBO Stability of LTI Systems
Operational Definition of CT
Functions

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Impulse Response

Impulse Response
The impulse response h(t) is the response of the system when the input is the unit impulse
function δ (t) [Sadiku, 2015]

h (t) := T {δ (t)} = Sys {δ (t)} (1)

In discrete-time, the impulse response sequence h [n] is defined in an analogous fashion

h [n] := T {δ [n]} = Sys {δ [n]} (2)

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Impulse Response

Figure: Impulse response in CT and DT [Alkin, 2014]

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The Convolution Integral

Using the sifting property of the unit impulse, one can rewrite the system’s output as
Z ∞
x (t) = x (τ ) δ (t − τ ) dτ
−∞
where τ is a dummy variable.
Replacing this into the system transformation equation
Z ∞ 
y (t) = T x (τ ) δ (t − τ ) dτ
−∞

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The Convolution Integral

Since the system is linear, the integral and the transformation operation can be
interchanged
Z ∞
y (t) = T {x (τ ) δ (t − τ )} dτ
−∞

The independent variable of the transformation is the time variable t. Thus, x (τ ) is a

constant, and by virtue of the homogeneity (proporcionality) property of the linear
system
Z ∞
y (t) = x (τ ) T {δ (t − τ )} dτ
−∞

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The Convolution Integral

Finally, since we are assuming that the system is also time-invariant, we may identify that

h (t − τ ) = T {δ (t − τ )}
We get as a result that an LTI system is characterized by its impulse response
Z ∞
y (t) = x (τ ) h (t − τ ) dτ (3)
−∞

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The Convolution Integral

The Convolution Integral

The output y (t) of a CTLTI system can be computed from the convolution or superposition
integral from the system input x (t) and the impulse response h (t) as [Sadiku, 2015]
Z ∞
y (t) = x (t) ∗ h (t) = x (τ ) h (t − τ ) dτ (4)
−∞

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Zero-Input and Zero-State Responses Revisited

The integral in Equation (4) can be rewritten as

Z ∞ Z t0 Z ∞
y (t) = x (τ ) h (t − τ ) dτ = x (τ ) h (t − τ ) dτ + x (τ ) h (t − τ ) dτ
−∞ −∞ t0
| {z } | {z }
yzi (t) yzs (t)

where
I t0 is the initial time;
I yzi (t) is the zero-input or the natural response of the system;
I yzs (t) is the zero-state or the forced response of the system.
As expected, the zero-input response gathers the information of the output of the system from
−∞ up to initial time t0 . In state-space, this information is described by the set of initial
conditions.
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Properties of the Convolution

Commutative, Associative, Distributive

I Commutative
x (t) ∗ h (t) = h (t) ∗ x (t)
I Associative
x (t) ∗ [h1 (t) + h2 (t)] = x (t) ∗ h1 (t) + x (t) ∗ h2 (t)
I Distributive
x (t) ∗ [h1 (t) ∗ h2 (t)] = [x (t) ∗ h1 (t)] ∗ h2 (t) = [x (t) ∗ h2 (t)] ∗ h1 (t)

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Properties of the Convolution Integral

Convolution with Singularity Functions

R∞
I f (t) ∗ δ (t) = −∞ f (τ ) δ (t − τ ) dτ = f (t)
The convolution of a function with the unit impulse is the function itself (i.e., the sifting
property of the unit impulse)
I f (t) ∗ δ (t − t0 ) = f (t − t0 )
The convolution of a function with a delayed impulse is a delayed version of the function
I f (t) ∗ δ 0 (t) = f 0 (t)
The convolution of a function with the first derivative of the unit impulse is the derivative
of the function

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Properties of the Convolution Integral

Convolution with Singularity Functions

R∞ Rt
I f (t) ∗ u (t) = −∞ f (τ )u (t − τ ) dτ = −∞ f (τ ) dτ
The convolution of a function with the unit step function is the integral of the function
R∞
I u (t) ∗ δ 0 (t) = u (τ ) δ 0 (t − τ ) dτ = δ (t)
−∞

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Properties of the Convolution Integral

Convolution with Transformations of the Independent Variable

I If x1 (t) ∗ x2 (t) = y (t), then
x1 (t + t1 ) + x2 (t + t2 ) = y (t + t1 + t2 )
I Time scaling
y (at) = ax1 (at) ∗ x2 (at) a > 0
I Time reversal
y (−t) = x1 (−t) ∗ x2 (−t)

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Properties of the Convolution Integral

Width Property of the Convolution Integral

If the durations of x1 (t) and h (t) are T1 and T2 respectively, then the duration of
y (t) = x (t) ∗ h (t) is T1 + T2

Figure: Width property of convolution [Sadiku, 2015]

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Evaluation of the Convolution Integral

The convolution integral can be evaluated in three different ways:

I Analytical method: involves performing the integration when x (t) and h(t) are
specified analitically
I Graphical method: is appropiate when x (t) and h (t) are provided in graphical
form
I Numerical method: is used when approximating x (t)and y (t) by numerical
sequences in order to obtain y (t) by discrete convolution using a digital computer

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Graphical Method

The method of graphical convolution involves five steps:

I Change of variable: both signals x (t) and h (t) must become a function of a dummy variable τ . The
signal x (τ ) is not transformed. The impulse response h (τ ) will be time-reversed and shifted

Figure: Change of variable [Alkin, 2014]

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Graphical Method

I Folding: take the mirror image of h (τ ) about the ordinate (or vertical) axis to obtain h (−τ )

I Shifting: displace or shift h (−τ ) by t to obtain h (t − τ )

I Multiplication: multiply h (t − τ ) and x (τ ) together

I Integration: for a given t, integrate the product h (t − τ ) x (τ ) over 0 < τ < t to get y (t) at t

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Graphical Method

Figure: Folding and shifting [Alkin, 2014]

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Graphical Method

The folding operation in step 2 is the reason for the term convolution: the function h (t − τ ) scans or slides
over x (τ )
 
Since convolution is commutative, it may be more convenient to apply steps 1 and 2 to x (t)
instead of h (t) for some signals

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Unit Impulse Seqence Revisited

Recall that the unit impulse sequence is defined as

(
1 n=0
δ [n] =
6 0
0 n=

and, using the multiplication property of the impulse function

x [k] = x [n] δ [n − k]

we can express any discrete signal x [n] as a weighted sum of delayed impulses
∞
X
x [n] = x [k] δ [n − k]
k=−∞

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The Convolution Sum

Imagine that we apply the signal x [n] to a DT system to produce the output y [n]
y [n] = T {x [n]}
Replacing the expression for x [n] in terms of the unit impulse yields
( ∞ )
X
y [n] = T x [k] δ [n − k]
k=−∞

Since the system is linear, we can interchange the order of the transformation and the summation
∞
X
y [n] = T {x [k] δ [n − k]}
k=−∞

and we can take the x [k] out of the summation as constants since the variable of summation is n.
Thus, we have
∞
X
y [n] = x [k] T {δ [n − k]}
k=−∞
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The Convolution Sum

∞
X
y [n] = x [k] T {δ [n − k]}
k=−∞

Now, we know that the impulse response h [n] of a discrete-time LTI system is the response of the
system when the input is δ [n]
h [n] := T {δ [n]}
If the system is time invariant, then

h [n − k] = T {δ [n − k]}

Thus, the output of an LTI system to a input x [n] is given by

∞
X
y [n] = x [k] h [n − k] = x [n] ∗ h [n]
| {z }
k=−∞
T{δ[n−k]}

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The Convolution Sum

The Convolution Sum

The convolution or superposition sum enables one to find the system response of a DTLTI
system y [n] to any input x [n], given the impulse response h [n]
∞
X
y [n] = x [n] ∗ h [n] = x [k] h [n − k] (5)
k=−∞

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Properties of the Convolution Sum

Commutative, Distributive and Associative

I Commutative
x [n] ∗ h [n] =h [n] ∗ x [n]
I Distributive
x [n] ∗ {h1 [n] + h2 [n]} =x [n] ∗ h1 [n] + x [n] ∗ h2 [n]
I Associative
x [n] ∗ {h1 [n] ∗ h2 [n]} = {x [n] ∗ h1 [n]} ∗ h2 [n]
I Time Shifting
x [n − m] ∗ h [n − k] =y [n − m − k]
I Convolution by the Kronecker Delta Impulse
x [n] ∗ δ [n] = δ [n]

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Properties of the Convolution Sum

Width Property of the Convolution Sum

The convolution of an M-point sequence with an N-point sequence produces an
(M + N − 1)-point sequence

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Common Convolution Sums

x1 [n] x2 [n] x1 [n] ∗ x2 [n]

x [n] δ [n − k] x [n − k]
u [n] u [n] h + 1)iu [n]
(n
1−an+1
an u [n] u [n] 1−a u [n]
h i
an+1 −b n+1
an u [n] b n u [n] u [n]
1

a−b
u [n] nu [n]
1

2 n (n + 2) u [n]
nu [n] nu [n] 6h (n + 1) (n −i1) u [n]
n
a(an −1)+n(1−a)
an u [n] nu [n] (1−a)2
u [n]
an u [n] an u [n] (n + 1) an u [n]

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Useful Formulas
∞
X 1
αk = |α| < 1
1−α
k=0

N
X 1 − αN+1
αk =
1−α
k=0

N
X
αk = N + 1 α = 1
k=0
∞
X αN
αk = |α| < 1
1−α
k=N
∞
X α
kαk = 2
|α| < 1
k=0 (1 − α)
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Graphical DT Convolution

I Change of variable: let x [n] and h [k] be sequences of the variable k instead of n

Figure: Change of variable [Alkin, 2014]

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Graphical DT Convolution

I Folding: the signal h [k] is reversed to get h [−k]

I Shifting: the signal h [−k] is shifted by n to form h [n − k] which should be regarded as a

function of k with shifting parameter n

I Multiplication: for a fixed value of n, multiply x [k] and h [n − k] for all values of k

I Summation: the product x [k] h [n − k] is summed over all k to produce a single value of
y [n]
Finally, the previous steps are repeated for various values of n to produce the entire output y [n]

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Graphical DT Convolution

Figure: Folding and shifting [Alkin, 2014]

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Commutative Property

Figure: Block diagram representation of the commutative property

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Distributive Property (Cascade)

Figure: Block diagram representation of the distributive property

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Associative Property (Parallel)

Figure: Block diagram representation of the associative property

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Numerical Method

Consider the convolution of the CT signals x (t) and h (t)

Z ∞
y (t) = x (τ ) h (t − τ ) dτ
−∞
R P
We want to compute a numerical approximation to y (t). Let t = kT , dt ≈ ∆T and → . Thus
kT
X
y (kT ) ≈ (∆T ) x (mT ) h [(k − m) T ]
m=0

This equation ressembles a DT convolution multiplied by an interval ∆T . Therefore

k
X
y (t) ≈ (∆T ) x [n] h [k − n] (6)
n=0

Equation 6 provides a way to approximate numerically a CT convolution using a DT convolution

of the samples of x and h

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Causality of LTI Systems

Consider a dynamic system. We start to study the system at t = t0 . If the system is causal, the
output y (t) depends uniquely on the input x (t) for t ≤ t0

Causality of LTI Systems

A CTLTI system will be causal if and only if its impulse response is a positive-time signal
h (t) =0 t < 0 ⇔ Causality (7)
A DTLTI system will be causal if and only if its impulse response is a positive-time sequence
h [n] =0 n < 0 ⇔ Causality (8)

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BIBO Systems

 
A system is bounded-input bounded-output (BIBO) stable if every bounded-input signal
produces a bounded-output.

Bounded Signal
A signal x (t) (or x [n]) is said to be bounded if an upper bound B exists such that

|x (t)| < B < ∞

(9)
|x [n]| < B < ∞

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BIBO Stability of LTI Systems

BIBO Stability of LTI Systems

A continuous-time system is BIBO stable if and only if its impulse response h (t) is absolutely
integrable
Z ∞
|h (τ ) |dτ < ∞ (10)
−∞

A discrete-time system is BIBO stable if and only if its impulse response h [n] is absolutely summable
∞
X
|h [k]| < ∞ (11)
k=−∞

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Operational Definition of the Unit Impulse

While usually a function or signal is defined by what it is at each value of the independent
variable, the primary importance of the unit impulse function is not what it is at each value of t,
but rather what it does under convolution [Oppenheim and Willsky, 1998]

Unit Impulse Revisited

The operational definition of the unit impulse is as the function which produces the same
signal under convolution

u0 (t) := δ (t) → x (t) ∗ δ (t) =x (t) (12)

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Operational Definition of Singularity Functions

 
Each singularity function can be defined operationally in terms of its behavior under

convolution

Unit Doublet
The unit doublet is the impulse response of the system whose output is the derivative of the
input
d
u1 (t) := δ 0 (t) → x (t) ∗ u1 (t) = [x (t)] (13)
dt

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Higher-Order Derivatives of the Unit Impulse

Similarly, we can define u2 (t) := δ 00 (t) as the impulse response of an LTI system that takes the
second derivative of the input

d2
u2 (t) := δ 00 (t) → x (t) ∗ u2 (t) = [x (t)] (14)
dt 2
and replacing the definition of the unit doublet shows us that

d2
 
d d
x (t) ∗ u2 (t) = 2 [x (t)] = [x (t)]
dt dt dt
d
= {[x (t) ∗ u1 (t)]}
dt
= [x (t) ∗ u1 (t)] ∗ u1 (t)
=x (t) ∗ u1 (t) ∗ u1 (t)

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Higher-Order Derivatives of the Unit Impulse

kth Derivative of the Unit Impulse

For k > 0, the kth derivative of the unit impulse uk (t) := δ (k) (t) is the impulse response of a
system that takes the kth derivative of the input. We have correspondingly

dk
x (t) ∗ uk (t) =
[x (t)] (15)
dt k
which we could have obtained after cascading k differentiators

uk (t) = u1 (t) ∗ · · · ∗ u1 (t)

| {z }
k times

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Operational Definition of the Unit Step

Unit Step Revisited

The operational definition of the unit step function u−1 (t) := u (t) is
Z t
u−1 (t) := u (t) → x (t) ∗ u−1 (t) = x (τ ) dτ (16)
−∞

Unit Ramp Revisited

The operational definition of the unit ramp function u−2 is
Z t Z τ 
x (t) ∗ u−2 (t) = x (σ) dσ dτ (17)
−∞ −∞

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Higher-Order Integrals of the Unit Impulse

Higher-Order Integrals of the Unit Impulse Function

The higher-order integrals of the unit impulse function are defined for k > 0 as
k times
z }| {
u−k (t) = u (t) ∗ · · · ∗ u (t)
Z t
= u−(k−1) (τ ) dτ (18)
−∞
k−1
t
= u (t)
(k − 1) !

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Derivatives and Integrals of the Unit Impulse

Convolution of Derivatives and Integrals of the Unit Impulse Function

For any k, r ∈ Z, the convolution of the derivatives and the integrals of the unit impulse
function is given by

uk (t) ∗ ur (t) = uk+r (t) (19)

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References I

Alkin, O. (2014).
Signals and Systems - A MATLAB Integrated Approach.
CRC Press.
Oppenheim, A. V. and Willsky, A. S. (1998).
Signals and systems.
Prentice Hall, 2 edition.
Sadiku, M. (2015).
Signals and Systems - A primer with MATLAB.
CRC Press.

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