Digital signal processing

Dr. Saad Muhi Falih

Impulse Response of Discrete

Time System
&
Convolution

Dr. SAAD MUHI FALIH

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Impulse Response of Discrete Time

System
• The output of any system for a unit impulse
input is called the impulse response.

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 Impulse Response of Discrete Time
System
• The output for a unit impulse input is called
the impulse response.

• The output of a discrete time LTI system is

completely determined by the input and the
impulse response of the system.
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Impulse Response of Discrete Time

System
• For Time-invariant System

• One can represent any input as:


xn   xk n  k 
k  

• That mains the output for any Linear Time-Invariant (LTI)

System can be write as:

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 Convolution
• Convolution is the process by which an input
interacts with an LTI system to produce an
output
• The relationship between the input to a Linear
Time-Invariant system, x(n), and the output,
y(n), is given by the convolution sum
∞

𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ(𝑛) = ෍ 𝑥 𝑘 ℎ(𝑛 − 𝑘)
𝑘=−∞

Convolution Properties
• Convolution is a linear operator and,
therefore, has a number of important
properties including the
1. Commutative property )‫(الخاصية االبدالية‬
2. associative property )‫(الخاصية التجميعية‬
3. distributive property )‫(الخاصية التوزيعية‬
• The definitions of these properties are
summarized below.
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 Commutative Property
• The commutative property states that the
order in which two sequences are convolved is
not important. Mathematically, the
commutative property is:
 
xk   hk    xk hn  k    hk xn  k   hk   xk 
k   k  

x[n] h[n] y[n] h[n] x[n] y[n]

Associative Property
• The convolution operator satisfies the associative
property, (Cascade connection) which is:
𝑥 𝑛 ∗ ℎ1 𝑛 ∗ ℎ2 𝑛 = 𝑥 𝑛 ∗ {ℎ1 𝑛 ∗ ℎ2 𝑛 }
𝑥 𝑛 ∗ ℎ2 𝑛 ∗ ℎ1 𝑛 = 𝑥 𝑛 ∗ {ℎ1 𝑛 ∗ ℎ2 𝑛 }

x[n] h1[n] h2[n] y[n]

x[n] h2[n] h1[n] y[n]

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 Associative Property
• equivalent system is that has a unit sample
response equal to the convolution of ℎ1 𝑛
and ℎ2 𝑛 :

ℎ𝑒𝑞 𝑛 = ℎ1 𝑛 ∗ ℎ2 𝑛

x[n] h1[n]h2[n] y[n]

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Distributive Property
• The distributive property of the convolution
operator states that

• equivalent system is that has a unit sample

response equal to the sum of h1(n) and h2(n):
h1[n]
x[n] + y[n] x[n] h1[n]+ h2[n] y[n]
h2[n]

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 The interpretation of convolution
properties from a systems point of view.

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Impulse Response of Discrete Time System

Example 2.11 Equivalent System to Four Interconnected Systems
Consider the interconnection of four LTI systems, as depicted in Fig. 2.20. The impulse
responses of the systems are
h1[n]  u[n], h2 [n]  u[n  2]  u[n], h3 [n]   [n  2], and h4 [ n]   nu[n].
Find the impulse response h[n] of the overall system.

Figure 2.20
(p. 131)
Interconnection of
systems for
Example 2.11.
<Sol.>
1. Parallel combination of h1[n] and h2[n]:
h12[n] = h1[n] + h2[n] Fig. 2.21 (a).

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 Impulse Response of Discrete Time System

Figure 2.21
(p. 131)
(a) Reduction of
parallel combination
of LTI systems in
upper branch of Fig.
2.20. (b) Reduction
of cascade of
systems in upper
branch of Fig.
2.21(a).
(c) Reduction of
parallel combination
of systems in Fig.
2.21(b) to obtain an
equivalent
system for Fig. 2.20.

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Impulse Response of Discrete Time System

2. h12[n] is in series with h3[n]:
h123[n] = h12[n]  h3[n]
h123[n] = (h1[n] + h2[n])  h3[n] Fig. 2.21 (b).
3. h123[n] is in parallel with h4[n]:
h[n] = h123[n]  h4[n]
h[n]  (h1[n]  h2[n])  h3[n]  h4[n], Fig. 2.21 (c).
Thus, substitute the specified forms of h1[n] and h2[n] to obtain
h12 [n]  u[n]  u[n  2]  u[n]
 u[n  2]
Convolving h12[n] with h3[n] gives
h123[n]  u[n  2]   [n  2]
 u[n]

 
h[n]  1   n u[n].

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• Homework: Consider the interconnection of
three linear shift-invariant systems shown in the
figure below.

• If ℎ1 (𝑛) = 𝑢(𝑛 − 2), ℎ2 (𝑛) = 𝑛𝑢(𝑛) and

ℎ3 (𝑛) = 𝛿(𝑛 − 2).
• find the unit sample response of the overall
system.
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Homework

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 Convolution with Unit Sample
• The identity sequence for the convolution
operator is 𝛿 𝑛
𝑥 𝑛 ∗𝛿 𝑛 =𝛿 𝑛 ∗𝑥 𝑛 =𝑥 𝑛

• The convolution of a delayed unit sample

sequence with x(n)
𝑥 𝑛 ∗𝛿 𝑛−𝑘 =𝑥 𝑛−𝑘

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• Homework: A linear time invariant system has

a response ℎ(𝑛) = 𝛿(𝑛 − 𝑘) to the unit
sample 𝛿(𝑛 − 𝑘).
• Find the response of the system to the input
𝑥(𝑛) = 𝑢(𝑛).

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 Relation Between LTI System Properties and the
Impulse Response
1 Memoryless LTI Systems

1. The output of a discrete-time LTI system:


y[n]  h[n]  x[n]   h[k ]x[n  k ]
k 

y[n]   h[ 2]x[n  2]  h[ 1]x[n  1]  h[0]x[n]  h[1]x[n  1]  h[2]x[n  2] 

2. To be memoryless, y[n] must depend only on x[n] and therefore cannot

depend on x[n  k] for k  0.
A discrete-time LTI system is memoryless if and only if

h[k ]  c [k ] c is an arbitrary constant

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2 Causal LTI Systems

The output of a causal LTI system depends only on past or present values of the input.

1. Convolution sum:
y[n]   h[2]x[n  2]  h[1]x[n  1]  h[0]x[n]
 h[1]x[n  1]  h[2]x[n  2]  .

2. For a discrete-time causal LTI system,

h[k ]  0 for k  0

3. Convolution sum causal LTI system :


y[n]   h[k ]x[n  k ].
k 0

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3 Stable LTI Systems
A system is BIBO stable if the output is guaranteed to be bounded for every bounded
input.

Input Output

x[n ]  M x   y[ n ]  M y  

1. The magnitude of output:


y[n]  h[n]  x[n]   h[k ]x[n  k ]
k 


ab  a  b
y[n]   h[k ]x[n  k ]
k 

ab  a b
y[n]   h[k ] x[n  k ]
k 

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2. Assume that the input is bounded, i.e.,

x[n ]  M x   x[n  k ]  M x
and it follows that

y[n]  Mx  h[k]
k 

Hence, the output is bounded, or y[n] ≤  for all n, provided that the impulse response
of the system is absolutely summable.
3. Condition for impulse response of a stable discrete-time LTI system:

 h[k ]  .
k 

However, this condition is actually sufficient )‫(كافي‬and necessary )‫ (ضروري‬condition.

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Example 2.12 Properties of the First-Order Recursive System
The first-order system is described by the difference equation
y[n]   y[n  1]  x[n]
and has the impulse response
h[n]   nu[n]
Is this system causal, memoryless, and BIBO stable?
<Sol.>
1. The system is causal, since h[n] = 0 for n < 0.
2. The system is not memoryless, since h[n]  0 for n > 0.

3. Stability: Checking whether the impulse response is absolutely summable?

  

 h[k ]        
k k
if and only if  < 1
k  k 0 k 0

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Example 1: for the LTI system described by:

𝑛

𝑦 𝑛 = ෍ 𝑥(𝑘)
𝑘=−∞
Find h(n) of the system, then show is this system stable?
• Solution: in LTI system
∞

𝑦 𝑛 = ෍ 𝑥 𝑘 h(n − k)
𝑘=−∞
• ∵𝑦 𝑛 = σ𝑛𝑘=−∞ 𝑥(𝑘)

:‫بمقارنة المعادلتين نستطيع ان نستنتج ان‬ •

n ‫ الى‬−∞ ‫) لكل القيم من‬1( ‫ تساوي‬h(n − k) ‫اي ان‬ •
• ∴ ℎ(𝑛) = 𝑢(𝑛)
• Is the system stable? No, because
∞ ∞

෍ h(n) = ෍ u(n) = ∞
𝑛=−∞ 𝑛=−∞

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 Finite Impulse Response
• Definition 1 (Finite Impulse Response, or FIR).
h[n] has a finite number of non-zero samples.

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Infinite Impulse Response

• Definition 2 (Infinite Impulse Response, or IIR).
h[n] has an infinite number of non-zero
samples.

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