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Chapter 2
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À 
î Convolution and related operations are found in many
applications of engineering and mathematics.

## î In O O OOO½ the convolution of one function (the


) with a second function representing the response of a
O O  O to a brief but strong impulse
gives the system's output. At any given moment½ the output is
an accumulated effect of all the prior values of the input
function½ with the most recent values typically having the most
influence (expressed as a multiplicative factor). The impulse
response function provides that factor as a function of the
elapsed time since each input value occurred.

M
p  

ÑConvolution is a central concept in relating the
time & frequency domains.
ÑDiscrete-time convolution is a method of
finding the -     
 linear
time-invariant (LTI) systems.
ÑThe system impulse response is [ .
ÑIf the input is [ ½ a unit sample at the origin 
= 0½ the system response is [ .


ÑIf the input is [0 [ ½ a scaled impulse at the
origin½ the response is [0 [ .
ÑIf the input is the shifted impulse [l [ - 1 at 
1 the response is [l [ - 1 .
ÑThe response to the shifted impulse [ [ -  at
  is [ [ -  .
Ñ÷ince input [ is a sequence of samples½ it can
be described by a sum of scaled & shifted impulses:

       
   ]
ÑÕy superposition½ the response to [ is the sum
of scaled & shifted versions of the impulse
response:

a           
  
ÑIt is called O  
.
ÑThe expression for computing a[ is called the
 
 
.
ÑThe arguments of &  can be interchanged
without affecting the result.
§
ÑThus½

a             
  

`
À
 
 

  
p    
ÑThe procedure for analytical convolution can be
implemented if [ & [ are described by simple
analytical expressions.
Ñdesort a table of closed-form solutions for finite
or infinite series.
Ñ [ & [ -  are functions of the summation
variable 
ÑThe summations frequently involve step functions
of the form [ & [ -  .
ñ
Ñ÷ince [ = 0½   0 & [ -  0½   ½ these
can be used as lower & upper limits ( 0 & 
).
Ñ©xample 2.1
ÑLet [ = [ = [ .
ÑThen [ = [ & [ -  = [   .
ÑThe lower limit on the convolution sum simplifies
to  = 0 (because [ = 0½   0)½ the upper limit to
  (because [ -  = 0½   )½ and we get
 
a           1   1   1
   0 ×
     
ÑAany of discrete convolution properties are based
on LTI.
ÑIf [ or [ is shifted by ½ so is a[ .
ÑThus½ if a[ = [  [ ½ then

## ÑThe sum of the samples in [ ½ [  & a[ are

related by
 
a  


    *
Ñùor causal systems ([ = 0½   0) & causal
signals ( [ = 0½   0)½ a[ is also causal. Thus½
 
a            
 0  0

## ÑConvolution of two left-sided signals is also left-

sided. (÷ame for two right-sided signals).
Ñ÷ome other properties:
Ñ[  [ = [
Ñ[  [ = [
Ñ÷ince step response is the running sum of impulse
response½ the convolution of [ with a unit step is
the running sum of [ :
    
 |
Ñ In practice½ we deal with sequences of finite
length½ & their convolution may be found by
several methods.
Ñ The convolution a[ of two finite-length
sequences [ & [ is also of finite length & is
subject to the following rules:
I) The starting index of a[ equals the sum of the
starting indices of [ & [ .
II) The ending index of a[ equals the sum of the
ending indices of [ & [ .
III) a  +   1. ||
 
    
ÑThe convolution a[ equals the sum of the
(shifted) impulse responses due to each of the
impulses that make up the input [ 
ÑTo find the convolution½ a row of index values is
set up beginning with the starting index of the
convolution & [ & [ below it.
Ñ [ is a sequence of weighted shifted impulses.
Ñ©ach element (impulse) of [ generates a shifted
impulse response (product with [ ) starting at its
index (to indicate the shift).
|M
Ñ÷umming the response (by columns) gives the
discrete convolution.
Ñ'        

ÑThe starting index for convolution a[ is found
from the starting indices of [ & [ 

Ñ 
      

I) Line up [ below [ 
II) Line up with each sample of [  the product of
the entire array [ with that sample of [ .
III)÷um the columns of the (successively shifted)
arrays to generate the convolution sequence.

|]
Ñ©xample 2.2
ÑAn ùId filter has an impulse response given by

[  1½ 2½ 2½ . ùind its response a[ to the

input [ =  2 ½ -1½ . Assume both [ & [
start at  0
Ñ÷olution
Ñ [ 2[ - [ - 1 + [ - 2 & tabulates the
response to each impulse & the total response as
follows:

[  = 1 2 2 
[  = 2 -1 

 O O

2[ 2[  = 2 4 4 6
- [-
- 1 - [-
- 1 = -1 -2 -2 -
[ - 2 [  - 2 =  6 6 9
÷um= [ ÷um= a[ = 2   10  9
|`
a  +  1
=  + 4  1 = 6.

a[ =  2 ½ ½ ½ 10½ ½ 9
a[ = 2[ + [ - 1
+ [ - 2 + 10[ - 
+ [ - 4 + 9[ - 

ù  
    
ÑConvolution sum can be interpreted as:
Ñùold [ & shift [- to line up its last element
with the first element of [ 
Ñ÷uccessively shift [- (to the right) past [ ½
one index at a time½ & find the convolution at each
index as the sum of the pointwise products.
ÑThis is called the    O.

Ñ©xample 2.

Ñùind the discrete convolution of [ =  2 ½ ½ 0½

4 and [ =  4 ½ 1½  by using the sliding strip
method.
Ñ÷olution
Ñ÷ince both sequences start at  0½ the folded
sequence is:

Ñ [- = ½ 1½ 4 . Using the sliding strip method:

|*
2  0 4
 1 4 È ÷ O
×
a[   
 
  

2  0 4
 1 4
2 20

a[  
 
      
M
2  0 4
 1 4
1 0 16

a[  
 
       
2  0 4
 1 4
0 4
a[
  
 
  


M|
2  0 4
 1 4
12
a[  
 
  

## The discrete convolution is given by


a[  × ½ 22½11½1½4½12.

MM
u 

   
   
ÑThe discrete convolution of two finite-length
sequences [ & [ is equivalent to
multiplication of two polynomials whose
coefficients are described by [ & [ .
Ñ©xample 2.4

Ñùind the discrete convolution of [ =  2 ½ ½ 0½

4 & [ =  4 ½ 1½  by using the polynomials
multiplication method.

Ñ÷olution
Ñ[ = 2 + 2 + 0 + 4 = 2 + 2 + 4
Ñ [ = 42 + 1 +  = 42 +  + 
Ña[ = [  [
= (2 + 2 + 4)  ( 42 +  + )
a[ = × + 24 + 6 + 204 +  + 12 +
162 + 4 + 12
a[ = × + 224 + 11 + 12 + 4 + 12

Ñwence½ a[ =  × ½ 22½ 11½ 1½ 4½ 12

M]
ö    

## ÑIf zeroes are inserted between adjacent samples of

each signal to be convolved½ their convolution
corresponds to the original convolution sequence
with zeros inserted between its adjacent samples.
Ñ©xample 2. 
Ñùind the discrete convolution of [ =  2 ½ ½ 0½

4 and [ =  4 ½ 1½  by using the zero insertion
method.


Ñ[ =  2 ½ 0½ ½ 0½ 0½ 0½ 4

Ñ [ =  4 ½ 0½ 1½ 0½ 
Ñ[ = 26 + 4 + 4
Ñ [ = 44 + 2 + 
Ña[ = [  [
= (26 + 4 + 4)  (44 + 2 + )
Ña[ = ×10 + 22× + 116 + 14 + 42 + 12

Ñwence½ a[ =  × ½ 0½ 22½ 0½ 11½ 0½ 1½ 0½ 4½ 0½ 12
M`
  

     
ÑThe regular convolution of two signals½ both of
which are periodic½ does not exist.
Ñùor this reason½ periodic convolution is measured
by using averages.
ÑIf both [ and [ are periodic with identical
period ' their periodic convolution generates a
convolution result a[ that is also periodic with
the same period '
ÑThe O  
 or 

 
 a[ of [ and [ is denoted by:
a[ = [ \$ [
M*
Ñ;ver one period ( 0½1½ ...½' - 1)½ it is defined by:

a     \$       \$  
' 1 ' 1
a        
       
 
 0  0

## ÑAn averaging factor of 1/' is sometimes included

with the summation.
Ñeriodic convolution can be implemented using
wraparound.


Ñ The linear convolution of one period of [ and
[ will have (2' - 1) samples.
Ñ Its length is extended to 2'½ slice it in two halves
(of length ' each)½ line up the second half with
the first & add the two halves to get the periodic
convolution.
Ñ ©xample 2.6

Ñ ùind the periodic convolution of [ = 1 ½ 0½ 1½

1 and [ =  1 ½ 2½ ½ 1 with the period of '
= 4.
|
 0 1 2  4  6
[ 1 2  1
[ 1 0 1 1
1 2  1
0 0 0 0
1 2  1
1 2  1
a[ 1 2 4 4  4 1

a[ =  1 ½ 2½ 4½ 4½ ½ 4½ 1
M
 0 1 2 

## eriodic convolution a[ 6 6  4


a[ =  6 ½ 6½ ½ 4

      
 
  
ÑTo find the periodic convolution½ we shift the
folded signal [- past [ ½ one index at a time½
& find the convolution at each index as the sum of
the pointwise product of their samples but only over
a one-period window (0½ ' - 1).
Ñalues of [- and [ outside the range (0½ ' -
1) are generated by periodic extension.
Ñ;ne way to visualize the process is to line up [
clockwise around a circle & [ counterclockwise
(folded). ]
Ñ©xample 2.7

Ñùind the periodic convolution of [ =  1 ½

2½  and [ =  1 ½ 0½ 2 with the period of ' = 
using the cyclic method.

§
p 
 
ÑCorrelation is a measure of similarity between
two signals and is found using a process similar to
convolution.
ÑCorrelation is the convolution of one signal with a
folded version of the other.
ÑThe discrete cross-correlation (denoted  ) of [
and [ is defined by:

   

##       ë     ë    

    `
ÑTo find  [ ½ the last element of [ is lined up
with the first element of [ & start shifting [
past [ .
ÑThe pointwise product of the overlapping values
are summed up to generate the correlation.
ÑThis is equivalent to performing the convolution
of [ & the 
signal [- 
ÑThe starting index of the correlation equals the
sum of the starting indices of [ and [- 
Ñ÷imilarly½  [ equals the convolution of [- &
[ ½ & its starting index equals the sum of the
starting indices of [- & [  ñ
Ñwowever½  [ does not equal to  [ 
ÑThe two are folded versions of each other &
related by  [ =  [- 
Ñ÷ome equations need to be remembered:

           

           

## Correlation length: ' + ' - 1

Correlation sum:
ë   ë  ë  
×
À
 
ÑThe correlation  [ of a signal [ with itself is
called the 

ÑIt is an even symmetric function ( [ =  [- )
with a maximum at  = 0 and satisfies the
inequality .
ÑCorrelation is an effective method of detecting
signals buried in noise.
ÑNoise is essentially uncorrelated with the signal.
*
ÑIt means that if we correlate a noisy signal with
itself½ the correlation will be due only to the signal
(if present) and will exhibit a sharp peak at  = 0.
ÑThe autocorrelation is always even symmetric
with a maximum at the origin.
Ñ÷ome equations need to be remembered:
           
     
  O  0
]
Ñ©xample 2.×
Ñ iven [ = [ ½   1. ùind  [ for   0 .
Ñ÷olution
Ñ÷ince [ -  = [ -  starts at  = ½ then

1
  ë    ë   
ë  
 
 ë 2


    0 0 12

## Ñ÷ince autocorrelation is an even symmetric

function½ we have 

  
1  2

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