LINEAR FILTERING

via
DFT
LTI System - Output – Linear
Convolution

LTI System
x[n] h[n] y[n]

x[n] = [1 2 ]
h[n] = [1 2 3]

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 LTI SYSTEM OUTPUT

Linear Filtering - Linear Convolution - Aperiodic Convolution

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Exercise: Circular Convolution
• x1[n] = [1 2]
• x2[n] = [1 2 3]

• Obtain the circular convolution of x1[n] and x2[n]

• x3[n] = x1[n] * x2[n]

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• Circular convolution is of no use to us ,

if our objective is to determine the output o f a linear

filter to a given input sequence.

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• How to perform Linear Convolution via Circular
Convolution ????
• Why this question?

Solution:

Circular convolution in time domain is multiplication in frequency

domain.

Frequency-domain approach based on the DFT , is computationally

efficient,

Due to the existence o f efficient algorithms for computing the DFT

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Fast Fourier Transform (FFT) 8
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 So, How to perform Linear Convolution via Circular
Convolution ????
• Input x[n]----------- Length N1 LTI System
h[n]
• Impulse response h[n]--------- Length N2
• Output of LTI system y[n] --------- Length N = N1+N2-1
• x[n] = [1 2]; h[n] = [1 2 3]

N point circular convolution of x(n) with h(n) must be equivalent to the linear
convolution of x(n) with h(n).

In other words, by increasing the length of the sequences x(n) and h(n) to N points
(by appending zeros),

and then circularly convolving the resulting sequences, we obtain the same result as
would have been obtained with linear convolution.

Thus with zero padding, the D F T can be used to perform linear filtering

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Exercise: Obtain the output of LTI System
x[n] = [1 2 2 1] ; h[n] = [1 2 3] via Circular
Convolution
• 1. Length of LTI system output: Length x[n] + Length h[n] – 1
• = 4+3-1 = 6
2. With appropriate zero padding, obtain Linearly convolved
output via circular convolution
Modified x[n] = [1 2 2 1 0 0]
Modified h[n] = [1 2 3 0 0 0]
Circular convolution: [1 2 2 1 0 0] [1 2 3 0 0 0]
Linear convolution : [1 2 2 1]* [1 2 3]

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Circular convolution: [1 2 2 1 0 0] [1 2 3 0 0 0]
Linear convolution : [1 2 2 1]* [1 2 3]

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Frequency domain approach– computationally more efficient than time domain
circular convolution

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• What happens if 4 point DFT is computed
instead of 6 point DFT.

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 FILTERING OF LONG DATA
SEQUENCE

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