ECE1004 - Signals and Systems

Facilitator: DR.T.VIGNESWARAN

Professor
School of Electronics Engineering (SENSE), VIT-Chennai

Email: vigneswaran.t@vit.ac.in

FALL 2020-21 Semester

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Suggested Readings

M. J. Roberts, “ Fundamentals of Signals and Systems”, 2008,

International Edition, McGraw-Hill.

Alan. V. Oppenheim, Alan. S. Willsk, S. Hamid Nawab, “Signals and

Systems”, 2013, second edition, Pearson Education Limited, Noida,
India (Reference book).

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Contents

1 Module 5: Convolution and Correlation

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Module 5: Convolution and Correlation

Topics to be covered in Module-5

Convolution - convolution sum (discrete-time convolution) and

convolution integral (continuous-time convolution)
Correlation - cross-correlation and autocorrelation
Energy spectral density and power spectral density

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Module 5: Convolution and Correlation

Convolution

The system response (or simply the output) of any LTI system is the
convolution of the input signal and its impulse response

Figure 1: System response of an LTI system (Note that ‘∗’ denotes convolution)

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Module 5: Convolution and Correlation

Convolution

The convolution integral (continuous-time convolution) is defined as

Z ∞
y (t) = x(t) ∗ h(t) = x(τ )h(t − τ )dτ
−∞

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Module 5: Convolution and Correlation

Convolution

The convolution integral (continuous-time convolution) is defined as

Z ∞
y (t) = x(t) ∗ h(t) = x(τ )h(t − τ )dτ
−∞

The convolution sum (discrete-time convolution) is defined as

∞
X
y [n] = x[n] ∗ h[n] = x[m]h[n − m]
m=−∞

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Module 5: Convolution and Correlation

Properties of convolution

Commutative

x1 (t) ∗ x2 (t) = x2 (t) ∗ x1 (t)

x1 [n] ∗ x2 [n] = x2 [n] ∗ x1 [n]

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Module 5: Convolution and Correlation

Properties of convolution

Commutative

x1 (t) ∗ x2 (t) = x2 (t) ∗ x1 (t)

x1 [n] ∗ x2 [n] = x2 [n] ∗ x1 [n]

Distributive

x1 (t) ∗ {x2 (t) + x3 (t)} = x1 (t) ∗ x2 (t) + x1 (t) ∗ x3 (t)

x1 [n] ∗ {x2 [n] + x3 [n]} = x1 [n] ∗ x2 [n] + x1 [n] ∗ x3 [n]

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Module 5: Convolution and Correlation

Properties of convolution - continued

Associative

x1 (t) ∗ {x2 (t) ∗ x3 (t)} = {x1 (t) ∗ x2 (t)} ∗ x3 (t)

x1 [n] ∗ {x2 [n] ∗ x3 [n]} = {x1 [n] ∗ x2 [n]} ∗ x3 [n]

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Module 5: Convolution and Correlation

Properties of convolution - continued

Associative

x1 (t) ∗ {x2 (t) ∗ x3 (t)} = {x1 (t) ∗ x2 (t)} ∗ x3 (t)

x1 [n] ∗ {x2 [n] ∗ x3 [n]} = {x1 [n] ∗ x2 [n]} ∗ x3 [n]

Convolution with delta function

x(t) ∗ δ(t − T0 ) = x(t − T0 )

x[n] ∗ δ[n − K0 ] = x[n − K0 ]

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Module 5: Convolution and Correlation

Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is

h[n] = δ[n] + 2δ[n − 1].

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Module 5: Convolution and Correlation

Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is

h[n] = δ[n] + 2δ[n − 1].

System output -> convolution of input with impulse response

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Module 5: Convolution and Correlation

Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is

h[n] = δ[n] + 2δ[n − 1].

System output -> convolution of input with impulse response

y [n] = x[n] ∗ h[n]

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Module 5: Convolution and Correlation

Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is

h[n] = δ[n] + 2δ[n − 1].

System output -> convolution of input with impulse response

y [n] = x[n] ∗ h[n]

= x[n] ∗ {δ[n] + 2δ[n − 1]}

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Module 5: Convolution and Correlation

Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is

h[n] = δ[n] + 2δ[n − 1].

System output -> convolution of input with impulse response

y [n] = x[n] ∗ h[n]

= x[n] ∗ {δ[n] + 2δ[n − 1]}
= x[n] ∗ δ[n] + 2{x[n] ∗ δ[n − 1]} Using distributive property

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Module 5: Convolution and Correlation

Example 5.1: Express the output of a system y [n] in terms of its input
signal x[n] provided the system’s impulse response is

h[n] = δ[n] + 2δ[n − 1].

System output -> convolution of input with impulse response

y [n] = x[n] ∗ h[n]

= x[n] ∗ {δ[n] + 2δ[n − 1]}
= x[n] ∗ δ[n] + 2{x[n] ∗ δ[n − 1]} Using distributive property
y [n] = x[n] + 2x[n − 1] Using convolution with delta

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Module 5: Convolution and Correlation

Example 5.2: Consider the signal x(t) shown in Figure 2. Sketch the
signals
1 y (t) = x(t) ∗ δ(t − 3)
2 z(t) = x(t) ∗ {δ(t) + 2δ(t − 4)}

Figure 2: Signal x(t) in Example 5.2

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Module 5: Convolution and Correlation
1 y (t) = x(t) ∗ δ(t − 3) = x(t − 3)

2 z(t) = x(t) ∗ {δ(t) + 2δ(t − 4)} = x(t) + 2x(t − 4)

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Module 5: Convolution and Correlation

Example 5.3: Evaluate and sketch the waveform y [n] = x[n] ∗ x[n] using
the graphical method of convolution, where x[n] is as shown in Figure 3.

Figure 3: Signal x[n] for Example 5.3

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Module 5: Convolution and Correlation

Figure 4: Step-by-step answer for Example 5.3

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Module 5: Convolution and Correlation

Figure 5: Step-by-step answer for Example 5.3

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Module 5: Convolution and Correlation

Figure 6: Step-by-step answer for Example 5.3

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Module 5: Convolution and Correlation

Figure 7: Step-by-step answer for Example 5.3

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Module 5: Convolution and Correlation

Figure 8: Step-by-step answer for Example 5.3

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Module 5: Convolution and Correlation

P∞
The convolution sum: y [n] = x[n] ∗ x[n] = m=−∞ x[m]x[n − m]

Figure 9: Convolution sum y [n] = x[n] ∗ x[n]

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Module 5: Convolution and Correlation

Example 5.4: Evaluate and sketch the output of a system when its input,
x(t), and its impulse response, h(t), are as shown in Figure 10. Use the
graphical method of convolution integral.

Figure 10: Signals x(t) and h(t) for Example 5.4

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Module 5: Convolution and Correlation

Figure 11: Step-by-step answer for Example 5.4

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Module 5: Convolution and Correlation

Figure 12: Step-by-step answer for Example 5.4

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Module 5: Convolution and Correlation

Figure 13: Step-by-step answer for Example 5.4

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Module 5: Convolution and Correlation

Figure 14: Step-by-step answer for Example 5.4

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Module 5: Convolution and Correlation

Figure 15: Step-by-step answer for Example 5.4

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