The document discusses convolution and correlation in digital signal processing. Convolution describes how two signals interact with each other and is used to characterize linear time-invariant systems. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. Properties of convolution like associativity, commutativity and distributivity are described. Convolution is used to model interconnected systems and determine their stability.
The document discusses convolution and correlation in digital signal processing. Convolution describes how two signals interact with each other and is used to characterize linear time-invariant systems. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. Properties of convolution like associativity, commutativity and distributivity are described. Convolution is used to model interconnected systems and determine their stability.
The document discusses convolution and correlation in digital signal processing. Convolution describes how two signals interact with each other and is used to characterize linear time-invariant systems. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. Properties of convolution like associativity, commutativity and distributivity are described. Convolution is used to model interconnected systems and determine their stability.
The document discusses convolution and correlation in digital signal processing. Convolution describes how two signals interact with each other and is used to characterize linear time-invariant systems. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. Properties of convolution like associativity, commutativity and distributivity are described. Convolution is used to model interconnected systems and determine their stability.
Impulse Response (n) Digital System h(n) Unit Step Response u (n) Digital s(n) System
Ex: Accumulator n 1) y (n ) l x (l )
2) y (n) k 0 x(n k ) n 3) y ( n) y ( 1) x (l ) l 0 Convolution ( n) h( n) (n k) h(n k) Homogeneity x(k)(nk) x(k)h(nk)
x(k ) (n k ) x(k )h(n k )
k k
y (n) k x (k )h (n k ) y (n ) x (n k )h (k )
y(n)=x(n) h(n) Convolution • If Digital Systems is CAUSAL - h(n)=0, n<0 n LTI CAUSAL System y (n) k x (k )h(n k )
• If Input x(n) is also CAUSAL i.e. x(k)=0 k<0
n LTI CAUSAL Signal & System y '(n) x(k ) h(n k ) k 0
Convolution Properties
Associative: x1 x2 x3 = x1 (x2 x3)
Commutative: x(n) h(n) = h(n) x(n) Distributive: x1 (x2 + x3) x1 x2 + x1 x3 Convolution • Inverse Systems Impulse Response Impulse Response of System 1 of System 2
x(n) h1(n) h2(n) x(n)
Both Systems are said to be Inverse of each other
iff h1( n ) * h2( n ) ( n) As - x ( n) * ( n) x ( n ) Convolution • Interconnection h1(n) h1(n)+h2(n) • of Systems h1(n) Complicated Systems are broken in parallel. Increases Speed of Operation. I/P takes same delay to reach h1(n) and h2(n) Stability of Interconnected System If either h1(n) or h2(n) is Unstable: The overall System becomes Unstable. A LTI System becomes STABLE iff S n | h ( n ) |
Absolute Summability of Impulse Response shows that System is STABLE
Correlation • Correlation is basically used to compare two signals. • It has application in Radar & SONAR Systems. • Correlation is a measure of the degree to which two signals are similar. Cross Correlation xy ( l ) n x(n ) y (n l )
l = Shift (Lag) parameter
xy=x(n) is the reference sequence that remains unshifted in Time. y(n) is shifted l units in time with respect to x(n) Correlation • If we want to fix y(n) and shift x(n) yx (l ) n y ( n) x( n l )
yx n y (n l) x (n) If l=0 xy (0) yx (0) x(n) y(n) n
xy ( l ) yx ( l ) Correlation • Correlation process is essentially the Convolution of two data sequences in which one of the sequences has been Reversed. Auto Correlation The correlation of sequence with itself. xx (l ) x ( n) x ( n l ) n
or xx (l ) x ( n l ) x ( n) n
If Time Shift l=0 xx (l )
n x 2 (n) Computation of Correlation
1. Obtain the sequence y(n-l) by shifting the sequence
Right by the time lag l. 2. Multiply the shifted sequence y(n-l) with x(n) and sum all the values to obtain
xy (l )
3. Repeat steps 1 and 2 for all values of the lag l.
