Convolution

Convolution
• a function derived from two given functions by integration that
expresses how the shape of one is modified by the other.

• is a mathematical operation on two functions (f and g); it produces a

third function, that is typically viewed as a modified version of one of
the original functions.

• an integral that expresses the amount of overlap of one function as it

is shifted over another function .
Convolution
LTI System Response

x[n] y[n]
(unit impulse)
LTI (impulse response)
system

𝑦𝑦 𝑛𝑛 = � 𝑥𝑥 𝑘𝑘 ℎ[𝑛𝑛 − 𝑘𝑘] ≡ (𝑥𝑥 ∗ ℎ)[𝑛𝑛]

𝑘𝑘=−∞
 ∞

� 𝑥𝑥 𝑘𝑘 ℎ[𝑛𝑛 − 𝑘𝑘] ≡ (𝑥𝑥 ∗ ℎ)[𝑛𝑛]

𝑘𝑘=−∞

(𝑥𝑥 ∗ ℎ)[𝑛𝑛] = 𝑥𝑥 𝑛𝑛 ∗ ℎ[𝑛𝑛]

𝑥𝑥 𝑛𝑛 ∗ ℎ[𝑛𝑛] This looks like an operation of samples, but it is not.

𝑥𝑥 1 ∗ ℎ 1 ≠ (𝑥𝑥 ∗ ℎ)[1]
Convolution operates on signals NOT samples.
Properties of Unit Impulse function
δ(t):
Properties of Convolution
• Commutative Property

x1 (t ) ∗ x2 (t ) = y (t ) = x2 (t ) ∗ x1 (t )

x(t) y(t) h(t) y(t)

h(t) x(t)

y (t ) = x(t ) ∗ h(t ) = h(t ) ∗ x(t )

 Properties of Convolution
• Associative Property [ x1 (t ) ∗ x2 (t )] ∗ x3 (t ) = y (t )
x1 (t ) ∗ [ x2 (t ) ∗ x3 (t )] = y (t )

x(t) y(t)
h1(t) h2(t) y ' (t ) = [ x1 (t ) ∗ h1 (t )] ∗ h2 (t )

x(t)
h1(t)*h2(t)
 Properties of Convolution
• Distributive Property
x1 (t ) ∗ [ x2 (t ) + x3 (t )] = y (t ) = x1 (t ) ∗ x2 (t ) + x1 (t ) ∗ x3 (t )

y1(t)=x(t)*h1(t)
h1(t)
x(t)
+ y(t) = x(t) *h1(t)+x(t)*h2(t)

h2(t)
y2(t)=x(t)*h2(t)

x(t) h1(t) + h2(t) y(t) = x(t) * [ h1(t)+ h2(t) ]

Properties of Convolution
• Property of Delta Function

x(t ) ∗ δ (t − t1 ) = x(t − t1 )
x(t ) ∗ Aδ (t − t1 ) = Ax(t − t1 )

• If t1=0
x(t ) ∗ δ (t ) = x(t )
x(t ) ∗ Aδ (t ) = Ax(t )
Properties of Convolution
• Time-Delay

x1 (t ) ∗ x2 (t ) = y (t )

x1 (t − t1 ) ∗ x2 (t − t 2 ) = y[t − (t1 + t 2 )]
Properties of Convolution
• Time Scaling

x1 (t ) ∗ x2 (t ) = y (t )

1
x1 (at ) ∗ x2 (at ) = y (at )
a
Properties of Convolution
• Area x1 (t ) ∗ x2 (t ) = y (t )
A1 xA2 = A

* = y(t)
Properties of Convolution
Duration/Extension:

y (t ) t1 + t3 ≤ t ≤ t 2 + t 4
Convolution is an integral that expresses the amount of
overlap of one function when it is shifted over another
function.

𝑦𝑦 𝑡𝑡 = ℎ(𝑡𝑡) ∗ 𝑥𝑥(𝑡𝑡)

∞
𝑦𝑦 𝑡𝑡 = � 𝑥𝑥 𝜏𝜏 � ℎ 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑
−∞