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BME302(3-1)DSP 2
BME302(3-1)DSP 2
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LTI, Convolution and FIR Filter
• Can you recognize the difference between convolution and cross-correlation
2
Convolution
𝜏 𝜏 𝑡 𝜏
Convolution
• : a signal
• : a filter
Decomposed
𝑓 (𝑡 ) ( 𝑓 ∗ 𝑔)(𝑡) Transformed
Filtered * Wikipedia
Ex) Five-term Average Filter
𝑥 [ 𝑛 ] + 𝑥 [ 𝑛 −1 ] + 𝑥 [ 𝑛 − 2 ] + 𝑥 [ 𝑛 −3 ] + 𝑥 [ 𝑛 − 4 ]
𝑦 [ 𝑛 ]=
5
1 1 1 1 1
𝑦 [ 𝑛 ] = 𝑥 [ 𝑛 ] + 𝑥 [ 𝑛 −1 ] + 𝑥 [ 𝑛 −2 ] + 𝑥 [ 𝑛 −3 ] + 𝑥 [ 𝑛 − 4 ]
5 5 5 5 5
𝑦 [ 𝑛 ] =h [ 0 ] 𝑥 [ 𝑛 ] +h [ 1 ] 𝑥 [ 𝑛− 1 ] +h [ 2 ] 𝑥 [ 𝑛−2 ] +h [ 3 ] 𝑥 [ 𝑛− 3 ] +h [ 4 ] 𝑥 [ 𝑛− 4 ]
: Filter coefficients
5
Convolution with Filter Coefficients
n=0
h[𝑛]
Filter coefficients
𝑥[𝑛] 𝑦 [ 𝑛 ] =h [ 0 ] 𝑥 [ 𝑛 ] +h [ 1 ] 𝑥 [ 𝑛− 1 ] + ⋯
6
Convolution
• A function of time t
• At a certain time of t, two functions are multiplied and the area under the
multiplied functions is calculated.
• For all time interval t, the area values are expressed by time t
• A function of time n
• At a certain time of n, two functions are multiplied and the area under the
multiplied functions is calculated.
• For all time interval n, the area values are expressed by time n
FIR Filter is Convolution
𝑁 −1
𝑦 [ 𝑛 ]= ∑ h [ 𝑘 ] 𝑥 [𝑛 − 𝑘]
𝑘= 0
𝑁 −1
𝑦 [ 𝑛 ]= ∑ 𝑥 [ 𝑘 ] h [𝑛 − 𝑘]
𝑘= 0
8
Impulse Response
• Dirac delta function (continuous domain)
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Linear Time-Invariant system (LTI)
• Linear: scaling and additivity
x[n] y[n]
x1[n] y1[n]
x2[n] y2[n]
x1[n] y1[n]
x2[n] y2[n]
x[n] y[n]
x[n-k] y[n-k]
System Definition
[n] h[n]
𝛿[n-1] h[n-1] scaling and shifting
𝛿[n-2] h[n-2]
additivity
[n]+ [n-1]+ [n-2] [n]+ [n-1]+[n-2]
= [n]- [n-1]+ [n-2]
System Definition
IDFT
IDFT
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END