Chapter Three

Singularity Functions
&
Convolution of Continuous Time
Signals

2/14/2022
1
 Outline
• Signals as a continuum of impulses; impulse
responses;
• Discrete-Time LTI Systems: Convolution Sum
• Continuous-Time LTI Systems: Convolution
Integral
• Graphical and numerical evaluation of
convolution
• Singularity Functions (Revision)

2/14/2022 2
 Discrete-Time LTI Systems
• Representation of Discrete-Time Signals in
Terms of Impulses
• Discrete-Time Unit Impulse Response and
the Convolution-Sum Representation

2/14/2022 3
 DT Unit-Impulse Response

• Consider the DT SISO system:

x[n] System y[n]

• If the input signal is x[n]   [n] and the

system has no energy at n  0 , the output
y[n]  h[n] is called the impulse response of
the system

 [ n] System h[n]
2/14/2022 4
 Representing Signals in Terms of
Shifted and Scaled Impulses

• Let x[n] be an arbitrary input signal to a DT

LTI system
• Suppose that x[n]  0 for n  1, 2,
• This signal can be represented as

x[n]  x[0] [n]  x[1] [n  1]  x[2] [n  2] 


  x[i ] [n  i ], n  0,1, 2,
i 0
2/14/2022 5
 Exploiting Time-Invariance
and Linearity


y[n]   x[i ]h[n  i ], n  0
i 0
2/14/2022 6
 The Convolution Sum

• This particular summation is called the

convolution sum

y[n]   x[i ]h[n  i ]
i 0

x[n]  h[n]
• Equation y[n]  x[n]  h[n] is called the
convolution representation of the system
• This sum of products (or convolution sum) is in fact a function of n that represents
the overlap between x[n] and the time-reversed and shifted version of h[n].
• Remark: a DT LTI system is completely described by its
impulse response h[n]
2/14/2022 7
Response of a DT LTI Systems – Convolution

x[n]   a k xk [n] DT LTI y[n]   bk y k [n]

k hn k

• Define the unit pulse response, h[n], as the response of a DT LTI system to a
unit pulse function, [n].
• Using the principle of time-invariance:
 [n]  h[n]   [n  k ]  h[n  k ]
convolution operator
• Using the principle of linearity:
 
x[n]   x[k ]  [n  k ]
k  
 y[n]   x[k ] h[n  k ]  x[n]  h[n]
k  

• Comments: convolution sum

 Recall that linearity implies the weighted sum of input signals will produce a
similar weighted sum of output signals.
 Each unit pulse function, [n-k], produces a corresponding time-delayed
version of the system impulse response function (h[n-k]).
 The summation is referred to as the convolution sum.
 The symbol “*” is used to denote the convolution operation.
EE 3512: Lecture 14, Slide 8
 Block Diagram Representation
of DT LTI Systems

• Since the impulse response h[n] provides

the complete description of a DT LTI
system, we write

x[n] h[n] y[n]

2/14/2022 9
 The Convolution Sum
for Noncausal Signals

• Suppose that we have two signals x[n] and

v[n] that are not zero for negative times
(noncausal signals)
• Then, their convolution is expressed by the
two-sided series

y[n]   x[i]v[n  i]
i 

2/14/2022 10
 Convolution Sum…
The number of samples N in the output signal y[n] will be

N = M 1 + M2 – 1

Where,
M1 is the number of samples in sequence x[n]
M2 is the number of samples in sequence h[n]

2/14/2022 11
 Convolution
Digital convolution can be performed by the following methods

• Tabular method
• Graphical method
• Formula method

12
 Tabular Digital Convolution
Step-1: List the index k covering a sufficient range.

Step-2: List the input x[k]

Step-3: Obtain the reversed sequence ℎ[−k] , and align the

rightmost element of ℎ[𝑛 − k] to the leftmost element of x[𝑛].

Step-4: Cross-multiply and sum the nonzero overlap terms to

produce y[𝑛].

Step-5: Slide ℎ[𝑛 − k] to the right by one position.

Step-6: Repeat Step 4; stop if all the output values are zero or if
required. 13
 Tabular Digital Convolution
Example-1: Write the equation of following signals in the graphs.

Solution

a) x[n] = 2δ[n] + δ[n-1] - 2δ[n-2] or

x[n] = [2, 1, 2]

b) h[n] = δ[n] + 2δ[n-1] - δ[n-2] or

h[n] = [1, 2, -1]
14
 Tabular Digital Convolution
Example-2: Find the output if x[n] = [2, 1, -2], and h[n] = [1, 2,
-1].

The output is the sum of the products of the input samples and the
impulse response samples.
Y[n] = [2, 5, -2, -5, 2]
15
 Tabular Digital Convolution
Example-3: Find the output using convolution if x[n] = [1, 2, 3,
1], and h[n] = [1, 2, 1, -1].

16
 Tabular Digital Convolution
Example-4: Using the sequences defined in the following figure,
evaluate the digital convolution by the tabular method.

17
Tabular Digital Convolution

18
Tabular Digital Convolution

19
Tabular Digital Convolution

20
Tabular Digital Convolution

21
Tabular Digital Convolution

22
Tabular Digital Convolution

Y[n] = [9, 9, 11, 5, 2]

23
Graphical Digital Convolution

24
 Graphical Digital Convolution
Example-5: Using the sequences defined in Figure, evaluate the digital
convolution.

25
Graphical Digital Convolution

26
Graphical Digital Convolution

27
Graphical Digital Convolution

Y[n] = [9, 9, 11, 5, 2] 28

 Convolution by Formula Method
Example-6: Using the sequences defined in Figure, evaluate the digital convolution.

Y[n] = [9, 9, 11, 5, 2]

29
 Properties of the Convolution Sum

• Associativity
x[n]  (v[n]  w[n])  ( x[n]  v[n])  w[n]
• Commutativity
x[n]  v[n]  v[n]  x[n]
• Distributivity w.r.t. addition

x[n]  (v[n]  w[n])  x[n]  v[n]  x[n]  w[n]

2/14/2022 30
 Properties of the Convolution Sum - Cont’d
 xq [n]  x[n  q]
• Shift property: define  v [n]  v[n  q]
 q
 w[n]  x[n]  v[n]
then 
w[n  q]  xq [n]  v[n]  x[n]  vq [n]
• Convolution with the unit impulse
x[n]   [n]  x[n]
• Convolution with the shifted unit impulse
x[n]   q [n]  x[n  q]
2/14/2022 31
 Continuous-Time LTI Systems:
Convolution Integral
• Representation of Continuous-Time Signals
in Terms of Impulses
• Continous-Time Unit Impulse Response
and the Convolution Integral Representation
of LTI Systems

2/14/2022 32
Convolution Integral
 CT Unit-Impulse Response
• Consider the CT SISO system:

x(t ) System y (t )

• If the input signal is x(t )   (t ) and the


system has no energy at t  0 , the output
y(t )  h(t ) is called the impulse response of
the system

 (t ) System h(t )
2/14/2022 34
 Exploiting Time-Invariance

• Let x(t) be an arbitrary input signal with

x(t )  0, for t  0
• Using the shifting property of  (t ) , we may
write

x(t )   x( ) (t   )d , t0
0

• Exploiting time-invariance, it is

 (t   ) System h(t   )
2/14/2022 35
 Exploiting Time-Invariance

2/14/2022 36
 Exploiting Linearity

• Exploiting linearity, it is

y (t )   x( )h(t   )d , t 0
0
• If the integrand x( )h(t   ) does not contain
an impulse located at   0, the lower limit of
the integral can be taken to be 0,i.e.,

y (t )   x( )h(t   )d , t  0
0
2/14/2022 37
 The Convolution Integral…


y (t )   x( )h(t   )d ,

t 0

x(t )  h(t )
y(t )  x(t )  h(t )

2/14/2022 38
 Block Diagram Representation
of CT LTI Systems

• Since the impulse response h(t) provides the

complete description of a CT LTI system,
we write

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

2/14/2022 39
 Example: Analytical Computation of the
Convolution Integral

• Suppose that x(t )  h(t )  p(t ), where p(t)

is the rectangular pulse depicted in figure
p(t )

0 T t
2/14/2022 40
 Example – Cont’d

• In order to compute the convolution integral


y (t )  

x( )h(t   )d , t  0

we have to consider four cases:

2/14/2022 41
 Example – Cont’d

• Case 1: t  0

h(t   ) x( )

t T t 0 T 

y(t )  0
2/14/2022 42
 Example – Cont’d

• Case 2: 0  t  T

h(t   ) x( )

t T 0 t T 
t
y (t )   d  t
2/14/2022
0 43
 Example – Cont’d

• Case 3: 0  t  T  T  T  t  2T

x( ) h(t   )

0 t T T t 
T
y (t )   d  T  (t  T )  2T  t
t T
2/14/2022 44
 Example – Cont’d

• Case 4: T  t T  2T  t

x( ) h(t   )

0 T t T t 

y(t )  0
2/14/2022 45
 Example – Cont’d

y(t )  x(t )  h(t )

0 T 2T t

2/14/2022 46
 CT Unit Impulse

 Continuous-time impulse function


 (t )  0, t  0 and   (t )dt  1

 Properties:
1
1)  (at)   (t ) 2)  (t )   (t )
a
3) x(t ) (t  t0 )  x(t0 ) (t  t0 )

4)  x(t ) (t  t )dt 
-
0 x(t0 )
47 2/14/2022
 Graphical Method for Computing
Convolution Integral

Flip
h( )  h( )
slide
h( )  h(t   )

Multiply
h(t   )   x( )h(t   )

Integrate
x( )h(t   )   y(t )
2/14/2022 48
 Convolution Integral Example
• Convolve the following two functions:
f(t) g(t)
2 3

*
t t
2 -2 2

• Replace t with  in f(t) and g(t)

• Choose to flip and slide g() since it is simpler
and symmetric 3 g(t-)

• Functions overlap like this: 2

f()


2/14/2022 2 49
-2 + t 2+t
 Convolution Integral Example…
• Convolution can be divided into 5 parts
I. t < -2 3 g(t-)

• Two functions do not overlap 2

f()
• Area under the product of the

functions is zero 2
-2 + t 2+t

II. -2  t < 0 3 g(t-)

• Part of g(t) overlaps part of f(t) 2
f()
• Area under the product of the
functions is 
2
-2 + t 2+t
2t
32  t 
2t
 2  2
3t 2
0 3(  2)d  3  2  2    2  62  t    2  6
0
2/14/2022 50
 Convolution Integral Example…
III. 0  t < 2 3 g(t-)
• Here, g(t) completely overlaps f(t) 2
f()
• Area under the product is just
2

2
  2

0 3   2  d  3  
 2  2  6 -2 + t
2
2+t
  0

IV. 2  t < 4 3 g(t-)

• Part of g(t) and f(t) overlap 2
f()
• Calculated similarly to -2  t < 0

V. t4 -2 + t
2
2+t
• g(t) and f(t) do not overlap
• Area under their product is zero
2/14/2022 4 - 51
 Convolution Integral Example…
• Result of convolution (5 intervals of interest):
0 for t  2
 3
 t 2  6 for  2  t  0
 2
y (t )  f (t ) * g (t )  6 for 0  t  2
3 2
 t  12 t  24 for 2  t  4
2
0 for t  4
y(t)
6

t
2/14/2022 52
-2 0 2 4
 Properties of Convolution Integral
1) Commutative Property
2) Distributive Property

2/14/2022 53
 3) Associative Property

2/14/2022 54
 Properties of the
Convolution Integral - Cont’d
 xq (t )  x(t  q)
• Shift property: define  v (t )  v(t  q)
 q
 w(t )  x(t )  v(t )
then 
w(t  q)  xq (t )  v(t )  x(t )  vq (t )
• Convolution with the unit impulse
x(t )   (t )  x(t )
• Convolution with the shifted unit impulse
x(t )   q (t )  x(t  q)
2/14/2022 55
 Properties of the
Convolution Integral - Cont’d

• Derivative property: if the signal x(t) is

differentiable, then it is
d dx(t )
 x(t )  v(t )   v(t )
dt dt
• If both x(t) and v(t) are differentiable, then it
is also
2
d dx(t ) dv(t )
2
x(t )  v(t )   
dt dt dt
2/14/2022 56
 Representation of a CT LTI System in Terms
of the Unit-Step Response

• Let g(t) be the response of a system with

impulse response h(t) when x(t )  u (t ) with
no initial energy at time t  0, i.e.,

u (t ) h(t ) g (t )

• Therefore, it is
g (t )  h(t )  u(t )
2/14/2022 57
 Representation of a CT LTI System in Terms
of the Unit-Step Response – Cont’d

• Differentiating both sides

dg (t ) dh(t ) du (t )
  u (t )  h(t ) 
dt dt dt
• Recalling that
du (t )
  (t ) and h(t )  h(t )   (t )
dt
it is dg (t ) t
 h(t ) or g (t )   h( )d 58
2/14/2022
dt 0