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Convolution Properties
DSP for Scientists Department of Physics University of Houston

Properties of Delta Function

[n]:

Identity for Convolution

x[n] [n] = x[n] x[n] k [n] = kx[n] x[n] [n + s] = x[n + s]

Mathematical Properties of Convolution (Linear System)

Commutative: a[n] b[n] = b[n] a[n] a[n] b[n] y[n]

Then b[n]

a[n]

y[n]
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Properties of Convolution
Associative: {a[n] b[n]} c[n] = a[n] {b[n] c[n]} If

a[n] b[n] Then

c[n] b[n] c[n]

y[n] y[n]
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a[n]

Properties of Convolution

Distributive a[n]b[n] + a[n]c[n] = a[n]{b[n] + c[n]} b[n] + c[n] y[n]

If a[n] Then a[n]

b[n]+c[n]

y[n]
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Properties of Convolution

Transference: between Input & Output

Suppose x[n] * h[n] = y[n] If L is a linear system, x1[n] = L{x[n]}, y1[n] = L{y[n]} Then

x1[n] h[n]= y1[n]

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Continue

If x[n]
Linear System

h[n]

y[n]
Same Linear System

Then x1[n] h[n] y1[n]

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Special Convolution Cases

Auto-Regression (AR) Model y[n] = k = 0, M - 1. h[k]x[n - k]

For Example: y[n] = x[n] - x[n - 1] (first difference)

Special Convolution Cases

Moving Average (MA) Model y[n] = b[0]x[n] + k = 1, M - 1 b[k] y[n - k]

For Example: y[n] = x[n] + y[n - 1] (Running Sum) AR and MA are Inverse to Each Other

Example

For One-order Difference Equation (MA Model) y[n] = ay[n - 1] + x[n] Find the Impulse Response, if the system is (a) Causal (b) Anti-causal

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Causal System Solution

Input: [n] Output: h[n] For Causal system, h[n] = 0, n < 0 h[0] = ah[-1] + [0] = 1 h[1] = ah[0] + [1] = a h[n] = anu[n]
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Anti-causal

Input: x[n] = [n] Output: y[n] = h[n] For Anti-Causal system, h[n] = 0, n > 0 y[n - 1] = (y[n] - x[n]) / a h[0] = (h[1] - [1]) / a = 0 h[-1] = (h[0] - [0]) / a = - a-1 h[- n] = - a-n h[n] = -anu[-n - 1]
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Central Limit Theorem

If a pulse-like signal is convoluted with itself many times, a Gaussian will be produced. a[n] 0

a[n] a[n] a[n] a[n] = ???

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Central Limit Theorem

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Correlation !!!

Cross-Correlation a[n] b[-n] = c[n] Auto-Correlation:

a[n] a[-n] = c[n] Optimal Signal Detector (Not Restoration)

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Correlation Detector
2 1 .5 1 0 .5 0 -0 . 5 -1 -1 . 5 -2 -2 5

-2 0

-1 5

-1 0

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1 0

1 5

2 0

2 5

1 0 .8 0 .6 0 .4 0 .2 0 -0 . 2 -0 . 4 -0 . 6 -0 . 8 -1 -1 5 -1 0 -5 0 5 1 0 1 5

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Correlation Results
8 6 4 2 0 -2 -4 -6 0 200 400 600 800 1000 1200

1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -5

-4

-3

-2

-1

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Low-Pass Filter

Filter h[n]: Cutoff the high-frequency components (undulation, pitches), smooth the signal h[n] 0, (- 1)n h[n] = 0, n = -,

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Example: Lowpass
1 40 1 20 1 00 80 60 40 20 0 -20 -40 -60 0 50 1 00 150 20 0 25 0 3 00 3 50 -0.1 -1 0 -8 -6 -4 -2 0 2 4 6 8 10 0 0.2 0.4 0.5 0.3

0.1

1 40 1 20 1 00 80 60 40 20 0 -20 -40 -60 0 50 1 00 150 20 0 25 0 3 00 3 50

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High-Pass Filter
Filter g[n]: Remove the Average Value of Signal (Direct Current Components), Only Preserve the Quick Undulation Terms

n g[n] = 0

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Example: Highpass
0.6 1 40 1 20 0.4 1 00 80 60 40 20 0 -20 -0.4 -40 -60 0 50 1 00 150 20 0 25 0 3 00 3 50 -0.6 -4 -3 -2 -1 0 1 2 3 4 -0.2 0 0.2

8 6 4 2 0 -2 -4 -6 -8 0 50 1 00 150 20 0 25 0 3 00 3 50

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Delta Function
x[n] [n] = x[n] Do not Change Original Signal Delta function: All-Pass filter

Further Change: Definition (Low-pass, High-pass, All-pass, Band-pass )

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