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ECE 8443 – Pattern Recognition EE 3512 – Signals: Continuous and Discrete Objectives: Convolution Definition Graphical Convolution Examples Properties Resources: Wiki: Convolution MIT 6.003: Lecture 4 JHU: Convolution Tutorial ISIP: Java Applet LECTURE 07: CONVOLUTION FOR CT SYSTEMS URL:

Objectives: Convolution Definition Graphical Convolution Examples Properties

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LECTURE 07: CONVOLUTION FOR CT SYSTEMS. Objectives: Convolution Definition Graphical Convolution Examples Properties Resources: Wiki: Convolution MIT 6.003: Lecture 4 JHU: Convolution Tutorial ISIP: Java Applet. URL:. Representation of CT Signals (Review). - PowerPoint PPT Presentation

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Page 2: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 2

Representation of CT Signals (Review)• We approximate a CT signal

as a weighted pulse function.

• The signal can be written as a sum of these pulses:

k

ktkxtx )()()(ˆ

• In the limit, as :0

dtxtx )()()(

• Mathematical definition of an impulsefunction (the equivalent of the unit pulsefor DT signals and systems):

0

0

1)(

000

)(

dtt

tfortfor

t

• Unit pulses can be constructed from many functional shapes (e.g., triangular or Gaussian) as long as they have a vanishingly small width. The rectangular pulse is popular because it is easy to integrate

Page 3: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 3

• Denote the system impulse response, h(t), as the output produced when the input is a unit impulse function, (t).

• From time-invariance:

• From linearity:

• This is referred to as the convolution integral for CT signals and systems.

• Its computation is completely analogous to the DT version:

Response of a CT LTI System

CT LTI)(tx )(*)()( thtxty )(th

)()( tht

)(*)()()()()()()( thtxdthxtydtxtx

Page 4: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 4

Example: Unit Pulse Functions

• t < 0: y(t) = 0

• t > 2: y(t) = 0

• 0 t 1: y(t) = t

• 1 t 2: y(t) = 2-t

Page 5: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 5

Example: Negative Unit Pulse

• t < 0.5: y(t) = 0

• t > 2.5: y(t) = 0

• 0.5 t 1.5: y(t) = 0.5-t

• 1 t 2: y(t) = -2.5+t

Page 6: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 6

Example: Combination Pulse

• p(t) = 1 0 t 1

• x(t) = p(t) - p(t-1)

• y(t) = ???

Page 7: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 7

Example: Unit Ramp

• p(t) = 1 0 t 1

• x(t) = r(t) p(t)

• y(t) = ???

Page 8: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 8

Properties of Convolution• Sifting Property:

Proof:)()(*)( 00 ttxtttx

)()()()()()(*)( 0000

0

0

ttxdttxdttxtttxtt

tt

• Integration:

Proof:

t

dxtutx )()(*)(

t

tfortubecausedxdtuxtutx 0)()()()()(*)(

• Step Response (follows from the integration property):

Comments: Requires proof of the commutative property. In practice, measuring the step response of a system is much easier than

measuring the impulse response directly. How can we obtain the impulse response from the step response?

t

dhtuththtu )()(*)()(*)(

Page 9: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 9

Properties of Convolution (Cont.)• Commutative Property:

Proof:)(*)()(*)( txththtx

• Implications (from DT lecture):

)(*)()()())(()()(*)(

,,

)()()(*)(

txthdtxhdhtxthtx

ddandtortlet

dthxthtx

• Distributive Property:

Proof:)(*)()(*)()]()([*)( 2121 thtxthtxththtx

)(*)()(*)(

)()()()(

)]()()[()]()([*)(

21

21

2121

thtxthtx

dthxdthx

dththxththtx

Page 10: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 10

Properties of Convolution (Cont.)• Associative Property:

Proof:

)(*))(*)(()(*))(*)(()(*)(*)(

12

2121

ththtxththtxththtx

• Implications (from DT lecture):

)](*)([*)(

))(()()(

))(()()(

)()()(

)(])()([)(*)](*)([

)()()](*)([

21

21

21

21

2121

11

ththtx

ddthhx

ddthhx

ddandLet

ddthhx

dthdhxththtx

dthxthtx

Page 11: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 11

Useful Properties of CT LTI Systems• Causality: which implies:

This means y(t) only depends on x( < t).

• Stability:

Bounded Input ↔ Bounded Output

00 nth

)(th

Sufficient Condition:

dthxdthxty

xtx

max

max

)()(

)(for

Necessary Condition:

dhdhhhdhx

txththtx

th

00)()(0)(y(0)But

(bounded)1)(then,)(/)()(Let

if

*

*

dthxdthxt

)()(

Page 12: Objectives: Convolution Definition Graphical Convolution Examples Properties

EE 3512: Lecture 07, Slide 12

• We introduced CT convolution.

• We worked some analytic examples.

• We also demonstrated graphical convolution.

• We discussed some general properties of convolution.

• We also discussed constraints on the impulse response for bounded input / bounded output (stability).

Summary