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Unit 5.2 Convolution

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Unit 5.2 Convolution

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Figure 2.1 (p.

99)
Graphical example illustrating the
representation of a signal x[n] as a
weighted sum of time-shifted
impulses.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.2a (p. 100)
Illustration of the convolution sum. (a) LTI system with impulse response
h[n] and input x[n].

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.2b
(p. 101)
(b) The decomposition
of the input x[n] into a
weighted sum of time-
shifted impulses results
in an output y[n] given
by a weighted sum of
time-shifted impulse
responses.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.3 (p. 103)
Evaluation of Eq. (2.6) in Example 2.2. (a) The input signal x[k] above the reflected
and time-shifted impulse response h[n – k], depicted as a function of k. (b) The
product signal w5[k] used to evaluate y [–5]. (c) The product signal w5[k] used to
evaluate y[5]. (d) The product signal w10[k] used to evaluate y[10].

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.4 (p. 106)
Evaluation of the convolution
sum for Example 2.3.
(a) The system impulse response
h[n].
(b) The input signal x[n].
(c) The input above the reflected
and time-shifted impulse
response h[n – k], depicted as a
function of k.
(d) The product signal wn[k] for
the interval of shifts 0  n  3.
(e) The product signal wn[k] for
the interval of shifts 3 < n  9.
(f) The product signal wn[k] for
the interval of shifts 9 < n  12.
(g) The output y[n].

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.5a&b (p. 109)
Evaluation of the convolution sum for Example 2.4. (a) The input signal x[k]
depicted above the reflected and time-shifted impulse response h[n – k].
(b) The product signal wn[k] for –4  n.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.5c (p. 110)
(c) The output y[n] assuming that p = 0.9 and b = 0.8.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.6 (p. 111)
Cash flow into an investment. Deposits of $1000 are made at the start of
each of the first 10 years, while withdrawals of $1500 are made at the start
of each of the second 10 years.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.7a-d (p. 111)
Evaluation of the convolution sum for Example 2.5. (a) The input signal x[k] depicted
above the reflected and time-shifted impulse response h(n – k). (b The product signal
wn[k] for 0  n  9. (c) The product signal wn[k] for 10  n  16. (d) The product signal
wn[k] for 17  n.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.7e (p. 113)
(e) The output y[n] representing the value of the investment immediately
after the deposit or withdrawal at the start of year n.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.8 (p. 114)
Signals for Problem 2.2(f)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.9 (p. 115)
(a) Impulse response of an LTI system H. (b) The output of an LTI system
to a time-shifted and amplitude-scaled impulse is a time-shifted and
amplitude-scaled impulse response.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.10 (p. 117)
Input signal and LTI system impulse response for Example 2.6.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.11 (p. 118)
Evaluation of the convolution integral for Example 2.6. (a) The input x() depicted
above the reflected and time-shifted impulse response. (b) The product signal wt()
for 1  t < 3. (c) The product signal wt() for 3  t < 5. (d) The system output y(t).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.12 (p. 119)
RC circuit system with the voltage source x(t) as input and the voltage
measured across the capacitor y(t), as output.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.13 (p. 120)
Evaluation of the convolution integral for Example 2.7. (a) The input x()
superimposed over the reflected and time-shifted impulse response h(t – ),
depicted as a function of . (b) The product signal wt() for 0 t < 2. (c) The
product signal wt() for t  2. (d) The system output y(t).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.14 (p. 121)
Evaluation of the convolution integral for Example 2.8. (a) The input x()
superimposed on the reflected and time-shifted impulse response h(t – ),
depicted as a function of . (b) The product signal wt() for 0  t < 2. (c) The
product signal wt() for 2  t < 3. (d) The product signal wt() for 3  t < 5. (e) The
product signal wt() for t  5. The system output y(t).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.15 (p 123)
Signals for Problem 2.5.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.16 (p. 124)
Radar range measurement. (a) Transmitted RF pulse. (b) The received echo
is an attenuated and delayed version of the transmitted pulse.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.17a (p. 125)
(a) Impulse response of the matched filter for processing the received
signal.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.17b (p. 126)
(b) The received signal r()
superimposed on the reflected
and time-shifted matched filter
impulse response hm(t – ),
depicted as functions of . (c)
Matched filter output x(t).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.18 (p. 128)
Interconnection of two LTI systems. (a) Parallel connection of two systems.
(b) Equivalent system.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.19 (p. 128)
Interconnection of two LTI systems. (a) Cascade connection of two
systems. (b) Equivalent system. (c) Equivalent system: Interchange system
order.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.20 (p. 131)
Interconnection of systems for Example 2.11.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.21 (p. 131)
(a) Reduction of parallel combination of LTI systems in upper branch of Fig. 2.20.
(b) Reduction of cascade of systems in upper branch of Fig. 2.21(a).
(c) Reduction of parallel combination of systems in Fig. 2.21(b) to obtain an
equivalent system for Fig. 2.20.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.22 (p. 132)
Interconnection of LTI systems for Problem 2.8.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.23 (p. 132)
Interconnection of LTI systems for Problem 2.9.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.24 (p. 137)
Cascade of LTI system with impulse response h(t) and inverse system with
impulse response h-1(t).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.25 (p. 140)
RC circuit step response for RC = 1 s.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.26 (p. 141)
Example of an RLC circuit described by a differential equation.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.27 (p. 144)
Weekly closing price of Intel stock.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.28a (p. 145)
Illustration of the solution to Example 2.16.
(a) Step response of system.
(b) Output due to nonzero initial conditions
with zero input.
(c) Output due to x1[n] = cos (1/10n).
(d) Output due to x2[n] = cos (1/5n).
(e) Output due to x3[n] = cos(7/10n).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.28f (p. 146)
Output associated with the weekly closing price of Intel stock.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.29 (p. 146)
RL circuit.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.30 (p. 148)
RC circuit.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.31 (p. 155)
Balance on a $20,000 loan for Example 2.23. Assuming 10% interest per
period, the loan is paid off with 10 payments of $3,254.91.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.32 (p. 162)
Symbols for elementary operations in block diagram descriptions of
systems. (a) Scalar multiplication. (b) Addition. (c) Integration for
continuous-time systems and time shifting for discrete-time systems.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.33 (p. 162)
Block diagram representation of a discrete-time LTI system described by a
second-order difference equation.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.34a (p. 163)
Block diagram representation for Problem 2.33 (2.34b in next slide).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.34b (p. 163)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.35 (p. 164)
Direct form II representation of an LTI system described by a second-order
difference equation.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.36 (p. 165)
Solution to Problem 2.24. (a) Direct form 1. (b) Direct form 2.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.37 (p. 166)
Block diagram representations of a continuous-time LTI system described
by a second-order integral equation. (a) Direct form I. (b) Direct form II.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.38 (p. 166)
Block diagram representation for Problem 2.25.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.39 (p. 167)
Direct form II representation of a second-order discrete-time LTI system
depicting state variables q1[n] and q2[n].

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.40 (p. 169)
Block diagram of LTI system for Example 2.28.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.41a (p. 170)
Block diagram of LTI system for Problem 2.26 (2.41b on next slide).

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.41b (p. 170)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.42 (p. 171)
Circuit diagram of LTI system for Example 2.29.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.43 (p. 173)
Circuit diagram of LTI system for Problem 2.27.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.44 (p. 172)
Block diagram of LTI system for Example 2.30.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.45 (p. 177)
Convolution sum computed using MATLAB.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.46 (p. 177)
Solution to Problem 2.29.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.47 (p. 178)
Step response computed using MATLAB.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure 2.48 (p. 181)
Impulse responses associated with the original and transformed state-
variable descriptions computer using MATLAB.

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.32 (p. 183)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.34 (p. 184)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.38 (p. 185)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.40 (p. 186)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.41 (p. 187)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.43 (p. 187)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.46 (p. 188)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.52 (p. 188)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.61 (p. 189)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.65 (p. 190)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.68 (p. 190)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.69 (p. 190)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.71 (p. 191)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.74 (p. 192)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.75 (p. 192)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.
Figure P2.81 (p. 194)

Signals and Systems, 2/E by Simon Haykin and Barry Van Veen
Copyright © 2003 John Wiley & Sons. Inc. All rights reserved.

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