Impulse Responses and Convolutions

The Sifting or Sampling Property

Summary: The sifting property states that we can represent any signal as a weighted sum of shifted impulses , $$x[n] = \sum_{m=-\infty}^{\infty} x[m] \delta[n - m]$$

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At first glance, this may seem like an exercise in tautology. However, this property is key to understanding linear, time-invariant (LTI) systems.

Deriving the Impulse Response

Summary: The output of any linear, time-invariant (LTI) systems can be expressed as a weighted sum of shifted impulse responses (the system's output with an impulse input). The weights and shifts are determined by the inputs values, $$y[n] = \sum_{m=-\infty}^{\infty} x[m] h[n - m] = x[n] * h[n]$$

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The result of these steps is known as the convolution sum. To find the output, we need to know the input signal $x[n]$ and and the impulse response $h[n]$. The function $h[n]$ is the response of the system to an single impulse input at time t=0, i.e., $\delta[n]$.

If an impulse response of a system is infinite in duration, we refer to it as an infinite impulse response system. If an impulse response of a system is finite in duration, we refer to it as an finite impulse response system.

Convolution properties

Commutativity $$ x[n] * h[n] = h[n] * x[n]$$

Associativity $$ g[n] * \left(x[n] * h[n] \right) = \left(g[n] * x[n] \right) * h[n] $$

Distributivity $$ g[n] * \left(x[n] + h[n] \right) = g[n] * x[n] + g[n] * h[n] $$

Associativity with scalar multiplication $$ a \left( x[n] * h[n] \right) = \left( a x[n] \right) * h[n] $$

Multiplicative identity $$ x[n] * \delta[n] = x[n] $$

Graphically understanding convolution

Convolution can be seen as a graphical process:

  1. Plot $x[m]$ with dependent variable $m$
  2. Plot $h[-m]$ with dependent variable $m$ ($h$ reflected around $m=0$).
  3. Plot $h[n-m]$ with dependent variable $m$ ($n$ can shift $h[n-m]$ from $-\infty$ (all the way to the left) to $\infty$ (all the way to the right).
  4. For each shift (i.e. $n$), compute $y[n] = \sum_{m=-\infty}^{\infty} x[m] h[n-m]$ (i.e., multiply $x[m] h[n-m]$ and then sum the result ).

Graphical Convolution Examples

Solving the convolution sum for discrete-time signal can be a bit more tricky than solving the convolution integral. As a result, we will focus on solving these problems graphically. Below are a collection of graphical examples of discrete-time convolution.

Box and an impulse

$x[n] = u[n] - u[n-3]$
$h[n] = \delta[n - 2]$
$y[n] = x[n] * h[n]$

Two boxes

$x[n] = u[n] - u[n-3]$
$h[n] = u[n] - u[n-3]$
$y[n] = x[n] * h[n]$

Box and exponential

$x[n] = u[n] - u[n-3]$
$h[n] = e^{(-1/2) n} u[n]$
$y[n] = x[n] * h[n]$

Two exponentials

$x[n] = e^{(-1/2) n} u[n]$
$h[n] = e^{(-1/2) n} u[n]$
$y[n] = x[n] * h[n]$

Finite Ramp and Box

$x[n] = \delta[n-1] + 2 \delta[n-2]$
$h[n] = u[n] - u[n-3]$
$y[n] = x[n] * h[n]$

Random Numbers and Box

$x[n] =$ random signal
$h[n] = u[n] - u[n-3]$
$y[n] = x[n] * h[n]$

Step function and an exponential

$x[n] = u[n]$
$h[n] = e^{(-1/2) n} u[n]$
$y[n] = x[n] * h[n]$

Step function and a box

$x[n] = u[n]$
$h[n] = u[n] - u[n-2]$
$y[n] = x[n] * h[n]$