STE6219 Discrete-time signal processing

Convolution
 The convolution operator is defined as
 Discrete time:
 
xn ∗ yn  ∑ xkyn − k  ∑ ymxn − m  yn ∗ x
k− m−
 Continuous time:

xt ∗ yt   xyt − d  yt ∗ xt
−
 For causal signals the lower integration limit will be 0.
 Note! Convolution is an operator and can be done with respect to
any variables (not only time), e.g. frequency domain convolution.
 Periodic convolution: Convolution of periodic functions over one
single period. See Eq. (2.167) in the textbook p. 89.

The convolution operator 1

STE6219 Discrete-time signal processing

Response of linear time-invariant

systems
 Response of linear time-invariant continuous system with
xt  0, t ≤ 0:
t
yt   ht − xd, ht is the impulse response, i.e. for
0
xt  t.
 Discrete time LTI-system:
 
yn  ∑ xkhn − k  ∑ xn − khk, hn response for
− −
xn  n

The convolution operator 2

STE6219 Discrete-time signal processing

Convolution in the frequency domain, I

 Convolution is just a mathematical operation, and can be used in
any domain. Connections between multiplication in the time
domain and convolution in the frequency domain is especially
interesting.
 The Fourier transform of pulse train is another pulse train:
 
st  ∑ t − nT then Sj  2
T ∑  − k s 
n− k−

The convolution operator 3

STE6219 Discrete-time signal processing

Convolution in the frequency domain, II

 Continuous time: x s t  x c tst has the Fourier transform
X s j  2
1
X c j ∗ Sj
so

X s j  2  X c jSj − d
1
−


 1
2
 − X c j 2T ∑  − k s − d
k−

 1
T ∑ X c j − k s 
k−
 Discrete time: Periodic convolution in the frequency domain is
equivalent to multiplication in the time domain.

xnwn  2  Xe j We j− d (2.167)
1
−

The convolution operator 4