0.5 Convolution - discrete time

Introduction

The idea of discrete-time convolution is exactly the same as that of continuous-time convolution . For this reason, it may be useful to look at both versions to help yourunderstanding of this extremely important concept. Convolution is a very powerful tool in determining asystem's output from knowledge of an arbitrary input and the system's impulse response.

It also helpful to see convolution graphically, i.e. by using transparencies or Java Applets. Johns Hopkins University has an excellent Discrete time convolution applet. Using this resource will help understanding this crucial concept.

Derivation of the convolution sum

We know that any discrete-time signal can be represented by a summation of scaled and shifted discrete-time impulses, see . Since we are assuming the system to be linear and time-invariant, itwould seem to reason that an input signal comprised of the sum of scaled and shifted impulses would give rise to an outputcomprised of a sum of scaled and shifted impulse responses. This is exactly what occurs in convolution . Below we present a more rigorous and mathematical look at thederivation:

Letting $$ be a discrete time LTI system, we start with the folowing equation and work our waydown the the convoluation sum.

Above the summation is taken over all integers. Howerer, in many practical cases either $x(n)$ or $h(n)$ or both are finite, for which case the summations will be limited.The convolution equations are simple tools which, in principle, can be used for all input signals. Following is an example to demonstrate convolution;how it is calculated and how it is interpreted.

Graphical illustration of convolution properties

A quick graphical example may help in demonstrating why convolution works.

Convolution sum

As mentioned above, the convolution sum provides a concise, mathematical way to express the output of an LTI system basedon an arbitrary discrete-time input signal and the system's response. The convolution sum is expressed as

Convolution through time (a graphical approach)

In this section we will develop a second graphical interpretation of discrete-time convolution. We will beginthis by writing the convolution sum allowing $x$ to be a causal, length-m signal and $h$ to be a causal, length-k, LTI system. This gives us the finite summation,

Going back to the previous example:

What we are doing in the above demonstration is reversing the impulse response in time and "walking it across" the inputsignal. Clearly, this yields the same result as scaling, shifting and summing impulse responses.

This approach of time-reversing, and sliding across is a common approach to presenting convolution, since itdemonstrates how convolution builds up an output through time.