PROPERTIES OF

CONVOLUTION
 X(n) Y(n)
H(n)

∞
y(n) = x(n) * h(n) ≡ Σ x(k) h(n – k)
k=-∞
or
∞
y(n) = h(n) * x(n) ≡ Σ h(k) x(n – k)
k=-∞
“ * “ asterisk is used to simplify the notation for
convolution
 Commutative Law
 x(n) * h(n) = h(n) * x(n)

Graphical Representation:
X(n) Y(n) H(n) Y(n)

H(n) H(n)
 Assosciative Law
 [x(n) * h1(n)] * h2(n) = x(n) * [h1(n)
* h2(n)]

Graphical Representation:
x(n) y1(n) y(n)

H1(n) H2(n)
x(n) y(n)

H(n) =h1(n) * h2(n)

 Distributive Law
 x(n) * [h1(n) + h2(n)] = x(n) * h1(n) + x(n) +
h2(n)
then: h(n) = h1(n) + h2(n)
and the overall system with impulse response is
L
h(n) = Σ hJ(n)
j=1
Graphical Representation:

x(n) H1(n) y(n)

+

H2(n)

x(n) y(n)
H(n) =h1(n) +
h2(n)
 Causal Linear Time Invariant Systems
Given the convolution formula:
∞
y(no) = Σ h(k) x(no – k)
k=-∞
divide into two (2) sets of terms:
∞ -1
y(no) = Σ x(k) h(no – k) + Σ h(k) x(no – k)
k=0 k=-∞
= [h(0)x(no) + h(1)x(no – 1) + h(2)x(no – 2) + …]
+ [h(-1)x(no + 1) + (-2)x(no + 2) + …]

Set the output to depend only on time n = no the impulse response of

the system must satisfy n(n) = 0 n < 0. Therefore an LTI system is
causal if and only if its impulse response is zero for negative values of n.
A sequence that is zero (0) for n < 0 is a causal sequence and non-zero
for n < 0 and n > 0 a non-causal sequence.
 Stability of Linear Time Invariant Systems
 Given x(n) that is bounded, there exist a constant Mx such that
|x(n)| ≤ Mx < ∞ - equation 1
And if the output is bounded, there exist a constant My such that
|y(n)| ≤ My < ∞ for all n
Verify using the convolution formula:

∞
y(n) = h(n) * x(n) ≡ Σ h(k) x(n – k)
k=-∞
and get the absolute value for both sides
∞ ∞
|y(n)| = | Σ h(k) x(n – k) | = Σ |h(k)| |x(n – k)|
k=-∞ k=-∞
substituting this equation to equation 1 form:

∞
|y(n)| ≤ Mx Σ h(k) x
k=-∞
A linear time invariant system is stable if its impulse response is absolutely
summable .
 Systems with Finite-duration and Infinite
Duration Impulse Response
2 types of Linear Time invariant Systems

 1. FIR – Finite Impulse Response (finite duration

impulse response). Has an impulse response that is
zero outside of a finite time interval without loss.
Focus is on causal FIR systems which in effect acts as
a window that views only the most recent input signal
samples in forming the output. It neglects all prior
input samples. Hence, an FIR system has a finite
memory of length M samples.

 2. IIR – Infinite Impulse Response (infinite duration

impulse response). The system output is weighted
linear combination of the input samples x(n), x(n-1),
x(n-2), … the present and all past input samples and
the system is said to have infinite memory.
 Discrete time systems described by
difference equations
 The convolution summation formula allows
a means for the realization of the system.
For FIR realization involves additions,
multiplications, and a finite number of
memory locations and is readily
implemented directly. For IIR systems, its
practical implementation as implied by
convolution is impossible since it requires an
infinite number of memory locations,
multiplications and additions. Instead of
convolution another method is used and
described by the difference equation.
Recursive and non-recursive Discrete time
systems
Recursive systems – In general is a system whose output y(n) at
time n depends on any number of past output values y(n – 1), y(n
– 2), …

We need the value y(no – 1) called the initial condition and the
input samples x(n) for n ≥ no. the initial condition contains all the
information needed to determine the response of the system for n
≥ no to the input signal x(n), independent of the past occurrences.

The output of a causal recursive system in general is:

y(n) = F[y(n – 1), y(n – 2), …, y(n – N), x(n), x(n – 1), …, x(n –
M)]
where F(.) denotes some function.

Non-recursive depends only on the present and past inputs

y(n) = F[x(n), x(n – 1), …, x(n – M)]
 Graphical representation of the difference
between Recursive and non-recursive systems.
A .Non-recursive system
F[x(n), x(n – 1), …, x(n –
M)]
B. Recursive system
F[y(n – 1), …, y(n – N), x(n), …, x(n -
M)

Z-1
The presence of the feedback loop in the recursive system contains a
delay element and is crucial for the realization of the system since the
absence would force the system to compute y(n) in terms of y(n) which
is not possible for discrete time systems.
In summary, the output of a recursive system should be computed in
order (y(0), y(1), y(2), …) whereas non-recursive system, the output
can be computed in any order [y(2000), y(15), y(3), y(100),…].
 Realization of recursive systems
A. Cumulative average of a signal
n
y(n) = [1/(n + 1)] Σ x(k) n = 0, 1, …
k + +
1
n
n+
(n + 1) y(n) = Σ x(k)
1
k=0 Z-1
+
Then: = ny(n – 1) + x(n)
y(n) = [n/(n + 1)] y(n – 1) + [1/(n + 1)] x(n)

B. Square root algorithm

Sn = (1/2) (Sn -1 + [A/(Sn – 1)] n = 0, 1, 2, …
 RECURSIVE SYSTEM
 A relaxed recursive system described by a first order
differential equation is a linear time invariant (LTI) IIR system.
If y(n) = ay(n – 1) + x(n) is initially relaxed y(-1) ≠ 0 and
the input x(n) = 0 for all n. then the output of the system is
called the zero input response or the natural response Yzi.
Yzi (n) = an+1 y(-1); n≥0
Note:
Zero input response is obtained by setting the input signal
to zero, independent of the input signal dependent only on the
nature of the system and initial condition. Characteristic of the
system itself or natural response in free response of the
system.
Zero state response depends on the nature of the system
and the input signal also called forced response of the system.
In general, the total response of the system is expressed as
y(n) = yzi (n) + yzs(n)
 SIMPLEST RECURSIVE SYSTEM

 The simpliest recursive system is a linear constant

coefficient system:
N M
y(n) = - Σ ak y(n – k) + Σ bk x(n
– k)
or k=1 k=0
N M
Σ ak y(n – k) = Σ bk x(n
– k)
k=0 k=0

N = order of the system. Restating the properties of N order

constant coefficient differential equation namely linearity,
time invariant., causal, …
 DEFINITION OF LINEARITY
 The total response is equal to the sum of the zero-input and the zero-state
responses {y(n) = yzi(n) + yzs(n)].
 The principle of superposition applies to the zero-state response (zero-state
linear).
 The principle of superposition applies to the zero-input responses (zero-input
linear).
A system that does not satisfy all 3 separate requirements is by definition nonlinear.

From the equation we see that ak and bk are constants:

N M
Σ ak y(n – k) = Σ bk x(n
If the constants are time dependent,
– k) then time variant. Therefore, the system
defined by a LTI constant coefficient difference equation is linear and time
invariant. k=0 k=0
By just looking at the mathematical equation of the input and output
relationship the system is causal.
Last stability. BIBO if and only if for every bounded input and every bounded
initial condition, the total system response is bounded output.
Solution to Linear Constant- Coefficient
Difference Equation
The objective is to determine an explicit
expression for the output y(n). 2 methods, the Direct
Method and the indirect method (z transform).

The Direct method – the goal is to determine the

output y(n), n ≥ 0, of the system given a specific
input x(n), n ≥ 0, and a set of initial conditions.
y(n) = yh(n) + yp(n)

where: yh(n) – is the homogenous solution or

complementary solution yp(n) – is the particular
solution.
 The homogenous solution of a difference
equation
N
 Assume that the input x(n) = 0,
Σ ak y(n – k)
=0
k=1
Assume that the solution is in the form of an
exponential
yh(n) = λn
where: h on y(n) denotes the solution to the homogenous difference equation. Th
N
Σ ak λn – k = 0
k=0
Hence:
λn –N (λn + a1λ N–1 + a2 λ N–2k + … +aN-1 λ + aN) = 0
 The polynomial in parenthesis is called the characteristic
polynomial of the system. In general it has N roots denoted by λ1,
λ2, … λN which may be real or complex valued.The coefficients
a1, a2, … are real. Complex roots come as conjugate pairs. Some
of the roots mwy be identical in which case it is multiple order
roots.
 The particular solution of difference
equation

yp(n) is any solution satisfying:

N M
Σ ak y(n – k) = Σ bk x(n – k)
a0 = 1
k=0 k=0
depends on the form of the input x(n).
The total solution of the difference equation

The sum of the homogenous and

particular solution.

y(n) = yh(n) + yp(n)

The resultant sum y(n) contains

constant parameter {Ci} and can be
determined to satisfy the initial
conditions.
 The impulse response of a linear time
invariant Recursive system
 In the case of a recursive system, h(n) is
simply equal to the zero state response of
the system when the input x(n) = δ(n)
and the system is initially relaxed.
n
yzs (n)= Σ ak x(n - k),
k=0
n
yzs (n)= Σ ak δ(n - k),
k=0
= an n≥0
h(n) = an u(n)
 Implementation of discrete time systems

 In practice, system design and

implementation are done jointly rather
than separately. Where the system design
is driven by the method of implementation
and by the implementation constraints,
such as cost and hardware.
 Structures of the realization of linear Time-
invariant systems
 First Order System:y(n) = -a1y(n – 1) + b0x(n) + b1x(n – 1)

X(n y(n)
) + +
b0 v(n)
z-1 z-1
b1 -a1
 The realization uses separate delays (memory) for both the input and the output
signal samples and is called the direct form I structure. Note – the system can be
viewed as 2 linear time invariant systems in cascade. The first is non-recursive and
the second recursive.
v(n) = b)x(n) + b1x(n – 1)
y(n) = -a1y(n – 1) + v(n)
Interchanging the order of a cascaded LTI system will not change the overall response.
w(n) = -a1w(n – 1) + x(n)
y(n) = b0w(n) + b1w(n – 1)
2 difference equation are equivalent to the single difference

equation
X(n Y(n)
) + +
W(n)
b0
Z -1
Z -1

-a1 b1

There are 2 delay elements containing the same input w(n) which is an
auxiliary quantity and these 2 can be merge into one delay element. The
realization is more efficient in terms of memory requirements and is called
direct form II structure used extensively in practical applications

+ +
X(n W(n) b0 Y(n)
) Z-1
-a1 b1
 Correlation of discrete time signals

 The objective is to measure the degree to which 2 signals are

similar and therefore extract information that depends on the
application. Some applications are in RADAR, SONAR (both are
delayed version of the transmitted signal x(n)), A/D converters

Mathematically:
y(n) = ax(n – D) + w(n)

where: a = some attenuation factor or the loss involve in the

round trip.

D = Round trip delay

w(n) = additive noise picked up by the antenna
x(n) = the reference signal.
 Cross correlation and autocorrelation
sequences
 Mathematically:
∞
rxy(l) = Σ x(n) y(n – 1) l = 0, ±1, ±2, …
n = -∞

where: l = is the time shift ir lag parameter

xy = subscript sequence being correlated similar to convolution in
time but no folding.
Cross correlation is the result of applying correlation
Auto-correlation when y(n) = x(n)
 SUMMARY
 A major class of discrete time system (DTS) is the LTI or linear
time invariant system and is used extensively in the design and
implementation of Digital Signal Processing (DSP) systems.
 Convolution summation determines the response y(n) of the
system h(n) to any given input sequence x(n).
 The general solution of a linear differential equation with
constant coefficient consist of two (2) parts or components.(1) the
homogenous equation which is the natural response of the system
when the input is zero. And (2) the particular solution which is the
response of the system to the input signal.
 General classification of LTI system:
 FIR – realization is either recursive and or non-recursive.
 IIR – Realization is recursive only.
 Correlation is the mathematical operation between two (2)
sequences and the result is either:
 Cross-correlation – the 2 sequence are different.
 Auto-correlation - the 2 sequence are the same.