Where
h
h
is the impulse response
=0
0
th column of
H
H
yn=∑k=0N−1hn−kmodNxk
y
n
k
0
N
1
h
n
k
N
x
k
(1)
circular convolution wheels
Let
N→∞
N
and we get
yn=∑n=-∞∞hn−kxk
y
n
n
h
n
k
x
k
(2)
hn−kmod∞
h
n
k
has no effect.
y=h*x
y
h x
- Linear convolution computation is just like circular
convolution but on a line but not a
circle
-
Flip
h
h
-
Slide flipped
h
h
-
Multiply by
x
x and add up
-
Repeat
circular shifts
hn−kmodN
h
n
k
N
are replaced by linear shifts
hn−k
h
n
k
yn=xn*hn
y
n
x
n
h
n
(3)
or
(x*h)n
(
x
h
)
n
(4)
LTI CONVOLUTION
yn=∑k=-∞∞xkhn−k
y
n
k
x
k
h
n
k
(5)
-
Take
hk
h
k
and flip it around to
h-k
h
k
-
Slide
h-k
h
k
to point
h-(k−n)=hn−k
h
k
n
h
n
k
-
Weight by
xk
x
k
and sum.
-
Repeat for all
n
n.
Convolve
δn*δn−5
δ
n
δ
n
5
.
yn=∑k=-∞∞xkhn−k
y
n
k
x
k
h
n
k
Replace
xk
x
k
with
δk
δ
k
and
hn−k
h
n
k
with
δn−k−5
δ
n
k
5
=∑k=-∞∞δkδn−k−5
k
δ
k
δ
n
k
5
δk
δ
k
is
0
0
unless
k=0
k
0
=δn−5
δ
n
5
.
Convolve
δn*xn
δ
n
x
n
x
x
is anything you want it to be.
yn=∑k=-∞∞xkδn−k
y
n
k
x
k
δ
n
k
n−k
n
k
is
0
0
unless
n=k
n
k
=xn
x
n
.
-
Interpret
δn
δ
n
as the impulse response of an LTI system.
Convolve
xn*xn
x
n
x
n
with
Remember the 4 steps!
Convolve
xn
x
n
with itself
Convolve
xn=un−un−N
x
n
u
n
u
n
N
=1if0≤n≤N−10ifotherwise
1
0
n
N
1
0
otherwise
with
hn=anun
h
n
a
n
u
n
.
Using
∑k=
N
1
N
2
αk=α
N
1
−α
N
2
+11−α
k
N
1
N
2
α
k
α
N
1
α
N
2
1
1
α
N
2
≥
N
1
N
2
N
1
SUPER DUPER USEFUL
(
|a|<1
a
1
)
x
x
and
h
h
reversed in the text.
Length of support
yn=
y
n
Just as in
ℂN
N
case, all LSI systems with infinite-length inputs and outputs can be
characterized by convolution.
then
yn=∑k=-∞∞hn−kxk
y
n
k
h
n
k
x
k
,
-∞<n<∞
n