Convolution and Correlation

CONVOLUTION AND
CORRELATION
ECE 401
SIGNALS, SPECTRA, SIGNAL PROCESSING
Characterization of LTI systems
LTI systems can be characterized in two ways:

Using Difference equations
Relationship between discrete-time inputs and
discrete time outputs
Also called Input-Output equations
Characterization of LTI systems
LTI systems can be characterized in two ways:
Pulse Response
System’s response to an impulse
Decompose the input signal vector into weighted-time
shifted impulses
Find the output of the system as the sum of its impulse
response
System’s Response
Total Solution = homogenous Solution +
particular Solution
or
Total Response = zero-input response and zero-

state response
Homogenous Solution
Distinct roots
Consider the difference equation:
y(n) = x(n) + 3x(n-1) + 4x(n-2) – 5y(n-1) -6y(n-2)
For y(-1)= -1 and y(-2) = 2
Steps in getting the homogenous solution:
1.Rearrange the difference equation, combine related terms.
y(n) +5y(n-1) + 6y(n-2) = x(n) + 3x(n-1) +4x(n-2)
2.Equate all input signals to zero

y(n) +5y(n-1) + 6y(n-2) = 0
Homogenous Solution
Distinct roots
3. Replace all y(n) with n
n + 5 n-1 + 6 n-2 = 0
4.Multiply both sides with -n+2

2 + 5  + 6 = 0
5.Find the roots of the equation

( +2) ( + 3 ) = 0
 1= - 2
 2 = -3
Homogenous Solution
Distinct roots
6.Use the form for distinct roots
yh(n) = a 1n + b 2n
yh(n) = a (-2)n + b (-3)n
7.Solve for the coefficients a and b

Use n=0
yh(0) = a (-2)0 + b (-3)0
yh(0) = a + b
Homogenous Solution
Distinct roots
y(n) +5y(n-1) + 6y(n-2) = 0
y(0) = - 5y(0-1) - 6y(0-2)
y(0) = - 5y(-1) - 6y(-2)
If y(-1)= -1 and y(-2) = 2, Then
y(0) = - 5(-1) - 6(2)
y(0) = -7
Equate yh(0) and y(0)

yh(0) = y(0)
a + b = -7
Homogenous Solution
Distinct roots
Use n=1
yh(0) = a (-2)1 + b (-3)1
yh(1) = -2a -3b
y(n) +5y(n-1) + 6y(n-2) = 0
y(1) = - 5y(1-1) - 6y(1-2)
y(1) = - 5y(0) - 6y(-1)
y(1) = - 5(-7) - 6(-1)
y(1) = 41
Equate yh(1) and y(1)
yh(1) = y(1)
-2a -3 b = 41
Homogenous Solution
Distinct roots
Two equations , two unknowns
a + b = -7
-2a -3 b = 41
a = 20
b = -27
Therefore, the homogenous solution is:

yh(n) = -20 (-2)n + 27 (-3)n
CONVOLUTION
Convolution is the process by which an input
interacts with an LTI system to produce an output.
In discrete time, convolution of two signals
involves summing the product of the two
signals – where one of the signals is “flipped
and shifted”
 It doesn't matter which signal is flipped and
shifted
 Have to take care to get limits of sum correct
CONVOLUTION
Convolution between of an input signal x[n]
with a system having impulse response h[n] is
given as,
Ways to find D.T. Convolution
Three ways to perform digital convolution:
S3A graphical method
Scale, Shift, Stack, Add stack
FSMA/Table method
Flip, Shift, Multiply, Add
Analytical method
FSMA / TABLE METHOD
Steps to follow:
FSMA / TABLE METHOD
Note:
The steps are: FOLD, SHIFT, MULTIPLY and ADD
The value of k starts from (– length of h + 1) and
continues till (length of h + length of x – 1)
Example:
1. Find the convolution of the two sequences x[n]
and h[n] given by,
x[k] = [3 1 2] h[k] = [3 2 1]
2. Find the convolution of the two sequences

x[n] and h[n] represented by,
CORRELATION:
Correlation addresses the question:
“To what degree is signal A similar to signal B”
An intuitive answer can be developed by
comparing deterministic signals with stochastic
signals.
Deterministic = a predictable signal equivalent
to that produced by a mathematical function
Stochastic = an unpredictable signal equivalent
to that produced by a random process
AUTO VS CROSS CORRELATION:
Cross-correlation
allows assessment of the degree of similarity
between two signals
Auto-correlation
the correlation of a signal with itself
helps identify signal features buried in noise
CROSS CORRELATION:
Note:
To get the size of the correlation array:
Length of the first array + the length of the
second array minus 1
x1 = length: 3
X2 = length: 5
EXAMPLE:
1. Find the cross correlation (rxy) of the two signals:
x1[n] = [ 1, 5, -8] and y[n] = [ 3, 2, 1, 6, -7]
2. Determine the cross correlation sequence (rxy)
of two signals: x(n) = [ 1 5 2] and y(n) = [ 3 -2 4]
CROSS CORRELATION:
SEATWORK
SEATWORK (copy and Answer)
1. Get the homogeneous solution: y(n) = x(n) + 5x(n-1) +
4x(n-2) – 4y(n-1) -4y(n-2). For y(-1)= -1 and y(-2) = 2
2. Find the convolution of the two sequences x[n] and
h[n] represented by,
3. Determine the cross correlation sequence rxy

x(n) = [0, 2, -1, 3, 7]
y(n) = [0, 1, -1, 2, -2, 4, 1, -2, 5]

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What are the two ways to characterize LTI systems?

What are the three ways to perform digital convolution?

CONVOLUTION AND

LTI systems can be characterized in two ways:

Total Response = zero-input response and zero-

2.Equate all input signals to zero

4.Multiply both sides with -n+2

5.Find the roots of the equation

7.Solve for the coefficients a and b

Equate yh(0) and y(0)

Therefore, the homogenous solution is:

2. Find the convolution of the two sequences

3. Determine the cross correlation sequence rxy

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