This document presents several problems related to convolution of discrete-time and continuous-time signals. Problem P4.1 asks the reader to determine the output of a linear time-invariant system given different inputs. Problem P4.2 asks the reader to calculate the discrete-time convolution of two signals. Problem P4.3 asks the reader to calculate the continuous-time convolution of signals.
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Continuous Time Convolution1. Solve the following for y(t.docxmaxinesmith73660
Continuous Time Convolution:
1. Solve the following for y(t)=x(t)*h(t)
x(t) = u(t)-u(t-4); h(t) = r(t)
2. Convolve the following:
3. Find the response of a system to an input of x(t)=2u(t-10) if h(t)=sin(2t)u(t).
4. A linear time invariant system has the following impulse response:
Use convolution to find the response y(t) to the following input:
Sketch y(t) for the case when a = 1.
h t e u tat( ) ( )= −2
x t u t u t( ) ( ) ( )= − − 4
5. Determine y(t) = x(t)*h(t) where x(t0 = u(t) and
6. Compute x(t)*v(t)
1
2
2 t
h(t)
1. a)
dy
dt
y t x t+ =6 4( ) ( )
This is an ordinary differential equation with constant coefficients, therefore, it is linear and time-
invariant. It contains memory and it is causal.
b)
dy
dt
ty t x t+ =4 2( ) ( )
This is an ordinary differential equation. The coefficients of 4t and 2 do not depend on y or x, so the
system is linear. However, the coefficient 4t is not constant, so it is time-varying. The system is also
causal and has memory
c)
This is a difference equation with constant coefficients; therefore, it is linear and time-invariant. It is
noncausal since the output depends on future values of x. Specifically, let x[n] = u[n], then y[-1] = 1.
d) y(t) = sin(x(t))
check linearity:
y t x t1 1( ) sin( ( ))=
y t x t2 2( ) sin( ( ))=
Solution
to an input of a x t a x t1 1 2 2( ) ( )+ is sin( ( ) ( ))a x t a x t1 1 2 2+ .
This is not equal to a y t a y t1 1 2 2( ) ( )+ .
As a counter example, consider x t1( ) = π and x t2 2( ) /= π , a a1 2 1= =
the system is causal since the output does not depend on future values of time, and it is memoryless
the system is time-invariant
e)
dy
dt
y t x t+ =2 ( ) ( )
The coefficient of y means that this is nonlinear; however, it does not depend explicitly on t, so it is time-
invariant. It is causal and has memory.
f) y n y n x n x n[ ] [ ] [ ] [ ]+ + = + −1 4 3 1
Rewrite the equation as y n y n x n x n[ ] [ ] [ ] [ ]+ − = − −4 1 3 1 by decreasing the index.
This is a difference equation with constant coefficients, so it is linear and time-invariant. The output does
not depend on future values of the input, so it is causal. It has memory.
y n y n x n[ ] [ ] [ ]+ − = +2 1 1
h) y n x n[ ] [ ]= 2
has memory since the output relies on values of the input at other the the current index n,
causal? Let x[n] = u[n-2], so x[1] = 0. Then y[1] = x[2] = 1, so not causal.
linear? Let y1 [n] = x1[2n] and y2 [n] = x2[2n]. The response to an input of x[n] = ax1[n]+bx2[n] is
y[n] = ax1[2n]+bx2[2n], which is ay1[2n]+by2[2n], so this is linear
time-invariant: Let y1[n] represent the response to an input of x[n-N], so y1[n] = x[2(n-N)]. This is also
equal to y[n-N], so the system is time-invariant.
i) y n nx n[ ] [ ]= 2
This is similar to part h), except for the n coefficient. Similar to above, it is noncausal, has memory and is
linear. Check time-invariance:
Let y1[n] represent the response to an input of x[n-N], so y1[n] =.
In these two lectures, we’re looking at basic discrete time representations of linear, time invariant plants and models and seeing how their parameters can be estimated using the normal equations.
The key example is the first order, linear, stable RC electrical circuit which we met last week, and which has an exponential response.
I am Duncan V. I am a Digital Signal Processing Assignment Expert at matlabassignmentexperts.com. I hold a Ph.D. in Matlab, Ball State University, Indiana. I have been helping students with their homework for the past 8 years. I solve assignments related to Digital Signal Processing.
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I am Boniface P. I am a Digital Signal Processing Assignment Expert at matlabassignmentexperts.com. I hold a Master's in Matlab, the University of Edinburg. I have been helping students with their assignments for the past 13 years. I solve assignments related to Digital Signal Processing.
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You can also call on +1 678 648 4277 for any assistance with Digital Signal Processing Assignment.
I am Charles G. I am a Signal Processing Assignment Expert at matlabassignmentexperts.com. I hold a Ph.D. in Matlab, The Pennsylvania State University. I have been helping students with their homework for the past 6 years. I solve assignments related to Signal Processing.
Visit matlabassignmentexperts.com or email info@matlabassignmentexperts.com.
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I am Arnold H. I am a Signals and Systems Assignment Expert at matlabassignmentexperts.com. I hold a Master's in Matlab, Nanyang Technological University. I have been helping students with their assignments for the past 10 years. I solve assignments related to Signals and Systems.
Visit matlabassignmentexperts.com or email info@matlabassignmentexperts.com.
You can also call on +1 678 648 4277 for any assistance with Signals and Systems Assignment.
I am Grey Nolan. Currently associated with matlabassignmentexperts.com as an assignment helper. After completing my master's from the University of British Columbia, I was in search for an opportunity that expands my area of knowledge hence I decided to help students with their Signals and Systems assignments. I have written several assignments till date to help students overcome numerous difficulties they face in Signals and Systems Assignments.
Continuous Time Convolution1. Solve the following for y(t.docxmaxinesmith73660
Continuous Time Convolution:
1. Solve the following for y(t)=x(t)*h(t)
x(t) = u(t)-u(t-4); h(t) = r(t)
2. Convolve the following:
3. Find the response of a system to an input of x(t)=2u(t-10) if h(t)=sin(2t)u(t).
4. A linear time invariant system has the following impulse response:
Use convolution to find the response y(t) to the following input:
Sketch y(t) for the case when a = 1.
h t e u tat( ) ( )= −2
x t u t u t( ) ( ) ( )= − − 4
5. Determine y(t) = x(t)*h(t) where x(t0 = u(t) and
6. Compute x(t)*v(t)
1
2
2 t
h(t)
1. a)
dy
dt
y t x t+ =6 4( ) ( )
This is an ordinary differential equation with constant coefficients, therefore, it is linear and time-
invariant. It contains memory and it is causal.
b)
dy
dt
ty t x t+ =4 2( ) ( )
This is an ordinary differential equation. The coefficients of 4t and 2 do not depend on y or x, so the
system is linear. However, the coefficient 4t is not constant, so it is time-varying. The system is also
causal and has memory
c)
This is a difference equation with constant coefficients; therefore, it is linear and time-invariant. It is
noncausal since the output depends on future values of x. Specifically, let x[n] = u[n], then y[-1] = 1.
d) y(t) = sin(x(t))
check linearity:
y t x t1 1( ) sin( ( ))=
y t x t2 2( ) sin( ( ))=
Solution
to an input of a x t a x t1 1 2 2( ) ( )+ is sin( ( ) ( ))a x t a x t1 1 2 2+ .
This is not equal to a y t a y t1 1 2 2( ) ( )+ .
As a counter example, consider x t1( ) = π and x t2 2( ) /= π , a a1 2 1= =
the system is causal since the output does not depend on future values of time, and it is memoryless
the system is time-invariant
e)
dy
dt
y t x t+ =2 ( ) ( )
The coefficient of y means that this is nonlinear; however, it does not depend explicitly on t, so it is time-
invariant. It is causal and has memory.
f) y n y n x n x n[ ] [ ] [ ] [ ]+ + = + −1 4 3 1
Rewrite the equation as y n y n x n x n[ ] [ ] [ ] [ ]+ − = − −4 1 3 1 by decreasing the index.
This is a difference equation with constant coefficients, so it is linear and time-invariant. The output does
not depend on future values of the input, so it is causal. It has memory.
y n y n x n[ ] [ ] [ ]+ − = +2 1 1
h) y n x n[ ] [ ]= 2
has memory since the output relies on values of the input at other the the current index n,
causal? Let x[n] = u[n-2], so x[1] = 0. Then y[1] = x[2] = 1, so not causal.
linear? Let y1 [n] = x1[2n] and y2 [n] = x2[2n]. The response to an input of x[n] = ax1[n]+bx2[n] is
y[n] = ax1[2n]+bx2[2n], which is ay1[2n]+by2[2n], so this is linear
time-invariant: Let y1[n] represent the response to an input of x[n-N], so y1[n] = x[2(n-N)]. This is also
equal to y[n-N], so the system is time-invariant.
i) y n nx n[ ] [ ]= 2
This is similar to part h), except for the n coefficient. Similar to above, it is noncausal, has memory and is
linear. Check time-invariance:
Let y1[n] represent the response to an input of x[n-N], so y1[n] =.
In these two lectures, we’re looking at basic discrete time representations of linear, time invariant plants and models and seeing how their parameters can be estimated using the normal equations.
The key example is the first order, linear, stable RC electrical circuit which we met last week, and which has an exponential response.
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Convolution problems
1. 4 Convolution
Recommended
Problems
P4.1
This problem is a simple example of the use of superposition. Suppose that a dis
crete-time linear system has outputs y[n] for the given inputs x[n] as shown in Fig
ure P4.1-1.
Input x[n] Outputy [n]
III xn] yi[n]
0 0 n 0 n
-1 0 1 2 -2 -1 0 1 2
x2[n] 1 2[n]
0 0 n 0 0 n
-1 0 1 2 3 -1 0 1 2 3
2 1
1 X3 [n] y3[n]
.-. n -n
-1 0 1 2 3 -1 0 1 2
Figure P4.1-1
Determine the response y4 [n] when the input is as shown in Figure P4.1-2.
I x4[n]
-1 0 2 3
012
-1
Figure P4.1-2
(a) Express x 4[n] as a linear combination of x 1[n], x 2[n], and x 3[n].
(b) Using the fact that the system is linear, determine y4[n], the response to x 4[n].
(c) From the input-output pairs in Figure P4.1-1, determine whether the system is
time-invariant.
P4-1
2. Signals and Systems
P4-2
P4.2
Determine the discrete-time convolution of x[n] and h[n] for the following two
cases.
(a)
h[n] 2
x[n]
0 .11 111 11J 00
Fiur P42-
-1 0 1 2 3 4 -1 0 1 2 3 4
Figure P4.2-1
(b)
3
h[nI
2
x [n ]
X17
0 1 2 3 4 -1 0 1 2 3 4 5
Figure P4.2-2
P4.3
Determine the continuous-time convolution of x(t) and h(t) for the following three
cases:
(a)
x(t) h(t)
t t
0 4 0 4
Figure P4.3-1
3. Convolution / Problems
P4-3
(b)
x(t) h (t)
1-- -(t- 1) u (t - 1) u(t+1
t t
0 1 -1 0
Figure P4.3-2
(c)
x(t) h (t)
F6(t-2)
-l 0 1 3 0 2
Figure P4.3-3
P4.4
Consider a discrete-time, linear, shift-invariant system that has unit sample re
sponse h[n] and input x[n].
(a) Sketch the response of this system if x[n] = b[n - no], for some no > 0, and
h[n] = (i)"u[n].
(b) Evaluate and sketch the output of the system if h[n] = (I)"u[n] and x[n] =
u[n].
(c) Consider reversing the role of the input and system response in part (b). That
is,
h[n] = u[n],
x[n] = (I)"u[n]
Evaluate the system output y[n] and sketch.
P4.5
(a) Using convolution, determine and sketch the responses of a linear, time-invar
iant system with impulse response h(t) = e-t 2 u(t) to each of the two inputs
x1(t), x2(t) shown in Figures P4.5-1 and P4.5-2. Use yi(t) to denote the response
to x1(t) and use y2(t) to denote the response to x2(t).
4. Signals and Systems
P4-4
(i)
X1(t) = u(t)
t
0
Figure P4.5-1
(ii)
x2(t)
2
t
0 3
Figure P4.5-2
(b) x 2(t) can be expressed in terms of x,(t) as
x 2(t) = 2[x(t) - xi(t - 3)]
By taking advantage of the linearity and time-invariance properties, determine
how y 2(t) can be expressed in terms of yi(t). Verify your expression by evalu
ating it with yl(t) obtained in part (a) and comparing it with y 2(t) obtained in
part (a).
Optional
Problems
P4.6
Graphically determine the continuous-time convolution of h(t) and x(t) for the
cases shown in Figures P4.6-1 and P4.6-2.
5. Convolution / Problems
P4-5
(a)
h(t)
x(t) 2
0 1
t
0
t1
(b)
Figure P4.6-1
h (t)
x(t)
0 1 2
t
Figure P4.6-2
0 1 2
t
P4.7
Compute the convolution y[n] = x[n] * h[n] when
x[n] =au[n], O< a< 1,
h[n] =#"u[n], 0 < #< 1
Assume that a and # are not equal.
P4.8
Suppose that h(t) is as shown in Figure P4.8 and x(t) is an impulse train, i.e.,
x(t) = ( oft-kT)
k= -o0
6. Signals and Systems
P4-6
(a) Sketch x(t).
(b) Assuming T = 2,determine and sketch y(t) = x(t) * h(t).
P4.9
Determine if each of the following statements is true in general. Provide proofs for
those that you think are true and counterexamples for those that you think are
false.
(a) x[n] *{h[ng[n]} = {x[n] *h[n]}g[n]
(b) If y(t) = x(t) * h(t), then y(2t) = 2x(2t) * h(2t).
(c) If x(t) and h(t) are odd signals, then y(t) = x(t) * h(t) is an even signal.
(d) If y(t) = x(t) * h(t), then Ev{y(t)} = x(t) * Ev{h(t)} + Ev{x(t)} * h(t).
P4.10
Let 11(t) and 22(t) be two periodic signals with a common period To. It is not too
difficult to check that the convolution of 1 1(t) and t 2(t) does not converge. However,
it is sometimes useful to consider a form of convolution for such signals that is
referred to as periodicconvolution.Specifically, we define the periodic convolution
of t 1(t) and X2(t) as
TO
g(t) = T 1 (r)- 2 (t - r) dr = t 1(t)* t 2(t) (P4.10-1)
Note that we are integrating over exactly one period.
(a) Show that q(t) is periodic with period To.
(b) Consider the signal
a + T0
Pa(t) 1(rF)t2(t - r) dr,
= fa
where a is an arbitrary real number. Show that
9(t) = Ya(t)
Hint:Write a = kTo - b, where 0 b < To.
(c) Compute the periodic convolution of the signals depicted in Figure P4.10-1,
where To = 1.
7. Convolution / Problems
P4-7
et
-1 0 1 2 3
R2 (t)
t
-1 - 22 1 1 22
3 2 5 3
Figure P4.10-1
(d) Consider the signals x1[n] and x 2[n] depicted in Figure P4.10-2. These signals
are periodic with period 6. Compute and sketch their periodic convolution using
No = 6.
ITI '1
x, [n]
I II T II..
... I-61 16
0II 12
X2 [n]
2
1? 11
-6 0 6 12
Figure P4.10-2
(e) Since these signals are periodic with period 6, they are also periodic with period
12. Compute the periodic convolution of xi[n] and x2[n] using No = 12.
P4.11
One important use of the concept of inverse systems is to remove distortions of some
type. A good example is the problem of removing echoes from acoustic signals. For
example, if an auditorium has a perceptible echo, then an initial acoustic impulse is
8. Signals and Systems
P4-8
followed by attenuated versions of the sound at regularly spaced intervals. Conse
quently, a common model for this phenomenon is a linear, time-invariant system
with an impulse response consisting of a train of impulses:
h(t) = [ hkb(t-kT) (P4.11-1)
k=O
Here the echoes occur T s apart, and hk represents the gain factor on the kth echo
resulting from an initial acoustic impulse.
(a) Suppose that x(t) represents the original acoustic signal (the music produced
by an orchestra, for example) and that y(t) = x(t) * h(t) is the actual signal
that is heard if no processing is done to remove the echoes. To remove the dis
tortion introduced by the echoes, assume that a microphone is used to sense
y(t) and that the resulting signal is transduced into an electrical signal. We will
also use y(t) to denote this signal, as it represents the electrical equivalent of
the acoustic signal, and we can go from one to the other via acoustic-electrical
conversion systems.
The important point to note is that the system with impulse response given
in eq. (P4.11-1) is invertible. Therefore, we can find an LTI system with impulse
response g(t) such that
y(t) *g(t) = x(t)
and thus, by processing the electrical signal y(t) in this fashion and then con
verting back to an acoustic signal, we can remove the troublesome echoes.
The required impulse response g(t) is also an impulse train:
g(t) = ( gkAot-kT)
k=O
Determine the algebraic equations that the successive gk must satisfy and solve
for gi, g2, and g3 in terms of the hk. [Hint:You may find part (a) of Problem 3.16
of the text (page 136) useful.]
(b) Suppose that ho = 1, hi = i, and hi = 0 for all i > 2. What is g(t) in this case?
(c) A good model for the generation of echoes is illustrated in Figure P4.11. Each
successive echo represents a fedback version of y(t), delayed by T s and scaled
by a. Typically 0 < a < 1 because successive echoes are attenuated.
x(t) ± y(t)
Delay
T
Figure P4.11
(i) What is the impulse response of this system? (Assume initial rest, i.e.,
y(t) = 0 for t < 0 if x(t) = 0 for t < 0.)
(ii) Show that the system is stable if 0 < a < 1 and unstable if a > 1.
(iii) What is g(t) in this case? Construct a realization of this inverse system
using adders, coefficient multipliers, and T-s delay elements.
9. Convolution / Problems
P4-9
Although we have phrased this discussion in terms of continuous-time systems
because of the application we are considering, the same general ideas hold in
discrete time. That is, the LTI system with impulse response
h[n] = ( hkS[n-kN]
k=O
is invertible and has as its inverse an LTI system with impulse response
(g [nkN]
k=O
g[n] =
It is not difficult to check that the gi satisfy the same algebraic equations as in
part (a).
(d) Consider the discrete-time LTI system with impulse response
h[n] = ( S[n-kN]
k=-m
This system is not invertible. Find two inputs that produce the same output.
P4.12
Our development of the convolution sum representation for discrete-time LTI sys
tems was based on using the unit sample function as a building block for the rep
resentation of arbitrary input signals. This representation, together with knowledge
of the response to 5[n] and the property of superposition, allowed us to represent
the system response to an arbitrary input in terms of a convolution. In this problem
we consider the use of other signals as building blocks for the construction of arbi
trary input signals.
Consider the following set of signals:
$[n] = (i)"u[n],
#[n ] = [n - k], k = 0, 1, ±2 3, ....
(a) Show that an arbitrary signal can be represented in the form
+ 00
x[n] = ( ak4[n - k]
k=
by determining an explicit expression for the coefficient ak in terms of the values
of the signal x[n]. [Hint:What is the representation for 6[n]?]
(b) Let r[n] be the response of an LTI system to the input x[n] = #[n]. Find an
expression for the response y[n] to an arbitrary input x[n] in terms of r[n] and
x[n].
(c) Show that y[n] can be written as
y[n] = 0[n] * x[n] * r[n]
by finding the signal 0[n].
(d) Use the result of part (c) to express the impulse response of the system in terms
of r[n].Also, show that
0[n] *#[n] = b[n]
10. MIT OpenCourseWare
http://ocw.mit.edu
Resource: Signals and Systems
Professor Alan V. Oppenheim
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