MIT 6.300 — Lecture 9

Unit-Sample Response and Convolution

§ Lecture and Recitation: Unit-Sample Response and Convolution

It turns out that there's a simple classification of all LTI systems on DT signals.

Definition. Given two signals a[n]a[n] and b[n]b[n], their convolution is (ab)[n]:=m=a[m]b[nm](a * b)[n] := \sum_{m = -\infty}^{\infty} a[m] \cdot b[n - m].

Theorem. (LTI = Convolution) Suppose δ[n]h[n]\delta[n] \mapsto h[n] under an LTI system on DT signals. Then:

x[n]m=x[m]h[nm]=(xh)[n].x[n] \mapsto \sum_{m = -\infty}^{\infty} x[m] \cdot h[n - m] = (x * h)[n].

Proof: Immediate from linearity and time-invariance after writing x[n]=m=x[m]δ[nm]x[n] = \sum_{m = -\infty}^{\infty} x[m] \delta[n - m].   \blacksquare

Definition. The unit-sample response of a system on DT signals is the image h[n]h[n] of the Kronecker delta signal δ[n]\delta[n].

It's not hard to generalize this to CT signals, too.

Definition. Given two signals f(t)f(t) and g(t)g(t), their convolution is (fg)(t):=f(τ)g(tτ)dτ(f * g)(t) := \int_{-\infty}^{\infty} f(\tau) \cdot g(t - \tau) \, \mathrm{d}\tau.

Definition. The impulse response of a system on CT signals is the image h(t)h(t) of the Dirac delta signal δ(t)\delta(t).

Theorem. (LTI = Convolution) Suppose δ(t)h(t)\delta(t) \mapsto h(t) under an LTI system on CT signals. Then:

x(t)x(τ)h(tτ)dτ=(xh)(t).x(t) \mapsto \int_{-\infty}^{\infty} x(\tau) \cdot h(t - \tau) \, \mathrm{d}\tau = (x * h)(t).

The point is that every LTI system is a convolution, defined solely by a single unit-sample / impulse response.