Chapter 2

Convolution and Correlation

2.1 Find the convolution y(n) = x(n) h(n) of the following signals:
(
(a) 1 5 n 1
x(n) =
1 0n4
h(n) = 2u(n)
 n
1
(b) x(n) = u(n)
2
 n
1
h(n) = (n) + (n 1) + u(n)
3

(c) x(n) = u(n)

h(n) = 1 0 n 9
 n
1
(d) x(n) = u(n)
3
 n
1
h(n) = (n) + u(n)
3

Solution 2.1
(a) Consider the given signal
(
1 5 n 1
x(n) = = u(n + 5) + 2u(n) u(n 5)
1 0n4
y(n) = x(n) h(n)
= 2u(n) [u(n + 5) + 2u(n) u(n 5)]
y(n) = [2u(n) u(n + 5)] + [2u(n) 2u(n)] [2u(n) u(n 5)]

Since u(n) u(n) = (n + 1)u(n) and using time-shifting property, we have

2u(n) u(n + 5) = 2(n + 5 + 1)u(n + 5) = 2(n + 6)u(n + 5)

2u(n) 2u(n) = 4(n + 1)u(n)
2u(n) u(n 5) = 2(n 5 + 1)u(n 5) = 2(n 4)u(n 5)

Therefore

y(n) = 2(n + 6)u(n + 5) + 4(n + 1)u(n) 2(n 4)u(n 5)

0 n < 5

2(n + 6) 5 n 1
=


2(n 4) 0n4
0 n5

2 Signals and Systems

(b) y(n) = x(n) h(n)

 n   n 
1 1
= u(n) (n) + (n 1) + u(n)
2 3
 n   n   n  n 
1 1 1 1
= u(n) (n) + u(n) (n 1) + u(n) u(n)
2 2 2 3

Consider the first term on the RHS

 n   n
1 1
u(n) (n) = u(n)
2 2

Consider the second term

 n   n1
1 1
u(n) (n 1) = u(n 1)
2 2

Now consider the third term

 n  n  k  nk
1 1 X 1 1
u(n) u(n) = u(k) u(n k) n0
2 3 2 3
k=
n  k  nk
X 1 1
=
2 3
k=0
 n X n  k
1 3
= n0
3 2
k=0
 n "  n+1 #
1 3
= 2 1 u(n)
3 2

Therefore, we have
 n  n1  n "  n+1 #
1 1 1 3
y(n) = u(n) + u(n 1) 2 1 u(n)
2 2 3 2
 n  n  n1
1 1 1
=4 u(n) 2 u(n) + u(n 1)
2 3 2
  n  n   n1
1 1 1
y(n) = 2 2 u(n) + u(n 1)
2 3 2

(c) Given that h(n) = 1 0 n 9

= u(n) u(n 10)

The convolution of x(n) and h(n) is given by

y(n) = x(n) h(n)

= u(n) [u(n) u(n 10)]
= [u(n) u(n)] [u(n) u(n 10)]
= (n + 1)u(n) (n 10 + 1)u(n 10)
= (n + 1)u(n) (n 9)u(n 10)
(
n+1 0n9
y(n) =
10 n 10
Signals and Systems 3

(d) y(n) = x(n) h(n)

 n   n 
1 1
= u(n) (n) + u(n)
3 3
 n   n  n 
1 1 1
y(n) = u(n) (n) + u(n) u(n)
3 3 3

Consider the first term on the RHS

 n   n
1 1
u(n) (n) = u(n)
3 3

Consider the second term

 n  n   k  nk
1 1 X 1 1
u(n) u(n) = u(k) u(n k) n0
3 3 3 3
k=
n
 n X  n
1 1
= 1 = (n + 1) u(n)
3 3
k=0

Therefore, we have
 n  n  n
1 1 1
y(n) = u(n) + (n + 1) u(n) = (n + 2) u(n)
3 3 3

2.2 Determine the impulse response for the cascade of two linear-time invariant systems having
impulse responses
 n
1
h1 (n) = u(n)
2

and
 n
1
h2 (n) = u(n)
4

Solution 2.2 A cascade combination of LTI systems can be replaced by a single system whose
impulse response is the convolution of the individual impulse responses.

h(n) = h1 (n) h2 (n)

X
= h1 (k)h2 (n k)
k=
 k  nk
X 1 1
= u(k) u(n k) n0
2 4
k=
n  k  nk
X 1 1
=
2 4
k=0
 n X n  n
1 1
h(n) = 2k = [2n+1 1]u(n)
4 4
k=0

2.3 Determine the range of values of the parameter for which the LTI system with impulse response

h(n) = n u(n)

is stable.
4 Signals and Systems

Solution 2.3 An LTI system is stable if the impulse response is absolutely summable, i.e.,

X
|h(n)| <
n=

Consider the LHS

X X X 1
|h(n)| = n u(n) = n = if || < 1 1 < < 1
n= n= n=0
1

Therefore, if 1 < < 1, the system is stable.

2.4 Determine the range of values of and for which the LTI system with impulse response
(
n n 0
h(n) =
n n < 0

is stable.

Solution 2.4 An LTI system is stable if the impulse response is absolutely summable, i.e.,

X
|h(n)| <
n=

Consider the LHS

X 1
X
X
|h(n)| = n + n
n= n= n=0
 n
X 1 X
= + n
n=1
n=0
 
1/ 1 1
= + if   < 1, || < 1 1 < < 1, 1 < < 1
1 1/ 1  

Therefore, if 1 < < 1 and 1 < < 1, the system is stable.

2.5 Compute the autocorrelation of the signal

x(n) = an u(n) 0 < a < 1

Solution 2.5 The autocorrelation of x(n) = an u(n) is given by

X
rxx (m) = x(n)x(n m)
n=
X
= an u(n)anm u(n m)
n=

for m > 0, we have

X
n nm
X
2 n m
X am
rxx (m) = a a =a m
(a ) = a (a2 )k =
n=m n=m
1 a2
k=0

Since rxx (m) is an even function of m, we conclude that

a|m|
rxx (m) =
1 a2
Signals and Systems 5

2.6 Determine and sketch the convolution y(n) of the signals

(
1
n 0n6
x(n) = 3
0 elsewhere
(
1 2 n 2
h(n) =
0 elsewhere

(a) Graphically
(b) Analytically
Solution 2.6
(a) By definition

X
y(n) = x(n) h(n) = x(k)h(n k)
k=

Step 1: Write the equations and draw sketched for x(n) and h(n), as shown in Fig. S2.1(a)
( (
1
n 0 n 6 1 2 n 2
x(n) = 3 h(n) =
0 elsewhere 0 elsewhere

x(n) 2 h(n)

1 1

n n
0 1 2 3 4 5 6 -2 -1 0 1 2

Fig. S2.1(a)
Step 2: Write equation and draw sketches for x(k) and h(n k) [apply precedence rule: h(n)
h(k) h(k + n) h(k + n) = h(n k)], as shown in Fig. S2.1(b).
( (
1
3 k 0k6 1 2 n k 2 n 2 k n + 2
x(k) = h(n k) =
0 elsewhere 0 elsewhere

x(k) 2 h(n-k)

1 1

k k
0 1 2 3 4 5 6 n -2 n+2

Fig. S2.1(b)
Step 3: Perform summation to find y(n) for all values of n.
Case-I: n + 2 < 0 n < 2. Fig. S2.1(c) shows x(k) and h(n k). We see that the signals do
not overlap [Fig. S2.1(c)]; hence the product of the summand is zero.

X
y(n) = x(k)h(n k) = 0
k=
6 Signals and Systems

2
x(k)
h(n -k)
1

k
n -2 n+2 0 1 2 3 4 5 6

Fig. S2.1(c)

Case-II: n + 2 0 and n 2 0 n 2 and n 2 2 n 2. Fig. S2.1(d) shows

x(k) and h(n k). The two signals overlap over the interval 0 k n + 2, such that
n+2 n+2
X n2 + 5n + 6

1 1X 1 (n + 2)(n + 3)
y(n) = k (1) = k= = 2n2
3 3 3 2 6
k=0 k=0

x(k)

h(n -k)

k
0 1 2 3 4 5 6
n+2

Fig. S2.1(d)

Case-III: n 2 0 and n + 2 6 n 2 and n 4 2 n 4. Fig. S2.1(e) shows

x(k) and h(n k). The two signals overlap over the interval n 2 k n + 2, such that
n+2   n+2
X 1 1 X
y(n) = k (1) = k
3 3
k=n2 k=n2

A change of variables is performed by letting k n + 2 = m 1, which also yields k = n 3 + m,

m = 1 as k = n 2, and m = 5 as k = n + 2. Therefore,
5 5 5
1 X 1 X 1 X
y(n) = (n 3 + m) = (n 3) + (m)
3 m=1 3 m=1 3 m=1
5 1 5(5 + 1) 5
= (n 3) + = n 2n4
3 3 2 3

x (k)

h(n-k)

k
0 1 2 3 4 5 6
n -2 n+ 2

Fig. S2.1(e)
Signals and Systems 7

Case-IV: n 2 6 and n + 2 6 n 8 and n 4 4 n 8. Fig. S2.1(f) shows x(k)

and h(n k). The two signals overlap over the interval n 2 k 6, such that
6   6
X 1 1 X
y(n) = k (1) = k
3 3
k=n2 k=n2

A change of variables is performed by letting k n + 2 = m 1, which also yields k = n 3 + m,

m = 1 as k = n 2, and m = 9 n as k = 6. Therefore,
9n 9n 9n
1 X 1 X 1 X
y(n) = (n 3 + m) = (n 3) + (m)
3 m=1 3 m=1 3 m=1
1 1 (9 n)(10 n)
= (n 3)(9 n) +
3 3 2
1 1
= (12n n2 27) + (n2 + 90 19n) 4n8
3 6

x (k) h(n- k)

k
0 1 2 3 4 5 6 n +2
n -2

Fig. S2.1(f)
Case-V: n 2 > 6 n > 8. Fig. S2.1(g) shows x(k) and h(n k). We see that the signals do
not overlap [Fig. S2.1(g)]; hence the product of the summand is zero.

X
y(n) = x(k)h(n k) = 0
k=

x(k)

h(n-k)

k
0 1 2 3 4 5 6 n-2 n+ 2

Fig. S2.1(g)

In summary


0 n < 2
n2 +5n+6

2 n 2


6


y(n) = 53 n 2n4

1 (12n n2 27) + 1 (n2 + 90 19n)

4n8


3 6
0 n>8

(b) Consider the given signals

( (
1 1
x(n) = 3n 0n6
= 3n 1n6
0 elsewhere 0 elsewhere
(
1 2 n 2
h(n) =
0 elsewhere
8 Signals and Systems

X
y(n) = x(n) h(n) = x(k)h(n k)
k=
6
X
y(n) = x(k)h(n k) 1n8
k=1
y(n) = x(1)h(n 1) + x(2)h(n 2) + x(3)h(n 3) + x(4)h(n 4)
+ x(5)h(n 5) + x(6)h(n 6)
1
y(1) = x(1)h(2) + x(2)h(3) + x(3)h(4) + x(4)h(5) + x(5)h(6) + x(6)h(7) =
3
y(0) = x(1)h(1) + x(2)h(2) + x(3)h(3) + x(4)h(4) + x(5)h(5) + x(6)h(6) = 1
y(1) = x(1)h(0) + x(2)h(1) + x(3)h(2) + x(4)h(3) + x(5)h(4) + x(6)h(5) = 2
10
y(2) = x(1)h(1) + x(2)h(0) + x(3)h(1) + x(4)h(2) + x(5)h(3) + x(6)h(4) =
3
y(3) = x(1)h(2) + x(2)h(1) + x(3)h(0) + x(4)h(1) + x(5)h(2) + x(6)h(3) = 5
20
y(4) = x(1)h(3) + x(2)h(2) + x(3)h(1) + x(4)h(0) + x(5)h(1) + x(6)h(1) =
3
y(5) = x(1)h(4) + x(2)h(3) + x(3)h(2) + x(4)h(1) + x(5)h(0) + x(6)h(1) = 6
y(6) = x(1)h(5) + x(2)h(4) + x(3)h(3) + x(4)h(2) + x(5)h(1) + x(6)h(0) = 5
11
y(7) = x(1)h(6) + x(2)h(5) + x(3)h(4) + x(4)h(3) + x(5)h(2) + x(6)h(1) =
3
y(8) = x(1)h(7) + x(2)h(6) + x(3)h(5) + x(4)h(4) + x(5)h(3) + x(6)h(2) = 2

Therefore
 
1 10 20 11
y(n) = , 1, 2, , 5, , 6, 5, , 2
3 3 3 3

2.7 The discrete-time system

y(n) = ny(n 1) + x(n)

is at rest [i.e., y(1) = 0]. Check if the system is LTI and BIBO stable.

Solution 2.7 Let the system response to the inputs x1 (n) and x2 (n) be y1 (n) and y2 (n), respectively.
Then

y1 (n) = ny1 (n 1) + x1 (n) and ay1 (n) = any1 (n 1) + ax1 (n)

y2 (n) = ny2 (n 1) + x2 (n) and by2 (n) = bny2 (n 1) + ax2 (n)

Adding the above two equations, we get

[ay1 (n) + by2 (n)] = n[ay1 (n 1) + by2 (n 1)] + [ax1 (n) + bx2 (n)]
y3 (n) = ny3 (n 1) + x3 (n)

But this equation is the system equation with x3 (n) = ax1 (n) + bx2 (n) and y3 (n) = ay1 (n) +
by2 (n). Therefore when the input is ax1 (n) + bx2 (n), the system response is ay1 (n) + by2 (n).
Consequently, the system is linear.
Let the system response to the input x1 (n) be y1 (n).

y1 (n) = ny1 (n 1) + x1 (n)

Now consider a second input obtained by shifting x1 (n) in time:

x2 (n) = x1 (n n0 )
Signals and Systems 9

The output corresponding to this input is

y2 (n) = ny2 (n 1) + x2 (n)

y2 (n) = ny1 (n n0 1) + x1 (n n0 )
Now consider
y1 (n) = ny1 (n 1) + x1 (n)
y1 (n n0 ) = (n n0 )y1 (n n0 1) + x1 (n n0 )

Since y2 (n) 6= y1 (n n0 ), the system is time-variant.

Consider the bounded input x(n) = u(n), |x(n)| 1, But for this bounded input, the output is

y(n) = ny(n 1) + x(n)

y(0) = 0 + x(0) = 1
y(1) = y(0) + x(1) = 1 + 1 = 2
y(2) = 2 y(1) + x(2) = 2 2 + 1 = 5
y(3) = 3y(2) + x(3) = 3 5 + 1 = 16
..
.

which is unbounded. Hence, the system is unstable.

2.8 Find the convolution y(n) = x(n) h(n)for each of the following
pairs of finite sequences:
(a)
1 1 1 1
x(n) = 1, , , ,
2 4 8 16

h(n) = {1, 1, 1, 1}

(b) x(n) = {1, 2, 3, 0, 1}

h(n) = {2, 1, 3, 1, 2}


1 1
(c)

x(n) = 3, , , 1, 4
2 4

 
1 1
h(n) = 2, 1, ,
2 2
where the arrow indicates the value for n = 0. In this notation, it is assumed that all values not
listed are zero.

Solution 2.8
(a) Consider the given signals

1 1 1 1
x(n) = 1, , , , h(n) = {1, 1, 1, 1}
2 4 8 16

X
y(n) = x(n) h(n) = x(k)h(n k)
k=
2
X
y(n) = x(k)h(n k) 3n4
k=2

3 7 15 15 7 3 1
y(n) = 1, , , , , , ,
2 4 8 16 16 16 6

10 Signals and Systems
2
(b) X
y(n) = x(k)h(n k) 3n5
k=2
 
y(n) = 2, 3, 7, 4, 7, 0, 9, 1, 2

2
(c) X
y(n) = x(k)h(n k) 2n5
k=2

1 53 27 3
y(n) = 6, 2, , 1, , , , 2
2 8 8 2

2.9 Let

x(n) = (n) + 2(n 1) (n 3)

and
h(n) = 2(n + 1) + 2(n 1)

Compute and plot each of the following convolutions:

(a) y1 (n) = x(n) h(n)
(b) y2 (n) = x(n + 2) h(n)
(c) y3 (n) = x(n) h(n + 2)

Solution 2.9
(a) y1 (n) = x(n) h(n)
= [(n) + 2(n 1) (n 3)] [2(n + 1) + 2(n 1)]
= [(n) 2(n + 1)] + [2(n 1) 2(n + 1)] [(n 3) 2(n + 1)]
+ [(n) 2(n 1)] + [2(n 1) 2(n 1)] [(n 3) 2(n 1)]
y1 (n) = 2(n + 1) + 4(n) + 2(n 1) + 2(n 2) 2(n 4)

y1 (n) is shown in Fig. S2.2(a)

(b) y2 (n) = x(n + 2) h(n) = y1 (n + 2)

= 2(n + 3) + 4(n + 2) + 2(n + 1) + 2(n) 2(n 2)

y2 (n) is shown in Fig. S2.2(b)

(c) y3 (n) = x(n) h(n + 2) = y1 (n + 2) = y2 (n)

= 2(n + 3) + 4(n + 2) + 2(n + 1) + 2(n) 2(n 2)

y1(n) y2(n )
4 4
2 2
2
n n
-1 0 1 2 3 -3 -2 -1 0 1

-2 -2
(a) (b)

Fig. S2.2
Signals and Systems 11

2.10 Consider an input x(n) and a unit impulse response h(n) given by
 n2
1
x(n) = u(n 2)
2
h(n) = u(n + 2)

Determine and plot the output y(n) = x(n) h(n).

Solution 2.10
y(n) = x(n) h(n)
X
= x(k)h(n k)
k=
 k2
X 1
y(n) = u(k 2)u(n k + 2) n0
2
k=
n+2
X  1 k2
= n0
2
k=2
"  n+1 #
1
y(n) = 2 1 u(n)
2

y(n) is shown in Fig. S2.3

y (n)

2
1.5
1

n
0 1 2 3 4 5 6

Fig. S2.3

2.11 (a) Find the impulse response of the system shown in Fig. 2.48. Assume that

Fig. 2.48
 n
1
h1 (n) = h2 (n) = u(n)
3
h3 (n) = u(n)
 n
1
h4 (n) = u(n)
2

(b) Find the response of the system to the unit step input.
12 Signals and Systems

Solution 2.11
(a) From Fig. 2.48, it can be shown that
h(n) = [{h1 (n) h2 (n)} h4 (n)] h3 (n)
 n  n   n 
1 1 1
= u(n) u(n) u(n) u(n)
3 3 2
  n  n 
1 1
= (n + 1) u(n) u(n) u(n)
3 2
  n   n 
1 1
= (n + 1) u(n) u(n) u(n) u(n)
3 2
n  k X n  m
X 1 1
h(n) = (k + 1) n0
3 m=0
2
k=0
n  k X n  k n  m
X 1 1 X 1
h(n) = k +
3 3 m=0
2
k=0 k=0

Since
n
X
kk = [nn+1 (n + 1)n + 1]
( 1)2
k=0

Therefore,
"   #
n+1  n
3 1 1
h(n) = n (n + 1) + 1 u(n)
4 3 3
"  n+1 # "  n+1 #
3 1 1
+ 1 u(n) 2 1 u(n)
2 3 2
(b) The step response can be determined by using the relation
n
X
s(n) = h(k)
k=

2.12 Determine the step response of an LTI system whose impulse response is given by
h(n) = (1)n [u(n + 2) u(n 3)]

Solution 2.12 The step response is given by

n
X
s(n) = h(k)
k=
Xn
= (1)k [u(k + 2) u(k 3)]
k=
Xn n
X
= (1)k u(k + 2) (1)k u(k 3)
k= k=
Xn n
X
= (1)k (1)k
k=2 k=3
n+2
X n3
X
= (1)m2 (1)m+3
m=0 m=0
n+2
X n3
X
= (1)m + (1)m
m=0 m=0
1 1
s(n) = [1 (1)n+3 ] + [1 (1)n2 ] = 1
2 2
Signals and Systems 13

2.13 Let y(t) = x(t) h(t) and g(t) = x(t/a) h(t/a). Show that g(t) = Ay(Bt). Determine the
values of A and B.

Solution 2.13 Given that

x(t) h(t) = y(t)

Using scaling property, we have

1
x(t/a) h(t/a) = y(t/a) = |a|y(t/a) = Ay(Bt) = g(t)
|1/a|

Therefore, A = |a| and B = a1 .

2.14 Find the autocorrelation of the following signals:

(a) x(t) = eat u(t)
(b) x(t) = A Tt

Solution 2.14
(a) See Example 2.30.
(b) The autocorrelation is given by

rxx ( ) = x( ) x( )
   
rxx ( ) = A A
T T
Since a gate function is an even function, i.e.,
   
A = A
T T
We have
   
rxx ( ) = A A
T T
We know that the convolution of a gate function with itself is a triangular function.
 
2 t
rxx ( ) = A T
T

2.15 Find the expression for the impulse response relating the input x(t) to the output y(t) in terms
of the impulse response of each subsystem for the system shown in Fig. 2.49.

Fig. 2.49
Solution 2.15 The overall impulse response is given by

h(t) = [(t) + h1 (t) + h2 (t)] [h3 (t) h4 (t)]