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Convolution of a Signal and a Filter

Prerequisites

General form of a Finite Impulse Response Filter | \(h[n] = \sum_{k = 0}^{M} b_{k} x[n - k]\)
Signal Function | \( x \)
Convolution | \( \ast \)

Description

The convolution of a signal \((\htmlClass{sdt-0000000041}{x}[\htmlClass{sdt-0000000117}{n}])\) and a filter \((\htmlClass{sdt-0000000058}{h}[\htmlClass{sdt-0000000117}{n}])\), represents the response of a system for a given signal.

\[\htmlClass{sdt-0000000058}{h}[\htmlClass{sdt-0000000117}{n}] \htmlClass{sdt-0000000069}{\ast} \htmlClass{sdt-0000000041}{x}[\htmlClass{sdt-0000000117}{n}]= \htmlClass{sdt-0000000080}{\sum}_{\htmlClass{sdt-0000000015}{k} = 0}^{\htmlClass{sdt-0000000053}{M}} \htmlClass{sdt-0000000058}{h}[\htmlClass{sdt-0000000015}{k}] \htmlClass{sdt-0000000061}{x}[\htmlClass{sdt-0000000117}{n} - \htmlClass{sdt-0000000015}{k}]\]

Symbols Used:

This is the symbol for the order of a difference equation. It refers to the maximum number of points back in a filter (or lags) that are used. In the case of a digital filter, it usually refers to the number of elements in the filter.

\( k \)

This symbol represents any given integer, \( k \in \htmlClass{sdt-0000000122}{\mathbb{Z}}\).

\( x \)

This symbol represents a function that represents a signal.

\( h \)

This is the symbol for a Finite Impulse Response (FIR), the unit Impulse Response (\( \htmlClass{sdt-0000000113}{h} \)) of a FIR filter. Because the result of this happens to be equal to the coefficients of the FIR filter, it is commonly also used to represent the FIR filter.

\( x \)

This symbol describes a discrete function. Discrete meaning that it only has a valid output for inputs from the set of integers \( \htmlClass{sdt-0000000122}{\mathbb{Z}} \).

\( \ast \)

This symbol represents convolution, a mathematical operation on two functions resulting in a third function. The convolution is obtained by taking the integral of the product of the two functions after reflecting one of the two function about the y-axis and shifting it.

\( \sum \)

This is the summation symbol in mathematics, it represents the sum of a sequence of numbers.

\( n \)

This symbol represents any given whole number, \( n \in \htmlClass{sdt-0000000014}{\mathbb{W}}\).

Derivation

  1. Consider the general definition of a FIR filter:
    \[\htmlClass{sdt-0000000058}{h}[\htmlClass{sdt-0000000117}{n}] = \htmlClass{sdt-0000000080}{\sum}_{\htmlClass{sdt-0000000015}{k} = 0}^{\htmlClass{sdt-0000000053}{M}} \htmlClass{sdt-0000000033}{b}_{\htmlClass{sdt-0000000015}{k}} \htmlClass{sdt-0000000061}{x}[\htmlClass{sdt-0000000117}{n} - \htmlClass{sdt-0000000015}{k}]\]
  2. Now consider the definition of a signal:

    The symbol \(x\) represents a function that represents a signal. It can either be continuous, in which case it will look like \(x(\htmlClass{sdt-0000000118}{t})\), or discrete, in which case it will look like \(x[\htmlClass{sdt-0000000117}{n}]\), where n is a whole number \(\htmlClass{sdt-0000000117}{n} \in \htmlClass{sdt-0000000014}{\mathbb{W}}\), representing the sample number by the analog to digital converter.

  3. And finally, the defintion of a convolution:

    A convolution, denoted by the symbol \(*\), is a mathematical operation on two functions resulting in a third function. The convolution is obtained by taking the integral of the product of the two functions after reflecting one of the two function about the y-axis and shifting it. A convolution is commutative, meaning that it does not matter which of the two function is reflected and shifted. A convolution plays a big role in the definition and implementation of FIR filters. (General form of a Finite Impulse Response Filter)

  4. To get the convolution we simply convolve the filter with the signal and we obtain:
    \[\htmlClass{sdt-0000000080}{\sum}_{\htmlClass{sdt-0000000015}{k} = 0}^{\htmlClass{sdt-0000000053}{M}} \htmlClass{sdt-0000000058}{h}[\htmlClass{sdt-0000000015}{k}] \htmlClass{sdt-0000000061}{x}[\htmlClass{sdt-0000000117}{n} - \htmlClass{sdt-0000000015}{k}]\]

Example

Consider a FIR filter \(\htmlClass{sdt-0000000058}{h}[\htmlClass{sdt-0000000117}{n}]\) with coefficient values \(\htmlClass{sdt-0000000033}{b}_{\htmlClass{sdt-0000000015}{k}} = [1, 3, 5]\) and a signal \(\htmlClass{sdt-0000000061}{x}[\htmlClass{sdt-0000000117}{n}]\) with values \(\htmlClass{sdt-0000000041}{x}_{\htmlClass{sdt-0000000018}{i}}\) = [1, 2, 3, 4].
To get the convolution of the signal and the filter, we arbitrarily reflect one of the two about the y-axis and shift it over.

Flip the signal to get: [4, 3, 2, 1].

We shift the signal and add the terms after multiplying them to get [1, 5, 14, 23, 27, 20]