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UNIT–IV Part-A
CONVOLUTION AND
CORRELATION OF
SIGNALS
Prof K.Venkat Reddy
Reference Books
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UNIT-IV Syllabus
Convolution and Correlation of Signals:
Concept of Convolution in time domain and
frequency domain, Graphical representation of
Convolution, Convolution properties, Cross
correlation and auto correlation of functions,
Properties of correlation function, Energy
density spectrum, Parseval’s theorem, Power
density spectrum, Relation between auto
correlation function and energy/power
spectral density function, relation between
Convolution and Correlation
Contents
Convolution and Correlation of Signals :
Concept of Convolution in
Time domain and
Frequency domain
Graphical representation of Convolution
Convolution properties
Cross correlation and auto correlation of
functions
Energy density spectrum
Parseval’s theorem
Power density spectrum
Relation between auto correlation function
and energy/power spectral density function
relation between Convolution and Correlation
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CONCEPT OF CONVOLUTION
2. Frequency Convolution
TIME CONVOLUTION
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FREQUENCY CONVOLUTION
CONVOLUTION RELATIONSHIPS
f1 t * f 2 t f 2 x f1 t x dx f 2 t * f1 t
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CONVOLUTION RELATIONSHIPS
f1 t *[ f 2 t * f3 (t )] [ f1 t * f 2 t ] * f 3 t (5.7)
GRAPHICAL INTERPRETATION OF
CONVOLUTION
In linear
systems
graphical
convolution is
very helpful
in analysis, if
f(t) and h(t)
are known
only
graphically.
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GRAPHICAL INTERPRETATION
OF CONVOLUTION
Consider f1(t) and f2(t) as rectangular
and triangular pulses respectively. Find
the convolution f1(t)*f2(t) graphically
by definition
f1 t * f 2 t f1 f 2 t d .............( I )
GRAPHICAL INTERPRETATION
OF CONVOLUTION
The term f2(t-τ) represents the function
f2(-τ) shifted by t seconds along the
positive τ-axis.
Figure 5.1 c and d shows f2(t-τ).
To value of the convolution integral at
t=t1 is given by the integral in Equ(I)
evaluated at t=t1. This is clearly the
area under the product curve of f1(τ)
and f2(t1-τ).
This area is shown shaded in
figure.5.1d.
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GRAPHICAL INTERPRETATION
OF CONVOLUTION
The value of f1(t)*f2(t) at t=t1 is equal
to this shaded area and is plotted in
Figure.5.1f. We choose different values
of t1 shift the function f2(-τ) accordingly
and find the area under the new
product curve. These areas represent
the value of the convolution function
f1(t)*f2(t) at the respective value of t.
The plot of the area under the product
curve as a function of t represents the
desired convolution function f1(t)*f2(t).
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f t * (t T ) f (t T )
f t t1 * (t t 2 ) f (t t1 t 2 )
t t1 * (t t 2 ) (t t1 t 2 )
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Statement: If f1 t F1 and f 2 t F2
Then
f1 t * f 2 t f f t d F F
1 2 1 2
Solution:
F T f1 t * f 2 t f1 f 2 t d e jt dt
By changing order of integration
F T f1 t * f 2 t 1 f 2 t e dt d
f jt
F T f1 t * f 2 t f1 e j d F2 F1 F2
F T f1 t * f 2 t F1 F2
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FREQUENCY – CONVOLUTION
THEOREM
Statement: If f1 t F1 and f 2 t F2
Then
1
f1 t f 2 t
1
F1 * F2 F u F u du
2 2
1 2
Proof:
1
1
I F T F1 * F2 1 F u F u du e
jt
d
2 2 2
1 2
By interchanging order of
integration
1
1
I F T F1 * F2 1 F1 u 2 F u e
jt
d du
2 2
2
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FREQUENCY – CONVOLUTION
THEOREM
Using frequency-shifting property
1
I F T F1 * F2 f 2 t 1 F u e
jut
du
2 2
1
f1 (t ) f 2 t
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CONVOLUTION THEOREM
CORRELATION OF SIGNALS
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CORRELATION OF SIGNALS
C12
t1
f 22 t dt
t2
t1
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1
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So 21 ( ) 12 ( )
Also from
12 ( ) f1 t f 2 t dt f1 x f 2 x) dx
12 ( ) f 2 t f1 t ( )) dt 21( )
12 ( ) 21 ( )
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F1 ( ) F2 ( ) 21( ) e j d
F1 ( ) F1 ( ) F1 ( ) 11( ) e j d
2
F
1
S1 ( )
2
1 1
E 2. F ( ) d F ( ) d
2 2
2
E S ( ) d
0
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AUTOCORRELATION OF
FUNCTIONS
The concept of comparison of two
signals may be applied to a signal with
itself, when shifted by an amount of τ
known as Autocorrelation. It can be
defined as
( ) f t f t dt
11 1 1
f1 t f1 t dt by replacing t with t
f1 t f1 t ) dt 11 ( )
PROPERTIES OF AUTO-
CORRELATION OF FUNCTIONS
The Fourier transform of auto-
correlation function is
11( )e j d f1 t f1 t e j dt d
f1 t e jt f1 t e j ( t ) d dt
11( )e j d
11( )e j d F1 ( ) F1 ( ) F1 ( )
2
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PROPERTIES OF AUTO-
CORRELATION OF FUNCTIONS
Hence
1. The Fourier transform of the
autocorrelation function is i.e. energy
density spectrum.
11 ( )
F1 ( )
F .T 2
PROPERTIES OF AUTO-
CORRELATION OF FUNCTIONS
3. The autocorrelation function will be
maximum at τ=0 (no shift).i.e.
Consider the
integral
[ f1 (t ) f1 t ]2 dt
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PROPERTIES OF AUTO-
CORRELATION OF FUNCTIONS
The first two integrals have the same
value and it is given by 11 (0)
211 (0) 211 ( ) 0
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