Convolution and Linear Time-invariant Systems

Ajit Rajwade, CS 663, IITB

Convolution and Linear time-invariant systems

Consider a discrete-time signal x(t) being processed by some system (i.e. some lter) producing an output processed signal y (t). Let us say that y (t) = T (x(t)) where the operator T stands for the action of the lter on the input signal. Now consider the Kronecker delta function dened as follows (on the domain of integers, denoted as Z): (t) = 1, if t = 0, and (t) = 0, for all other values of t Z. (1)

This Kronecker delta function is dierent from the unit-impulse or Dirac delta function which (unfortunately) uses the same symbol but is dened on the domain of real numbers (denoted as R). The Dirac delta is dened as follows: (t) = 1, if t = , and (t) = 0, for all other values of t R. (2)

Throughout this document, we refer to the Kronecker delta function. Let us suppose that the output of the lter with (t) as input is given by the signal h(t), i.e. h(t) = T ( (t)). Then, h(t) is called the impulse response of the lter, or the kernel of the lter. When you specify a lter in the time (or spatial) domain, you essentially specify its impulse response. For example, the kernel of a mean lter of size 5 (in 1D) is given as [0.20.20.20.20.2]. The Fourier transform of the impulse response is called the frequency response of the lter.

Now consider the following representation for x(t):

+

x(t) =
u=

x(u) (t u),

(3)

which follows from the sifting property of the Kronecker delta. Therefore, we have
+

y (t) = T (x(t)) = T (
u=

x(u) (t u)).

(4)

Now, let us consider that the lter is linear (this is an assumption we are making), so that T (ax1 (t) + bx2 (t)) = aT (x1 (t)) + bT (x2 (t)). So, we have:
+

y (t) =
u=

x(u)T ( (t u)).

(5)

Note that in the above equation, we are treating all the values x(u) as constants. In addition to linearity, we will make the assumption that the lter is time-invariant, i.e.. its impulse response h(t) = T ( (t)) obeys the following property: h(t u) = T ( (t u)). (6)

In other words, a delayed input to the lter, produces an output delayed by the same amount (note: the delay is denoted here by u). Now plugging back into the previous equation, we see that the output of the lter can be expressed as:
+

y (t) =
u=

x(u)h(t u),

(7)

which is nothing but the convolution of x(t) and h(t). Thus the output of a linear and time-invariant lter is given by the convolution of the input to the lter with the impulse response of the lter. In the Fourier domain, this amounts to computing the point-wise product of the Fourier transform of the signal and the frequency response of the lter. 2

The above treatment is also applicable in the case of 2D signals as follows:

+ +

y (t1 , t2 ) =
u1 = u2 =

x(u1 , u2 )h(t1 u1 , t2 u2 ),

(8)

assuming that the lter is linear and space-invariant (the 2D equivalent of time-invariant). Now, whats a good example of a linear lter? The mean lter, or the Gaussian weighted mean lter, or the Laplacian masks that we saw in class are all linear lters. For instance, the Laplacian follows properties like: 2 (aI (x, y ) + bJ (x, y )) = a2 (I (x, y )) + b2 (J (x, y )). (9)

An example of a non-linear lter is the median lter. Given two arrays A and B , we will usually have median(A + B ) = median(A) + median(B ) A non-linear lter usually cannot be applied by using a convolution. Whats a good example of a time-invariant system (also called spaceinvariant system, if we are dealing with images)? A mean lter, a Laplacian operation or a Gaussian weighted mean lter. If we blur an image by convolving it with a Gaussian lter, this system is space-invariant. This is represented by J (x, y ) = I (x, y ) G(0, ) where I (x, y ) and J (x, y ) are the original and blurred images respectively. Now suppose the of the blurring lter were not constant all over the image. Then you can no more represent the output as the convolution of the input with a blurring lter. In fact, this happens in the case of camera defocus. The amount of defocus (i.e. the amount of blur) at dierent points in the scene varies, and in fact, it critically depends on the depth of the point (i.e. the distance between the camera and the point in the scene). Such a system is a space-variant system.