Convolution

The index of the samples and the word "time" will be used interchangeably.
$\underline{\textbf{x}_{n}}$ is the input signal of $L$ samples taken as a runtime vector of $Q$ samples. This runtime vector is a column vector of $Q$ samples1 composed of:


\begin{displaymath}
\underline{\textbf{x}_{n}}^{t} = ( x[n], x[n-1], x[n-2], ..., x[n-Q+1] )
\end{displaymath}

Which are $Q$ samples of the signal x(t), sampled at a frequency $1/T_s$:

\includegraphics[clip,width=6cm]{sampled_signal.eps}

FIR filtering of the signal $x[n]$ with filter of $Q$ coefficients2 $h_{0}^*,h_{1}^*,...,h_{Q-1}^*$ where $^*$ denotes complex conjugate can be then written in vectorial notation in this way:

\includegraphics[clip,width=6cm]{runtime_vector.eps}


\begin{displaymath}
y[n] = \sum_{k=0}^{L+Q} h[k]^*x[n-k] = h[n]^* \star x[n] = \underline{\textbf{h}}^t \underline{\textbf{x}}_n
\end{displaymath}

Where $\star$ is the discrete convolution.

\begin{displaymath}
y[n] = \begin{pmatrix}h_{0},h_{1},...,h_{Q-1} \end{pmatrix}^...
...x[n]\\
x[n-1]\\
x[n-2]\\
...\\
x[n-L+1]
\end{pmatrix}
\end{displaymath}

Or putting all the equations at once to form a vector of $L$ outputs:


\begin{displaymath}
( y[n], y[n-1], y[n-2], ..., y[n-L+1] ) =
\end{displaymath}


\begin{displaymath}
\begin{pmatrix}h_{0},h_{1},...,h_{Q-1} \end{pmatrix}^*
\begi...
...ots\\
x[n-Q+1] & x[n-Q] & ... & x[n-Q-L+2]\\
\end{pmatrix}
\end{displaymath}


\begin{displaymath}
\underline{\textbf{y}}^t = \underline{\textbf{h}}^h ( \under...
...}_0,\underline{\textbf{x}}_1,...,\underline{\textbf{x}}_{L-1})
\end{displaymath}


\begin{displaymath}
\underline{\textbf{y}}^t_n = \underline{\textbf{h}}^h \underline{\underline{{\textbf{X}}}}_{n}
\end{displaymath}

The scalar product of two deterministic energy-type signals of $L$ samples:

\begin{displaymath}
<\underline{\textbf{h}},\underline{\textbf{x}}>
= \sum_{k=0}...
... h[k]^* x[k]
= \underline{\textbf{h}}^h\underline{\textbf{x}}
\end{displaymath}

And for two power-type signals:

\begin{displaymath}<\underline{\textbf{h}},\underline{\textbf{x}}> = \lim_{N\to\...
...nfty}\frac{1}{N} \underline{\textbf{h}}^h\underline{\textbf{x}}\end{displaymath}

Note that in this case $\underline{\textbf{x}}$ doesn't have dependence with the sample index $n$.

Pedro Larroy 2005-04-29