Properties of Discrete Time Convolution: Stephen Kruzick

OpenStax-CNX module: m34625 1
Properties of Discrete Time

Convolution ∗
Stephen Kruzick
This work is produced by OpenStax-CNX and licensed under the
†
Creative Commons Attribution License 3.0
Abstract
This module discusses the properties of discrete time convolution.
1 Introduction
We have already shown the important role that discrete time convolution plays in signal processing. This
section provides discussion and proof of some of the important properties of discrete time convolution.
Analogous properties can be shown for discrete time circular convolution with trivial modication of the
proofs provided except where explicitly noted otherwise.
2 Discrete Time Convolution Properties

2.1 Associativity
The operation of convolution is associative. That is, for all discrete time signals f1 , f2 , f3 the following
relationship holds.
f1 ∗ (f2 ∗ f3 ) = (f1 ∗ f2 ) ∗ f3 (1)

In order to show this, note that
P∞ P∞
(f1 ∗ (f2 ∗ f3 )) (n) = k1 =−∞ k2 =−∞ f1 (k1 ) f2 (k2 ) f3 ((n − k1 ) − k2 )
P∞ P∞
= k2 =−∞ f1 (k1 ) f2 ((k1 + k2 ) − k1 ) f3 (n − (k1 + k2 ))
k1 =−∞
P∞ P∞ (2)
= k3 =−∞ k1 =−∞ f1 (k1 ) f2 (k3 − k1 ) f3 (n − k3 )
= ((f1 ∗ f2 ) ∗ f3 ) (n)
proving the relationship as desired through the substitution k3 = k1 + k2 .
∗ Version 1.3: Dec 16, 2013 12:34 pm +0000
† http://creativecommons.org/licenses/by/3.0/
http://cnx.org/content/m34625/1.3/
2.2 Commutativity
The operation of convolution is commutative. That is, for all discrete time signals f1 , f2 the following
relationship holds.
f1 ∗ f2 = f2 ∗ f1 (3)
P∞
(f1 ∗ f2 ) (n) = k1 =−∞ f1 (k1 ) f2 (n − k1 )
(4)
P∞
= k2 =−∞ f1 (n − k2 ) f2 (k2 )
= (f2 ∗ f1 ) (n)
proving the relationship as desired through the substitution k2 = n − k1 .
2.3 Distribitivity
The operation of convolution is distributive over the operation of addition. That is, for all discrete time
signals f1 , f2 , f3 the following relationship holds.
f1 ∗ (f2 + f3 ) = f1 ∗ f2 + f1 ∗ f3 (5)
P∞
(f1 ∗ (f2 + f3 )) (n) = f1 (k) (f2 (n − k) + f3 (n − k))
k=−∞
(6)
P∞ P∞
= k=−∞ f1 (k) f2 (n − k) + k=−∞ f1 (k) f3 (n − k)
= (f1 ∗ f2 + f1 ∗ f3 ) (n)
proving the relationship as desired.
2.4 Multilinearity
The operation of convolution is linear in each of the two function variables. Additivity in each variable
results from distributivity of convolution over addition. Homogenity of order one in each varible results from
the fact that for all discrete time signals f1 , f2 and scalars a the following relationship holds.
a (f1 ∗ f2 ) = (af1 ) ∗ f2 = f1 ∗ (af2 ) (7)

P∞
(a (f1 ∗ f2 )) (n) = a k=−∞ f1 (k) f2 (n − k)
P∞
= k=−∞ (af1 (k)) f2 (n − k)
= ((af1 ) ∗ f2 ) (n) (8)
P∞
= k=−∞ f1 (k) (af2 (n − k))
= (f1 ∗ (af2 )) (n)
2.5 Conjugation
The operation of convolution has the following property for all discrete time signals f1 , f2 .
f1 ∗ f2 = f1 ∗ f2 (9)
P∞
f1 ∗ f2 (n) = k=−∞ f1 (k) f2 (n − k)
P∞
= f1 (k) f2 (n − k)
P∞
k=−∞
(10)
= k=−∞ f1 (k) f2 (n − k)

= f1 ∗ f2 (n)
2.6 Time Shift
The operation of convolution has the following property for all discrete time signals f1 , f2 where ST is the
time shift operator with T ∈ Z.
ST (f1 ∗ f2 ) = (ST f1 ) ∗ f2 = f1 ∗ (ST f2 ) (11)

P∞
ST (f1 ∗ f2 ) (n) = k=−∞ f2 (k) f1 ((n − T ) − k)
P∞
= k=−∞ f2 (k) ST f1 (n − k)
= ((ST f1 ) ∗ f2 ) (n)
P∞ (12)
= k=−∞ f1 (k) f2 ((n − T ) − k)
P∞
= k=−∞ f1 (k) ST f2 (n − k)
= f1 ∗ (ST f2 ) (n)
2.7 Impulse Convolution
The operation of convolution has the following property for all discrete time signals f where δ is the unit
sample funciton.
f ∗δ =f (13)
P∞
(f ∗ δ) (n) = k=−∞ f (k) δ (n − k)
(14)
P∞
=f (n) k=−∞ δ (n − k)
= f (n)
2.8 Width
The operation of convolution has the following property for all discrete time signals f1 , f2 where Duration (f )
gives the duration of a signal f .
Duration (f1 ∗ f2 ) = Duration (f1 ) + Duration (f2 ) − 1 (15)

. In order to show this informally, note that (f1 ∗ f2 ) (n) is nonzero for all n for which there is a k such that
f1 (k) f2 (n − k) is nonzero. When viewing one function as reversed and sliding past the other, it is easy to
see that such a k exists for all n on an interval of length Duration (f1 ) + Duration (f2 ) − 1. Note that this
is not always true of circular convolution of nite length and periodic signals as there is then a maximum
possible duration within a period.
3 Convolution Properties Summary

As can be seen the operation of discrete time convolution has several important properties that have been
listed and proven in this module. With silight modications to proofs, most of these also extend to discrete
time circular convolution as well and the cases in which exceptions occur have been noted above. These
identities will be useful to keep in mind as the reader continues to study signals and systems.

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OpenStax-CNX module: m34625 1

Properties of Discrete Time

2 Discrete Time Convolution Properties

f1 ∗ (f2 ∗ f3 ) = (f1 ∗ f2 ) ∗ f3 (1)

a (f1 ∗ f2 ) = (af1 ) ∗ f2 = f1 ∗ (af2 ) (7)

2.6 Time Shift

ST (f1 ∗ f2 ) = (ST f1 ) ∗ f2 = f1 ∗ (ST f2 ) (11)

2.7 Impulse Convolution

Duration (f1 ∗ f2 ) = Duration (f1 ) + Duration (f2 ) − 1 (15)

3 Convolution Properties Summary

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