CONVOLUTION

As Applied to Linear Time-Invariant Systems

The convolution integral occurs frequently in the physical sciences. The convolution integral of two functions f1(t) and f2(t) is denoted symbolically by f1(t) * f2(t).

f 1 ( t ) * f 2 (t )

f 1 ( ) f 2 (t )d

So what is happening graphically is that we are inverting the second function about the vertical axis, that is f2(-). Then we shift the function right by t seconds so we have f2(t-). Multiplying this by the first function yields a third function. Taking the integral yields the area under the graph of this third function. Thats convolution.
Zero-state Response Unit Impulse Response Convolution Integral

CONTINUOUS-TIME SYSTEMS

The Zero-state Response can be written as the convolution integral of the Input and the Unit Impulse Response. If f(t) and h(t) are causal, the limits of integration are 0 to t.

y (t) = f (t ) * h(t ) =

t 0

f () h( t )d ,

t 0

Input

Zero-state Response

Unit Impulse Response

Convolution Sum

DISCRETE-TIME SYSTEMS

The Zero-state Response can be written as the convolution sum of the Input and the Unit Impulse Response:

y [k] = f [k] * h[k] =

m =

f [m] h[ k - m]

Input

PROPERTIES OF CONVOLUTION Commutative: Associative: Distributive: Shift Property:

f 1 ( t ) f 2 ( t ) = f 2 (t ) f 1 ( t ) f 1 ( t ) [ f 2 (t ) f 3 (t ) ] = [ f 1 ( t ) f 2 ( t ) ] f 3 ( t ) f 1 (t ) [ f 2 ( t ) f 3 ( t ) ] = f 1 ( t ) f 2 ( t ) + f 1 ( t ) f 3 ( t )
If f1 (t ) f 2 (t ) = c1 (t ) then

f1 (t ) f 2 (t T ) = c1 (t T ) f1 (t T ) f 2 (t ) = c1 (t T )

Convolution with an impulse: Width Property:

f1 (t ) (t ) = f (t )

If f1 (t ) and f 2 (t ) have durations of T1 and T2 respectively, then the duration of f1 (t ) f 2 (t ) is T1 + T2.

Tom Penick

tomzap@eden.com

www.teicontrols.com/notes

05/10/98

CONVOLUTION TABLE

f1 (t )
1 2 3 4 5 6 7

f 2 (t ) ( t T ) u(t ) u(t ) e 2t u ( t ) e t u (t ) e t u (t ) e t u (t ) t n u (t ) e 2t u ( t ) t n e t u (t ) t n e 2 t u (t )

f 1 ( t ) f 2 ( t ) = f 2 (t ) f 1 ( t ) f (t T ) 1 (1 e t )u(t ) tu(t ) 1 e 1t e 2t u(t ) , 1 2

f (t ) e t u (t ) u(t ) e 1t u (t ) e t u (t ) te t u(t ) t n u (t ) t m u (t ) te 1t u (t ) t m e t u(t ) t m e 1t u(t )

1 2

te t u(t )
1 2

t 2 e t u ( t )

n n! t n! e u (t ) j +1 t n j u( t ) n +1 ( n j )! j =0

m! n! t m+ n+1 u (t ) (n + m + 1)! 1 e 2t e 1t + ( 1 2 )te 1t u(t ) 2 (1 2 ) m! n! t m + n +1e t u(t ) (n + m + 1)!

10

11

j =0 n

( 1) j m! (n + j )! t m j e 1t u(t ) n + j +1 j! (m j )! ( 1 2 )

( 1) k n!( m + k )! t n k e 2 t u (t ) , m + k +1 k = 0 k! ( n k )! ( 2 1 ) 1 2 ( + ) 2 + 2 u( t )

12

e t cos( t + ) u(t )

e t u (t )

cos( )e t e t cos( t + ) = tan 1 [ /( + )]

13

e 1t u (t )

e 2t u ( t )

1 e 1t u(t ) + e 2t u( t ) , 2 1
Re 2 > Re 1

14

e 1t u( t )

e 2t u ( t )

1 e 1t e 2t u( t ) 2 1

Tom Penick

tomzap@eden.com

www.teicontrols.com/notes

05/10/98