The Convolution Integral

• Convolution operation given symbol ‘*’


y (t )  xt  * h(t )   x ht   d


“y” equals “x” convolved with “h”

http://faculty.etsu.edu/blanton/convolution_4327.ppt#269,1,The Convolution Integral

 The Convolution Integral

• The time domain output of an LTI system is

equal to the convolution of the impulse
response of the system with the input signal
• Much simpler relationship between
frequency domain input and output
• First look at graphical interpretation of
convolution integral
 Graphical Interpretation of
Convolution Integral

• To correctly understand convolution it is

often easier to think graphically

h(


 Graphical Interpretation of
Convolution Integral

h(-

h(



Take impulse response and reverse it in time

Graphical Interpretation of
Convolution Integral

h(-
h(t-

 
t

Then shift it by time t

 Graphical Interpretation of
Convolution Integral

h(t-
x(


a t
Overlay input function x(t) and integrate over times
where functions overlap - in this case between a and t
 Graphical Interpretation of the
Convolution Integral

• Convolving two functions involves

– flipping or reversing one function in time
– sliding this reversed or flipped function over
the other and
– integrating between the times when BOTH
functions overlap
 Example

• Convolution of two gate pulses each of

height 1
x1( x2(

0 1  0 2 

y  x1 * x2   x  x t   d

1 2
 Example

x2(- x2(

-2 0 2 

Reverse function
 Example

x2(- x1(

-1 0 1 

t
Reverse function, slide x2 over x1 and evaluate integral
 Example
x2(t- x1(

for 0  t  1
t
0 1 
y  x1 * x2   1dt  t
0
t

Area of overlap is increasing linearly

 Example

x2(t- for 1  t  2
x1(
y  x1 * x2  1
0 1   area of smaller pulse
t-2 t
x1 ( )


1
Area of overlap constant 11d   0  1
1

0
 Example
x1(

x2(t-
for 2  t  3
0 1  y  x1 * x2  3  t


1
t-2 t 11d   t 2  1  t  2  3  t
2

t 2
Area declining linearly -
width of shaded area = 1-(t-2)=3-t
 Example
x1(

x2(t-
for t  3
0 1  y  x1 * x2  0

t
After time t=3 the convolution integral is zero
 Example
x1(t)*x2(t)

0 1 2 3 
tint=0; axis([0 10 0 10])
tfinal=10; axis([0 10 0 5])
tstep=.01; t2=2*tint:tstep:2*tfinal;
t=tint:tstep:tfinal; y=conv(x,h)*tstep;
x=5*((t>=0)&(t<=4)); subplot(3,1,3),plot(t2,y)
subplot(3,1,1), plot(t,x) axis([0 10 0 40])
axis([0 10 0 10])
h=3*((t>=0)&(t<=2));
subplot(3,1,2),plot(t,h)
 Example 2

• Convolve the following functions

x1(t) x2(t)

1.0

0 1 t 0 1 t
 Example 2

x2

-1 0 1 

Reversal
 Example 2

x2t

-1 0 t 1 

Shift reversed function

 Example 2

x2t x1 for 0  t  1

t
x1 * x2   1dt  t
0
-1 0 t 1 
Overlay shift reversed function onto
other function and integrate overlapping
section
 Example 2

x1 for 1  t  2
x2t 1
x1 * x2   1dt  2  t
t 1
-1 0 1 t 
t-1
Overlay shift reversed function onto
other function and integrate overlapping
section
 Example 2
x1(t)*x2(t)

0 1 2
 Example 3

Given the impulse response of an LTI system is

h(t )  5e 2t u(t) compute the output of this system
due to an input whic h is a 4 second pulse of height 3.
 Example 3
x(t )
2t
5 h(t )  5e u (t )
3

t
0 4
 Example 3

5
h( )


Reverse h(
 Example 3

h (t   )
t 4 
Shift the reversed h( by t
 Example 3

t
 2 t  
5
Output y (t )   3  5e d
h (t   ) 0

t 4 
Performing integral for 0<t<4
 Example 3
t t
 2 t  
y (t )   15e d  15e  2t
 e 2
d
0 0
t
 2t  1 2 
 15e 2 e 
 0
 y (t )  7.5 1  e  2t

 Example 3

5
h (t   )

t 4  4
 2t  
Performing integral for t>4
y(t )   15e d
0
 Example 3

4 4
 2 t  
y (t )   15e d  15e  2t
e
2
d
0 0
4

 15e  2t  1 2   2t 8
 2 e   7.5e e  1  
0
 Example 3

0 t0
y (t )  7.51  e  0  t  4
  2t

7.5e  2t e8  1 t  4

 Commutativity of Convolution
Operation

• The actions of flipping and shifting can be

applied to EITHER function

x(t ) * h(t )   x  h t   d


  h xt   d h(t ) * x(t )

 Example 4

• Repeat example 3 by flipping and shifting

x(t) rather than h(t)
for 0  t  4
t t
y (t )   3  5e 2 d   15e  2 d
0 0

0 t
 Example 4

for 0  t  4

 
t
y (t )   15e  2
d   7.5e  2 t
0
0


y (t )  7.5 1  e 2t 

0 t
 Example 4

for t  4
t
y (t )   15e  2
d
t 4

0 t
t-4
 Example 4

for t  4
  1  2 
t t

y (t )   15e  2
d  15 e 
t 4 2  t 4
 y (t )  7.5e  2 t  4 
e  2t
  7.5e 8
 1e  2t
 Example 4

0 t0
y (t )  7.51  e  0  t  4
  2t

7.5e  2t e8  1 t  4


Same result as before