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Topic 4 Convolution Integral
Topic 4 Convolution Integral
1.1 Convolution
For continuous time functions, convolution of two functions x and h, denoted x ∗ h, is defined
as Z ∞
x ∗ h(t) = x(τ )h(t − τ )dτ (1)
−∞
Convolution operation is used extensively in systems theory. The convolution result x ∗ h
evaluated at the point t is simply a weighted superposition on the function x, and the weighting
is given by h, time reversed and shifted by t.
1
The area under the product signal (f · g) helps in determining the convolution integral.
Convolution is pretty useful. We will learn it in detail by seeing examples and learning its
properties. Let us begin with the basic properties.
• The convolution operation is distributive with respect to addition. That is, x∗(h1 +h2 ) =
x ∗ h1 + x ∗ h2
x∗δ =x
Now, we know unit step function is zero for negative points on time axis and 1 otherwise. So
processing the first unit step function inside the integral:
Z ∞
x∗h= u(t − τ )dτ
0
Now once again, the integrand is zero for t − τ < 0 i.e. for τ > t. So we need to integrate only
between the limits 0 to t (and elsewhere it will be 0)
Z t Z t
x∗h= u(t − τ )dτ = 1dτ = t ∀ t > 0 and x ∗ h = 0 ∀ t≤0
0 0
x ∗ h = t · u(t) = r(t)
2
Answer: Z ∞
x∗h= x(τ )u(t − τ )dτ
−∞
but x(τ ) = 1: Z ∞
x∗h= u(t − τ )dτ
−∞
Once again, whenever τ > t integral would be zero. So we may change limits as well:
Z t
x∗h= 1 · dτ = [t]t−∞
−∞
Of course the conclusion is that x ∗ h in this case is not meaningful for any value of t ! This is
a reminder that convolution expressions must be checked to make sure they are meaningful.
Example: Consider two rectangular pulsesgiven below. Find the convolution between
them,
Solution: Lower limit of the integral (where area overlap begins) at the first graphical
touch point will be 0. So integral from 0 to t (for 0 < t < 2)
Z t
x∗h= 1/6 · dτ = t/6
0
The next step is to integrate between t=2 to t=3. the overlapped area is going to be constant
in this duration. (for 2 ≤ 3) Z 3
x∗h= 1/6 · dτ = 1/6
2
The next step is to integrate from (t-2) to t=3 (where overlapping ends). the overlapped area
is going to be constant in this duration. (for 3 < t < 5)
Z 3
x∗h= 1/6 · dτ = 1/6 · (5 − t)
t−2
3
1.2.3 Cleverness method
If one of the signals in the convolution can be written as a linear combination of simple, shifted
signals, then by the properties of linearity and time invariance, the response can be computed
from a single convolution involving the simple signals.
Example: In the previous example given above; x(t) can be written as:
x(t) = 1/2[u(t) − u(t − 2)];
Now, if the following convolution is well defined
Z ∞
ŷ(t) = u(τ )h(t − τ )dτ
−∞
4
Top row: Block diagram of a simple LTI system. Middle row: Series connections. Bottom row:
Parallel connections.
ds(t)
h(t) =
dt
For a discrete time system, the equivalent equation will be:
The main use of knowing the step response of a system is that we can use it to determine
the impulse response using above equation. Impulse response h is the more important quantity
than the step response s for practical purposes.
Reference material
1. Textbook: Signals and Systems by Simon Haykin
2. Lecture notes are inspired from the course materials of JHU 520.214; MIT 6.003; Purdue
ECE-301; UVic ECE-260; and Imperial College E2.5