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Convolution Integral
Convolution Integral
) 2 (
2
) (
2
=
s s
s H
{ }
}
= =
t
d e t t h s H L
0
2 1
) ( 2 ) ( ) ( t t
t
Example 3: Solution h(t) (2 of 2)
We can integrate to simplify h(t), as follows.
| | | |
2
1
2
1
2
1
2
1
1
2
1
1
2 2 ) ( 2 ) (
2
2 2 2
2 2 2
0
2
0
2
0
2
0
2
0
2
0
2
=
+ =
(
=
(
=
= =
}
} } }
t e
e e t t te
e e t e t
d e e te
d e d e t d e t t h
t
t t t
t t t
t t t
t t t
t t
t t t t t
t t t
t t t
Find the solution to the initial value problem
Solution:
or
Letting Y(s) = L{y}, and substituting in initial conditions,
Thus
)} ( { } { 4 } { t g L y L y L = +
' '
| | ) ( } { 4 ) 0 ( ) 0 ( } {
2
s G y L y sy y L s = +
'
Example 4: Initial Value Problem (1 of 4)
( ) ) ( 1 3 ) ( 4
2
s G s s Y s + = +
4
) (
4
1 3
) (
2 2
+
+
+
=
s
s G
s
s
s Y
1 ) 0 ( , 3 ) 0 ( ), ( 4 =
'
= = +
' '
y y t g y y
We have
Thus
Note that if g(t) is given, then the convolution integral can be
evaluated.
t t t d g t t t t y
t
) ( ) ( 2 sin
2
1
2 sin
2
1
2 cos 3 ) (
0
}
+ =
Example 4: Solution (2 of 4)
) (
4
2
2
1
4
2
2
1
4
3
4
) (
4
1 3
) (
2 2 2
2 2
s G
s s s
s
s
s G
s
s
s Y
(
+
+
(
+
=
+
+
+
=
Recall that the Laplace Transform of the solution y is
Note u (s) depends only on system coefficients and initial
conditions, while + (s) depends only on system coefficients
and forcing function g(t).
Further, |(t) = L
-1
{u (s)} solves the homogeneous IVP
while (t) = L
-1
{+ (s)} solves the nonhomogeneous IVP
Example 4:
Laplace Transform of Solution (3 of 4)
) ( ) (
4
) (
4
1 3
) (
2 2
s s
s
s G
s
s
s Y + =
+
+
+
=
1 ) 0 ( , 3 ) 0 ( ), ( 4 =
'
= = +
' '
y y t g y y
1 ) 0 ( , 3 ) 0 ( , 0 4 =
'
= = +
' '
y y y y
0 ) 0 ( , 0 ) 0 ( ), ( 4 =
'
= = +
' '
y y t g y y
Examining + (s) more closely,
The function H(s) is known as the transfer function, and
depends only on system coefficients.
The function G(s) depends only on external excitation g(t)
applied to system.
If G(s) = 1, then g(t) = o(t) and hence h(t) = L
-1
{H(s)} solves
the nonhomogeneous initial value problem
Thus h(t) is response of system to unit impulse applied at t = 0,
and hence h(t) is called the impulse response of system.
Example 4: Transfer Function (4 of 4)
4
1
) ( where ), ( ) (
4
) (
) (
2 2
+
= =
+
=
s
s H s G s H
s
s G
s
0 ) 0 ( , 0 ) 0 ( ), ( 4 =
'
= = +
' '
y y t y y o
Consider the general initial value problem
This IVP is often called an input-output problem. The
coefficients a, b, c describe properties of physical system,
and g(t) is the input to system. The values y
0
and y
0
' describe
initial state, and solution y is the output at time t.
Using the Laplace transform, we obtain
or
Input-Output Problem (1 of 3)
0 0
) 0 ( , ) 0 ( ), ( y y y y t g cy y b y a
'
=
'
= = +
'
+
' '
| | | | ) ( ) ( ) 0 ( ) ( ) 0 ( ) 0 ( ) (
2
s G s cY y s sY b y sy s Y s a = + +
'
) ( ) (
) ( ) (
) (
2 2
0 0
s s
c bs as
s G
c bs as
y a y b as
s Y + =
+ +
+
+ +
'
+ +
=
We have
As before, u (s) depends only on system coefficients and
initial conditions, while + (s) depends only on system
coefficients and forcing function g(t).
Further, |(t) = L
-1
{u (s)} solves the homogeneous IVP
while (t) = L
-1
{+ (s)} solves the nonhomogeneous IVP
Laplace Transform of Solution (2 of 3)
0 0
) 0 ( , ) 0 ( , 0 y y y y cy y b y a
'
=
'
= = +
'
+
' '
0 ) 0 ( , 0 ) 0 ( ), ( =
'
= = +
'
+
' '
y y t g cy y b y a
0 0
) 0 ( , ) 0 ( ), ( y y y y t g cy y b y a
'
=
'
= = +
'
+
' '
) ( ) (
) ( ) (
) (
2 2
0 0
s s
c bs as
s G
c bs as
y a y b as
s Y + =
+ +
+
+ +
'
+ +
=
Examining + (s) more closely,
As before, H(s) is the transfer function, and depends only on
system coefficients, while G(s) depends only on external
excitation g(t) applied to system.
Thus if G(s) = 1, then g(t) = o(t) and hence h(t) = L
-1
{H(s)}
solves the nonhomogeneous IVP
Thus h(t) is response of system to unit impulse applied at t = 0,
and hence h(t) is called the impulse response of system, with
Transfer Function (3 of 3)
0 ) 0 ( , 0 ) 0 ( ), ( =
'
= = +
'
+
' '
y y t cy y b y a o
c bs as
s H s G s H
c bs as
s G
s
+ +
= =
+ +
=
2 2
1
) ( where ), ( ) (
) (
) (
{ } t t t d g t h s G s H L t
t
) ( ) ( ) ( ) ( ) (
0
1
}
= =