S.

Boyd

EE102

Lecture 8 Transfer functions and convolution

convolution & transfer functions properties examples interpretation of convolution representation of linear time-invariant systems

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Convolution systems
convolution system with input u (u(t) = 0, t < 0) and output y :
t t

y (t) =
0

h( )u(t ) d =
0

h(t )u( ) d

abbreviated: y = h u in the frequency domain: Y (s) = H (s)U (s) H is called the transfer function (TF) of the system h is called the impulse response of the system

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block diagram notation(s):

u y h u y H

Transfer functions and convolution

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Properties
1. convolution systems are linear: for all signals u1, u2 and all , R, h (u1 + u2) = (h u1) + (h u2) 2. convolution systems are causal: the output y (t) at time t depends only on past inputs u( ), 0 t 3. convolution systems are time-invariant: if we shift the input signal u over T > 0, i.e., apply the input u(t) = to the system, the output is y (t) = 0 t<T y (t T ) t 0 0 t<T u(t T ) t 0

in other words: convolution systems commute with delay

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4. composition of convolution systems corresponds to multiplication of transfer functions convolution of impulse responses
composition PSfrag replacements u

BA

ramications: can manipulate block diagrams with transfer functions as if they were simple gains convolution systems commute with each other
Transfer functions and convolution 84

Example: feedback connection

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in time domain, we have complicated integral equation

t

y (t) =
0

g (t )(u( ) y ( )) d

which is not easy to understand or solve . . . in frequency domain, we have Y = G(U Y ); solve for Y to get Y (s) = H (s)U (s), (as if G were a simple scaling system!)
Transfer functions and convolution 85

H (s) =

G(s) 1 + G(s)

General examples
rst order LCCODE: y + y = u, y (0) = 0 take Laplace transform to get 1 U (s) Y (s) = s+1 transfer function is 1/(s + 1); impulse response is et
t

integrator: y (t) =
0

u( ) d

transfer function is 1/s; impulse response is 1 delay: with T 0, y (t) = 0 t<T u(t T ) t T

impulse response is (t T ); transfer function is esT

Transfer functions and convolution 86

Vehicle suspension system

(simple model of) vehicle suspension system:
y
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b u

input u is road height (along vehicle path); output y is vehicle height vehicle dynamics: my + by + ky = bu + ku assuming y (0) = 0, y (0) = 0, (and u(0) = 0), (ms2 + bs + k )Y = (bs + k )U TF from road height to vehicle height is H (s) =
Transfer functions and convolution

bs + k ms2 + bs + k
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DC motor
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J + b = ki (J is rotational inertia of shaft & load; b is mechanical resistance of shaft & load; k is motor constant ) assuming (0) = (0) = 0, Js2(s) + bs(s) = kI (s), i.e., transfer function H from i to is H (s) =
Transfer functions and convolution

(s) =

k I (s) 2 Js + bs

k Js2 + bs
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Circuit examples
consider a circuit with linear elements, zero initial conditions for inductors and capacitors, one independent source with value u y is a voltage or current somewhere in the circuit then we have Y (s) = H (s)U (s) example: RC circuit
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R C y

RCy (t) + y (t) = u(t), impulse response is L1

Transfer functions and convolution

Y (s) = =

1 U (s) 1 + sRC

1 1 + sRC

1 t/RC e RC
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to nd H : write circuit equations in frequency domain: resistor: v (t) = Ri(t) becomes V (s) = RI (s) capacitor: i(t) = Cv (t) becomes I (s) = sCV (s) inductor: v (t) = Li (t) becomes V (s) = sLI (s) in frequency domain, circuit equations become algebraic equations

Transfer functions and convolution

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example:
1
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1F 1 v 1F v+ vin 1 vout

lets nd TF from vin to vout (assuming zero initial voltages for capacitors) 1 s = Vin by voltage divider rule, V+ = Vin 1 + 1/s s+1 current in lefthand resistor is (using V = V+): I=
Transfer functions and convolution

Vin V = 1

s 1 Vin = Vin s+1 s+1

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 I ows through 1F 1, yielding voltage 1 (1)(1/s) 1 = Vin Vin s + 1 1 + 1/s (s + 1)2 nally we have Vout so transfer function is 1 1 s2 + s 1 = 1 H (s) = (s + 1)2 s + 1 (s + 1)2 impulse response is h(t) = L1(H ) = (t) et tet we have vout(t) = vin(t)
0
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1 s2 + s 1 = V Vin = Vin 2 (s + 1) (s + 1)2

(1 + )e vin(t ) d

Interpretation of convolution
t

y (t) =
0

h( )u(t ) d

y (t) is current output; u(t ) is what the input was seconds ago h( ) shows how much current output depends on what input was seconds ago for example, h(21) big means current output depends quite a bit on what input was, 21sec ago if h( ) is small for > 3, then y (t) depends mostly on what the input has been over the last 3 seconds h( ) 0 as means y (t) depends less and less on remote past input
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Graphical interpretation

y (t) =
0

h(t )u( ) d

to nd y (t): ip impulse response h( ) backwards in time (yields h( )) drag to the right over t (yields h(t )) multiply pointwise by u (yields u( )h(t )) integrate over to get y (t)

Transfer functions and convolution

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h( )

u( )

h( )

u( )

h(t1 )

h(t 2 )

placements

t1 h(t3 )

t2

y =uh

t3

Transfer functions and convolution

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Example
communication channel, e.g., twisted pair cable
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impulse response:
1.5

h
0.5

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0 0 2 4 6 8 10

a delay 1, plus smoothing

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simple signalling at 0.5 bit/sec; Boolean signal 0, 1, 0, 1, 1, . . .

0.5 0 0 1 2 4 6 8 10

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0.5 0 0 2 4 6 8 10

output is delayed, smoothed version of input 1s & 0s easily distinguished in y

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simple signalling at 4 bit/sec; same Boolean signal

0.5 0 0 1 2 4 6 8 10

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0.5 0 0 2 4 6 8 10

smoothing makes 1s & 0s very hard to distinguish in y

Transfer functions and convolution

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Linear time-invariant systems

consider a system A which is linear time-invariant (commutes with delays) causal (y (t) depends only on u( ) for 0 t) called a linear time-invariant (LTI) causal system we have seen that any convolution system is LTI and causal; the converse is also true: any LTI causal system can be represented by a convolution system convolution/transfer function representation gives universal description for LTI causal systems
(precise statement & proof is not simple . . . )
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