Lecture 5

Time-domain analysis:
Convolution
(Lathi 2.4)

Peter Cheung
Department of Electrical & Electronic Engineering
Imperial College London

URL: www.ee.imperial.ac.uk/pcheung/teaching/ee2_signals
E-mail: p.cheung@imperial.ac.uk

PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 1

Convolution Integral

X Convolution Integral:
∞
y (t ) = x(t ) * h(t ) = ∫ x(τ )h(t − τ )dτ
−∞

X System output (i.e. zero-state response) is found by convolving input x(t)

with System’s impulse response h(t).

y (t ) = x(t ) * h(t )
LTI System
Impulse Response
h(t)

PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 2

 Convolution Table (1)

X Use table to find convolution results easily:

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 3

Convolution Table (2)

PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 4

 Convolution Table (3)

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 5

Example (1)

Find the loop current y(t) of the RLC circuits for input when all
the initial conditions are zero.

X We have seen in slide 4.5 that the system equation is:

X The impulse response h(t) was obtained in 4.6:

X The input is:

X Therefore the response is:

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 6

 Example (2)

X Using distributive property of convolution:

X Use convolution table pair #4:

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 7

When input is complex ……

X What happens if input x(t) is not real, but is complex?

X If x(t) = xr(t) + jxi(t), where xr(t) and xi(t) are the real and imaginary part of x(t),
then

X That is, we can consider the convolution on the real and imaginary components
separately.

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 8

 Intuitive explanation of convolution

X Assume the impulse response delays

linearly from t=0 to zero at t=1.
X Divide input x(τ) into pulses.
X The system response at t is then
determined by x(τ) weighted by h(t- τ)
(i.e. x(τ) h(t- τ)) for the shaded pulse,
PLUS the contribution from all the
previous pulses of x(τ).
X The summation of all these weighted
inputs is the convolution integral.

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 9

Convolution using graphical method (1)

Determine graphically y(t) = x(t)*h(t) for x(t) = e-tu(t) and h(t) = e-2tu(t).

Remember: variable of
integration is τ, not t

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 10

 Convolution using graphical method (2)

PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 11

Interconnected Systems

X Parallel connected system

x(t ) y (t ) = h1 (t ) * x (t ) + h2 (t ) * x(t )

X Cascade systems &

X Commutative property x(t ) y (t ) = [h1 (t ) * h2 (t )]* x(t )

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 12

 Interconnected Systems

X Integration:

X Also true for differentiation:

X Let ( x(t) is an impulse, and h(t) is the impulse response of

the system)
X Then g(t), the step response is:

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 13

Total Response

X Let us put everything together, using our RLC circuit as an example.

X Let us assume x(t ) = 10e −3t u (t ), y (0) = 0, y (0) = −5

X In earlier slides, we have shown that

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 14

 Natural vs Forced Responses

X Note that characteristic modes also appears in

zero-state response (because it has an impact
on h(t)).
X We can collect the e-t and e-2t terms together, and
call these the NATURAL response.
X The remaining e-3t which is NOT a characteristic
mode is the FORCED response.

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PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 15

Additional Example

PYKC 9-Mar-08 E2.5 Signals & Linear Systems Lecture 5 Slide 16