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Continuous-Time Convolution

Impulse Response
Impulse response of a system is response of the
system to an input that is a unit impulse (i.e., a
Dirac delta functional in continuous time)
When initial conditions are zero, this differential
equation is LTI and system has impulse response

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System Response

x(t)

Signals as sum of impulses


x t

t n

x n rect

t=n

t n
x t lim x n rect
x t d
0

But we know how to calculate the impulse


response ( h(t) ) of a system expressed as a
differential equation

x t x t d x h t d Y (t )

Therefore, we know how to calculate the system


output for any input, x(t)

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Graphical Convolution Methods


From the convolution integral, convolution is
equivalent to

f 1 t f 2 t f 1 f 2 t d

Rotating one of the functions about the y axis


Shifting it by t
Multiplying this flipped, shifted function with the other
function
Calculating the area under this product
Assigning this value to f1(t) * f2(t) at t
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Graphical Convolution Example


Convolve the following two functions:
f(t)

g(t)
3

*
t

-2

Replace t with in f(t) and g(t)


Choose to flip and slide g() since it is simpler
3
g(t-)
and symmetric
2
Functions overlap like this:
f()
-2 + t

2+t

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Graphical Convolution Example

Convolution can be divided into 5 parts


I.

t < -2

Two functions do not overlap


Area under the product of the
functions is zero

-2 + t

f()

2t

2+t
3

Part of g(t) overlaps part of f(t)


Area under the product of the
functions is

0 3( 2)d 3 2 2

g(t-)

-2 t < 0

II.

2t

g(t-)

-2 + t

f()

2+t

3 2 t
3t 2

6 2 t
6
2
2
2

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Graphical Convolution Example


0t<2

III.

Here, g(t) completely overlaps f(t)


Area under the product is just

2
d

2
2+t

-2 + t

Part of g(t) and f(t) overlap


Calculated similarly to -2 t < 0

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V.

f()

2t<4

IV.

g(t-)

g(t-)

f()

-2 + t

2+t

g(t) and f(t) do not overlap


Area under their product is zero

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Graphical Convolution Example


Result of convolution (5 intervals of interest):
for t 2

3
t2 6
2
y (t ) f (t ) * g (t ) 6
3 2
t 12 t 24
2
0

for 2 t 0
for 0 t 2
for 2 t 4
for t 4

y(t)
6
t
-2

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