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Impulse To Step PDF
Impulse To Step PDF
Impulse response
Corresponding
Any input convolution
Output
Corresponding
Any input convolution
Output
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Motivation: Convolution Solving for Step Response
dy
+ 5y = f (t)
dt
Which violates the original equation at t = 0. Step 2: set the boundary condition y = 0 at t = 0
dy
= f (t) − 5y 1 = 0 ⇒ A = −1
y(0) = 0 ⇒ A + 5
dt 5
As the RHS is finite but the LHS is infinite. Therefore
So step response is y(t) = 1
−5t for t ≥ 0.
y must be continuous at t = 0, and we can use the 5 1−e
initial condition y(0) = 0.
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Find the Impulse Response
d2y dy
+ 13 + 12y = f (t)
dt2 dt
Step → Impulse Response
1. Find the General Solution with f (t) = 1
1
Step response is y(t) = 5 1 − e−5t for t ≥ 0. 2. Set boundary conditions y(0) = ẏ(0) = 0 to get
the step response.
1
Impulse response g(t) is given by: 12 + A + B = 0
−12A − B = 0
0, t < 0 1 and B = − 1
⇒ A = 132 11
g(t) = 1 +e −12t
e −t
d 1 Thus Step Response is y = 12 132 − 11
1−e−5t = e−5t, t ≥ 0
dt 5
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Section 2: Summary
Differential Equation
ay + by + cy + d = f(t)
Section 3
solve
ay + by + cy + d = 1
with boundary conditions
y(0) = 0 and y(0) = 0 Convolution
Step response
In this section we derive the convolution integral and
show its use in some examples.
differentiate
Impulse response
Corresponding
Any input convolution
Output
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Convolution
System
τ t τ t
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Consider the input, f (t) to be made up of a sequence
of strips of width ∆τ . Each of these strips is similar
to a delta function and thus leads to a system out-
put of an appropriately scaled and delayed impulse
response.
τ t
The response of the system, y(t) is thus the sum of • t is time as it relates to the output of the system
these delayed, scaled impulse responses. (Provided y(t).
g(t) = 0 for t < 0.)
X
y(t) ≈ g(t − τ )f (τ )∆τ • τ is time as it relates to the input of the system
All f (τ ).
slices
Let the width of the slices tend to zero. The sum turns
into an integral called the convolution integral.
Z t
y(t) = g(t − τ )f (τ )dτ
−∞
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Convolution Example 2
Convolution Example 1
For the same system (g(t) = e−5t , t ≥ 0), find the
output for input
Consider a system with impulse response
(
0 ,t<0 f(t)
g(t) = 0, t < 0
−5t v
e ,t≥0 f (t) = v, 0 < t < k
0, t > k
t
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Case (a): t < 0
Rt
−∞ g(t − τ ) × 0 dτ = 0 so y(t) = 0 for all t < 0.
Convolution Example 3
Case (b): 0 < t < k
Z t Z t
y(t) = g(t − τ ) v dτ = e−5(t−τ ) v dτ For the same system (g(t) = e−5t , t ≥ 0), find the
0 0
vh it output for input
= e−5(t−τ )
5 0
v f(t)
(
1 − e−5t 0, t<0
= f (t) =
5 sin(ωt), t > 0
t
Case (c): t > k
Z k Z k Using the convolution integral, the answer is given by
−5(t−τ )
y(t) = g(t − τ ) v dτ = e v dτ
0 0
vh −5(t−τ ) k
i Z t
= e y(t) = g(t − τ )f (τ )dτ
5 0 −∞
v 5k
e − 1 e−5t
= R
t
5
−∞ g(t − τ ) × 0 dτ, t<0
= R0
−∞ Rg(t − τ ) × 0 dτ
y(t)
+ 0t g(t − τ ) sin(ωτ ) dτ, 0 < t
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Complete Example
Find the impulse response of
3. Differentiate the step response to get the impulse
d2y dy response.
+ 3 + 2y = f (t)
dt2 dt dy
hence find the output when the input f (t) = H(t)e−t . g(t) = = e−t − e−2t
dt
Particular integral is y = 1
2
The required input is f (t) = e−t , t > 0.
1 + Ae−t + Be−2t
General solution is y = 2 Z t
y(t) = g(t − τ )f (τ )dτ
−∞
Z t
e−(t−τ ) − e−2(t−τ ) e−τ dτ
2. Set boundary conditions y(0) = ẏ(0) = 0 to get =
the step response. Z0t
= e−t − eτ −2t dτ
1 0
2+A+B =0 h
−t τ −2t t
i
−A − 2B = 0 = τe − e
0
⇒ A = −1 and B = 1
2 = (t − 1) e + e−2t
−t
−2t
Thus Step Response is y = 1
2−e
−t + e
2
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Section 3: Summary
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