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Continuous-Time Convolution

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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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( ) ( )
( ) ( ) ( ) ( )
0
rect
lim rect
n
n
t n
x t x n
t n
x t x n x t d
t
t
t
t
t
t t o t t
t
·
=÷·
·
·
÷· A ÷
=÷·
÷ A
| |
~ A
|
A
\ .
÷ A
| |
= A = ÷
|
A
\ .
¿
¿
}
t
x(t)
At
t=nAt
( ) ( ) ( ) ( ) ( )
( ) x t x t d x h t d Y t t o t t t t t
· ·
÷· ÷·
= ÷ ¬ ÷ =
} }
System Response
• Signals as sum of impulses



• But we know how to calculate the impulse
response ( h(t) ) of a system expressed as a
differential equation

• 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


– 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 f
1
(t) * f
2
(t) at t
( ) ( ) ( ) ( ) t t t d t f f t f t f ÷ ÷ -
}
·
· ÷
2 1 2 1
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3
t
2
f(t)
2
-2 + t 2 + t
g(t-t)
*
2
2
t
f(t)
-2 2
3
t
g(t)
Graphical Convolution Example
• Convolve the following two functions:




• Replace t with t in f(t) and g(t)
• Choose to flip and slide g(t) since it is simpler
and symmetric
• Functions overlap like this:
t
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( )
( ) 6
2
3
2 6
2
2 3
2
2
3 ) 2 ( 3
2
2
2
0
2
2
0
+ ÷ = + +
+
÷ =
|
|
.
|

\
|
+ ÷ = + ÷
+
+
}
t
t
t
d
t
t
t
t
t t
3
t
2
f(t)
2
-2 + t 2 + t
g(t-t)
3
t
2
f(t)
2
-2 + t 2 + t
g(t-t)
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
II. -2 s t < 0
• Part of g(t) overlaps part of f(t)
• Area under the product of the
functions is
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Graphical Convolution Example
III. 0 s t < 2
• Here, g(t) completely overlaps f(t)
• Area under the product is just


IV. 2 s t < 4
• Part of g(t) and f(t) overlap
• Calculated similarly to -2 s t < 0


V. t > 4
• g(t) and f(t) do not overlap
• Area under their product is zero
( ) 6 2
2
3 2 3
2
0
2
2
0
=
|
|
.
|

\
|
+ ÷ = + ÷
}
t
t
t t d
3
t
2
f(t)
2
-2 + t 2 + t
g(t-t)
3
t
2
f(t)
2
-2 + t 2 + t
g(t-t)
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Graphical Convolution Example
• Result of convolution (5 intervals of interest):
¦
¦
¦
¦
¹
¦
¦
¦
¦
´
¦
>
< s + ÷
< s
< s ÷ + ÷
÷ <
= =
4 for 0
4 2 for 24 12
2
3
2 0 for 6
0 2 for 6
2
3
2 for 0
) ( * ) ( ) (
2
2
t
t t t
t
t t
t
t g t f t y
t
y(t)
0 2 4 -2
6