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

4-2
 System Response x(t)

• Signals as sum of impulses


 t  n  
x t   
n 
x  n   rect 
  
 t

 t=n

 t  n   
x  t   lim  x  n   rect     x      t    d 
 0
n    
• 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)
4-3
 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
4-4
 Graphical Convolution Example
• Convolve the following two functions:
f(t) g(t)
2 3

*
t t
2 -2 2

• Replace t with in f(t) and g(t)

• Choose to flip and slide g() since it is simpler
and symmetric 3 g(t-)

• Functions overlap like this: 2

f()


2 4-5
-2 + t t 2+t
 Graphical Convolution Example
• Convolution can be divided into 5 parts
I. t < -2 3 g(t-)

• Two functions do not overlap 2

f()
• Area under the product of the

functions is zero 2
-2 + t 2+t

II. -2  t < 0 3 g(t-)

• Part of g(t) overlaps part of f(t) 2
f()
• Area under the product of the
functions is 
2
-2 + t 2+t
2t
3 2  t 
2t
 2  2
3t 2
0 3(  2)d  3  2  2    2  6 2  t    2  6
0
4-6
Graphical Convolution Example
III. 0t<2 3 g(t-)
• Here, g(t) completely overlaps f(t) 2
f()
• Area under the product is just
2
2 
 2

0 3    2  d   3  
 2  2  6 -2 + t
2
2+t
  0

IV. 2  t < 4 3 g(t-)

• Part of g(t) and f(t) overlap 2
f()
• Calculated similarly to -2  t < 0

V. t4 -2 + t
2
2+t
• g(t) and f(t) do not overlap
• Area under their product is zero
4-7
 Graphical Convolution Example
• Result of convolution (5 intervals of interest):
0 for t  2
 3
 t 2  6 for  2  t  0
 2
y (t )  f (t ) * g (t )  6 for 0  t  2
3 2
 t  12 t  24 for 2  t  4
2
0 for t  4
y(t)
6

t
4-8
-2 0 2 4