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Continuous-Time Convolution

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Page 1: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

Continuous-Time Convolution

Page 2: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 2

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

Page 3: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 3

0

rect

lim rect

n

n

t nx t x n

t nx t x n x t d

t

x(t)

t=n

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

Page 4: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 4

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 f1(t) * f2(t) at t

dtfftftf

2121

Page 5: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 5

3

2

f()2

-2 + t 2 + t

g(t-)

*

2

2

t

f(t)

-2 2

3

t

g(t)

Graphical Convolution Example• Convolve the following two functions:

• Replace t with in f(t) and g(t) • Choose to flip and slide g() since it is simpler

and symmetric• Functions overlap like this:

t

Page 6: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 6

62

326

2

232

23)2(3

222

0

22

0

t

tt

d

tt

3

2

f()2

-2 + t 2 + t

g(t-)

3

2

f()2

-2 + t 2 + t

g(t-)

Graphical Convolution Example• Convolution can be divided into 5 parts

I. t < -2• Two functions do not overlap

• Area under the product of thefunctions is zero

II. -2 t < 0• Part of g(t) overlaps part of f(t)

• Area under the product of thefunctions is

Page 7: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 7

Graphical Convolution Example

III. 0 t < 2• Here, g(t) completely overlaps f(t)

• Area under the product is just

IV. 2 t < 4• Part of g(t) and f(t) overlap

• Calculated similarly to -2 t < 0

V. t 4• g(t) and f(t) do not overlap

• Area under their product is zero

6 22

3 23

2

0

22

0

d

3

2

f()2

-2 + t 2 + t

g(t-)

3

2

f()2

-2 + t 2 + t

g(t-)

Page 8: Continuous-Time Convolution. 4 - 2 Impulse Response Impulse response of a system is response of the system to an input that is a unit impulse (i.e., a

4 - 8

Graphical Convolution Example• Result of convolution (5 intervals of interest):

4for 0

42for 24 122

320for 6

02for 62

32for 0

)(*)()(

2

2

t

ttt

t

tt

t

tgtfty

t

y(t)

0 2 4-2

6