Convolution Integral Notes
Convolution Integral Notes
5 -46
Signals and Systems
System Modelling :
. 5 3 1 This system has input x(t), outpu t y(t) and
• Consider the system of F1g. . . •
impuJse response h(t).
• - --i•/
System modelling is used to relate the Input x(_t)
j
System h(I)
Output y(t)
Applications of convolution
1. It is used for system analysis such as causality,
stability, step respo nse, impu lse
(a)
0 ;T
I
I
I
x(t)6(t- r) I
,A
(b)
These two functions are plotted in Fig. 5.4.9 below. In equa tion 5.4.12, we need the
function h (t - r). We know tha t
h (r) = u(-r - 2)
h(r) = 1 for T- 2 ~ 0 or T ~ 2
- +- -T -_,
x('r)=u('r+ 1)
- , ca)
I 1 I
I
~
- ·-
I
- -
I
__,_
I
- i- _j__ l - I
-
t-
"--f -~-~ I -~
--
0 J - -, - - -
,-
-
r- -,
I
h(T) = U(T - 2) I
--1,b, -- - 1-
1 ,
-
I
--,-
I
1
_J_ I
~ -- -
I
r---,---1-
I I I T-
I
I
/0 '
II )
I , - - ,-
I I
-~
h(t-r) I
_J(c) ·- --+--
I
1I
- t- -~~ - - - --1-
I __ lI____ ,
I I T-
I
I
- I 0
i t- 2 , - 1 I
I
·- -
11 1 I
Fig. 5.4.9 Waveforms of x (t ), h (t) and h (t - t)
Signal• and 8yst .m1
6 · 53 Syatams
·1h '" w,ivc ,,rm I';"h,,wn ,n ( r:
J~A .IJ (b ) ilb1,v,,. From . we
'
r-1 ~ ths· ,.,b<,v1; i::9uatHm c;;n . ,
wnte
hll tJ f1,r I - 1 i:: 2
H,.,1, I - t c 2 c;;n i.J li,<; be writt,-n a" / - 2 ,:: t 1,r t-:;; t -
2 Thur,
hU tJ - I f1Jr t ~ I - 2 .. (5.4.13}
·nw, wavd orm i-, ·•hown 1n Fi~. 5A.9 (c ) t.161.,v(·.
1(1) • lJ(t• 1)
(a)
•
[ ·J:
-1
,.
.. t '
A-, p<:r equation 5.4.12 , the
produ ct x( t ) h (l - t') ic, integrated for
1.:v<:ry value: of t. The variation of t
h(l - t) t -,hift., h (I - t). Fig. 5.4.10 c,hows the
(b) pl,,1 of h(l - tJ for arbitrary value: oft.
I
In th.i~ f1gu n: ob<,<.-rvt that h (I - t) = 1
for 1 ~ I - 2 a., per cqua tion 5.4.13 .
I
-1 0 I- 2
l -
1- 2 1- 2
= f dt = It] - I
- 1
= 1- 1
Signals and Systems 5 - 54 Syste~
y(t) = t -I u(t-1)
,-1
1-- - - This is unit ramp dela~·ed b,· 1. Ifs
plo t is shown in Fig. 5.-!. l l .
0 5
Here u(t)-u(t-2) has the value of 1 from t = 0 to 2. Hence above equation can be
written as,
The output of the circuit can be obtained by convolution of x(t) and Jr(t). From
equation 5.4.5 we can write convolution as,
00
(a) : (t)
I -1- i --~
e-3t
-,-
I
ht)
---i_J
-,
(b)
e-t - - -
1-r-
r--rrt- --r--- ,----- !----- ,-
1
Fig. 5.4.12 Plots of x (T) and h (T)
For the convolution of equation 5.4.14 we need h (t-T~ From equation 5.4.15 we
can
obtain h (t--c) by replacing Tby t-T. i.e.
h(t - -c)= e-(t-t) for t-T~O
i.e. h(t - t)=e-( t-t ) fortS't
Case - 1 : 0 st s 2
The plot of h(t-t) is shown in Fig. 5.4.13 (b) for Ost ~ 2 In this figure observe
that
x (t) and h (t-t) overlap as shown by shaded area. For OSt S 2 we can
write the
convolution of equation 5.4.14 as,
0 I 00
I I I
-3t
,__..I (a)
i
I
x(r)=e
I
- ·-
I
= f x(t) h (t-t) d-c
I I I 1 I I 0
I I ::.,.
I
I
I
I
I
I
I
I
I 0
m
t~. I 2
_I
7
T
=
t
f0 e-3-r -e - (t - t) dt
I I I
I I I I I I I
I h(t-t) fort< 2 t
,_.. (b) - r - --1- ___J_
I
--'
I = f e-3 t -e-1 -e' dt
I
: 1 I 0
I I k{
--.- 1. / :/~:! I
I
l I
-1 ::)/(:
•:.:.:-!: I I
= e- t f e- 2-r dt
u
·;.·: 1.
' T
0 t I
f
I
! - I 0
I I
,. · t I
fl
l--2 ,.-2,11
21 1 ... (5.4. 16)
~(1-,,- ),·~ Fnr 0 S I S 2
Caso - 2 : t > 2
5.4. 13 arc red rawn for I > 2 .
No w cons ider !he c.,sc when I > 2 . Tlw w .,v,•fc,rm ~ 11( Pig.
Fig . 5.'l. 1•1. In !hi, flg un: ob, c r ve Iha ! x( r) and Mt - I )
These w aveform~ ,ire shown in
1
•rl,
ovL p ,
1. , hown by ,
. h,,d i:d arc,1 in fig ure.
overlap from U lo 2. This
r JI
(11) x( r)so
/,,,_,,°l,, > /
I (b)
I
r . 1
0
j
.L__
2
= Jx(r)• h (l -r)dr
0
2
- Jr -e-(1-r) dr
=
Je
0
= f2 e - 3r -e -t -er dr
0
2
= e-t f e-2rdr
0
= e-1[-½·e-2r J:
-
Signals and Systems
5-57
for t > 2
Systems
Result
4 for 0 $ t :52
h (t) = { 0 elsewhere ... (5.4.17)
Solution : The two functions are plotted in Fig. 5.4.16. Observe that x(t) is a pulse of
I
I x(t) : 'I
I
I
I -- amplitude 2 from - 2 to 2. And h (t) is
..
(a) I I 2 I I the pulse of amplitude 4 from O to 2.
I I
! I I
I
I The convolution is given as,
I I I I
I I I
00
I -2
I
I
I II D
'
t-
y(t) = J X (t) h (t-t) dt ... (5.4.18)
I I
I I I
- 00
I I ht)
I
- Here we require h (t-t). Hence we
I
(b) 14
I
can write from equation 5.4.17,
I I 4 for O$ t - t $ 2
I I
i.e. -t$-t$-t+2
I I I
I -
I
h(t-t) =
i.e. t - 2 $ t $ t
I
I
I
t- 0 elsewhere
_j__ -- 0 )
--L-
-i- I
--- 1-- -
-
! Fig. 5.4.17 shows the plots of x(t)
Fig. 5.4.16 Plots of x(t) and h(t) and h(t-t) as per above equation.
of example 5.4.4
S6gnals and Systems 5 · 58 Sy atern1
r
B J_
--r
I
I
\
- X{'t)
'
2
I
-
I
t
1
-2 0
I - -
l I I I
h(t- 1) -
__ i__ - - r -
I - I
(b) I
I 41 ' - --
-
I
I --
7
I
I I
- - I
I
1 I - 1'
t-2 10
' ( -\ t •- I I
I i
I I I I
Fig. 5.4.17 Plots of X('t)
and h( t- 't)
Case - 1 : To evaluate y(t
) fo rt< - 2
In the above figure observe
tha t t < - 2. Hence there is
h(l -t) . Therefore the pro no ov erlap be tw een x(' t) an
duct x(t ) l1( f-'t ) will be alw ays d
zero.
y(t ) = 0 for t < - 2
Case • 2 : To evaluate y(
t) for -2 $ t < O
Fig. 5.4.18 sho ws the wavef
orms of x(' t) and h(t - 1) for
and h (t - t) starts from t = - - 2 $t < 0. Th e ov erlap of x(t
2. For - 2 $ t < 0, bo th the pu )
area shows the overlap of x(' lses pa rtia lly ov erlap. Th e
t) and h( t- t ). sha de d
,----.- -., ... .-- -.- --
-- - - r - - - ~- ~
-- ----- -2 x(t) _ _ _J
- I
' I
;___,;._
•
,-- -+,-___...,2'-'---""'~
~-
-l:{l1i:lil -
- -
_ _1 _
-o-+
- --+- - 4 - ---
-- -- !--
~---1-2-=-..... t
- -l
(b) +--
1
;{\:/);'
r----:-1t-:2::---_--:-2.:.:.:..:.:.:..:J..._-;;o:+ ---l-
-- i. - t
I
00
y{I) = f X(T)/1(/ - t) rh
-2
= f Ox h(t - r)dt + f .r(t) · h (/ - T)dtt J' x(t) x O,/r
- w -2
I
= f X(T)· I, (/ - T)r/T
-2
I
= f 2 X 4 tit
-2
I
=8 f dt
-2
= s rT1,- 2
= 8 (I + 2) for -2 'S I <0
I I
,-,- x(tj - -
(a)
I I I 2 I
1-
I -
I I
I T
-2 10
I ? I
I
I I I i
h(l-t) for O~ I ~ 2
I
(b)
I I
I
4 ~ I I '
I I
I
I
'T
I
I I T
t-2 0 I I
I I
: I I I I
I
f x(r )- h (t -r)dr
1-2
I I
f 2x4dr= f Bdr
1-2 1- 2
I
B[r] 1-2 =B[t- 1+2]= 16
I / : I ' x(rJ~/ /
! / _J
(a) - t-- /-1 12 ; / --1
(b) j ~ - - h ~
--~-.- .;._:... ~
0 ._ '> I T
7-- 1-1-
Fig, 5.4.20 Plots of x (r) and h (t - r) for 2 s
ts4
this range we can Write the convo lution as,
For
'
I J
f
)
~-
I/ ( /) I( 'l / (I,/' I J , /,,;) I, (I () ,I I, I f (J / /,(/ 'f/ ,h
I 'J
I
)
- r II , , ,, (/ ,J ,h
I 'J
I 'J
I
I J
') r ti ,I·,
I 11,J,,
' J
J
1
II j ,h . I\ ITl
I J I ')
1'11r I • '1, 1111•1·,· wlll 111· 1111 11v1·rl.ip IJ1•lwt·,·1t x('C) ,, 11 d /i(T) ,ind n:~ull o f convolution will
Ill' ,',l'l'tl , l.1•,,
1,(1) = I"-2,
0 ; olherwise