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Continuous-TimeConvolution
Continuous-Time Convolution Convolution Integral Commonly used in engineering, science, math Convolution properties Commutative: f1(t) * f2(t) = f2(t) * f1(t) Distributive: f1(t) * [f2(t) + f3(t)] = f1(t) * f2(t) + f1(t) * f3(t) Associative: f1(t) * [f2(t) * f3(t)] = [f1(t) * f2(t)] * f3(t) Shift: If f1(t) * f2(t) = c(t), then f1(t) * f2(t - T) = f1(t - T) * f2(t) = c(t - T). Convolution with impulse, f(t) * d(t) = f(t) Convolution with shifted impulse, f(t) * d(t-T) = f(t-T) 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 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: Graphical Convolution Example Convolution can be divided into 5 parts t -2 Two functions do not overlap Area under the product of thefunctions is zero -2 ? t 0 Part of g(t) overlaps part of f(t) Area under the product of thefunctions is Graphical Convolution Example 0 ? t 2 Here, g(t) completely overlaps f(t) Area under the product is just 2 ? t 4 Part of g(t) and f(t) overlap Calculated similarly to -2 ? t 0 t ? 4 g(t) and f(t) do not overlap Area under their product is zero Graphical Convolution Example Result of convolution (5 intervals of interest): Convolution Demos Johns Hopkins University Demonstrations /~signals Convolution applet to animate convolution of simple signals and hand-sketched signals Convolve two rectangular pulses of same width gives a triangle (see handout E) Some conclusions from the animations Convolution of two causal signals gives a causal result Non-zero duration (called extent) of convolution is the sum of extents of the two signals being convolved T
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