积分变换 东南大学 第四版积分变换第一章4-5节.pdfVIP

§1.4 卷积 1 卷积的概念 2 卷积定理 3 卷积定理的应用 1 1.卷积的概念 若已知函数f 1(t),f 2(t), 则积分 +∞ τ( f) ( f τt ) dτ − 1∫ 2 −∞ 称为函数f (t)与f (t) 的卷积, 记为f (t) f (t),即 * 1 2 1 2 +∞ f 1 (t ) ∗f 2 (t ) ∫−∞ f 1 (τ)f 2 (t =−τ)dτ 2 卷积满足下列性质: 交换律：f 1 (t ) ∗f 2 (t ) f 2 (t ) =∗f 1 (t ) 分配律：f 1 (t ) ∗[f 2 (t ) +f 3 (t )] f 1 (t ) ∗f 2 (t ) +f 1 (t ) ∗f 3 (t ) 结合律：f (t ) ∗[ f (t )* f (t )] 1 2 3 f 1 (t ) ∗f 2 (t )* f 3 (t ) 3 +∞ 在积分 ∫−∞ f 1 (τ)f 2 (t −τ)dτ 中，令u t =−τ, 则 τ t =−u, du =−dτ +∞ f 1 (t ) ∗f 2 (t ) ∫−∞ f 1 (τ)f 2 (t =−τ)dτ −∞ − f 1 (t −u )f 2 (u )du ∫+∞ +∞ ∫−∞ f 2 (u)f 1 (t =−u)d u f 2 (t ) =∗f 1 (t ) 即卷积满足交换律. 4 根据卷积的定义 f 1 (t ) ∗[f 2 (t ) +f 3 (t )] +∞ τ τ τ τ ∫−∞ f 1 ( )[f 2 (t =− ) +f 3 (t − )]d +∞ +∞ f 1 (τ)f 2 (t =−τ)dτ + f 1 (τ)f 3 (t −τ)dτ ∫−∞ ∫−∞ f 1 (t ) =∗f 2 (t ) +f 1 (t ) ∗f 3 (t ). 即卷积满足分配律. 5 下证卷积满足结合律