INC 233 Signals and systems

Lecture#4: Convolution integral

Assoc. Prof. Benjamas Panomruttanarug
benjamas.pan@kmutt.ac.th
The Convolution Integral
Input LTI system Output
x(t) H y(t)

¥
y(t) = x ( t ) * h ( t ) = ò-¥ x (t ) h ( t - t ) dt

where h(t) = H{d (t)} º Impulse response of LTI system H

= the output from the system given that the input is the delta function

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Example 2.6 Reflect-and-shift Convolution
Evaluation
Given x ( t ) = u ( t - 1) - u ( t - 3) and h ( t ) = u ( t ) - u ( t - 2) , evaluate the convolution
integral y(t) = x(t) * h(t).

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 ì 0, t <1
ï t - 1, 1 £ t < 3
ï
y (t ) = í
ï5 - t , 3 £ t < 5
ïî 0, t ³5

(a) The input x(t) depicted above the reflected and time-shifted impulse
response. (b) The product signal wt(t) for 1 £ t < 3. (c) The product
BPsignal wt(t) for 3 £ t < 5. (d) The system
INC212 output y(t). 4
Matlab: conv x ( t ) = u ( t - 1) - u ( t - 3) h ( t ) = u ( t ) - u ( t - 2)

• clear;clc; close all; • t = 1:ts:5;

• y = ts*conv(h,x);
• ts = 0.01;
• for i = 1:401
• t = 1:ts:3;
• t(i) = 1+ts*(i-1);
• x = square(t); • if t(i) < 3
• figure; plot(t,x); • ya(i) = t(i)-1;
• m = length(x); • else
• t = 0:ts:2; • ya(i) = 5-t(i);
• end
• h = square(t);
• end
• hold on; plot(t,h,'r--'); • figure; plot(t,y,'b',t,ya,'r--');
• n = length(h);
Example 2.14 RC Circuit: Step Response
1 - RCt
The impulse response of the RC circuit h(t ) =
RC
e u (t )

Find the step response of the circuit.

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 Solving by convolution
t
t 1 - RC
s(t ) = ò e u (t )dt .
-¥ RC

ì 0, t<0
ï
s(t ) = í 1 t - t
ï
î RC -¥ ò e RC u (t )dt t ³ 0

ì 0, t<0
ï
s (t ) = í 1 t - t
ï
î RC 0 ò e RC dt t ³ 0

ìï 0, t<0
=í -
t
ïî1 - e , t ³ 0
RC

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Matlab: conv x(t) = u(t) h(t ) =
1 - RCt
RC
e u (t )

• clear;clc; close all;

• ts = 0.01;
• t = 0:ts:50;
• x = square(t,100);
• figure;plot(t,x);
•
• h = exp(-t);
• y = ts*conv(x,h);
• ya = 1-exp(-t);
• figure; plot(t,y(1:5001),'b',t,ya,'r--');
Example 2.7 RC Circuit Output

Assume that the circuit’s time constant is RC = 1 sec.

• Find the impulse response of the circuit.
• Use convolution to determine the capacitor voltage, y(t), resulting
from an input voltage x(t) = u(t) - u(t - 2).

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 1. Fix h(t ) and flip x(t )
Growing Shrinking
x(t ) = u (t ) - u (t - 2)
0<t<2 t>2
x(-t ) = u (-t ) - u (-t - 2) y (t ) = x(t ) * h(t ) y (t ) = x(t ) * h(t )
¥ ¥

h(t ) = e -t u (-t ) = ò h(t ) x(-t + t ) dt =

t
ò h(t ) x(-t + t ) dt
= -¥
t= -¥
t t

ò
-t
= ò 1´ e -t
dt = 1´ e dt
t =0 t =t - 2

-t t -t t
= -e = -e
0 t -2

= -e -t + 1 [
= e -t e 2 - 1 ]
 2. Fix x(t ) and flip h(t ) (Harder!!!)
Growing Shrinking
x(t ) = u (t ) - u (t - 2) 0<t<2 t>2
y (t ) = x(t ) * h(t ) y (t ) = x(t ) * h(t )
h(t ) = e -t u (-t ) ¥ ¥

= ò x(t ) h(-t + t ) dt = ò x(t ) h(-t + t ) dt

h(-t ) = et u (t ) t= -¥ t= -¥
t 2

= ò 1´ e t -t
dt = ò 1´ et -t dt
t =0 t =0

t -t t -t t 2
=e = e ´e
0 0

= 1 - e -t [
= e -t e 2 - 1 ]
 ì 0, t <0
ïï
y ( t ) = í 1 - e- t , 0£t <2
ï 2
ïî ( e - 1) e -t
, t³2

(a) The input x(t) superimposed over the reflected and time-shifted impulse response
h(t – t), depicted as a function of t. (b) The product signal wt(t) for 0£ t < 2. (c) The
product signal wt(t) for t ³ 2. (d) The system output y(t).
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Matlab: conv x(t) = u(t) - u(t - 2) h(t ) =
1 - RCt
RC
e u (t )

• clear;clc; close all; • for i = 1:5001

• ts = 0.01; • t(i) = (i-1)*ts;
• t = 0:ts:2; • if t(i) < 2
• x = square(t,100); • ya(i) = 1-exp(-t(i));
• t = 0:ts:50; • else
• h = exp(-t); • ya(i) = (exp(2)-1)*exp(-t(i));
• y = ts*conv(x,h); • end
• end
• figure; plot(t,y(1:5001),'b',t,ya,'r--');