The Convolution Integral

Convolution operation given symbol *

( ) ( ) ( )
}

= = t t t d t h x t h t x t y ) ( * ) (
y equals x convolved with h
The Convolution Integral
The time domain output of an LTI system is
equal to the convolution of the impulse
response of the system with the input signal
Much simpler relationship between
frequency domain input and output
First look at graphical interpretation of
convolution integral
Graphical Interpretation of
Convolution Integral
To correctly understand convolution it is
often easier to think graphically
t
h(t)
Graphical Interpretation of
Convolution Integral

t
h(t)
t
h(-t)
Take impulse response and reverse it in time
Graphical Interpretation of
Convolution Integral

t
h(-t)
Then shift it by time t
t
h(t-t)
t
Graphical Interpretation of
Convolution Integral

Overlay input function x(t) and integrate over times
where functions overlap - in this case between a and t
t
h(t-t)
t
a
x(t)
Graphical Interpretation of the
Convolution Integral
Convolving two functions involves
flipping or reversing one function in time
sliding this reversed or flipped function over
the other and
integrating between the times when BOTH
functions overlap
Example
Convolution of two gate pulses each of
height 1
0 1 t
x
1
(t)
0 2 t
x
2
(t)
( ) ( )
}

= = t t t d t x x x x y
2 1 2 1
*
Example

-2 0 2 t
x
2
(t) x
2
(-t)
Reverse function
Example

-1 0 1 t
x
1
(t) x
2
(-t)
Reverse function, slide x
2
over x
1
and evaluate integral
t
Example

0 1 t
x
1
(t)
x
2
(t-t)
t
t dt x x y
t
t
= = =
< <
}
0
2 1
1 *
1 0 for
Area of overlap is increasing linearly
Example

0 1 t
x
1
(t)
x
2
(t-t)
t
) (
pulse smaller of area
1 *
2 1 for
1
2 1
t x
x x y
t
=
= =
< <
Area of overlap constant
t-2
( )
}
= =
1
0
1
0
1 1 1 t t d
Example

0 1 t
x
1
(t)
x
2
(t-t)
t
t x x y
t
= =
< <
3 *
3 2 for
2 1
Area declining linearly -
width of shaded area = 1-(t-2)=3-t
t-2
( ) ( ) t t d
t
t
= = =
}

3 2 1 1 1
1
2
2
2
t t
Example

0 1 t
x
1
(t)
x
2
(t-t)
t
0 *
3 for
2 1
= =
>
x x y
t
After time t=3 the convolution integral is zero
Example

0 1 2 3 t
x
1
(t)*x
2
(t)
tint=0;
tfinal=10;
tstep=.01;
t=tint:tstep:tfinal;
x=5*((t>=0)&(t<=4));
subplot(3,1,1), plot(t,x)
axis([0 10 0 10])
h=3*((t>=0)&(t<=2));
subplot(3,1,2),plot(t,h)
axis([0 10 0 10])
axis([0 10 0 5])
t2=2*tint:tstep:2*tfinal;
y=conv(x,h)*tstep;
subplot(3,1,3),plot(t2,y)
axis([0 10 0 40])

Example 2
Convolve the following functions
0 1 t
1.0
x
1
(t)
0 1 t
x
2
(t)
Example 2

0 1 t
x
2
(t)
-1
Reversal
Example 2

0 t 1 t
x
2
(tt)
-1
Shift reversed function
Example 2

0 t 1 t
x
2
(tt)
-1
Overlay shift reversed function onto
other function and integrate overlapping
section
x
1
(t)
t dt x x
t
t
}
= =
< <
0
2 1
1 *
1 0 for
Example 2

0 1 t t
x
2
(tt)
-1
Overlay shift reversed function onto
other function and integrate overlapping
section
x
1
(t)
t dt x x
t
t
= =
< <
}

2 1 *
2 1 for
1
1
2 1
t-1
Example 2

x
1
(t)*x
2
(t)
0 1 2
Example 3

3. height of pulse second 4 a is h input whic an to due
system this of output the compute 5 ) (
is system LTI an of response impulse Given the
2
u(t) e t h
t
=
Example 3

5
) ( 5 ) (
2
t u e t h
t
=
t
0
4
3
) (t x
Example 3

5
) ( t h
t
Reverse h(t)
Example 3

5
) ( t t h
t
Shift the reversed h(t) by t
t
4
Example 3

5
) ( t t h
t
Performing integral for 0<t<4
t
( )
}

=
t
t
d e t y
0
2
5 3 ) ( Output t
t
4
Example 3

( )
( )
t
t
t
t
t
t
t
e t y
e e
d e e d e t y
2
0
2 2
0
2 2
0
2
1 5 . 7 ) (
2
1
15
15 15 ) (

=
(

=
= =
} }
t
t t
t t
Example 3

5
) ( t t h
t
Performing integral for t>4
t 4
( )
}

=
4
0
2
15 ) ( t
t
d e t y
t
Example 3

( )
( ) 1 5 . 7
2
1
15
15 15 ) (
8 2
4
0
2 2
4
0
2 2
4
0
2
=
(

=
= =


} }
e e e e
d e e d e t y
t t
t t
t
t t
t t
Example 3

( )
( )

>
< <
<
=

4 1 5 . 7
4 0 1 5 . 7
0 0
) (
8 2
2
t e e
t e
t
t y
t
t

Commutativity of Convolution
Operation
The actions of flipping and shifting can be
applied to EITHER function
( ) ( )
( ) ( ) ) ( * ) (
) ( * ) (
t x t h d t x h
d t h x t h t x
}
}

= =
=
t t t
t t t
Example 4
Repeat example 3 by flipping and shifting
x(t) rather than h(t)
0 t
} }

= =
< <
t t
d e d e t y
t
0
2
0
2
15 5 3 ) (
4 0 for
t t
t t
Example 4

0 t
| |
( )
t
t
t
e t y
e d e t y
t
2
0
2
0
2
1 5 . 7 ) (
5 . 7 15 ) (
4 0 for

=
= =
< <
}
t t
t
Example 4

0 t
}

=
>
t
t
d e t y
t
4
2
15 ) (
4 for
t
t
t-4
Example 4

( )
( ) ( )
t t t
t
t
t
t
e e e e t y
e d e t y
t
2 8 2 4 2
4
2
4
2
1 5 . 7 5 . 7 ) (
2
1
15 15 ) (
4 for

= =
(

= =
>
}
t t
t
Example 4

( )
( )

>
< <
<
=

4 1 5 . 7
4 0 1 5 . 7
0 0
) (
8 2
2
t e e
t e
t
t y
t
t
Same result as before