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Ss Notes

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Signals and Systems Lecture: 4 (Convolution Integral)

Continuous Time LTI systems: the convolution Integral


In much the same way as for discrete-time systems, the response of a continuous time LTI
system can be computed by a convolution of the system’s impulse response with the input signal,
using a convolution integral rather than a sum.
Representation of Continuous-Time Signals in Terms of Impulses

Impulse Response and the Convolution Integral Representation of a Continuous-Time


LTI System

Dr. Ayman Elshenawy Elsefy Page | 1


Signals and Systems Lecture: 4 (Convolution Integral)

The Convolution Operation

Dr. Ayman Elshenawy Elsefy Page | 2


Signals and Systems Lecture: 4 (Convolution Integral)

Calculation of the Convolution Integral

The calculation of a convolution integral is very similar to the calculation of a convolution


sum. To evaluate the integral in Equation

for a specific value of t, we first obtain the signal viewed as a function of , then we
multiply it by x( )to obtain the function g( ), and finally we integrate g( ) to get y(t).

Example 1: given ℎ(𝜏) as indicated in the below figure, sketch ℎ(𝑡 − 𝜏) for t=-2 and t=2.

 At t= -2, ℎ(𝑡 − 𝜏) = ℎ(−2 − 𝜏) = ℎ(−(𝜏 + 2)) which is equal to ℎ(−𝜏) [the time
reverse of ℎ(𝜏)] advanced by 2.
 At t= 2, ℎ(𝑡 − 𝜏) = ℎ(2 − 𝜏) = ℎ(−(𝜏 − 2)) which is equal to ℎ(−𝜏) [the time reverse
of ℎ(𝜏)] delay by 2.

Dr. Ayman Elshenawy Elsefy Page | 3


Signals and Systems Lecture: 4 (Convolution Integral)

Example 2: compute the response of continuous time LTI system described by its
impulse response ℎ(𝑡 ) = 𝑒 −𝑎𝑡 𝑢(𝑡 ), 𝑎 > 0 to the step input signal 𝑥 (𝑡 ) = 𝑢(𝑡)
- Sketch the impulse response ℎ(𝜏) and 𝑥 (𝜏) as shown in the figure.

- Sketch ℎ(−𝜏) and ℎ(𝜏 − 𝑡 ) for both positive (𝑡 > 0) and negative times (𝑡 < 0).

For < 0 : 𝑥 (𝜏) and ℎ(𝜏 − 𝑡 ) does not overlap , and 𝑦(𝑡 ) = 0.

Example 3: calculate the response of continuous time LTI system described by its impulse
response ℎ(𝑡 ) = 𝑢(𝑡 + 1) to the input signal 𝑥 (𝑡 ) = −𝑒 2(𝑡−1) 𝑢(−(𝑡 − 1))

- Sketch the impulse response ℎ(𝜏) and 𝑥 (𝜏) as shown in the figure.

Dr. Ayman Elshenawy Elsefy Page | 4


Signals and Systems Lecture: 4 (Convolution Integral)

- The time-reversed impulse response ℎ(−𝜏) is plotted, ℎ(𝜏 − 𝑡 ) for both positive
(𝑡 > 0) and negative times (𝑡 < 0).

From the above figure we can see that that there are two distinct cases:

for t ≤ 0, the two functions overlap over the interval−∞ < 𝜏 < 𝑡 + 1.

Dr. Ayman Elshenawy Elsefy Page | 5


Signals and Systems Lecture: 4 (Convolution Integral)

Properties of linear Time-Invariant systems


LTI systems are completely characterized by their impulse response (a nonlinear system is
not). It should be no surprise that their properties are also characterized by their impulse
response.
The Commutative Property
The output of an LTI system with input 𝑥 and impulse response ℎ is identical to the output
of an LTI system with input ℎ and impulse response 𝑥, as suggested by the block diagrams in
the following figure. This results from the fact that a convolution is commutative, as we have
already seen.

The distributive property of LTI systems

Dr. Ayman Elshenawy Elsefy Page | 6


Signals and Systems Lecture: 4 (Convolution Integral)

Dr. Ayman Elshenawy Elsefy Page | 7


Signals and Systems Lecture: 4 (Convolution Integral)

Exercise 3

Solution

Dr. Ayman Elshenawy Elsefy Page | 8


Signals and Systems Lecture: 4 (Convolution Integral)

Exercise 3

Dr. Ayman Elshenawy Elsefy Page | 9


Signals and Systems Lecture: 4 (Convolution Integral)

Exercise 4

Dr. Ayman Elshenawy Elsefy Page | 10


Signals and Systems Lecture: 4 (Convolution Integral)

Solution:

Dr. Ayman Elshenawy Elsefy Page | 11


Signals and Systems Lecture: 4 (Convolution Integral)

Dr. Ayman Elshenawy Elsefy Page | 12


Signals and Systems Lecture: 4 (Convolution Integral)

Exercise 5

Solution

Dr. Ayman Elshenawy Elsefy Page | 13

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