EE3054

Signals and Systems

Continuous Time
Convolution

Yao Wang
Polytechnic University

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McClellan and Schafer
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3/14/2008 © 2003, JH McClellan & RW Schafer 2

LECTURE OBJECTIVES

Review of C-T LTI systems

Evaluating convolutions

Examples

Impulses

LTI Systems

Stability and causality

Cascade and parallel connections

3/14/2008 © 2003, JH McClellan & RW Schafer 3

Linear and Time-Invariant
(LTI) Systems

If a continuous-time system is both linear and

time-invariant, then the output y(t) is related to
the input x(t) by a convolution integral
∞
y (t ) = ∫ x(τ )h(t − τ )dτ = x(t ) ∗ h(t )
−∞

where h(t) is the impulse response of the system.

3/14/2008 © 2003, JH McClellan & RW Schafer 4

 Evaluating a Convolution
x (t ) = u(t − 1) h (t ) = e − t u (t )

∞
y (t ) = ∫ h (τ ) x ( t − τ ) d τ = h ( t ) ∗ x ( t )
−∞

3/14/2008 © 2003, JH McClellan & RW Schafer 5

 “Flipping and Shifting”
x (τ )

g(τ ) = x(−τ ) = u(− τ −1)

“flipping”

“flipping and shifting” g(τ − t) = x(−(τ − t)) = x(t − τ )

3/14/2008
t −1
© 2003, JH McClellan & RW Schafer
t 6
Evaluating the Integral

 0 t −1 < 0
t −1
y (t ) =  −τ
 ∫ e dτ t −1 > 0
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© 2003, JH McClellan & RW Schafer 7
Solution
t −1
−τ −τ t −1
y (t ) = ∫e dτ = − e
0
0
−( t −1)
= 1− e t ≥1

y (t ) = 0 t<1

3/14/2008 © 2003, JH McClellan & RW Schafer 8

Convolution GUI

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Another Example
x (t ) = e − at u(t ) h(t ) = e − bt u (t ), b ≠ a
∞
y (t ) = ∫ x(τ )h(t − τ )dτ = x(t ) ∗ h(t )
−∞

∞  −bt
t
− aτ bτ
−aτ
= ∫ e u(τ )e −b ( t −τ )
u ( t − τ ) dτ = 
 e ∫ e e dτ t>0
0
−∞  t<0
 0
 e −at − e −bt
 t>0 e −at − e −bt
=  −a+b = u (t )
 b−a

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0 t<0 © 2003, JH McClellan & RW Schafer 10
Special Case: u(t)
x (t ) = e − at u(t ), a ≠ 0 h (t ) = u (t )
∞
y (t ) = ∫ x(τ )h(t − τ )dτ = x(t ) ∗ h(t )
−∞
1 − at
= (1 − e )u(t )
a
if a = 2
1 −2 t
y (t ) = (1 − e )u(t )
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2 © 2003, JH McClellan & RW Schafer 11
Convolve Unit Steps
x (t ) = u (t ) h (t ) = u (t )
∞
y (t ) = ∫ x(τ )h(t − τ )dτ = x(t ) ∗ h(t )
−∞

∞  t
 ∫ 1 dτ t > 0
= ∫ u (τ )u(t − τ )dτ = 
0
−∞  0 t<0

 t t > 0
= = t u (t ) Unit Ramp
0 t < 0
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 “Flipping and Shifting”
x(τ )

“flipping” g(τ ) = x(−τ ) = u(− τ −1)

“flipping and shifting” g(τ − t) = x( −(τ − t)) = x(t − τ )

3/14/2008
t −1
© 2003, JH McClellan & RW Schafer
t 13
More examples

Rectangular pulses
Another Convolution Example

−t
h(t) = e u(t)

∞
y(t) = ∫ x(τ )h(t − τ )dτ = x(t) ∗ h(t)
−∞
3/14/2008 © 2003, JH McClellan & RW Schafer 15
Evaluating the Integral

y(t) = 0 t <1
t
−(t−τ )
= ∫e dτ 1≤ t ≤ 2
1
2
−(t−τ )
= ∫e dτ 2≤t
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1 © 2003, JH McClellan & RW Schafer
 Solution
t
−(t−τ ) −(t−τ ) t −(t−1)
y(t) = ∫e dτ =e =1- e 1≤ t ≤ 2
1
1
2
−(t−τ ) −(t−τ ) 2
= ∫e dτ =e = e−(t−2) - e−(t−1) 2 ≤ t
1
1

y(t) = 0 t <1
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Convolution GUI

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Convolution with Impulses, etc.

Convolution with impulses

x(t ) * δ (t − t1 ) = x(t − t1 )

Convolution with step function = integrator

3/14/2008 © 2003, JH McClellan & RW Schafer 19

Convolution is Commutative
∞
h(t ) ∗ x(t ) = ∫
−∞
h (τ ) x (t − τ ) d τ
let σ = t − τ and dσ = −dτ
−∞
h(t ) ∗ x(t ) = − ∫ h(t − σ ) x(σ )dσ
∞
∞
= ∫ h(t − σ ) x(σ )dσ = x(t ) ∗ h(t )
−∞

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Stability

A system is stable if every bounded input

produces a bounded output.

A continuous-time LTI system is stable if
and only if
∞
∫ h(t) dt < ∞
−∞
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Integrator is unstable
Causal Systems

A system is causal if and only if y(t0)

depends only on x(τ) for τ< t0 .

An LTI system is causal if and only if

h(t ) = 0 for t < 0

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Convolution is Linear

Substitute x(t)=ax1(t)+bx2(t)
∞
y (t ) = ∫ [ax1 (τ ) + bx2 (τ )]h(t − τ )dτ
−∞
∞ ∞
= a ∫ x1 (τ )h(t − τ )dτ + b ∫ x2 (τ )h(t − τ )dτ
−∞ −∞
= ay1 (t ) + by2 (t )
Therefore, convolution is linear.
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Convolution is Time-Invariant

Substitute x(t-t0)
∞

w(t) = ∫ h(τ )x((t − τ ) − t )dτ o

−∞
∞

= ∫ h(τ )x((t − t o ) − τ )dτ

−∞

= y(t − to )
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Cascade of LTI Systems

δ (t) h1 (t) h1 (t) ∗ h2 (t)

h(t) = h1 (t) ∗ h2 (t) = h2 (t) ∗ h1(t)

δ (t) h2 (t) h2 (t) ∗ h1(t)

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Parallel LTI Systems

h1 (t)

δ (t) h1 (t) + h2 (t)

h2 (t)

h(t) = h1 (t) + h2 (t)(t

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Example: More complicated
combinations
READING ASSIGNMENTS

This Lecture:

Chapter 9, Sects. 9-6, 9-7, and 9-8

Other Reading:

Ch. 9, all

Next Lecture: Start reading Chapter 10