2/13/2015

EE110, S15: Circuits and Systems, Lecture 5

Prof. Ping Hsu
-

Convolution

(Last revised: 2/13/2015)

Before we introduce the mathematical definition of convolution integral and its

relationship with transfer function, lets first consider a linear time invariant (LTI)
discrete time system.

Discrete time
LTI system

X(k)

Y(k)

The system is a dynamical system; namely, it has a memory effect. Its output
depends on the current input as well as all past inputs. Consider the following
input and output strings.
Time
X(k)
Y(k)

1
4
--

2
2
4

3
0
1

4
-6
-6

5
-2
-5

6
4
3

7
4
6

8
2
4

9
0
1

From inspection, you can probably guess that the output is the sum of the current
input and half of the previous input. This half of the previous input characterizes
the systems memory.

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Consider the following input and output strings.

Time
X(k)
Y(k)

1
4

2
2

3
0

4
-6

5
-2
-4.6

6
4
4.4

7
4
4.8

8
2
2.2

9
-10
-7.6

10
6
-0.6

11
2
8.6

12
-2
-5.2

13
6
5.2

From these input and output data string, it is not easy to see the memory characteristic of
this system. The output from the following string of input (called pulse function)
reveals the memory effect of the system clearly.
Time
X(k)
Y(k)

1
0

2
0
--

3
0

4
0

5
1
0.8

6
0
0.5

7
0
-0.4

8
0
0.2

9
0
-0.1

10
0
0

11
0
0

12
0
0

13
0
0

From this output, it is easy to see that the memory effect can be described as:
The current input is weighted at 0.8,
the previous input is weighted at 0.5,
the input before that is weighted at -0.4, before that is 0.2, before that is -0.1,
and all inputs before that are completely forgotten.
This string of values is called pulse response of the system.
3

To find the output value at a certain time instance, we just need to flip the pulse
response and right- align it to the input at the time instance that we want to find the
output value. Two examples are give below: one for t=6 second and one for t=13
second,
Time
X(k)

1
4

2
2

3
0

4
-6

5
-2

6
4

-0.1

0.2

-0.4

0.5

0.8

7
4

8
2

(4)(0.8)+(-2)(0.5)+(-6)(-0.4)+(0)(0.2)+(2)(-0.1)=4.4
Y(k)

-4.6

4.4

4.8

2.2

9
-10

10
6

11
2

12
-2

13
6

-0.1

0.2

-0.4

0.5

0.8

-7.6

-0.6

8.6

-5.2

5.2

Conclusion:
The pulse response of a discrete time system completely characterizes the inputoutput relationship of a LTI system. The time flipped version of the pulse response
is the systems forgetting curve. The output of the system can be determined by
sliding the forgetting curve from left to right. At each time instance, the output is
the sum of the current and all the previous inputs weighted by the forgetting curve.
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Pulse response

pulse
Discrete time
LTI system

Any input

Flipped pulse response

(forgetting curve)

Output

The output at any time instance is the sum of present and all prior inputs
weighted by the time flipped version of the pulse response (forgetting curve).

Impulse response h(t)

Impulse (t)
Continuous time
LTI system

Any input x(t)

Flipped and shifted

h(to-t)
impulse response
Output

y(t)

y(t0)

to

The output at any time instance (to) is the integral of the product of the input and
the time flipped version of the impulse response.
t0

y (t0 ) x (t )h(to t )dt

or

y (t ) x ( )h(t )d

This is the convolution integral of

x(t) and h(t),

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8- Convolution Property
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Freq. Domain:

X(s)

H(s)

Y(s) = H(s)X(s)

Time Domain:

x(t)

h(t)

y (t ) x ( )h(t )d

x (t ) * h(t ) H ( s ) X ( s )
where

x (t ) * h(t ) x ( )h(t )d

is called convolution integral

- The response of a system to an impulse ((t)) input is

called the impulse response (h(t)) of the system.
x(t) (t)

y(t) h(t)

LTI

- For Linear & Time-Invariant (LTI) systems, if all initial

conditions are zero, the output y(t) can be computed by
taking the convolution integral of the input x(t) and the
impulse response h(t) , i.e.,
t

y (t ) x(t ) * h(t ) x( )h(t )d

0

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Systematic Steps to Evaluate the Convolution Integral

9

Below, you can exchangeBelow

x & h and still get the same y(t)

2013 National Technology and Science Press. All rights reserved.

Example: RC Circuit Response to Rectangular Pulse

Find vout(t) using the convolution integral.

10

1
h(t ) e t / u(t ) 2e 2 t u(t )

vout (t ) vin (t ) * h(t ) vin (t )h(t )d

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For t<0, vout (t )

vin ( )h (t )d 0

h( 0.5 )

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For 0 t 1
when t=0.5

vout (t ) vin ( )h(t )d 2e 2( t ) d

t
1
2e t e 2( t ) d 2e 2 t e 2 t e0 1 e 2 t
0
2

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For 1 t
when t=2

vout (t ) 2e 2( t ) d
0

1
2e t e 2( t ) d 2e 2 t e 2(1) e0 e 2 t e 2 1
0
2
1

Example: RC Circuit Response to Rectangular Pulse

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The output is:

0,
t0

vout (t ) (1 e 2 ), 0 t 1
2 t 2
t 1
e e 1 ,

2013 National Technology and Science Press. All rights reserved.

2/13/2015

Example
For x(t) = triang(t)u(t) shown and h(t) =u(t), calculate and sketch y(t) = x(t)*h(t)
h(t)
x(t)
1
1
t
t
1
0
0
x()
Step 1: Sketch x() and h(-)
1

1
a) t < 0,
0
h(-)
1
Step 2 : sketch h(t-)

0
Step 3: Sketch the
h(t-)
product curve x()h(t-)
1
Here, for t < 0, x()h(t-) = 0 for
all , hence the area under it = 0.

t
0
x()h(t-)

y(t) = x(t)*h(t) = 0, t < 0 . (1)

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Step 4
b) 0 < t < 1,

x()

1 1-

Step 2
sketch h(t-) and
Step 3
Sketch the product curve x()h(t-)
& calculate the area under it

y(t) t

x()h(t-)

Step 2
sketch h(t-) and
Step 3
Sketch the product curve x()h(t-)
& calculate the area under it
1
1
y(t) 1 t , t 1, ... (3)
2
2

1
0
1

1 (1 t)
1
t (1 t), 0 t 1, ... (2)
2
2

Step 4
c) t > 1,

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h(t-)

0
x()

area =y(t)
1-t
t 1

1-

1
h(t-)

x()h(t-)

0
1 1-
0

t
area =y(t)
1

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Example (cont.)
We now put the pieces together:

y(t) x(t)* h(t) x( )h(t )d

y(t)
1
0, t 0
t(1 t)
2
1/2
1
t(1 t), 0 t 1
0
1
2
1
, t 1
2
Note that the signal y(t) covers the full range t .

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