Convolution PDF
Convolution PDF
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Convolution - Complete example
Anders Gjendemsjø
Richard Baraniuk
This work is produced by The Connexions Project and licensed under the
Creative Commons Attribution License †
Abstract
Shows a full example of convolution including math and gures.
1 Basic Example
Let us look at a basic continuous-time convolution example to help express some of the important ideas. We
will convolve together two square pulses, x (t) and h (t), as shown in Figure 1
(a)
(b)
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(a) (b)
Figure 2: h (−τ ) and h (t − τ ). (a) Reected square pulse. (b) Reected and shifted square pulse.
Note that in Figure 2τ is the 1st axis variable while t is a constant (in this gure). Since convolution is
commutative it will never matter which function is reected and shifted; however, as the functions become
more complicated reecting and shifting the "right one" will often make the problem much easier.
t is given by the amount of overlap(to be precise the integral of the overlapping region) between h (t − τ )
and x (τ ).
Next, we want to look at the functions and divide the span of the functions into dierent limits of
integration. These dierent regions can be understood by thinking about how we slide h (t − τ ) over x (τ ),
see Figure 3.
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(a)
(b)
(c)
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In this case we will have the following four regions. Compare these limits of integration to the four
illustrations of h (t − τ ) and x (τ ) in Figure 3.
Four Limits of Integration
1. t<0
2. 0≤t<1
3. 1≤t<2
4. t≥2
The third region, 1 ≤ t < 2, is solved in much the same manner. Take note of the changes in our integration
though. As we move h (t − τ ) across our other function, the left-hand edge of the function, t − 1, becomes
our lowlimit for the integral. This is shown through our convolution integral as
R1
y (t) = t−1
1dτ
= 1 − (t − 1) (2)
= 2−t
The above formulas show the method for calculating convolution; however, do not let the simplicity of this
example confuse you when you work on other problems. The method will be the same, you will just have to
deal with more math in more complicated integrals.
Note that the value of y (t) at all time is given by the integral of the overlapping functions. In this
example y for a given t equals the gray area in the plots in Figure 3.
Now that we have found the resulting function for each of the four regions, we can combine them together
and graph the convolution of x (t) ∗ h (t).
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2
• Introduction 1
• Convolution - Analog 3
• Properties of convolution 4
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