memo: Calc | Convolution with Impulses

Source video: Continuous time convolution with impulses - ProfKathleen

Convolution

For example, there is a man keep eating all the time. $f(t)$ is the food eaten at time t, and $h(t)$ is the food mass changing function for a period of digestion time t. For example, after the duration $(t-τ)$ of digestion, the amount of food eaten at time $τ$ becomes $h(t-τ)$.

Therefore, the total food reamined in stomach at time t is f convolving with h:

$$ y(t) = f(t) * h(t) = ∫_{-∞}^{+∞}f(τ)⋅h(t-τ) dτ $$

Intuitively, the value $x(τ)$ is scaled by a factor from τ time ago. Thus, the function $h(t)$ looks like in reverse.

Given $f = x(t)$ and $h = δ(t)$, the existing amount at time t is:

$$ y(t) = f * h = ∫_{-∞}^{+∞} x(τ) h(t-τ) dτ $$


Delta function

  1. $δ(τ)$:

    0 1 τ
  2. $δ(τ-3)$: Right shift $δ(τ)$ by 3.

    Where the 0 was becomes -3. Therefore, all the coordinates minus 3, i.e., τ becomes τ-3.

    0 3 1 τ
  3. $δ(-τ-3)$: Rverse $δ(τ-3)$:

    - 3 1 0 τ
  4. $δ(t-τ-3)$: Shift $δ(τ-3)$ to t, which is a constant.

    Where the τ-3 = 0 becomes t, so all coordinate plus t:

    t - 3 1 t τ

Convolve with Impulse

Given $x(t)$

t

The existing amount of a system containing two functions x(t) and δ(t-3) at time t is:

$$ y(t) = x(t) * δ(t-3) = ∫_{-∞}^{+∞} x(τ) δ(t-τ-3) dτ $$

Multiply x(τ) by the reversed impluse:

t - 3 t τ

Delta function is 0 except for τ = t-3, therefore, only x(t-3) will be computed:

$$ y(t) = x(t) * δ(t-3) = ∫_{-∞}^{+∞} x(t-3) δ(t-τ-3) dτ $$

And in that integral, x(t-3) has nothing to do with τ, so it can be pulled outside the integral:

$$ y(t) = x(t) * δ(t-3) = x(t-3) ∫_{-∞}^{+∞} δ(t-τ-3) dτ \\ = x(t-3)*1 \\ = x(t-3) $$

By convolving with an impulse function, x(t) is shifted (based on the origin) to where the impulse is.

This conclusion can be generalized to any f.

Box function

0 1 f ( t ) 3 t 0 1 δ ( t - 1 ) t = 0 1 y 2 ( t ) 4 t

Two impulses

Convolution is linear. Compute separately and sum together.

0 1 f ( 1 t ) 3 t 0 1 1 δ ( t - 1 ) 1 4 / 2 t = 1 2 1 y ( 4 t ) 1 6 / 2 t

Impulse train

Convolving with a infinite sum of delta function: $Σ_{n=-∞}^{+∞} δ(t-n)$

The replicas of the signal overlaps:

0 0 1 1 f y 2 ( 2 ( t t 3 ) 3 ) t t s u m - 1 3 2 0 0 δ 1 ( t 1 2 - 1 2 y 3 ) ( 3 t ) t = t