From convex analysis, involving the sum of the epigraphs of two conjugate functions, the infimal convolution and the sum formula of ε-subdifferentials for lower semicontinuous convex functions, to this. Containing strict inequalities.
Linear Dynamical Systems and ConvolutionLinear Time-Invariant Systemsand Convolution Welcome!An Interactive Lectureby Wilson J. RughSignals and SystemsA continuous-timesignal is a function of time, for example written x(t),that we assume is real-valued and defined for all t,- ¥. In the convolutionexpression, the integrand involves the product of two signals, both functionsof the integration variable, v. One of the signals, x(t - v),involves a transformation of the integration variable and introduces tas a parameter. To explore this transformation, select or draw with themouse a signal x(v) in the first window below. Then click on thev axis in the second window to set a value of t and the signalx(t - v) will appear.
The value of t can be changed by draggingit with the mouse.Flip and ShiftYou needa Java-compatible browser to see this demo.Given the signalsh(t) and x(t), mathematically evaluating y(t) fromthe convolution integral is straightforward in principle. But even forsimple signals h(t) and x(t) the bookkeeping can be complicated.To explore graphical evaluation of y(t), select or draw the signalsx(t) and h(t) in their respective windows below, and thenclick on the first v-axis to set the value of t.
Upon draggingt with the mouse, the individual signals that are multiplied to form the integrand,the integrand, and the output signal are displayed in their respectivewindows.Joy of ConvolutionYou need a Java-compatiblebrowser to see the demo.Impulse ResponseThe signal h(t)that describes the behavior of the LTI system is called the impulseresponse of the system, because it is the output of the systemwhen the input signal is the unit-impulse, x(t) = d(t). We also permitimpulses in h(t) in order to represent LTI systems that includeconstant-gain examples of the type shown above. LTI System PropertiesAnLTI system is called causal if the output signal value at any timet depends only on input signal values for times less than t.It is easy to see from the convolution integral that if h(t) = 0for t. That the operation. is commutative,that is, h(t).
x(t) = x(t).h(t)is believable from experimentation with graphical convolution.The proof involves performing a change of integration variable on the underlyingintegral formula. Begin with h(t). x(t),and let w = t v.
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