Convolution Shortcuts

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The following is a list of convolutions that are good to know. In each case, f(t) represents an arbitrary function while a and a represent constants.

Contents

Convolution with Impulses

\begin{align} \delta(t)*f(t)&=f(t)\\ \delta(t-a)*f(t)&=f(t-a)\\ \delta(t)*f(t-b)&=f(t-b)\\ \delta(t-a)*f(t-b)&=f(t-a-b)\\ \end{align}

Convolution with Other Singularities

\begin{align} u(t)*f(t)&=\int_{-\infty}^{t}f(\tau)~d\tau\\ r(t)*f(t)=u(t)*u(t)*f(t)&=\int_{-\infty}^{t}\int_{-\infty}^{\gamma}f(\tau)~d\tau~d\gamma\\ \end{align}

Convolution Between Singularity Functions

\begin{align} u(t)*u(t)&=r(t)=tu(t)\\ u(t)*r(t)=u(t)*u(t)*u(t)&=q(t)=\frac{1}{2}t^2u(t)\\ u(t)*q(t)=r(t)*r(t)=u(t)*u(t)*u(t)*u(t)&=\frac{1}{6}t^3u(t)\\ \mbox{equivalent of }n\mbox{ steps convolved together}&=\frac{1}{(n-1)!}t^{n-1}u(t) \end{align}

Examples

Exponential and Shifted Step

Find y(t) if x(t) = u(t − a) and h(t) = e − 2tu(t):

\begin{align} y(t)&=x(t)*h(t)\\ ~&=(u(t-a)) * (e^{-2t}u(t))\\ ~&=\delta(t-a) * u(t) * e^{-2t}u(t)\\ ~&=\delta(t-a) * \int_{-\infty}^{t} e^{-2\tau} u(\tau)~d\tau\\ ~&=\delta(t-a) * \left( \frac{1-e^{-2t}}{2} \right)u(t)\\ ~&=\left( \frac{1-e^{-2(t-a)}}{2}\right) u(t-a) \end{align}


Questions

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External Links

References

Retrieved from "http://pundit.pratt.duke.edu/wiki/Convolution_Shortcuts"
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