Convolution Theorem, Unit Step Function and Unit

Impulse Function

Course: Instrumentation

Subject: Engineering Mathematics

Lesson: Convolution Theorem, Unit Step Function and Unit

Impulse Function

Lesson Developer: Ms.Shweta Dua

College/Dept: Bhaskaracharya College of Applied Sciences

University of Delhi

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

Table of Contents

Chapter 4: Convolution Theorem, Unit Step Function and Unit Impulse

Function

4.1 Convolution
4.2 Convolution Theorem
4.3 Properties of Convolution
4.3.1 Commutative
4.3.2 Distributive
4.3.3 Associative
4.3.4 Zero
4.4 Unit Step Function
4.5 Laplace Transform of Unit Step Function
4.6 Unit Impulse Function
4.7 Laplace Transform of Unit Impulse Function
4.8 Relation between Unit Step Function and Unit Impulse Function
4.9 Summary
4.10 Exercise
4.11 Glossary
4.12 References

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

Learning Objectives-
After going through this chapter, you will be able to

 Acquaint yourself with Convolution

 Understand the Convolution Theorem
 Know the properties of Convolution
 Explain the Unit Step Function and its Laplace Transform
 Define the Unit Impulse Function and its Laplace Transform
 Discuss the relation between Unit Step Function and Unit Impulse Function

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

4.1 Convolution –
Let F(s) and G(s) are two Laplace Transforms and f(t) and g(t) be their Inverse Laplace
Transforms respectively i.e f(t) = L-1{F(s)} and g(t) = L-1{g(s)}. Then the inverse h(t) of
the product of transform H(s) = F(s) G(s) can be calculated from the known inverse f(t) and
g(t).

h(t) of f(t) and g(t), denoted by (f*g)(t) is defined as –

t
h(t) = (f*g)(t) =  f ( ) g (t   )d
0

f*g is called the convolution of f and g and can be regarded as a generalized product of
these functions.

Thus to find the inverse transform of product of transforms H(s) = F(s)G(s),

we calculate h(t) = f*g which is the convolution of f and g. Therefore, we should tactfully
rewrite H(s) as a product of F(s) and G(s) in such a way that the corresponding inverses f(t)
and g(t) are easily known from the transform tables.

Convolution is used to find the Inverse Laplace Transform in solving

differential equations and integral equations.

4.2 Convolution Theorem –

Let F(s) and G(s) denote the Laplace Transform of f(t) and g(t) respectively.Then,

L[(f*g)(t)] = L[f(t)] L[g(t)] = F(s)G(s)

Proof –

The following proof is given when s is a real number. Using the dummy variables  and u
and the integrals defining the transforms, we can express their product as –

 
F ( s)G ( s)  [  e s f ( )d ][ e su g (u )du ]
0 0

The product of integrals in this equation can be written as an iterated integral –


F ( s)G( s)    e s ( u ) f ( ) g (u )ddu
0 0

 
  f ( )d  e s ( u ) g (u )du
0 0

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 Convolution Theorem, Unit Step Function and Unit
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Let  +u = t

Then, u = t -  and the limits of integration for t are from  to  . By rewriting the inner
integral,

 
F (s)G(s)   f ( )d  e st g (t   )dt
0 

The region of integration for this last iterated integral is the wedge-shaped region in the (t,
 )plane shown in the figure 4.1. By changing the order of integration in the integral, we get
 t
F (s)G(s)   e st dt  f ( ) g (t   )d
0 0

 t
  e [  f ( ) g (t   )d ]dt
 st

0 0


  e st [( f * g )(t )]dt
0

 L[( f * g )(t )]
 t

0 t
Fig. 4.1 Region of integration in the convolution theorem

Note :- From the convolution Theorem, we have -

L-1[F(s)G(s)] = (f*g)(t)

4.3 Properties of Convolution –

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 Convolution Theorem, Unit Step Function and Unit
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4.3.1 Commutative –

f*g = g*f
4.3.2 Distributive –
f*(g+h) = f*g+f*h
4.3.3 Associative –
(f*g)*h = f*(g*h)
4.3.4 Zero –
f*0 = 0*f = 0

Question Find the inverse laplace transform of the following using convolution theorem

1
1)
( s  2)(s  3)

1
Solution F ( s)G ( s) 
( s  2)(s  3)

1
where F ( s) 
s2

1
and G( s) 
s3

f (t )  L1{F ( s)}

1
 L1{ }
s2

 e 2t

g (t )  L1{G ( s)}

1
 L1{ }
s3

 e3t

Applying convolution theorem,

t
L1[ F ( s)G( s)]  ( f * g )(t )   f ( ) g (t   )d
0

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

t
  e 2 e 3(t  ) d
0

t
  e5 3t d
0

1
 [e5 3t ]t0
5

1
 [e 2t  e 3t ]
5

1
2)
( s  1) s 2
2

1 1 1
Solution F ( s )G ( s )   2
( s  1) s
2 2
s  1 s2

1
where F ( s) 
s 1
2

1
and G( s) 
s2

f (t )  L1{F ( s)}

1
 L1{ }
s 12

 sin t

g (t )  L1{G ( s)}

1
 L1{ 2 }
s
t

Applying convolution theorem,

t
L1[ F ( s)G( s)]  ( f * g )(t )   f ( ) g (t   )d
0

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

t
  sin  (t   )d
0

 t cost  t  t cost  sin t

 t  sin t

16
3)
( s  2) 2 ( s  2)

1
Solution F ( s)G ( s) 
( s  2) 2 ( s  2)

1
where F ( s ) 
( s  2) 2

1
and G( s) 
s2

1
f (t )  L1{ }
( s  2) 2

1
 e 2t L{ 2 }
s

 te 2t

1
g (t )  L1{ }
s2

 e 2t

Applying convolution theorem,

t
16
L1{ }  16 f ( ) g (t   )d
( s  2) 2 ( s  2) 0

t
 16  e 2 e 2(t  ) d
0

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

t
 16e 2t  e 4 d
0

e 4 e 4 t
 16e 2t [  ]0
4 16

 e2t  e2t  4te2t

Question Find the convolution of sinwt*coswt

Solution Applying convolution theorem,

t
( f * g )(t )   f ( ) g (t   )d
0

t
sin wt * cos wt   sin w cos w(t   )d
0

t
1
  [sin wt  sin w(2  t )]d
20

1 1
 [ sin wt  cos w(2  t )]t0
2 2w

1 1 1
 [t sin wt  cos wt  cos wt ]
2 2w 2w

1
 t sin wt
2

4.4 Unit Step Function-

Unit step function is like a switch that turns a function on or off over a specified interval. It
is turned off when t < 0 and turned on when t ≥ 0

It is an important function used for the analysis of many systems. For example when we
turn the ignition key of a car, we actually introducing a step voltage (a step function) to the
starting function or when we apply brake to an automobile, we are actually applying a
constant force (a step function). If a step function has unity magnitude, then it is called unit
step function.

It is also called Heavyside function and is denoted by H(t). It is defined by-

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

H(t) = 0 , if t < 0

1, if t ≥ 0

It can be denoted by u(t). If the jump discontinuity is at the point t = a, then it is defined
by –

H(t-a) = u(t-a) = 0 , if t < a

1 , if t ≥ a

The jump is of magnitude 1. The unit step function u(t-a) is denoted by ua(t) i.e
H(t-a) = u(t-a) = ua(t).

f(t) f(t)

1 1

t
0 0 a t

(a) (b)

Fig. 4.2 (a) Heavyside function H(t) or unit step function u0(t)

(b) Heavyside function H(t-a) or unit step function ua(t)

The following are the examples of functions which are represented in terms of unit step
functions –

1) f1(t) = sin(t)u  (t) = 0 , if t < 

sin(t), if t ≥ 

2) f2(t) = t2u2(t) = 0 , if t < 2

t2 , if t ≥ 2

This is shown in the figure 4.3

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

f2(t)

0 2 t

Fig. 4.3 Function f2(t) = t2u2(t)

3) f3(t) = ua(t) – ub(t) = 0 , if t < a

1 , if a ≤ t ≤ b
0 , if t ≥ b

where a < b. This pulse function is shown in the figure 4.4

f3(t)

0 a b t

Figure 4.4 Function f3(t) = ua(t) – ub(t)

4.5 Laplace Transform of unit step function –

Second translation or second shifting theorem deals with the Laplace Transform of unit step
function.This theorem states that-

If L{f(t)} = F(s) and the shifted function

g(t) = f(t-a)u(t-a) = 0 , if t < a

f(t-a), if t > a

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

Then L{g(t)} = L{ f(t-a)u(t-a)} = e-asF(s)

Proof –

Using the definition of Laplace Transform,


L{g (t )}   e st g (t )dt
0

a 
  e g (t )dt   e st g (t )dt
 st

0 a

e
 st
= 0+ f (t  a)dt
a


  e st f (t  a)dt
a

Let t –a = u

Then dt = du


L{g (t )}   e s (u a ) f (u )du
0

e
 sa  su
e f (u )du
0

L{g (t )}  e  sa L{ f (t )}

 e  sa F (s )

Laplace Transform of unit step function (put f(t) = 1)

e  as
L{u (t  a)} 
s

Various discontinuous functions can be expressed in terms of unit step function as follows –

Example f(t) = f1(t) , 0 < t < a

= f2(t) , t > a

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

This can be written as –

f(t) = f1(t) + { f2(t) - f1(t)} u(t-a)

Question Express the following function in terms of the unit step function

f(t)= 5t , 0 ≤ t ≤ 2

0,t≥2

Solution This function can be expressed in terms of the unit step function u 2(t) as follows –

f(t) = 5t – 5t u2(t)

= 5t [1- u2(t)]

= 5t[u0(t)-u2(t)]

Question Express the following function in terms of the unit step function

f(t) = sint , o < t < 

= sin2t ,  < t < 2 

= sin3t , t > 2 

Solution Let f1(t) = sint

f2(t) = sin2t

f3(t) = sin3t

f(t) can be written as –

f(t) = f1(t)+(f2-f1)u(t-  )+(f3-f2)u(t-2  )

= sint+(sin2t-sint)u(t-  )+(sin3t-sin2t)u(t-2  )

Question Find the Laplace Transform of the following functions using second translation
theorem

a) f(t) = e-t , 0 < t < 3

=0,t>3

SolutionLet f1(t) = e-t

and f2(t) = 0

f(t) can be written as –

f(t) = f1(t)+{f2(t)-f1(t)}u(t-3)
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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

= e-t + {0- e-t} u(t-3)

= e-t - e-t u(t-3)

= e-t{1-u(t-3)}

So, L{f(t)} = L{e-t - e-t u(t-3)}

= L{e-t} – L{e-t u(t-3)}

1 e 3( s 1)
= 
s 1 s 1

b) g(t) = 0 , 0 < t < 5

= t-3 , t > 5

Solution To apply second translation theorem, express t-3 for t > 5 in terms of t-5 i.e
express t-3 as (t-5)+2

Thus, g(t) = 0 , 0 < t < 5

= (t-5)+2 , t > 5

Therefore, g(t) = u(t-5)f(t-5) where f(t) = t+2 for t > 0

Applying second translation theorem,

L{u(t-5)f(t-5)} = e-5sF(s)

where F(s) = L{f(t)}

=L{t+2}

= L{t} + L{2}

1 2
= 
s2 s
So, L{g(t)} = L{u(t-5)f(t-5)}

= e-5sF(s)

1 2
=e-5s[  ]
s2 s

4.6 Unit Impulse Function -

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

Impulse is considered as a force of very large magnitude and finite strength applied for just
an instant.Example forces like earthquake that produce large effects on a system when
applied for a very short interval.Many problems in physics,mechanical engineering,electrical
engineering etc. involve the concept of impulse.A unit impulse is an impulse of strength 1.
This impulse function is also called Dirac Delta Function. It is characterised by the following
properties -

1. δ(t) = 0 for all values of t 0


2.   (t )dt  1


Since no ordinary function satisfies both of these properties, δ(t) is not a function in the
usual sense of the word but is called a generalised function. It can be regarded as a
rectangular pulse with a width that has become infinitesimally small, a height that has
become infinitely large and an area that has been maintained at unity. Its most important
feature is not its shape but its effective duration (pulse width) approaches zero while its
area remains at unity. Pulses such as rectangular, exponential, triangular can be used in
impulse approximation.It is a discontinuous function and is highly irregular from the
mathematical point of view. It is defined as –

δ(t-a) =  , when t = a

= 0 , otherwise


subject to   (t  a)dt  1
0

Impulse of forces f(t) in the interval (a,a+ε)

a 
=  f (t )dt
a

Let us define the function

f  (t  a)  0 for t < a

1
= for a ≤ t ≤ a + 

 0 for t > a

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

1

Area = 1

a a+  t
It can also be represented in terms of two unit step functions as follows-

1
f (t  a)  [u(t  a)  u(t  (a   ))]

 a a  
1

0
f (t  a)dt   0 
0

a

dt  0 1
a 

Thus the impulse I  is 1

Taking the laplace transform both sides,

1
L[ f (t  a)}  L{u(t  a)  u(t  (a   ))}


1 as
 [e  e ( a ) s ]
s

1  e s )
 e as (
s

4.7 Laplace Transform of Unit Impulse Function-

Unit Impulse Function or Dirac Delta Function is denoted by δ(t-a) and is defined as the
limit of f  (t  a ) as  0 i.e

 (t  a)  lim f  (t  a)
 

Taking the Laplace Transform both sides,

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 Convolution Theorem, Unit Step Function and Unit
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L{ (t  a)}  lim L{ f (t  a)}

 0

as (1  e s )
= lim e
 0 s
L{δ(t-a)} = e-as

when a = 0, L{δ(t)} = 1

and L-1{1} = δ(t)

4.8 Relation between Unit Step Function and Unit Impulse

Function –
Unit Step Function and Unit Impulse Function are related as –

t
u (t )    ( )d


4.9 Summary –
The following table summarises the Laplace Transform of some important functions -

S.No. Function f(t) Laplace Transform F(s)

1. t F(s)G(s)
 f (t   ) g ( )d
0
2. u(t-a) e  as
s
3.  (t  a) e-as
4. F(t-a)u(t-a) e-asF(s)

4.10 Exercise
Question 1 Find the inverse laplace transform of the following using convolution theorem-

1
a)
s ( s  1)(s  2)

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 Convolution Theorem, Unit Step Function and Unit
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1 1 2 t
Answer  e  e t
2 2

1
b)
s ( s  9)
2

1  cos 3t
Answer
9

1
c)
( s  1)(s 2  1)

1
Answer (sin t  cos t  e t )
2

Question 2 Define unit step function.

Question 3 What do you mean by unit impulse function ?

Question 4 State and prove convolution theorem of laplace transform.

Multiple Choice Questions –

1) Time derivative of Unit Step Function is –

a) Unit Impulse Function
b) Another Unit Step Function
c) Sine Function
d) Unit Ramp Function

Answer (a)


2) The area under the curve   (t)dt

is –

a) 0
b) Undefined
c) Unity
d) 

Answer (c)

3) Choose the correct statement :-

t
a)  (t )   u ( )d


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 Convolution Theorem, Unit Step Function and Unit
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t
b) u (t )    ( )d


c) u (t )    ( )d


d) u (t )    ( )d
t

Answer (b)

4) L{u(t-a)} is given as –
a) e  as
e  as
b)
s
as
e
c)
s
as
d) e

Answer (b)

5) L{  (t-a)} is given as –
a) e as
e as
b)
s
e  as
c)
s
 as
d) e

Answer (d)

4.11 Glossary -
 Convolution - Convolution of two functions f and g is denoted by (f*g)(t) and is
defined as –
t
(f*g)(t) =  f ( ) g (t   )d
0

It can be regarded as a generalised product of the two functions.

 Unit Impulse Function – It is also called Dirac Delta Function and is defined as-

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 Convolution Theorem, Unit Step Function and Unit
Impulse Function

  (t )dt  1


and  (t ) = 0 for t ≠ 0
It is characterized by unit area and is concentrated at a single instant t = 0.
 Unit Step Function – It is also called Heavyside Function and is defined as-

H(t) = 0 , if t < 0

= 1 , if t ≥ 0

4.12 References -
1) Schaum’s Outlines of Theory and Problems of Laplace Transforms,Spiegel, Tata McGraw-
Hill Publishing Company Limited

2) Higher Engineering Mathematics,B.VRamana,Tata McGraw Hill Education Pvt. Ltd.

3) Advanced Engineering Mathematics, Erwin Kreyszig, Wiley India Edition.

4) Advanced Engineering Mathematics, RK Jain and SRK Iyengar, Narosa Publishing House

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