Reply by Jerry Avins October 8, 20052005-10-08
lucy wrote:
> The problem is that I could not find a good example to test them...
A unit impulse is the simplest test probe for impulse response. By definition.
> My feeling tells that for convolution defined from -inf to +inf, > > Cov(diff(f(t)), a(t)) > =Cov(f(t), diff(a(t))) > =diff(Cov(f(t), a(t))) > > am I right? > > For convolution defined from 0 to t, > the above do not hold, > we have to take initial conditions into consideration, > diff(Cov(f(t), a(t))) > =f(0)*a(t)+Cov(diff(f(t)), a(t)) > =f(t)*a(0)+Cov(f(t), diff(a(t))) > > am I right?
You can think of the initial conditions at t = 0 being the result of convolution from -infinity to zero, if you like.
> I think I am near that point which clarifies everything...
I'm really pleased. I hope you are too. Jerry -- Engineering is the art of making what you want from things you can get. �����������������������������������������������������������������������
Reply by lucy October 8, 20052005-10-08
The problem is that I could not find a good example to test them...

My feeling tells that for convolution defined from -inf to +inf,

Cov(diff(f(t)), a(t))
=Cov(f(t), diff(a(t)))
=diff(Cov(f(t), a(t)))

am I right?

For convolution defined from 0 to t,
the above do not hold,
we have to take initial conditions into consideration,
diff(Cov(f(t), a(t)))
=f(0)*a(t)+Cov(diff(f(t)), a(t))
=f(t)*a(0)+Cov(f(t), diff(a(t)))

am I right?

I think I am near that point which clarifies everything...

Reply by rhnl...@yahoo.com October 7, 20052005-10-07
lucy wrote:
> I still don't understand it... > > Please tell me if you know which derivation is correct...
Although trying a known example will not tell you if a derivation is correct, it might tell you if a derivation is incorrect. Do you know of any example step responses? Have you tried them using the methods of each derivation? -- rhn
Reply by Jerry Avins October 7, 20052005-10-07
lucy wrote:
> I still don't understand it... > > Please tell me if you know which derivation is correct... > > Thanks a lot!
Your functions are all in time. Since y(t_step) --the step response-- is t integral[y(t_impulse)]dt 0 (where t_impulse is the impulse response and the impulse itself occurs at t=0), Obtain the step response by direct integration and then decide whether convolution or multiplication makes sense. Did I meet you half way? Jerry -- Engineering is the art of making what you want from things you can get. �����������������������������������������������������������������������
Reply by lucy October 7, 20052005-10-07
I still don't understand it...

Please tell me if you know which derivation is correct...

Thanks a lot!

Reply by Jerry Avins October 3, 20052005-10-03
lucy wrote:
> Hi all, > > Suppose the forced input to the system is f(t), the step response of > the system is a(t) and the output is y(t). > > Now we want to find y(t), > > I am confused:
... I won't answer your question because I think you can answer it yourself. One way to discern the correct method is applying both to a simple case with known result and observing which method gives that result. When you know which is correct, I think you will easily see why it must be so. Jerry -- Engineering is the art of making what you want from things you can get. �����������������������������������������������������������������������
Reply by lucy October 3, 20052005-10-03
Hi all,

Suppose the forced input to the system is f(t), the step response of
the system is a(t) and the output is y(t).

Now we want to find y(t),

I am confused:

Which of the following is the correct output y(t)?

(1)       y(t)=convolution(differentiate(a(t)), f(t))

and

(2)       y(t)=differentiate(convolution(a(t), f(t))

???

All "differentiate" and "convolve" operations are w.r.t. "t"...

Using infinite summation of piecewise response to the input f(t) and
then take limit as n->infinity,

I can obtain

y(t)=differentiate(convolution(a(t), f(t));


But when think about the diff(step-response of the system)=impulse
response of the system,

I obtained

y(t)=convolution(differentiate(a(t)), f(t));

Please zoom in the following picture to see the detailed derivations...

http://www.yourupload.com//uploads/losemind/dc46a-Capture9.JPG

--------------------------

Note there the convolution is defined as integration(a(t-u)*f(u), u
from 0 to t), instead of the integration(a(t-u)*f(u), u from -infinity
to +infinity)...

I think this makes a big difference... for the above two equations (1)
and (2)...

If the convolution is defined as

integration(a(t-u)*f(u), u from -infinity to +infinity)

the above two equations should be the same...

Am I right?