262 CHAPTER 5 Series and Differential Equations
provided the improper integral exists. Assuming that f ∗g(x)
exists for allx, show that “∗” is commutative, i.e., that
f∗g(x) =g∗f(x), for allx.
We shall meet the convolution again in our study of statistics
(page 370).
- Leta >0 be a constant, and set
f(x) =
e−at ifx≥ 0
0 ifx < 0.
Show that ifg(x) is defined for allx∈R, then
f∗g(x) = e−ax
∫x
−∞g(t)e
atdx
provided the improper integral exists.
Now computef∗g(x),wheregis as above and where
(a) f(x) = sinbx, whereb >0 is a constant.
(b) f(x) =x^2.
(c) f(x) =
1 ifx≥ 0
0 ifx < 0.
(d) f(x) =
sinbx ifx≥ 0
0 ifx < 0
whereb >0 is a constant.
- (Convolution and the Low-Pass Filter) In electrical engineering
one frequently has occasion to study theRClow-pass filter, whose
schematic diagram is shown below. This is a “series” circuit with
a resistor having resistance R Ω (“ohms”) and a capacitor with
capacitance C F (“Farads”). An input voltage of x(t) volts is
applied at the input terminals and the voltagey(t) volts is observed
at the output. The variabletrepresents time, measured in seconds.