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Convolution Example - Differential Equations and Matrix Algebra II | MA 222, Study notes of Mathematics

Material Type: Notes; Class: Diff Equations & Matrix Alg II; Subject: Mathematics; University: Rose-Hulman Institute of Technology; Term: Unknown 1989;

Typology: Study notes

Pre 2010

Uploaded on 08/13/2009

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Convolution example
Suppose f(t) = cos(at), g(t) = sin(at).Then
fg(t) = Zt
0
cos(at ) sin()
=Zt
0
cos(at) cos() sin() + sin(at) sin( ) sin( )
= cos(at)Zt
0
cos() sin() + sin(at)Zt
0
sin2()
= cos(at)Zt
0
cos()dcos()
a+ sin(at)Zt
0
1cos(2)
2
= cos(at)·cos2()
2a¸t
0
+ sin(at)·1
2sin(2)
4a¸t
0
= cos(at)·cos2(at)
2a
1
2a¸+ sin(at)·1
2tsin(2at)
4a¸
= cos(at)·cos2(at)
2a
1
2a¸+ sin(at)·1
2t+2 sin(at) cos(at)
4a¸
=cos2(at)
2acos(at) + sin2(at)
2acos(at)1
2acos(at) + 1
2tsin(at)
=cos2(at) + sin2(at)
2a
1
2acos(at) + 1
2tsin(at)
=1
2tsin(at).
1

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Convolution example

Suppose f (t) = cos(at), g(t) = sin(at). Then

f ∗ g(t) =

∫ (^) t

0

cos(at − aτ ) sin(aτ )dτ

∫ (^) t

0

cos(at) cos(aτ ) sin(aτ ) + sin(at) sin(aτ ) sin(aτ )dτ

= cos(at)

∫ (^) t

0

cos(aτ ) sin(aτ )dτ + sin(at)

∫ (^) t

0

sin^2 (aτ )dτ

= cos(at)

∫ (^) t

0

cos(aτ )d

cos(aτ ) a

  • sin(at)

∫ (^) t

0

1 − cos(2aτ ) 2

= cos(at)

[

cos^2 (aτ ) 2 a

]t

0

  • sin(at)

[

2 −^

sin(2aτ ) 4 a

]t

0 = cos(at)

[

cos^2 (at) 2 a

2 a

]

  • sin(at)

[

t − sin(2at) 4 a

]

= cos(at)

[

cos^2 (at) 2 a −^

2 a

]

  • sin(at)

[

2 t^ +

2 sin(at) cos(at) 4 a

]

cos^2 (at) 2 a cos(at) +

sin^2 (at) 2 a cos(at)^ −^

2 a cos(at) +

2 t^ sin(at)

=

cos^2 (at) + sin^2 (at) 2 a

2 a

cos(at) +

t sin(at)

=

t sin(at).