Unit 6, lesson 36

Impulses, Transfer Functions, and Poles

How the Dirac delta distribution models a unit impulse, why an impulse makes the velocity jump, and how a transfer function and its poles describe the zero-state response and bounded-input bounded-output stability.

  • Video 36
  • Convolution, Impulses and Transfer Functions

A hammer tap lasts a few milliseconds. In that time the struck mass hardly moves, yet it leaves with a new velocity. The exact shape of the force is rarely known, and for a very short blow it does not matter, because only the total impulse, the area under the force curve, survives in the limit. This lesson makes that limit precise with the Dirac delta, finds the velocity jump it causes, and describes the response through the transfer function and its poles, including what the poles do not say about stability. Throughout, t≥0t \ge 0 is time and a prime means a derivative with respect to tt.

Key terms

Dirac delta distribution

Definition Fix a real number aa. The Dirac delta at aa, written δ(t−a)\delta(t - a), is the distribution that assigns to each test function φ\varphi, meaning a smooth function that vanishes outside some bounded interval, the number

⟨δ(t−a),φ⟩=φ(a).\langle \delta(t - a), \varphi \rangle = \varphi(a).

It is not a function. No function gg that is integrable on bounded intervals satisfies ∫g(t)φ(t) dt=φ(a)\int g(t)\varphi(t)\,dt = \varphi(a) for every test function φ\varphi, so it makes no sense to ask for the value of δ(t−a)\delta(t - a) at t=at = a. The familiar notation ∫δ(t−a)φ(t) dt=φ(a)\int \delta(t - a)\varphi(t)\,dt = \varphi(a) is shorthand for this rule, and it is also used for functions φ\varphi that are merely continuous at aa. In this shorthand ∫αβδ(t−a) dt\int_\alpha^\beta \delta(t - a)\,dt equals 11 when α<a<β\alpha < a < \beta and 00 when a<αa < \alpha or a>βa > \beta. An endpoint a=αa = \alpha or a=βa = \beta needs a stated convention.

In plain words The delta is one unit of area squeezed into a single instant. It is known only by what it does inside an integral, where it picks out the value of the other factor at that instant.

Example For φ(t)=cos⁡(πt)\varphi(t) = \cos(\pi t) the rule gives ∫05δ(t−2)cos⁡(πt) dt=cos⁡2π=1\int_0^5 \delta(t - 2)\cos(\pi t)\,dt = \cos 2\pi = 1, while ∫35δ(t−2)cos⁡(πt) dt=0\int_3^5 \delta(t - 2)\cos(\pi t)\,dt = 0, because the instant t=2t = 2 lies outside [3,5][3, 5]. Drawing δ(t−2)\delta(t - 2) as an infinitely tall spike at t=2t = 2 gives no number to compute with. The location 22 and the area 11 are all the information it carries.

Unit impulse

Definition An impulse of strength JJ at time a>0a > 0 is the input J δ(t−a)J\,\delta(t - a), and a unit impulse is the case J=1J = 1. It is the limit of short pulses of area JJ. For ε>0\varepsilon > 0 let dεd_\varepsilon equal J/εJ/\varepsilon on [a,a+ε)[a, a + \varepsilon) and 00 elsewhere. For every φ\varphi continuous at aa, as ε→0+\varepsilon \to 0^+,

∫dε(t) φ(t) dt=Jε∫aa+εφ(t) dt→Jφ(a),\begin{aligned} &\int d_\varepsilon(t)\,\varphi(t)\,dt \\[0.4em] &\quad = \frac{J}{\varepsilon}\int_a^{a + \varepsilon} \varphi(t)\,dt \\[0.4em] &\quad \to J\varphi(a), \end{aligned}

since the middle line is JJ times the average of φ\varphi over a shrinking interval. The height J/εJ/\varepsilon grows without bound while the area stays JJ, so the limit is described by its area and not by a height. For a>0a > 0, applying the rule to e−ste^{-st} gives the Laplace transform

L{δ(t−a)}(s)=e−as\mathcal{L}\{\delta(t - a)\}(s) = e^{-as}

for every complex ss, and the same value is the limit of the Laplace transforms of the pulses with J=1J = 1. An impulse at a=0a = 0 sits at the endpoint of the one-sided integral and needs a convention. The usual one starts the integral just before 00 and gives L{δ(t)}=1\mathcal{L}\{\delta(t)\} = 1.

In plain words An impulse is a push so short that only its total effect counts. If the input is a force in newtons, the strength JJ is the area under the force curve, measured in newton seconds.

Example A pulse of height 3030 on [2,2.1)[2, 2.1) and a pulse of height 300300 on [2,2.01)[2, 2.01) both have area 33, and narrower and narrower pulses of area 33 approach the impulse 3δ(t−2)3\delta(t - 2). At s=1s = 1 the Laplace transforms of the two pulses are 3e−2(1−e−0.1)/0.1≈0.38643e^{-2}(1 - e^{-0.1})/0.1 \approx 0.3864 and 3e−2(1−e−0.01)/0.01≈0.40403e^{-2}(1 - e^{-0.01})/0.01 \approx 0.4040. They approach 3e−2≈0.40603e^{-2} \approx 0.4060, the value of L{3δ(t−2)}=3e−2s\mathcal{L}\{3\delta(t - 2)\} = 3e^{-2s} at s=1s = 1.

Velocity jump at an impulse

Definition Let m>0m > 0, cc and kk be constants, let a>0a > 0, and let yy solve

my′′+cy′+ky=J δ(t−a),\begin{aligned} &m y'' + c y' + k y \\[0.4em] &\quad = J\,\delta(t - a), \end{aligned}

understood as the limit of the responses to the pulses dεd_\varepsilon of area JJ. Then yy is continuous at t=at = a, its velocity jumps by

y′(a+)−y′(a−)=Jm,y'(a^+) - y'(a^-) = \frac{J}{m},

and on each side of aa the solution satisfies the homogeneous equation. To find the size of the jump, integrate the equation over [a−ε,a+ε][a - \varepsilon, a + \varepsilon],

m y′∣a−εa+ε+c y∣a−εa+ε+k∫a−εa+εy dt=J,\begin{aligned} &m\,y'\Big|_{a - \varepsilon}^{a + \varepsilon} + c\,y\Big|_{a - \varepsilon}^{a + \varepsilon} \\[0.4em] &\quad + k\int_{a - \varepsilon}^{a + \varepsilon} y\,dt = J, \end{aligned}

and let ε→0+\varepsilon \to 0^+. Since yy is continuous and bounded near aa, the second and third terms tend to 00. The position itself cannot jump, because a jump in yy would put a multiple of δ\delta into y′y' and the derivative of δ\delta into y′′y'', and the right side contains no such term. For an equation of order nn the same argument makes the derivative of order n−1n - 1 jump by JJ divided by the leading coefficient, while all lower derivatives stay continuous.

In plain words A sudden kick changes how fast the mass moves, not where it is. The change in velocity is the impulse divided by the mass, as the momentum law says, and afterwards the mass moves freely from its old position with its new velocity.

Example Take y′′+3y′+2y=3δ(t−2)y'' + 3y' + 2y = 3\delta(t - 2) with y(0)=y′(0)=0y(0) = y'(0) = 0, so m=1m = 1 and J=3J = 3. Before the kick nothing drives the system, and y=0y = 0. Just after it, y(2+)=0y(2^+) = 0 and y′(2+)=3y'(2^+) = 3. With τ=t−2\tau = t - 2, the homogeneous solution with these values is

y=3(e−τ−e−2τ)y = 3\left(e^{-\tau} - e^{-2\tau}\right)

for τ>0\tau > 0. Its value at τ=0\tau = 0 is 00, and its derivative 3(−e−τ+2e−2τ)3(-e^{-\tau} + 2e^{-2\tau}) equals 33 there. The mass reaches its largest displacement 34\tfrac{3}{4} at τ=ln⁡2\tau = \ln 2 and then decays back toward 00.

Transfer function

Definition Consider again a linear equation with constant coefficients,

any(n)+⋯+a1y′+a0y=f(t),an≠0,\begin{aligned} &a_n y^{(n)} + \cdots + a_1 y' + a_0 y \\[0.4em] &\quad = f(t), \qquad a_n \ne 0, \end{aligned}

with input ff and output yy. Zero initial conditions mean y(0)=y′(0)=⋯=y(n−1)(0)=0y(0) = y'(0) = \cdots = y^{(n-1)}(0) = 0, so the system is at rest when the input starts. Under them, the Laplace transform of the equation is p(s)Y(s)=F(s)p(s)Y(s) = F(s) with p(s)=ansn+⋯+a1s+a0p(s) = a_n s^n + \cdots + a_1 s + a_0, so

Y(s)=H(s) F(s),H(s)=1p(s).\begin{gathered} Y(s) = H(s)\,F(s), \\[0.4em] H(s) = \frac{1}{p(s)}. \end{gathered}

The function HH is the transfer function. It depends only on the equation, it is the Laplace transform of the impulse-response kernel hh, and in time the relation reads y=h∗fy = h * f. With nonzero initial values the Laplace transform of yy gains a further term, a polynomial built from the initial values divided by p(s)p(s), and the transfer function does not describe that part. When the right side of a model also contains derivatives of the input, the same construction, with zero initial values for the input as well, gives a ratio of two polynomials H(s)=q(s)/p(s)H(s) = q(s)/p(s).

In plain words The transfer function is the multiplier that turns the Laplace transform of the input into that of the output, for a system that starts at rest. It describes the system once, whatever the input.

Example For y′′+3y′+2y=fy'' + 3y' + 2y = f the transfer function and its partial fractions are

H(s)=1(s+1)(s+2)=1s+1−1s+2,\begin{aligned} H(s) &= \frac{1}{(s + 1)(s + 2)} \\[0.4em] &= \frac{1}{s + 1} - \frac{1}{s + 2}, \end{aligned}

so h(t)=e−t−e−2th(t) = e^{-t} - e^{-2t} for t≥0t \ge 0. For the input 3δ(t−2)3\delta(t - 2) the Laplace transform of the response is Y=3e−2sH(s)Y = 3e^{-2s}H(s). With the Heaviside step uu, the second shifting theorem gives y=3u(t−2)(e−(t−2)−e−2(t−2))y = 3u(t - 2)\bigl(e^{-(t - 2)} - e^{-2(t - 2)}\bigr), the same response that the velocity jump produced. If instead the input is 00 while y(0)=1y(0) = 1 and y′(0)=0y'(0) = 0, the Laplace transform of the equation gives Y=(s+3)/((s+1)(s+2))Y = (s + 3)/((s + 1)(s + 2)) and y=2e−t−e−2ty = 2e^{-t} - e^{-2t}. This motion comes from the initial state alone. With zero input the product H(s)F(s)H(s)F(s) is zero, so the transfer function cannot account for it, which is why it is defined under zero initial conditions.

Poles of a transfer function

Definition Write a rational transfer function in lowest terms, H(s)=q(s)/p(s)H(s) = q(s)/p(s) with polynomials qq and pp that have no common root. Its poles are the roots of pp, real or complex, the points near which ∣H(s)∣\lvert H(s) \rvert grows without bound. If deg⁡q<deg⁡p\deg q < \deg p, partial fractions show that the impulse-response kernel hh is a combination of the terms tjeλtt^j e^{\lambda t}, one for each pole λ\lambda and each jj smaller than its multiplicity. A conjugate pair α±iβ\alpha \pm i\beta gives the real terms tjeαtcos⁡βtt^j e^{\alpha t}\cos\beta t and tjeαtsin⁡βtt^j e^{\alpha t}\sin\beta t. So the real part of each pole sets the growth or decay of a mode of hh. A root of pp that cancels against a root of qq is not a pole, and its mode does not appear in hh. When H=1/pH = 1/p, as for the equations above, the poles are exactly the roots of the characteristic polynomial.

In plain words The poles are the exponents of the modes that connect the input to the output. Poles to the left of the imaginary axis belong to modes that fade, and poles to the right belong to modes that grow.

Example The transfer function 1/((s+1)(s+2))1/((s + 1)(s + 2)) has the poles −1-1 and −2-2, matching the modes e−te^{-t} and e−2te^{-2t} of its kernel. The transfer function 1/(s2+2s+5)1/(s^2 + 2s + 5) has the complex poles −1±2i-1 \pm 2i and the kernel h(t)=12e−tsin⁡2th(t) = \tfrac{1}{2}e^{-t}\sin 2t, an oscillation inside a decaying envelope. The transfer function 1/(s+1)21/(s + 1)^2 has a double pole at −1-1 and the kernel h(t)=te−th(t) = t e^{-t}, which still decays because the exponential beats the factor tt.

Bounded-input bounded-output stability

Definition A system whose zero-state response is y=h∗fy = h * f is bounded-input bounded-output stable, or BIBO stable, if every input ff that is bounded on [0,∞)[0, \infty) produces a response yy that is bounded on [0,∞)[0, \infty). For a piecewise continuous kernel hh this holds exactly when

∫0∞∣h(t)∣ dt<∞,\int_0^\infty \lvert h(t) \rvert\,dt < \infty,

and then ∣f∣≤B\lvert f \rvert \le B gives ∣y(t)∣≤B∫0∞∣h∣ dt\lvert y(t) \rvert \le B\int_0^\infty \lvert h \rvert\,dt for all t≥0t \ge 0. For a rational transfer function in lowest terms with deg⁡q≤deg⁡p\deg q \le \deg p, BIBO stability holds exactly when every pole has negative real part. The statement concerns only the zero state and the chosen input and output. A mode that cancels from HH, or that the input cannot excite or the output cannot see, may still grow from a nonzero initial state, so BIBO stability does not show that every internal state stays bounded. Poles on the imaginary axis fail the test, even though the free motion they describe stays bounded when they are simple.

In plain words A BIBO stable system cannot be driven to unbounded output by an input that stays bounded. It is a promise about what goes in and what comes out of a system that starts at rest, not about everything inside it.

Example For H(s)=1/((s+1)(s+2))H(s) = 1/((s + 1)(s + 2)) both poles are negative, and the kernel h(t)=e−t−e−2th(t) = e^{-t} - e^{-2t} is never negative, so ∫0∞∣h∣ dt=1−12=12\int_0^\infty \lvert h \rvert\,dt = 1 - \tfrac{1}{2} = \tfrac{1}{2}. Every input with ∣f∣≤B\lvert f \rvert \le B gives ∣y∣≤B/2\lvert y \rvert \le B/2, and the constant input BB comes as close to this bound as we like, since its response tends to BH(0)=B/2BH(0) = B/2. By contrast, take two quantities xx and zz with x′=xx' = x and z′=−2z+fz' = -2z + f, and let the output be y=zy = z. The transfer function from ff to yy is 1/(s+2)1/(s + 2), which is BIBO stable, but x(0)=1x(0) = 1 gives x=etx = e^{t}, which grows without bound. The mode ete^{t} is invisible from this input and output.

Check yourself

  1. Evaluate ∫04(t2+1) δ(t−3) dt\int_0^4 (t^2 + 1)\,\delta(t - 3)\,dt and ∫02(t2+1) δ(t−3) dt\int_0^2 (t^2 + 1)\,\delta(t - 3)\,dt, and find the Laplace transform of 2δ(t−3)2\delta(t - 3).
Show the answer

The instant t=3t = 3 lies inside [0,4][0, 4], so the first integral picks out 32+1=103^2 + 1 = 10. It lies outside [0,2][0, 2], so the second integral is 00. By linearity and L{δ(t−3)}=e−3s\mathcal{L}\{\delta(t - 3)\} = e^{-3s}, the Laplace transform of 2δ(t−3)2\delta(t - 3) is 2e−3s2e^{-3s}, for every ss.

  1. A mass of 22 kilograms on a spring obeys 2y′′+8y=4δ(t−1)2y'' + 8y = 4\delta(t - 1), with yy in meters, tt in seconds and an impulse of 44 newton seconds, and it is at rest at time 00. A classmate says the velocity just after the kick is 44 meters per second. Find the correct velocity and the response.
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The velocity jumps by the impulse divided by the mass, J/m=4/2=2J/m = 4/2 = 2, so y′(1+)=2y'(1^+) = 2 meters per second, while y(1+)=0y(1^+) = 0. The classmate used the impulse itself, which equals the jump only when the mass is 11 kilogram. For t>1t > 1 the mass moves freely under y′′+4y=0y'' + 4y = 0, and the solution with these values is sin⁡(2(t−1))\sin(2(t - 1)). So the response is y(t)=u(t−1)sin⁡(2(t−1))y(t) = u(t - 1)\sin(2(t - 1)).

The Laplace route agrees. With zero initial values Y=4e−s/(2s2+8)=2e−s/(s2+4)Y = 4e^{-s}/(2s^2 + 8) = 2e^{-s}/(s^2 + 4), and the second shifting theorem inverts this to the same function. Its derivative 2cos⁡(2(t−1))2\cos(2(t - 1)) equals 22 just after t=1t = 1.

  1. Now drive the same spring by an input, 2y′′+8y=f2y'' + 8y = f. With f=0f = 0 its free motion C1cos⁡2t+C2sin⁡2tC_1\cos 2t + C_2\sin 2t stays bounded. Is the system BIBO stable?
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No. The transfer function H(s)=1/(2(s2+4))H(s) = 1/(2(s^2 + 4)) has the poles ±2i\pm 2i on the imaginary axis. Its kernel is h(t)=14sin⁡2th(t) = \tfrac{1}{4}\sin 2t, and ∫0∞∣h∣ dt\int_0^\infty \lvert h \rvert\,dt diverges. A bounded input that produces an unbounded output is f(t)=sin⁡2tf(t) = \sin 2t, which drives the spring at its natural frequency. The zero-state response is

y(t)=sin⁡2t−2tcos⁡2t16,y(t) = \frac{\sin 2t - 2t\cos 2t}{16},

which satisfies 2y′′+8y=sin⁡2t2y'' + 8y = \sin 2t with y(0)=y′(0)=0y(0) = y'(0) = 0 and oscillates with an amplitude that grows like t/8t/8. Bounded free motion does not imply BIBO stability.

How this lesson connects