卷积与卷积定理

卷积定义

设$f(t)和f(t)在(-\infty ,+\infty )内有定义，若反常积分{\int }_{-\infty }^{+\infty }{f}_1(\tau )f_2(t-\tau )d\tau 对任何实数t收敛，则它定义了一个自变量为t的函数，称此函数为f_1(t)与f_2(t)的卷积，记为f_1(t)\ast f_2(t),$

$$f_1(t)\ast f_2(t)={\int }_{-\infty }^{+\infty }{f}_1(\tau )$$
$$f_1(t)\ast f_2(t)={\int }_0^t{f}_1(\tau )f_2(t-\tau )d\tau (t\ge 0).$$

运算律

交换律：$f_1(t)\ast f_2(t)=f_2(t)\ast f_1(t)$

结合律：$f_1(t)\ast [f_2(t)\ast f_3(t)]=[f_1(t)\ast f_2(t)]\ast f_3(t)$

分配律：$f_1(t)\ast [f_2(t)+f_3(t)]=f_1(t)\ast f_2(t)+f_1(t)\ast f_3(t)$

卷积定理

傅里叶卷积定律

设$F_1(\omega )=\mathcal{F}[f_1(t)],F_2(\omega )=\mathcal{F}[f_2(t)]$，则有

$$\mathcal{F}[f_1(t)\ast f_2(t)]=F_1(\omega )\cdot F_2(\omega ),$$
$$\mathcal{F}[f_1(t)\cdot f_2(t)]=\frac{1}{2\pi }{F}_1(\omega )\ast F_2(\omega ).$$

拉普拉斯卷积定理

设$\mathcal{L}[f_1(t)]=F_1(s),，\mathcal{L}[f_2(t)]=F_2(s)$，则有

$$\mathcal{L}[f_1(t)\ast f_2(t)]=F_1(s)\cdot F_2(s).$$

$${\mathcal{L}}^{-1}[F_1(s)\cdot F_2(s)]=f_1(t)\ast f_2(t)$$