Finish cours produit de convolution

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flyingscorpio@arch-desktop 2021-11-28 19:01:08 +01:00
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\subsection{Interprétation physique}
\begin{center}
\hfill
\begin{tikzpicture}
\draw[help lines, dashed] (-2,-1) grid (5,3);
\draw[-latex] (-2,0) -- (5,0) node[below]{$\tau$};
\draw[thick, orange,smooth]
(0,0) -- (0,3)
plot[domain=0:5]({\x}, {1.5/(0.5+\x)}) node[above]{$x(\tau)$}
plot[domain=0:5]({\x}, {1.5/(0.5+\x)})
;
\draw[thick, teal]
(0,0) -- (0,1.5) node[left]{$y(\tau)$}
(0,0) -- (0,1.5)
plot[domain=0:1]({\x}, {1.5})
(1,1.5) -- (1,0)
;
\node at (0,-0.3) {0};
\node at (1,-0.3) {$T$};
\node[orange,anchor=east] at (5,2.5) {$x(\tau)$};
\node[teal,anchor=east] at (5,2) {$y(t - \tau)$};
\end{tikzpicture}
\hfill
\begin{tikzpicture}
\draw[help lines, dashed] (-2,-1) grid (5,3);
\draw[-latex] (-2,0) -- (5,0) node[below]{$\tau$};
\draw[thick, orange,smooth]
(0,0) -- (0,3)
plot[domain=0:5]({\x}, {1.5/(0.5+\x)}) node[above]{$x(\tau)$}
plot[domain=0:5]({\x}, {1.5/(0.5+\x)})
;
\draw[thick, teal]
(-1.5,0) -- (-1.5,1.5) node[above]{$y(t - \tau)$}
(-1.5,0) -- (-1.5,1.5)
plot[domain=-1.5:-0.5]({\x}, {1.5})
(-0.5,1.5) -- (-0.5,0)
;
\node at (-1.5,-0.3) {$t-T$};
\node at (-0.5,-0.3) {$t$};
\node[orange,anchor=east] at (5,2.5) {$x(\tau)$};
\node[teal,anchor=east] at (5,2) {$y(t - \tau)$};
\end{tikzpicture}
\hfill
\hfill
\begin{tikzpicture}
\draw[help lines, dashed] (-2,-1) grid (5,3);
\fill [red!30,domain=0:0.5,variable=\x]
(0,0)
-- plot ({\x}, {1.5/(0.5+\x)})
node[above right,red] {$x(\tau) \cdot y(t - \tau)$}
-- (0.5,0)
-- cycle;
(0,0) -- plot ({\x}, {1.5/(0.5+\x)}) -- (0.5,0) -- cycle
;
\draw[-latex] (-2,0) -- (5,0) node[below]{$\tau$};
\draw[thick, orange,smooth]
(0,0) -- (0,3)
plot[domain=0:5]({\x}, {1.5/(0.5+\x)}) node[above]{$x(\tau)$}
plot[domain=0:5]({\x}, {1.5/(0.5+\x)})
;
\draw[thick, teal]
(-0.5,0) -- (-0.5,1.5) node[left]{$y(t - \tau)$}
(-0.5,0) -- (-0.5,1.5)
plot[domain=-0.5:0.5]({\x}, {1.5})
(0.5,1.5) -- (0.5,0)
;
\node at (-0.5,-0.3) {$t-T$};
\node at (0.5,-0.3) {$t$};
\node[orange,anchor=east] at (5,2.5) {$x(\tau)$};
\node[teal,anchor=east] at (5,2) {$y(t - \tau)$};
\node[red,anchor=east] at (5,1.5) {$x(\tau) \cdot y(t - \tau)$};
\end{tikzpicture}
\hfill
\begin{tikzpicture}
\draw[help lines, dashed] (-2,-1) grid (5,3);
\fill [red!30,domain=0.5:1.5,variable=\x]
node[above,red] {$x(\tau) \cdot y(t - \tau)$}
(0.5,0)
-- plot ({\x}, {1.5/(0.5+\x)})
-- (1.5,0)
-- cycle;
(0.5,0) -- plot ({\x}, {1.5/(0.5+\x)}) -- (1.5,0) -- cycle
;
\draw[-latex] (-2,0) -- (5,0) node[below]{$\tau$};
\draw[thick, orange,smooth]
(0,0) -- (0,3)
plot[domain=0:5]({\x}, {1.5/(0.5+\x)}) node[above]{$x(\tau)$}
plot[domain=0:5]({\x}, {1.5/(0.5+\x)})
;
\draw[thick, teal]
(0.5,0) -- (0.5,1.5)
plot[domain=0.5:1.5]({\x}, {1.5})
(1.5,1.5)
node[right]{$y(t - \tau)$}
-- (1.5,0)
(1.5,1.5) -- (1.5,0)
;
\node at (0.5,-0.3) {$t-T$};
\node at (1.5,-0.3) {$t$};
\node[orange,anchor=east] at (5,2.5) {$x(\tau)$};
\node[teal,anchor=east] at (5,2) {$y(t - \tau)$};
\node[red,anchor=east] at (5,1.5) {$x(\tau) \cdot y(t - \tau)$};
\end{tikzpicture}
\hfill
\subsection{Propriétés}
Soient $f$, $g$ et $h$ trois fonctions dérivables sur $\mathbb{R}$ pour presque tout $t \in \mathbb{R}$.
\paragraph{Commutativité}
\begin{equation*}
(f*g)(t) = (g*f)(t)
\end{equation*}
\paragraph{Distributivité}
\begin{equation*}
(f*(g+h))(t) = (f*g)(t) + (f*h)(t)
\end{equation*}
\paragraph{Associativité}
\begin{align*}
((f*g)*h)(t) &= (f*(g*h))(t) \\
&= \int_{\mathbb{R}} (f*g)(t-\tau) h(\tau) \dif \tau \\
&= \int_{\mathbb{R}} \int_{\mathbb{R}} f(t-\tau-\nu) g(\nu) h(\tau) \dif \tau
\end{align*}
\paragraph{Parité}
Si les fonctions $f$ et $g$ sont paires alors le produit de convolution de $f$ et $g$ est pair.
\subsection{Produit de convolution et filtrage (SLIT)}
\begin{center}
\begin{tikzpicture}[every text node part/.style={align=center}]
\node[rectangle,draw,minimum width=3cm,thick] (r) at (0,0) {$h(t)$ \\ SLIT};
\draw[-latex]++(-3cm,0) -- (r.west) node[above,at start]{$x(t)$} node[below,at start]{entrée};
\draw[-latex](r) -- ++(3cm,0) node[above]{$y(t)$} node[below]{sortie};
\end{tikzpicture}
\end{center}
Un filtre peut être défini~:
\begin{itemize}
\item en fréquence~: $H(j\omega)$ (\emph{fonction de transfert})
\item en temps~: $h(t)$ (\emph{réponse impulsionnelle})
\end{itemize}
Pour la réponse impulsionnelle~:
La sortie $h(t)$ est obtenue lorsqu'en entrée du filtre on applique un \emph{signal impulsionnel}.
Ce signal impulsionnel est modélisé par l'\emph{impulsion de Dirac}, $\delta$.
\begin{center}
\begin{tikzpicture}[every text node part/.style={align=center}]
\node[rectangle,draw,minimum width=3cm,thick] (r) at (0,0) {$h(t)$ \\ SLIT};
\draw[-latex]++(-3cm,0) -- (r.west) node[above,at start]{$x(t) = \delta(t)$};
\draw[-latex](r) -- ++(3cm,0) node[above]{$y(t) = h(t)$};
\end{tikzpicture}
\end{center}
On a donc~:
\begin{equation*}
y(t) = (h*x)(t) = h(t)
\end{equation*}
$\delta$ est l'élément neutre du produit de convolution, de la même façon que 0 est l'élément neutre de l'addition et que 1 est l'élément neutre de la multiplication.
\begin{equation*}
(f*\delta)(t) = f(t)
\end{equation*}
\paragraph{Retard}
\begin{equation*}
(f*\delta_{t_0})(t) = f(t - t_0)
\end{equation*}
$\delta_{t_0}$ est l'impulsion de Dirac retardée de $t_0$~: \quad $\delta_{t_0} = \delta(t - t_0)$.
\begin{center}
\begin{tikzpicture}
\draw[-latex] (-0.5,0) -- (2,0) node[right]{$t$};
\draw[-latex] (0,-0.2) -- (0,2) node[above]{$\delta(t-t_0)$};
\draw[-latex,thick, red]
(1,0) -- (1,1)
;
\node at (-0.2,-0.3) {0};
\node at (1,-0.3) {$t_0$};
\end{tikzpicture}
\end{center}