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11/22/11 - Laplace Transforms and the Convolution Integral
Convolution
Measurements (or observations -- which are really the same thing) can never be exact.
No system has an instantaneous time response.  That is, if a system is driven with a Delta-function input, the system will respond for some finite amount of time.  This is called the impulse-response of the system, and if the system is a linear system, then the impulse response totally characterizes how the system will respond to any input.
Likewise, your visual system does not have infinite resolution.  There is a limit to how fine the detail is that you can see with your naked eye.  This is how Apple markets the iPhone 4 with the "retina" display:  

http://www.apple.com/iphone/features/retina-display.html

Your visual acuity (the amount of detail you can see) depends on the "impulse-response" or the "point-spread function" of your eye.  This is never a delta function because of the limitations of the optics (cornea/lens) in your eye and the finite size of the light detectors (rods and cones) in your retina.  The sequence of graphics below show what your eye sees when viewing a sinusoidally-varying intensity pattern (a sinusoidal "bar" chart).  Note that the yellow rectangle (whose width represents the sharpness of your vision) has an area of 1, just like the delta function we saw last time.  That means as the rectangle gets wider (indicating that you see less detail), the amplitude has to decrease to maintain unit area.
The technical name for what you just witnessed is convolution.  What your eye (or any of your senses or any detector) actually sees is the convolution of the actual input with the impulse response of your eye.  The mathematical definition of the convolution is given by the following convolution integral:

The meaning of this integral can be understood graphically by taking the convolution of two rectangle functions, as follows:
Similarly, here is the convolution of a triangle and a rectangle:
Impulse response of an RC circuit:
To find out how the RC circuit responds to a rectangular pulse input (driving function) with width w, we take the convolution of the impulse response q(t) with the rectangular function f(t) = H(t)-H(t-w):
Hard way -- do the convolution integral
Easy way -- use the Convolution Theorem
Graphic to Summarize the Idea of Convolution
Homework