
In
signal processing
Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing '' signals'', such as sound, images, and scientific measurements. Signal processing techniques are used to optimize transmissions, ...
and
control theory
Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a ...
, the impulse response, or impulse response function (IRF), of a
dynamic system is its output when presented with a brief input signal, called an
impulse (). More generally, an impulse response is the reaction of any dynamic system in response to some external change. In both cases, the impulse response describes the reaction of the system as a
function of time (or possibly as a function of some other
independent variable that parameterizes the dynamic behavior of the system).
In all these cases, the dynamic system and its impulse response may be actual physical objects, or may be mathematical systems of equations describing such objects.
Since the impulse function contains all frequencies (see
the Fourier transform of the Dirac delta function, showing infinite frequency bandwidth that the Dirac delta function has), the impulse response defines the response of a
linear time-invariant system for all frequencies.
Mathematical considerations
Mathematically, how the impulse is described depends on whether the system is modeled in
discrete or
continuous time. The impulse can be modeled as a
Dirac delta function for
continuous-time systems, or as the
Kronecker delta for
discrete-time systems. The Dirac delta represents the limiting case of a
pulse made very short in time while maintaining its area or integral (thus giving an infinitely high peak). While this is impossible in any real system, it is a useful idealisation. In
Fourier analysis theory, such an impulse comprises equal portions of all possible excitation frequencies, which makes it a convenient test probe.
Any system in a large class known as ''linear, time-invariant'' (
LTI) is completely characterized by its impulse response. That is, for any input, the output can be calculated in terms of the input and the impulse response. (See
LTI system theory.) The impulse response of a
linear transformation is the image of
Dirac's delta function under the transformation, analogous to the
fundamental solution of a
partial differential operator
In mathematics, a differential operator is an operator defined as a function of the differentiation operator. It is helpful, as a matter of notation first, to consider differentiation as an abstract operation that accepts a function and return ...
.
It is usually easier to analyze systems using
transfer functions as opposed to impulse responses. The transfer function is the
Laplace transform
In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace (), is an integral transform that converts a function of a real variable (usually t, in the ''time domain'') to a function of a complex variable s (in the ...
of the impulse response. The Laplace transform of a system's output may be determined by the multiplication of the transfer function with the input's Laplace transform in the
complex plane, also known as the
frequency domain
In physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency, rather than time. Put simply, a time-domain graph shows how a ...
. An
inverse Laplace transform of this result will yield the output in the
time domain
Time domain refers to the analysis of mathematical functions, physical signals or time series of economic or environmental data, with respect to time. In the time domain, the signal or function's value is known for all real numbers, for the ...
.
To determine an output directly in the time domain requires the
convolution of the input with the impulse response. When the transfer function and the Laplace transform of the input are known, this convolution may be more complicated than the alternative of multiplying two functions in the
frequency domain
In physics, electronics, control systems engineering, and statistics, the frequency domain refers to the analysis of mathematical functions or signals with respect to frequency, rather than time. Put simply, a time-domain graph shows how a ...
.
The impulse response, considered as a
Green's function, can be thought of as an "influence function": how a point of input influences output.
Practical applications
In practical systems, it is not possible to produce a perfect impulse to serve as input for testing; therefore, a brief pulse is sometimes used as an approximation of an impulse. Provided that the pulse is short enough compared to the impulse response, the result will be close to the true, theoretical, impulse response. In many systems, however, driving with a very short strong pulse may drive the system into a nonlinear regime, so instead the system is driven with a pseudo-random sequence, and the impulse response is computed from the input and output signals.
Loudspeakers
An application that demonstrates this idea was the development of impulse response
loudspeaker
A loudspeaker (commonly referred to as a speaker or speaker driver) is an electroacoustic transducer that converts an electrical audio signal into a corresponding sound. A ''speaker system'', also often simply referred to as a "speaker" or ...
testing in the 1970s. Loudspeakers suffer from phase inaccuracy, a defect unlike other measured properties such as
frequency response. Phase inaccuracy is caused by (slightly) delayed frequencies/octaves that are mainly the result of passive cross overs (especially higher order filters) but are also caused by resonance, energy storage in the cone, the internal volume, or the enclosure panels vibrating. Measuring the impulse response, which is a direct plot of this "time-smearing," provided a tool for use in reducing resonances by the use of improved materials for cones and enclosures, as well as changes to the speaker crossover. The need to limit input amplitude to maintain the linearity of the system led to the use of inputs such as pseudo-random
maximum length sequences, and to the use of computer processing to derive the impulse response.
Electronic processing
Impulse response analysis is a major facet of
radar
Radar is a detection system that uses radio waves to determine the distance ('' ranging''), angle, and radial velocity of objects relative to the site. It can be used to detect aircraft, ships, spacecraft, guided missiles, motor vehicles, w ...
,
ultrasound imaging
Medical ultrasound includes diagnostic techniques (mainly imaging techniques) using ultrasound, as well as therapeutic applications of ultrasound. In diagnosis, it is used to create an image of internal body structures such as tendons, muscl ...
, and many areas of
digital signal processing
Digital signal processing (DSP) is the use of digital processing, such as by computers or more specialized digital signal processors, to perform a wide variety of signal processing operations. The digital signals processed in this manner ar ...
. An interesting example would be
broadband internet connections. DSL/Broadband services use
adaptive equalisation techniques to help compensate for signal distortion and interference introduced by the copper phone lines used to deliver the service.
Control systems
In
control theory
Control theory is a field of mathematics that deals with the control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a ...
the impulse response is the response of a system to a
Dirac delta input. This proves useful in the analysis of
dynamic systems; the
Laplace transform
In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace (), is an integral transform that converts a function of a real variable (usually t, in the ''time domain'') to a function of a complex variable s (in the ...
of the delta function is 1, so the impulse response is equivalent to the
inverse Laplace transform of the system's
transfer function.
Acoustic and audio applications
In acoustic and audio applications, impulse responses enable the acoustic characteristics of a location, such as a concert hall, to be captured. Various packages are available containing impulse responses from specific locations, ranging from small rooms to large concert halls. These impulse responses can then be utilized in
convolution reverb applications to enable the acoustic characteristics of a particular location to be applied to target audio.
Economics
In
economics
Economics () is the social science that studies the production, distribution, and consumption of goods and services.
Economics focuses on the behaviour and interactions of economic agents and how economies work. Microeconomics analy ...
, and especially in contemporary
macroeconomic modeling, impulse response functions are used to describe how the economy reacts over time to
exogenous impulses, which economists usually call
shocks, and are often modeled in the context of a
vector autoregression. Impulses that are often treated as exogenous from a macroeconomic point of view include changes in
government spending
Government spending or expenditure includes all government consumption, investment, and transfer payments. In national income accounting, the acquisition by governments of goods and services for current use, to directly satisfy the individual ...
,
tax rates, and other
fiscal policy parameters; changes in the
monetary base or other
monetary policy
Monetary policy is the policy adopted by the monetary authority of a nation to control either the interest rate payable for very short-term borrowing (borrowing by banks from each other to meet their short-term needs) or the money supply, often ...
parameters; changes in
productivity or other
technological parameters; and changes in
preferences, such as the degree of
impatience
(or forbearance) is the ability to endure difficult circumstances. Patience may involve perseverance in the face of delay; tolerance of provocation without responding in disrespect/anger; or forbearance when under strain, especially when faced ...
. Impulse response functions describe the reaction of
endogenous macroeconomic variables such as
output
Output may refer to:
* The information produced by a computer, see Input/output
* An output state of a system, see state (computer science)
* Output (economics), the amount of goods and services produced
** Gross output in economics, the value ...
,
consumption,
investment, and
employment at the time of the shock and over subsequent points in time. Recently, asymmetric impulse response functions have been suggested in the literature that separate the impact of a positive shock from a negative one.
See also
*
Convolution reverb
*
Dirac delta function, also called the unit impulse function
*
Dynamic stochastic general equilibrium
*
Duhamel's principle
*
Frequency response
*
Gibbs phenomenon
*
LTI system theory
*
Pre-echo
*
System analysis
System analysis in the field of electrical engineering characterizes electrical systems and their properties. System analysis can be used to represent almost anything from population growth to audio speakers; electrical engineers often use it be ...
*
Step response
*
Time constant
*
Linear response function
*
Transient (oscillation)
*
Transient response
*
Point spread function
*
Küssner effect
*
Variation of parameters
*
References
{{Authority control
Control theory
Time domain analysis
Analog circuits