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# Some notes on the time-varying convolution integral

I have received a number of questions regarding the time-varying convolution and I have to admit it was a bit
Z
y(t) = x(t − τ )h(τ, t)dτ (1)

it should not be
Z
y(t) = x(t − τ )h(τ, t − τ )dτ. (2)

Thinking about it for a while I realized that the surprising answer is that both are correct and I want to discuss
here why. Before, I should say that this is all based on Bello’s seminal paper from 1963  which I recommend
everybody to read by himself to get some more insight. This document is my attempt to explain Bello’s idea in
my words and add intuition to it.

## Most general definition: Integral transform

We want to describe the input output behavior of a possibly time-varying system, i.e., given an input signal
x(t), how does the output signal y(t) look like? As long as the system is linear, the most general way we can
use to do this is via an integral transform with an (abstract) Kernel K(s, t), which is time-dependent due to t
and operates on the auxiliary variable s which has for now no real meaning. Consequently, any linear system
can be described via
Z
y(t) = x(s) · K(s, t)ds. (3)

We could stop here and say our time-varying channel is defined via the kernel K(s, t). However, this is not
satisfying since this kernel does not have a very nice interpretation and it is not visually very clear what it refers
to physically when we plot it (mainly due to the fact that s has no real meaning).
To emphasize this point, let us look at an example of the special case of a system that simply delays the
input signal by a delay τ1 and is time-invariant (LTI system). Consequently, for the input signal x(t), the output
signal has to become y(t) = x(t − τ1 ). The corresponding kernel is K(s, t) = δ(s − [t − τ1 ]). Let us prove it:
Z Z
y(t) = x(s) · δ(s − [t − τ1 ])ds = x(t − τ1 ) · δ(s − [t − τ1 ])ds
Z
= x(t − τ1 ) · δ(s − [t − τ1 ])ds = x(t − τ1 ), (4)

where in the second step we have used the sifting property x(s)δ(s − s0 ) = x(s0 )δ(s − s0 ). So, if we were
to look at the plot of a kernel K(s, t), the special case of an LTI system would be something which is constant
along diagonals s − t. In the special case we have here we would get something like shown in Figure 1.
s
τ1
s
K(s, t)
τ1

τ1 t τ1 t

Figure 1: Kernel of an LTI system that delays by τ1 . Left: Pseudo 3-D, Right: View from top. There is a
continuous sequence of delta peaks along the indicated line, only a few are shown.

The drawback is obvious: It is hard to recognize even such a simple special case like an LTI system from
the plot of the kernel. This is the main motivation for changing the integral.

1
Adding intuition by change of variables

To obtain a more intuitive system description one can simply introduce a change of variables. One possibility
is to introduce τ = t − s, i.e., s = t − τ . Then, (3) becomes
Z
y(t) = x(t − τ ) · K(t − τ, t)dτ. (5)

This variable transformation takes into account the fact that s is actually some kind of time variable and hence
s and t are somehow coupled. We now simply define a new function g(τ, t) = K(t − τ, t) and insert into (3) to
obtain
Z
y(t) = x(t − τ ) · g(τ, t)dτ, (6)

which is precisely the one used in the lecture. It is correct because we just defined g(τ, t) that way. Now, we
can define whatever we want, the question is whether we can still interpret the result.
So again, we look at the special case of an LTI system that delays by τ1 . We get
g(τ, t) = K(t − τ, t) = δ(t − τ − [t − τ1 ]) = δ(τ1 − τ ) = δ(τ − τ1 ), (7)
since δ(x) = δ(−x). Now, this one is much more intuitive! We recognize the LTI system immediately, since
there is no dependence on time (t), hence it is time-invariant. The corresponding plot now looks like shown in
Figure 2.

τ
g(τ, t)
τ1
τ1

t t

Figure 2: Modified Kernel g(τ, t) of an LTI system that delays by τ1 . Left: Pseudo 3-D, Right: View from top.
There is a continuous sequence of delta peaks along the indicated line, only a few are shown.

Now clearly, anything that does not change on the horizontal axis is time-invariant. There is also a physical
interpretation of g(τ, t): It is the response of the system at time t due to a pulse sent a time offset τ earlier.
Now, what about the other one? We can also define a function h(τ, t) = K(t, t + τ ) = g(τ, t + τ ). In this
case, the integral from (5) becomes
Z
y(t) = x(t − τ ) · h(τ, t − τ )dτ, (8)

which is also valid. However, this function is different and it has a different interpretation. For h(τ, t) the
interpretation is: If I send a pulse now (t) what will be the response a time offset τ in the future? The
conversion from g to h does not affect τ but only t. Therefore, the intuition for an LTI system stays, i.e., for the
example from above we also have h(τ, t) = δ(τ − τ1 ). It is only the way time-variance enters the equation that
differs.
In practice, using g(τ, t) is a lot more common. This is also due to the fact that the Fourier transform of t
gives rise to Doppler (fD ) which has many interpretations. For h, the Fourier transform would be carried out
with respect to t + τ which is harder to interpret.

References
 P. Bello, “Characterization of Randomly Time-Variant Linear Channels”, IEEE Transactions on Commu-
nication Systems, vol. 11, issue 4, pp. 360–393, Dec. 1963.