Impulse response

In signal processing and control theory, 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 (δ(t)). 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. Vector autoregression#Impulse response and Moving average model#Interpretation 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.