The Heaviside step function, using the half-maximum convention
The
Heaviside step function,
H, also called the
unit step function, is a
discontinuous function whose value is
zero for negative argument and
one for positive argument. It seldom matters what value is used for
H(0), since
H is mostly used as a
distribution. Some common choices can be seen
below.
The function is used in the mathematics of
control theory and
signal processing to represent a signal that switches on at a specified time and stays switched on indefinitely. It was named after the
English polymath Oliver Heaviside.
It is the
cumulative distribution function of a
random variable which is
almost surely 0. (See
constant random variable.)
The Heaviside function is the
integral of the
Dirac delta function:
H′ =
δ. This is sometimes written as
although this expansion may not hold (or even make sense) for
x = 0, depending on which formalism one uses to give meaning to integrals involving
δ.
Discrete form
We can also define an alternative form of the unit step as a function of a discrete variable
n:
where
n is an
integer.
Or
The discrete-time unit impulse is the first difference of the discrete-time step
This function is the cumulative summation of the
Kronecker delta:
where
is the
discrete unit impulse function.
Analytic approximations
For a
smooth approximation to the step function, one can use the
logistic function
- ,
where a larger
k corresponds to a sharper transition at
x = 0. If we take
H(0) = ½, equality holds in the limit:
There are many other smooth, analytic approximations to the step function.
[1] They include:
While these approximations converge pointwise towards the step function, the implied
distributions do not strictly converge towards the delta distribution. In particular, the
measurable set
has measure zero in the delta distribution, but its measure under each smooth approximation family becomes
larger with increasing
k.
Representations
Often an
integral representation of the Heaviside step function is useful:
H(0)
The value of the function at 0 can be defined as
H(0) = 0,
H(0) = ½ or
H(0) = 1.
H(0) = ½ is the most consistent choice used, since it maximizes the
symmetry of the function and becomes completely consistent with the
sign function. This makes for a more general definition:
To remove the ambiguity of which value to use for
H(0), a subscript specifying the value may be used:
Antiderivative and derivative
The
ramp function is the
antiderivative of the Heaviside step function:
The
derivative of the Heaviside step function is the
Dirac delta function:
dH(x) / dx = δ(x).
Fourier transform
The
Fourier transform of the Heaviside step function is a distribution. Using one choice of constants for the definition of the Fourier transform we have
Here the
term must be interpreted as a
distribution that takes a test function
φ to the
Cauchy principal value of
No comments:
Post a Comment