Jump to content

Heaviside function

From Simple English Wikipedia, the free encyclopedia
Revision as of 09:01, 25 October 2009 by 195.62.14.150 (talk) (Created page with '325px|thumb|The Heaviside step function, using the half-maximum convention The '''Heaviside step function''', ''H'' is a [[continuous functi...')
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
The Heaviside step function, using the half-maximum convention

The Heaviside step function, H is a discontinuous function whose value is zero for negative argument and one for positive argument.

The function is used in the mathematics of control theory to represent a signal that switches on at a specified time and stays switched on indefinitely. It was named after the English Oliver Heaviside.

The Heaviside function is the integral of the Dirac delta function: H′ = δ. This is sometimes written as

Discrete form

We can also define an alternative form of the Heaviside step function 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:

These limits hold pointwise and in the sense of distributions. In general, however, pointwise convergence need not imply distributional convergence, and vice-versa distributional convergence need not imply pointwise convergence.

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.

See also

References

  1. Eric W. Weisstein, Heaviside Step Function at MathWorld.