Heaviside step function
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Image:Dirac distribution CDF.svg
The Heaviside step function, also called unit step function, is a discontinuous function whose value is zero for negative argument and one for positive argument:
- <math> H(x) =
\begin{cases} 0, & x < 0
\\ \frac{1}{2}, & x = 0
\\ 1, & x > 0
\end{cases}
</math> 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 in honor of 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 an antiderivative of the Dirac delta function, <math>H' = \delta</math>. This is sometimes written as
- <math> H(x) = \int_{-\infty}^x { \delta(t)} \mathrm{d}t </math>
although this expansion may not hold (or even make sense) for <math>x=0</math>, depending on which formalism one uses to give meaning to integrals involving <math>\delta</math>.
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[edit] Discrete form
We can also define an alternative form of the unit step as a function of a discrete variable n:
- <math>H[n]=\begin{cases} 0, & n < 0 \\ 1, & n \ge 0 \end{cases}</math>
where n is an integer.
The discrete-time unit impulse is the first difference of the discrete-time step
- <math> \delta[n] = H[n] - H[n-1]\,</math>
This function is the cumulative summation of the Kronecker delta:
- <math> H[n] = \sum_{k=-\infty}^{n} \delta[k] \,</math>
where
- <math> \delta[k] = \delta_{k,0} \,</math>
is the discrete unit impulse function.
[edit] Analytic approximations
For a smooth approximation to the step function, one can use the logistic function
- <math>H(x) \approx \frac{1}{2} + \frac{1}{2}\tanh(kx) = \frac{1}{1+\mathrm{e}^{-2kx}}</math>,
where larger k corresponds to a sharper transition at x=0. If we take H(0) = 1/2, equality holds in the limit:
- <math>H(x)=\lim_{k \rightarrow \infty}\frac{1}{2}(1+\tanh kx)=\lim_{k \rightarrow \infty}\frac{1}{1+\mathrm{e}^{-2kx}}</math>
There are many other smooth, analytic approximations to the step function. Some might be:
- <math>H(x) = \lim_{k \rightarrow \infty} \frac{1}{2} + \frac{1}{\pi}\arctan(kx) \ </math>
- <math>H(x) = \lim_{k \rightarrow \infty} \frac{1}{2} + \frac{1}{2}\operatorname{erf}(kx) \ </math>
Beware that 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
- <math>\bigcup_{n=0}^{\infty}[2^{-2n};2^{-2n+1}]</math>
has measure zero in the delta distribution, but its measure under each smooth approximation family becomes larger with increasing <math>k</math>.
[edit] Representations
Often an integral representation of the step function is useful:
- <math>H(x)=\lim_{ \epsilon \to 0^+} -{1\over 2\pi \mathrm{i}}\int_{-\infty}^\infty {1 \over \tau+\mathrm{i}\epsilon} \mathrm{e}^{-\mathrm{i} x \tau} \mathrm{d}\tau </math>
[edit] H(0)
The value of the function at 0 can be defined as H(0) = 0, H(0) = 1/2 or H(0) = 1. H(0) = 1/2 is the most consistent choice used, since it maximizes the symmetry of the function and becomes completely consistent with the signum function. This makes for a more general definition:
- <math> H(x) =
\begin{cases} 0, & x < 0
\\ \frac{1}{2}, & x = 0
\\ 1, & x > 0
\end{cases}
</math>
- <math> H(x) = \frac{1}{2} \left ( 1 + \sgn(x) \right ) </math>
To remove the ambiguity of which value to use for H(0), a subscript specifying which value may be used:
- <math> H_n(x) =
\begin{cases} 0, & x < 0
\\ n, & x = 0
\\ 1, & x > 0
\end{cases}
</math>
[edit] See also
- Rectangular function
- Step response
- Dirac delta
- Signum function
- Negative and non-negative numbers
- Laplace transformca:Funció esglaó
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