Heaviside step function

From Academic Kids

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The Heaviside step function, using the half-maximum convention

The Heaviside step function, sometimes called the unit step function and named in honor of Oliver Heaviside, is a discontinuous function whose value is zero for negative argument and one for positive argument:

<math>u(x)=\left\{\begin{matrix} 0 & : & x < 0 \\ 1 & : & x > 0 \end{matrix}\right. <math>

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 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.

<math> u(x) = \int_{-\infty}^x { \delta(t)} dt <math>

The value of u(0) is occasionally of disputed value. Some writers give u(0) = 0, some u(0) = 1. u(0) = 0.5 is the most consistent choice used, since it maximizes the symmetry of the function and becomes completely consistent with the sgn() function. This makes for a more general definition:

<math> u(x) = \left\{ \begin{matrix} 0 & : & x < 0 \\ \frac{1}{2} & : & x = 0 \\ 1 & : & x > 0 \end{matrix} \right. <math>
<math> u(x) = \frac{1}{2} \left ( 1 + \sgn(x) \right ) <math>

To remove the ambiguity of which value to use for u(0), a subscript specifying which value may be used:

<math> u_n(x) = \left\{ \begin{matrix} 0 & : & x < 0 \\ n & : & x = 0 \\ 1 & : & x > 0 \end{matrix} \right. <math>

Often an integral representation of the step function is useful:

<math>u(x)=\lim_{ \epsilon \to 0} -{1\over 2\pi i}\int_{-\infty}^\infty {1 \over \tau+i\epsilon} e^{-i x \tau} d\tau <math>

Related topics

da:Heaviside trinfunktion de:Heaviside-Funktion fr:Fonction d'étape de Heaviside ja:ヘヴィサイドの階段関数 pl:Funkcja skokowa Heaviside'a

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