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Gas Heating System Anatomy
The typical gas furnace looks like a tall box that is either in your attic or upright in a closet. It is integrated with the rest of your air conditioning like the following diagram:
Inside the furnace are two major components: the gas heater and the blower. The gas heater consists of a heat exchanger (think of it as a pipe that makes several S-curves) and one or more burners that emit flame into the heat exchanger.
The blower is a fan that forces air through the furnace and into the air ducts that go throughout the house. The blower inside the furnace is also used by the air conditioning system to move air through the indoor coil. As such, the furnace is integral to your air conditioning system.
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Electric/Heat Pump System Anatomy
Electric Heat and Heat Pumps do not have a separate furnace like gas, instead they have what is called an "air handler". An air handler is essentially the Furnace and the Indoor A/C Coil from the gas system diagram, combined into one unit, with electric heating elements instead of the gas burners and heat exchanger:
Electric heat systems use the electric heating elements for heat all of time, whereas heat pump systems use the outdoor unit for heat and only use the electric heating elements as backup.
It's important to note that regardless of whether your system is gas, electric, or a heat pump, the quality of the heating equipment also affects the performance of the air conditioning.