Help ID this part from my undercarriage

Will you please identify the part I circled in yellow in the photo? And what are the ramifications for not having it in place?

This morning, I suddenly heard a slight rattling sound from my undercarriage.

1. Pulled into a parking lot. Looked underneath car.
2. Saw the part that I circled in the attached photo hanging from the undercarriage, touching the pavement.
3. I was able to detach the part from the car's undercarriage.
4. When I drove the car to my destination (less than 10 miles), I did not notice any effect caused by the loss of the cover.
5. I saw no evidence of any dropped bolts on the pavement in the parking lot - or in the parking space I used last night at my apartment complex.

I've looked at various drawings and photos of the undercarriage, and this part shows, but I've not yet found a source to ID it.

Of course, my first thought was that someone had begun the process of kidnapping my catalytic converter ....

 

Thanks to both of you for your replies. ... I'm a little puzzled that this cover - highlighted with the yellow circle around it in the photo I attached in my original post - is a heat shield because it is not a part that is between the fore end of the catalytic converter and the car body. It is between the catalytic converter and ... nothingness. But maybe I'm not looking at it correctly?

Also, the shape of the cover is not like the images in the link.

 

Got it! Thank you, both, for the clarifications!