# Signals and Systems

**with MATLAB ® Computing and Simulink ® Modeling
**

Fourth Edition

Steven T. Karris

**Includes step-by-step X[ m ] =
**

N –1

n=0

∑ x [n ] e

mn – j2 π ---N

procedures for designing analog and digital filters

Orchard Publications www.orchardpublications.com

**Signals and Systems
**

with MATLAB Computing and Simulink Modeling

Fourth Edition Steven T. Karris

Orchard Publications www.orchardpublications.com

Signals and Systems with MATLAB® Computing and Simulink Modeling®, Fourth Edition Copyright © 2008 Orchard Publications. All rights reserved. Printed in the United States of America. No part of this publication may be reproduced or distributed in any form or by any means, or stored in a data base or retrieval system, without the prior written permission of the publisher. Direct all inquiries to Orchard Publications, info@orchardpublications.com Product and corporate names are trademarks or registered trademarks of the Microsoft™ Corporation and The MathWorks™ Inc. They are used only for identification and explanation, without intent to infringe.

**Library of Congress Cataloging-in-Publication Data
**

Catalog record is available from the Library of Congress Library of Congress Control Number: 2008927083

ISBN−13: 978−1−934404−12−6 ISBN−10: 1−934404−12−8 Copyright TX 5−471−562

Preface

This text contains a comprehensive discussion on continuous and discrete time signals and systems with many MATLAB® and several Simulink® examples. It is written for junior and senior electrical and computer engineering students, and for self−study by working professionals. The prerequisites are a basic course in differential and integral calculus, and basic electric circuit theory. This book can be used in a two−quarter, or one semester course. This author has taught the subject material for many years and was able to cover all material in 16 weeks, with 2½ lecture hours per week. To get the most out of this text, it is highly recommended that Appendix A is thoroughly reviewed. This appendix serves as an introduction to MATLAB, and is intended for those who are not familiar with it. The Student Edition of MATLAB is an inexpensive, and yet a very powerful software package; it can be found in many college bookstores, or can be obtained directly from The MathWorks™ Inc., 3 Apple Hill Drive, Natick, MA 01760−2098 Phone: 508 647−7000, Fax: 508 647−7001 http://www.mathworks.com e−mail: info@mathworks.com The elementary signals are reviewed in Chapter 1, and several examples are given. The purpose of this chapter is to enable the reader to express any waveform in terms of the unit step function, and subsequently the derivation of the Laplace transform of it. Chapters 2 through 4 are devoted to Laplace transformation and circuit analysis using this transform. Chapter 5 is an introduction to state−space and contains many illustrative examples. Chapter 6 discusses the impulse response. Chapters 7 and 8 are devoted to Fourier series and transform respectively. Chapter 9 introduces discrete−time signals and the Z transform. Considerable time was spent on Chapter 10 to present the Discrete Fourier transform and FFT with the simplest possible explanations. Chapter 11 contains a thorough discussion to analog and digital filters analysis and design procedures. As mentioned above, Appendix A is an introduction to MATLAB. Appendix B is an introduction to Simulink, Appendix C contains a review of complex numbers, and Appendix D is an introduction to matrix theory. New to the Second Edition This is an extensive revision of the first edition. The most notable change is the inclusion of the solutions to all exercises at the end of each chapter. It is in response to many readers who expressed a desire to obtain the solutions in order to check their solutions to those of the author and thereby enhancing their knowledge. Another reason is that this text is written also for self−

study by practicing engineers who need a review before taking more advanced courses such as digital image processing. Another major change is the addition of a rather comprehensive summary at the end of each chapter. Hopefully, this will be a valuable aid to instructors for preparation of view foils for presenting the material to their class. New to the Third Edition The most notable change is the inclusion of Simulink modeling examples. The pages where they appear can be found in the Table of Contents section of this text. Another change is the improvement of the plots generated by the latest revisions of the MATLAB® Student Version, Release 14. The author wishes to express his gratitude to the staff of The MathWorks™, the developers of MATLAB and Simulink, especially to Ms. Courtney Esposito, for the encouragement and unlimited support they have provided me with during the production of this text. Our heartfelt thanks also to Ms. Sally Wright, P.E., of Renewable Energy Research Laboratory University of Massachusetts, Amherst, for bringing some errors on the previous editions to our attention. New to the Fourth Edition The most notable change is the inclusion of Appendix E on window functions. The plots were generated generated with the latest revisions of the MATLAB® R2008a edition. Also, two endof- chapter exercises were added in Chapter 10 to illustrate the use of the fft and ifft MATLAB functions The author wishes to express his gratitude to the staff of The MathWorks™, the developers of MATLAB and Simulink, especially to The MathWorks™ Book Program Team, for the encouragement and unlimited support they have provided me with during the production of this and all other texts by this publisher.

Orchard Publications www.orchardpublications.com info@orchardpublications.com

2

**Table of Contents 1 Elementary Signals
**

1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8

1−1

Signals Described in Math Form .............................................................................1−1 The Unit Step Function ..........................................................................................1−2 The Unit Ramp Function ......................................................................................1−10 The Delta Function ............................................................................................... 1−11 1.4.1 The Sampling Property of the Delta Function ............................................1−12 1.4.2 The Sifting Property of the Delta Function ................................................1−13 Higher Order Delta Functions...............................................................................1−14 Summary ................................................................................................................1−22 Exercises.................................................................................................................1−23 Solutions to End−of−Chapter Exercises ................................................................1−24

MATLAB Computing Pages 1−20, 1−21 Simulink Modeling Page 1−18

2

The Laplace Transformation

2−1

2.1 Definition of the Laplace Transformation...............................................................2−1 2.2 Properties and Theorems of the Laplace Transform ...............................................2−2 2.2.1 Linearity Property ........................................................................................2−3 2.2.2 Time Shifting Property .................................................................................2−3 2.2.3 Frequency Shifting Property ........................................................................2−4 2.2.4 Scaling Property ...........................................................................................2−4 2.2.5 Differentiation in Time Domain Property ...................................................2−4 2.2.6 Differentiation in Complex Frequency Domain Property ...........................2−6 2.2.7 Integration in Time Domain Property .........................................................2−6 2.2.8 Integration in Complex Frequency Domain Property .................................2−8 2.2.9 Time Periodicity Property ............................................................................2−8 2.2.10 Initial Value Theorem..................................................................................2−9 2.2.11 Final Value Theorem .................................................................................2−10 2.2.12 Convolution in Time Domain Property.....................................................2−11 2.2.13 Convolution in Complex Frequency Domain Property.............................2−12 2.3 The Laplace Transform of Common Functions of Time.......................................2−14 2.3.1 The Laplace Transform of the Unit Step Function u 0 ( t ) ..........................2−14 2.3.2 The Laplace Transform of the Ramp Function u 1 ( t ) ................................2−14 2.3.3 The Laplace Transform of t n u0 ( t ) ..............................................................2−15 Signals and Systems with MATLAB Computing and Simulink Modeling, Third Edition Copyright © Orchard Publications

i

2.4

2.5 2.6 2.7 2.8

2.3.4 The Laplace Transform of the Delta Function δ ( t ) ................................. 2−18 2.3.5 The Laplace Transform of the Delayed Delta Function δ ( t – a ) .............. 2−18 2.3.6 The Laplace Transform of e –at u 0 ( t ) .......................................................... 2−19 – at 2.3.7 The Laplace Transform of t n e u 0 ( t ) ....................................................... 2−19 2.3.8 The Laplace Transform of sin ω t u 0 t ......................................................... 2−20 2.3.9 The Laplace Transform of cos ω t u 0 t ......................................................... 2−20 2.3.10 The Laplace Transform of e –at sin ω t u 0 ( t ) ................................................. 2−21 2.3.11 The Laplace Transform of e –at cos ω t u 0 ( t ) ................................................. 2−22 The Laplace Transform of Common Waveforms .................................................. 2−23 2.4.1 The Laplace Transform of a Pulse............................................................... 2−23 2.4.2 The Laplace Transform of a Linear Segment .............................................. 2−23 2.4.3 The Laplace Transform of a Triangular Waveform .................................... 2−24 2.4.4 The Laplace Transform of a Rectangular Periodic Waveform.................... 2−25 2.4.5 The Laplace Transform of a Half−Rectified Sine Waveform ..................... 2−26 Using MATLAB for Finding the Laplace Transforms of Time Functions ............ 2−27 Summary ................................................................................................................ 2−28 Exercises................................................................................................................. 2−31 The Laplace Transform of a Sawtooth Periodic Waveform ............................... 2−32 The Laplace Transform of a Full−Rectified Sine Waveform.............................. 2−32 Solutions to End−of−Chapter Exercises................................................................. 2−33 3−1

3

The Inverse Laplace Transform

3.1 The Inverse Laplace Transform Integral ..................................................................3−1 3.2 Partial Fraction Expansion........................................................................................3−1 3.2.1 Distinct Poles..................................................................................................3−2 3.2.2 Complex Poles ................................................................................................3−5 3.2.3 Multiple (Repeated) Poles..............................................................................3−8 3.3 Case where F(s) is Improper Rational Function.....................................................3−13 3.4 Alternate Method of Partial Fraction Expansion...................................................3−15 3.5 Summary .................................................................................................................3−19 3.6 Exercises..................................................................................................................3−21 3.7 Solutions to End−of−Chapter Exercises .................................................................3−22 MATLAB Computing Pages 3−3, 3−4, 3−5, 3−6, 3−8, 3−10, 3−12, 3−13, 3−14, 3−22

4

Circuit Analysis with Laplace Transforms

4−1

4.1 Circuit Transformation from Time to Complex Frequency.................................... 4−1 4.1.1 Resistive Network Transformation ............................................................... 4−1 4.1.2 Inductive Network Transformation .............................................................. 4−1 4.1.3 Capacitive Network Transformation ............................................................ 4−1

ii

Signals and Systems with MATLAB Computing and Simulink Modeling, Third Edition Copyright © Orchard Publications

4.2 4.3 4.4 4.5 4.6 4.7 4.8

Complex Impedance Z(s).........................................................................................4−8 Complex Admittance Y(s) .....................................................................................4−11 Transfer Functions .................................................................................................4−13 Using the Simulink Transfer Fcn Block.................................................................4−17 Summary.................................................................................................................4−20 Exercises .................................................................................................................4−21 Solutions to End−of−Chapter Exercises.................................................................4−24

MATLAB Computing Pages 4−6, 4−8, 4−12, 4−16, 4−17, 4−18, 4−26, 4−27, 4−28, 4−29, 4−34 Simulink Modeling Page 4−17

5

State Variables and State Equations 5.1 5.2 5.3 5.4

5−1

Expressing Differential Equations in State Equation Form................................... 5−1 Solution of Single State Equations ........................................................................ 5−6 The State Transition Matrix ................................................................................. 5−9 Computation of the State Transition Matrix ...................................................... 5−11 5.4.1 Distinct Eigenvalues ................................................................................. 5−11 5.4.2 Multiple (Repeated) Eigenvalues ............................................................. 5−15 5.5 Eigenvectors......................................................................................................... 5−18 5.6 Circuit Analysis with State Variables.................................................................. 5−22 5.7 Relationship between State Equations and Laplace Transform.......................... 5−30 5.8 Summary .............................................................................................................. 5−38 5.9 Exercises .............................................................................................................. 5−41 5.10 Solutions to End−of−Chapter Exercises .............................................................. 5−43 MATLAB Computing Pages 5−14, 5−15, 5−18, 5−26, 5−36, 5−48, 5−51 Simulink Modeling Pages 5−27, 5−37, 5−45

6

The Impulse Response and Convolution 6.1 6.2 6.3 6.4 6.5 6.6 6.7

6−1

The Impulse Response in Time Domain ................................................................ 6−1 Even and Odd Functions of Time .......................................................................... 6−4 Convolution ............................................................................................................ 6−7 Graphical Evaluation of the Convolution Integral................................................. 6−8 Circuit Analysis with the Convolution Integral ................................................... 6−18 Summary ............................................................................................................... 6−21 Exercises................................................................................................................ 6−23

Signals and Systems with MATLAB Computing and Simulink Modeling, Third Edition Copyright © Orchard Publications

iii

6.8 Solutions to End−of−Chapter Exercises................................................................ 6−25 MATLAB Applications Pages 6−12, 6−15, 6−30

7

Fourier Series

7−1

7.1 Wave Analysis......................................................................................................... 7−1 7.2 Evaluation of the Coefficients................................................................................. 7−2 7.3 Symmetry in Trigonometric Fourier Series ............................................................. 7−6 7.3.1 Symmetry in Square Waveform..................................................................... 7−8 7.3.2 Symmetry in Square Waveform with Ordinate Axis Shifted ........................ 7−8 7.3.3 Symmetry in Sawtooth Waveform................................................................. 7−9 7.3.4 Symmetry in Triangular Waveform ............................................................... 7−9 7.3.5 Symmetry in Fundamental, Second, and Third Harmonics........................ 7−10 7.4 Trigonometric Form of Fourier Series for Common Waveforms.......................... 7−10 7.4.1 Trigonometric Fourier Series for Square Waveform ................................... 7−11 7.4.2 Trigonometric Fourier Series for Sawtooth Waveform............................... 7−14 7.4.3 Trigonometric Fourier Series for Triangular Waveform ............................. 7−16 7.4.4 Trigonometric Fourier Series for Half−Wave Rectifier Waveform............. 7−17 7.4.5 Trigonometric Fourier Series for Full−Wave Rectifier Waveform.............. 7−20 7.5 Gibbs Phenomenon ............................................................................................... 7−24 7.6 Alternate Forms of the Trigonometric Fourier Series .......................................... 7−24 7.7 Circuit Analysis with Trigonometric Fourier Series............................................. 7−28 7.8 The Exponential Form of the Fourier Series........................................................ 7−31 7.9 Symmetry in Exponential Fourier Series .............................................................. 7−33 7.9.1 Even Functions ........................................................................................... 7−33 7.9.2 Odd Functions ............................................................................................ 7−34 7.9.3 Half-Wave Symmetry ................................................................................. 7−34 7.9.4 No Symmetry .............................................................................................. 7−34 7.9.5 Relation of C –n to C n ................................................................................ 7−34 7.10 Line Spectra.......................................................................................................... 7−36 7.11 Computation of RMS Values from Fourier Series................................................ 7−41 7.12 Computation of Average Power from Fourier Series ........................................... 7−44 7.13 Evaluation of Fourier Coefficients Using Excel® ................................................ 7−46 7.14 Evaluation of Fourier Coefficients Using MATLAB® ........................................ 7−47 7.15 Summary ............................................................................................................... 7−50 7.16 Exercises ............................................................................................................... 7−53 7.17 Solutions to End−of−Chapter Exercises ............................................................... 7−55 MATLAB Computing Pages 7−38, 7−47

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Signals and Systems with MATLAB Computing and Simulink Modeling, Third Edition Copyright © Orchard Publications

Simulink Modeling Page 7−31

8

The Fourier Transform 8.1 8.2 8.3

8−1

8.4

Definition and Special Forms ................................................................................ 8−1 Special Forms of the Fourier Transform ................................................................ 8−2 8.2.1 Real Time Functions.................................................................................. 8−3 8.2.2 Imaginary Time Functions ......................................................................... 8−6 Properties and Theorems of the Fourier Transform .............................................. 8−9 8.3.1 Linearity...................................................................................................... 8−9 8.3.2 Symmetry.................................................................................................... 8−9 8.3.3 Time Scaling............................................................................................. 8−10 8.3.4 Time Shifting............................................................................................ 8−11 8.3.5 Frequency Shifting ................................................................................... 8−11 8.3.6 Time Differentiation ................................................................................ 8−12 8.3.7 Frequency Differentiation ........................................................................ 8−13 8.3.8 Time Integration ...................................................................................... 8−13 8.3.9 Conjugate Time and Frequency Functions.............................................. 8−13 8.3.10 Time Convolution .................................................................................... 8−14 8.3.11 Frequency Convolution............................................................................ 8−15 8.3.12 Area Under f ( t ) ........................................................................................ 8−15 8.3.13 Area Under F ( ω ) ...................................................................................... 8−15 8.3.14 Parseval’s Theorem................................................................................... 8−16 Fourier Transform Pairs of Common Functions.................................................. 8−18 8.4.1 The Delta Function Pair .......................................................................... 8−18 8.4.2 The Constant Function Pair .................................................................... 8−18 8.4.3 The Cosine Function Pair ........................................................................ 8−19 8.4.4 The Sine Function Pair............................................................................. 8−20 8.4.5 The Signum Function Pair........................................................................ 8−20 8.4.6 The Unit Step Function Pair .................................................................... 8−22 8.4.7 The e

–j ω0 t

u0 ( t )

Function Pair .................................................................... 8−24

8.4.8 The ( cos ω 0 t ) ( u 0 t ) Function Pair ............................................................... 8−24 8.4.9 The ( sin ω 0 t ) ( u 0 t ) Function Pair ............................................................... 8−25 8.5 8.6 Derivation of the Fourier Transform from the Laplace Transform .................... 8−25 Fourier Transforms of Common Waveforms ...................................................... 8−27 8.6.1 The Transform of f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] ....................................... 8−27 8.6.2 The Transform of f ( t ) = A [ u 0 ( t ) – u 0 ( t – 2T ) ] ........................................... 8−28 8.6.3 The Transform of f ( t ) = A [ u 0 ( t + T ) + u 0 ( t ) – u 0 ( t – T ) – u 0 ( t – 2T ) ] ........... 8−29 Signals and Systems with MATLAB Computing and Simulink Modeling, Third Edition Copyright © Orchard Publications

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8.6.4 The Transform of f ( t ) = A cos ω 0 t [ u0 ( t + T ) – u 0 ( t – T ) ] .............................. 8−30 8.6.5 The Transform of a Periodic Time Function with Period T..................... 8−31 8.6.6 The Transform of the Periodic Time Function f ( t ) = A 8.7 8.8 8.9 8.10 8.11

n = –∞ ∞

∑

δ ( t – nT ) .... 8−32

Using MATLAB for Finding the Fourier Transform of Time Functions............ 8−33 The System Function and Applications to Circuit Analysis............................... 8−34 Summary .............................................................................................................. 8−42 Exercises............................................................................................................... 8−47 Solutions to End−of−Chapter Exercises .............................................................. 8−49

MATLAB Computing Pages 8−33, 8−34, 8−50, 8−54, 8−55, 8−56, 8−59, 8−60

9

Discrete−Time Systems and the Z Transform 9.1 9.2

9−1

Definition and Special Forms of the Z Transform ............................................... 9−1 Properties and Theorems of the Z Transform...................................................... 9−3 9.2.1 Linearity ..................................................................................................... 9−3 9.2.2 Shift of f [ n ] u 0 [ n ] in the Discrete−Time Domain ..................................... 9−3 9.2.3 Right Shift in the Discrete−Time Domain ................................................ 9−4 9.2.4 Left Shift in the Discrete−Time Domain................................................... 9−5 9.2.5 Multiplication by a in the Discrete−Time Domain................................. 9−6 9.2.6 Multiplication by e in the Discrete−Time Domain ........................... 9−6 9.2.7 Multiplication by n and n2 in the Discrete−Time Domain ..................... 9−6 9.2.8 Summation in the Discrete−Time Domain ............................................... 9−7 9.2.9 Convolution in the Discrete−Time Domain ............................................. 9−8 9.2.10 Convolution in the Discrete−Frequency Domain ..................................... 9−9 9.2.11 Initial Value Theorem ............................................................................... 9−9 9.2.12 Final Value Theorem............................................................................... 9−10 The Z Transform of Common Discrete−Time Functions.................................. 9−11 9.3.1 The Transform of the Geometric Sequence .............................................9−11 9.3.2 The Transform of the Discrete−Time Unit Step Function ......................9−14 9.3.3 The Transform of the Discrete−Time Exponential Sequence .................9−16 9.3.4 The Transform of the Discrete−Time Cosine and Sine Functions ..........9−16 9.3.5 The Transform of the Discrete−Time Unit Ramp Function....................9−18 Computation of the Z Transform with Contour Integration .............................9−20 Transformation Between s− and z−Domains .......................................................9−22 The Inverse Z Transform ...................................................................................9−25

– naT

n

9.3

9.4 9.5 9.6

vi

9.7 9.8 9.9 9.10 9.11

9.6.1 Partial Fraction Expansion ..................................................................... 9−25 9.6.2 The Inversion Integral............................................................................ 9−32 9.6.3 Long Division of Polynomials ................................................................ 9−36 The Transfer Function of Discrete−Time Systems ............................................ 9−38 State Equations for Discrete−Time Systems ...................................................... 9−45 Summary............................................................................................................. 9−48 Exercises ............................................................................................................. 9−53 Solutions to End−of−Chapter Exercises............................................................. 9−55

MATLAB Computing Pages 9−35, 9−37, 9−38, 9−41, 9−42, 9−59, 9−61 Simulink Modeling Page 9−44 Excel Plots Pages 9−35, 9−44

10

The DFT and the FFT Algorithm

10−1

10.1 The Discrete Fourier Transform (DFT) ............................................................10−1 10.2 Even and Odd Properties of the DFT ................................................................10−9 10.3 Common Properties and Theorems of the DFT ..............................................10−10 10.3.1 Linearity ...............................................................................................10−10 10.3.2 Time Shift ............................................................................................10−11 10.3.3 Frequency Shift....................................................................................10−12 10.3.4 Time Convolution ...............................................................................10−12 10.3.5 Frequency Convolution .......................................................................10−13 10.4 The Sampling Theorem ...................................................................................10−13 10.5 Number of Operations Required to Compute the DFT ..................................10−16 10.6 The Fast Fourier Transform (FFT) ..................................................................10−17 10.7 Summary...........................................................................................................10−28 10.8 Exercises ...........................................................................................................10−31 10.9 Solutions to End−of−Chapter Exercises...........................................................10−33 MATLAB Computing Pages 10−5, 10−7, 10−34 Excel Analysis ToolPak Pages 10−6, 10−8

11

Analog and Digital Filters 11.1 Filter Types and Classifications......................................................................... 11−1 11.2 Basic Analog Filters........................................................................................... 11−2

vii

11.3

11.4 11.5 11.6

11.7 11.8 11.9

11.2.1 RC Low−Pass Filter ............................................................................... 11−2 11.2.2 RC High−Pass Filter .............................................................................. 11−4 11.2.3 RLC Band−Pass Filter.............................................................................11−7 11.2.4 RLC Band−Elimination Filter ................................................................11−8 Low−Pass Analog Filter Prototypes ..................................................................11−10 11.3.1 Butterworth Analog Low−Pass Filter Design .......................................11−14 11.3.2 Chebyshev Type I Analog Low−Pass Filter Design..............................11−25 11.3.3 Chebyshev Type II Analog Low−Pass Filter Design ............................11−38 11.3.4 Elliptic Analog Low−Pass Filter Design ...............................................11−39 High−Pass, Band−Pass, and Band−Elimination Filter Design..........................11−41 Digital Filters ....................................................................................................11−51 Digital Filter Design with Simulink..................................................................11−70 11.6.1 The Direct Form I Realization of a Digital Filter.................................11−70 11.6.2 The Direct Form II Realization of a Digital Filter................................11−71 11.6.3 The Series Form Realization of a Digital Filter ....................................11−73 11.6.4 The Parallel Form Realization of a Digital Filter .................................11−75 11.6.5 The Digital Filter Design Block............................................................11−78 Summary ...........................................................................................................11−87 Exercises ...........................................................................................................11−91 Solutions to End−of−Chapter Exercises ...........................................................11−97

MATLAB Computing Pages 11−3, 11−4, 11−6, 11−7, 11−9, 11−15, 11−19, 11−23, 11−24, 11−31, 11−35, 11−36, 11−37, 11−38, 11−40, 11−41, 11−42, 11−43, 11−45, 11−46, 11−48, 11−50, 11−55, 11−56, 11−57, 11−60, 11−62, 11−64, 11−67, 11−68, and 11−97 through 11−106 Simulink Modeling Pages 11−71, 11−74, 11−77, 11−78, 11−80, 11−82, 11−83, 11−84

A

Introduction to MATLAB A.1 A.2 A.3 A.4 A.5 A.6 A.7 A.8 A.9 A.10 A.11

A−1

MATLAB® and Simulink® ........................................................................... A−1 Command Window ......................................................................................... A−1 Roots of Polynomials ....................................................................................... A−3 Polynomial Construction from Known Roots ................................................. A−4 Evaluation of a Polynomial at Specified Values .............................................. A−6 Rational Polynomials ....................................................................................... A−8 Using MATLAB to Make Plots..................................................................... A−10 Subplots ......................................................................................................... A−18 Multiplication, Division, and Exponentiation .............................................. A−18 Script and Function Files .............................................................................. A−26 Display Formats ............................................................................................. A−31

viii

.........................D−10 Minors and Cofactors .............................................................8 D...................... A−22......................................................... A−17................................................................... B−18 C A Review of Complex Numbers C.................. C−8 Simulink Modeling Page C−7 D Matrices and Determinants D................................................. B−20 MATLAB Computing Page B−4 Simulink Modeling Pages B−7................................9 D.................................................. C−7.............................4 C.... A−16....................... A−24...............................................................2 D.....................1 C.......................................................................12 D−1 Matrix Definition.........................MATLAB Computing Pages A−3 through A−8......... C−4 MATLAB Computing Pages C−6.....................................................................10 D....... B−12..11 D.................D−31 Signals and Systems with MATLAB Computing and Simulink Modeling....................................... A−27 B Introduction to Simulink B−1 B..D−22 Solution of Simultaneous Equations with Matrices ......D−17 Gaussian Elimination Method............................. C−2 Multiplication of Complex Numbers.... A−10.7 D................................ A−13......3 C.................D−12 Cramer’s Rule ...D−6 Determinants .................................. A−14................................................................D−21 Singular and Non−Singular Matrices .2 Simulink Demos ....................6 D...........................................1 Simulink and its Relation to MATLAB............D−2 Special Forms of Matrices...........................2 C.....................D−21 The Inverse of a Matrix ..............D−19 The Adjoint of a Matrix ................................................. C−1 Addition and Subtraction of Complex Numbers .....................D−1 Matrix Operations ................... B−14. A−21........... C−3 Division of Complex Numbers ...................................... Third Edition Copyright © Orchard Publications ix ........5 C−1 Definition of a Complex Number...................................3 D........5 D... B−1 B.............D−24 Exercises............................................................................... C−4 Exponential and Polar Forms of Complex Numbers..............................................................1 D.....4 D....................

........................................ E−1 E... E−7 E..... E−1 E.................................. D−19...... D−10.................................................................................................. D−4.........................2..MATLAB Computing Pages D−3................. D−23.... D−9.... D−27........3 Other Window Functions ...............2 Triangular Window Function.........1 Window Function Defined . D−5................. D−29 Simulink Modeling Page D−3 Excel Spreadsheet Page D−28 E Window Functions E−1 E.. E−9 E................................... E−15 E....... D−8..........3 Hanning Window Function....6 Kaiser Family of Window Functions ........ D−12....................... E−5 E.....................................................................1 Rectangular Window Function .. E−2 E....5 Blackman Window Function........................2 Common Window Functions ..2............... E−12 E.................... E−14 E......... Third Edition Copyright © Orchard Publications ..............2...............2................................................... E−17 References Index R−1 IN−1 x Signals and Systems with MATLAB Computing and Simulink Modeling....4 Fourier Series Method for Approximating an FIR Amplitude Response ..........2... D−7................................................2.........4 Hamming Window Function.

1 Signals Described in Math Form Consider the network of Figure 1. and 0 < t < ∞ . R t = 0 v out open terminals − + vS − + Figure 1. Then. the right justified bar will be omitted. Also. a left justified horizontal bar will denote the beginning of an example. the switch is open and therefore. A switched network with open terminals We wish to describe v out in a math form for the time interval – ∞ < t < + ∞ . For the time interval – ∞ < t < 0 .1) and (1. the switch is closed. These bars will not be shown whenever an example begins at the top of a page or at the bottom of a page. Fourth Edition Copyright © Orchard Publications 1−1 . (1. In other words. we obtain 0 –∞ < t < 0 v out = vS 0 < t < ∞ (1. and delta functions are then introduced. the input voltage v S appears at the output.3) Signals and Systems with MATLAB Computing and Simulink Modeling. The unit step.2) v out = v S for 0 < t < ∞ Combining (1.e.1) v out = 0 for – ∞ < t < 0 For the time interval 0 < t < ∞ . the output voltage v out is zero. unit ramp. Several examples for expressing a variety of waveforms in terms of these elementary signals are provided.Chapter 1 Elementary Signals T his chapter begins with a discussion of elementary signals that may be applied to electric networks. i. – ∞ < t < 0 . it is convenient to divide the time interval into two parts. Throughout this text.2) into a single relationship. when one example follows immediately after a previous example.. To do this.1 where the switch is closed at time t = 0 . The sampling and sifting properties of the delta function are defined and derived.1. 1. and a right justified horizontal bar will denote the end of the example. (1.

But if it changes at t = t 0 instead.3. 1 0 u0 ( t ) t Figure 1. Waveform for u 0 ( t – t 0 ) * In some books.Chapter 1 Elementary Signals We can express (1. In this text.3) The waveform of Figure 1.4. that is.5) respectively. vS 0 v out t Figure 1. that is.2. the unit step function is denoted as u ( t ) . the function jumps from one value to another without taking on any intermediate values.3. Waveform for v out as defined in relation (1. its waveform and definition are as shown in Figure 1. In this case. Fourth Edition Copyright © Orchard Publications . it is denoted as u 0 ( t – t 0 ) .3) by the waveform shown in Figure 1.2.2 The Unit Step Function u 0 ( t ) A well known discontinuous function is the unit step function u 0 ( t ) * which is defined as 0 u0 ( t ) = 1 t<0 t>0 (1. 1 0 t0 u0 ( t – t0 ) t Figure 1. we will reserve the u ( t ) designation for any input when we will discuss state variables in Chapter 5.2 is an example of a discontinuous function. Waveform for u 0 ( t ) In the waveform of Figure 1. 1. without the subscript 0. 1−2 Signals and Systems with MATLAB Computing and Simulink Modeling. the unit step function u 0 ( t ) changes abruptly from 0 to 1 at t = 0 .4 and relation (1. however.4) It is also represented by the waveform of Figure 1. A function is said to be discontinuous if it exhibits points of discontinuity.3.

7) and the waveform is shown in Figure 1. Signals and Systems with MATLAB Computing and Simulink Modeling.7.1 Express the output voltage v out as a function of the unit step function. and v out = v S for t > T . v out = v S u 0 ( t – T ) (1. Therefore.6) respectively. 1 − t0 0 u0 ( t + t0 ) t Figure 1. Waveform for u 0 ( t + t 0 ) 0 u0 ( t + t0 ) = 1 t < –t0 t > –t0 (1. the output voltage v out = 0 for t < T . Network for Example 1. its waveform and definition are as shown in Figure 1. In this case.6.5. where the switch is closed at time t = T .5 and relation (1.The Unit Step Function 0 u0 ( t – t0 ) = 1 t < t0 t > t0 (1.6.5) If the unit step function changes abruptly from 0 to 1 at t = – t 0 . Solution: For this example. and sketch the appropriate waveform. it is denoted as u 0 ( t + t 0 ) .6) Example 1.1 Consider the network of Figure 1. R t = T v out open terminals − + vS − + Figure 1. Fourth Edition Copyright © Orchard Publications 1−3 .

A rectangular pulse expressed as the sum of two unit step functions 1−4 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 0 1 (a) u0 ( t ) t 0 (b) t 1 0 (c) t –u0 ( t – 1 ) Figure 1.8. Fourth Edition Copyright © Orchard Publications .1 Other forms of the unit step function are shown in Figure 1.8.9. Waveform for Example 1.7.9. Other forms of the unit step function Unit step functions can be used to represent other time−varying functions such as the rectangular pulse shown in Figure 1. t (a) –A u0 ( t ) Au 0 ( – t ) Au 0 ( – t + T ) Τ 0 −A (b) –A u0 ( t – T ) −A 0 −A t −Τ 0 (c) t –A u0 ( t + T ) A A 0 Τ Τ 0 (h) −A (e) Au 0 ( – t – T ) A 0 (d) t t −Τ 0 (f) t 0 –A u0 ( –t ) −A (g) t t −Τ 0 −A (i) t –A u0 ( – t + T ) –A u0 ( – t – T ) Figure 1.Chapter 1 Elementary Signals v out 0 T vS u0 ( t – T ) t Figure 1.

The Unit Step Function Thus.10) Line segment ~ has height – A . as in Example 1. can be denoted as 24u 0 ( t ) V . if the excitation in a circuit is a rectangular. and terminates at t = T . or triangular. it can be represented as a sum (difference) of unit step functions. It is expressed as v 4 ( t ) = – A [ u 0 ( t – 3T ) – u 0 ( t – 4T ) ] (1. and terminates at t = 4T . can be described as v ( t ) = ( V m cos ω t ) u 0 ( t – t 0 ) V . Then. This segment is expressed as v 2 ( t ) = – A [ u 0 ( t – T ) – u 0 ( t – 2T ) ] (1.10 as a sum of unit step functions.10. a sinusoidal voltage source v ( t ) = V m cos ω t V that is applied to a circuit at t = t0 . starts at t = 2T and terminates at t = 3T .9(a) is the sum of the unit step functions of Figures 1.1.8) Line segment | has height – A .2 Solution: Line segment { has height A . Likewise. Example 1. Fourth Edition Copyright © Orchard Publications 1−5 .2 Express the square waveform of Figure 1.9) Line segment } has height A . Also. a constant voltage source of 24 V applied at t = 0 . this segment is expressed as v1 ( t ) = A [ u0 ( t ) – u0 ( t – T ) ] (1. The unit step function offers a convenient method of describing the sudden application of a voltage or current source. This segment is expressed as v 3 ( t ) = A [ u 0 ( t – 2T ) – u 0 ( t – 3T ) ] (1. starts at t = 0 . 3T . v(t) A { T 2T } 3T 0 –A t | ~ Figure 1. or sawtooth.9(b) and 1. starts at t = T and terminates at t = 2T . Square waveform for Example 1. For example. the pulse of Figure 1.11) Signals and Systems with MATLAB Computing and Simulink Modeling. starts at t = 3T . and so on. or any other recurring pulse. The vertical dotted lines indicate the discontinuities at T. 2T.9(c) and it is represented as u 0 ( t ) – u 0 ( t – 1 ) .

Fourth Edition Copyright © Orchard Publications . v ( t ) = v1 ( t ) + v2 ( t ) + v3 ( t ) + v4 ( t ) = A [ u 0 ( t ) – u 0 ( t – T ) ] – A [ u 0 ( t – T ) – u 0 ( t – 2T ) ] +A [ u 0 ( t – 2T ) – u 0 ( t – 3T ) ] – A [ u 0 ( t – 3T ) – u 0 ( t – 4T ) ] (1. and terminates at t = T ⁄ 2 .3 Solution: This pulse has height A . Symmetric rectangular pulse for Example 1.4 Solution: 1−6 Signals and Systems with MATLAB Computing and Simulink Modeling. A i(t) –T ⁄ 2 0 T⁄2 t Figure 1.14) Example 1. that is. the square waveform of Figure 1. we obtain T T T T .– u 0 t – -i ( t ) = Au 0 t + - 2 2 2 2 (1. starts at t = – T ⁄ 2 .13) Example 1. we obtain v ( t ) = A [ u 0 ( t ) – 2u 0 ( t – T ) + 2u 0 ( t – 2T ) – 2u 0 ( t – 3T ) + … ] (1.12. Therefore.4 Express the symmetric triangular waveform of Figure 1. with reference to Figures 1. Symmetric triangular waveform for Example 1.3 Express the symmetric rectangular pulse of Figure 1.8) through (1.8 (b).11 as a sum of unit step functions. 1 v(t) –T ⁄ 2 0 T⁄2 t Figure 1.12 as a sum of unit step functions.12) Combining like terms.11).= A u 0 t + -.11.Chapter 1 Elementary Signals Thus.10 can be expressed as the summation of (1.5 and 1.– Au 0 t – -.

16) Combining (1.15) and for line segment | .15) and (1.17) Example 1.5 Express the waveform of Figure 1.5 Solution: Signals and Systems with MATLAB Computing and Simulink Modeling.t+1 T –T ⁄ 2 t Figure 1.t + 1 u 0 ( t ) – u 0 t – T -- T 2 T 2 (1. Equations for the linear segments of Figure 1. Fourth Edition Copyright © Orchard Publications 1−7 . – u 0 ( t ) + – -. 2 -.14 as a sum of unit step functions.12 For line segment { . 2 v 2 ( t ) = – -.16).The Unit Step Function We first derive the equations for the linear segments { and | shown in Figure 1.13.13.t+1 T 1 v( t) { 0 | T⁄2 2 – -.14. Waveform for Example 1. 2 .t + 1 u 0 ( t ) – u 0 t – T -- T 2 (1.t + 1 u 0 t + T = --.t + 1 u 0 t + T -. we obtain v ( t ) = v1 ( t ) + v2 ( t ) 2 2 . – u0 ( t ) v 1 ( t ) = -T 2 (1. 3 v( t) 2 1 0 1 2 3 t Figure 1.

14 Following the same procedure as in the previous examples. and the unit impulse or delta function. We will introduce them with the examples that follow. Example 1.18) Two other functions of interest are the unit ramp function.15. Equations for the linear segments of Figure 1.15. 3 2 1 v(t) { 2t + 1 –t+3 | 0 1 2 3 t Figure 1. we obtain v ( t ) = ( 2t + 1 ) [ u 0 ( t ) – u 0 ( t – 1 ) ] + 3 [ u 0 ( t – 1 ) – u 0 ( t – 2 ) ] + ( – t + 3 ) [ u0 ( t – 2 ) – u0 ( t – 3 ) ] Multiplying the values in parentheses by the values in the brackets.16 i S is a constant current source and the switch is closed at time t = 0 . Express the capacitor voltage v C ( t ) as a function of the unit step.Chapter 1 Elementary Signals As in the previous example.6 In the network of Figure 1. we obtain v ( t ) = ( 2t + 1 ) u 0 ( t ) – ( 2t + 1 ) u 0 ( t – 1 ) + 3u 0 ( t – 1 ) – 3u 0 ( t – 2 ) + ( – t + 3 ) u 0 ( t – 2 ) – ( – t + 3 ) u 0 ( t – 3 ) v ( t ) = ( 2t + 1 ) u 0 ( t ) + [ – ( 2t + 1 ) + 3 ] u 0 ( t – 1 ) + [ – 3 + ( – t + 3 ) ] u0 ( t – 2 ) – ( – t + 3 ) u0 ( t – 3 ) and combining terms inside the brackets. Fourth Edition Copyright © Orchard Publications . 1−8 Signals and Systems with MATLAB Computing and Simulink Modeling. we first find the equations of the linear segments linear segments { and | shown in Figure 1. we obtain v ( t ) = ( 2t + 1 ) u 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) – t u 0 ( t – 2 ) + ( t – 3 ) u 0 ( t – 3 ) (1.

we express this integral with –∞ at the lower limit of integration so that any non-zero value prior to t < 0 would be included in the integration.17. Network for Example 1. we can write (1.tu ( t ) v C ( t ) = ---C 0 i S u 0 ( τ ) dτ = iS --C ∫–∞ u0 ( τ ) dτ 0 0 iS + --C ∫ 0 u 0 ( τ ) dτ t (1.19) where τ is a dummy variable.22) Therefore. and the capacitor voltage v C ( t ) is 1 v C ( t ) = --C ∫– ∞ i t C ( τ ) dτ * (1. we see that when a capacitor is charged with a constant current.17.21) (1. we can express the current i C ( t ) as iC ( t ) = iS u0 ( t ) and assuming that v C ( t ) = 0 for t < 0 . the voltage across it is a linear function and forms a ramp with slope i S ⁄ C as shown in Figure 1. Fourth Edition Copyright © Orchard Publications 1−9 . Signals and Systems with MATLAB Computing and Simulink Modeling.19) as 1 v C ( t ) = --C (1. Voltage across a capacitor when charged with a constant current source * Since the initial condition for the capacitor voltage was not specified. Since the switch closes at t = 0 .16.6 Solution: The current through the capacitor is i C ( t ) = i S = cons tan t .20) ∫– ∞ t or iS .The Unit Step Function R t = 0 + iS C − vC ( t ) Figure 1. vC ( t ) slope = i S ⁄ C 0 t Figure 1.

3 The Unit Ramp Function u 1 ( t ) The unit ramp function.23) by considering the area under the unit step function u 0 ( t ) from – ∞ to t as shown in Figure 1. We can evaluate the integral of (1.e.24) Since u 1 ( t ) is the integral of u 0 ( t ) . then u 0 ( t ) must be the derivative of u 1 ( t ) . 0 u3 ( t ) = 3 t 0 un ( t ) = n t or u3 ( t ) = 3 (1. we define u 1 ( t ) as 0 u1 ( t ) = t t<0 t≥0 (1.26) Similarly.28) Also.u ( t ) = u0 ( t ) dt 1 (1.18.27) and in general.. Fourth Edition Copyright © Orchard Publications . 1−10 Signals and Systems with MATLAB Computing and Simulink Modeling. or un ( t ) = 3 ∫– ∞ u n – 1 ( τ ) d τ (1. integrating u 0 ( t ) twice and multiplying by 2 . Area = 1 × τ = τ = t 1 τ t Figure 1. For example. d ---. we define u 2 ( t ) as 0 u2 ( t ) = 2 t t<0 t≥0 t<0 t≥0 t<0 t≥0 or u2 ( t ) = 2 ∫–∞ u1 ( τ ) dτ ∫–∞ u2 ( τ ) dτ t t t (1.18. is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t (1.23) where τ is a dummy variable. Area under the unit step function from – ∞ to t Therefore. i.25) Higher order functions of t can be generated by repeated integration of the unit step function. denoted as u 1 ( t ) .Chapter 1 Elementary Signals 1.

29) Example 1.30) as d -u (t) v L ( t ) = Li S ---dt 0 (1. u 0 ( t ) is constant ( 0 or 1 ) for all time except at t = 0 where it is discontinuous.30) (1.7 Solution: The voltage across the inductor is di L v L ( t ) = L ------dt (1.31) and since the switch closes at t = 0 . iL ( t ) = iS u0 ( t ) Therefore.19.33) (1.7 In the network of Figure 1.34) δ ( t ) = 0 for all t ≠ 0 Signals and Systems with MATLAB Computing and Simulink Modeling. 1. The derivative of the unit step function is defined in the next section. It is also defined as and ∫– ∞ δ ( τ ) d τ t = u0 ( t ) (1. is the derivative of the unit step u 0 ( t ) .The Delta Function 1d -u (t) . denoted as δ ( t ) . Since the derivative of any constant is zero. Fourth Edition Copyright © Orchard Publications 1−11 .---u n – 1 ( t ) = -n dt n (1. the derivative of the unit step u 0 ( t ) has a non−zero value only at t = 0 . the switch is closed at time t = 0 and i L ( t ) = 0 for t < 0 . R t = 0 iL ( t ) vL ( t ) L − + iS Figure 1. Express the inductor current i L ( t ) in terms of the unit step function. Network for Example 1. as we know.32) But. we can write (1.4 The Delta Function δ ( t ) The unit impulse or delta function.19.

Chapter 1 Elementary Signals To better understand the delta function δ ( t ) . in the limit.38) We rewrite f ( t ) as f(t) = f(0) + [f(t) – f(0)] Integrating (1. Therefore. 1 −ε Area =1 −ε 0 ε 0 Figure (a) ε t 1 2ε Figure (b) t Figure 1.37) (1. Fourth Edition Copyright © Orchard Publications .1 The Sampling Property of the Delta Function δ ( t ) The sampling property of the delta function states that f ( t )δ ( t – a ) = f ( a )δ ( t ) (1.20 (a).4. Proof: Since δ ( t ) = 0 for t < 0 and t > 0 then. Representation of the unit step as a limit The function of Figure 1. 1. f ( t )δ ( t ) = f ( 0 )δ ( t ) that is. but the area of the rectangle remains 1 . and area equal to 1 . 1 ⁄ 2 ε becomes unbounded.38). where we see that as ε → 0 . zero width. when a = 0 .20 (b) is the derivative of Figure 1.36) or. we obtain 1−12 Signals and Systems with MATLAB Computing and Simulink Modeling. let us represent the unit step u 0 ( t ) as shown in Figure 1. Two useful properties of the delta function are the sampling property and the sifting property. with unbounded amplitude.37) over the interval – ∞ to t and using (1. multiplication of any function f ( t ) by the delta function δ ( t ) results in sampling the function at the time instants where the delta function is not zero. we can think of δ ( t ) as approaching a very large spike or impulse at the origin. The study of discrete−time systems is based on this property.35) (1. Figure 1.20 (a).20. f ( t )δ ( t ) = 0 for t < 0 and t > 0 (1.20 (a) becomes the unit step as ε → 0 .

if we multiply any function f ( t ) by δ ( t – α ) . this can be written outside the integral. Fourth Edition Copyright © Orchard Publications 1−13 .44) We will use integration by parts to evaluate this integral.39) contains the constant term f ( 0 ) .39) reduces to t f ( 0 )δ ( τ ) dτ = f ( 0 ) ∫– ∞ δ ( τ ) d τ (1. we obtain f ( t )δ ( t ) = f ( 0 )δ ( t ) Sampling Property of δ ( t ) (1.40) The second integral of the right side of (1. Proof: Let us consider the integral ∫a f ( t )δ ( t – α ) dt b where a < α < b (1.The Delta Function ∫– ∞ t f ( τ )δ ( τ ) dτ = ∫– ∞ t f ( 0 )δ ( τ ) dτ + ∫–∞ [ f ( τ ) – f ( 0 ) ]δ ( τ ) dτ t t (1.39) The first integral on the right side of (1. (1. and integrate from – ∞ to + ∞ .2 The Sifting Property of the Delta Function δ ( t ) The sifting property of the delta function states that ∞ ∫–∞ f ( t )δ ( t – α ) dt = f(α) (1.43) that is.41).45) and integrating both sides we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.42) 1. We recall from the derivative of products that d ( xy ) = xdy + ydx or xdy = d ( xy ) – ydx (1.4.41) Differentiating both sides of (1. and replacing τ with t .39) is always zero because δ ( t ) = 0 for t < 0 and t > 0 [f(τ ) – f(0 ) ] τ=0 = f(0 ) – f( 0) = 0 ∫– ∞ t f ( τ )δ ( τ ) dτ = f ( 0 ) ∫– ∞ δ ( τ ) d τ t (1. ∫– ∞ and Therefore. we will obtain the value of f ( t ) evaluated at t = α . that is.

47) We have assumed that a < α < b . we can show that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) (1.47) as ∫a and letting b f ( t )δ ( t – α ) dt = f ( b ) – ∫α f ′ ( t ) d t b = f( b) – f( b) + f(α ) a → – ∞ and b → ∞ for any α < ∞ ∞ .Chapter 1 Elementary Signals ∫ x dy = xy – y dx ∫ (1. Also. we obtain ∫a b f ( t )δ ( t – α ) dt = f ( t ) u 0 ( t – α ) – a b ∫a u0 ( t – α ) f ′( t ) dt b (1. the integral on the right side is zero for α < a . We can now rewrite (1.[f( t) ] f ( t )δ ( t – α ) dt = ( – 1 ) ------n –∞ dt ∞ n (1. dx = f ′( t ) . Fourth Edition Copyright © Orchard Publications .47) reduces to f ( b ) . that is. δ'' ( t ) is called triplet. δ n -[u (t)] δ ( t ) = ---dt 0 n (1. By substitution into (1. By a procedure similar to the derivation of the sampling property of the delta function.5 Higher Order Delta Functions An nth-order delta function is defined as the nth derivative of u 0 ( t ) . and so on. we can replace the lower limit of integration a by α . and therefore.49) The function δ' ( t ) is called doublet.50) Also. then. therefore. then. We also let dy = δ ( t – α ) . the derivation of the sifting property of the delta function can be extended to show that ∫ n nd . we let x = f ( t ) . and thus the first term of the right side of (1.44).51) t=α 1−14 Signals and Systems with MATLAB Computing and Simulink Modeling. we obtain (1.48) ∫–∞ f ( t )δ ( t – α ) dt = f ( α ) Sifting Property of δ ( t ) 1.46) Now. u 0 ( t – α ) = 0 for α < a . y = u 0 ( t – α ) .

therefore. ∞ ∫–∞ f ( t )δ ( t – α ) dt ∞ ∫–∞ t δ ( t – 2 ) dt = f ( 2 ) = t t = 2 = 2 c. Then. Signals and Systems with MATLAB Computing and Simulink Modeling. b.21 as a sum of unit step functions for the time interval – 1 < t < 7 s .Higher Order Delta Functions Example 1. Using the result of part (a). f ( t ) = 3t and a = 1 . for this example. For this example. The given expression contains the doublet. The sampling property states that f ( t )δ ( t – a ) = f ( a )δ ( t – a ) For this example.9 a. we use the relation f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) Then. Solution: ∫ – ∞ t δ ( t – 2 ) dt ∞ c.8 Evaluate the following expressions: a. Then. f ( t ) = t and b. t δ' ( t – 3 ) = t 2 2 t=3 d. 4 3t δ ( t – 1 ) = { 3t 4 4 t=1 }δ ( t – 1 ) = 3 δ ( t – 1 ) = f ( α ) . compute the derivative of v ( t ) and sketch its waveform. Express the voltage waveform v ( t ) shown in Figure 1. Fourth Edition Copyright © Orchard Publications 1−15 . t δ' ( t – 3 ) 2 a.2 δ' ( t – 3 ) – ---t dt t=3 δ ( t – 3 ) = 9 δ' ( t – 3 ) – 6 δ ( t – 3 ) Example 1. 3t δ ( t – 1 ) 4 b. The sifting property states that α = 2 .

21 Next.Chapter 1 Elementary Signals v(t) 3 2 1 −1 0 1 2 3 4 5 6 7 t (s) −1 −2 (V) Figure 1.22. and we obtain v ( t ) = 2t [ u 0 ( t + 1 ) – u 0 ( t – 1 ) ] + 2 [ u 0 ( t – 1 ) – u 0 ( t – 2 ) ] + ( – t + 5 ) [ u0 ( t – 2 ) – u0 ( t – 4 ) ] + [ u0 ( t – 4 ) – u0 ( t – 5 ) ] + ( – t + 6 ) [ u0 ( t – 5 ) – u0 ( t – 7 ) ] (1.9 Solution: a. Fourth Edition Copyright © Orchard Publications . we express v ( t ) in terms of the unit step function u 0 ( t ) . we obtain 1−16 Signals and Systems with MATLAB Computing and Simulink Modeling.22. We begin with the derivation of the equations for the linear segments of the given waveform as shown in Figure 1.52) Multiplying and collecting like terms in (1.21. Equations for the linear segments of Figure 1.52). Waveform for Example 1. v(t) (V) 3 2 1 v(t) –t+5 –t+6 −1 0 1 2 3 4 5 6 7 t (s) −1 −2 2t Figure 1.

by application of the sampling property.53). and δ ( t – 5 ) = 0 .Higher Order Delta Functions v ( t ) = 2tu 0 ( t + 1 ) – 2tu 0 ( t – 1 ) – 2u 0 ( t – 1 ) – 2u 0 ( t – 2 ) – tu 0 ( t – 2 ) + 5u 0 ( t – 2 ) + tu 0 ( t – 4 ) – 5u 0 ( t – 4 ) + u 0 ( t – 4 ) – u 0 ( t – 5 ) – tu 0 ( t – 5 ) + 6u 0 ( t – 5 ) + tu 0 ( t – 7 ) – 6u 0 ( t – 7 ) or v ( t ) = 2tu 0 ( t + 1 ) + ( – 2t + 2 ) u 0 ( t – 1 ) + ( – t + 3 ) u 0 ( t – 2 ) + ( t – 4 ) u0 ( t – 4 ) + ( – t + 5 ) u0 ( t – 5 ) + ( t – 6 ) u0 ( t – 7 ) b. and the terms that contain these delta functions vanish. and t = 7 . we obtain dv ----. Fourth Edition Copyright © Orchard Publications 1−17 . δ ( t – 1 ) = 0 .54) The plot of dv ⁄ dt is shown in Figure 1. we observe that discontinuities occur only at t = – 1 . The derivative of v ( t ) is dv ----. t = 2 . Therefore. 2t δ ( t + 1 ) = { 2t t = –1 }δ ( t + 1 ) = – 2 δ ( t + 1 ) t=2 ( – t + 3 )δ ( t – 2 ) = { ( – t + 3 ) ( t – 6 )δ ( t – 7 ) = { ( t – 6 ) }δ ( t – 2 ) = δ ( t – 2 ) t=7 }δ ( t – 7 ) = δ ( t – 7 ) and by substitution into (1. δ ( t – 4 ) = 0 .53) From the given waveform. Also.= 2u 0 ( t + 1 ) + 2t δ ( t + 1 ) – 2u 0 ( t – 1 ) + ( – 2t + 2 )δ ( t – 1 ) dt – u 0 ( t – 2 ) + ( – t + 3 )δ ( t – 2 ) + u 0 ( t – 4 ) + ( t – 4 )δ ( t – 4 ) – u 0 ( t – 5 ) + ( – t + 5 )δ ( t – 5 ) + u 0 ( t – 7 ) + ( t – 6 )δ ( t – 7 ) (1.= 2u 0 ( t + 1 ) – 2 δ ( t + 1 ) – 2u 0 ( t – 1 ) – u 0 ( t – 2 ) dt + δ ( t – 2 ) + u0 ( t – 4 ) – u0 ( t – 5 ) + u0 ( t – 7 ) + δ ( t – 7 ) (1. Signals and Systems with MATLAB Computing and Simulink Modeling.23.

For a detailed procedure for generating piece-wise linear functions with Simulink’s Signal Builder block. Figure 1. * A brief introduction to Simulink is presented in Appendix B. Plot of the derivative of the waveform of Figure 1.24.23.Chapter 1 Elementary Signals dv ----dt 2 δ(t – 2) 1 2 3 4 5 6 δ(t – 7) 7 t (s) −1 (V ⁄ s) 1 −1 0 –2 δ ( t + 1 ) Figure 1. please refer to Introduction to Simulink with Engineering Applications. ISBN 0−9744239−7−1 1−18 Signals and Systems with MATLAB Computing and Simulink Modeling. and two positive spikes of magnitude 1 occur at t = 2 . Simulink model for Example 1. Fourth Edition Copyright © Orchard Publications . These spikes occur because of the discontinuities at these points.24. and t = 7 . It would be interesting to observe the given signal and its derivative on the Scope block of the Simulink* model of Figure 1.25.21 We observe that a negative spike of magnitude 2 occurs at t = – 1 .9 The waveform created by the Signal Builder block is shown in Figure 1.25. They are shown in Figure 1.

To deselect it. We save it with the name Figure_1. Piece−wise linear waveform for the Signal Builder block in Figure 1. Likewise we right−click anywhere on the plot and we specify the Change Time Range at Min time: −2. and Maximum: 3.Higher Order Delta Functions Figure 1. We double−click on the Signal Builder block in Figure 1. We also drag the Derivative block from the Continuous library.24 The waveform in Figure 1. That line segment is now shown as a thick line indicating that it is selected. we left−click on that segment.25 is created with the following procedure: 1.24. 2. and we interconnect these blocks as shown in Figure 1. We open a new model by clicking on the new model icon shown as a blank page on the left corner of the top menu bar.25 and Simulink appends the . and on the plot which appears as a square pulse. and Max time: 8.mdl extension to it. we position the mouse cursor over that point and we left−click. we drag the Signal Builder block into this new model. Fourth Edition Copyright © Orchard Publications 1−19 . we click on the y−axis and we enter Minimum: −2.5. and the Scope block into this model. From the Sources library. A circle is drawn around that point to indicate that it is selected. To select a particular point. we press the Esc key.5.25. the name Untitled appears on the top of this new model. Initially. 3. 5. To select a line segment. the Bus Creator block from the Commonly Used Blocks library. 4. Signals and Systems with MATLAB Computing and Simulink Modeling.24.

syms k a t. Their use is illustrated with the examples below. When we select a line segment on the time axis (x−axis) we observe that at the lower end of the waveform display window the Left Point and Right Point fields become visible. Fourth Edition Copyright © Orchard Publications . 7. and t = 7 . These are denoted by the names of the mathematicians who used them in their work.Chapter 1 Elementary Signals 6. Then. we can move that point in a direction parallel to the x−axis. are clearly shown in Figure 1.26.26. To drag a point along the y−axis. We can then reshape the given waveform by specifying the Time (T) and Amplitude (Y) points. The unit step function u 0 ( t ) is referred to as Heaviside(t). 8. Waveforms for the Simulink model of Figure 1. To drag a line segment to a new position. To drag a point along the x−axis. 9. and the cursor changes to a circle indicating that we can drag that point. MATLAB* has built-in functions for the unit step. 1−20 Signals and Systems with MATLAB Computing and Simulink Modeling. Figure 1. and we hold down the Shift key while dragging that point. and the delta functions. and the delta function δ ( t ) is referred to as Dirac(t).24 The two positive spikes that occur at t = 2 . u=k*sym('Heaviside(t−a)') % Define symbolic variables % Create unit step function at t = a u = k*Heaviside(t-a) d=diff(u) % Compute the derivative of the unit step function d = k*Dirac(t-a) * An introduction to MATLAB® is given in Appendix A. we select that point. we place the mouse cursor over that line segment and the cursor shape shows the position in which we can drag the segment. we move the mouse cursor over that point.

Fourth Edition Copyright © Orchard Publications 1−21 .Higher Order Delta Functions int(d) % Integrate the delta function ans = Heaviside(t-a)*k Signals and Systems with MATLAB Computing and Simulink Modeling.

6 Summary • The unit step function u 0 ( t ) is defined as 0 u0 ( t ) = 1 t<0 t>0 • The unit step function offers a convenient method of describing the sudden application of a voltage or current source. denoted as u 1 ( t ) . • The unit ramp function. denoted as δ ( t ) . when a = 0 .Chapter 1 Elementary Signals 1. is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t • The unit impulse or delta function. Fourth Edition Copyright © Orchard Publications . f ( t )δ ( t ) = f ( 0 )δ ( t ) • The sifting property of the delta function states that ∫–∞ f ( t )δ ( t – α ) dt ∞ = f(α) • The sampling property of the doublet function δ' ( t ) states that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) 1−22 Signals and Systems with MATLAB Computing and Simulink Modeling. is the derivative of the unit step u 0 ( t ) . It is also defined as and ∫–∞ δ ( τ ) dτ t = u0 ( t ) δ ( t ) = 0 for all t ≠ 0 • The sampling property of the delta function states that f ( t )δ ( t – a ) = f ( a )δ ( t ) or.

v(t) (V) 20 e 10 0 1 −10 −20 2 3 4 5 6 7 t(s) – 2t v(t) b.7 Exercises 1. cos t δ t – - 2 2 e. sin t δ t – - 6 π t – -d. compute the derivative of v ( t ) . and sketch its waveform. a.Exercises 1. Signals and Systems with MATLAB Computing and Simulink Modeling. Express the voltage waveform v ( t ) shown below as a sum of unit step functions for the time interval 0 < t < 7 s . ∫– ∞ t e ∞ 2 –t δ ( t – 2 ) dt π f. cos 2t δ 4 π c. sin t δ 1 t – - 2 2 2. This waveform cannot be used with Sinulink’s Function Builder block because it contains the decaying exponential segment which is a non−linear function. tan 2t δ 8 π t – -b. Using the result of part (a). Evaluate the following functions: π a. Fourth Edition Copyright © Orchard Publications 1−23 .

It is recommended that first you go through and solve those you feel that you know. for your benefit. You should follow this practice with the exercises on all chapters of this book. If your results do not agree with those provided. Refer to the solutions as a last resort and rework those problems at a later date. look over your procedures for inconsistencies and computational errors. review this chapter and try again. make an honest effort to solve the problems without first looking at the solutions that follow. You must.Chapter 1 Elementary Signals 1. Fourth Edition Copyright © Orchard Publications . For the exercises that you are uncertain. 1−24 Signals and Systems with MATLAB Computing and Simulink Modeling.8 Solutions to End−of−Chapter Exercises Dear Reader: The remaining pages on this chapter contain the solutions to the exercises.

2 1 2 π sin t δ t – -. Fourth Edition Copyright © Orchard Publications 1−25 .( 1 + 1 )δ 1 t – π . 1 . a. v( t) = e – 2t [ u 0 ( t ) – u 0 ( t – 2 ) ] + ( 10t – 30 ) [ u 0 ( t – 2 ) – u 0 ( t – 3 ) ] + ( – 10 t + 50 ) [ u 0 ( t – 3 ) – u 0 ( t – 5 ) ] + ( 10t – 70 ) [ u 0 ( t – 5 ) – u 0 ( t – 7 ) ] v(t) = e – 2t u0 ( t ) – e – 2t u 0 ( t – 2 ) + 10tu 0 ( t – 2 ) – 30u 0 ( t – 2 ) – 10tu 0 ( t – 3 ) + 30u 0 ( t – 3 ) – 10tu 0 ( t – 3 ) + 50u 0 ( t – 3 ) + 10tu 0 ( t – 5 ) – 50u 0 ( t – 5 ) + 10tu 0 ( t – 5 ) – 70u 0 ( t – 5 ) – 10tu 0 ( t – 7 ) + 70u 0 ( t – 7 ) Signals and Systems with MATLAB Computing and Simulink Modeling. sin t δ t – - 6 t = π⁄6 π π = sin π --δt – π -- = 0. π = sin t a. cos 2t δ 4 2 t = π⁄4 π = -.sin t δ t – - 2 dt t = π⁄2 t = π⁄2 π δ t – - 2 t = π⁄2 f. cos t δ 2 2 1 π = d. For part (f) we apply the sampling property of the doublet.( 1 + cos 2t ) t – -c.– . ∫–∞ f ( t )δ ( t – α ) dt ∞ = f ( α ) .( 1 – 1 )δ t – π -.5 δ t – -δ t – - 6 6 6 6 π -δt – π δt – π -- = cos --- = 0 4 2 4 1 π = 1 .= sin t 2 t = π⁄2 d 2 1 π ---.– sin 2t δ t – - 2 π δ t – - 2 1 1 π π .( 1 – cos 2t ) = -2 1 π . Thus. – sin πδ t – - 2 2 2 2 2.Solutions to End−of−Chapter Exercises 1. We apply the sampling property of the δ ( t ) function for all expressions except (e) where we apply the sifting property.δt – π tan --. = δ t – -δ t – - 8 8 4 8 We recall that the sampling property states that e.= δ t – -= --.54 We recall that the sampling property for the doublet states that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) Thus.( 1 + cos π )δ t – π -- = 0 -- = -δ t – - 2 2 2 2 2 t =π⁄2 t–π -- = cos 2t b. We recall that the sampling property states that f ( t )δ ( t – a ) = f ( a )δ ( t – a ) . tan 2t δ t – -tan 2t 8 t = π⁄8 π π π = . ∫– ∞ t e ∞ 2 –t δ ( t – 2 ) dt = t e 2 –t t=2 = 4e –2 = 0. Thus.

dv ⁄ dt 20 10 – 10 – 20 – 2e (V ⁄ s) 20 δ ( t – 3 ) 1 – 2t 2 – 10 δ ( t – 2 ) 3 4 5 – 20 δ ( t – 5 ) 6 7 t (s) 1−26 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .Chapter 1 Elementary Signals v(t) = e – 2t u0 ( t ) + ( –e – 2t + 10t – 30 ) u 0 ( t – 2 ) + ( – 20t + 80 ) u 0 ( t – 3 ) + ( 20t – 120 ) u 0 ( t – 5 ) + ( – 10t + 70 ) u 0 ( t – 7 ) b. by the sampling property of the delta function ( –e – 2t + 10t – 30 )δ ( t – 2 ) = ( – e – 2t + 10t – 30 ) t=3 t=2 δ ( t – 2 ) ≈ – 10 δ ( t – 2 ) ( – 20t + 80 )δ ( t – 3 ) = ( – 20t + 80 ) ( 20t – 120 )δ ( t – 5 ) = ( 20t – 120 ) δ ( t – 3 ) = 20 δ ( t – 3 ) t=5 δ ( t – 5 ) = – 20 δ ( t – 5 ) and with these simplifications (1) above reduces to dv ⁄ dt = – 2e – 2t u 0 ( t ) + 2e – 2t u 0 ( t – 2 ) + 10u 0 ( t – 2 ) – 10 δ ( t – 2 ) – 20u 0 ( t – 3 ) + 20 δ ( t – 3 ) + 20u 0 ( t – 5 ) – 20 δ ( t – 5 ) – 10u 0 ( t – 7 ) = – 2e – 2t [ u 0 ( t ) – u 0 ( t – 2 ) ] – 10 δ ( t – 2 ) + 10 [ u 0 ( t – 2 ) – u 0 ( t – 3 ) ] + 20 δ ( t – 3 ) – 10 [ u 0 ( t – 3 ) – u 0 ( t – 5 ) ] – 20 δ ( t – 5 ) + 10 [ u 0 ( t – 5 ) – u 0 ( t – 7 ) ] The waveform for dv ⁄ dt is shown below. t = 3 . and t = 5 . Therefore. – 2t – 2t – 2t – 2t dv ----. δ ( t ) = 0 and δ ( t – 7 ) = 0 .= – 2e u 0 ( t ) + e δ ( t ) + ( 2e + 10 ) u 0 ( t – 2 ) + ( – e + 10t – 30 )δ ( t – 2 ) dt – 20u 0 ( t – 3 ) + ( – 20t + 80 )δ ( t – 3 ) + 20u 0 ( t – 5 ) + ( 20t – 120 )δ ( t – 5 ) – 10u 0 ( t – 7 ) + ( – 10t + 70 )δ ( t – 7 ) (1) Referring to the given waveform we observe that discontinuities occur only at t = 2 . Also.

if Signals and Systems with MATLAB Computing and Simulink Modeling. say t = t 0 = 0 .3) has meaning only if the integral converges (reaches a limit). s = σ + j ω . we are concerned with values of time t greater than some reference time. that is.1 Definition of the Laplace Transformation The two−sided or bilateral Laplace Transform pair is defined as L {f(t)}= F(s) = ∞ ∫– ∞ f ( t ) e ∫σ – j ω σ + jω – st dt (2. the two−sided Laplace transform pair of (2.3) L –1 1 σ + jω st { F ( s ) } = f ( t ) = ------F ( s ) e ds 2πj σ – jω ∫ (2. L { F ( s ) } denotes the Inverse Laplace transform.2) where L { f ( t ) } denotes the Laplace transform of the time function f ( t ) . The initial value and final value theorems are also discussed and proved. that is. 2. and s is a complex variable whose real part is σ .1) and (2. Fourth Edition Copyright © Orchard Publications 2−1 . definitions.Chapter 2 The Laplace Transformation T his chapter begins with an introduction to the Laplace transformation.4) The Laplace Transform of (2. and concludes with the derivation of the Laplace transforms of common waveforms. and since the initial conditions are generally known.1) L –1 1{ F ( s ) } = f ( t ) = ------2πj F ( s ) e ds –1 st (2. and properties of the Laplace transformation. In most problems. It continues with the derivation of the Laplace transform of common functions of time.2) simplifies to the unilateral or one−sided Laplace transform defined as L {f(t)}= F(s) = ∫t ∞ 0 f(t)e – st dt = ∫0 f ( t ) e ∞ – st dt (2. and imaginary part ω .

we will denote transformation from the time domain to the complex frequency domain. e dition for convergence becomes ∫0 f ( t ) e ∞ –σ t dt < ∞ (2. Evaluation of the integral of (2.10) 2. and thus there is no need to use (2. In our subsequent discussion.2 Properties and Theorems of the Laplace Transform The most common properties and theorems of the Laplace transform are presented in Subsections 2. we rewrite (2.2. converges if σ > σ 0 . we can express (2.9) where Re { s } denotes the real part of the complex variable s . it will not be attempted in this chapter.3) converges.8).4) to obtain the Inverse Laplace transform.e. 2−2 Signals and Systems with MATLAB Computing and Simulink Modeling.6) has magnitude of unity. we conclude that if f ( t ) is of exponential order. and thus the con- The term e in the integral of (2.. as f(t) ⇔ F(s) (2.5) as –σ t –j ω t e dt < ∞ –j ω t (2.Chapter 2 The Laplace Transformation ∫0 f ( t ) e ∫0 f ( t ) e –j ω t ∞ ∞ ∞ – st dt < ∞ (2. i.7) Fortunately.4) involves contour integration in the complex plane. in most engineering applications the functions f ( t ) are of exponential order*.1 through 2. Fourth Edition Copyright © Orchard Publications .5) To determine the conditions that will ensure us that the integral of (2. We will see in the next chapter that many Laplace transforms can be inverted with the use of a few standard pairs. σ0 t * A function f ( t ) is said to be of exponential order if f ( t ) < ke for all t ≥ 0 .8) and we see that the integral on the right side of the inequality sign in (2.13 below.7) as. ∫0 f(t)e –σ t dt < ∫0 ∞ ke σ0 t –σ t e dt (2.2. and vice versa. and thus. L { f ( t ) } exists if Re { s } = σ > σ 0 (2. Therefore.6) = 1 . Then.

Fourth Edition Copyright © Orchard Publications 2−3 . 2. With these substitutions and with a → 0 .11) Proof: L { c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) } = ∫t ∞ 0 [ c 1 f 1 ( t ) + c 2 f 2 ( t ) + … + c n f n ( t ) ] dt ∞ 0 = c1 ∫t f1 ( t ) e – st dt + c 2 ∫t ∞ 0 f2 ( t ) e – st dt + … + c n ∫t ∞ 0 fn ( t ) e – st dt = c1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) Note 1: It is desirable to multiply f ( t ) by the unit step function u 0 ( t ) to eliminate any unwanted non− zero values of f ( t ) for t < 0 .13) Now. the second integral on the right side of (2. and c 1 . then. f 2 ( t ).2 Time Shifting Property The time shifting property states that a right shift in the time domain by a units. f n ( t ) have Laplace transforms F 1 ( s ). c n are arbitrary constants. corresponds to multiplication by e – as in the complex frequency domain.Properties and Theorems of the Laplace Transform 2.12) – st Proof: L { f ( t – a ) u0 ( t – a ) } = ∫0 a 0e – st dt + ∫ a f( t – a )e dt (2. c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) ⇔ c 1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) (2. then. …. ….2.13) is expressed as ∫0 ∞ f(τ)e –s ( τ + a ) dτ = e – as ∫0 f ( τ ) e ∞ –s τ dτ = e – as F(s) Signals and Systems with MATLAB Computing and Simulink Modeling. we let t – a = τ . …. c 2 . f ( t – a ) u0 ( t – a ) ⇔ e – as F(s) ∞ (2. Thus. F n ( s ) respectively.2. t = τ + a and dt = d τ . F 2 ( s ).1 Linearity Property The linearity property states that if f 1 ( t ).

then.5 Differentiation in Time Domain Property The differentiation in time domain property states that differentiation in the time domain corresponds to multiplication by s in the complex frequency domain. we simply interpret f ( 0 ) as f ( 0 ) .2. becomes f ( at ) . − 2−4 Signals and Systems with MATLAB Computing and Simulink Modeling.14) –( s + a ) t Proof: L {e – at f( t) } = ∫0 ∞ e – at f(t)e dt = ∫0 f ( t ) e ∞ dt = F ( s + a ) Note 2: A change of scale is represented by multiplication of the time variable t by a positive scaling factor a . 2. − 2. e – at – at f(t) ⇔ F(s + a ) – st (2. the scaling property states that 1 s -F f ( at ) ⇔ -a a (2.15) Proof: L { f ( at ) } = ∫0 f ( at ) e ∞ ∞ – st dt and letting t = τ ⁄ a . Thus.= -d a a ∫0 f ( τ ) e –( s ⁄ a ) τ 1 s -F d ( τ ) = -a a Note 3: Generally. this multiplication will produce a shift of the s variable in the complex frequency domain by a units. Thus. Thus. Fourth Edition Copyright © Orchard Publications .Chapter 2 The Laplace Transformation 2. the function f ( t ) after scaling the time axis.4 Scaling Property Let a be an arbitrary positive constant. minus the initial value of f ( t ) at t = 0 .2. the initial value of f ( t ) is taken at t = 0 − to include any discontinuity that may be present at t = 0 .2.3 Frequency Shifting Property The frequency shifting property states that if we multiply a time domain function f ( t ) by an exponential function e where a is an arbitrary positive constant. If it is known that no such discontinuity exists at t = 0− . we obtain L { f ( at ) } = ∫0 ∞ f(τ )e –s ( τ ⁄ a ) 1 τ .

L { g '(t)} = sL {g( t) } – g(0 ) L { f '' ( t ) } = s L { f ' ( t ) } – f ' ( 0 ) = s [ s L [ f ( t ) ] – f ( 0 ) ] – f ' ( 0 ) = s 2 F ( s ) – sf ( 0 ) – f ' ( 0 ) − − − − − − Relations (2.17) . Then.19) and in general d ------. Then.f(t) g ( t ) = f ' ( t ) = ---dt and as we found above.f ( t ) ⇔ s 2 F ( s ) – sf ( 0 − ) – f ' ( 0 − ) 2 dt d3 ------.20) To prove (2.19) and (2. u = f ( t ) . and thus f(t)e − .f ( t ) ⇔ s n F ( s ) – sn – 1 f ( 0− ) – sn – 2 f ' ( 0− ) – … – f n dt n n–1 (0 ) − (2.Properties and Theorems of the Laplace Transform d− f ' ( t ) = ---f ( t ) ⇔ sF ( s ) – f ( 0 ) dt (2.20) can be proved by similar procedures. Signals and Systems with MATLAB Computing and Simulink Modeling. we let d .18).f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt (2.18) (2.16) Proof: L {f '(t)} = ∫0 f ' ( t ) e ∫ ∞ – st dt Using integration by parts where ∫ v du we let du = f ' ( t ) and v = e – st – st ∞ = uv – u dv – st (2. Fourth Edition Copyright © Orchard Publications 2−5 . dv = – se +s − L {f '(t )} = f(t )e 0 ∫0 ∞ − f(t)e − – st dt = lim – st a a→∞ 0 − + sF ( s ) = lim [ e a→∞ – sa f ( a ) – f ( 0 ) ] + sF ( s ) = 0 – f ( 0 ) + sF ( s ) The time differentiation property can be extended to show that d2 ------.

we obtain d d ---. also divided by s . when all initial conditions are zero.= dα .2.Chapter 2 The Laplace Transformation We must remember that the terms f ( 0 − ).7 Integration in Time Domain Property This property states that integration in time domain corresponds to F ( s ) divided by s plus the initial value of f ( t ) at t = 0 − .F ( s ) = ---ds ds ∫0 ∞ f( t)e – st dt = ∫0 ∞ ∂ –st e f ( t ) dt = ∂s ∫0 ∞ –t e – st f ( t ) dt = – ∫0 [ tf ( t ) ] e ∞ – st dt = – L [ tf ( t ) ] In general. then -----. * This rule states that if a function of a parameter α is defined by the equation F ( α ) = b ∫a f ( x.dx . Therefore. corresponds to multiplication of f ( t ) by t in the time domain. represent the initial conditions. α ) 2−6 Signals and Systems with MATLAB Computing and Simulink Modeling. In other words. this corresponds to F ( s ) multiplied by s to the nth power.F(s ) tf ( t ) ⇔ – ---ds (2. f ' ( 0 − ). That is.22) The proof for n ≥ 2 follows by taking the second and higher−order derivatives of F ( s ) with respect to s . and so on.21) Proof: L { f( t)} = F( s) = ∫0 f ( t ) e ∞ – st dt Differentiating with respect to s and applying Leibnitz’s rule* for differentiation under the integral. Fourth Edition Copyright © Orchard Publications . a and b are constants independent of x and α . ∫a ---------------∂( α ) ∂( x. f '' ( 0 − ) . α ) dx b where f is some known function of integration x and the parameter α . d .6 Differentiation in Complex Frequency Domain Property This property states that differentiation in complex frequency domain and multiplication by minus one. and we differentiate a time function f ( t ) n times. 2.2. n nd -F(s) t f ( t ) ⇔ ( – 1 ) ------n ds n (2. 2. and the partial derivative dF ∂f ⁄ ∂α exists and it is continuous.

nor the lower limits of integration are functions of time.23) by the linearity property.23) as two integrals. and will prove (2.24). and this constant is an initial condition denoted as f ( 0 − ) .Properties and Theorems of the Laplace Transform ∫ Proof: F(s) f (0 ) f ( τ ) d τ ⇔ ---------. L { g' ( t ) } = G ( s ) = s L { g ( t ) } – g ( 0 ) = G ( s ) – 0 sL {g( t)} = G(s) G(s) L { g ( t ) } = ----------s − Signals and Systems with MATLAB Computing and Simulink Modeling. we will show that ∫0 f ( τ ) d τ ⇔ ---------s We let g(t) = t F(s) ∫0 f ( τ ) d τ t then.+ -----------s s –∞ t − (2. and g' ( t ) = f ( τ ) g( 0) = ∫0 f ( τ ) d τ 0 = 0 Now. L {f (0 )} = − ∫0 f ( 0 ) e − ∞ – st dt = f ( 0 ) − − ∫0 e − ∞ – st e dt = f ( 0 ) ------–s − – st ∞ 0 (2. represents a constant value since neither the upper. Next. ∫– ∞ t f(τ)dτ = ∫– ∞ 0 f(τ )dτ + ∫ 0 f(τ)dτ t (2. Fourth Edition Copyright © Orchard Publications 2−7 .24) The first integral on the right side of (2. that is.23) We begin by expressing the integral on the left side of (2. the transform of the second integral on the right side of (2.= ---------- s s This is the value of the first integral in (2.24). We will find the Laplace transform of this constant.25) − f(0 ) f(0 ) = f ( 0 ) × 0 – – -----------.24). Thus.

2. we obtain ∫s ∫s ∫s ∞ ∞ F ( s ) ds = ∫s ∫0 f ( t ) e ∫0 ∫ s ∞ ∞ – st dt ds Next. Thus.Chapter 2 The Laplace Transformation L ∫ F(s) f ( τ ) d τ = ---------s 0 t (2.25) and (2.23) follows from (2. 3.8 Integration in Complex Frequency Domain Property This property states that integration in complex frequency domain with respect to s corresponds to (t) -------. f ( t ) = f ( t + nT ) .9 Time Periodicity Property The time periodicity property states that a periodic function of time with period T corresponds to the integral ∫0 f ( t ) e T – st dt divided by ( 1 – e – sT ) in the complex frequency domain. provided that the limit lim f t→0 t f( t) -------. ∞ F ( s ) ds = e – st ds f ( t ) dt and performing the inner integration on the right side integral with respect to s . 2..exists.27) Proof: F(s) = dt Integrating both sides from s to ∞ . that is.26) and the proof of (2. we interchange the order of integration.e. division of a time function f ( t ) by the variable t . Thus.⇔ t ∫s F ( s ) ds ∫0 f ( t ) e ∞ ∞ ∞ – st ∞ (2.26). i. … we obtain the transform pair 2−8 Signals and Systems with MATLAB Computing and Simulink Modeling.2. we obtain F ( s ) ds = ∫0 ∞ 1 –st – --e t ∞ s f ( t ) dt = e ∫0 -------t ∞ f(t) – st f ( t ) dt = L -------- t 2. if we let f ( t ) be a periodic function with period T . for n = 1. Fourth Edition Copyright © Orchard Publications .2.

Properties and Theorems of the Laplace Transform dt f ( t + nT ) ⇔ ----------------------------– sT 1–e ∫0 f ( t ) e T – st (2.30) By application of the binomial theorem. we let t = τ . Fourth Edition Copyright © Orchard Publications 2−9 .30) reduces to f(τ)e dτ L { f ( τ ) } = --------------------------------– sT 1–e ∫0 T –s τ 2. L {f(t)} = ∫0 T f(τ )e –s τ dτ + ∫0 T f(τ + T)e –s ( τ + T ) dτ + ∫0 f ( τ + 2T ) e T T – s ( τ + 2T ) dτ + … (2. i.That is. and so on. f ( τ ) = f ( τ + T ) = f ( τ + 2T ) = … = f ( τ + nT ) . The areas under each period of f ( t ) are equal. Then.10 Initial Value Theorem The initial value theorem states that the initial value f ( 0 − ) of the time function f ( t ) can be found from its Laplace transform multiplied by s and letting s → ∞ . that is. 2 3 1 1 + a + a + a + … = ---------1–a (2.32) Signals and Systems with MATLAB Computing and Simulink Modeling.28) Proof: The Laplace transform of a periodic function can be expressed as L {f(t)} = ∫0 ∞ f( t)e – st dt = ∫0 T f(t )e – st dt + ∫T 2T f(t)e – st dt + ∫ 2T f ( t ) e 3T – st dt + … In the first integral of the right side. in the second t = τ + T .2.29) as L {f(τ)} = (1 + e – sT +e – 2sT + …) ∫0 f ( τ ) e –s τ dτ (2.e.. in the third t = τ + 2T . and thus the upper and lower limits of integration are the same for each integral.31) we find that expression (2. t→0 lim f ( t ) = lim sF ( s ) = f ( 0 ) s→∞ − (2. we can write (2.29) Since the function is periodic.

f(t) T → ∞ ∫ ε dt ε→0 – st d s→∞ lim e – st dt and since the above expression reduces to or s→∞ s→∞ lim e = 0 − lim [ sF ( s ) – f ( 0 ) ] = 0 lim sF ( s ) = f ( 0 ) − s→∞ 2. t→∞ lim f ( t ) = lim sF ( s ) = f ( ∞ ) s→0 (2.Chapter 2 The Laplace Transformation Proof: From the time domain differentiation property. d ---. d ---.f ( t ) e T → ∞ ε dt lim ε→0 T T d – st dt Interchanging the limiting process.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt or d . Fourth Edition Copyright © Orchard Publications . we obtain s→∞ lim [ sF ( s ) – f ( 0 ) ] = lim − ---. we obtain lim [ sF ( s ) – f ( 0 ) ] = lim − s→∞ s→∞ ∫ ----. That is.11 Final Value Theorem The final value theorem states that the final value f ( ∞ ) of the time function f ( t ) can be found from its Laplace transform multiplied by s . letting s → 0 . then.2.f ( t ) = sF ( s ) – f ( 0 − ) = L --- dt ∫0 ∞ d ---.33) Proof: From the time domain differentiation property.f ( t ) e –st dt dt Taking the limit of both sides by letting s → ∞ .f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt or 2−10 Signals and Systems with MATLAB Computing and Simulink Modeling.

f ( t ) = sF ( s ) – f ( 0 − ) = L --- dt ∫0 ∞ d ---. since it reduces to s→0 s→0 lim e = 1 lim [ sF ( s ) – f ( 0 ) ] = lim − ∫ T→∞ ε ε→0 T d ---. Convolution is discussed in detail in Chapter 6. f 1 ( t ) *f 2 ( t ) = variable.2.Properties and Theorems of the Laplace Transform d .f ( t ) dt = lim dt T→∞ ε→0 ∫ε f ( t ) T = lim [ f ( T ) – f ( ε ) ] = f ( ∞ ) – f ( 0 ) T→∞ ε→0 − Therefore. the expression above is written as s→0 lim [ sF ( s ) – f ( 0 ) ] = lim − .12 Convolution in Time Domain Property Convolution* in the time domain corresponds to multiplication in the complex frequency domain.f ( t ) e –st dt dt Taking the limit of both sides by letting s → 0 .34) * Convolution is the process of overlapping two time functions f 1 ( t ) and f 2 ( t ) . Fourth Edition Copyright © Orchard Publications 2−11 .f(t)e ∫ ---T → ∞ ε dt lim ε→0 T d – st dt and by interchanging the limiting process. s→0 lim sF ( s ) = f ( ∞ ) 2. ∫– ∞ f 1 ( τ ) f 2 ( t – τ ) d τ ∞ where τ is a dummy Signals and Systems with MATLAB Computing and Simulink Modeling. The convolution integral indicates the amount of overlap of one function as it is shifted over another function The convolution of two time functions f1 ( t ) and f2 ( t ) is denoted as f 1 ( t ) *f 2 ( t ) . that is. we obtain lim [ sF ( s ) – f ( 0 ) ] = lim − s→0 s→0 . f 1 ( t ) *f 2 ( t ) ⇔ F 1 ( s ) F 2 ( s ) (2. and by definition.f(t) ∫ ---dt T→∞ ε ε→0 – st T d s→0 lim e – st dt Also.

L { f 1 ( t ) *f 2 ( t ) } = f1 ( τ ) ∫0 ∞ f2 ( λ ) e –s ( λ + τ ) dλ dτ = ∫0 ∞ f1 ( τ ) e –s τ dτ ∫0 f 2 ( λ ) e ∞ –s λ dλ = F1 ( s ) F2 ( s ) 2. and dt = d λ .35) ∫0 f 1 ( τ ) ∫0 f 2 ( t – τ ) e ∫0 ∞ dt d τ We let t – τ = λ .1. then.37) and recalling that the Inverse Laplace transform from (2.36) ∫0 f 1 ( t ) f 2 ( t ) e ∫σ – j ω σ + jω ∞ – st dt (2. by substitution into (2.37).2.F ( s ) *F 2 ( s ) f 1 ( t ) f 2 ( t ) ⇔ ------2πj 1 L { f1 ( t ) f2 ( t ) } = (2.Chapter 2 The Laplace Transformation Proof: L { f 1 ( t ) *f 2 ( t ) } = L = ∞ ∫– ∞ ∞ f1 ( τ ) f2 ( t – τ ) d τ = ∞ – st ∫ 0 ∫0 f 1 ( τ ) f 2 ( t – τ ) d τ ∞ ∞ e – st dt (2. Proof: 1 . Fourth Edition Copyright © Orchard Publications . therefore. 1 L { f 1 ( t ) f 2 ( t ) } = ------2πj ∫σ – j ω F 1 ( µ ) F 2 ( s – µ ) d µ σ + jω 1 . we obtain L { f1 ( t ) f2 ( t ) } = ∫0 ∞ 1------2πj ∫σ – j ω σ + jω F1 ( µ ) e d µ f2 ( t ) e µt – st 1dt = ------2πj ∫σ – j ω σ + jω F1 ( µ ) ∫0 f 2 ( t ) e ∞ –( s – µ ) t dt d µ We observe that the bracketed integral is F 2 ( s – µ ) . 2−12 Signals and Systems with MATLAB Computing and Simulink Modeling. the Laplace transform pairs and theorems are summarized in Table 2.F ( s ) *F 2 ( s ) = ------2πj 1 For easy reference. corresponds to multiplication in the time domain. t = λ + τ .35).13 Convolution in Complex Frequency Domain Property Convolution in the complex frequency domain divided by 1 ⁄ 2 π j . That is.2) is 1 f 1 ( t ) = ------2πj F1 ( µ ) e d µ µt by substitution into (2. Then.

1 Summary of Laplace Transform Properties and Theorems Property/Theorem 1 Linearity Time Domain c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) 2 3 4 5 6 7 Time Shifting Frequency Shifting Time Scaling Time Differentiation See also (2.Properties and Theorems of the Laplace Transform TABLE 2.F(s) ds F (s) + f (0 ) --------------------s s − − f ( at ) d---f(t) dt tf ( t ) t ∫– ∞ f ( τ ) d τ f(t) -------t f ( t + nT ) 8 Frequency Integration ∫s F ( s ) ds ∫0 f ( t ) e T ∞ 9 Time Periodicity dt -----------------------------– sT 1–e lim sF ( s ) = f ( 0 ) s→∞ − – st 10 11 12 13 Initial Value Theorem Final Value Theorem Time Convolution Frequency Convolution lim f ( t ) t→0 lim f ( t ) t→∞ f 1 ( t ) *f 2 ( t ) f1 ( t ) f2 ( t ) lim sF ( s ) = f ( ∞ ) s→0 F1 ( s ) F2 ( s ) 1------F ( s ) *F 2 ( s ) 2πj 1 Signals and Systems with MATLAB Computing and Simulink Modeling.22) Time Integration f ( t – a ) u0 ( t – a ) e – as f(t) e – as Complex Frequency Domain c1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) F(s) F( s + a) 1 s --F - a a sF ( s ) – f ( 0 ) d – ---.18) through (2.20) Frequency Differentiation See also (2. Fourth Edition Copyright © Orchard Publications 2−13 .

we have obtained the transform pair 1 u 0 ( t ) ⇔ -s (2.9).3.3.1 through 2. we will derive the Laplace transform of common functions of time. Fourth Edition Copyright © Orchard Publications .Chapter 2 The Laplace Transformation 2.3. = uv – v du – st ∫ (2. They are presented in Subsections 2.3.* 2. Page 2−2. 2.39) u = t and dv = e –e du = 1 and v = ---------s * This condition was established in relation (2. that is.11 below.1 The Laplace Transform of the Unit Step Function u 0 ( t ) We begin with the definition of the Laplace transform.38) for Re { s } = σ > 0 .3 The Laplace Transform of Common Functions of Time In this section. L { f( t)} = F( s) = ∞ ∫0 f ( t ) e st ∞ 0 – st dt or L { u0 ( t ) } = ∫0 1 e ∞ – st –e dt = -------s 1 1 = 0 – – -= - s s Thus. – st 2−14 Signals and Systems with MATLAB Computing and Simulink Modeling.2 The Laplace Transform of the Ramp Function u 1 ( t ) We apply the definition L { f( t)} = F( s) = ∫0 f ( t ) e ∞ ∞ – st dt or L { u1 ( t ) } = L { t } = ∫0 t e – st dt We will perform integration by parts by recalling that ∫ u dv We let then.

and if the limit ----dx dx x→a d d f(x) . b.3.40).= lim ---- dx g( x) x → a dx † Improper integrals are two types and these are: a.= lim --------------. if it exists. lim te – st t→∞ d (t) t dt 1 = lim ----. we obtain L { t } = --2 s Thus.40) 0 Since the upper limit of integration in (2.. Signals and Systems with MATLAB Computing and Simulink Modeling. then.39).41) for σ > 0 . the ratio of two functions.dt = -----------–t e . such as ---------g(x) f( x ) around this problem.40) produces an indeterminate form.. Fourth Edition Copyright © Orchard Publications 2−15 .The Laplace Transform of Common Functions of Time By substitution into (2. for some value of x. that is. we digress to review the gamma or generalized factorial function Γ ( n ) which is an improper integral† but converges (approaches a limit) for all n > 0 . To work Often. 2.= lim -------.g ( x ) lim ---------.– e ---------------2 s s s – st – st – st ∞ (2.3 The Laplace Transform of t u0 ( t ) n Before deriving the Laplace transform of this function. say a. –t e . we consider the limit lim ---------. It is defined as * f( x) . results in an indeterminate form. To find this limit. we have obtained the transform pair 1 t ⇔ --s2 (2. and we wish to find this limit. L’Hôpital’s rule which states that if f ( a ) = g ( a ) = 0 .f ( x ) ⁄ ----. we use x→a g(x) ddf ( x ) ⁄ ----g ( x ) as x approaches a exists.= 0 st st t→∞ e t→∞ d t → ∞ se st (e ) dt 1Evaluating the second term of (2. we apply L’ Hôpital’s rule*. ∫a f ( x ) dx ∫a f ( x ) dx b b where the limits of integration a or b or both are infinite where f(x) becomes infinite at a value x between the lower and upper limits of integration inclusive.– L { t } = -----------s 0 – st ∞ ∫0 ∞ – e .

we observe that 2−16 Signals and Systems with MATLAB Computing and Simulink Modeling. It also vanishes at the upper limit as x → ∞ .= lim ( = lim n -----------------------------------------------------------------------------------------------------------------------------------------------------x x m – n x→∞ x→∞ ne e x n–m x n d m–1 m–1 nx n–1 Therefore. where m ≥ n . This can be proved with L’ Hôpital’s rule by differentiating both numerator and denominator m times.42) is written as x e Γ ( n ) = -----------n n –x ∞ 1 + -n x=0 ∫0 x e ∞ n –x dx (2. –x ---du = – e dx and v = x n n and (2.43) vanishes at the lower limit x = 0 . and its relation to the well known factorial function n! = n ( n – 1 ) ( n – 2 ) ⋅ ⋅ 3 ⋅ 2 ⋅ 1 The integral of (2.42) can be evaluated by performing integration by parts. in (2.44) By comparing the integrals in (2. Then.43) With the condition that n > 0 .= lim -----------------------------------.42). (2. the first term on the right side of (2.42) we let u = e –x and dv = x n–1 Then.42) We will now derive the basic properties of the gamma function.= lim ------lim -----------. Thus. Fourth Edition Copyright © Orchard Publications .= … m m–1 x x x→∞ n x → ∞ ne x→∞ d x→∞ d x ne ne m m–1 dx dx n – 1 ) ( n – 2 )… ( n – m + 1 )=0 ( n – 1 ) ( n – 2 )… ( n – m + 1 ) x . we have Γ(n) = ∫0 ∞ x n – 1 –x 1 e dx = -n ∫0 x e ∞ n –x dx (2.44). d n –x n m m x dx dx x e .43) reduces to 1 Γ ( n ) = -n ∫0 x e ∞ n –x dx and with (2.Chapter 2 The Laplace Transformation Γ(n) = ∫0 x ∞ n – 1 –x e dx (2.= lim ------------------.

50) is a noteworthy relation.The Laplace Transform of Common Functions of Time (n + 1) Γ(n) = Γ -------------------n (2. (2.46). we obtain Γ(2) = 1 ⋅ Γ(1) = 1 Γ ( 3 ) = 2 ⋅ Γ ( 2 ) = 2 ⋅ 1 = 2! (2. Now. we see that Γ ( n ) becomes infinite as n → 0 .51) as L { t u0 t } = n ∫0 ∞ n 1y -. we have obtained the transform pair Signals and Systems with MATLAB Computing and Simulink Modeling.48) From the recurring relation of (2. Γ(1) = 1 (2.45) for n < 0 .47) and thus we have obtained the important relation. 2. = ---------n+1 s s s ∫0 y e ∞ n –y Γ(n + 1) n! dy = ------------------.45) or nΓ(n) = Γ(n + 1) (2. or t = y ⁄ s .46) It is convenient to use (2. From (2. 3. and thus dt = dy ⁄ s . that is. we let st = y . it establishes the relationship between the Γ ( n ) function and the factorial n! We now return to the problem of finding the Laplace transform pair for t u 0 t .= ---------n+1 n+1 s s Therefore.49) and in general for n = 1.45). n L { t u0 t } = n ∫0 t ∞ n – st e dt (2. e–y d y -. and (2.42) yields Γ(1) = ∫0 ∞ e dx = – e –x –x ∞ 0 = 1 (2.50) The formula of (2.51) To make this integral resemble the integral of the gamma function. we rewrite (2. For n = 1 . Fourth Edition Copyright © Orchard Publications 2−17 .46) for n > 0 . … Γ ( 4 ) = 3 ⋅ Γ ( 3 ) = 3 ⋅ 2 = 3! Γ ( n + 1 ) = n! (2.

Chapter 1.* we obtain L { δ ( t )} = ∫0 δ ( t ) e δ(t) ⇔ 1 ∞ dt = e –s ( 0 ) = 1 Thus.52) for positive integers of n and σ > 0 .Chapter 2 The Laplace Transformation n! n t u 0 ( t ) ⇔ ---------n+1 s (2.54) for σ > 0 .2.3. * The sifting property of the δ ( t ) is described in Subsection 1. we have the transform pair δ(t – a) ⇔ e (2. 2.5 The Laplace Transform of the Delayed Delta Function δ ( t – a ) We apply the definition L {δ(t – a)} = ∫0 δ ( t – a ) e – st ∞ – st dt and again.53) for all σ .3. 2. 2−18 Signals and Systems with MATLAB Computing and Simulink Modeling. using the sifting property of the delta function. we have the transform pair (2. Page 1−13.4 The Laplace Transform of the Delta Function δ ( t ) We apply the definition L { δ ( t )} = ∫0 δ ( t ) e – st ∞ – st dt and using the sifting property of the delta function.4. Fourth Edition Copyright © Orchard Publications . we obtain L {δ(t – a)} = ∫0 δ ( t – a ) e – as ∞ dt = e – as Thus.

55) for σ > – a . Fourth Edition Copyright © Orchard Publications 2−19 .52).57) Then.e. that is. for n = 1 .6 The Laplace Transform of e u 0 ( t ) We apply the definition L {e – at ∞ ∞ ∞ – at u0 ( t ) } = ∫0 e – at – st e dt = ∫0 e –( s + a ) t 1 –( s + a ) t .The Laplace Transform of Common Functions of Time 2. we obtain the transform t e 2 – at 2! u 0 ( t ) ⇔ ----------------3 (s + a) (2.3.e dt = – --------- s+a 0 1 = ---------s+a Thus. and σ > – a . replacing s with s + a in (2. we have the transform pair e – at 1 u 0 ( t ) ⇔ ---------s+a (2. we obtain the transform pair te – at 1 u 0 ( t ) ⇔ ----------------2 (s + a) (2.56).56) and the frequency shifting property of (2.7 The Laplace Transform of t e u 0 ( t ) For this derivation.58) where n is a positive integer. n! n t u 0 ( t ) ⇔ ---------n+1 s n – at (2. we obtain the transform pair t e n – at n! u 0 ( t ) ⇔ -----------------------n+1 (s + a) (2.59) for σ > – a . i. e – at f(t) ⇔ F(s + a ) (2. For n = 2 . we will use the transform pair of (2.3.14).. 2. Thus. Signals and Systems with MATLAB Computing and Simulink Modeling.60) and in general.

9 The Laplace Transform of cos ω t u 0 ( t ) We apply the definition L { cos ω t u 0 ( t ) } = ∞ a ∫0 ( cos ω t ) e – st dt = lim a→∞ 0 ∫ ( cos ω t ) e – st dt * 1. Fourth Edition Copyright © Orchard Publications .– -------------1 = ----------------ω ------------ s – j ω s + j ω s2 + ω2 j2 s+a 2−20 Signals and Systems with MATLAB Computing and Simulink Modeling.= ---------------2 2 2 2 2 2 s +ω s +ω s +ω Thus.3.55) where e u 0 ( t ) ⇔ ---------.61) for σ > – a . 1L [ sin ω tu 0 ( t ) ] = ---j2 1 . 2. ax ( a sin bx – b cos bx ) ----------------------------------------------------e sin bx dx = e 2 2 a +b a ax ) e ( – s sin ω t – ω cos ω t L { sin ω t u 0 ( t ) } = lim ---------------------------------------------------------2 2 a→∞ s +ω = lim – as – st 0 a→∞ ω ω e ( – s sin ω a – ω cos ω a ) ------------------------------------------------------------.j ω t – j ω t 1– at This can also be derived from sin ω t = ---(e –e ) . Therefore.3. the sum of these terms corresponds to the sum of their Laplace transforms.Chapter 2 The Laplace Transformation t e n – at n! u 0 ( t ) ⇔ -----------------------n+1 (s + a) (2. we have obtained the transform pair ω sin ω t u 0 t ⇔ ---------------2 2 s +ω (2.62) for σ > 0 .8 The Laplace Transform of sin ω t u 0 ( t ) We apply the definition L { sin ω t u 0 ( t ) } = ∞ a ∫0 ( sin ω t ) e – st dt = lim a→∞ 0 ∫ ( sin ω t ) e – st dt and from tables of integrals* ∫ Then. By the linearity property.+ ---------------. 2. and the use of (2.

2. Applying this transform pair for this derivation.63) for σ > 0 .s ----------------L [ cos ω tu 0 ( t ) ] = L --sin ω tu 0 ( t ) = --sin ω tu 0 ( t ) = --= ----------------2 ω dt ω dt ω s2 + ω2 s + ω2 Signals and Systems with MATLAB Computing and Simulink Modeling.+ ---------------2 2 2 2 2 2 s +ω s +ω s +ω Thus.64) we replace s with s + a . we have the fransform pair s cos ω t u 0 t ⇔ ---------------2 2 s +ω (2. this is the time dt differentiation property of (2. Fourth Edition Copyright © Orchard Publications 2−21 .( e j ω t + e – j ω t ) and the linearity property. as in the derivation of the transform of We can use the relation cos ω t = -2 − dsin ω t on the footnote of the previous page. that is.16).The Laplace Transform of Common Functions of Time and from tables of integrals* ∫ Then. and we obtain e – at ω sin ω t u 0 ( t ) ⇔ -----------------------------2 2 (s + a) + ω (2.3. We can also use the transform pair ---f ( t ) ⇔ sF ( s ) – f ( 0 ) . we obtain 1 d1 d1 ω s . * 1 .14).65) for σ > 0 and a > 0 .10 The Laplace Transform of e sin ω t u 0 ( t ) From (2.62). e – at f(t) ⇔ F(s + a ) (2.= ---------------s e ------------------------------------------------------------.---. ω sin ω tu 0 t ⇔ ---------------2 2 s +ω – at Using the frequency shifting property of (2. ax e ( acos bx + b sin bx ) e cos bx dx = ----------------------------------------------------2 2 a +b a ax e ( – s cos ω t + ω sin ω t ) L { cos ω t u 0 ( t ) } = lim ---------------------------------------------------------2 2 a→∞ s +ω = lim – as – st 0 a→∞ ( – s cos ω a + ω sin ω a ) s .L ---.

66) for σ > 0 and a > 0 . Fourth Edition Copyright © Orchard Publications .3.Chapter 2 The Laplace Transformation 2. we replace s with s + a . TABLE 2. we have summarized the above derivations in Table 2.63). s cos ω t u 0 ( t ) ⇔ ---------------2 2 s +ω and using the frequency shifting property of (2.2 Laplace Transform Pairs for Common Functions f (t) F( s) 1⁄s 1⁄s 2 1 2 3 4 5 6 7 8 9 10 11 u0 ( t ) t u0 ( t ) t u0 ( t ) δ(t) δ(t – a) e – at n ---------n+1 s 1 e – as n! u0 ( t ) u0 ( t ) 1---------s+a n! -----------------------n+1 (s + a) ω ---------------2 2 s +ω s ---------------2 2 s +ω ω -----------------------------2 2 (s + a) + ω s+a -----------------------------2 2 (s + a) + ω t e n – at sin ω t u 0 ( t ) cos ω t u 0 ( t ) e e – at sin ω t u 0 ( t ) cos ω t u 0 ( t ) – at 2−22 Signals and Systems with MATLAB Computing and Simulink Modeling.11 The Laplace Transform of e –at cos ω t u 0 ( t ) From (2. For easy reference.2. and we obtain e – at s+a cos ω t u 0 ( t ) ⇔ -----------------------------2 2 (s + a) + ω (2.14).

The derivations are described in Subsections 2. Au 0 ( t ) ⇔ A ⁄ s and Au 0 ( t – a ) ⇔ e – as A --s Then. the Laplace transform of the pulse of Figure 2. f ( t – a ) u0 ( t – a ) ⇔ e – as t F(s) and from Table 2. denoted as f P ( t ) .The Laplace Transform of Common Waveforms 2. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 2−23 .2. 2.4.5 below. fP ( t ) A a 0 Figure 2. is shown in Figure 2. (2. is shown in Figure 2. we will present procedures for deriving the Laplace transform of common waveforms using the transform pairs of Tables 1 and 2.67) fP ( t ) = A [ u0 ( t ) – u0 ( t – a ) ] From Table 2.4.1 through 2.4.1 is A . Waveform for a pulse We first express the given waveform as a sum of unit step functions as we’ve learned in Chapter 1.2.4 The Laplace Transform of Common Waveforms In this section.2 The Laplace Transform of a Linear Segment The waveform of a linear segment. Page 2−13. denoted as f L ( t ) .1.– e –as A ---=A --.4.1. Then. in accordance with the linearity property.1 The Laplace Transform of a Pulse The waveform of a pulse. Page 2−22 u0 ( t ) ⇔ 1 ⁄ s Thus.1.( 1 – e –as ) A [ u 0 ( t ) – u 0 ( t – a ) ] ⇔ --s s s 2.

2 is –s 1 ( t – 1 ) u 0 ( t – 1 ) ⇔ e --s2 (2.2. 1tu 0 ( t ) ⇔ --2 s Therefore. denoted as f T ( t ) . Triangular waveform The equations of the linear segments are shown in Figure 2.Chapter 2 The Laplace Transformation fL ( t ) 1 0 1 2 t Figure 2.3. Page 2−22.2. f ( t – a ) u0 ( t – a ) ⇔ e – as F(s) and from Table 2.3.1.3 The Laplace Transform of a Triangular Waveform The waveform of a triangular waveform.68) 2. the Laplace transform of the linear segment of Figure 2. is shown in Figure 2.4. 2−24 Signals and Systems with MATLAB Computing and Simulink Modeling.4. fL ( t ) 1 0 1 2 t–1 t Figure 2. we express the given waveform in terms of the unit step function as follows: fL ( t ) = ( t – 1 ) u0 ( t – 1 ) From Table 2.4. Fourth Edition Copyright © Orchard Publications . Page 2−13. Waveform for a linear segment with the equation that describes it Next. This is shown in Figure 2.5. fT ( t ) 1 0 1 2 t Figure 2. Waveform for a linear segment We must first derive the equation of the linear segment.

6.2. denoted as f R ( t ) .The Laplace Transform of Common Waveforms fT ( t ) 1 t 0 1 –t+2 2 t Figure 2. fT ( t ) = t [ u0 ( t ) – u0 ( t – 1 ) ] + ( – t + 2 ) [ u0 ( t – 1 ) – u0 ( t – 2 ) ] = tu 0 ( t ) – tu 0 ( t – 1 ) – tu 0 ( t – 1 ) + 2u 0 ( t – 1 ) + tu 0 ( t – 2 ) – 2u 0 ( t – 2 ) Collecting like terms. we obtain f T ( t ) = tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 ) From Table 2. Fourth Edition Copyright © Orchard Publications 2−25 . 1tu 0 ( t ) ⇔ --2 s Then.1. and we can apply the time periodicity property dτ L { f ( τ ) } = ------------------------------– sT 1–e T ∫0 f ( τ ) e –s τ Signals and Systems with MATLAB Computing and Simulink Modeling. the Laplace transform of the triangular waveform of Figure 2. 1– 2s 1 1.5. Triangular waveform with the equations of the linear segments Next.4.4 is 1–s 2 (1 – e ) f T ( t ) ⇔ --2 s (2.69) 2. Page 2−13. f ( t – a ) u0 ( t – a ) ⇔ e – as F(s) and from Table 2.– 2e –s --+ e --tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 ) ⇔ --2 2 2 s s s or 1–s – 2s ( 1 – 2e + e ) tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 ) ⇔ --2 s Therefore. Page 2−22.4 The Laplace Transform of a Rectangular Periodic Waveform The waveform of a rectangular periodic waveform. This is a periodic waveform with period T = 2a . is shown in Figure 2. we express the given waveform in terms of the unit step function.

( 1 – 2e –as + e –2as ) = -----------------------------------------------= --------------------------– 2as – as – as s(1 – e ) s(1 + e )(1 – e ) 2 – as as ⁄ 2 – as ⁄ 2 – as ⁄ 2 – as ⁄ 2 e –e e A (1 – e ) A e . denoted as f HW ( t ) . ------------------------------. = --= --– as ⁄ 2 as ⁄ 2 – as ⁄ 2 s e s cosh ( as ⁄ 2 ) e +e as A . and we can apply the time periodicity property dτ L { f ( τ ) } = ------------------------------– sT 1–e T ∫0 f ( τ ) e –s τ 2−26 Signals and Systems with MATLAB Computing and Simulink Modeling.7.Chapter 2 The Laplace Transformation where the denominator represents the periodicity of f ( t ) .( – e –as + 1 + e –2as – e –as ) L { f R ( t ) } = --------------------------– 2as ) s(1 – e – as A A(1 – e ) . 1 L { f R ( t ) } = ------------------– 2as 1–e ∫0 2a fR ( t ) e a – st 1 dt = ------------------– 2as 1–e 2a ∫0 a Ae – st dt + ∫a 2a ( –A ) e – st dt – st A . ------------------------------------------------------------- = --s ( 1 + e –as ) s e as ⁄ 2 e – as ⁄ 2 + e –as ⁄ 2 e – as ⁄ 2 – as ⁄ 2 as ⁄ 2 – as ⁄ 2 e Ae –e A sinh ( as ⁄ 2 ) . Rectangular periodic waveform For this waveform. fR ( t ) A t 0 a 2a 3a −A Figure 2. This is a periodic waveform with period T = 2a .tanh ---f R ( t ) ⇔ --2 s (2.5 The Laplace Transform of a Half−Rectified Sine Waveform The waveform of a half-rectified sine waveform.---------------------.70) 2.= --.6. is shown in Figure 2.------------.4. Fourth Edition Copyright © Orchard Publications .---------------------------.– e –st e ---------------= ------------------+ – 2as s 0 s 1–e a A .

axis([0 5*pi 0 1]) Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 2−27 . x=sin(t).5 Using MATLAB for Finding the Laplace Transforms of Time Functions We can use the MATLAB function laplace to find the Laplace transform of a time function.e ----------------------------------------= -------------------–2 π s 2 s +1 1–e – st 0 1 ------------------------( 1 + e )= -----------------2 –2 π s (s + 1) (1 – e ) –π s 1 (1 + e ) ----------------------------------------------L { f HW ( t ) } = -----------------2 –π s –π s (s + 1) (1 + e )(1 – e ) 1 f HW ( t ) ⇔ -----------------------------------------2 –π s (s + 1)(1 – e ) (2. * This waveform was produced with the following MATLAB script: t=0:pi/64:5*pi.y.71) 2. Half-rectified sine waveform* For this waveform.x. We will be using this function extensively in the subsequent chapters of this book.Using MATLAB for Finding the Laplace Transforms of Time Functions where the denominator represents the periodicity of f ( t ) .t. For examples. please type help laplace in MATLAB’s Command prompt. z=sin(t−4*pi). f HW ( t ) π 2π 3π 4π 5π Figure 2.t.z). plot(t. y=sin(t−2*pi).7. 1 L { f HW ( t ) } = -------------------–2 π s 1–e ∫0 2π f( t)e – st 1 dt = -------------------–2 π s 1–e π ∫0 sin t e π – st dt –π s ( s sin t – cos t ) 1 .

as f(t) ⇔ F(s) • The linearity property states that c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) ⇔ c 1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) • The time shifting property states that f ( t – a ) u0 ( t – a ) ⇔ e • The frequency shifting property states that e • The scaling property states that 1 s -F - f ( at ) ⇔ - a a • The differentiation in time domain property states that d . and imaginary part ω . s = σ + j ω .f ( t ) ⇔ sF ( s ) – f ( 0 − ) f ' ( t ) = ---dt – at – as F(s) f(t) ⇔ F(s + a ) Also. and vice versa. that is. Fourth Edition Copyright © Orchard Publications .6 Summary • The two−sided or bilateral Laplace Transform pair is defined as L {f(t)}= F(s ) = –1 ∞ ∫– ∞ f ( t ) e ∫σ – j ω σ + jω – st dt L 1{ F ( s ) } = f ( t ) = ------2πj F ( s ) e ds –1 st where L { f ( t ) } denotes the Laplace transform of the time function f ( t ) .Chapter 2 The Laplace Transformation 2. • The unilateral or one−sided Laplace transform defined as L {f(t)}= F(s) = ∫t ∞ 0 f(t)e – st dt = ∫0 f ( t ) e ∞ – st dt • We denote transformation from the time domain to the complex frequency domain. L { F ( s ) } denotes the Inverse Laplace transform. and s is a complex variable whose real part is σ . 2−28 Signals and Systems with MATLAB Computing and Simulink Modeling.

represent the initial conditions. provided that the limit lim f t→0 ∫s F ( s ) ds ∞ t • The time periodicity property states that dt f ( t + nT ) ⇔ ----------------------------– sT 1–e • The initial value theorem states that t→0 ∫0 f ( t ) e T – st lim f ( t ) = lim sF ( s ) = f ( 0 ) s→∞ − Signals and Systems with MATLAB Computing and Simulink Modeling. • The differentiation in complex frequency domain property states that d -F(s) tf ( t ) ⇔ – ---ds and in general. f ' ( 0 − ).F(s) t f ( t ) ⇔ ( – 1 ) ------n ds n • The integration in time domain property states that ∫ F(s) f (0 ) f ( τ ) d τ ⇔ ---------.+ -----------s s –∞ t − • The integration in complex frequency domain property states that f (t) -------⇔ t (t) -------. and so on.Summary d 2− − ------f ( t ) ⇔ s 2 F ( s ) – sf ( 0 ) – f ' ( 0 ) 2 dt d3 ------.exists. n nd . f '' ( 0 − ) . Fourth Edition Copyright © Orchard Publications 2−29 .f ( t ) ⇔ s n F ( s ) – sn – 1 f ( 0− ) – sn – 2 f ' ( 0− ) – … – f n dt n n–1 (0 ) − where the terms f ( 0 − ).f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt and in general d ------.

1 . Fourth Edition Copyright © Orchard Publications . Page2−22 • We can use the MATLAB function laplace to find the Laplace transform of a time function 2−30 Signals and Systems with MATLAB Computing and Simulink Modeling. that is.1. Page 2−13 • The Laplace transforms of some common waveforms are shown in Table 2.F ( s ) *F 2 ( s ) f 1 ( t ) f 2 ( t ) ⇔ ------2πj 1 • The Laplace transforms of some common functions of time are shown in Table 2. corresponds to multiplica- tion in the time domain. That is.2. f 1 ( t ) *f 2 ( t ) ⇔ F 1 ( s ) F 2 ( s ) • Convolution in the complex frequency domain divided by 1 ⁄ 2 π j .Chapter 2 The Laplace Transformation • The final value theorem states that t→∞ lim f ( t ) = lim sF ( s ) = f ( ∞ ) s→0 • Convolution in the time domain corresponds to multiplication in the complex frequency domain.

( 2t – 4 ) e b. 4te – 3t ( cos 2t ) u 0 ( t ) 6. 4. 24u 0 ( t – 12 ) d. d ( e sin 2t ) dt 2 – 2t e.dτ τ e dτ e. ( cos t )δ ( t – π ⁄ 4 ) 5. Derive the Laplace transform of the following time domain functions: a.Exercises 2. d ( t cos 2t ) dt – 2t d. 3t ( sin 5t ) u 0 ( t ) d. Derive the Laplace transform of the following time domain functions: a. 5tu 0 ( t – 3 ) d. 2t ( cos 3t ) u 0 ( t ) 2 c. d ( sin 3t ) dt – 4t b. ----------t d. d ( 3e ) dt 2 c. 6u0 ( t ) c. ( 3 sin 5t ) u 0 ( t ) d. 2e – 5t sin 5t cos 4t e. j5 ∠– 90 ° c. 3 ( 2t – 3 )δ ( t – 3 ) c. 5tu 0 ( t ) e. Derive the Laplace transform of the following time domain functions: a. -------t b. 5e – 5t u0 ( t ) d. Derive the Laplace transform of the following time domain functions: a. 8t e 7 – 5t u0 ( t ) e. ( t + 3t + 4t + 3 ) u 0 ( t ) 3 2 b. Derive the Laplace transform of the following time domain functions: sin t a. ∫ -----t ∞ –τ τ Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 2−31 . ∫ sin τ --------. Derive the Laplace transform of the following time domain functions: a. ( 2 tan 4t ) u 0 ( t ) Be careful with this! Comment and you may skip derivation. 15 δ ( t – 4 ) 3.dτ 0 τ t sin at c. 12 b. d ( t e ) dt 7. ( 5 cos 3t ) u 0 ( t ) e. ( 2t – 5t + 4 ) u 0 ( t – 3 ) 2 c. j8 b. 8e – 3t b. Derive the Laplace transform of the following time domain functions: a. ( t – 3 ) e – 2t u0 ( t – 2 ) 2(t – 2) u0 ( t – 3 ) e. 4t u 0 ( t ) 5 2.7 Exercises 1. ∫t ∞ cos τ ---------.

Fourth Edition Copyright © Orchard Publications . f FR ( t ) π 2π 3π 4π Write a simple MATLAB script that will produce the waveform above. Derive the Laplace transform for the full−rectified waveform f FR ( t ) below. Derive the Laplace transform for the sawtooth waveform f ST ( t ) below. 2−32 Signals and Systems with MATLAB Computing and Simulink Modeling. f ST ( t ) A a 2a 3a t 9.Chapter 2 The Laplace Transformation 8.

5 ⁄ s 2 e. Fourth Edition Copyright © Orchard Publications 2−33 . and the linearity property.Solutions to End−of−Chapter Exercises 2.. From the definition of the Laplace transform or from Table 2.d. We skip this analytical derivation.= – 3 ----------------------3 ( – 1 ) ---2 2 2 2 2 ds s + 5 2 ( s + 25 ) ( s + 25 ) Signals and Systems with MATLAB Computing and Simulink Modeling. From Table 2. n nd .+ -4 3 2 s s s s b.2. there is one−to−one correspondence between the time domain and the complex frequency domain. 2*laplace(sin(4*t)/cos(4*t)) 4..2. 4 ⋅ ---6 s 5! 2. The interested reader may try to find the answer with the MATLAB script syms s t. ! 3 × 2! 4 3 a. From the definition of the Laplace transform or from Table 2. ----------. 8 ⋅ -----------------e. multiplication in the time domain correcos 4t sponds to convolution in the complex frequency domain. Page 2−6. 5 ⋅ --------------. we obtain 3 ---. a. 5 ⁄ s c. Accordingly. 6 ⁄ s c. we must use the Laplace transform definition ∫0 ( 2 tan 4t ) e ∞ – st dt and this requires integration by parts.+ ------------. From (2. 2 tan 4t = 2 ⋅ ------------.⇔ 2 ⋅ --------------------------. we obtain: a 12 ⁄ s b.= -c. we cannot conclude that ---------f2 ( t ) F2 ( s ) 1 f 1 ( t ) ⋅ f 2 ( t ) = sin 4t ⋅ ------------.22).d.8 Solutions to End−of−Chapter Exercises 1. Page 2−22. that is. 15e 8 s+5 (s + 5) 3. Page 2−22.⇔ -----------.F(s) t f ( t ) ⇔ ( – 1 ) ------n ds n 5 – 5 ⋅ ( 2s ) 1 d 30s .= ----------------------. and as we’ve learned. For this exercise f 1 ( t ) ⇔ F 1 ( s ) and f 2 ( t ) ⇔ F 2 ( s ) . e – 12s 24 ⋅ ----s d. Page 2−22. 3 ( 2t – 3 )δ ( t – 3 ) = 3 ( 2t – 3 ) t=3 δ ( t – 3 ) = 9 δ ( t – 3 ) and 9 δ ( t – 3 ) ⇔ 9e 2 2 – 3s 5 s sin 4t 4 ⁄ (s + 2 ) 8 .+ --.2. we obtain: 7! 5 – 4s a.e. 3 ⋅ --------------2 2 2 2 2 2 cos 4t s ⁄ (s + 2 ) s s +5 s +3 This answer for part (e) looks suspicious because 8 ⁄ s ⇔ 8u 0 ( t ) and the Laplace transform is unilateral. The fallacy with this procedure is that we assumed that if F1 ( s ) f1 ( t ) . j8 ⁄ s b.--------------.

= 2 ---.+ 3 ------. = -s s 2 s s ( 2t – 5t + 4 ) u 0 ( t – 3 ) = [ 2 ( t – 3 ) + 12t – 18 – 5t + 4 ] u 0 ( t – 3 ) = [ 2 ( t – 3 ) + 7t – 14 ] u 0 ( t – 3 ) = [ 2 ( t – 3 ) + 7 ( t – 3 ) + 21 – 14 ] u 0 ( t – 3 ) = [ 2 ( t – 3 ) + 7 ( t – 3 ) + 7 ] u0 ( t – 3 ) ⇔ e – 3s 2 × 2! 7 7 ------------. Fourth Edition Copyright © Orchard Publications . e. δ ( t – π ⁄ 4 ) = ( 2 ⁄ 2 )δ ( t – π ⁄ 4 ) and ( 2 ⁄ 2 )δ ( t – π ⁄ 4 ) ⇔ ( 2 ⁄ 2 ) e –( π ⁄ 4 ) s 5. d.Chapter 2 The Laplace Transformation b.– --------------2 2 (s + 2) ( s + 2 ) (s + 2) 2−34 Signals and Systems with MATLAB Computing and Simulink Modeling.= e ⋅e -----------------.= -----------------------------2 2 2 (s + 5) + 5 ( s + 5 ) + 25 8(s + 3) 8(s + 3) ----------------------------. 5tu 0 ( t – 3 ) = [ 5 ( t – 3 ) + 15 ] u 0 ( t – 3 ) ⇔ e – 3s b. (t – 3)e – 2t u0 ( t – 2 ) = [ ( t – 2 ) – 1 ] e ⇔e –4 –2 ( t – 2 ) ⋅ e u0 ( t – 2 ) –4 ⋅e – 2s –4 – 2s – ( s + 1 ) 1 1 -----------------.= -------------------------= 2 ⋅ ---------------------= 2 ⋅ 3 3 3 2 2 2 (s + 9) (s + 9) (s + 9) 2×5 10 -----------------------------.--------------. -------------------.+ --.= -----------------------------2 2 2 ( s + 3 ) + 16 (s + 3) + 4 cos t π⁄4 3 2 2 2 3 3 2 2 2 2 c.+ -3 2 s s s c.---------------------------------2 ( – 1 ) ------2 2 2 2 2 2 ds 2 ds ds s + 3 (s + 9) (s + 9) ( s + 9 ) ( – 2s ) – 2 ( s + 9 ) ( 2s ) ( – s + 9 ) = 2 ⋅ ------------------------------------------------------------------------------------------------4 2 (s + 9) ( s + 9 ) ( – 2s ) – 4s ( – s + 9 ) – 2s – 18s + 4s – 36s = 2 ⋅ ------------------------------------------------------------------= 2 ⋅ ------------------------------------------------------3 3 2 2 (s + 9) (s + 9) 2s – 54s 2s ( s – 27 ) 4s ( s 2 – 27 ) -------------------------. 2 2 2 2 s d –s +9 d s + 3 – s ( 2s ) 2 d . 2 2 2 2 2 5 –3s 1 5.= 2 ---- . a.+ 15 -e -.

= -------------------------3 3 3 2 2 2 (s + 4) (s + 4) (s + 4) 2 2 3 3 2 Thus.= – 4 ----------------------------------------------------------------------⇔ – 4 ---2 2 ds s 2 + 6s + 13 ( s + 6s + 13 ) 2 s + 6s + 13 – 2s – 6s – 6s – 18 4 ( s + 6s + 5 ) .– 0 = ------------( sin 3t ) ⇔ s --------------2 2 2 dt s +3 s +9 b. Fourth Edition Copyright © Orchard Publications 2−35 .f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt f ( 0 ) = 3e − – 4t t=0 = 3 3 – 4t 3 ( s + 4 ) – 12 3s d .= ( -----------------------------------------------------------------------------------------------2 2 4 2 ds 2 ds 2 (s + 4) (s + 4) (s + 4) ( s + 4 ) ( – 2s ) – ( – s + 4 ) ( 4s ) – 2s – 8s + 4s – 16s 2s ( s – 12 ) = ----------------------------------------------------------------------.= ----------------------------------⇔ – 4 ----------------------------------------------------------------------------2 2 2 2 ( s + 6s + 13 ) ( s + 6s + 13 ) 2 2 2 6. 2s ( s – 12 ) 2 t cos 2t ⇔ -------------------------3 2 (s + 4) 2 and Signals and Systems with MATLAB Computing and Simulink Modeling. s cos 2t ⇔ --------------2 2 s +2 2 2 s 2 2 d .Solutions to End−of−Chapter Exercises d. 3e – 4t 3 ⇔ ---------s+4 d ---.= ---------( 3e ) ⇔ s ---------s+4 s+4 s+4 s+4 dt c.+ --------------2 2 ( s + 3 ) (s + 3) (s + 3) s+3 d.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt f ( 0 ) = sin 3t − t=0 = 0 3 3s d .----------------------------= – 4 ---( cos 2t ) u 0 ( t ) ⇔ 4 ( – 1 ) ---ds ( s + 3 ) 2 + 2 2 ds s 2 + 6s + 9 + 4 s+3 d s + 6s + 13 – ( s + 3 ) ( 2s + 6 ) .= ---------------------------------------------------.---------------------------------s+3 1 d . ( 2t – 4 ) e 2(t – 2) u0 ( t – 3 ) = [ 2 ( t – 3 ) + 6 – 4 ] e ⇔e –2 –2 ( t – 3 ) ⋅ e u0 ( t – 3 ) –2 ⋅e – 3s e.– ------------------.---------------------------.– 3 = ---------.= ---.= 2e ⋅ e -----------------.-------------------------------. 4te – 3t s+4 –2 – 3s 2 2 -----------------.------------t cos 2t ⇔ ( – 1 ) ------2 2 ds s + 4 2 2 2 2 2 d –s + 4 d s + 4 – s ( 2s ) s + 4 ) ( – 2s ) – ( – s + 4 ) ( s + 4 ) 2 ( 2s ) .----------------------. a. 3 sin 3t ⇔ --------------2 2 s +3 d ---.

f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt 7. 2! 2s d 2 –2t – 0 = -----------------( t e ) ⇔ s -----------------3 3 dt (s + 2) (s + 2) a. –1 sin t .– 0 = 2s ⇔ s -----------------------------------------------------3 3 2 2 (s + 4) (s + 4) 2 d. From tables of integrals.. it follows that f ( τ ) d τ ⇔ ---------. we must first show that the limit lim -------.+ -----------s s –∞ 1 –1 t − . –1 –1 sin t lim f ( t ) = lim sF ( s ) = lim s [ tan ( 1 ⁄ s ) + C ] = 0 and -------⇔ tan ( 1 ⁄ s ) t t→∞ s→0 s→0 b. ------------ds = tan ( 1 ⁄ s ) + C and the constant of integra= -2 a s +1 ∫ tion C is evaluated from the final value theorem. -------- t ∫ F( s) f (0 ) . 2 2s d –2t .⇔ tan ( 1 ⁄ s ) and since From (a) above. Since but to find L -------sin t ⇔ ------------2 t→0 t s +1 t sin t sin x -⇔ lim ---------.dx ∫x 2 2 +a 1 ∫s ∞ 1 ------------.exists.tan . this condition is satisfied and thus -------t x→0 x ---------------. sin t –1 1 s . sin t 1 sin t .. Then. 2 sin 2 t ⇔ --------------2 2 s +2 e – 2t 2 sin 2t ⇔ --------------------------2 (s + 2) + 4 d− ---f ( t ) ⇔ sF ( s ) – f ( 0 ) dt e.d τ ⇔ -∫0 --------s τ t sin τ (1 ⁄ s) c. Fourth Edition Copyright © Orchard Publications .– 0 = --------------------------( e sin 2t ) ⇔ s --------------------------2 2 dt (s + 2) + 4 (s + 2) + 4 2! 2 t ⇔ ---3 s t e 2 – 2t 2! ⇔ -----------------3 (s + 2) d ---. it follows that From (a) above ------- t a a 2−36 Signals and Systems with MATLAB Computing and Simulink Modeling. 2 s +1 1 –1 1 . Thus.⇔ tan ( 1 ⁄ s ) and since f ( at ) ⇔ --F .tan –1( x ⁄ a ) + C .ds .Chapter 2 The Laplace Transformation − d 2 ( t cos 2t ) ⇔ sF ( s ) – f ( 0 ) dt 2 2 2s ( s – 12 ) ( s – 12 ) .= 1 .

dx ∫s ---------∫ ax + b s+1 1 = ln ( s + 1 ) + C and the constant of integration C is evaluated from the final value theorem. Thus. Then. 1. --------cos t ⇔ ------------2 t s +1 dx ∫ ---------------2 2 x +a x ------------.+ -----------s s –∞ t ∫t 8.ds ∫ ------------2 s +1 s 1 . t→∞ lim f ( t ) = lim sF ( s ) = lim s [ ln ( s + 1 ) + C ] = 0 s→0 − s→0 and using ∫ F(s) f (0 ) . ∫s s 2 +1 .dτ ⇔ ---..e –t -⇔ . and from tables of integrals -------------.Solutions to End−of−Chapter Exercises –1 sin at ⁄s sin at -----------⇔1 -.ln ( s 2 + 1 ) + C = 0 and using lim f ( t ) = lim sF ( s ) = lim s -2 t→∞ s→0 s→0 ∫ obtain F(s) f (0 ) .ds .ln ( s + 1 ) -----.ln ( ax + b ) . 1 .ln ( s 2 + 1 ) + C and the constant of inte= -2 ∞ s 1 . and from tables of integrals.tan 1 -------- or ----------. ----e ⇔ ---------s+1 t .ds .ln ( s 2 + 1 ) τ 2s 1 1 .+ -----------s s –∞ t − ∫t e.. Fourth Edition Copyright © Orchard Publications 2−37 .ds ∫ ---------s+1 1 –t ∞ ∞ cos τ 1 ---------. Thus.dτ ⇔ -s τ A ---t a a 2a 3a t This is a periodic waveform with period T = a .⇔ tan –1( a ⁄ s ) a at a t d. s cos t -⇔ . Then. = -2 gration C is evaluated from the final value theorem. we obtain f ( τ ) d τ ⇔ ---------. f ST ( t ) A ∞ –τ e 1 .ln ( x 2 + a 2 ) + C . = -2 . and its Laplace transform is Signals and Systems with MATLAB Computing and Simulink Modeling.we f ( τ ) d τ ⇔ ---------.

1 dt = ---------------------–π s (1 – e ) ∫0 sin te – st dt ∫ Then.= --1. axis([0 4*pi 0 1]) 2−38 Signals and Systems with MATLAB Computing and Simulink Modeling.– ----------ae .41).– --------------------------= ----------------------.⋅ [ ( 1 + as ) ( 1 – e –as ) – as ] F ( s ) = ------------------------⋅ 2 [ ( 1 + as ) ( 1 – e ) – as ] = -----------------------------– as 2 – as a(1 – e ) s as ( 1 – e ) A a Aa A ( 1 + as ) 1 + as ) . x=sin(t). Page 2-14.– -------.⋅ ----------------------------------------F ( s ) = ----------------–π s 2 s +1 1–e –π s 0 1 1+e .⋅ -----------------= ----------------–π s 2 1–e s +1 –π s 1+e 1 πs 1 . plot(t.te –st dt = ------------------------– as a 0 a(1 – e ) ∫0 te a – st dt (1) and from (2.--A – as .abs(x)). we obtain L {t} a 0 = ∫0 te a – st e te .[ ( 1 + as ) – ( 1 + as ) e –as – as ] = --.Chapter 2 The Laplace Transformation 1 F ( s ) = ----------------– as 1–e ∫ a A A --. This is a periodic waveform with period T = a = π and its Laplace transform is 1 F ( s ) = -----------------– sT 1–e T π ∫0 f(t)e – st From tables of integrals.= ---2 – as – as as s as ( 1 – e ) as (1 – e ) 9.– ---------------------. and limits of integration 0 to a .coth ----- = ------------2 –π s 2 2 s +1 s +1 1–e The full−rectified waveform can be produced with the MATLAB script t=0:pi/16:4*pi. ax e ( asin bx – b cos bx ) sin bxe dx = ----------------------------------------------------2 2 a +b – st π ax 1 e ( s sin t – cos t ) .[ ( 1 + as ) ( 1 – e –as ) – as ] = --2 2 s s By substitution into (1) we obtain 1A .⋅ -----------------.= ------------.[ 1 – ( 1 + as ) e –as ] = --2 2 2 s s s s Adding and subtracting as in the last expression above. we obtain L {t} a 0 1 1 . Fourth Edition Copyright © Orchard Publications .+ ------= --------2 s s – st – st 0 a – as – as 1 e .( -----------------.– ------dt = – --------2 s s – st – st a 0 e te .

and if the highest power m of N ( s ) is less than the highest power n of D ( s ) . L –1 1{ F ( s ) } = f ( t ) = ------2πj ∫σ – j ω σ + jω F ( s ) e ds st (3. these are called the zeros of F ( s ) . The roots of D ( s ) . Fortunately.e. 3. are called the poles of F ( s ) . (s) F(s) = N ----------D(s) (3. If m ≥ n . and thus (3.Chapter 3 The Inverse Laplace Transformation T ples. found by setting D ( s ) = 0 . Then.2) where N ( s ) and D ( s ) are polynomials. it is repeated here for convenience. the roots of N ( s ) in (3.2 Partial Fraction Expansion Quite often the Laplace transform expressions are not in recognizable form.= ------------------------------------------------------------------------------------------------------------------n n–1 n–2 D(s) an s + an – 1 s + an – 2 s + … + a1 s + a0 m m–1 m–2 (3. and Common Laplace transform pairs to lookup the Inverse Laplace transform. …. m < n . F ( s ) is said to be expressed as a proper rational function.1) This integral is difficult to evaluate because it requires contour integration using complex variables theory. In a proper rational function.3) is a proper rational function..1 The Inverse Laplace Transform Integral The Inverse Laplace Transform Integral was stated in the previous chapter.3) are found by setting N ( s ) = 0 . 2. i. but in most cases appear in a rational form of s .3) The coefficients a k and b k are real numbers for k = 1. n . We assume that F ( s ) in (3. his chapter is a continuation to the Laplace transformation topic of the previous chapter and presents several methods of finding the Inverse Laplace Transformation. Fourth Edition Copyright © Orchard Publications 3−1 . it is customary and very conveSignals and Systems with MATLAB Computing and Simulink Modeling. for most engineering problems we can refer to Tables of Properties. F ( s ) is an improper rational function.2) can be expressed as bm s + bm – 1 s + bm – 2 s + … + b1 s + b0 N(s) F ( s ) = ----------. that is. The partial fraction expansion method is explained thoroughly and it is illustrated with several exam- 3.

r n are the residues. we let s → p k . r 3.( bm sm + bm – 1 sm – 1 + bm – 2 sm – 2 + … + b1 s + b0 ) a ( s ) = -----------------------------------------------------------------------------------------------------------------------------n F( s) = N ----------a1 D(s) a0 n an – 1 n – 1 an – 2 n – 2 -s -s . or combinations of real and complex conjugates.5) as rn r2 r3 r1 . Fourth Edition Copyright © Orchard Publications . 3−2 Signals and Systems with MATLAB Computing and Simulink Modeling. However. we can factor the denominator of F ( s ) in the form N(s) F ( s ) = -----------------------------------------------------------------------------------------------( s – p1 ) ⋅ ( s – p2 ) ⋅ ( s – p3 ) ⋅ … ⋅ ( s – pn ) (3. p 2. the Fourier transform.1 Use the partial fraction expansion method to simplify F 1 ( s ) of (3. and p 1. r 2.3 below.2. p n are the poles of F ( s ) . using the partial fraction expansion method. and the z-transform.2. that is. …. p 2.6) by ( s – p k ) . r k = lim ( s – p k ) F ( s ) = ( s – p k ) F ( s ) s → pk s = pk (3. This method is also being taught in intermediate algebra and introductory calculus courses. This method allows us to decompose a rational polynomial into smaller rational polynomials with simpler denominators from which we can easily recognize their integrals and inverse transformations.*we can express (3. It is used extensively in integration. as indicated in Subsections 3.6) where r 1.7) Example 3. we are mostly interested in the nature of the poles. 3.4) The zeros and poles of (3. then. complex conjugates. p n of F ( s ) are distinct (different from each another).s + ---s + ---------+ ---------+ … + ---an an an an (3. Next.1 through 3.Chapter 3 The Inverse Laplace Transformation nient to make the coefficient of s unity.4) can be real and distinct. …. and find the time domain function f 1 ( t ) corresponding to F 1 ( s ) . so we will consider each case separately.+ ----------------.1 Distinct Poles If all the poles p 1.8) below. thus. we multiply both sides of (3. p 3. we rewrite F ( s ) as n 1 ---. * The partial fraction expansion method applies only to proper rational functions.5) where p k is distinct from all other poles. and in finding the inverses of the Laplace transform. p 3. …. To evaluate the residue r k .2.+ … + ----------------F ( s ) = ----------------( s – p1 ) ( s – p2 ) ( s – p 3 ) ( s – pn ) (3.+ ----------------. repeated.

Fourth Edition Copyright © Orchard Publications 3−3 . we obtain r1 r2 3s + 2 3s + 2 .+ --------------4 3s + 2 .b) function.= --------------.6).14) Therefore. we find that e – at 1 u 0 ( t ) ⇔ ---------s+a (3. k] = residue(Ns.9) The residues are 3s + 2 r 1 = lim ( s + 1 ) F ( s ) = --------------(s + 2) s → –1 = –1 s = –1 (3. p.+ --------------.9) as – 1 .= --------------F 1 ( s ) = ------------------------2 ( s + 1 ) ( s + 2) s + 3s + 2 (3.13) (3.+ --------------4 .8).2.11) Therefore. we use the script Ns = [3. 3.10) and 3s + 2 r 2 = lim ( s + 2 ) F ( s ) = --------------(s + 1) s → –2 = 4 s = –2 (3. can be found easily using the MATLAB residue(a. [r. – 1 . Page 2−22. we express (3.⇔ ( – e –t + 4e –2t ) u ( t ) = f ( t ) F 1 ( s ) = --------------0 1 (s + 1) (s + 2) The residues and poles of a rational function of polynomials such as (3.= -------------------------------F 1 ( s ) = ------------------------2 (s + 1)(s + 2) (s + 1) (s + 2) s + 3s + 2 (3. Ds = [1. For this example. Ds) and MATLAB returns the values r = 4 -1 p = -2 -1 k = [] Signals and Systems with MATLAB Computing and Simulink Modeling.Partial Fraction Expansion 3s + 2 F 1 ( s ) = ------------------------2 s + 3s + 2 (3. Chapter 2. 2].12) and from Table 2. 2].8) Solution: Using (3.

15) Solution: First.+ --------------.= ------------------------------------------------2 3 ( s + 2)( s + 4 )( s + 6) (s + 2) (s + 4) (s + 6) s + 12s + 44s + 48 (3.+ --------------.Chapter 3 The Inverse Laplace Transformation For the MATLAB script above. The vector k is referred to as the direct term and it is always empty (has no value) whenever F ( s ) is a proper rational function. For this example. We can also use the MATLAB ilaplace(f) function to obtain the time domain function directly from F ( s ) . the second value of r is associated with the second value of p. Fs=(3*s+2)/(s^2+3*s+2). syms s. 3s + 2s + 5 F 2 ( s ) = -----------------------------------------------2 3 s + 12s + 44s + 48 2 (3.16) The residues are 3−4 Signals and Systems with MATLAB Computing and Simulink Modeling. we defined Ns and Ds as two vectors that contain the numerator and denominator coefficients of F ( s ) . MATLAB displays the r and p vectors that represent the residues and poles respectively. that is. syms s t. factor(s^3 + 12*s^2 + 44*s + 48) ans = (s+2)*(s+4)*(s+6) Then. when the highest degree of the denominator is larger than that of the numerator. This is done with the script that follows. and find the time domain function f 2 ( t ) corresponding to F 2 ( s ) . The first value of the vector r is associated with the first value of the vector p. Fourth Edition Copyright © Orchard Publications . pretty(ft) When this script is executed. whereas the highest power of the numerator is s and therefore the direct term is empty. ft=ilaplace(Fs). MATLAB displays the expression 4 exp(-2 t). When this script is executed.exp(-t) Example 3. we observe that the highest power of the denominator is s 2 . For this example. we use the MATLAB factor(s) symbolic function to express the denominator polynomial of F 2 ( s ) in factored form.= --------------F 2 ( s ) = -----------------------------------------------. and so on.15) below.2 Use the partial fraction expansion method to simplify F 2 ( s ) of (3. 2 2 r1 r2 r3 3s + 2s + 5 3s + 2s + 5 .

the number of complex poles is even.19) s = –6 Then. The partial fraction expansion method can also be used in this case. Fourth Edition Copyright © Orchard Publications 3−5 . Fs = (3*s^2 + 4*s + 5) / (s^3 + 12*s^2 + 44*s + 48).* and since complex poles occur in complex conjugate pairs.17) s = –4 37 = – ----4 89 = ----8 (3.22) Check with MATLAB: syms s t.+ --------------. is also a root of D ( s ) . the poles of F ( s ) are complex. by substitution into (3. * A review of complex numbers is presented in Appendix C Signals and Systems with MATLAB Computing and Simulink Modeling. – 4t 89 – 6t 9 ⁄ 8 .e + ----.e –2t – 37 F 2 ( s ) = ------------------.2. Chapter 2.= --------------. then.20) From Table 2. ft = ilaplace(Fs) ft = -37/4*exp(-4*t)+9/8*exp(-2*t)+89/8*exp(-6*t) 3. Thus.16) we obtain 9⁄8 – 37 ⁄ 4 89 ⁄ 8 3s + 2s + 5 .+ --------------F 2 ( s ) = -----------------------------------------------2 3 (s + 2) (s + 4) (s + 6) s + 12s + 44s + 48 2 (3. denoted as p k∗ . The procedure is illustrated with the following example.2 Complex Poles Quite often. Page 2−22.Partial Fraction Expansion 3s + 2s + 5 r 1 = -------------------------------(s + 4)(s + 6) 3s + 2s + 5 r 2 = -------------------------------(s + 2)(s + 6) 2 2 2 s = –2 9 = -8 (3. its complex conjugate pole.21) Therefore. if p k is a complex root of D ( s ) .18) 3s + 2s + 5 r 3 = -------------------------------(s + 2)(s + 4) (3.2.⇔ 9 -e -. but it may be necessary to manipulate the terms of the expansion in order to express them in a recognizable form.+ --------------– 37 ⁄ 4 89 ⁄ 8. e – at 1 u 0 ( t ) ⇔ ---------s+a (3.+ --------------u ( t ) = f2 ( t ) 8 0 8 4 (s + 2) (s + 4) (s + 6) (3.

s+3 F 3 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 (3.0000 + 2.= -----------------------------------------------------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j2 ) s + 5s + 12s + 8 or r 2∗ r1 r2 s+3 F 3 ( s ) = -----------------------------------------.+ --------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j 2 ) s + 5s + 12s + 8 (3. roots_p=roots(p) roots_p = -2.---------------------= ----------------------.0000i -2.+ ----r 2∗ = – - 5 20 5 20 (3. and find the time domain function f 3 ( t ) corresponding to F 3 ( s ) .27) 3−6 Signals and Systems with MATLAB Computing and Simulink Modeling. We will use the roots(p) function.23) below.Chapter 3 The Inverse Laplace Transformation Example 3. syms s.25) s = – 2 – j2 1 – j2 1 – j2 = -----------------------------------.0000i Then.3 Use the partial fraction expansion method to simplify F 3 ( s ) of (3.23) Solution: Let us first express the denominator in factored form to identify the poles of F 3 ( s ) using the MATLAB factor(s) symbolic function. Then.= – 1 .24) The residues are s+3 r 1 = ------------------------2 s + 4s + 8 s+3 r 2 = ----------------------------------------( s + 1 ) ( s + 2 –j 2 ) s = –1 = 2 -5 (3. factor(s^3 + 5*s^2 + 12*s + 8) ans = (s+1)*(s^2+4*s+8) The factor(s) function did not factor the quadratic term. s+3 s+3 F 3 ( s ) = -----------------------------------------.0000 .= -----------------– 8 + j4 ( – 1 – j2 ) ( – j4 ) ( 1 – j2 ) ( – 8 – j4 ) – 16 + j12 j3 . Fourth Edition Copyright © Orchard Publications .+ ----( – 8 + j4 ) ( – 8 – j4 ) 5 20 80 j3 1 j3 ∗ = 1 – ----– -. p=[1 4 8].2.26) (3.= --------------+ -----------------------.= -----------------------.

+ -------------------------------- 2 2 2 2 5 (s + 2 ) + 2 ) 5 ( s + 2 ) + 2 ) ( s + 2 )2 + 22 ) 2 6 ⁄ 10 s+2 2 -------------------------------. --------------------------------. and now (3.e –t = f 31 ( t ) F 31 ( s ) = --------------5 (s + 1) (3. – 1 ⁄ 5 – j3 ⁄ 20 2 ⁄ 5 + – 1 ⁄ 5 + j3 ⁄ 20 + ---------------------------------.Partial Fraction Expansion By substitution into (3. = –2 + .= –2 -.⋅ -----------------------------F 3 ( s ) = --------------( s + 1 ) 5 ( s 2 + 4s + 8 ) F 32 ( s ) . + ------------ = – -2 ( s + 2 )2 + 22 ) 5 ( s + 2 )2 + 22 ) 3 2 s + 2 .⋅ -----------------------------2 5 ( s + 4s + 8 ) (3.28) is written as 2⁄5 1 ( 2s + 1 ) .30) Next.2.33) yields * Here.28). Fourth Edition Copyright © Orchard Publications 3−7 . Then.28) The last two terms on the right side of (3.31) From Table 2. and the second as (3.24).– -- s + -2 2 2 s+2 2 -------------------------------–3 ⁄ 2 .----------------------------------F 3 ( s ) = --------------( s + 2 –j 2 ) ( s + 2 + j2 ) (s + 1) (3. Chapter 2. We combine them into a single term*. Signals and Systems with MATLAB Computing and Simulink Modeling. Page 2−22. 2⁄5. we will express them in a different form. for F 32 ( s ) ( 2s + 1 ) F 32 ( s ) = – 1 -. -------------------------------F 32 ( s ) = – -.-------------------------------. do not resemble any Laplace transform pair that we derived in Chapter 2.29) as F 31 ( s ) . we used MATLAB function simple((−1/5 +3j/20)/(s+2+2j)+(−1/5 −3j/20)/(s+2−2j)). e e – at ω sin ω tu 0 t ⇔ -----------------------------2 2 (s + a) + ω s+a cos ω tu 0 t ⇔ -----------------------------2 2 (s + a) + ω – at (3.32) Accordingly.29) For convenience. -------------------------------2 2 10 ( s + 2 ) 2 + 2 2 ) 5 (s + 2 ) + 2 ) (3.– -. we express F 32 ( s ) as 1 3 3 . Therefore.30) with (3. returned (-2*s-1)/(5*s^2+20*s+40). we denote the first term on the right side of (3. ----.33) Addition of (3. after several simplification tools that were displayed on the screen. The simple function.⇔2 -.+ -.

e sin 2t = f 3 ( t ) . ….34) Denoting the m residues corresponding to multiple pole p 1 as r 11.+ … + ----------------+ ( s – p 1 ) ---------------- ( s – p2 ) ( s – p3 ) ( s – p n ) (3. ft=ilaplace(Fs) ft = 2/5*exp(-t)-2/5*exp(-2*t)*cos(2*t) +3/10*exp(-2*t)*sin(2*t) 3. but one of the poles.+ … + ----------------m m–1 m–2 ( s – p1 ) ( s – p1 ) ( s – p1 ) ( s – p1 ) rn r2 r3 . -.e – -⇔ -10 5 5 Check with MATLAB: syms a s t w. the partial fraction expansion of (3.3 Multiple (Repeated) Poles In this case.+ --------------------------.2. p n . p 2. + ----. …. r 13.37) 3−8 Signals and Systems with MATLAB Computing and Simulink Modeling. are found by multiplication of both sides of (3. r 1m corresponding to the repeated poles.35) by ( s – p ) . m ( s – p 1 ) F ( s ) = r 11 + ( s – p 1 ) r 12 + ( s – p 1 ) r 13 + … + ( s – p 1 ) m 2 m–1 r 1m rn r3 r2 m . that is. r 1m .+ … + ----------------+ ----------------( s – p2 ) ( s – p3 ) ( s – pn ) (3.Chapter 3 The Inverse Laplace Transformation s+2 2 2⁄5 3 -–2 . has a multiplicity m . % Define several symbolic variables Fs=(s + 3)/(s^3 + 5*s^2 + 12*s + 8). r 12. F ( s ) has simple poles. Then. Fourth Edition Copyright © Orchard Publications .-------------------------------. For this condition.e cos 2t + ----. …. r 12. r 13.35) For the simple poles p 1. we express it as N(s) F ( s ) = ----------------------------------------------------------------------------------------m ( s – p 1 ) ( s – p 2 )… ( s – p n – 1 ) ( s – p n ) (3.34) is expressed as r 11 r 12 r 13 r 1m + --------------------------F ( s ) = --------------------. -------------------------------F 3 ( s ) = F 31 ( s ) + F 32 ( s ) = --------------2 2 (s + 1) 5 (s + 2 ) + 2 ) 10 ( s + 2 ) 2 + 2 2 ) 3 –2t 2 –t 2 –2t . we proceed as before.+ ----------------.+ ----------------. say p 1 .36) The residues r 11. we find the residues from r k = lim ( s – p k ) F ( s ) = ( s – p k ) F ( s ) s → pk s = pk (3.

Fourth Edition Copyright © Orchard Publications 3−9 . m d .42) Example 3.------------[ ( s – p1 ) F ( s ) ] k – 1 s → p 1 ( k – 1 )! ds k–1 (3.Partial Fraction Expansion Next.38) and thus (3.37). taking the limit as s → p 1 on both sides of (3. The residue r 12 for the second repeated pole p 1 .4 Use the partial fraction expansion method to simplify F 4 ( s ) of (3.40) whose ( m – 1 ) th derivative of both sides is 1 d . s+3 F 4 ( s ) = ----------------------------------2 (s + 2)(s + 1) (3.38) yields the residue of the first repeated pole. that is.[ ( s – p1 )m F ( s ) ] ( k – 1 )! r 1k = lim -----------------. we obtain s → p1 lim ( s – p 1 ) F ( s ) = r 11 + lim [ ( s – p 1 ) r 12 + ( s – p 1 ) r 13 + … + ( s – p 1 ) s → p1 m 2 m–1 r 1m ] + lim s → p1 rn r3 r2 m .43) below.41) or d m 1 r 1k = lim -----------------. F 4 ( s ) is written as Signals and Systems with MATLAB Computing and Simulink Modeling. the residue r 1k can be found from ( s – p 1 ) F ( s ) = r 11 + r 12 ( s – p 1 ) + r 13 ( s – p 1 ) + … m 2 (3. is found by differentiating (3.+ ----------------.43) Solution: We observe that there is a pole of multiplicity 2 at s = – 1 .+ … + ----------------( s – p 1 ) ---------------- ( s – p2 ) ( s – p3 ) ( s – p n ) m or r 11 = lim ( s – p 1 ) F ( s ) s → p1 (3.37) with respect to s and again.------------s → p 1 ( k – 1 )! ds k – 1 k–1 (3. we let s → p 1 .[ ( s – p1 ) F ( s ) ] r 12 = lim ---s → p 1 ds (3. and thus in partial fraction expansion form.39) In general. and find the time domain function f 4 ( t ) corresponding to F 4 ( s ) .

we obtain s+3 ----------------------------------2 (s + 1) (s + 2) 1 = --------------(s + 2) 2 + -----------------2 s = 0 (s + 1) r 22 + --------------(s + 1) s=0 s=0 s=0 or from which r 22 = – 1 as before. 3 -.p.44).45) Check with MATLAB: syms s t.d2). [r.Chapter 3 The Inverse Laplace Transformation r 21 r1 r 22 s+3 . % Coefficients of the numerator N(s) of F(s) % Expands (s + 1)^2 to s^2 + 2*s + 1.k]=residue(Ns. s +3 ---------- r 22 = ---ds s + 2 = 1 s = –2 (3. syms s Ns = [1 3].44) The residues are = 2 s = –1 s = –1 s + 2) – (s + 3) = ( -------------------------------------2 (s + 2) = –1 s = –1 The value of the residue r 22 can also be found without differentiation as follows: Substitution of the already known values of r 1 and r 21 into (3. % Coefficients of (s + 1)^2 = s^2 + 2*s + 1 term in D(s) % Coefficients of (s + 2) term in D(s) % Multiplies polynomials d1 and d2 to express the % denominator D(s) of F(s) as a polynomial 3−10 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . Ds=conv(d1. and letting s = 0 *.+ 2 + r 22 2 2 s+3 1 . d1 = [1 2 1].44) is an identity. d2 = [0 1 2].= --------------2 ( s + 2 ) ( s + 1 )2 ( s + 1 ) (s + 2)(s + 1) s+3 r 1 = -----------------2 (s + 1) s+3 r 21 = ---------s+2 d.Ds) * This is permissible since (3. expand((s + 1)^2). Fs=(s+3)/((s+2)*(s+1)^2).= 1 -. Finally.⇔ e –2t + 2te –t – e –t = f ( t ) = --------------+ --------------F 4 ( s ) = ----------------------------------4 2 2 (s + 2) (s + 1) (s + 1) (s + 2)(s + 1) (3.+ -----------------2 – 1 . ft=ilaplace(Fs) ft = exp(-2*t)+2*t*exp(-t)-exp(-t) We can use the following script to check the partial fraction expansion.+ -----------------+ --------------F 4 ( s ) = ----------------------------------.

+ -----------------+ --------------3 2 2 ( s + 1 ) ( s + 2) (s + 1) (s + 1) (s + 2) (3.Partial Fraction Expansion r = 1.5 Use the partial fraction expansion method to simplify F 5 ( s ) of (3.46) below. s + 3s + 1 F 5 ( s ) = ------------------------------------3 2 (s + 1) (s + 2) 2 (3.0000 -1.0000 p = -2. Then.0000 2. in partial fraction expansion form.0000 -1.0000 -1.46) Solution: We observe that there is a pole of multiplicity 3 at s = – 1 . F 5 ( s ) is written as r 21 r 11 r 12 r 13 r 22 F 5 ( s ) = -----------------+ -----------------+ --------------.47) The residues are s + 3s + 1 r 11 = ------------------------2 (s + 2) 2 d. and find the time domain function f 5 ( t ) corresponding to the given F 5 ( s ) . Fourth Edition Copyright © Orchard Publications 3−11 . and a pole of multiplicity 2 at s = – 2 .0000 k = [] Example 3. ------------------------s + 3s + 1 - r 12 = --- 2 ds ( s + 2 ) 2 2 = –1 s = –1 s = –1 2 ( s + 2 ) ( 2s + 3 ) – 2 ( s + 2 ) ( s + 3 s + 1 ) = --------------------------------------------------------------------------------------------4 (s + 2) s = –1 s+4 = -----------------3 (s + 2) =3 s = –1 Signals and Systems with MATLAB Computing and Simulink Modeling.

+ -----------------.0000 3−12 Signals and Systems with MATLAB Computing and Simulink Modeling.0000 -4.---= -2 ds ( s + 2 ) 3 s = –1 1 (s + 2) – 3(s + 2) (s + 4) . ------------------------s + 3s + 1 . for the pole at s = – 2 .47).48) We will check the values of these residues with the MATLAB script below. Fourth Edition Copyright © Orchard Publications . ------------------------s + 3s + 1 - r 22 = --- 3 ds ( s + 1 ) s = –2 2 s + 1 ) ( 2s + 3 ) – 3 ( s + 1 ) ( s + 3 s + 1 ) = ( -------------------------------------------------------------------------------------------------6 (s + 1) – s – 4s = -------------------4 (s + 1) 2 3 s = –2 ( s + 1 ) ( 2s + 3 ) – 3 ( s + 3 s + 1 ) = ---------------------------------------------------------------------------4 (s + 1) =4 s = –2 s = –2 By substitution of the residues into (3.---- = - 2 ds ds ( s + 2 ) 2 3 2 s = –1 s = –1 1 d s+4 . syms s.k]=residue(Ns. we obtain 1 –1 3 –4 4 .Ds) r = 4.------d -s + 3s + 1 ------------------------- r 13 = --- 2! ds 2 ( s + 2 ) 2 2 1 d.0000 1. [r.0000 -1.0000 3. % The function collect(s) below multiplies (s+1)^3 by (s+2)^2 % and we use it to express the denominator D(s) as a polynomial so that we can % use the coefficients of the resulting polynomial with the residue function Ds=collect(((s+1)^3)*((s+2)^2)) Ds = s^5+7*s^4+19*s^3+25*s^2+16*s+4 Ns=[1 3 1]. s + 3s + 1 r 21 = ------------------------3 (s + 1) 2 = 1 s = –2 2 2 and 2 d.-----------------.p.+ --------------F 5 ( s ) = -----------------.+ -----------------.Chapter 3 The Inverse Laplace Transformation 2 2 1.+ --------------3 2 2 ( s + 1 ) ( s + 2) (s + 2) (s + 1) (s + 1) (3.---d.--------------------------------------------------------------= -6 2 (s + 2) –s–5 = -----------------4 (s + 2) = –4 s = –1 s = –1 + 2 – 3s – 12 1 - s ---------------------------------- = -4 2 (s + 2) s = –1 Next. Ds=[1 7 19 25 16 4].

Fs=-1/((s+1)^3) + 3/((s+1)^2) . we derive f 5 ( t ) from (3.0000 k = [] From Table 2. Fourth Edition Copyright © Orchard Publications 3−13 . was based on the condition that F ( s ) is a proper rational function.4/(s+1) + 1/((s+2)^2) + 4/(s+2).49) We can verify (3. Chapter 2. e – at 1 ⇔ ---------s+a te – at 1 ⇔ ----------------2 (s + a) t n – 1 – at e ( n – 1 )! ⇔ -----------------n (s + a) and with these. ft=ilaplace(Fs) ft = -1/2*t^2*exp(-t)+3*t*exp(-t)-4*exp(-t) +t*exp(-2*t)+4*exp(-2*t) 3.2.49) with MATLAB as follows: syms s t. if m ≥ n .0000 -1. we must first divide the numerator N ( s ) by the denominator D ( s ) to obtain an expression of the form F ( s ) = k0 + k1 s + k2 s + … + km – n s 2 m–n N(s) + ----------D(s) (3.t e + 3te – 4e + te + 4e f 5 ( t ) = – -2 (3. that is.6 Derive the Inverse Laplace transform f 6 ( t ) of s + 2s + 2 F 6 ( s ) = ------------------------s+1 2 (3. Page 2−22.3 Case where F(s) is Improper Rational Function Our discussion thus far.48) as –t –t – 2t – 2t 1 2 –t .0000 -1.0000 -2.0000 -1. if F ( s ) is an improper rational function. However.50) where N ( s ) ⁄ D ( s ) is a proper rational function. Example 3.51) Signals and Systems with MATLAB Computing and Simulink Modeling.Case where F(s) is Improper Rational Function p = -2.

Also.52) (3. F 6 ( s ) is an improper rational function. [r. k] = residue(Ns.= ---------F 6 ( s ) = ------------------------s+1 s+1 (3. By long division. we obtain 1 -+1+s s + 2s + 2 F 6 ( s ) = ------------------------. p. by the time differentiation property 2 2 2 1 .δ ( t ) ⇔ sn n dt n (3.Chapter 3 The Inverse Laplace Transformation Solution: For this example.54) We verify (3. Therefore. we recognize that 1 ---------. we must express it in the form of (3.53) with MATLAB as follows: Ns = [1 2 2].50) before we use the partial fraction expansion method. 2 s ⇔ δ' ( t ) –t 1 s + 2s + 2 . Fourth Edition Copyright © Orchard Publications . we recall that and u 0'' ( t ) = δ' ( t ) 1 ⇔ δ(t) s⇔? u 0' ( t ) = δ ( t ) where δ' ( t ) is the doublet of the delta function. we have the new transform pair and thus.⇔ e –t s+1 and but To answer that question. Ds) r = 1 p = -1 3−14 Signals and Systems with MATLAB Computing and Simulink Modeling.= s u 0'' ( t ) = δ' ( t ) ⇔ s F ( s ) – sf ( 0 ) – f ' (0 ) = s F ( s ) = s ⋅ -s Therefore.= ---------s+1 s+1 2 Now. d ------. Ds = [1 1].+ 1 + s ⇔ e + δ ( t ) + δ' ( t ) = f 6 ( t ) .53) In general.

We set the given F ( s ) equal to the sum of these partial fractions 4. we let ( s – a ) be a linear factor of D ( s ) . we first perform a long division. and then work with the quotient and the remainder as we did in Example 3. that is. Fourth Edition Copyright © Orchard Publications 3−15 . we assume that F ( s ) is a proper rational function. We repeat step 1 for each of the distinct linear and quadratic factors of D ( s ) 3. Signals and Systems with MATLAB Computing and Simulink Modeling. then equating the numerators. If these assumptions prevail. We clear the resulting expression of fractions and arrange the terms in decreasing powers of s 5.+ ----------------. and we assume that ( s – a ) is the highest power of ( s – a ) that divides D ( s ) .56) below as a sum of partial fractions using the method of clearing the fractions.7 Express F 7 ( s ) of (3. and suppose that ( s + α s + β ) is the highest power of this factor that divides D ( s ) .+ … -----------------F( s) = N ----------m 2 s – a (s – a) D(s) (s – a) 2 2 n (3. making the denominators of both sides the same.+ --------------------------------2 2 n 2 s + α s + β ( s2 + α s + β ) (s + αs + β) 2. If not. that is. Now.Alternate Method of Partial Fraction Expansion k = 1 1 The direct terms k= [1 1] above are the coefficients of δ ( t ) and δ' ( t ) respectively. As before. r1 s + k1 rn s + kn r2 s + k2 .+ … + ---------------------------------------------------------.55) Let s + α s + β be a quadratic factor of D ( s ) . we perform the following steps: 1. Then. We equate the coefficients of corresponding powers of s 6.6. 3. To this factor.4 Alternate Method of Partial Fraction Expansion Partial fraction expansion can also be performed with the method of clearing the fractions. We solve the resulting equations for the residues Example 3. we can express F ( s ) as m r2 r1 rm ( s ) = ---------. We also assume that the denominator D ( s ) can be expressed as a product of real linear and quadratic factors. we assign the sum of n partial fractions.

we equate like powers of s and we obtain 0 = r 1 + r 22 0 = – 2r 1 + A – r 22 + r 21 – 2 = r 1 – 2A + r 22 4 = A – r 22 + r 21 (3.= -----------------2 2 2 2 (s – 1) (s + 1)(s – 1) (s + 1) (s – 1) – 2s + 4 = ( r 1 s + A ) ( s – 1 ) + r 21 ( s + 1 ) + r 22 ( s – 1 ) ( s + 1 ) 2 2 2 (3.60). we obtain 3−16 Signals and Systems with MATLAB Computing and Simulink Modeling. substitution of (3. Therefore.61). (3.59) Relation (3.+ --------------F 7 ( s ) = ------------------------------------.62).57) With Step 4.56) Solution: Using Steps 1 through 3 above.60) Subtracting the second equation of (3.Chapter 3 The Inverse Laplace Transformation – 2s + 4 F 7 ( s ) = ------------------------------------2 2 (s + 1)(s – 1) (3. we obtain 4 = 2r 1 or r1 = 2 (3.63) Finally by substitution of (3. and (3.61) and (3.62) into the third equation of (3.61) By substitution of (3.60).61) into the first equation of (3. (3. we obtain r1 s + A r 22 r 21 – 2s + 4 + ----------------.63) into the fourth equation of (3. we obtain 0 = 2 + r 22 or r 22 = – 2 (3.58) – 2s + 4 = ( r 1 + r 22 ) s + ( – 2r 1 + A – r 22 + r 21 ) s + ( r 1 – 2A + r 22 ) s + ( A – r 22 + r 21 ) 3 2 (3.60) from the fourth. and with Step 5.62) Next.60) yields – 2 = 2 – 2A – 2 or A = 1 (3. Fourth Edition Copyright © Orchard Publications .59) will be an identity is s if each power of s is the same on both sides of this relation.

+ ------------------------.66) below.+ ----------------2 2 2 2 (s – 1) (s + 1)(s – 1) (s + 1) (s – 1) (3.8 Use partial fraction expansion to simplify F 8 ( s ) of (3.64) Substitution of these values into (3. where we found that the denominator D ( s ) can be expressed in factored form of a linear term and a quadratic.3. Equating the coefficient of s 2 on the left side. we obtain 0 = r1 + r2 (3. which is zero. we follow the procedure of this section and we obtain ( s + 3 ) = r 1 ( s + 4s + 8 ) + ( r 2 s + r 3 ) ( s + 1 ) 2 (3.65) Example 3.= -----------------.3.66) Solution: This is the same transform as in Example 3.70). with the coefficients of s 2 on the right side of (3. Fourth Edition Copyright © Orchard Publications 3−17 .57) yields – 2s + 4 2s + 1 2 1 .69) s = –1 Next. s+3 F 8 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 (3.71) Signals and Systems with MATLAB Computing and Simulink Modeling.= ---------F 8 ( s ) = ----------------------------------------------2 2 s + 1 s + 4s + 8 ( s + 1 ) ( s + 4s + 8 ) s+3 r 1 = ------------------------2 s + 4s + 8 = 2 -5 (3.67) as r2 s + r3 r1 s+3 .68) As in Example 3. we write F 8 ( s ) as s+3 F 8 ( s ) = ----------------------------------------------2 ( s + 1 ) ( s + 4s + 8 ) (3.– --------------F 7 ( s ) = ------------------------------------. we only need two equations in r 2 and r 3 .Alternate Method of Partial Fraction Expansion 4 = 1 + 2 + r 21 or r 21 = 1 (3.70) Since r 1 is already known.67) and using the method of clearing the fractions. and find the time domain function f 8 ( t ) corresponding to F 8 ( s ) . (3. we express (3. to compute r 2 and r 3 . Page 3−6. Thus.

e cos 2t + ----. Fourth Edition Copyright © Orchard Publications . or r 3 = – 1 ⁄ 5 . 2 –t 2 –2t 3 –2t . that is.e – -. Then.72) as before. we equate the constant terms of (3.e sin 2t u 0 ( t ) f 8 ( t ) = f 3 ( t ) = -5 5 10 3−18 Signals and Systems with MATLAB Computing and Simulink Modeling. 3 = 8r 1 + r 3 or 3 = 8 × 2 ⁄ 5 + r 3 . The remaining steps are the same as in Example 3.⋅ -----------------------------. To obtain the third residue r 3 .– -F 8 ( s ) = --------------2 ( s + 1 ) 5 ( s + 4s + 8 ) (3. we obtain ( 2s + 1 ) 2⁄5 1 . and thus f 8 ( t ) is the same as f 3 ( t ) .Chapter 3 The Inverse Laplace Transformation and since r 1 = 2 ⁄ 5 . it follows that r 2 = – 2 ⁄ 5 .68). Then.3.70). by substitution into (3.

If m ≥ n . i. Fourth Edition Copyright © Orchard Publications 3−19 .. If F ( s ) is an improper rational function. …. F ( s ) is an improper rational function. complex conjugates. r 2. • For most engineering problems we can refer to Tables of Properties. p 3. r 3. • When F ( s ) is expressed as rn r1 r2 r3 F ( s ) = ----------------. r n are called the residues and p 1. The direct term is always empty (has no value) whenever F ( s ) is a proper rational function. • If the highest power m of the numerator N ( s ) is less than the highest power n of the denominator D ( s ) . we must first divide the numerator N ( s ) by the denominator D ( s ) to obtain an expression of the form F ( s ) = k0 + k1 s + k2 s + … + km – n s 2 m–n (s) +N ----------D(s) • In a proper rational function.e. Signals and Systems with MATLAB Computing and Simulink Modeling. or a combination of these. • The Laplace transform F ( s ) must be expressed as a proper rational function before applying the partial fraction expansion. repeated. that is. if m ≥ n . • The partial fraction expansion method offers a convenient means of expressing Laplace transforms in a recognizable form from which we can obtain the equivalent time−domain functions.+ ----------------. p 2. p n are the poles of F ( s ) . • The partial fraction expansion method can be applied whether the poles of F ( s ) are distinct. the roots of numerator N ( s ) are called the zeros of F ( s ) and the roots of the denominator D ( s ) are called the poles of F ( s ) . • We can use the MATLAB factor(s) symbolic function to convert the denominator polynomial form of F 2 ( s ) into a factored form. • The residues and poles of a rational function of polynomials can be found easily using the MATLAB residue(a.b) function.5 Summary • The Inverse Laplace Transform Integral defined as L –1 σ + jω 1{ F ( s ) } = f ( t ) = ------2πj ∫σ – j ω F ( s ) e ds st is difficult to evaluate because it requires contour integration using complex variables theory. m < n .+ ----------------. …. and Common Laplace transform pairs to lookup the Inverse Laplace transform.Summary 3. F ( s ) is said to be expressed as a proper rational function.+ … + ----------------( s – p1 ) ( s – p2 ) ( s – p3 ) ( s – pn ) r 1.

3−20 Signals and Systems with MATLAB Computing and Simulink Modeling. • In this chapter we introduced the new transform pair and in general. Fourth Edition Copyright © Orchard Publications .δ ( t ) ⇔ sn n dt n • The method of clearing the fractions is an alternate method of partial fraction expansion. s ⇔ δ' ( t ) d ------.Chapter 3 The Inverse Laplace Transformation • We can use the MATLAB collect(s) and expand(s) symbolic functions to convert the denominator factored form of F 2 ( s ) into a polynomial form.

-----------------------------------------3 2 s + 6s + 11s + 6 3. Fourth Edition Copyright © Orchard Publications 3−21 . and we know that lim f ( t ) = 10 . one at s = 0 . -----------------4 (s + 3) 3s + 4 d. 5. ---------------------------2 2 s + 4s + 85 4s + 5 b. It also has a single zero at s = 1 . ----------------------------------------------3 2 s + 5s + 10.5s + 9 2 s – 16 d. -------------------------------2 s + 4.6 Exercises 1. -----------------2 (s + 3) 4 c. --------------------------------------------3 2 s + 8s + 24s + 32 s+1 e. Find the Inverse Laplace transform of the following: 2 1 s ---------------------------- ( sin α t + α t cos α t ) ⇔ 2α 2 2 2 (s + α ) Hint: 11 - -----------------------------( sin α t – α t cos α t ) ⇔ 3 2 2 2 (s + α ) 2α 2 – 2s 3s + 2a. -------------------2 (s + 4) 2 2 2s + 3 c. the other at s = – 1 . ---------------2 s + 25 5s + 3b.25s + 1 Compare your answer with that of Exercise 3(c). ------------------------5 (s + 3) 2 2. Find F ( s ) and t→∞ f(t) . ----------s+3 4 b. It is known that the Laplace transform F ( s ) has two distinct poles. Find the Inverse Laplace transform of the following: 4 a.25s + 1 s + 8s + 24s + 32 d.Exercises 3. Use the Initial Value Theorem to find f ( 0 ) given that the Laplace transform of f ( t ) is 2s + 3 -------------------------------2 s + 4. -------------------------------2 s + 5s + 18. Signals and Systems with MATLAB Computing and Simulink Modeling. --------------------------------------------2 s + 6s + 8 3 e. e 3 --------------------3 ( 2s + 3 ) 4.5 s + 3s + 2 c. -----------------5 (s + 3) s + 6s + 3 e. Find the Inverse Laplace transform of the following: 3s + 4 a.

5t – ----2 2 2 2 7 7 ( s + 2.5t 10 -e .5 ( s + 2.5 ) + 3.t e = -t e ⇔ --- 3! 4! 12 2 2 2 2 1 + 6s + 3 + 6s + 9 – 6 s + 3 ) – -----------------6 1 s = -----------------– 6 ⋅ -----------------------------------------. factor(s^3+5*s^2+10.5 1 .5 ) + 3.2 – 2t .25 ( s + 2.5 s + 2.⇔ 4e s+3 4 – 3t ⇔ 4te b.= ---------------------------------------------------------.= 3 ⋅ ----------------------------.– 5 ⋅ ----------------------------------.25 + 12.= 3 ⋅ ------------------------------2 2 2 2 9 2 2 2 2 (s + 2) + 9 (s + 2) + 9 (s + 2) + 9 ( s + 2 ) + 81 s + 4s + 85 9 2 (s + 2) .= 4 ⋅ -------------------------------------. 1 2 –3t 6 4 –3t 1 2 –3t 1 4 –3t .5 ( s + 2. a.3 –3t ---5 4 –3t 1 5.5 ( s + 2.5 ) + 3.= --------------------------------------= 4 ⋅ --------------------------------------2 2 2 2 2 2 ( s + 2.5 ) + 3.= ---------------------------------------------------4s + 5 4s + 5 -------------------------------.7 Solutions to End−of−Chapter Exercises 1.5 s + 5s + 18. -----------------4 (s + 3) 3! – 3t 2 3 –3t -t e = -3 d.= s ---------------------------------.= 3 ⋅ -----------------.– -----= 4 ⋅ -------------------------------------------------------⋅ 2 2 2 2 3.e –2t sin 9t = 3 ⋅ ----------------------------– -⇔ 3e cos 9t – -2 2 9 2 2 9 (s + 2) + 9 (s + 2) + 9 b.5t – ----= 4 ⋅ --------------------------------------sin 3.5 ) + 3. 1 1 (s + 3) – 5 ⁄ 3 3(s + 4 ⁄ 3 + 5 ⁄ 3 – 5 ⁄ 3) 3s + 4 . ----------.Chapter 3 The Inverse Laplace Transformation 3. 3−22 Signals and Systems with MATLAB Computing and Simulink Modeling.--------------------------------------5 × 3.5 ) + 3. -----------------2 (s + 3) 4 3 4 -t e ⇔ ---c.⋅ -----------------------------.⋅ ----------------------------------------------------------------------------------------------------------------. factor(s^2+3*s+2).⋅ --------------------------------------.5 3.– -. s+5⁄4 4s + 5 . Using the MATLAB factor(s) function we obtain: syms s. 4 – 3t a.5 s + 10 ⁄ 4 – 10 ⁄ 4 + 5 ⁄ 4 .5 ) + 3.5 c.= 3 ⋅ ------------------------------5 4 5 5 5 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) 3.5 ( s + 2.t e – ---.5t cos 3.5 s + 5s + 6.4 –3t .5 ) 10 –2. t 3 e –3t – ----t e – .t e = --t e ⇔ --- 2 2! 4! 2 2. 2×9 (s + 2) – 2 ⁄ 3 (s + 2) 1 (s + 4 ⁄ 3 + 2 ⁄ 3 – 2 ⁄ 3) 3s + 4 . Fourth Edition Copyright © Orchard Publications .= 3 .5 2 2 ( s + 2.5*s+9) ans = (s+2)*(s+1) ans = 1/2*(s+2)*(2*s^2+6*s+9) Then.t e – -.= ( -----------------5 5 5 5 5 3 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) e.⇔ 4e –2.

sin 2t + ----.5 1 s + 1.⋅ --------------= 3 ⋅ --------------+ -⇔ 3 cos 5t + -a.5t . ---------------2 2 2 2 2 2 2 2 2 s + 25 s +5 5 s +5 s +5 5 s +5 5 2 2 1 1 5s 3 5s + 3 .5 ) ( s + 3s + 4.⇔ e –2t cos 2t – 3e –2t sin 2t = -----------------------------.= ------------------------------------------------3 2 ( s + 2 ) (s + 3) ( s + 1 ) ( s + 2 ) ( s + 3 ) s + 6s + 11s + 6 r2 r1 1 .5t sin 1.5 ) + ( 1.= --------------------------------------------------------------3 2 2 2 2 s + 5s + 10.+ ----------------------.5 ) ( s + 1.= ---------= -------------------------------s+2 s+3 (s + 2)(s + 3) 3.– -2 2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 s+2 .2 5 2 2 × 53s + 2.⇔e –e .5 ) s + 3s + 2.5 ) + 3.Solutions to End−of−Chapter Exercises s + 3s + 2 (s + 1)(s + 2) (s + 1) s+1 ----------------------------------------------.= ---------------------------------.⋅ -----------------------------= -----------------------------.= --------------------------------------2s + 3 . 17 3- sin 2t + 5 3- 2t cos 2t = 23 ----.– ---------.5 ) + ( 1.+ -----------------------------------------------.= -3 – 15 ⁄ 4 2s + 3 r 2 = -------------s+4 s = –1 ⁄ 4 2 5⁄2 = -----------.5s + 9 ( s + 2 ) ( s + 3s + 4.– 3 ⋅ ----------------------------2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 e.⋅ ------------------------------------------= ------------------------------------------.+ ---------= -------------------------------s +3 (s + 2)(s + 3) s + 2 1 r 1 = ---------s+3 =1 s = –2 1 r 2 = ---------s+2 = –1 s = –3 – 2t – 3t 1 1 1 .5 ( s + 1.= --------------------------------------------------.5 1 – 1.25 – 2.– -----2 2 2 2 2 2 1.sin 5t -.5 0.25 + 4. Fourth Edition Copyright © Orchard Publications 3−23 .+ -----.– ---- 4 16 4 16 8 16 c.5 .= --------------3s .5 + 1 s + 1.5 ) 2 d.25s + 1 2s + 3 r 1 = ----------------s+1⁄4 s = –4 4 –5 = --------------.5 ) + ( 1.= ----------------------------------------------3 2 2 2 2 2 2 s + 8s + 24s + 32 ( s + 4 ) ( s + 4s + 8 ) (s + 2) + 2 (s + 2) + 2 1 6×2 s+2 .5t s + 1.5 ) + ( 1.= ---------2 s+4 s+1⁄4 (s + 4)(s + 1 ⁄ 4) s + 4.⋅ --------------.5 ( s + 1.5 ) 1 1.5t – -2 2 2 2 3 3 ( s + 2.= ----------------------------s+2–2–4 --------------------------------------------. r2 r1 2s + 3 .= ----------------------------( s – 4 ) .– -= ------------------------------------------⇔e cos 1.5 . s – 16 ( s + 4 ) ( s – 4 ) .+ 1 .e –1.t cos 2t ⇔ 5 -.( sin 2t + 2t cos 2t ) + 3 ⋅ -----------------------------.5 ) ( s + 1.5 – 1.= -15 ⁄ 4 3 Signals and Systems with MATLAB Computing and Simulink Modeling. s .⋅ --------------------------------------.= ------------------------------------------------------------------------.= ---------.= ------------------------------------------. 1 s+1 (s + 1) .= ----------------------.⇔ 5 ⋅ ----------2 2 2 2×8 2×2 2 2 2 2 2 ( + 4 ) ( s + 2 ) ( + 2 ) s s b.5 × 1.( sin 2t – 2t cos 2t ) .

+ ---------.and by long division --------------------------------------------.⇔ δ' ( t ) + 2 δ ( t ) + 4e –2t ------------------------.= ------------------------⇔ -= -t e F ( s ) = --------------------3 2! 16 3 3 3 3 8 (s + 3 ⁄ 2) ( 2s + 3 ) ⁄ 2 [ ( 2s + 3 ) ⁄ 2 ] ( 2s + 3 ) 3 3 – 2s – 2s .– ---------F ( s ) = -----------------------0 s s+1 s s+1 s(s + 1) f ( t ) = ( 10 – 20e ) u 0 ( t ) t→∞ –t and we observe that lim f ( t ) = 10 3−24 Signals and Systems with MATLAB Computing and Simulink Modeling.= lim -------------------------------------------=2 2 2 2 2 s → ∞ s ⁄ s + 4.( 2e –4t + e – t ⁄ 4 ) . Then.⇔ ( 10 – 20e –t ) u ( t ) – 10 ( s – 1 )=r 1 --.= -----------------------------.Chapter 3 The Inverse Laplace Transformation 2 2⁄3 4⁄3 .= A lim --------------.⇔ ----e F ( s ) = e --------------------3 16 ( 2s + 3 ) 4.( t – 2 ) 2 e –( 3 ⁄ 2 ) ( t – 2 ) u 0 ( t – 2 ) .⇔ ----------. The initial value theorem states that lim f ( t ) = lim sF ( s ) . t→0 s→∞ 2 2s + 3 2s + 3s .25s + 1 2+3⁄s 2s ⁄ s + 3s ⁄ s = lim ----------------------------------------------------------. e – 2s 3 --------------------3 ( 2s + 3 ) e – 2s F ( s ) ⇔ f ( t – 2 ) u0 ( t – 2 ) 3 3 1. ---t e .= s + 2 + ---------s+2 s+2 2 3 2 2 2 d. Then.25s + 1 s → ∞ s 2 + 4.25 ⁄ s + 1 ⁄ s 2 2 2 2 The value f ( 0 ) = 2 is the same as in the time domain expression that we found in Exercise 3(c).+ ----------------3 s+4 s+1⁄4 s + 8s + 24s + 32 ( s + 4 ) ( s + 4s + 8 ) ( s + 4s + 8 ) . that is.= lim -------------------------------f ( 0 ) = lim s -------------------------------s → ∞ s 2 + 4. e.2 – ( 3 ⁄ 2 ) t ----3⁄8 3 2 –( 3 ⁄ 2 ) t 3⁄8 3⁄2 3 . 5.= --------------------------------.= – A = 10 s(s + 1) s → 0 (s + 1) r2 20 .25s ⁄ s + 1 ⁄ s s → ∞ 1 + 4.= ----------------------------------------------2 (s + 2)(s + 4) (s + 2) s + 6s + 8 s + 4s + 8 4 . We are given that F ( s ) = -------------------s(s + 1) t→∞ s→0 s→0 Therefore.= 10 ----.= -----------------------------. Fourth Edition Copyright © Orchard Publications . A(s – 1) (s – 1) lim s -------------------. A ( s – 1 ) and lim f ( t ) = lim sF ( s ) = 10 .

2. Fourth Edition Copyright © Orchard Publications 4−1 .2. inductive. i.1.3 Capacitive Network Transformation The time and complex frequency domains for purely capacitive networks are shown in Figure 4. Several examples are presented to illustrate how the Laplace transformation is applied to circuit analysis. Signals and Systems with MATLAB Computing and Simulink Modeling. resistive.Chapter 4 Circuit Analysis with Laplace Transforms T his chapter presents applications of the Laplace transform.1. Time Domain Complex Frequency Domain + vR ( t ) R − iR ( t ) v R ( t ) = Ri R ( t ) vR ( t ) i R ( t ) = -----------R + VR ( s ) − R V R ( s ) = RI R ( s ) IR ( s ) VR ( s ) I R ( s ) = -------------R Figure 4.1.1 Resistive Network Transformation The time and complex frequency domains for purely resistive networks are shown in Figure 4.1. and transfer functions are also defined. complex admittance. and capacitive in the time and complex frequency domains.e.+ -------------I L ( s ) = ------------Ls s − − ∫ t Figure 4. Time Domain Complex Frequency Domain + vL ( t ) − L + di L i L ( t ) v L ( t ) = L ------dt 1 i L ( t ) = -v dt L –∞ L − VL ( s ) sL IL ( s ) − − + L iL ( 0 ) V L ( s ) = sLI L ( s ) – Li L ( 0 ) VL ( s ) iL ( 0 ) .1.1 through 4. Complex impedance.3.1 Circuit Transformation from Time to Complex Frequency In this section we will show the voltage−current relationships for the three elementary circuit networks.1. Resistive network in time domain and complex frequency domain 4.. 4. 4.1.3 below.2 Inductive Network Transformation The time and complex frequency domains for purely inductive networks are shown in Figure 4. Inductive network in time domain and complex frequency domain 4. They are shown in Subsections 4.

and complex capacitive impedance respectively. Capacitive circuit in time domain and complex frequency domain Note: In the complex frequency domain. R − vS + 1Ω − 12u 0 ( t ) V v (t) C − C 1F + Figure 4. Example 4. Likewise. Fourth Edition Copyright © Orchard Publications .4.3. the terms sL and 1 ⁄ sC are referred to as complex inductive impedance.1 Then. the terms and sC and 1 ⁄ sL are called complex capacitive admittance and complex inductive admittance respectively.1 Use the Laplace transform method and apply Kirchoff’s Current Law (KCL) to find the voltage v C ( t ) across the capacitor for the circuit of Figure 4. given that v C ( 0 ) = 6 V . Application of KCL for the circuit of Example 4.5.+ --------------sC s − − ∫–∞ iC dt t + vC ( 0− ) − --------------s Figure 4.5. Circuit for Example 4.4. iR + iC = 0 or 4− 2 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 4 Circuit Analysis with Laplace Transforms Time Domain Complex Frequency Domain + vC ( t ) C − + − iC ( t ) + dv C i C ( t ) = C -------dt 1 v C ( t ) = --C VC ( s ) − 1 ----sC + − IC ( s ) I C ( s ) = sCV C ( s ) – Cv C ( 0 ) IC ( s ) vC ( 0 ) V C ( s ) = ----------. R iR A vS + 1Ω C − − 1F 12u 0 ( t ) V + iC vC ( t ) Figure 4.1 Solution: We apply KCL at node A as shown in Figure 4.

– ---------V C ( s ) = ----s s+1 Example 4. Signals and Systems with MATLAB Computing and Simulink Modeling. We apply KVL for the loop shown in Figure 4.= --V C ( s ) = -----------------s (s + 1) s(s + 1) 6s + 12 r 1 = ----------------(s + 1) 6s + 12 r 2 = ----------------s = 12 s=0 By partial fraction expansion.2 Solution: This is the same circuit as in Example 4.= 0 -----------------------------------.7.2 Use the Laplace transform method and apply Kirchoff’s Voltage Law (KVL) to find the voltage v C ( t ) across the capacitor for the circuit of Figure 4.+ v C ( t ) = 12u 0 ( t ) dt (4.1) The Laplace transform of (4. R − vS + 1Ω C 1F + − 12u 0 ( t ) V v (t) − C Figure 4.1.6.1) is − sV C ( s ) – v C ( 0 ) + V C ( s ) = 12 ----s ( s + 1 ) V C ( s ) = 12 -----+6 s 6s + 12 V C ( s ) = -----------------s(s + 1) r2 r1 6s + 12 .+ --------------.6.⇔ 12 – 6e = ( 12 – 6e ) u 0 ( t ) = v C ( t ) . –t –t 6 12 .Circuit Transformation from Time to Complex Frequency dv C v C ( t ) – 12u 0 ( t ) . given that v C ( 0 ) = 6 V . Fourth Edition Copyright © Orchard Publications 4−3 . = –6 s = –1 Therefore. Circuit for Example 4.+ 1 ⋅ -------dt 1 dv C -------.

– - s s C s s s+1 6 ---------.1. Use the Laplace transform method to find v out ( t ) for t > 0 .3) is a result of the unit step that is applied at t = 0 .8.⇔ i C ( t ) = 6e u 0 ( t ) I C ( s ) = ---------s+1 Check: From Example 4. switch S 1 closes at t = 0 . Fourth Edition Copyright © Orchard Publications .7. Example 4. v C ( t ) = ( 12 – 6e ) u 0 ( t ) –t Then. switch S 2 opens. dv C dv C –t –t . Application of KVL for the circuit of Example 4. we obtain iC ( t ) + ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) (4.Chapter 4 Circuit Analysis with Laplace Transforms R vS 12u 0 ( t ) V + − 1Ω iC ( t ) C 1F + − vC ( t ) Figure 4.2 1 Ri C ( t ) + --C ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) and with R = 1 and C = 1 .2) Next.3) The presence of the delta function in (4. taking the Laplace transform of both sides of (4.= d ( 12 – 6e ) u 0 ( t ) = 6e u 0 ( t ) + 6 δ ( t ) i C ( t ) = C -------dt dt dt (4. we obtain IC ( s ) vC ( 0 ) . while at the same time.3 In the circuit of Figure 4.= 12 ----I C ( s ) + ----------s s s 12 6 = 6 1 + 1 --.I s C ( s ) = -s − or –t 6 .2). I ( s ) = ----.= -------.+ --------------. 4− 4 Signals and Systems with MATLAB Computing and Simulink Modeling.

9. The other initial condition is obtained by observing that there is an initial current of 2 A in inductor L 1 . Transformed circuit of Example 4. we transform the circuit of Figure 4.8.3 Solution: Since the circuit contains a capacitor and an inductor. Fourth Edition Copyright © Orchard Publications 4−5 . + 1 − 2 1/s 0. for convenience.Circuit Transformation from Time to Complex Frequency t = 0 t = 0 C iS ( t ) 2A 2Ω R1 S2 L1 0. The initial capacitor voltage is replaced by a voltage source equal to 3 ⁄ s .9. This is found from the relation 1 − -×2 = 1 V L 1 i L1 ( 0 ) = -2 (4.4) The polarity of this voltage source is as shown in Figure 4. For t > 0 . Therefore.5s 1V 1 0.8 just before switch S 2 opens.9 so that it is consistent with the direction of the current i L1 ( t ) in the circuit of Figure 4. * Henceforth.3 In Figure 4. we will refer the time domain as t−domain and the complex frequency domain as s−domain. this is provided by the 2 A current source just before switch S 2 opens. Signals and Systems with MATLAB Computing and Simulink Modeling.9 the current in inductor L 1 has been replaced by a voltage source of 1 V .5 H + v out ( t ) − + − − S1 vC ( 0 ) = 3 V 1F Figure 4. we must consider two initial conditions One is given as v C ( 0 − ) = 3 V .5 H i L1 ( t ) R2 1Ω L2 0. Circuit for Example 4. our second initial condition is i L1 ( 0 − ) = 2 A .5s + V out ( s ) − + − 3/s Figure 4.8 into its s−domain* equivalent shown in Figure 4.

61 ) s + 6. r2 s + r3 r1 2s ( s + 3 ) .43s + 0.3132i -0.5) and after simplification (4.= --------------------------------------------------------------------V out ( s ) = -----------------------------------------3 2 2 ( s + 6.3132j)) % Find quadratic form y = s^2+3573/2500*s+3043737/5000000 3573/2500 % Simplify coefficient of s ans = 1.7146 + 0.7) Next.57 ) ( s + 1.= 0 1⁄s+2+s⁄2 1 s⁄2 2s ( s + 3 ) V out ( s ) = -----------------------------------------3 2 s + 8s + 10s + 4 (4.61 2s ( s + 3 ) r 1 = ---------------------------------------2 s + 1.6087 Therefore.7146 + 0.43s + 0.57 (4.+ ----------------.8) (4.4292 3043737/5000000 % Simplify constant term ans = 0.3132i y=expand((s + 0.61 = 1.6) We will use MATLAB to factor the denominator D ( s ) of (4.+ ---------------------------------------. Fourth Edition Copyright © Orchard Publications .57 ) ( s + 1.36 s = – 6.61 ) s + 8s + 10s + 4 (4. 2s ( s + 3 ) 2s ( s + 3 ) .5708 -0.43s + 0.7146 − 0.0.3132j)*(s + 0.+ ----------------. r=roots(p) % Find the roots of D(s) r = -6. p=[1 8 10 4].9) The residues r 2 and r 3 are found from the equality 4− 6 Signals and Systems with MATLAB Computing and Simulink Modeling.7146 .= -----------------V out ( s ) = --------------------------------------------------------------------2 2 ( s + 6.57 s + 1. we perform partial fraction expansion.Chapter 4 Circuit Analysis with Laplace Transforms Applying KCL at node { we obtain V out ( s ) – 1 – 3 ⁄ s V out ( s ) V out ( s ) ----------------------------------------.43s + 0.6) into a linear and a quadratic factor.

v out ( t ) → 0 .36 .9.12).64 ( s + 0.57 ( s + 0.43s + 0.715t sin 0.64s – 0.64 (4.43s + 0.715 – 0.36 . This is to be expected because v out ( t ) is the voltage across the inductor as we can see from the circuit of Figure 4.64 ) ------------------------------------------------------V out ( s ) = -----------------2 2 s + 6.316t – 1.316 ) 0.= -----------------1.61 ) + ( r 2 s + r 3 ) ( s + 6. we obtain r 3 = – 0.51 + 0.715 ) + ( 0.57t + 0.84e – 0.61 s + 6. 1.8).12).316 ) 2 ( s + 0.64e – 0.+ ------------------------------------------------------= -----------------.10).1 or s + 0.64s – 0. we obtain r 2 = 0.12) Taking the Inverse Laplace of (4.64 ( s + 0.* V out ( s ) = -----------------s + 6.36 .12 * We perform these steps to express the term ---------------------------------------in a form that resembles the transform pairs 2 e – at s + 1.715 ) 2 + ( 0.316 ) 2 0.13) From (4.57 s 2 + 1.36 .715 ) 2 + ( 0.13) above.+ ---------------------------------------0.316 1. Fourth Edition Copyright © Orchard Publications 4−7 .715t cos 0.715 ) 1.316t ) u 0 ( t ) (4.Circuit Transformation from Time to Complex Frequency 2s ( s + 3 ) = r 1 ( s + 1.57 s 2 + 1.+ ( 0.11) By substitution into (4.58 .– ------------------------------------------------------s + 6. equating coefficients of s 2 .61r 1 + 6.+ ------------------------------------------------------= -----------------. we observe that as t → ∞ .57r 3 and by substitution of the known value of r 1 from (4.57 ) 2 (4. 0.715 ) 2 + ( 0. we obtain 0 = 0. we obtain v out ( t ) = ( 1. The MATLAB script below will plot the relation (4.316 ) 2 (4.43s + 0.84 × 0.61 – at s + a ω and e sin ω tu0 ( t ) ⇔ ------------------------------.316 ) ( s + 0. cos ω tu 0 ( t ) ⇔ ------------------------------2 2 2 2 (s + a) + ω (s + a) + ω Signals and Systems with MATLAB Computing and Simulink Modeling.+ -----------------------------------------------------0.715 ) 1.36 0.57 ( s + 0.91 1.12 .715 ) + ( 0.36e – 6.13).57 ( s + 0.64s + 0.43s + 0.58 .– ------------------------------------------------------2 2 s + 6.10) Equating constant terms of (4.12 Similarly.9).46 – 0. we obtain 2 = r1 + r2 and using the known value of r 1 . The remaining steps are carried out in (4.

14) and defining the ratio V s ( s ) ⁄ I ( s ) as Z ( s ) .5 0 -0.*cos(0.715.*t).64..*exp(−6.5 1 0.*exp(−0.11. plot(t. Series RLC circuit in s−domain 1.*t)+0. For this circuit. grid 2 1.5 0 1 2 3 4 5 6 7 8 9 10 Figure 4. where the initial conditions are assumed to be zero.84.Vout). Then. Vout=1.316.15) 4− 8 Signals and Systems with MATLAB Computing and Simulink Modeling.*sin(0.represents the total opposition to current flow.57.3 4...01:10.= R + sL + ----Z ( s ) ≡ ------------I(s) sC (4.. R sL + 1 ----sC V out ( s ) − VS ( s ) − + I(s ) Figure 4.Chapter 4 Circuit Analysis with Laplace Transforms t=0:0.. we obtain VS ( s ) 1. the sum R + sL + ----sC VS ( s ) I ( s ) = -----------------------------------R + sL + 1 ⁄ sC (4. Fourth Edition Copyright © Orchard Publications .715. Plot of v out ( t ) for the circuit of Example 4.316.*exp(−0.*t).*t).11.10..2 Complex Impedance Z(s) Consider the s – domain RLC series circuit of Figure 4.36.*t)−1.

Fourth Edition Copyright © Orchard Publications 4−9 .4 By nodal analysis. Z ( s ) is the ratio of the voltage excitation V s ( s ) to the current response I ( s ) under zero state (zero initial conditions).16) below.Complex Impedance Z(s) and thus.13. Circuit for Example 4. We assign the voltage V A ( s ) at node A as shown in Figure 4. Network for finding I ( s ) in Example 4.16) where 1 Z ( s ) = R + sL + ----sC (4. and we will compute Z ( s ) using (4. Find Z ( s ) using: a. and it is referred to as the complex input impedance of an s – domain RLC series circuit. successive combinations of series and parallel impedances 1 1⁄s s s + VS( s ) − Solution: a. In other words.15). nodal analysis b.12.13. + VS ( s ) 1 VA ( s ) I(s) A 1⁄s s s − Figure 4. Signals and Systems with MATLAB Computing and Simulink Modeling. Therefore.4 For the network of Figure 4. Example 4.17) We recall that s = σ + j ω .12. Figure 4. all values are in Ω (ohms). Z ( s ) is a complex quantity. the s – domain current I ( s ) can be found from the relation (4.4 We will first find I ( s ) . VS ( s ) I ( s ) = ------------Z(s ) (4.

as it is done with series and parallel resistances. Z 2.18).+ 1 = -----------------------------------2 2 2 s+s+1⁄s 2s + 1 2s + 1 ( 2s + 1 ) ⁄ s 2 3 3 2 (4.Chapter 4 Circuit Analysis with Laplace Transforms VA ( s ) – VS ( s ) VA ( s ) VA ( s ) ----------------------------------. V ( s ) = VS ( s ) -.⋅ VS ( s ) V A ( s ) = -----------------------------------3 2 s + 2s + s + 1 3 The current I ( s ) is now found as 2 3 VS ( s ) – VA ( s ) 2s + 1 s +1 .+ 1 = ---------------.14.19) is the same as (4. 4−10 Signals and Systems with MATLAB Computing and Simulink Modeling.= 0 1 s s+1⁄s 1 1 + 1 .= -----------------------------------2 I(s) 2s + 1 (4.= 1 – -----------------------------------. looking to the right of terminals a and b . Then. Z 3 and Z 4 shown in Figure 4.19) We observe that (4. 3 2 VS ( s ) s + 2s + s + 1 Z ( s ) = ------------.4 by series − parallel combinations To find the equivalent impedance Z ( s ) . V S ( s ) = -----------------------------------3 2 3 2 1 s + 2s + s + 1 s + 2s + s + 1 and thus.+ 1 = --------------------------Z ( s ) = ------------------------.⋅ VS ( s ) I ( s ) = ---------------------------------. a Z(s) b 1 Z1 1⁄s s Z3 Z2 s Z4 Figure 4. we denote the network devices as Z 1. Z ( s ) = [ ( Z 3 + Z 4 ) || Z 2 ] + Z 1 s +1 s(s + 1 ⁄ s ) s +s s + 2s + s + 1 . Computation of the impedance of Example 4.+ ---------------- s s+1⁄s A s +1 . Fourth Edition Copyright © Orchard Publications .+ -------------. we start on the right side of the network and we proceed to the left combining impedances as we would combine resistances where the symbol || denotes parallel combination.18) b.14. The impedance Z ( s ) can also be found by successive combinations of series and parallel impedances. For convenience.+ ----------------.

All values are in Ω (ohms).21) where 1. Fourth Edition Copyright © Orchard Publications 4−11 . Parallel GLC circuit in s−domain For the circuit of Figure 4.Complex Admittance Y(s) 4.= G + ----V(s) Z(s) sL (4. Y ( s ) is a complex quantity.15. Example 4. and it is referred to as the complex input admittance of an s – domain GLC parallel circuit. Verify your answers with MATLAB.20) and thus the s – domain voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s) (4. In other words. 1 . Signals and Systems with MATLAB Computing and Simulink Modeling.+ sC Y ( s ) = G + ----sL (4.22) We recall that s = σ + j ω . Therefore. + V(s) G IS ( s ) 1----sL sC − Figure 4.5 Compute Z ( s ) and Y ( s ) for the circuit of Figure 4.3 Complex Admittance Y(s) Consider the s – domain GLC parallel circuit of Figure 4.15 where the initial conditions are zero. Y ( s ) is the ratio of the current excitation I S ( s ) to the voltage response V ( s ) under zero state (zero initial conditions).+ sC ( V ( s ) ) = I ( s ) sL Defining the ratio I S ( s ) ⁄ V ( s ) as Y ( s ) .V ( s ) + sCV ( s ) = I ( s ) GV ( s ) + ----sL 1 G + ----. we obtain I(s) 1 1 .15.16.+ sC = ---------Y ( s ) ≡ ----------.

5 where 13s + 8 8 . z3 = 20 + 16/s.+ --------------------------------------------------. Circuit for Example 4. Y ( s ) Z2 Z3 Figure 4. z2 = 5*s + 10. Fourth Edition Copyright © Orchard Publications .= ---------------------Z 3 = 20 + ----s s 2 Then.= ------------------2 4 ( 5s + 4 ) s s Z2 + Z3 5s + 10s + 4 ( 5s + 4 ) 10 + 5s + ------------------------------------------------------------------------s s +8 20 ( 5s + 14s + 8 ) = -----------------------------------------------------------------------------------65s + 490s + 528s + 400s + 128 ------------------.Chapter 4 Circuit Analysis with Laplace Transforms 8⁄s 10 5s 20 16 ⁄ s 13s Z(s) Y(s) Figure 4. Z1 Z ( s ).= ------------------Z 1 = 13s + -s s Z 2 = 10 + 5s 16 4 ( 5s + 4 ) . Simplified circuit for Example 4.16.17. z = z1 + z2 * z3 / (z2+z3) z = 13*s+8/s+(5*s+10)*(20+16/s)/(5*s+30+16/s) 4−12 Signals and Systems with MATLAB Computing and Simulink Modeling. % Define symbolic variable s z1 = 13*s + 8/s.5 Solution: It is convenient to represent the given circuit as shown in Figure 4. 4 ( 5s + 4 ) 4 ( 5s + 4 ) ( 10 + 5s ) ---------------------( 10 + 5s ) ---------------------2 2 Z2 Z3 s s 13s + 8 + 8 13s .= ------------------Z ( s ) = Z1 + ----------------.17.+ -----------------------------------------= 13s 2 2 s 5s + 30s + 16 s ( 5s + 30s + 16 ) 2 2 4 3 2 Check with MATLAB: syms s.+ ---------------------------------------------------.

= -----------------------------------------------------------------------------------s ( 5s + 30s + 16 ) Y ( s ) = ---------4 3 2 Z(s ) 65s + 490s + 528s + 400s + 128 2 (4. that is. and it is discussed in Chapter 6 of this text. 1 . we can compute its output by multiplication of the transfer function by its input.e. that is. is of great interest* in network analysis.24) as V out ( s ) = G v ( s ) ⋅ V in ( s ) .Transfer Functions z10 = simplify(z) z10 = (65*s^4+490*s^3+528*s^2+400*s+128)/s/(5*s^2+30*s+16) pretty(z10) 4 3 2 65 s + 490 s + 528 s + 400 s + 128 ------------------------------------2 s (5 s + 30 s + 16) The complex input admittance Y ( s ) is found by taking the reciprocal of Z ( s ) . Fourth Edition Copyright © Orchard Publications 4−13 . let us express relation (4. This relation indicates that if we know the transfer function of a network. * To appreciate the usefulness of the transfer function. We should also remember that the transfer function concept exists only in the complex frequency domain. from now on. I out ( s ) G i ( s ) ≡ --------------I in ( s ) (4. In the time domain this concept is known as the impulse response.25) The current transfer function of (4.23) 4. V out ( s ) G v ( s ) ≡ ----------------V in ( s ) (4. Signals and Systems with MATLAB Computing and Simulink Modeling.4 Transfer Functions In an s – domain circuit. that is.25) is rarely used.. the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero state conditions. i. the transfer function will have the meaning of the voltage transfer function. the ratio of the output current I out ( s ) to the input current I in ( s ) under zero state conditions.24) Similarly. is called the current transfer function denoted as G i ( s ) . therefore. This ratio is referred to as the voltage transfer function and it is denoted as G v ( s ) .

and R L represents the resistance of the load that consists of R L . Thus. where R g represents the internal resistance of the applied (source) voltage V S . 4−14 Signals and Systems with MATLAB Computing and Simulink Modeling.19.6 Derive an expression for the transfer function G ( s ) for the circuit of Figure 4. + RL Rg L v out + vg − C − Figure 4.18. Circuit for Example 4.Chapter 4 Circuit Analysis with Laplace Transforms V out ( s ) G ( s ) ≡ ----------------V in ( s ) (4. The s – domain circuit is shown in Figure 4.6 The transfer function G ( s ) is readily found by application of the voltage division expression of the s – domain circuit of Figure 4. we would disregard them since the transfer function was defined as the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero initial conditions.6 Solution: No initial conditions are given. The s−domain circuit for Example 4. and C . + RL Rg V out ( s ) sL + V in ( s ) − 1 ----sC − Figure 4. L .26) Example 4. and even if they were.19.18.19. Fourth Edition Copyright © Orchard Publications .

Circuit for Example 4. The s−domain circuit for Example 4.21. we write nodal equations at nodes 1 and 2. and the circuit constants with their numerical values and plot the magnitude G ( s ) = V out ( s ) ⁄ V in ( s ) versus radian frequency ω . R 3. R2 R1 Vin (s) 1/sC2 1 R3 V1 ( s ) 1/sC1 V2 ( s ) Vout (s) 2 Figure 4. replace the complex variable s with j ω . Fourth Edition Copyright © Orchard Publications (4.20 in terms of the circuit constants R 1. R2 R1 200 K C1 40 K C2 R3 50K 25 nF 10 nF vin vout Solution: Figure 4.+ -------------+ -------------------------------.= 0 .27) Example 4.7 Next. At node 1.= --------------------------------------------------G ( s ) = ----------------V in ( s ) R g + R L + Ls + 1 ⁄ sC (4.+ -------------------------------------R1 1 ⁄ sC 1 R2 R3 Signals and Systems with MATLAB Computing and Simulink Modeling. C 1.21.28) 4−15 .20. V 1 ( s ) – V in ( s ) V 1 ( s ) – V out ( s ) V 1 ( s ) – V 2 ( s ) V1 ----------------------------------. and C 2 Then.7 The complex frequency domain equivalent circuit is shown in Figure 4. R 2.7 Compute the transfer function G ( s ) for the circuit of Figure 4. R L + Ls + 1 ⁄ sC V out ( s ) .Transfer Functions R L + sL + 1 ⁄ sC -V (s) V out ( s ) = --------------------------------------------------R g + R L + sL + 1 ⁄ sC in Therefore.

5000e-006 1/200 % Simplify coefficient of s^2 ans = 0..0050 Therefore.= ------------------------------------------------------------------------------------------------------------------------------R 1 [ ( 1 ⁄ R 1 + 1 ⁄ R 2 + 1 ⁄ R 3 + sC 1 ) ( sR 3 C 2 ) + 1 ⁄ R 2 ] V in ( s ) (4. we obtain: 1 1 1 1 1 ----+ ----+ ----+ sC 1 ( – sR 3 C 2 ) – ----V out ( s ) = ----.5 × 10 s + 5 × 10 s + 5 By substitution of s with j ω we obtain V out ( j ω ) –1 G ( j ω ) = --------------------. V out ( s ) V2 ( s ) – V1 ( s ) -------------------------------. Fourth Edition Copyright © Orchard Publications .= -----------------------------------------------------------------------–6 2 –3 V in ( j ω ) 2. V out ( s ) –1 .30) into (4. rearranging.28).= -----------------1 ⁄ sC 2 R3 Since V 2 ( s ) = 0 (virtual ground). we use the MATLAB script below with the given values of the resistors and the capacitors.V in ( s ) R1 R2 R3 R1 R2 (4.29) as V 1 ( s ) = ( – sR 3 C 2 ) V out ( s ) and by substitution of (4.31) To simplify the denominator of (4. C1=25*10^(-9). R3=5*10^4.30) or V out ( s ) –1 G ( s ) = -----------------. % Define symbolic variable s R1=2*10^5. C2=10*10^(-9).29) (4.31).= ------------------------------------------------------------------G ( s ) = ----------------– 6 2 –3 V in ( s ) 2. simplify(DEN) ans = 1/200*s+188894659314785825/75557863725914323419136*s^2+5 188894659314785825/75557863725914323419136 % Simplify coefficient of s^2 ans = 2. we express (4..Chapter 4 Circuit Analysis with Laplace Transforms At node 2.32) 4−16 Signals and Systems with MATLAB Computing and Simulink Modeling. and collecting like terms. syms s. DEN=R1*((1/R1+1/R2+1/R3+s*C1)*(s*R3*C2)+1/R2).5 × 10 ω – j5 × 10 ω + 5 (4. R2=4*10^4..

Magnitude Vout/Vin vs. G ( j ω ) versus ω for the circuit of Example 4.1 0. We observe that the given op amp circuit is a second order low−pass filter whose cutoff frequency ( – 3 dB ) occurs at about 700 r ⁄ s .Using the Simulink Transfer Fcn Block We use MATLAB to plot the magnitude of (4. Radian Frequency').. Radian Frequency 0.32) on a semilog scale with the following script: w=1:10:10000. grid The plot is shown in Figure 4. xlabel('Radian Frequency w').8 Let us reconsider the active low−pass filter op amp circuit of Figure 4.22..^(−3).5 Using the Simulink Transfer Fcn Block The Simulink Transfer Fcn block implements a transfer function where the input V IN ( s ) and the output V OUT ( s ) can be expressed in transfer function form as V OUT ( s ) G ( s ) = -------------------V IN ( s ) (4./(2.2 0.5.*w.*j. Fourth Edition Copyright © Orchard Publications 4−17 .*10. title('Magnitude Vout/Vin vs.^2−5..05 0 0 10 10 1 10 Radian Frequency w 2 10 3 10 4 Figure 4.22.. Gs=−1.*w+5).*10.abs(Gs)). Page 4-15 where we found that the transfer function is Signals and Systems with MATLAB Computing and Simulink Modeling. ylabel('|Vout/Vin|').33) Example 4.^(−6). semilogx(w...21.7 4.15 |Vout/Vin| 0.

where in the Function Block Parameters dialog box for the Transfer Fcn block we enter – 1 for the numerator.382 s + 2. ft=−1+1.618 The plot for v out ( t ) is obtained with the following MATLAB script.34) we obtain V out ( s ) –1 G ( s ) = -----------------.[r p k]=residue(num. plot(t.6180 -0.*t).34) and for simplicity. and as we know from Chapter 2.618.1708 1. and it is shown in Figure 4.171. and for convenience. –1 1 –1 .01:10. and [ 1 3 1 ] for the denominator.0000 p = -2.171.382. 4−18 Signals and Systems with MATLAB Computing and Simulink Modeling. After the simulation command is executed.– ---------------------.= -----------------------(4.*exp(−2. den=[1 3 1 0].Chapter 4 Circuit Analysis with Laplace Transforms V out ( s ) –1 G ( s ) = -----------------. Therefore.⋅ ------------------------.35) 2 V in ( s ) s + 3s + 1 Next.*exp(−0.23. Fourth Edition Copyright © Orchard Publications .24.⇔ – 1 + 1.37) s ⋅ s 2 + 3s + 1 s s + 0.*t)−0. grid The same plot can be obtained using the Simulink model of Figure 4. we perform partial fraction expansion.------------------------. and C 1 = C 2 = 1 F . –1 – 0.3820 0 k = [] Therefore. u 0 ( t ) ⇔ 1 ⁄ s . we let the input be the unit step function u 0 ( t ) .171 1 -.= – 1 . the Scope block displays the waveform of Figure 4.382t – 2. t=0:0. let R 1 = R 2 = R 3 = 1 Ω .= ------------------------------------------------------------------------------------------------------------------------------R 1 [ ( 1 ⁄ R 1 + 1 ⁄ R 2 + 1 ⁄ R 3 + sC 1 ) ( sR 3 C 2 ) + 1 ⁄ R 2 ] V in ( s ) (4.171e .ft).618t 0.+ --------------------– 0.36) To find v out ( t ) .= -------------------------V out ( s ) = G ( s ) ⋅ V in ( s ) = -3 2 s s 2 + 3s + 1 s + 3s + s (4.den) r = -0.171 1.25. we use the MATLAB residue function as follows: num=−1.171e = v out ( t ) (4. By substitution into (4.1708 -1.

Fourth Edition Copyright © Orchard Publications 4−19 . Figure 4.8 -1 0 2 4 6 8 10 Figure 4. Simulink model for Example 4.Using the Simulink Transfer Fcn Block 0 -0.24. Waveform for the Simulink model of Figure 4.24 Signals and Systems with MATLAB Computing and Simulink Modeling.6 -0. Plot of v out ( t ) for Example 4.23.25.2 -0.4 -0.8 Figure 4.8.

Fourth Edition Copyright © Orchard Publications .6 Summary • The Laplace transformation provides a convenient method of analyzing electric circuits since integrodifferential equations in the t – domain are transformed to algebraic equations in the s – domain . and it is referred to as the complex input admittance of an s – domain GLC parallel circuit. Likewise. the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero state conditions is referred to as the voltage transfer function and it is denoted as G ( s ) . • In the s – domain the terms sL and 1 ⁄ sC are called complex inductive impedance. • In the s – domain the current I ( s ) can be found from VS( s ) I ( s ) = ------------Z(s) 1 . and complex capacitive impedance respectively.+ sC Y ( s ) = G + ----sL • The expression is a complex quantity. 1Z ( s ) = R + sL + ----sC • The expression is a complex quantity. V out ( s ) G ( s ) ≡ ----------------V in ( s ) 4−20 Signals and Systems with MATLAB Computing and Simulink Modeling. the terms and sC and 1 ⁄ sL are called com- plex capacitive admittance and complex inductive admittance respectively. and it is referred to as the complex input impedance of an s – domain RLC series circuit. that is.Chapter 4 Circuit Analysis with Laplace Transforms 4. • In the s – domain the voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s) • In an s – domain circuit.

Use the Laplace transform method to compute i L ( t ) for t > 0 . In the circuit below.Exercises 4. and opens at t = 0 . For the s – domain circuit below. Fourth Edition Copyright © Orchard Publications 4−21 . switch S has been closed for a long time. and all initial conditions are zero. t = 0 R1 10 Ω R2 20 Ω iL ( t ) L 1 mH S + − 32 V 2. compute the admittance Y ( s ) = I 1 ( s ) ⁄ V 1 ( s ) b. given that i L (0 − ) = 0 and v C (0 − ) = 0 . to compute i 1 ( t ) and i 2 ( t ) for the circuit below. In the circuit below. Use the Laplace transform method to compute v c ( t ) for t > 0 .µF 9 +v ( t ) C 20 KΩ R5 10 KΩ 3. R1 t = 0 S R3 30 KΩ R4 C + 6 KΩ 72 V − R2 60 KΩ − 40 ----.7 Exercises 1. switch S has been closed for a long time. Signals and Systems with MATLAB Computing and Simulink Modeling. a. and opens at t = 0 . Use mesh analysis and the Laplace transform method. L1 2H R1 1 Ω R2 3Ω L2 1H + v1 ( t ) = u0 ( t ) − C i1 ( t ) + 1F − i (t) 2 + − v 2 ( t ) = 2u 0 ( t ) 4. compute the t – domain value of i 1 ( t ) when v 1 ( t ) = u 0 ( t ) .

Derive the transfer function for the networks (a) and (b) below. V in ( s ) + R C + − − (a) V out ( s ) V in ( s ) + + − V 2 ( s ) = 2V C ( s ) L R + − − V out ( s ) (b) 6.Chapter 4 Circuit Analysis with Laplace Transforms + − I 1 ( s ) R1 + 1Ω − VC ( s ) 1⁄s R2 1Ω R4 R3 3Ω 2Ω V1 ( s ) 5. Derive the transfer functions for the networks (a) and (b) below. V in ( s ) − + C + R − V out ( s ) V in ( s ) + − R + L V out ( s ) (a) (b) − 7. Derive the transfer functions for the networks (a) and (b) below. + + C + V in ( s ) R + L C V in ( s ) L R − V out ( s ) V out ( s ) (a) − − (b) − 8. Derive the transfer functions for the networks (a) and (b) below. Fourth Edition Copyright © Orchard Publications . C R1 V in ( s ) (a) R2 V out ( s ) V in ( s ) (b) R2 C R1 V out ( s ) 4−22 Signals and Systems with MATLAB Computing and Simulink Modeling.

plot G ( s ) versus frequency in Hertz. R1 = 11.1 kΩ C1=C2 = 0.Exercises 9. on a semilog scale.01 µF V out ( s ) Signals and Systems with MATLAB Computing and Simulink Modeling. Using MATLAB. Fourth Edition Copyright © Orchard Publications 4−23 .3 kΩ R2 = 22. Derive the transfer function for the network below.6 kΩ R3 R1 V in ( s ) R2 C1 C2 R4 R3=R4 = 68.

At t = 0 .2 .2 × 10 V From the s – domain circuit on the right side above we obtain – 20000t 3.⇔ 3. 6 KΩ 30 KΩ S 60 KΩ 20 KΩ − + iT ( t ) 72 V − v C ( t ) 10 KΩ − + i2 ( t ) Then. At t = 0 .= ---------------------–3 20 + 10 s s + 20000 –3 2.2 × 10 3.2e u0 ( t ) = iL ( t ) I L ( s ) = ------------------------.2 A For all t > 0 the t – domain and s – domain circuits are as shown below. Fourth Edition Copyright © Orchard Publications . 20 Ω 1 mH i L ( 0 ) = 3. iL ( t ) t=0 - 32 = ----. and the t – domain circuit is as shown below where the 20 Ω resistor is shorted out by the inductor. the switch is closed. S 20 Ω 1 mH 10 Ω − + iL ( t ) − 32 V Then.2 A 10 − and thus the initial condition has been established as i L ( 0 ) = 3.2 A − 10 s 20 Ω –3 IL ( s ) + − − –3 Li L ( 0 ) = 3.= 3.Chapter 4 Circuit Analysis with Laplace Transforms 4. 4−24 Signals and Systems with MATLAB Computing and Simulink Modeling.8 Solutions to End−of−Chapter Exercises 1. the switch is closed and the t – domain circuit is as shown below.

⋅ ----V C ( s ) = V R = -----------------------------------------------------------6 3 6 3 s 9 × 10 ⁄ 40s + 22. 30 .5 × 10 s 3 ( 30 × 22. The s – domain circuit is shown below where z 1 = 2s .= ------------6 3 6 4 9 × 10 ⁄ ( 40 × 22.5 × 10 ) 30 30 = --------------------------------------------------------------------------. z 2 = 1 + 1 ⁄ s .5 × 10 30 30 × 22.= ----------------6 K Ω + 60 K Ω || 60 K Ω 6 K Ω + 30 K Ω 36 K Ω − − 1 .5 × 10 9 × 10 ⁄ 40 + 22.= ------------------------------------.= -----------------------------------------------------------. Signals and Systems with MATLAB Computing and Simulink Modeling.i ( 0 ) = 1 mA i 2 ( 0 ) = -2T and Therefore.5 K Ω 3 22. and z 3 = s + 3 z1 2s 1 + − 3 s z3 1⁄s I1 ( s ) 1⁄s − + z2 I2 ( s ) + − 2⁄s Then.5 × 10 ) ⁄ ( 22.5 × 10 .Solutions to End−of−Chapter Exercises − 72 V 72 V 72 V = 2 mA i T ( 0 ) = -----------------------------------------------------------.⇔ 30e –10t u ( t ) V = v ( t ) V C ( s ) = ------------0 C s + 10 3. the initial condition is − − v C ( 0 ) = ( 20 K Ω + 10 K Ω ) ⋅ i 2 ( 0 ) = ( 30 K Ω ) ⋅ ( 1 mA ) = 30 V For all t > 0 . Fourth Edition Copyright © Orchard Publications 4−25 . the s – domain circuit is as shown below.= -------------------------------------------------. 30 KΩ 20 KΩ 1 --------------------------------–6 40 ⁄ 9 × 10 s VR = VC ( s ) 9 × 10 -----------------40s 30 ⁄ s 6 60 KΩ + VR + − 10 KΩ VC ( s ) + 30 ⁄ s − − 22.5 KΩ ( 60 K Ω + 30 K Ω ) || ( 20 K Ω + 10 K Ω ) = 22.5 × 10 ) + s 9 × 10 ⁄ 90 × 10 + s 10 + s 3 3 Then.

disp(r(3)). disp('root2 * root3 =').3415 + 0.(2) I 2 ( s ) = – ------------------------------------------3 2 2s + 9s + 6s + 3 2 2 We use MATLAB to express the denominators of (1) and (2) as a product of a linear and a quadratic term.5257i 4−26 Signals and Systems with MATLAB Computing and Simulink Modeling.. disp(r(2)+r(3)). disp('root1 =').. s + 2s – 1 I 1 ( s ) = ------------------------------------------. disp('Is1 = '). disp('root2 + root3 ='). pretty(Is(2)) Is1 = 2 2 s . r=roots(p). Z=[z1+z2 −z2.1 + s ------------------------------2 3 (6 s + 3 + 9 s + 2 s ) Is2 = 2 4 s + s + 1 .------------------------------2 3 (6 s + 3 + 9 s + 2 s ) conj(s) Therefore. Fourth Edition Copyright © Orchard Publications . Vs=[1/s −2/s]'.Chapter 4 Circuit Analysis with Laplace Transforms ( z1 + z2 ) I1 ( s ) – z2 I2 ( s ) = 1 ⁄ s – z2 I1 ( s ) + ( z2 + z3 ) I2 ( s ) = –2 ⁄ s and in matrix form ( z1 + z2 ) –z2 –z2 ( z2 + z3 ) ⋅ I1 ( s ) I2 ( s ) = 1⁄s –2 ⁄ s We use the MATLAB script below we obtain the values of the currents. fprintf(' \n'). fprintf(' \n'). p=[2 9 6 3]. pretty(Is(1)).8170 root2 = -0. −z2 z2+z3]. disp('root2 ='). disp(r(1)). disp('Is2 = ').(1) 3 2 2s + 9s + 6s + 3 4s + s + 1 ... Is=Z\Vs... disp(r(2)*r(3)) root1 = -3.. disp('root3 =')... disp(r(2)).

+ --------------------------------------------------I 1 ( s ) = ---------------------------------------------------------------------------------.(3) 2 ( s + 3.48 r2 = 0. fprintf('r3 = %5. s .817 ) ( s 2 + 0.31 0. and constant terms we obtain 2 r1 + r2 = 1 0.6830 root2 * root3 = 0. pretty(IL) Signals and Systems with MATLAB Computing and Simulink Modeling.3930 and with these values (1) is written as 2 r2 s + r3 r1 s + 2s – 1 .39)).. fprintf(' \n').(4) ( s + 3.393 ) ( s + 3.683s + 0.817 ) ⋅ ( s + 0. 0.31 By substitution of these values into (3) we obtain r2 s + r3 r1 0.. r=A\B.48 .31)/(s^2+0.393 ) Multiplying every term by the denominator and equating numerators we obtain s + 2s – 1 = r 1 ( s + 0.393 ) ( s + 3.82t ----------------------(5) ⇔ 0.817r 2 + r 3 = 2 0. fprintf('r2 = %5.817 1.68*s+0.52 r3 = -0.683s + 0.0. 0.817 ) ( s 2 + 0.393 ) By inspection.393 ) + ( r 2 s + r 3 ) ( s + 3.82 ) The second term on the right side of (4) requires some manipulation.48e ( s + 3.817 ) 2 2 Equating s .683 3.r(1)).52s – 0. B=[1 2 −1]'.393r 1 + 3.683s + 0.2f \t'. syms s t IL=ilaplace((0.683r 1 + 3. fprintf('r1 = %5.r(3)) r1 = 0.2f'.817].683s + 0.817 ) ( s 2 + 0. Fourth Edition Copyright © Orchard Publications 4−27 .393 0 3. Therefore.= -------------------------. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.3415 .+ --------------------------------------------------.817r 3 = – 1 We will use MATLAB to find these residues.2f \t'. A=[1 1 0.+ --------------------------------------------------I 1 ( s ) = -------------------------.683s + 0.52*s-0.Solutions to End−of−Chapter Exercises root3 = -0.48 – 3. the Inverse Laplace of first term on the right side of (4) is 0.r(2)).= -------------------------..5257i root2 + root3 = -0.

49 r2 = 0.683 3.82t 1/2 1/2 t) 14 sin(7/50 14 t) 17 1/2 -.817 ) ( s + 0. B=[−4 −1 −1]'.+ --------------------------------------------------.r(3)) r1 = -4.683s + 0. and constant terms.393 ) ( s + 3.34t cos 0. A=[1 1 0.2f \t'.683s + 0. fprintf('r2 = %5.(6) I 2 ( s ) = ---------------------------------------------------------------------------------2 2 ( s + 3.393 ) ( s + 3.53t Next.393r 1 + 3.53t + 0.817].exp(.. 0. we will find I 2 ( s ) .393 0 3.34t sin 0.49s + 0.393 ) Multiplying every term by the denominator and equating numerators we obtain – 4s – s – 1 = r 1 ( s + 0.-4900 50 13 + -. i 1 ( t ) = 0.49 .817r 2 + r 3 = – 1 0. the Inverse Laplace of first term on the right side of (7) is 4−28 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 4 Circuit Analysis with Laplace Transforms 1217 17 .817 1.49 r3 = 0. 0.(7) 2 2 ( s + 3.683r 1 + 3.817r 3 = – 1 We will use MATLAB to find these residues.r(2)).683s + 0.= -------------------------.48e – 3. Fourth Edition Copyright © Orchard Publications . fprintf('r1 = %5.+ --------------------------------------------------..683s + 0.393 ) By inspection.817 ) ⋅ ( s + 0.2f \t'.2f'.817 ) ( s + 0.exp(25 Thus.52e – 0.683s + 0. s . We found earlier that 4s + s + 1 I 2 ( s ) = – ------------------------------------------3 2 2s + 9s + 6s + 3 2 and following the same procedure we obtain 2 r2 s + r3 r1 – 4s – s – 1 . we obtain 2 r1 + r2 = –4 0.817 ) ( s + 0.= -------------------------. fprintf(' \n'). r=A\B..20 By substitution of these values into (6) we obtain r2 s + r3 r1 0.20 – 4.393 ) + ( r 2 s + r 3 ) ( s + 3. fprintf('r3 = %5.+ --------------------------------------------------I 1 ( s ) = -------------------------.---.t) cos(7/50 14 t) 50 – 0.817 ) 2 2 Equating s .r(1)).93e – 0.

Fourth Edition Copyright © Orchard Publications − − 1 I2 ( s ) + V 2 ( s ) = 2V C ( s ) + − VC ( s ) 3 4−29 .82t (8) ( s + 3.82t + 0. i 2 ( t ) = – 4.48 ----------------------. pretty(IL) 167 17 1/2 ---.-. Mesh 1: ( 2 + 1 ⁄ s ) ⋅ I1 ( s ) – I2 ( s ) = V1 ( s ) or 6 ( 2 + 1 ⁄ s ) ⋅ I 1 ( s ) – 6I 2 ( s ) = 6V 1 ( s ) (1) Mesh 2: – I 1 ( s ) + 6I 2 ( s ) = – V 2 ( s ) = – ( 2 ⁄ s ) I 1 ( s ) (2) Addition of (1) and (2) yields ( 12 + 6 ⁄ s ) ⋅ I 1 ( s ) + ( 2 ⁄ s – 1 ) ⋅ I 1 ( s ) = 6V 1 ( s ) or ( 11 + 8 ⁄ s ) ⋅ I 1 ( s ) = 6V 1 ( s ) and thus I1 ( s ) 6 . + 1 1⁄s V1 ( s ) I1 ( s ) 2 a.53t 4.53t + 0.47 e –3.34t cos 0. syms s t IL=ilaplace((0.t) 14 9800 50 1/2 sin(7/50 14 t) 49 17 1/2 + --. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.49*s+0.exp(.47 e – 3.-.49e – 0.Solutions to End−of−Chapter Exercises 0. Therefore.34t sin 0.06e – 0.exp(.t) cos(7/50 14 t) 100 50 Thus.82 ) The second term on the right side of (7) requires some manipulation.= ----------------6s Y ( s ) = ------------.39)).68*s+0.20)/(s^2+0.⇔ – 4.= -------------------V 1 ( s ) 11 + 8 ⁄ s 11s + 8 Signals and Systems with MATLAB Computing and Simulink Modeling.

⋅ -.= ----------------------= ------------------G ( s ) = ----------------V in ( s ) R + 1 ⁄ Cs ( RCs + 1 ) ⁄ ( Cs ) RCs + 1 s + 1 ⁄ RC Network (b): R . V in ( s ) + 1 ⁄ Cs (a) + R − − V out ( s ) V in ( s ) + − R Ls V out ( s ) + − (b) Network (a): R ⋅ V in ( s ) V out ( s ) = ----------------------1 ⁄ Cs + R and V out ( s ) s RCs R . With V 1 ( s ) = 1 ⁄ s we obtain 6 –( 8 ⁄ 11 ) t 1 6s 6 ⁄ 11 6 -e .= ------------------.Chapter 4 Circuit Analysis with Laplace Transforms b.⋅ V in ( s ) V out ( s ) = --------------Ls + R and thus V out ( s ) R⁄L R .= ----------------------1 ⁄ RC .= ----------------.= ---------------------------------------1 ⁄ Cs 1 . Fourth Edition Copyright © Orchard Publications .= ----------------------G ( s ) = ----------------s + 1 ⁄ RC ( RCs + 1 ) 1 ⁄ Cs + R V in ( s ) 4−30 Signals and Systems with MATLAB Computing and Simulink Modeling. V in ( s ) − + R + 1 ⁄ Cs V out ( s ) − V in ( s ) + − Ls R + − V out ( s ) (a) (b) Network (a): 1 ⁄ Cs V out ( s ) = ----------------------⋅ V in ( s ) R + 1 ⁄ Cs and thus V out ( s ) 1 ⁄ Cs . 6.⇔ ----.= ----------------------.= --------------G ( s ) = ----------------s+R⁄L Ls + R V in ( s ) Both of these networks are first−order low−pass filters.= -----------------------.= -------------------I 1 ( s ) = Y ( s ) ⋅ V 1 ( s ) = ----------------= i1 ( t ) 11 11s + 8 s 11s + 8 s + 8 ⁄ 11 5.

= -------------------------------------------------2 2 R + Ls + 1 ⁄ Cs V in ( s ) LCs + RCs + 1 s + ( R ⁄ L ) s + 1 ⁄ LC This network is a second−order band−elimination (band−reject) filter.⋅ V in ( s ) R + Ls + 1 ⁄ Cs and 2 2 V out ( s ) LCs + 1 Ls + 1 ⁄ Cs s + 1 ⁄ LC G ( s ) = ----------------.⋅ V in ( s ) V out ( s ) = --------------R + Ls and V out ( s ) s Ls . 7.= -----------------------------------= --------------------------------------= -------------------------------------------------G ( s ) = ----------------2 2 V in ( s ) Ls + 1 ⁄ Cs + R LCs + 1 + RCs s + ( R ⁄ L ) s + 1 ⁄ LC This network is a second−order band−pass filter.Solutions to End−of−Chapter Exercises Network (b): Ls .= --------------------------------------.= -----------------------------------. Signals and Systems with MATLAB Computing and Simulink Modeling.= --------------G ( s ) = ----------------s+R⁄L R + Ls V in ( s ) Both of these networks are first−order high−pass filters. Fourth Edition Copyright © Orchard Publications 4−31 . Network (b): Ls + 1 ⁄ Cs V out ( s ) = -----------------------------------.= ------------------.⋅ V in ( s ) Ls + 1 ⁄ Cs + R and thus V out ( s ) R RCs (R ⁄ L)s . + − L s 1 ⁄ Cs R (a) + V out ( s ) + V in ( s ) R + Ls V out ( s ) V in ( s ) − − 1 ⁄ Cs (b) − Network (a): R V out ( s ) = -----------------------------------.

= -------------------------G ( s ) = ----------------V in ( s ) R 1 + 1 ⁄ Cs s + 1 ⁄ R1 C This network is a first−order active high−pass filter. and thus Let z 1 = R 1 + 1 ⁄ Cs and z 2 = R 2 . 1 ⁄ Cs R1 V in ( s ) (a) R2 V in ( s ) (b) 1 ⁄ Cs R1 V out ( s ) R2 V out ( s ) Network (a): 2 out 2 .= ------------------------. 4−32 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .= ------------------------.= – ---. and R × 1 ⁄ Cs R 2 + 1 ⁄ Cs V (s) V in ( s ) z z1 thus V out ( s ) – [ ( R 2 × 1 ⁄ Cs ) ⁄ ( R 2 + 1 ⁄ Cs ) ] – ( R 2 × 1 ⁄ Cs ) –R1 C G ( s ) = ----------------.. Network (b): out 2 . For inverting op amps ----------------.Chapter 4 Circuit Analysis with Laplace Transforms 8.= ----------------------------------------V in ( s ) R1 R 1 ⋅ ( R 2 + 1 ⁄ Cs ) s + 1 ⁄ R2 C This network is a first−order active low−pass filter..= – ---Let z 1 = R 1 and z 2 = R 2 || 1 ⁄ Cs = ------------------------.= ------------------------------------------------------------------------.. For inverting op-amps ----------------- V (s) V in ( s ) z z1 –R2 –( R2 ⁄ R1 ) s V out ( s ) .

V ( s ) = ---- ----V out ( s ) (1) R 1 R R 4 3 4 At Node V 3 : V3 ( s ) – V2 ( s ) V3 ( s ) .= 0 ----------------------------------.= 0 R3 R4 11.= 0 --------------------------------.V 2 ( s ) (2) . R1 = 11. we express the last relation above as V1 ( s ) – V2 ( s ) --------------------------------.Solutions to End−of−Chapter Exercises 9.6 KΩ R3=R4 = 68.+ ------------------------------------.+ --------------------------------.+ ------------------------------------R1 R2 1 ⁄ C2 s V1 ( s ) 1.1 KΩ C1=C2 = 0.01 µF V out ( s ) R2 1 ⁄ C1 s 1 ⁄ C2 s At Node V 1 : V 1 ( s ) V 1 ( s ) – V out ( s ) ------------.+ C s V ( s ) = V in ( s ) ------------------+ ------------.+ C 1 s V 1 ( s ) = ----R R 2 2 At Node V 2 : V 2 ( s ) – V in ( s ) V 2 ( s ) – V 1 ( s ) V 2 ( s ) – V out ( s ) .+ C 2 sV out ( s ) (3) 2 2 R R2 R1 R2 1 Signals and Systems with MATLAB Computing and Simulink Modeling.+ --------------R2 1 ⁄ C1 s and since V 3 ( s ) ≈ V 1 ( s ) .+ ----1.+ C 1 sV 1 ( s ) = 0 R2 1 1 ----.3 KΩ R4 R3 R1 V in ( s ) V2 V1 V3 R2 = 22. Fourth Edition Copyright © Orchard Publications 4−33 .+ ----1.

ylabel('|Vout/Vin|').abs(Gs)).V ( s ) + C 2 sV out ( s ) . title('Magnitude Vout/Vin vs.77.83.87 × 10 7 We use the MATLAB script below to plot this function. semilogx(w..*10.+ ----.– C 2 s V out ( s ) = ----.– ----R R2 ( R3 + R4 ) ( R3 + R4 ) R2 1 By substitution of the given values and after simplification we obtain 7. Fourth Edition Copyright © Orchard Publications .V out ( s ) (5) ( R3 + R4 ) By substitution of (4) and (5) into (3) we obtain R3 V in ( s ) 1 3 ( 1 + R2 C1 s ) 1.= ---------------------------------------------------------------------------------------------------------------------------------------------G ( s ) = ----------------V in ( s ) R3 ( 1 + R2 C1 s ) 1 R3 1 1 .83 × 10 G ( s ) = --------------------------------------------------------------------2 4 7 s + 1...+ ----R ( R3 + R4 ) R 2 ( R 3 + R 4 ) out R2 R1 1 R3 ( 1 + R2 C1 s ) 1 R3 11 1 ----. xlabel('Radian Frequency w')./(s. w=1:10:10000. grid 4−34 Signals and Systems with MATLAB Computing and Simulink Modeling.+ C 2 s -----------------------------------. Radian Frequency').*10.– C2 s .+ C 2 s -----------------------------------. s=j.----------------------V (s) .----------------------2 -----------------------------------.V ( s ) (4) V 1 ( s ) = ---------------------------------------( R 3 + R 4 ) ⁄ R 3 R 4 out ( R 3 + R 4 ) out From (2) 1 .*10.^7. Gs=7.+ C s R ----.Chapter 4 Circuit Analysis with Laplace Transforms From (1) ( 1 ⁄ R4 ) R3 ..+ ----1.+ C 1 s V 1 ( s ) = ( 1 + R 2 C 1 s ) V 1 ( s ) V 2 ( s ) = R 2 ----R 2 and with (4) R3 ( 1 + R2 C1 s ) V 2 ( s ) = -----------------------------------.^7).*w.*s+5..^2+1.^4.----------------------R 1 ----..– ----R ( R3 + R4 ) R2 ( R3 + R4 ) R 1 in R2 1 and thus V out ( s ) 1 .+ ----.77 × 10 s + 5.V out ( s ) = --------------.V ( s ) = ----------------------.87.

Radian Frequency 1. Signals and Systems with MATLAB Computing and Simulink Modeling.4 0 10 10 1 10 Radian Frequency w 2 10 3 10 4 The plot above indicates that this circuit is a second−order low−pass filter.8 0.6 0.Solutions to End−of−Chapter Exercises Magnitude Vout/Vin vs. Fourth Edition Copyright © Orchard Publications 4−35 .4 1.2 |Vout/Vin| 1 0.

Thus. but these will not be discussed in this text*. and so on. ISBN 978-1-934404-03-4. or directly from the network. Third Edition. 5. The state variable method offers the advantage that it can also be used with non−linear and time−varying devices. a first order linear. The resulting first−order differential equations are called state−space equations. provided that the state variables are chosen appropriately. when a network contains just one such device (capacitor or inductor).+ a0 y ( t ) = x ( t ) a 1 ----dt (5. An nth−order differential equation can be resolved to n first−order simultaneous differential equations with a set of auxiliary variables called state variables. If it contains two such devices. Signals and Systems with MATLAB Computing and Simulink Modeling. time−invariant circuit can be described by a differential equation of the form dy . Example 5. it is said to be a first−order circuit. State equations can also be solved with numerical methods such as Taylor series and Runge− Kutta methods. Also. our discussion will be limited to linear.2) * These are discussed in “Numerical Analysis Using MATLAB and Excel”.Chapter 5 State Variables and State Equations T his chapter is an introduction to state variables and state equations as they apply in circuit analysis. we obtain integro−differential equations. The state transition matrix is defined. and the state−space to transfer function equivalence is presented.1) where the highest order is a second derivative. when we apply Kirchoff’s Current Law (KCL) or Kirchoff’s Voltage Law (KVL) in networks that contain energy−storing devices. it is said to be second−order circuit. Several examples are presented to illustrate their application. However. Fourth Edition Copyright © Orchard Publications 5−1 . These equations can be obtained either from the nth−order differential equation. or simply state equations.1 A series RLC circuit with excitation vS ( t ) = e jωt (5. time−invariant circuits. The state variable method is best illustrated with several examples presented in this chapter.1 Expressing Differential Equations in State Equation Form As we know.1) A second order circuit can be described by a second−order differential equation of the same form as (5.

--------.4) or 2 1 1 R di ------d t .8) and dx 1 di ·1 . Thus. From (5.9) as 0 ·1 x = 1 ·2 – -----x LC 1 x 0 1 + u 1 –R -.jωe jωt L L (5.+ --Ri + L ---dt C ∫–∞ i dt t = e jωt (5. we define two state variables x 1 and x 2 such that x1 = i (5. Fourth Edition Copyright © Orchard Publications .Chapter 5 State Variables and State Equations is described by the integro−differential equation di 1 .7) (5.x 2 – -----.= – --2 L L dt LC dt jωt (5.5) through (5. · 2 = d 2 i ⁄ dt 2 x · denotes the derivative of the state variable x .5) Next. we obtain the where x k k state equations · 1 = x2 x 1 1 ·2 = – R -.= x x 2 = ---dt dt Then.jωe .x2 -.3) Differentiating both sides and dividing by L we obtain 2 11 t+R d --. we write the state equations of (5.= ------.10) in a compact form as · = Ax + bu x (5.i + -.9) It is convenient and customary to express the state equations in matrix* form.8).10) We usually write (5.– .x 1 + -. please refer to Appendix D.jωe jωt x L LC L (5. 5− 2 Signals and Systems with MATLAB Computing and Simulink Modeling.6) (5.11) where * For a review of matrix theory.+ -------jωe -----i = -2 L L dt LC dt jωt (5.di ---.

–R -L x = x1 x2 . and d is a column vector. the state representation of a network can be described by the pair of the of the state− space equations · = Ax + bu x y = Cx + du (5. b= 1 . u b + + Σ · x ∫ dt A d x C + + Σ y Figure 5.14) in the subsequent sections.14) can be realized with the block diagram of Figure 5.14) The state space equations of (5.13) where C is another matrix.Expressing Differential Equations in State Equation Form · · = x1 . Block diagram for the realization of the state equations of (5.2 A fourth−οrder network is described by the differential equation 4 y y d y+a d ----.15) as a set of state equations.jωe jωt L 0 (5. Express (5. and u ( t ) is any input. and u = any input -.+ a2 d ------. we must define four state variables which will be used with the resulting four first−order state equations. In general.1.15) where y ( t ) is the output representing the voltage or current of the network. Example 5.15) is of fourth−order. therefore.14) We will learn how to solve the matrix equations of (5.12) The output y ( t ) is expressed by the state equation y = Cx + du (5. Signals and Systems with MATLAB Computing and Simulink Modeling.+ a0 y ( t ) = u ( t ) . Solution: The differential equation of (5.+ a 1 dy --------3 -------3 2 4 dt dt dt dt 3 2 (5. x ·2 x A = 0 1 – -----LC 1 .1. Fourth Edition Copyright © Orchard Publications 5−3 .

19) x1 0 b= 0. we assign state variables to energy storing devices. x= . and u 0 ( t ) is the unit step function. (5.16) We observe that · 1 = x2 x · 2 = x3 x · 3 = x4 x d y · 4 = –a0 x1 –a1 x2 – a2 x3 –a3 x4 + u ( t ) --------. Example 5.18) In compact form. 5− 4 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 5 State Variables and State Equations We denote the state variables as x 1. x 3 .3 Write state equation(s) for the circuit of Figure 5.2. We choose the state variables to represent inductor currents and capacitor voltages.18) is written as · = Ax + bu x (5. 0 1 where ·1 x ·2 x ·3 x ·4 x 0 0 A= 0 –a0 1 0 0 –a1 0 1 0 –a2 0 0 . and x 4 . and we relate them to the terms of the given differential equation as x1 = y ( t ) ----x 2 = dy dt y x3 = d -------2 dt 2 y x4 = d -------3 dt 3 (5. The examples below illustrate the procedure. and u = u ( t ) We can also obtain the state equations directly from given circuits.17) and in matrix form ·1 x ·2 x ·3 x ·4 x 0 0 = 0 –a0 1 0 0 –a1 0 1 0 –a2 0 0 1 –a3 0 x2 + 0 u(t) 0 x3 1 x4 x1 (5. In other words. Fourth Edition Copyright © Orchard Publications . 1 –a3 x2 x3 x4 · = x . given that v C ( 0 − ) = 0 . x 2.= x 4 dt 4 (5.

Circuit for Example 5.= Cx i R = i = i C = C -------dt · v R ( t ) = Ri = RCx vR ( t ) + vC ( t ) = vS u0 ( t ) or · + x = v u0 ( t ) RCx S Therefore.4 Write state equation(s) for the circuit of Figure 5. We choose the state variable to denote the voltage across the capacitor as shown in Figure 5. the capacitor. Fourth Edition Copyright © Orchard Publications 5−5 .2.3.3. The output is defined as the voltage across the capacitor.20) y = x Example 5.Expressing Differential Equations in State Equation Form R + − vS u0 ( t ) v C ( t ) = v out ( t ) C − + Solution: Figure 5. and the output y is defined as y = i ( t ) .3 This circuit contains only one energy−storing device.3 with state variable x assigned to it For this circuit. dv C · .x + vS u0 ( t ) x RC (5. Signals and Systems with MATLAB Computing and Simulink Modeling. Circuit for Example 5. R + v (t) − R + C i − vS u0 ( t ) + − v C ( t ) = v out ( t ) = x Figure 5. the state equations are 1 · = – ------. we need only one state variable. and By KVL. Therefore.4 assuming i L ( 0 − ) = 0 .

therefore. Circuit for Example 5.23) 5− 6 Signals and Systems with MATLAB Computing and Simulink Modeling. vR + vL = vS u0 ( t ) or di . β .Chapter 5 State Variables and State Equations R − + i( t) L vS u0 ( t ) Solution: Figure 5.5.= vS u0 ( t ) Ri + L ---dt or · = v u0 ( t ) Rx + Lx S Therefore.2 Solution of Single State Equations If a circuit contains only one energy−storing device. if non−zero.21) y = x 5. and the initial condition. is denoted as x0 = x ( t0 ) (5.4. Fourth Edition Copyright © Orchard Publications . We choose the state variable to denote the current through the inductor as shown in Figure 5. the state equations are 1 · = –R --.x + -. Circuit for Example 5. the state equations are written as · = αx + βu x y = k1 x + k2 u (5. the inductor. and k 2 are scalar constants. we need only one state variable.22) where α . k 1 .4 with assigned state variable x By KVL.4 This circuit contains only one energy−storing device.vS u0 ( t ) x L L (5. R + − i(t) = x vS u0 ( t ) L Figure 5.5.

we differentiate (5.α ( t – t0 ) · ( t ) = ---(e x 0 ) + ---e x dt dt ∫t e 0 t – ατ β u ( τ ) dτ or · ( t ) = α e α ( t – t0 ) x + α e α t x 0 = α e α ( t – t0 ) ∫t ∫t t e 0 – ατ β u ( τ ) dτ + e [ e αt – ατ βu(τ)] τ = t βu(t) x0 + e αt t e 0 – ατ β u ( τ ) dτ + e e α t –α t or · ( t ) = α e α ( t – t0 ) x 0 + x ∫t e 0 t α(t – τ) β u ( τ ) dτ + β u ( t ) (5.24).22).25) reduces to x ( t 0 ) = x 0 and thus the initial condition is satisfied.28) Signals and Systems with MATLAB Computing and Simulink Modeling.22). To prove this. we must prove that (5.25) is zero since the upper and lower limits of integration are the same.24).27) are the same as the right side of the assumed solution of (5.27) We observe that the bracketed terms of (5. Then.22) is x(t) = e α ( t – t0 ) x0 + e αt ∫t e 0 t – ατ β u ( τ ) dτ (5. (5. Therefore.24) with respect to t and we obtain d. This is done by substitution of t = t0 in (5. · = αx + βu x and this is the same as the first equation of (5. α t d.24) Proof: First. x ( t0 ) = e α ( t0 – t0 ) x0 + e αt ∫t t0 e 0 –α τ β u ( τ ) dτ (5. we must show that (5. Fourth Edition Copyright © Orchard Publications 5−7 . the solution of · = αx + βu x (5.Solution of Single State Equations We will now prove that the solution of the first state equation in (5. In summary.25) reduces to x 0 since e α ( t0 – t0 ) x0 = e x0 = x0 0 (5.24) satisfies also the first equation in (5. Next.24) satisfies the initial condition of (5.25) The first term in the right side of (5. Therefore.23).26) The second term of (5. if α and β are scalar constants.

given that the initial condition is v C ( 0 − ) = 1 V R + 2Ω C − 2u 0 ( t ) + 0.20) of Example 5. 1 · = – ------.5 β = 2 x0 + e –t αt ∫t t e 0 –α τ β u ( τ ) dτ = e –t τ t 0 –1 ( t – 0 ) 1+e –t –t ∫0 e 2u ( τ ) dτ t t τ = e + 2e –t ∫0 t e dτ = e + 2e [ e ] –t τ –t = e + 2e ( e – 1 ) –t or vC ( t ) = x ( t ) = ( 2 – e ) u0 ( t ) (5.3. Fourth Edition Copyright © Orchard Publications .Chapter 5 State Variables and State Equations with initial condition x0 = x ( t0 ) (5.5 F − vC ( t ) Solution: Figure 5. Page 5−5. from (5. α = – ------.31) Assuming that the output y is the capacitor voltage.x + vS u0 ( t ) x RC and by comparison with (5.29) t is obtained from the relation x(t) = e α ( t – t0 ) x0 + e αt ∫t e 0 –α τ β u ( τ ) dτ (5.28).30). Circuit for Example 5.= ---------------.5 Use (5.= – 1 1 RC and Then. the output state equation is 5− 8 Signals and Systems with MATLAB Computing and Simulink Modeling. x(t) = e α ( t – t0 ) –1 2 × 0.30) Example 5.6.6 for t > 0 .30) to find the capacitor voltage v C ( t ) of the circuit of Figure 5.5 From (5.28) through (5.

we defined the state equations pair · = Ax + bu x y = Cx + du (5.33) where for two or more simultaneous differential equations. relation (5.2 2 ---1.32) 5. Then.n n = I + At + ---A t + .37) with respect to t yields d At . In this section we will introduce the state transition matrix e .e = 0 + A ⋅ 1 + A2 t + … = A + A2 t + … ϕ' ( t ) = ---dt (5.3 The State Transition Matrix In Section 5. another n × n matrix denoted as ϕ ( t ) . From (5.37) we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.38) Differentiation of (5.34) (5. is said to be the state transition matrix of (5. if it is related to the matrix A as the matrix power series ϕ(t) ≡ e At 1 33 1. and we will prove that the solution of the matrix differential equation At · = Ax + bu x (5.37) where I is the n × n identity matrix. we find that ϕ(0) = e A0 = I + A0 + … = I (5.36) Proof: Let A be any n × n matrix whose elements are constants. A and C are 2 × 2 or higher order matrices.The State Transition Matrix y ( t ) = x ( t ) = ( 2 – e ) u0 ( t ) –t (5. and b and d are column vectors with two or more rows.37). Fourth Edition Copyright © Orchard Publications 5−9 .39) and by comparison with (5.A t + … + ---A t 3! 2! n! (5.1.14).35) with initial conditions x ( t0 ) = x0 is obtained from the relation x( t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.34).

36) is the solution of (5. we must prove that it satisfies both the initial condition and the matrix differential equation.45). and the last term as bu ( t ) .41) where we have used (5. if A is an n × n matrix whose elements are constants. or · ( t ) = Ae A ( t – t0 ) x 0 + Ae At x ∫t e 0 t –A τ bu ( τ ) dτ + e e At – A t bu ( t ) · ( t ) = A e A ( t – t 0 ) x 0 + e At x ∫t e 0 t –A τ bu ( τ ) dτ + e e At – A t bu ( t ) (5.e = Ae At dt Then.e = Ae At dt (5. The initial condition is satisfied from the relation x ( t0 ) = e A ( t0 – t0 ) x0 + e At 0 ∫t t0 e 0 –A τ bu ( τ ) dτ = e A0 x 0 + 0 = Ix 0 = x 0 (5.44) is x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5. that is.45) Therefore. The integral is zero since the upper and lower limits of integration are the same.34) is also satisfied.34). n ≥ 2 . we differentiate the assumed solution x( t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ with respect to t and we use (5. To prove that (5.40) To prove that (5. and b is a column vector with n elements.43) with initial condition x0 = x ( t0 ) (5.Chapter 5 State Variables and State Equations d At ---.40). the expression (5. entails the computation of the state transition matrix e .42) as x ( t ) . Thus.38) for the initial condition.42) reduces to · ( t ) = Ax + bu x In summary. At 5−10 Signals and Systems with MATLAB Computing and Simulink Modeling. and integration of (5. the solution of · ( t ) = Ax + bu x (5. the solution of second or higher order circuits using the state variable method.42) We recognize the bracketed terms in (5. d At ---. Fourth Edition Copyright © Orchard Publications .

Computation of the State Transition Matrix 5.4 Computation of the State Transition Matrix e i = 1. Since the coefficients a i are functions of the eigenvalues λ .46) We recall that expansion of a determinant produces a polynomial. 5. or complex numbers. …. n of A are the roots of the nth order polynomial det [ A – λ I ] = 0 At Let A be an n × n matrix.4. 2.4. we must consider the two cases discussed in Subsections 5.46) can be real (unequal or equal).1 and 5. We accept (5. The proof can be found in Linear Algebra and Matrix Theory textbooks. that is. (5. Evaluation of the state transition matrix e is based on the Cayley−Hamilton theorem.47) without proving it.47) where the coefficients a i are functions of the eigenvalues λ . This theorem states that a matrix can be expressed as an ( n – 1 ) th degree polynomial in terms of the matrix A as At e At = a0 I + a1 A + a2 A + … + an – 1 A 2 n–1 (5. if all eigenvalues of a given matrix A are distinct. Fourth Edition Copyright © Orchard Publications 5−11 . By definition.6 Compute the state transition matrix e At given that Signals and Systems with MATLAB Computing and Simulink Modeling.48) = e λn t Example 5. the coefficients a i are found from the simultaneous solution of the following system of equations: a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 a0 + a1 λ2 + a2 λ2 + … + an – 1 λ2 … a0 + a1 λn + a2 λn + … + an – 1 λn 2 n–1 2 2 n–1 n–1 = e = e λ1 t λ2 t (5.4.1 Distinct Eigenvalues (Real of Complex) If λ 1 ≠ λ 2 ≠ λ 3 ≠ … ≠ λ n . and I be the n × n identity matrix. The roots of the polynomial of (5.2 below. the eigenvalues λ i .

that is.Chapter 5 State Variables and State Equations A = –2 1 0 –1 Solution: We must first find the eigenvalues λ of the given matrix A . a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t or a0 + a1 ( –1 ) = e a0 + a1 ( –2 ) = e –t – 2t (5. = (– 2 – λ)(– 1 – λ) = 0 (λ + 1 )( λ + 2) = 0 λ 1 = – 1 and λ 2 = – 2 (5. we must find the coefficients a i of (5.49) Next.50) The coefficients a 0 and a 1 are found from (5.51) yields a 0 = 2e – e a1 = e – e –t –t – 2t – 2t (5.50). These are found from the expansion of For this example.51) Simultaneous solution of (5.48).47). Fourth Edition Copyright © Orchard Publications . For this example. det [ A – λ I ] = 0 1 det [ A – λ I ] = det – 2 1 – λ 1 0 = det – 2 – λ = 0 0 1 0 –1–λ 0 –1 or Therefore. we only need to consider the first two terms of that relation. e At = a0 I + a1 A (5.52) and by substitution into (5. Since A is a 2 × 2 matrix. e At = ( 2e – e –t – 2t ) 1 0 0 1 + (e – e –t – 2t ) –2 1 0 –1 5−12 Signals and Systems with MATLAB Computing and Simulink Modeling.

Fourth Edition Copyright © Orchard Publications 5−13 . Example 5. We can write [ A – λ I ] at once by subtracting λ from each of the main diagonal elements of A . We find the eigenvalues λ from det [ A – λ I ] = 0 . we perform steps 2 through 4. If the dimension of A is a 2 × 2 matrix. 3. and we solve for the coefficients ai . if it is a 3 × 3 matrix.4. it will yield two eigenvalues.Computation of the State Transition Matrix or e At = e – 2t e –e e –t –t – 2t (5. If the dimension of A is a 2 × 2 matrix. we use the first 3 terms of (5. We substitute the a i coefficients into the state transition matrix of (5. and so on. 2.7 Compute the state transition matrix e At given that Signals and Systems with MATLAB Computing and Simulink Modeling. We obtain the a i coefficients from a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 a0 + a1 λ2 + a2 λ2 + … + an – 1 λ2 … a0 + a1 λn + a2 λn + … + an – 1 λn 2 n–1 2 2 n–1 n–1 = e = e λ1 t λ2 t = e λn t We use as many equations as the number of the eigenvalues. we use only the first 2 terms of the right side of the state transition matrix e At = a0 I + a1 A + a2 A + … + an – 1 A 2 n–1 (5.54).2 below. and so on.54) If A matrix is a 3 × 3 matrix. otherwise we refer to Subsection 5.54). 4. and we simplify. it will yield three eigenvalues.53) 0 In summary. If the eigenvalues are distinct. we compute the state transition matrix e procedure: At for a given matrix A using the following 1.

00 and thus the eigenvalues are λ1 = 1 λ2 = 2 λ3 = 3 (5.57). We first compute the eigenvalues from det [ A – λ I ] = 0 . r(3)) lambda1 = 3. r(2)). a 1. det [ A – λ I ] = det 5–λ 0 2 7 –5 = 0 4–λ –1 8 –3–λ (5. We obtain [ A – λ I ] at once. r=roots(p)..60) 5−14 Signals and Systems with MATLAB Computing and Simulink Modeling.2f \t'. by subtracting λ from each of the main diagonal elements of A . fprintf('lambda1 = %5. Since A is a 3 × 3 matrix.2f'.55) Solution: 1.. We obtain the coefficients a 0. fprintf(' \n'). and a 2 from a0 + a1 λ1 + a2 λ1 = e a0 + a1 λ2 + a2 λ2 = e a0 + a1 λ3 + a2 λ3 = e 2 2 2 λ1 t λ2 t λ3 t or a0 + a1 + a2 = e a 0 + 2a 1 + 4a 2 = e a 0 + 3a 1 + 9a 2 = e t 2t 3t (5.57) We will use MATLAB roots(p) function to obtain the roots of (5.58) 2. p=[1 −6 11 −6].. r(1)). we use the first 3 terms of (5.2f \t'. Fourth Edition Copyright © Orchard Publications . Then.59) 3. e At = a0 I + a1 A + a2 A 2 (5. that is.Chapter 5 State Variables and State Equations 5 A = 0 2 7 –5 4 –1 8 –3 (5. fprintf('lambda3 = %5.00 lambda3 = 1.00 lambda2 = 2.56) and expansion of this determinant yields the polynomial λ – 6 λ + 11 λ – 6 = 0 3 2 (5.54). fprintf('lambda2 = %5.

disp(a(3)) a0 = 3*exp(t)-3*exp(2*t)+exp(3*t) a1 = -5/2*exp(t)+4*exp(2*t)-3/2*exp(3*t) a2 = 1/2*exp(t)-exp(2*t)+1/2*exp(3*t) Thus.4. 4*exp(t)-3*exp(2*t)-exp(3*t)] [-exp(t)+2*exp(2*t)-exp(3*t). 6*exp(t)-6*exp(2*t)+exp(3*t)] Thus. we will assume that the polynomial of det [ A – λ I ] = 0 (5... 1 2 4.61) 4.. disp('a2 = '). A = [5 7 −5. 1 3 9]'). Fourth Edition Copyright © Orchard Publications 5−15 .2 Multiple (Repeated) Eigenvalues In this case. We also use MATLAB to perform the substitution into the state transition matrix. a 0 = 3e – 3e + e t 2t 3t 5 . disp(a(1)). – 2e + 2e + e e At t 2t 3t – 6 e + 5e + e – 3e + 5e – e t 2t t 2t 3t t 2t 3t 4e – 3e – e 2e – 3e + e t t 2t 2t t 2t 3t 3t 3t = – e + 2e – e t 2t t 2t 3t 3t – 3e + 4e – e – 9e + 10e – e 3t 6e – 6e + e 5. -6*exp(t)+5*exp(2*t)+exp(3*t). disp(a(2)).. disp('a1 = '). 2*exp(t)-3*exp(2*t)+exp(3*t)] [-3*exp(t)+4*exp(2*t)-exp(3*t). disp('a0 = ').. exp(3*t)]').. and to perform the matrix multiplications. syms t.e 3t a 1 = – -2 2 1 t 2t 1 3t .e – e + --e a 2 = -2 2 (5. fprintf(' \n'). a=B\b.62) Signals and Systems with MATLAB Computing and Simulink Modeling. a0 = 3*exp(t)+exp(3*t)−3*exp(2*t).Computation of the State Transition Matrix We will use the following MATLAB script for the solution of (5. exp(2*t).60).. The script is shown below.e t + 4e 2t – 3 -.. -3*exp(t)+5*exp(2*t)-exp(3*t). a1 = −5/2*exp(t)−3/2*exp(3*t)+4*exp(2*t). b=sym('[exp(t). -9*exp(t)+10*exp(2*t)-exp(3*t). a2 = 1/2*exp(t)+1/2*exp(3*t)−exp(2*t). 2 8 -3]. eAt=a0*eye(3)+a1*A+a2*A^2 eAt = [-2*exp(t)+2*exp(2*t)+exp(3*t). B=sym('[1 1 1. 0 4 −1..

5−16 Signals and Systems with MATLAB Computing and Simulink Modeling.λ1 t 2 n–1 -------e ( a 0 + a 1 λ 1 + a 2 λ 1 + … + a n – 1 λ 1 ) = ------d λ1 d λ1 d d λ1 t 2 n–1 ------( a 0 + a 1 λ 1 + a 2 λ 1 + … + a n – 1 λ 1 ) = ------e 2 2 d λ1 d λ1 … λ t d d n–1 -------------. the roots are λ1 = λ2 = λ3 … = λm . Fourth Edition Copyright © Orchard Publications . λn (5. For this example.( a0 + a1 λ1 + a2 λ2 -e 1 ) = -------------1 + … + an – 1 λ1 m–1 m–1 d λ1 d λ1 m–1 m–1 2 2 (5.8 Compute the state transition matrix e At given that A = –1 0 2 –1 Solution: 1.65) a0 + a1 λm + 1 + a2 λm + 1 + … + an – 1 λm + 1 = e 2 n–1 λ m + 1t … a 0 + a 1 λn + a 2 λ n + … + a n – 1 λ n 2 n–1 = e λn t Example 5. We first find the eigenvalues λ of the matrix A and these are found from the polynomial of det [ A – λ I ] = 0 . and m of these roots are equal.Chapter 5 State Variables and State Equations has n roots. a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 2 n–1 = e λ1 t dd .63) The coefficients a i of the state transition matrix e At = a0 I + a1 A + a2 A + … + an – 1 A 2 n–1 (5. 0 = 0 det [ A – λ I ] = det – 1 – λ 2 –1–λ (– 1 – λ)(– 1 – λ) = 0 (λ + 1) = 0 2 and thus. In other words. λm + 1 .64) are found from the simultaneous solution of the system of equations of (5.65) below.

We find a 0 and a 1 from (5. For this example. a0 + a1 λ1 = e λ1 t d λ1 t d -------. we invoke the help eig command. To find out how it is used. Fourth Edition Copyright © Orchard Publications 5−17 .66). that is.68) 2te We can use the MATLAB eig(x) function to find the eigenvalues of an n × n matrix.65).66) 3. we only need the first two terms of the state transition matrix. By substitution of (5.67) 4.( a + a 1 λ 1 ) = --------e d λ1 d λ1 0 or a0 + a1 λ1 = e λ1 t λ1 t a 1 = te and by substitution with λ 1 = λ 2 = – 1 . we obtain a0 – a1 = e –t –t a 1 = te Simultaneous solution of the last two equations yields a 0 = e + te a 1 = te –t –t –t (5.Computation of the State Transition Matrix λ1 = λ2 = –1 2.67) into (5. we obtain e At –t –t = ( e + te ) 1 0 0 + te –t – 1 0 2 –1 1 or e At = e –t –t 0 e –t (5. Since A is a 2 × 2 matrix. e At = a0 I + a1 A (5. Signals and Systems with MATLAB Computing and Simulink Modeling.

8.6 through 5.0000 Example 5.69) where A is an n × n matrix. lambda=eig(B) lambda = 1.70) We write (5. lambda=eig(C) lambda = -1 -1 5.5 Eigenvectors Consider the relation AX = λ X (5.7: B = [5 7 −5. 0 4 −1.70) as ( A –λ I ) X = 0 (5. and we will briefly discuss eigenvectors in the next section.0000 2. lambda=eig(A) lambda = -2 -1 Example 5. Fourth Edition Copyright © Orchard Publications .6: A= [−2 1. We can express this relation in matrix form as a 11 a 12 … a 1n x 1 a 21 a 22 … a 2n x 2 … … … … … a n1 a n2 … a nn x n = λ x1 x2 … xn (5. X is a column vector. and λ is a scalar number.71) can be written as 5−18 Signals and Systems with MATLAB Computing and Simulink Modeling. 2 −1].71) Then. 2 8 −3]. Example 5.Chapter 5 State Variables and State Equations We will first use MATLAB to verify the values of the eigenvalues found in Examples 5.8: C = [−1 0.0000 3. (5. 0 −1].

that is.. there is a different eigenvector for each eigenvalue. if ( a 11 – λ ) det a 21 … an 1 a 12 … an 2 … a1n a2n = 0 ( a 22 – λ ) … … … … ( a nn – λ ) (5. This vector X is called eigenvector. the roots λ of the characteristic equation are the eigenvalues of the matrix A . that is. Fourth Edition Copyright © Orchard Publications 5−19 . In many engineering applications the unit eigenvectors are chosen such that X ⋅ X = I where T X is the transpose of the eigenvector X . and therefore it will not be discussed in this text.74) As we know.72) The equations of (5.72) will have non−trivial solutions if and only if its determinant is zero*. X ≠ 0 .71) to be a non-zero vector and the product ( A –λ I ) X to be zero. This is done by dividing each component of the eigenvector by the square root of the sum of the squares of their components. i. so that the sum of the squares of their components is equal to unity. Eigenvectors are generally expressed as unit eigenvectors.73) in a compact form as det ( A – λ I ) = 0 (5. Obviously.73) results in a polynomial equation of degree n in λ . and it is called the characteristic equation.e. and I is the identity matrix. it is beyond the scope of this chapter to discuss this procedure. T Two vectors X and Y are said to be orthogonal if their inner (dot) product is zero. there is a non-trivial solution of the column vector X . We can express (5.73) Expansion of the determinant of (5. Signals and Systems with MATLAB Computing and Simulink Modeling. * This is because we want the vector X in (5. they are normalized to unit length. It can be found in Linear Algebra and Matrix Theory textbooks. A set of eigenvectors constitutes an orthonormal basis if the set is normalized (expressed as unit eigenvectors) and these vector are mutually orthogonal. and corresponding to each eigenvalue λ . An orthonormal basis can be formed with the GramSchmidt Orthogonalization Procedure.Eigenvectors ( a 11 – λ ) x 1 a 21 x 1 … an 1 x1 a 12 x 2 … an 2 x2 … a1n xn a2n xn = 0 ( a 22 – λ ) x 2 … … … … ( a nn – λ ) x n (5.

relation (5.55). Page 5−14. its eigenvalues. This is the same matrix as in Example 5. Solution: a. Find the eigenvalues of A b.Chapter 5 State Variables and State Equations The example below illustrates the relationships between a matrix A . Form a set of unit eigenvectors using the eigenvectors of part (b). and eigenvectors. Find eigenvectors corresponding to each eigenvalue of A c. we obtain 5−20 Signals and Systems with MATLAB Computing and Simulink Modeling.75) or 5x 1 0 2x 1 (5. Example 5.76) Equating corresponding rows and rearranging. We start with and we let Then.9 Given the matrix 5 A = 0 2 7 –5 4 –1 8 –3 a. where we found the eigenvalues to be λ1 = 1 λ2 = 2 AX = λ X x1 X = x2 x3 λ3 = 3 b. Fourth Edition Copyright © Orchard Publications .7. 5 0 2 x1 7 –5 x1 4 –1 x2 = λ x2 8 –3 x3 x3 7x 2 – 5x 3 4x 2 –x3 8x 2 – 3x 3 λ x1 = λ x2 λ x3 (5.

(5.79) Since the unknowns x 1. we obtain x 1 = x 2 . Then. we obtain x 1 = 2x 2 . an eigenvector for λ = 1 is x1 Xλ = 1 = x2 = x3 2x 2 x2 3x 2 2 2 = x2 1 = 1 3 3 (5. we obtain x 1 = – x 2 .Eigenvectors ( 5 – λ ) x1 0 2x 1 7x 2 ( 4 – λ ) x2 8x 2 – 5x 3 –x3 –( 3 – λ ) x3 0 = 0 0 (5. and x 3 = x 2 . say x 2 . and x 3 = 2x 2 .80). Then. Then. Therefore. an eigenvector for λ = 2 is x1 Xλ = 2 = x2 = x3 x2 x2 2x 2 1 1 = x2 1 = 1 2 2 (5.81) Finally. and x 3 = 3x 2 . Similarly. we can assume that one of these. These are: Signals and Systems with MATLAB Computing and Simulink Modeling. and x 3 are scalars. We find the unit eigenvectors by dividing the components of each vector by the square root of the sum of the squares of the components.82) c. for λ = 2 .77) For λ = 1 .77) reduces to 4x 1 + 7x 2 – 5x 3 = 0 3x 2 – x 3 = 0 2x 1 + 8x 2 – 4x 3 = 0 (5. or MATLAB.78) By Crame’s rule. Fourth Edition Copyright © Orchard Publications 5−21 .80) since any eigenvector is a scalar multiple of the last vector in (5. and solve x 1 and x 3 in terms of x 2 . we obtain the indeterminate values x1 = 0 ⁄ 0 x2 = 0 ⁄ 0 x3 = 0 ⁄ 0 (5. for λ = 3 . an eigenvector for λ = 3 is x1 Xλ = 3 = x2 = x3 –x2 x2 x2 –1 –1 = x2 1 = 1 1 1 (5. x 2. is known.

+ ----1.83).5 V .84) and the same is true for the other two unit eigenvectors in (5.2 4.Chapter 5 State Variables and State Equations 2 +1 +3 = 1 +1 +2 = ( –1 ) + 1 + 1 = 2 2 2 2 2 2 2 2 2 14 6 3 The unit eigenvectors are 2 --------14 1 Unit X λ = 1 = --------14 3 --------14 1 -----6 1 Unit X λ = 2 = -----6 2 -----6 –1 -----3 1 Unit X λ = 3 = -----3 1 -----3 (5. 5.10 For the circuit of Figure 5. R 1Ω L 1⁄4 H C + vS ( t ) = u0 ( t ) − i(t) 4⁄3 F v (t) − C + Figure 5.+ ----9.7. the initial conditions are i L ( 0 − ) = 0 .= 1 --------+ + = ---- 14 14 14 14 14 14 (5. 2 --------3 .10 5−22 Signals and Systems with MATLAB Computing and Simulink Modeling.7.83) We observe that for the first unit eigenvector the sum of the squares is unity. Circuit for Example 5. 2 --------1 . Use the state variable method to compute i L ( t ) and v C ( t ) .6 Circuit Analysis with State Variables In this section we will present two examples to illustrate how the state variable method is used in circuit analysis. that is. Example 5. and v C ( 0 − ) = 0. Fourth Edition Copyright © Orchard Publications . 2 .

+ vC = u0 ( t ) Ri L + L -----dt Substitution of given values and rearranging. from (5.= – 4i L – 4v C + 4 dt (5. dv C i L = C -------dt and thus.87).86) and C · 2 = dv -------x dt Also.-----4 dt or di L -----. (5.85).88) Signals and Systems with MATLAB Computing and Simulink Modeling. and (5. we obtain the state equations · = – 4x – 4x + 4 x 1 1 2 · = 3 --x x 2 4 1 and in matrix form. di L · 1 = -----x dt (5.86). yields di L 1 .= ( –1 ) iL – vC + 1 -. Then. i = iL and di L . we define the state variables x 1 = i L and x 2 = v C .87) Therefore. Fourth Edition Copyright © Orchard Publications 5−23 .Circuit Analysis with State Variables Solution: For this example.= Cx x 1 = i L = C -------3 2 dt or ·2 = 3 --x x 4 1 (5. ·1 x x = –4 –4 1 + 4 u0 ( t ) ·2 x 3 ⁄ 4 0 x2 0 (5.85) Next. dv C · ·2 = 4 --x .

5e a 1 = 0. det [ A – λ I ] = 0 det [ A – λ I ] = det – 4 – λ – 4 = 0 3 ⁄ 4 –λ ( –λ ) ( – 4 – λ ) + 3 = 0 λ + 4λ + 3 = 0 2 Therefore. λ 1 = – 1 and λ 2 = – 3 The next step is to find the coefficients a i . We find the eigenvalues from Then.91) The constants a 0 and a 1 are found from a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t and with λ 1 = – 1 and λ 2 = – 3 .5e –t –t – 3t – 3t (5. we compute the state transition matrix e . we only need the first two terms of the state transition matrix. Since A is a 2 × 2 matrix.91). e At = a0 I + a1 A (5. we obtain a0 –a1 = e –t – 3t a 0 – 3a 1 = e (5. that is. and we obtain 5−24 Signals and Systems with MATLAB Computing and Simulink Modeling.90) First.5e – 0. Fourth Edition Copyright © Orchard Publications .92) yields a 0 = 1.5e – 0.Chapter 5 State Variables and State Equations We will compute the solution of (5.88) using x( t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.93) We now substitute these values into (5.92) Simultaneous solution of (5.89) where A = –4 –4 3⁄4 0 x0 = iL ( 0 ) vC ( 0 ) At = 0 1⁄2 b = 4 0 (5.

5 e + 1.94) 0.5 e + 1.5e –t –t – 3t – 3t 0 1⁄2 or e x0 = At –e +e –t –t – 3t – 3t (5. then.75e – 0.5e 0 –t – 3t –t – 2 e + 2e 0 –t – 3t 1. Fourth Edition Copyright © Orchard Publications 5−25 .5 e + 1.e –t – 3 8 8 At –t – 3t – 2 e + 2e 1.5e – 0.89) becomes – 0.5e –2t ) – 4 – 4 1 3⁄4 0 0 – 2 e + 2e + – 3t 3 --e -.5e –3 ( t – τ ) 1 4 dτ 0 or Int = ∫t t 0 – 0.95) Signals and Systems with MATLAB Computing and Simulink Modeling.5e 3 –( t – τ ) 3 –3 ( t – τ ) --e -e – -8 8 –( t – τ ) –3 ( t – τ ) 4 dτ (5.e–t – 3 8 8 –t – 3t – 2 e + 2e 1.5e – 3t or e At – 0.5e –( t – τ ) + 2e –3 ( t – τ ) –( t – τ ) – 0. the first term of (5.5e = – 3t 3 --e -.25e We also need to evaluate the integral on the right side of (5.5e e x0 = – 3t 3 --e -.89).5e – 0.5e –t – 0.e–t – 3 8 8 –t –t – 3t = 1. we obtain Int = ∫t t 0 – 0. From (5.5e 3 –( t – τ ) 3 –3 ( t – τ ) --e -e – -8 8 –( t – τ ) –3 ( t – τ ) –2 e 1.5 e + 1.Circuit Analysis with State Variables e At = ( 1.5e – 0.90).90) b = 4 = 0 1 4 0 and denoting this integral as Int .5e –t – 3t ) 1 0 0 + ( 0.5e – 0.5e – 0.5e –t – 3t – 3t The initial conditions vector is the second vector in (5.

5e – 0..96) and (5.5e –3 ( t – τ ) –3 ( t – τ ) τ=0 –( t – τ ) – 0.01:10. Fourth Edition Copyright © Orchard Publications .375 – 0.25e Then.125e or Int = 4 –t – 3t – 0.96) – 3t and x 2 = v C = 1 – 0.5 e + 0.97).5e 0.5e – 0. 5−26 Signals and Systems with MATLAB Computing and Simulink Modeling.5 e = 4 – t – 3t –t – 3t 0.75.97) Other variables of the circuit can now be computed from (5. then. t=0:0.125e 0.25e 0. integrating the column vector under the integral.25.25 – 0.5 – 4 – 0. For example.75e – 0.*exp(−t)+0.e –3t ( e – e ) = – -v L = L ------.125 0.*exp(−3.125e x1 = iL = e –e –t – 3t 1 – 0.97). grid The plot is shown in Figure 5.x2).5 + 0.–t –3t 1 .Chapter 5 State Variables and State Equations The integration in (5.75e + 0..5 e –t –t – 3t – 3t = e –e –t –t – 3t – 3t 0.75 e + 0..125e –t – 3t By substitution of these values.375e –( t – τ ) + 0. (5.---. the voltage across the inductor is di L 1 d.375 e + 0.95) is with respect to τ . the solution of x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ is x1 x2 = –e +e –t –t – 3t – 3t +4 0. plot(t.e–t + 3 -.375 e + 0.8.*t).5 e 0.375e – 0.= -dt 4 dt 4 4 We use the MATLAB script below to plot the relation of (5.25e –t (5.25 – 0. we obtain t Int = 4 – 0. x2=1−0.

Fourth Edition Copyright © Orchard Publications 5−27 . Plot for relation (5.97) We can obtain the plot of Figure 5.7 0.9 0.10 where we observe that the initial condition v C ( 0 − ) = 0. 3/4 0] B: [4 0]’ C: [0 1] D: [ 0 ] Initial conditions: [0 1/2] Figure 5.9 where for the State−Space block Function Block Parameters dialog box we have entered: A: [−4 −4.5 V is also displayed.Circuit Analysis with State Variables 1 0.8 with the Simulink State−Space block with the unit step function as the input using the Step block.8 0. and the capacitor voltage as the output displayed on the Scope block as shown in the model of Figure 5. Simulink model for Example 5.8. Signals and Systems with MATLAB Computing and Simulink Modeling.6 0.5 0 1 2 3 4 5 6 7 8 9 10 Figure 5.9.10 The waveform for the capacitor voltage for the simulation time interval 0 ≤ t ≤ 10 seconds is shown in Figure 5.

e At = a0 I + a1 A (5.11 A network is described by the state equation · = Ax + bu x (5.98) and u = δ ( t ) (5. λ 1 = 1 and λ 2 = – 1 Since A is a 2 × 2 matrix. det [ A – λ I ] = 0 det [ A – λ I ] = det 1 – λ 0 = 0 1 –1 –λ ( 1 –λ ) ( – 1 – λ ) = 0 Then. Fourth Edition Copyright © Orchard Publications . Input and output waveforms for the model of Figure 5.100) The constants a 0 and a 1 are found from 5−28 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 5 State Variables and State Equations Figure 5.10. that is. we only need the first two terms of the state transition matrix to find the coefficients a i .9 Example 5.99) where A = 1 0 1 –1 x0 = 1 0 b = –1 1 Compute the state vector x = x1 x2 Solution: We compute the eigenvalues from For this example.

101) and with λ 1 = 1 and λ 2 = – 1 .104) Using the sifting property of the delta function we find that (5.Circuit Analysis with State Variables a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t (5.102) yields + e = cosh t ---------------a0 = e 2 – e . x = x1 x2 = 0 0 = –t cosh t – sinh t e (5. we obtain a0 + a1 = e a0 –a1 = e t –t (5. Fourth Edition Copyright © Orchard Publications 5−29 .100).= sinh t --------------a1 = e 2 t –t t –t By substitution of these values into (5.103) The values of the vector x are found from x( t) = e A ( t – t0 ) x0 + e At ∫t t e 0 –A τ bu ( τ ) dτ = e x 0 + e At At ∫0 e t –A τ b δ ( τ ) dτ (5. we obtain e At 0 = cosh t I + sinh t A = cosh t 1 0 + sinh t 1 0 = cosh t + sinh t 0 1 1 –1 sinh t cosh t – sinh t (5.105) Signals and Systems with MATLAB Computing and Simulink Modeling.102) and simultaneous solution of (5.104) reduces to At At At At At x ( t ) = e x0 + e b = e ( x0 + b ) = e 1 + –1 = e 0 1 1 0 = cosh t + sinh t 0 sinh t cosh t – sinh t 0 = x1 x2 1 Therefore.

we obtain or sX ( s ) – x ( 0 ) = AX ( s ) + bU ( s ) ( sI – A ) X ( s ) = x ( 0 ) + bU ( s ) (5. we obtain Y ( s ) = CX ( s ) + dU ( s ) –1 –1 (5.111) Taking the Laplace of both sides of (5.112) (5. Fourth Edition Copyright © Orchard Publications .106).109) we observe that the right side of (5. Therefore.108) is the Laplace transform of (5.108). we can compute the state transition matrix e the relation e At At from the Inverse Laplace of ( sI – A ) –1 .113) reduces to Y ( s ) = [ C ( sI – A ) b + d ] U ( s ) –1 (5.114) 5−30 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 5 State Variables and State Equations 5. we obtain and using (5.107) by ( sI – A ) –1 .111). we obtain X ( s ) = ( sI – A ) x ( 0 ) + ( sI – A ) bU ( s ) –1 –1 (5. We will also show that the transfer function can be found from the coefficient matrices of the state equations. we will show that the state transition matrix can be computed from the Inverse Laplace transform.109). we consider the output state equation y = Cx + du (5.106) Taking the Laplace of both sides of (5.7 Relationship between State Equations and Laplace Transform In this section.107) Multiplying both sides of (5. (5. we can use –1 = L { ( sI – A ) } –1 (5.108) with x ( t ) = e x0 + e At At ∫0 e t –A τ bu ( τ ) dτ (5.110) Next. Consider the state equation · = Ax + bu x (5. that is.108) Comparing (5.113) Y ( s ) = C ( sI – A ) x ( 0 ) + [ C ( sI – A ) b + d ] U ( s ) If the initial condition x ( 0 ) = 0 .

11.Relationship between State Equations and Laplace Transform In (5. Compute the state transition matrix e At using the Inverse Laplace transform method. Signals and Systems with MATLAB Computing and Simulink Modeling.115) Example 5. di L · 1 = -----x .+ vC = u0 ( t ) Ri L + L -----dt Substitution of given values and rearranging. Fourth Edition Copyright © Orchard Publications 5−31 .= –3 iL – vC + 1 dt (5. we define the state variables x1 = iL and x2 = vC Then.12 Solution: For this circuit. Circuit for Example 5.11.12 In the circuit of Figure 5.114). i = iL and di L . division of both sides by U ( s ) yields the transfer function ( s ) = C ( sI – A ) –1 b + d G(s) = Y ----------U(s) (5. R L 1H C + vS ( t ) = u0 ( t ) 3Ω + − i(t) 1⁄2 F − vC ( t ) Figure 5.116) Now.117) and C · 2 = dv -------x dt Also. all initial conditions are zero. then. yields di L -----. U ( s ) is the Laplace transform of the input u ( t ) .= –3 iL – vC + 1 dt (5.

119) we obtain the state equations · 1 = – 3x 1 – x 2 + 1 x · 2 = 2x 1 x (5. from (5.= 0.= 0.118) and thus.120) and in matrix form.123) 0 – –3 –1 = s + 3 s 2 0 –2 Then.119) Therefore. A = –3 –1 2 0 (5.122) Now. we can find the state variables representing the inductor current and the capacitor voltage from 5−32 Signals and Systems with MATLAB Computing and Simulink Modeling.s = --------------------------. 1 adj ( sI – A ) .= ------------------------2 det ( sI – A ) s + 3s + 2 2 s -------------------------------–1 = ( s + 1 ) ( s + 2 ) 2 s+3 -------------------------------( s + 1 )( s + 2) –1 -------------------------------( s + 1 )( s + 2) s+3 -------------------------------(s + 1)(s + 2) ( sI – A ) –1 We find the Inverse Laplace of each term by partial fraction expansion. ·1 x1 x = –3 –1 + 1 1 · 2 0 x2 0 x2 (5. dv C ·2 .117) and (5.5 -------dt or · 2 = 2x 1 x (5.5x x 1 = i L = 0. Thus. we will find the state transition matrix from e At where ( sI – A ) = = L s 0 –1 { ( sI – A ) } 1 s –1 (5.121) By inspection.Chapter 5 State Variables and State Equations dv C dv C . Fourth Edition Copyright © Orchard Publications .5 -------i L = C -------dt dt (5. e At = L –1 –1 { ( sI – A ) } = – e + 2e –t – 2t 2e – 2e –t – 2t –e +e 2e – e –t –t – 2t – 2t Now.

11.124) to the rational transfer function form N(s) G ( s ) = ----------D(s) (5.C. and vice versa.D.iu) calculates the transfer function: NUM(s) -1 G(s) = -------. D are the matrices of (5. B. B.= C(sI-A) B + D DEN(s) of the system: x = Ax + Bu y = Cx + Du from the iu'th input. The MATLAB help command provides the following information: help ss2tf SS2TF State-space to transfer function conversion.D]=tf2ss(num.125) This is used with the statement [num. MATLAB provides two very useful functions to convert state−space (state equations).den]=ss2tf(A. and num. Fourth Edition Copyright © Orchard Publications 5−33 . See also TF2SS The other function.124).C.C.B.124) and iu is 1 if there is only one input. tf2ss. C.Relationship between State Equations and Laplace Transform x ( t ) = e x0 + e At At ∫0 e t –A τ bu ( τ ) dτ using the procedure of Example 5.B. den are N ( s ) and D ( s ) of (5. converts the transfer function of (5. Vector DEN contains the coefficients of the denominator in descending powers of s.125) respectively.B. C.125) to the state−space equations of (5. The numerator coefficients are returned in matrix NUM with as many rows as there are outputs y. to transfer function (s−domain). and D are the matrices of (5.D. [NUM. The function ss2tf (state−space to transfer function) converts the state space equations · = Ax + Bu x * y = Cx + Du (5.124). It is used with the statement [A.DEN] = SS2TF(A.iu) where A.den) where A. The MATLAB help command provides the following information: * We have used capital letters for vectors b and c to be consistent with MATLAB’s designations. Signals and Systems with MATLAB Computing and Simulink Modeling.

To avoid confusion when using this function with discrete systems. N(s) G ( s ) = ----------D(s) 5−34 Signals and Systems with MATLAB Computing and Simulink Modeling.D] = TF2SS(NUM. Derive the state equations and express them in matrix form as · = Ax + Bu x y = Cx + Du b. Matrix NUM must contain the numerator coefficients with as many rows as there are outputs y. Example 5. Circuit for Example 5.B. R L 1H C 1F + vS ( t ) = u0 ( t ) 1Ω + − − i( t) v C ( t ) = v out ( t ) Figure 5.13 a.B.13 For the circuit of Figure 5. The A.DEN) calculates the state-space representation: x = Ax + Bu y = Cx + Du of the system: NUM(s) G(s) = -------DEN(s) from a single input. Derive the transfer function c.Chapter 5 State Variables and State Equations help tf2ss TF2SS Transfer function to state-space conversion. This calculation also works for discrete systems.C. Vector DEN must contain the coefficients of the denominator in descending powers of s. Fourth Edition Copyright © Orchard Publications . always use a numerator polynomial that has been padded with zeros to make it the same length as the denominator. See the User's guide for more details. all initial conditions are zero. Verify your answers with MATLAB.C. See also SS2TF.12.12.D matrices are returned in controller canonical form. [A.

+ vC = u0 ( t ) dt or di ---.= –i – vC + u0 ( t ) dt We let x1 = iL = i and x 2 = v C = v out Then.13 below. Signals and Systems with MATLAB Computing and Simulink Modeling.126) b. The s – domain circuit is shown in Figure 5.Relationship between State Equations and Laplace Transform Solution: a. · 1 = di ---x dt and dv c · 2 = ------x . i + di ---.+ vC = u0 ( t ) Ri + L ---dt and with the given values. · · = Ax + Bu ↔ x 1 = – 1 x ·2 x 1 y = Cx + Du ↔ y = 0 1 –1 x1 + 1 u ( t ) 0 0 x2 0 x1 x2 + 0 u0 ( t ) (5. The differential equation describing the circuit is di .= x1 dt Thus. the state equations are · 1 = –x – x + u0 ( t ) x 1 2 · x2 = x1 y = x2 and in matrix form. Fourth Edition Copyright © Orchard Publications 5−35 .

127) A = [−1 −1.0000 1.127) is also evident from the Simulink models shown in Figure 5.13 By the voltage division expression. c. B.= --------------------G ( s ) = ----------------2 V in ( s ) s +s+1 or Therefore.126) and the transfer function of (5.Chapter 5 State Variables and State Equations R L s C + V in ( s ) − 1Ω + 1⁄s − V C ( s ) = V out ( s ) Figure 5.13.127) num = 0 0 den = 1. (5.= --------------------2 V in ( s ) s +s+1 V out ( s ) 1 . C. den] = ss2tf(A. B = [1 0]'. 1 0].14 where for the State− Space block Function Block Parameters dialog box we have entered: 5−36 Signals and Systems with MATLAB Computing and Simulink Modeling. C = [0 1].0000 % The coefficients of G(s) in (5. Transformed circuit for Example 5. Fourth Edition Copyright © Orchard Publications . 1) % The matrices of (5.0000 1 1. D = [0]. 1⁄s V out ( s ) = -------------------------V (s) 1 + s + 1 ⁄ s in V out ( s ) 1 ----------------. den) A = -1 1 B = 1 0 C = 0 D = 0 -1 0 1 The equivalence between the state−space equations of (5.126) % Verify coefficients of G(s) in (5.126) num = [0 0 1].127) % Verify the matrices of (5. [A B C D] = tf2ss(num. D. den = [1 1 1]. [num.

Relationship between State Equations and Laplace Transform A: [−1 −1.15. Fourth Edition Copyright © Orchard Publications 5−37 .14 Signals and Systems with MATLAB Computing and Simulink Modeling. Figure 5.127) After the simulation command is executed.126) and (5. Waveforms displayed by Scope 1 and Scope 2 blocks for the models in Figure 5. both Scope 1 and Scope 2 blocks display the input and output waveforms shown in Figure 5. Models to show the equivalence between relations (5.15.14. 3/4 0] B: [1 0]’ C: [0 1] D: [ 0 ] Initial conditions: [0 0] For the Transfer Fcn block Function Block Parameters dialog box we have entered: Numerator coefficient: [ 1 ] Denominator coefficient: [1 1 1] Figure 5.

we choose the state variables • The state variable method offers the advantage that it can also be used with non−linear and time−varying devices.Chapter 5 State Variables and State Equations 5. and integration of At x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ • The eigenvalues λ i . or directly from the network. β . to represent inductor currents and capacitor voltages. • The state−space equations can be obtained either from the nth−order differential equation. and k 2 are scalar constants. the state equations are written as · = αx + βu x y = k1 x + k2 u where α . entails the computation of the state transition matrix e . • If a circuit contains only one energy−storing device. provided that the state variables are chosen appropriately. of an n × n matrix A are the roots of the nth order polynomial det [ A – λ I ] = 0 where I is the n × n identity matrix. • When we obtain the state equations directly from given circuits. 5−38 Signals and Systems with MATLAB Computing and Simulink Modeling. k 1 . or simply state equations. 2. is denoted as x0 = x ( t0 ) · = α x + β u with initial condition x = x ( t ) • If α and β are scalar constants. and b and d are column vectors with two or more rows.8 Summary • An nth−order differential equation can be resolved to n first−order simultaneous differential equations with a set of auxiliary variables called state variables. n . …. where i = 1. Fourth Edition Copyright © Orchard Publications . if non−zero. and the initial condition. The resulting first−order differential equations are called state−space equations. the solution of x 0 0 is obtained from the relation x( t) = e α ( t – t0 ) x0 + e αt ∫t e 0 t –α τ β u ( τ ) dτ • The solution of the state equations pair · = Ax + bu x y = Cx + du where A and C are 2 × 2 or higher order matrices.

Fourth Edition Copyright © Orchard Publications 5−39 .( a0 + a1 λ1 + a2 λ2 -e 1 ) = -------------1 + … + an – 1 λ1 m–1 m–1 d λ1 d λ1 m–1 m–1 2 2 a0 + a1 λm + 1 + a2 λm + 1 + … + an – 1 λm + 1 = e 2 n–1 λ m + 1t … a 0 + a 1 λn + a 2 λ n + … + a n – 1 λ n 2 n–1 = e λn t Signals and Systems with MATLAB Computing and Simulink Modeling. that is. if λ1 = λ2 = λ3 … = λm . that is. λm + 1 . if λ1 ≠ λ2 ≠ λ3 ≠ … ≠ λn the coefficients a i are found from the simultaneous solution of the system of equations a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 a0 + a1 λ2 + a2 λ2 + … + an – 1 λ2 … a0 + a1 λn + a2 λn + … + an – 1 λn 2 n–1 2 2 n–1 n–1 = e = e λ1 t λ2 t = e λn t • If some or all eigenvalues of matrix A are repeated. λn the coefficients a i of the state transition matrix are found from the simultaneous solution of the system of equations a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 2 n–1 = e λ1 t d λ1 t d n–1 -------.λ1 t 2 n–1 ------e ( a 0 + a 1 λ 1 + a 2 λ 1 + … + a n – 1 λ 1 ) = ------2 2 d λ1 d λ1 … λ t d d n–1 -------------. • If all eigenvalues of a given matrix A are distinct.( a0 + a1 λ1 + a2 λ2 -e ) = ------1 + … + an – 1 λ1 d λ1 d λ1 d d .Summary • The Cayley−Hamilton theorem states that a matrix can be expressed as an ( n – 1 ) th degree polynomial in terms of the matrix A as e At = a0 I + a1 A + a2 A + … + an – 1 A 2 n–1 where the coefficients a i are functions of the eigenvalues λ .

• There is a different eigenvector for each eigenvalue. is called an eigenvector. This is done by dividing each component of the eigenvector by the square root of the sum of the squares of their components. 5−40 Signals and Systems with MATLAB Computing and Simulink Modeling. they are normalized to unit length. • A column vector X that satisfies the relation AX = λ X where A is an n × n matrix and λ is a scalar number. and vice versa. to transfer function (s-domain). converts the transfer function to state−space equations. • Two vectors X and Y are said to be orthogonal if their inner (dot) product is zero. Fourth Edition Copyright © Orchard Publications . and the function tf2ss.= C ( sI – A ) b + d U(s) • MATLAB provides two very useful functions to convert state−space (state equations). that is. so that the sum of the squares of their components is equal to unity. • The state transition matrix can be computed from the Inverse Laplace transform using the rela- tion e At = L –1 { ( sI – A ) } –1 • If U ( s ) is the Laplace transform of the input u ( t ) and Y ( s ) is the Laplace transform of the output y ( t ) . The function ss2tf (state−space to transfer func- tion) converts the state space equations to the transfer function equivalent. the transfer function can be computed using the relation –1 Y(s) G ( s ) = ----------. • Eigenvectors are generally expressed as unit eigenvectors.Chapter 5 State Variables and State Equations • We can use the MATLAB eig(x) function to find the eigenvalues of an n × n matrix. • A set of eigenvectors constitutes an orthonormal basis if the set is normalized (expressed as unit eigenvectors) and these vector are mutually orthogonal.

Use the state variable method to find i L ( t ) for t > 0 . and let x(y) = y(t) . all initial conditions are zero. R − 10u 0 ( t ) + 2Ω L 2H Signals and Systems with MATLAB Computing and Simulink Modeling.9 Exercises 1.Exercises 5. Write state equations in matrix form. R + − C L u(t) 4. Fourth Edition Copyright © Orchard Publications 5−41 . i L ( 0 − ) = 2 A . ·1 x ·2 x ·3 x ·4 x x1 0 0 1 0 0 x = 0 0 1 0 ⋅ 2 + 0 u(t) 0 0 0 0 1 x3 1 –1 –2 –3 –4 x4 3. and k 3 are constants. 2 dv dv . In the circuit below. Express the integrodifferential equation below as a matrix of state equations where k 1.+ k2 v + k1 ------+ k 3 ----2 dt dt ∫0 v d t t = sin 3t + cos 3t 2. Write state equations in matrix form. R 1Ω C1 2F L 1H C 2 2F V p cos ω tu 0 ( t ) 5. and u ( t ) is any input. all initial conditions are zero. k 2. Express the matrix of the state equations below as a single differential equation. For the circuit below. In the below.

t0 = 0 9. Find the solution of the matrix state equation x A= 1 0 . and C below. –2 2 b= 1 . C 4⁄3 F R 3⁄4 Ω L 4H 5−42 Signals and Systems with MATLAB Computing and Simulink Modeling. · = Ax + bu given that 8. i L ( 0 − ) = 0 . and v C ( 0 − ) = 1 V . B . c.Chapter 5 State Variables and State Equations 6. Compute e At using the Inverse Laplace transform method. Find i L ( t ) and v C ( t ) for t > 0 . Compute the eigenvalues of the matrices A . a. b. 0 u = δ ( t ). A = 1 2 3 –1 B = a 0 –a b C = 0 1 0 0 0 1 – 6 – 11 – 6 Hint: One of the eigenvalues of matrix C is – 1 . In the circuit below. 2 x0 = –1 . 7. Compute e At given that A = 0 1 0 0 0 1 – 6 – 11 – 6 Observe that this is the same matrix as C of Exercise 6. Fourth Edition Copyright © Orchard Publications . Write state equations in matrix form.

= x3 = x2 2 dt Then. and by substitution into (1) · x 3 = – k 1 x 1 – k 2 x 2 – k 3 x 3 + 3 ( cos 3t – sin 3t ) and thus the state equations are · x1 = x2 · x2 = x3 · x 3 = – k 1 x 1 – k 2 x 2 – k 3 x 3 + 3 ( cos 3t – sin 3t ) and in matrix form · x1 x1 0 1 0 0 · = 0 0 1 ⋅ x + 0 ⋅ 3 ( cos 3t – sin 3t ) x2 2 –k1 –k2 –k3 · 1 x3 x3 2. Expansion of the given matrix yields · x1 = x2 · x2 = x3 · x3 = x2 · x 4 = – x 1 – 2x 2 – 3x 3 – 4x 4 + u ( t ) Letting x = y we obtain 4 dy dy dy dy .+ 3 ------.= x2 = x1 dt 3 · dv ------.10 Solutions to End−of−Chapter Exercises 1.+ 2 ----------.+ k 1 v = 3 cos 3t – 3 sin 3t = 3 ( cos 3t – sin 3t ) . Fourth Edition Copyright © Orchard Publications 5−43 .+ y = u(t) .Solutions to End−of−Chapter Exercises 5.+ k 2 ----------.– k 2 ----------.+ 4 ------3 2 4 dt dt dt dt 3 2 Signals and Systems with MATLAB Computing and Simulink Modeling. Differentiating the given integrodifferential equation with respect to t we obtain 3 dv dv dv .= – k 3 ------2 3 dt dt dt 2 We let v = x1 · dv ----.+ k 3 ------2 3 dt dt dt 2 or 3 dv dv dv .– k 1 v + 3 ( cos 3t – sin 3t ) (1) .= x3 3 dt 2 · dv ------.

V cos ω tu 0 ( t ) (1) x 2 = – -2 2 2 p 5−44 Signals and Systems with MATLAB Computing and Simulink Modeling.x – ------.u( t) x 1 = -L 2 C 1 RC 2 RC and in matrix form · x1 0 1 ⁄ L ⋅ x1 + 0 = ⋅ u(t) · – 1 ⁄ C – 1 ⁄ RC 1 ⁄ RC x 2 x2 4. Fourth Edition Copyright © Orchard Publications .Chapter 5 State Variables and State Equations 3.x + ------.+ iL = 0 -----------------------------------------------.x 1 – -. R 1Ω v C1 C1 2F − L 1H C 2 iL v C2 2F − + v C1 + V p cos ω tu 0 ( t ) We let i L = x 1 .x and x 2 = – --. dv C1 v C1 – V p cos ω tu 0 ( t ) . and v C2 = x 3 . By KCL.= i L + C -------dt R or Also. By KCL. R + u( t) − iT L iL i + C vC C − We let i L = x 1 and v C = x 2 . i T = i L + i C or dv C u ( t ) – vC --------------------. v C1 = x 2 . u ( t ) – x2 · -------------------.x 2 + -.+ 2 ----------dt 1 or or By KVL. Then.= x 1 + Cx 2 R · x 2 = Lx 1 · 1 · 1 1 1 . · x 2 – V p cos ω tu 0 ( t ) + 2x 2 + x 1 = 0 1 1 1 · .

and (3) into matrix form we obtain · x1 x1 0 0 1 –1 · = ⋅ + x 1 ⁄ 2 ⋅ V p cos ω tu 0 ( t ) – 1 ⁄ 2 – 1 ⁄ 2 0 x2 2 · 0 1⁄2 0 0 x3 x3 We will create a Simulink model with V p = 1 and output y = x 3 . Fourth Edition Copyright © Orchard Publications 5−45 . −1/2 −1/2 0. The model is shown below where for the State−Space block Function Block Parameters dialog box we have entered: A: [0 1 −1.+ v C2 dt or or Also. or or · x 2 = 1x 1 + x 3 · x 1 = x 2 – x 3 (2) dv C2 i L = C ----------dt · x 1 = 2x 3 1 · . 1/2 0 0] B: [0 1/2 0]’ C: [0 0 1] D: [ 0 ] Initial conditions: [0 0 0] and for the Sine Wave block Function Block Parameters dialog box we have entered: Amplitude: 1 Phase: pi/2 The input and output waveforms are shown below.x (3) x 3 = -2 1 Combining (1). (2). Signals and Systems with MATLAB Computing and Simulink Modeling.Solutions to End−of−Chapter Exercises di L v C1 = L ------.

Chapter 5 State Variables and State Equations 5. Then. Page 5−6. α = – R ⁄ L = – 1 and b = 10 × ( 1 ⁄ L ) = 5 . R 2Ω − 10u 0 ( t ) + L 2H From (5. x( t) = e = e α ( t – t0 ) x0 + e 2+e –t αt ∫t e 0 t –α τ β u ( τ ) dτ –t –t –1 ( t – 0 ) –t ∫0 t e 5u 0 ( τ ) dτ = 2e + 5e –t –t τ ∫0 e dτ –t t τ = 2e + 5e ( e – 1 ) = 2e + 5 – 5 e = ( 5 – 3e ) u 0 ( t ) –t t and denoting the current i L as the output y we obtain y ( t ) = x ( t ) = ( 5 – 3e ) u 0 ( t ) –t 6. A = 1 2 3 –1 2 = 0 det ( A – λ I ) = det 1 2 – λ 1 0 = det 1 – λ 3 –1 3 –1 –λ 0 1 ( 1 – λ )( – 1 – λ ) – 6 = 0 5−46 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 · = –R --.x + -.21) of Example 5.vS u0 ( t ) x L L For this exercise. Fourth Edition Copyright © Orchard Publications .4. a.

Then. Then. B = a 0 –a b det ( B – λ I ) = det a 0 – λ 1 0 = det a – λ 0 = 0 –a b 0 1 –a b – λ ( a – λ )( b – λ) = 0 λ1 = a λ2 = b and thus c. Signals and Systems with MATLAB Computing and Simulink Modeling. Matrix A is the same as Matrix C in Exercise 6. 2 λ + 6 λ + 11 λ + 6 --------------------------------------------. 0 1 0 C = 0 0 1 – 6 – 11 – 6 0 1 0 0 1 0 det ( C – λ I ) = det 0 0 1 –λ 0 1 0 0 0 1 – 6 – 11 – 6 –λ 1 0 = det 0 – λ 1 =0 – 6 – 11 – 6 – λ λ ( – 6 – λ ) – 6 – ( – 11 ) ( – λ ) = λ + 6 λ + 11 λ + 6 = 0 2 3 2 and it is given that λ 1 = – 1 .Solutions to End−of−Chapter Exercises –1–λ+λ+λ –6 = 0 2 and thus λ1 = 7 λ = 7 λ2 = – 7 2 b. a.= λ + 5λ + 6 ⇒ (λ + 1 )( λ + 2)( λ + 3 ) = 0 (λ + 1) 3 2 and thus λ1 = –1 λ2 = –2 λ1 = –3 7. λ1 = –1 λ2 = –2 λ1 = –3 and since A is a 3 × 3 matrix the state transition matrix is e At = a0 I + a1 A + a2 A 2 (1) Then. Fourth Edition Copyright © Orchard Publications 5−47 .

disp(x(2)).. a2=1/2*exp(−t)-exp(−2*t)+1/2*exp(−3*t). 3e – 3e e At –t – 2t +e – 3t 2. disp(x(3)) a0 = 3*exp(-t)-3*exp(-2*t)+exp(-3*t) a1 = 5/2*exp(-t)-4*exp(-2*t)+3/2*exp(-3*t) a2 = 1/2*exp(-t)-exp(-2*t)+1/2*exp(-3*t) Thus.5e – 3t 5−48 Signals and Systems with MATLAB Computing and Simulink Modeling.5e – 3t – 3t = – 3 e –t + 6e –2t – 3e –3t 3e – 12e –t – 2t – 2.Chapter 5 State Variables and State Equations a0 + a1 λ1 + a2 λ1 = e a0 + a1 λ2 + a2 λ2 = e a0 + a1 λ3 + a2 λ3 = e 2 2 2 λ1 t λ2 t λ3 t ⇒ a0 – a1 + a2 = e –t – 2t – 3t ⇒ a 0 – 2a 1 + 4a 2 = e ⇒ a 0 – 3a 1 + 9a 2 = e syms t. disp('a0 = ').5e – e –t –t –t – 2t + 0. 5/2*exp(-t)-16*exp(2*t)+27/2*exp(-3*t).5e + 9e – 3t – 2t + 13.5e – 2t + 4. disp('a1 = '). exp(−3*t)]'). 0 0 1. A=[0 1 0... a0=3*exp(−t)−3*exp(−2*t)+exp(−3*t). 1 −2 4. we compute e At of (1) with the following MATLAB script: syms t. fprintf(' \n'). A=[1 −1 1. 1 −3 9].5e – e – 2t + 1.5e – 0.5e – 4e – 2t – 1. 1/2*exp(-t)-4*exp(-2*t)+9/2*exp(-3*t)] Thus.. disp('a2 = '). x=A\a.. 1/2*exp(-t)-exp(-2*t)+1/2*exp(-3*t)] [-3*exp(-t)+6*exp(-2*t)-3*exp(-3*t). Fourth Edition Copyright © Orchard Publications . fprintf(' \n')..5 e + 8e 2.5e – 3t – 3t – 3t 0.5 e + 2e 0. 5/2*exp(-t)-4*exp(-2*t)+3/ 2*exp(-3*t).5e – 2t + 0. -5/2*exp(-t)+8*exp(-2*t)9/2*exp(-3*t).5e – 3t Now..5e – 4e –t –t – 2t + 1... -1/2*exp(-t)+2*exp(-2*t)-3/2*exp(-3*t)] [3*exp(-t)-12*exp(-2*t)+9*exp(-3*t).. −6 −11 −6]. a1=5/2*exp(−t)−4*exp(−2*t)+3/2*exp(−3*t).5e – 4e a 2 = 0. eAt=a0*eye(3)+a1*A+a2*A^2 eAt = [3*exp(-t)-3*exp(-2*t)+exp(-3*t).. disp(x(1)).5e – 16e –t – 2t – 4. exp(−2*t).. a=sym('[exp(−t). a 0 = 3e – 3e –t –t –t – 2t + 3e – 3t – 3t a 1 = 2.

00 Next. A= 1 0 .. fprintf('lambda2 = %4..00 a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t ⇒ a0 + a1 = e t 2t ⇒ a 0 + 2a 1 = e 2t Then.lambda(2)) lambda1 = 2.Solutions to End−of−Chapter Exercises 8. a 0 = 2e – e t 2t a1 = e – e t and e At t 2t 2t t = a 0 I + a 1 A = ( 2e – e ) 1 0 + ( e – e ) 1 0 0 1 –2 2 = 2e – e 0 t 2t t 0 2e – e 2t + e –e 2t 2t t t 0 2e – 2e 2t t = t e t 2t 0 e 2t – 2e + 2e 2e – 2e By substitution into (1) we obtain x( t) = e At 0 = e t 2t 2 2e – 2e x1 = 0 t 0 e 2t 0 ⋅ 0 = 2t 2 2e 2t and thus x 2 = 2e Signals and Systems with MATLAB Computing and Simulink Modeling. 0 At u = δ ( t ). t t0 = 0 –A τ x( t) = e A(t – 0) ∫0 t e –A τ bu ( τ ) dτ = e x 0 + e At At ∫0 e b δ ( τ ) dτ At = e x0 + e b = e ( x0 + b ) = e –1 + 1 = e 0 0 2 2 At At (1) We use the following MATLAB script to find the eigenvalues λ 1 and λ 2 . 2 x0 = –1 .lambda(1)). lambda=eig(A). A=[1 0. –2 2 x0 + e At At b= 1 . −2 2]. fprintf('lambda1 = %4.2f \t'.2f \t'. lambda2 = 1.. Fourth Edition Copyright © Orchard Publications 5−49 . fprintf(' \n').

x – x 2 (1) x 2 = – -4 1 Also.+ x 1 + -3 3⁄4 or · 3 .x·2 = 0 -------. Fourth Edition Copyright © Orchard Publications .Chapter 5 State Variables and State Equations 9. di L · v L = v C = L ------. a.x (2) x 1 = -4 2 From (1) and (2) · x1 0 = · –3 ⁄ 4 x2 1 ⁄ 4 ⋅ x1 x2 –1 and thus A = 0 –3 ⁄ 4 –1 1⁄4 –1 b. e At = L { [ sI – A ] } –1 5−50 Signals and Systems with MATLAB Computing and Simulink Modeling.= 4x 1 = x 2 dt or · 1 .= 0 ----.+ i L + C ----dt R x2 4 . iR + iL + iC = 0 vC vC . R iR 3⁄4 Ω L iL C i + C iL ( 0 ) = 0 − 4 H 4⁄3 F −v C v ( 0 − ) = 1 V C We let x1 = iL x2 = vC Then.

disp('a12 = '). Fourth Edition Copyright © Orchard Publications 5−51 . disp(simple(ilaplace(Fs2))). fprintf(' \n').5 e + 1..25t Signals and Systems with MATLAB Computing and Simulink Modeling.s+1 = -∆ ( s + 1 ⁄ 4 ) ( s + 3 ⁄ 4 ) –3 ⁄ 4 s+1 ---------------------------------------------( s + 1 ⁄ 4)(s + 3 ⁄ 4) = –3 ⁄ 4 ---------------------------------------------(s + 1 ⁄ 4)(s + 3 ⁄ 4) 1⁄4 ---------------------------------------------(s + 1 ⁄ 4)(s + 3 ⁄ 4) s ---------------------------------------------(s + 1 ⁄ 4)(s + 3 ⁄ 4) –1 We use MATLAB to find e syms s t At = L –1 { [ sI – A ] } with the script below. disp(simple(ilaplace(Fs3))).adj [ sI – A ] = ---------------------------------------------.5e + 1.25t – 0.25t – 0. disp('a11 = ').75t – 1. Fs3=(−3/4)/(s^2+s+3/16)..75t – 0.5e – 0. disp(simple(ilaplace(Fs4))) a11 = -1/2*exp(-3/4*t)+3/2*exp(-1/4*t) a12 = 1/2*exp(-1/4*t)-1/2*exp(-3/4*t) a21 = -3/2*exp(-1/4*t)+3/2*exp(-3/4*t) a22 = 3/2*exp(-3/4*t)-1/2*exp(-1/4*t) Thus.25t – 0..75t 0.5 e – 0. disp(simple(ilaplace(Fs1))).Solutions to End−of−Chapter Exercises [ sI – A ] = s 0 – 0 0 s –3 ⁄ 4 s 3⁄4 1⁄4 = s –1 3⁄4 –1 ⁄ 4 s+1 ∆ = det [ sI – A ] = det – 1 ⁄ 4 = s 2 + s + 3 ⁄ 16 = ( s + 1 ⁄ 4 ) ( s + 3 ⁄ 4 ) s+1 s 3⁄4 –1 ⁄ 4 = s+1 s+1 –3 ⁄ 4 1⁄4 s 1⁄4 s adj [ sI – A ] = adj [ sI – A ] –1 1 1 .75t – 0. Fs4=s/ (s^2+s+3/16).5e – 0.5e – 0.5e – 0.. disp('a22 = '). disp('a21 = ').5e – 0.. Fs1=(s+1)/(s^2+s+3/16). Fs2=(1/4)/(s^2+s+3/16). e At = 1..

25t – 0.5 e – 0.5e – 0.5e – 0.5e – 0. Fourth Edition Copyright © Orchard Publications .5e – 0.75t – 0.25t = 1. x(t) = e A(t – 0) x0 + e At ∫0 e t –A τ At At bu ( τ ) dτ = e x 0 + 0 = e 0 + 0 1 0 0.5e – 0.75t x 2 = v C = – 0.5e 0 = 0.75t – 1.25t – 0.25t – 0.5e – 0.75t and thus for t > 0 .5e – 0.5 e + 1.5e – 0.75t – 0.25t – 0.25t + 1.5 e – 0.75t – 0.25t – 0.5e + 1.5 e + 1.75t 5−52 Signals and Systems with MATLAB Computing and Simulink Modeling. x 1 = i L = 0.25t – 0.5e – 0.75t 1 – 0.5e – 0.Chapter 5 State Variables and State Equations c.

3) Using the sifting property of the delta function. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. it defines convolution and how it is applied to circuit analysis. we obtain h ( t ) = e bu 0 ( t ) (6.4) and denoting the impulse response as h ( t ) . and with the input u ( t ) = δ ( t ) . that is. the output (voltage or current) of a network when the input is the delta function. the response of a circuit that is subjected to the excitation of the impulse function.1 The Impulse Response in Time Domain In this section we will discuss the impulse response of a network. We learned in the previous chapter that the state equation · = Ax + bu x (6.1) –A τ has the solution x( t) = e A ( t – t0 ) x0 + e At ∫0 e t bu ( τ ) dτ (6. i. the solution of (6. with initial condition x 0 = 0 . Evaluation of the convolution integral using graphical methods is also presented and illustrated with several examples. Of course. Then. Fourth Edition Copyright © Orchard Publications 6−1 . the output can be any voltage or current that we choose as the output.2) reduces to x(t) = e At ∫0 e t –A τ b δ ( τ ) dτ (6. The computation of the impulse response assumes zero initial conditions. ∫–∞ f ( t )δ ( τ ) dτ At ∞ = f(0) (6.Chapter 6 The Impulse Response and Convolution T his chapter begins with the definition of the impulse response. 6..2) Therefore.e.5) where the unit step function u 0 ( t ) is included to indicate that this relation holds for t > 0 . that is.

+ -------------------. Fourth Edition Copyright © Orchard Publications .2.δ(t) . Circuit for Example 6. and (6.6) We assign the state variable Then.7) has the form and as we found in (6.1 We assign currents i C and i R with the directions shown in Figure 6. Then.7) 6− 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and v C ( 0 − ) = 0 . compute the current through the capacitor. R iR C + δ(t) − + iC − h ( t ) = v C ( t ) = v out ( t ) Then.1.1 iR + iC = 0 dv C v C – δ ( t ) .1 in terms of the constants R and C . R − δ(t) + C + − h ( t ) = v C ( t ) = v out ( t ) Solution: Figure 6.= --------Cx R R 1 1 · = – ------.= 0 C -------dt R vC = x dv C · -------. (6. where the response is considered to be the voltage across the capacitor.1 Compute the impulse response of the series RC circuit of Figure 6. and we apply KCL.Chapter 6 The Impulse Response and Convolution Example 6.x + ------x RC RC · = ax + bu x h ( t ) = e bu 0 ( t ) a = – 1 ⁄ RC At (6. or Figure 6. Application of KCL for the circuit for Example 6.= x dt δ(t) x · + --. For this example.2.5).6) is written as or Equation (6.

i L ( 0 − ) = 0 . dd. Circuit for Example 6.– t ⁄ RC . Page 5−22.⎛ ------1 . that is.9) Example 6.3. Chapter 5. and v C ( 0 − ) = 0 .10.δ ( t ) – ---------i C = --e 2 R R C (6.– t ⁄ RC i C = C ---h ( t ) = C ---e u 0 ( t )⎞ ⎝ ⎠ dt dt RC 1 – t ⁄ RC 1 – t ⁄ RC -e -e = – ---------+ --δ(t) 2 R R C Using the sampling property of the delta function.8) The current i C can now be computed from dv C i C = C -------dt Thus. we obtain 1 1 . R 1Ω L 1⁄4 H C δ(t) − + + − 4⁄3 F h ( t ) = vC ( t ) Solution: This is the same circuit as that of Example 5.2 For the circuit of Figure 6.3. Fourth Edition Copyright © Orchard Publications 6−3 . compute the impulse response h ( t ) = v C ( t ) given that the initial conditions are zero.The Impulse Response in Time Domain and Therefore. where we found that b = 4 0 Figure 6. h ( t ) = vC ( t ) = e – t ⁄ RC b = 1 ⁄ RC 1------RC or 1 –t ⁄ RC -e h ( t ) = ------u0 ( t ) RC (6.2 and Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

e – --e 2 2 –t – 3t (6. Page 6−1. polynomials with even exponents only. h ( t ) = x ( t ) = e bu 0 ( t ) At then.e–t – 3 8 8 –t – 3t e At – 2 e + 2e 1.5). Fourth Edition Copyright © Orchard Publications . 6− 4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.e – --e 8 8 –t – 3t – 2 e + 2e 1.10.10) In Example 5. this answer is not the same as that of Example 5.10. because the inputs and initial conditions were defined differently.– ---t.+ ---t . f ( –t ) = f ( t ) (6.5 ( e – e –t – 3t ) (6.5e = – 3t 3 --e -. 6.5e –t –t – 3t – 3t 4 u ( t ) = – 2 e + 6e u ( t ) 0 3 –t 3 –3t 0 0 -. Chapter 5. h( t)= x(t) = x1 x2 – 0.11) Of course.5e = 3 –t 3 –3t -. the cosine function is an even function because it can be written as the power series t .5e –t –t – 3t – 3t The impulse response is obtained from (6.5 e + 1. if in an even function we replace t with – t . are even functions. For instance.12) that is.5e – 0. that is. h ( t ) = x 2 = v C ( t ) = 1.2 Even and Odd Functions of Time A function f ( t ) is an even function of time if the following relation holds. and with or without constants.5e – 1. Page 5−22.5e – 0. we defined x1 = iL and x2 = vC Then.4. Thus.Chapter 6 The Impulse Response and Convolution – 0.5 e + 1. the function f ( t ) does not change.+ … cos t = 1 – ---2! 4! 6! 2 4 6 Other examples of even functions are shown in Figure 6.5e –t – 3t or h ( t ) = v C ( t ) = 1.

if in an odd function we replace t with – t .14) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ∫– T and for an odd function f o ( t ) . and an odd function with the subscript o . Thus.5. –f ( –t ) = f ( t ) (6. we should not conclude that f ( t ) is an odd function.– ----+… 3! 5! 7! 3 5 7 Other examples of odd functions are shown in Figure 6. Fourth Edition Copyright © Orchard Publications 6−5 . Examples of odd functions We observe that for odd functions. f ( 0 ) = 0 . Examples of even functions A function f ( t ) is an odd function of time if the following relation holds. we will denote an even function with the subscript e .+ ---. Henceforth.Even and Odd Functions of Time f(t) t2 0 f(t) t2 + k k t 0 f(t) t 0 t Figure 6. T f e ( t ) dt = 2 ∫0 T f e ( t ) dt (6. However. f(t) mt 0 f(t) t3 t 0 f(t) t 0 t Figure 6. that is. we obtain the negative of the function f ( t ) . Thus. 2 The product of two even or two odd functions is an even function. and the product of an even function times an odd function.5. is an odd function. For an even function f e ( t ) .4. the reverse is not always true. For instance.4. polynomials with odd exponents only. the sine function is an odd function because it can be written as the power series t t t sin t = t – ---. and no constants are odd functions. f e ( t ) and f o ( t ) will be used to represent even and odd functions of time respectively.13) that is. if f ( 0 ) = 0 . An example of this is the function f ( t ) = t in Figure 6.

[ f ( t ) –f ( –t ) ] f o ( t ) = -2 (6. and ∫–∞ f ( t )δ ( t ) dt ∫–∞ fe ( t )δ ( t ) dt ∫–∞ fo ( t )δ ( t ) dt from the last relation above. Therefore. Also.15) A function f ( t ) that is neither even nor odd can be expressed as 1 .17) yields f ( t ) = fe ( t ) + fo ( t ) (6. Fourth Edition Copyright © Orchard Publications . Example 6. ∞ ∞ ∞ = f(0 ) = fe ( 0 ) = fo ( 0 ) As stated earlier.19) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Then.18) that is.Chapter 6 The Impulse Response and Convolution ∫– T T f o ( t ) dt = 0 (6.3 Determine whether the delta function is an even or an odd function of time. ∫–∞ fo ( t )δ ( t ) dt 6− 6 ∞ = fo ( 0 ) = 0 (6. that is.16) or as 1 .17) Addition of (6. Solution: Let f ( t ) be an arbitrary function of time that is continuous at t = t 0 . an odd function f o ( t ) evaluated at t = 0 is zero.16) with (6.[ f ( t ) + f ( –t ) ] f e ( t ) = -2 (6. any function of time can be expressed as the sum of an even and an odd function. f o ( 0 ) = 0 . by the sifting property of the delta function ∫–∞ f ( t )δ ( t – t ) dt 0 ∞ = f ( t0 ) and for t 0 = 0 .

we obtain ∫ ∫ ⎫ u ( τ )δ ( t – τ ) dτ ⎪ ⎪ –∞ ⎬ ∞ ⎪ u ( τ )δ ( τ – t ) dτ ⎪ –∞ ⎭ ∞ Network ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ ∫– ∞ u ( τ ) h ( t – τ ) d τ ∫– ∞ u ( t – τ ) h ( τ ) d τ ∞ ∞ Using the sifting property of the delta function. Then.3 Convolution Consider a network whose input is δ ( t ) . since f o ( t ) is odd.20) ∞ ∞ Network The integral ∫– ∞ ∞ u ( τ ) h ( t – τ ) dτ or ∫– ∞ u ( t – τ ) h ( τ ) d τ Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we find that the second integral on the left side reduces to u ( t ) and thus ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ ∞ u( t) ∫– ∞ u ( τ ) h ( t – τ ) d τ ∫– ∞ u ( t – τ ) h ( τ ) d τ (6.. Fourth Edition Copyright © Orchard Publications 6−7 .e. δ ( t – τ ) = δ ( τ – t ) . we let u ( t ) be any input whose value at t = τ is u ( τ ) . integrating from – ∞ to + ∞ . and its output is the impulse response h ( t ) . δ(t) Network h(t) In general. 6.Convolution and this indicates that the product f o ( t )δ ( t ) is an odd function of t . u ( τ )δ ( t – τ ) u(τ)h( t – τ) Network Multiplying both sides by the constant d τ .19) to hold. it follows that δ ( t ) must be an even function of t for (6. We can represent the input−output relationship as the block diagram shown below. i. and making use of the fact that the delta function is even. δ(t – τ) Network h( t – τ) Next. Then.

**Chapter 6 The Impulse Response and Convolution
**

is known as the convolution integral; it states that if we know the impulse response of a network, we can compute the response to any input u ( t ) using either of the integrals of (6.20). The convolution integral is usually represented as u ( t ) *h ( t ) or h ( t ) *u ( t ) , where the asterisk (*) denotes convolution. In Section 6.1, we found that the impulse response for a single input is h ( t ) = e b . Therefore, if we know h ( t ) , we can use the convolution integral to compute the response y ( t ) of any input u ( t ) using the relation

At

y( t) =

∫– ∞

∞

e

A(t – τ)

bu ( τ ) dτ = e

At

∫– ∞ e

∞

–A τ

bu ( τ ) dτ

(6.21)

**6.4 Graphical Evaluation of the Convolution Integral
**

The convolution integral is more conveniently evaluated by the graphical evaluation. The procedure is best illustrated with the following examples. Example 6.4 The signals h ( t ) and u ( t ) are as shown in Figure 6.6. Compute h ( t ) *u ( t ) using the graphical evaluation.

1 h(t) = – t + 1 1 u ( t ) = u0 ( t ) – u0 ( t – 1 )

0

1

t 0

1

t

Solution: The convolution integral states that

Figure 6.6. Signals for Example 6.4

h ( t )∗ u ( t ) =

∫–∞ u ( t – τ ) h ( τ ) dτ

∞

(6.22)

where τ is a dummy variable, that is, u ( τ ) and h ( τ ) , are considered to be the same as u ( t ) and h ( t ) . We form u ( t – τ ) by first constructing the image of u ( τ ) ; this is shown as u ( – τ ) in Figure 6.7.

6− 8

Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Fourth Edition Copyright © Orchard Publications

**Graphical Evaluation of the Convolution Integral
**

u ( –τ ) 1 −1

0

τ

Figure 6.7. Construction of u ( – τ ) for Example 6.4

**Next, we form u ( t – τ ) by shifting u ( – τ ) to the right by some value t as shown in Figure 6.8.
**

1 u ( t –τ )

0

t

τ

Figure 6.8. Formation of u ( t – τ ) for Example 6.4

**Now, evaluation of the convolution integral
**

h ( t )∗ u ( t ) =

∫ – ∞ u ( t – τ ) h ( τ ) dτ

∞

entails multiplication of u ( t – τ ) by h ( τ ) for each value of t , and computation of the area from – ∞ to + ∞ . Figure 6.9 shows the product u ( t – τ ) h ( τ ) as point A moves to the right.

u ( t – τ ), t = 0 1 u ( t – τ ) *h ( τ ) = 0 for t = 0 h(τ) −1 A 0 τ

Figure 6.9. Formation of the product u ( t – τ ) *h ( τ ) for Example 6.4

We observe that u ( t – τ )

t=0

= u ( – τ ) . Shifting u ( t – τ ) to the right so that t > 0 , we obtain the

sketch of Figure 6.10 where the integral of the product is denoted by the shaded area, and it increases as point A moves further to the right.

u ( t – τ ), t > 0 1 h(τ)

A

0 t 1

τ

Figure 6.10. Shift of u ( t – τ ) for Example 6.4

Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Fourth Edition Copyright © Orchard Publications

6−9

**Chapter 6 The Impulse Response and Convolution
**

The maximum area is obtained when point A reaches t = 1 as shown in Figure 6.11.

u ( t – τ ), t = 0 1 h(τ) A 0 1

τ

Figure 6.11. Signals for Example 6.4 when t = 1

Using the convolution integral, we find that the area as a function of time t is

∫– ∞

∞

u ( t – τ ) h ( τ ) dτ =

∫0

t

u ( t – τ ) h ( τ ) dτ =

∫

--( 1 ) ( – τ + 1 ) dτ = τ – τ 2 0

t

2 t

0

= t–t --2

2

(6.23)

Figure 6.12 shows how u ( τ ) *h ( τ ) increases during the interval 0 < t < 1 . This is not an exponential increase; it is the function t – t 2 ⁄ 2 in (6.23), and each point on the curve of Figure 6.12 represents the area under the convolution integral.

u(t)*h(t)

t

Figure 6.12. Curve for the convolution of u ( τ ) *h ( τ ) for 0 < t < 1 in Example 6.4

Evaluating (6.23) at t = 1 , we obtain

t t – -2

2

t=1

1 = -2

(6.24)

The plot for the interval 0 ≤ t ≤ 1 is shown in Figure 6.13. As we continue shifting u ( t – τ ) to the right, the area starts decreasing, and it becomes zero at t = 2 , as shown in Figure 6.14.

6−10

Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Fourth Edition Copyright © Orchard Publications

**Graphical Evaluation of the Convolution Integral
**

0.5

0.4

0.3

t–t ⁄2

0.2

2

0.1

0

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

**Figure 6.13. Convolution of u ( τ ) *h ( τ ) at t = 1 for Example 6.4
**

u ( t – τ ), 1 < t < 2 1 h(τ) t−1 1 1 h(τ) A τ 0 A 1

2

u ( t – τ ), t = 2

0

t

τ

Figure 6.14. Convolution for interval 1 < t < 2 of Example 6.4

Using the convolution integral, we find that the area for the interval 1 < t < 2 is

∫–∞ u ( t – τ ) h ( τ ) dτ = ∫ t – 1 u ( t – τ ) h ( τ ) dτ = ∫

2

∞

1

τ ( 1 ) ( – τ + 1 ) dτ = τ – --2 t–1

2

1

2 1

t–1

(6.25)

t – 2t + 1 t 1 - – ( t – 1 ) + ----------------------- = --- – 2t + 2 = 1 – -2 2 2

**Thus, for 1 < t < 2 , the area decreases in accordance with t ⁄ 2 – 2t + 2 .
**

2

Evaluating (6.25) at t = 2 , we find that u ( τ ) *h ( τ ) = 0 . For t > 2 , the product u ( t – τ ) h ( τ ) is zero since there is no overlap between these two signals. The convolution of these signals for 0 ≤ t ≤ 2 , is shown in Figure 6.15.

6−11

**Chapter 6 The Impulse Response and Convolution
**

0.5

0.4

t ⁄ 2 – 2t + 2

2

0.3

0.2

t–t ⁄2

2

0.1

0

0

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

1.8

2

Figure 6.15. Convolution for 0 ≤ τ ≤ 2 of the signals of Example 6.4

**The plot of Figure 6.15 was obtained with the MATLAB script below.
**

t1=0:0.01:1; x=t1−t1.^2./2; axis([0 1 0 0.5]);... t2=1:0.01:2; y=t2.^2./2−2.*t2+2; axis([1 2 0 0.5]); plot(t1,x,t2,y); grid

**Example 6.5 The signals h ( t ) and u ( t ) are as shown in Figure 6.16. Compute h ( t ) *u ( t ) using the graphical evaluation method.
**

u ( t ) = u0 ( t ) – u0 ( t – 1 ) 1 h(t) = e

–t

1

0

t 0

1

t

Solution:

Figure 6.16. Signals for Example 6.5

Following the same procedure as in the previous example, we form u ( t – τ ) by first constructing the image of u ( τ ) . This is shown as u ( – τ ) in Figure 6.17.

u ( –τ ) 1

−1

τ 0

Figure 6.17. Construction of u ( – τ ) for Example 6.5

6−12

**Graphical Evaluation of the Convolution Integral
**

Next, we form u ( t – τ ) by shifting u ( – τ ) to the right by some value t as shown in Figure 6.18.

1 u ( t –τ )

0

t

τ

Figure 6.18. Formation of u ( t – τ ) for Example 6.5

**As in the previous example, evaluation of the convolution integral
**

h ( t )∗ u ( t ) =

∫ – ∞ u ( t – τ ) h ( τ ) dτ

∞

entails multiplication of u ( t – τ ) by h ( τ ) for each value ot t , and computation of the area from – ∞ to + ∞ . Figure 6.19 shows the product u ( t – τ ) h ( τ ) as point A moves to the right.

u ( t – τ ), t = 0 1 u ( t – τ ) *h ( τ ) = 0 for t = 0 h(τ) −1 A 0 τ

Figure 6.19. Formation of the product u ( t – τ ) *h ( τ ) for Example 6.5

We observe that u ( t – τ )

t=0

= u ( – τ ) . Shifting u ( t – τ ) to the right so that t > 0 , we obtain the

sketch of Figure 6.20 where the integral of the product is denoted by the shaded area, and it increases as point A moves further to the right.

u ( t – τ ), t > 0 1 h(τ) A 0 t τ

Figure 6.20. Shift of u ( t – τ ) for Example 6.5

The maximum area is obtained when point A reaches t = 1 as shown in Figure 6.21.

6−13

**Chapter 6 The Impulse Response and Convolution
**

u ( t – τ ), t = 1 1 h(τ) A 0 1 τ

Figure 6.21. Convolution of u ( τ ) *h ( τ ) at t = 1 for Example 6.5

Its value for 0 < t < 1 is

∫– ∞

∞

u ( t – τ ) h ( τ ) dτ =

∫0

t

u ( t – τ ) h ( τ ) dτ =

∫0

t

( 1 ) ( e ) dτ = – e

–τ

–τ t 0

= e

–τ 0 t

= 1–e

–t

(6.26)

Evaluating (6.26) at t = 1 , we obtain

1–e

–t t=1

= 1–e

–1

= 0.632

(6.27)

**The plot for the interval 0 ≤ t ≤ 1 is shown in Figure 6.22.
**

0.7 0.6 0.5 0.4 0.3 0.2 0.1 0

1–e

–t

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

Figure 6.22. Convolution of u ( τ ) *h ( τ ) for 0 ≤ t ≤ 1 in Example 6.5

As we continue shifting u ( t – τ ) to the right, the area starts decreasing. As shown in Figure 6.23, it approaches zero as t becomes large but never reaches the value of zero.

6−14

**Graphical Evaluation of the Convolution Integral
**

u ( t – τ ), t = 1 1 h(τ) A 0 t−1 t τ

Figure 6.23. Convolution for interval 1 < t < 2 of Example 6.5

Therefore, for the time interval t > 1 , we have

∫t – 1

t

u ( t – τ ) h ( τ ) dτ =

∫t – 1

t

( 1 ) ( e ) dτ = – e

–t

–τ

–τ t t–1

= e

–τ t – 1 t

= e

–( t – 1 )

–e

–t

= e (e – 1)

–t

(6.28)

= 1.732e

Evaluating (6.28) at t = 2 , we find that u ( τ ) *h ( τ ) = 0.233 . For t > 2 , the product u ( t – τ ) h ( τ ) approaches zero as t → ∞ . The convolution of these signals for 0 ≤ t ≤ 2 , is shown in Figure 6.24.

0.7 0.6

1–e

0.5 0.4 0.3 0.2 0.1 0

–t

e (e – 1)

–t

0

0.2

0.4

0.6

0.8

1

1.2

1.4

1.6

1.8

2

Figure 6.24. Convolution for 0 ≤ t ≤ 2 of the signals of Example 6.5

**The plot of Figure 6.24 was obtained with the MATLAB script below.
**

t1=0:0.01:1; x=1−exp(−t1); axis([0 1 0 0.8]);... t2=1:0.01:2; y=1.718.*exp(−t2); axis([1 2 0 0.8]); plot(t1,x,t2,y); grid

Example 6.6 Perform the convolution v 1 ( t ) *v 2 ( t ) where v 1 ( t ) and v 2 ( t ) are as shown in Figure 6.25. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Fourth Edition Copyright © Orchard Publications

6−15

**Chapter 6 The Impulse Response and Convolution
**

v1 ( t ) 2 v2 ( t ) 1 t 1 t

2

Solution: We will use the convolution integral

Figure 6.25. Signals for Example 6.6

v 1 ( t )∗ v 2 ( t ) =

∫–∞ v ( τ ) v ( t – τ ) dτ

1 2

∞

(6.29)

The computation steps are as in the two previous examples, and are evident from the sketches of Figures 6.26 through 6.29. Figure 6.26 shows the formation of v 2 ( – τ ) .

v1 ( t ) v2 ( –τ )

2

1 τ 1 τ

−2

Figure 6.26. Formation of v 2 ( – τ ) for Example 6.6

**Figure 6.27 shows the formation of v 2 ( t – τ ) and convolution with v 1 ( t ) for 0 < t < 1 .
**

v1 ( t ) 2 v2 ( t – τ ) 1 v 1 ( t ) *v 2 ( t ) = 2 ¥ 1 ¥ t = 2t

t

τ

1

Figure 6.27. Formation of v 2 ( t – τ ) and convolution with v 1 ( t )

For 0 < t < 1 ,

v 1 ( t )∗ v 2 ( t ) =

∫0 ( 1 ) ( 2 ) d τ

t

= 2τ

t 0

= 2t

(6.30)

6−16

**Graphical Evaluation of the Convolution Integral
**

Figure 6.28 shows the convolution of v 2 ( t – τ ) with v 1 ( t ) for 1 < t < 2 .

2 v2 ( t – τ ) 1 τ v1 ( t )

1t

For 1 < t < 2 ,

**Figure 6.28. Convolution of v 2 ( t – τ ) with v 1 ( t ) for 1 < t < 2
**

1

v 1 ( t )∗ v 2 ( t ) =

∫0

( 1 ) ( 2 ) dτ = 2 τ

1 0

= 2

(6.31)

**Figure 6.29 shows the convolution of v 2 ( t – τ ) with v 1 ( t ) for 2 < t < 3 .
**

v1 ( t )

2

1 1 t–2

v2 ( t – τ ) τ

t

For 2 < t < 3

Figure 6.29. Convolution of v 2 ( t – τ ) with v 1 ( t ) for 2 < t < 3 v 1 ( t )∗ v 2 ( t ) =

∫t – 2 ( 1 ) ( 2 ) d τ

1

= 2τ

1 t–2

= – 2t + 6

(6.32)

**From (6.30), (6.31), and (6.32), we obtain the waveform of Figure 6.30 that represents the convolution of the signals v 1 ( t ) and v 2 ( t – τ ) .
**

( v 1 ( t ) )∗ v 2 ( t )

2

0

1

2

3

t

Figure 6.30. Convolution of v 1 ( t ) with v 2 ( t ) for 0 < t < 3

6−17

**Chapter 6 The Impulse Response and Convolution
**

In summary, the procedure for the graphical evaluation of the convolution integral, is as follows: 1. We substitute u ( t ) and h ( t ) with u ( τ ) and h ( τ ) respectively. 2. We fold (form the mirror image of) u ( τ ) or h ( τ ) about the vertical axis to obtain u ( – τ ) or

h ( –τ ) .

3. We slide u ( – τ ) or h ( – τ ) to the right a distance t to obtain u ( t – τ ) or h ( t – τ ) . 4. We multiply the two functions to obtain the product u ( t – τ ) h ( τ ) , or u ( τ ) h ( t – τ ) . 5. We integrate this product by varying t from – ∞ to + ∞ .

**6.5 Circuit Analysis with the Convolution Integral
**

We can use the convolution integral in circuit analysis as illustrated by the following example. Example 6.7 For the circuit of Figure 6.31, use the convolution integral to find the capacitor voltage when the input is the unit step function u 0 ( t ) , and v C ( 0 − ) = 0 .

R

1Ω

− u0 ( t )

+

vC ( t ) 1F −

C

+

Solution:

Figure 6.31. Circuit for Example 6.7

Before we apply the convolution integral, we must know the impulse response h ( t ) of this circuit. The circuit of Figure 6.31 was analyzed in Example 6.1, Page 6−2, where we found that

1 –t ⁄ RC -e h ( t ) = ------u0 ( t ) RC

(6.33)

**With the given values, (6.33) reduces to
**

h ( t ) = e u0 ( t )

–t

(6.34)

Next, we use the graphical evaluation of the convolution integral as shown in Figures 6.32 through 6.34. The formation of u 0 ( – τ ) is shown in Figure 6.32.

6−18

**Circuit Analysis with the Convolution Integral
**

u0 ( –τ ) 1

τ 0

Figure 6.32. Formation of u 0 ( – τ ) for Example 6.7

**Figure 6.33 shows the formation of u 0 ( t – τ ) .
**

u0 ( t –τ ) 1

0

t

τ

Figure 6.33. Formation of u 0 ( t – τ ) for Example 6.7

**Figure 6.34 shows the convolution ( u 0 ( t ) )∗ h ( t ) .
**

1 h(τ) 0 t τ

Figure 6.34. Convolution of u 0 ( t ) *h ( t ) for Example 6.7

**Therefore, for the interval 0 < t < ∞ , we obtain
**

u 0 ( t ) *h ( t ) =

∫– ∞

∞

u 0 ( t – τ ) h ( τ ) dτ =

∫0 ( 1 ) e

t

–t

dτ = – e

–t t 0

= e

–t 0 t

= ( 1 – e ) u0 ( t )

–t

(6.35)

and the convolution u 0 ( t ) *h ( t ) is shown in Figure 6.35.

6−19

**Chapter 6 The Impulse Response and Convolution
**

1

0.8

0.6

–t ( 1 – e ) u0 ( t )

0.4

0.2

0

0

0.5

1

1.5

2

2.5

3

3.5

4

4.5

5

Figure 6.35. Convolution of u 0 ( t )∗ h ( t ) for Example 6.7

6−20

• Any function of time can be expressed as the sum of an even and an odd function. and the product of an even function times an odd function. • If we know the impulse response of a network. –f ( –t ) = f ( t ) • The product of two even or two odd functions is an even function. • The integral ∞ ∫– ∞ u ( τ ) h ( t – τ ) d τ or ∫– ∞ u ( t – τ ) h ( τ ) d τ is known as the convolution integral.[ f ( t ) –f ( –t ) ] f o ( t ) = -2 where f e ( t ) denotes an even function and f o ( t ) denotes an odd function. is an odd function. Fourth Edition Copyright © Orchard Publications 6−21 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. • The determination of the impulse response assumes zero initial conditions.6 Summary • The impulse response is the output (voltage or current) of a network when the input is the delta function.[ f ( t ) + f ( –t ) ] f e ( t ) = -2 or as 1 . that is. can be expressed as 1 . we can compute the response to any input u ( t ) ∞ with the use of the convolution integral. f ( t ) = fe ( t ) + fo ( t ) • The delta function is an even function of time.Summary 6. f ( –t ) = f ( t ) • A function f ( t ) is an odd function of time if the following relation holds. • A function f ( t ) is an even function of time if the following relation holds. • A function f ( t ) that is neither even nor odd.

• The convolution integral is more conveniently evaluated by the graphical evaluation method. Fourth Edition Copyright © Orchard Publications . where the asterisk (*) denotes convolution.Chapter 6 The Impulse Response and Convolution • The convolution integral is usually denoted as u ( t ) *h ( t ) or h ( t ) *u ( t ) . 6−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

Use the convolution integral to find the response when the input is the unit step u 0 ( t ) .4. Compute v out ( t ) for the network shown below using the convolution integral. use the convolution integral ∫–∞ u ( τ )h( t – τ ) dτ 3. R − δ(t) + vL ( t ) − + iL ( t ) L 2. Repeat Example 6. Then. 4. Repeat Example 6. by forming h ( t – τ ) instead of u ( t – τ ) .5. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. by forming h ( t – τ ) instead of u ( t – τ ) . Compute v 1 ( t ) *v 2 ( t ) given that ⎧ 4t v1 ( t ) = ⎨ ⎩0 t≥0 t<0 ∞ 5. Page 6−8.Exercises 6. the response is the current i L ( t ) . R 1Ω iL ( t ) L 1H + u0 ( t ) − 6. compute the voltage v L ( t ) across the inductor. For the series RL circuit shown below. Page 6−12. Fourth Edition Copyright © Orchard Publications 6−23 . that is. Compute the impulse response h ( t ) = i L ( t ) in terms of R and L for the circuit below. given that v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) .7 Exercises 1.

6−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. plot v out ( t ) for the time interval 0 < t < 5 . R + v in ( t ) − 1Ω + L 1H v out ( t ) − Hint: Use the result of Exercise 6.Chapter 6 The Impulse Response and Convolution L + 1H + R 1Ω v in ( t ) − v out ( t ) − 7. Compute v out ( t ) for the network shown below given that v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) . Fourth Edition Copyright © Orchard Publications . Using MATLAB.

Its solution is and this has the form x x( t) = e A ( t – t0 ) x0 + e At ∫0 e t –A τ bu ( τ ) dτ and from (6. the above relation reduces to vL = ( –R ⁄ L ) e –( R ⁄ L ) t u0 ( t ) + δ ( t ) 2. R − i (t) L δ(t) + vL ( t ) − L + di . b = 1 ⁄ L .= δ(t) Ri + L ---dt Letting state variable x = i . the above relation is written as · = ( – R ⁄ L ) x + ( 1 ⁄ L )δ ( t ) x · = Ax + bu where A = – R ⁄ L . Alternately.5). h ( t ) = i ( t ) = e bu 0 ( t ) = e At –( R ⁄ L ) t ⋅ 1 ⁄ L ⋅ u0 ( t ) = ( 1 ⁄ L ) e –( R ⁄ L ) t u0 ( t ) The voltage v L across the inductor is found from ddd. and then decreases to zero at t = 2 . using the convolution integral we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.e–( R ⁄ L ) t u0 ( t ) ⎞ = ( –R ⁄ L ) e–( R ⁄ L ) t u0 ( t ) + e–( R ⁄ L ) t δ ( t ) v L = L ---i ( t ) = L ---h ( t ) = L ---⎠ dt dt dt ⎝ L and using the sampling property of the delta function.⎛ -1 . 1 h(t) h ( –τ ) 1 h ( t –τ ) 1 1 1 0 1 −1 0 τ 0 t τ 0 1 τ 0 t–1 1 t τ From the plots above we observe that the area reaches the maximum value of 1 ⁄ 2 at t = 1 . and u = δ ( t ) .Solutions to End−of−Chapter Exercises 6.8 Solutions to End−of−Chapter Exercises 1. Page 6−1. Fourth Edition Copyright © Orchard Publications 6−25 .

Chapter 6 The Impulse Response and Convolution u ( t ) *h ( t ) = ∫–∞ u ( τ ) h ( t – τ ) dτ ∞ where h ( t ) = – t + 1 . Fourth Edition Copyright © Orchard Publications . using the convolution integral we obtain u ( t ) *h ( t ) = –t –τ τ ∫–∞ u ( τ ) h ( t – τ ) dτ –( t – τ ) ∞ where h ( t ) = e . Area 2 = ∫0 1 (1 ⋅ e –( t – τ ) ) dτ = e –t ∫ 0 e dτ 1 τ = e e –t τ 1 0 = e ( e – e ) = e ( e – 1 ) = 1.+ 1 – t – ----------------. and then decreases exponentially to zero as t → ∞ .– 2t + 2 2 2 2 2 and we observe that at t = 2 .732e –t 1 0 –t –t 6−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Area 1 = ∫ t τ . and h ( t – τ ) = e Area 1 = .+ ( 1 – t )τ [ ( 1 – t ) + τ ] dτ = τ Area 2 = 2 t–1 1 ∫ 1 2 t–1 2 (t – 1) t 1 . 1 h(t) t h ( –τ ) 1 1 h ( t–τ ) 0 τ 0 t 1 τ 0 1 t τ 1 0 From the plots above we observe that the area reaches its maximum value at t = 1 .+ ( 1 – t )τ [ ( 1 – t ) + τ ] dτ = ---2 0 2 t 0 t. h ( – τ ) = τ + 1 . h ( τ ) = e . for 0 < t < 1 0 –t ∫0 t (1 ⋅ e –( t – τ ) ) dτ = e –t ∫0 e dτ t τ = e (e – e ) = 1 – e –t t For t > 1 . Area 2 = 0 3. h ( – τ ) = e . Alternately.+ (1 – t)t = t – t = ----2 2 2 2 and we observe that at t = 1 . Area 1 = 1 ⁄ 2 square units Next. for 0 < t < 1 . for 1 < t < 2 . and h ( t – τ ) = – ( t – τ ) + 1 = 1 – t + τ . ---. Then.– ( 1 – t ) ⋅ ( t – 1 ) = --= -. Then. h ( τ ) = – τ + 1 .

Fourth Edition Copyright © Orchard Publications 6−27 .Solutions to End−of−Chapter Exercises 4. 1 v2 ( t ) t v2 ( –τ ) 0 1 v2 ( t –τ ) v 1 ( t ) *v 2 ( t ) 4t τ 0 –2 ( t – τ ) 0 τ 0 t 2τ τ v 1 ( t ) *v 2 ( t ) = ∫0 t v 1 ( τ ) v 2 ( t – τ ) dτ = ∫0 ax t 4τe dτ = 4e – 2t ∫0 τ e t dτ From tables of integrals. It was found in Exercise 1 as h( t) = i( t) = (1 ⁄ L )e –( R ⁄ L ) t u0 ( t ) and with the given values. To use the convolution integral.= -----------------V 1 ( s ) ⋅ V 2 ( s ) = -------------------2 3 2 s + 2s s (s + 2) syms s t. ilaplace(4/(s^3+2*s^2)) ans = 2*t-1+exp(-2*t) 5. we must first find the impulse response. h ( t ) = e u0 ( t ) –t Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ∫ and thus v 1 ( t ) *v 2 ( t ) = ( 4e 0 – 2t e ax xe dx = -----( ax – 1 ) 2 a 2τ t ) e (2τ – 1) -------------------------4 – 2t = e 0 – 2t [ e ( 2t – 1 ) – e ( – 1 ) ] 2t 0 = e ( 2t – 1 + e ) = 2t + e – 2t –1 Check: v 1 ( t ) *v 2 ( t ) ⇔ V 1 ( s ) ⋅ V 2 ( s ) . V1 ( s ) = 4 ⁄ s . V2 ( s ) = 1 ⁄ ( s + 2 ) 2 4 4 .

i. v in ( t ) = δ ( t ) .+ Ri L = δ ( t ) dt and with i L = x · + 1 ⋅ x = δ(t) 1⋅x 6−28 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. that is. by KVL di L L ------. Then. L + 1H + R 1Ω v in ( t ) − v out ( t ) − We will first compute the impulse response.e. the output when the input is the delta function.Chapter 6 The Impulse Response and Convolution R 1Ω − u0 ( t ) iL ( t ) + L 1H When the input is the unit step u 0 ( t ) .. Fourth Edition Copyright © Orchard Publications . i( t ) v = u (t) = in 0 h(t) 1 e 0 –t t u0 ( –τ ) 1 ∫–∞ u0 ( t – τ ) h ( τ ) dτ 1 u0 ( t –τ ) τ h ( t –τ ) –τ 0 t ∞ 1 0 τ 0 0 t τ i( t ) v = u (t) = in 0 ∫0 t ( 1 ) ⋅ e dτ = – e –τ –τ t 0 = e = ( 1 – e ) u0 ( t ) –t 1 u 0 ( t ) *h ( t ) t 6.

By comparison with x From (6. 0< t<1 ⎧(1 – (1 – e ) = e ) v out = v L = ⎨ ⎩ 0 – e –t ( e – 1 ) = ( 1 – e ) e –t = – 1. that is.5 and are shown below. The remaining steps are as in Exam- ple 6.5) h ( t ) = e bu 0 ( t ) = e ⋅ 1 = e At –t –t Now. v out ( t ) = v in ( t ) *h ( t ) .732e –t t>1 The plot for the time interval 0 < t < 5 is shown below.Solutions to End−of−Chapter Exercises or · = – x + δ(t) x · = Ax + bu . Fourth Edition Copyright © Orchard Publications 6−29 . we compute v out ( t ) when v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) by convolving the impulse response h ( t ) with this input v in ( t ) . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 0< t<1 ⎧1 – e vR = ⎨ ⎩ e –t ( e – 1 ) t>1 –t –t –t Then. R + 1Ω + L 1H v in ( t ) v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) − v out ( t ) − v out ( t ) = v L = v in – v R From Exercise 6. we observe that A = – 1 and b = 1 . 1 h(τ) 0< t<1 0 t t>1 τ ∫0 t ( 1 ) ( e ) dτ = – e –τ –τ t 0 = e –τ 0 t = 1–e –t 1 h(τ) 0 t−1 t ∫t – 1 τ t ( 1 ) ( e ) dτ = – e –τ –τ t t–1 = e –τ t – 1 t = e (e – 1) –t 7. for this circuit.

axis([1 5 0 1]).5 2 2.2 0 -0.x.5 4 4.Chapter 6 The Impulse Response and Convolution 1 0. x=exp(−t1). plot(t1. grid 6−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.t2.4 0.01:5. Fourth Edition Copyright © Orchard Publications . y=−1.8 0 0.5 3 3.8 0. axis([0 1 0 1])...6 0.4 -0.718.2 -0. t2=1:0.*exp(−t2).y).5 1 1..6 -0.01:1.5 5 The plot above was obtained with the MATLAB script below. t1=0:0.

and represents the DC (average) component of f ( t ) .1 Wave Analysis The French mathematician Fourier found that any periodic waveform. Thus. represent the second harmonic component 2 ω . For example. 3 MHz . Signals and Systems with MATLAB Computing and Simulink Modeling. or current i ( t ) . sinusoids whose frequencies are multiples of a fundamental frequency (or first harmonic). any periodic waveform f ( t ) can be expressed as 1 . i. the term a 0 ⁄ 2 is the average value of v ( t ) or i ( t ) . Since any periodic waveform f ( t ) ) can be expressed as a Fourier series. The alternate trigonometric and the exponential forms are also presented. a second harmonic of 2 MHz . a series of sinusoids with frequencies 1 MHz . and so on. a waveform that repeats itself after some time. We begin with the definition of sinusoids that are harmonically related and the procedure for determining the coefficients of the trigonometric form of the series. the terms with the coefficients a 2 and b 2 together. contains the fundamental frequency of 1 MHz . 2 MHz . it follows that the sum of * We recall that k 1 cos ω t + k2 sin ω t = k cos ( ω t + θ ) where θ is a constant. In general..e. Likewise. and so on. Fourth Edition Copyright © Orchard Publications 7−1 .Chapter 7 Fourier Series T his chapter is an introduction to Fourier series. and so on. if f ( t ) represents some voltage v ( t ) .2) n=1 where the first term a 0 ⁄ 2 is a constant. represent the fundamental frequency component ω *. Then. 7. a third harmonic of 3 MHz . that is.1) or 1 -a + f ( t ) = -2 0 ∑ ( a cos n ω t + b sin n ω t ) n n ∞ (7.a + a 1 cos ω t + a 2 cos 2 ω t + a 3 cos 3 ω t + a 4 cos 4 ω t + … f ( t ) = -2 0 + b 1 sin ω t + b 2 sin 2 ω t + b 3 sin 3 ω t + b 4 sin 4 ω t + … (7. can be expressed as a series of harmonically related sinusoids. Several examples are presented to illustrate the approach. The terms with the coefficients a 1 and b 1 together. we discuss the different types of symmetry and how they can be used to predict the terms that may be present.

Fourth Edition Copyright © Orchard Publications .1) is not a difficult task because the sine and cosine are orthogonal functions.3) 2π cos m t dt = 0 (7. Total 2nd Harmonic 3rd Harmonic Fundamental Figure 7. the fundamental.4) ( sin mt ) ( cos nt ) dt = 0 (7. This will be shown shortly. Let us consider the functions sin mt and cos m t where m and n are any integers.Chapter 7 Fourier Series the DC .4) are zero since the net area over the 0 to 2 π area is zero. The integral of (7. where we observe that the net shaded area above and below the time axis is zero. the product of the sine and cosine functions under the integral evaluated from 0 to 2 π is zero. the sum of two or more sinusoids of different frequencies produce a waveform that is not a sinusoid as shown in Figure 7.2 Evaluation of the Coefficients Evaluations of a i and b i coefficients of (7. and so on. 7−2 Signals and Systems with MATLAB Computing and Simulink Modeling. Generally. Then.5) The integrals of (7.5) is also is zero since 1 . second and third harmonic 7.1. the second harmonic.3) and (7. ∫0 ∫0 ∫0 2π 2π sin mt dt = 0 (7.[ sin ( x + y ) + sin ( x – y ) ] sin x cos y = -2 This is also obvious from the plot of Figure 7.1.2. Summation of a fundamental. that is. must produce the waveform f ( t ) .

We observe that the net shaded area above and below the time axis is zero.6) can also be confirmed graphically as shown in Figure 7. Signals and Systems with MATLAB Computing and Simulink Modeling.3. then. Graphical proof of ∫0 2π ( sin mt ) ( cos nt ) dt = 0 Moreover.[ cos ( x – y ) – cos ( x – y ) ] ( sin x ) ( sin y ) = -2 The integral of (7. if m and n are different integers.2.Evaluation of the Coefficients sin x sin x ⋅ cos x cos x Figure 7. where m = 2 and n = 3 . then. ∫0 since 2π ( sin mt ) ( sin nt ) dt = 0 (7.6) 1 . Graphical proof of ∫0 2π ( sin mt ) ( sin nt ) dt = 0 for m = 2 and n = 3 Also. if m and n are different integers. sin 2x sin 3x sin 2x ⋅ sin 3x Figure 7. Fourth Edition Copyright © Orchard Publications 7−3 .3.

Then.6) and (7.8) and (7.7) can also be confirmed graphically as shown in Figure 7.1). m = n .Chapter 7 Fourier Series ∫0 since 2π ( cos m t ) ( cos nt ) dt = 0 (7. cos 3x cos 2x cos 2x ⋅ cos 3x Figure 7.8) ∫0 2π ( cos m t ) dt = π 2 (7.7) 1 . We observe that the net shaded area above and below the time axis is zero. we let ω = 1 . becomes apparent in the discussion that follows.4. ∫0 and ( sin mt ) dt = π 2 (7. where m = 2 and n = 3 . Fourth Edition Copyright © Orchard Publications .a + a 1 cos t + a 2 cos 2t + a 3 cos 3t + a 4 cos 4t + … f ( t ) = -2 0 + b 1 sin t + b 2 sin 2t + b 3 sin 3t + b 4 sin 4t + … (7. then. It was stated earlier that the sine and cosine functions are orthogonal to each other. Graphical proof of ∫0 2π 2π ( cos m t ) ( cos nt ) dt = 0 for m = 2 and n = 3 However.5 and 7.4. 1 .[ cos ( x + y ) + cos ( x – y ) ] ( cos x ) ( cos y ) = -2 The integral of (7. for simplicity.6.9) can also be seen to be true graphically with the plots of Figures 7.7).9) The integrals of (7. The simplification obtained by application of the orthogonality properties of the sine and cosine functions.10) 7−4 Signals and Systems with MATLAB Computing and Simulink Modeling. In (7. Page 7−1. if in (7.

and we integrate over the period 0 to 2 π .10) by sin 2t .Evaluation of the Coefficients 2 sin x sin x Figure 7. Then.a sin 2t + a 1 cos t sin 2t + a 2 cos 2t sin 2t + a 3 cos 3t sin 2t + a 4 cos 4t sin 2t + … f ( t ) sin 2t = -2 0 b 1 sin t sin 2t + b 2 ( sin 2t ) + b 3 sin 3t sin 2t + b 4 sin 4t sin 2t + … 2 Next. we multiply both sides of the above expression by dt .10).5.11) ( sin 2t ) dt + b 3 2 ∫0 2π ∫0 2π ∫0 2π sin 3t sin 2t dt + … Signals and Systems with MATLAB Computing and Simulink Modeling. Graphical proof of ∫0 2π ( cos m t ) dt = π 2 To evaluate any coefficient in (7. Then. say b 2 . Graphical proof of ∫0 2π ( sin mt ) dt = π 2 cos x cos x 2 Figure 7. ∫0 2π 1 -a f ( t ) sin 2t dt = -2 0 ∫0 2π sin 2t dt + a 1 2π ∫0 2π cos t sin 2t dt + a 2 ∫0 2π cos 2t sin 2t dt + a3 + b1 ∫0 cos 3t sin 2t dt + … sin t sin 2t dt + b 2 (7. we multiply both sides of (7. Fourth Edition Copyright © Orchard Publications 7−5 . 1 .6.

Some waveforms have cosine terms only. 1 1-. 7. The coefficients a 0 . do not have the average. Therefore. it is possible to predict which terms will be present in the trigonometric Fourier series.Chapter 7 Fourier Series We observe that every term on the right side of (7.14) The integral of (7. the most common waveforms that are used in science and engineering. while others have sine terms only.11) except the term b2 ∫0 2π ( sin 2t ) dt 2 is zero as we found in (7.6) and (7.11) reduces to ∫0 or 2π f ( t ) sin 2t dt = b 2 1 b 2 = -π ∫0 2π ( sin 2t ) dt = b 2 π 2 ∫0 2π f ( t ) sin 2t dt and thus we can evaluate this integral for any given function f ( t ) . Fourth Edition Copyright © Orchard Publications . and b n are found from the following relations.12) yields the average ( DC ) value of f ( t ) . a n . Page 7−17. and sine terms all present. (7.7). cosine.13) 1 b n = -π ∫0 2π f ( t ) sin nt dt (7. 7−6 Signals and Systems with MATLAB Computing and Simulink Modeling. Still other waveforms have or have not DC components. The remaining coefficients can be evaluated similarly.12) ∫0 f ( t ) cos nt dt (7. by observing whether or not the given waveform possesses some kind of symmetry.a 0 = ----2 2π 1 a n = -π 2π ∫0 2π f ( t ) dt (7.3 Symmetry in Trigonometric Fourier Series With a few exceptions such as the waveform of the half−rectified waveform. Fortunately.

if it is an even function. ISBN 978-1934404-09-6. Generally. To understand half−wave symmetry. However. We will not discuss this type of symmetry in this text.17) that is. please refer to Introduction to Simulink with Engineering Applications. all even (even cosine and even sine) harmonics will be zero. that is. Signals and Systems with MATLAB Computing and Simulink Modeling. In other words. For a brief discussion. the product of two odd functions or the product of two even functions will result in an even function. We recall that odd functions are those for which –f ( –t ) = f ( t ) (7. We defined odd and even functions in Chapter 6. the function with value f ( t ) at any time t .18) * Quartet-wave symmetry is another type of symmetry where a digitally formed waveform with a series of zeros and ones contains only sine odd harmonics. and an even function has even powers of the independent variable t . In other words. 2. will have the same value again at a later time t + T. These are: 1. Page 7-18. if it is an odd function. is expressed as f(t) = f(t + T) (7. whereas the product of an odd function and an even function will result in an odd function.16) Examples of odd and even functions were given in Chapter 6. Even symmetry − If a waveform has even symmetry. if f ( t ) is an odd function. the series will consist of sine terms only. Thus. all the b i coefficients will be zero. Half−wave symmetry − If a waveform has half−wave symmetry (to be defined shortly). an odd function has odd powers of the independent variable t . Fourth Edition Copyright © Orchard Publications 7−7 . if f ( t ) is an even function. will be zero. the series will consist of cosine terms only. Odd symmetry − If a waveform has odd symmetry. all the a i coefficients including a 0 . In other words. only odd (odd cosine and odd sine) harmonics will be present. has half−wave symmetry if –f ( t + T ⁄ 2 ) = f ( t ) (7. the sum (or difference) of an odd and an even function will yield a function which is neither odd nor even.15) and even functions are those for which f ( –t ) = f ( t ) (7. that is. and a 0 may or may not be zero. A periodic waveform with period T .Symmetry in Trigonometric Fourier Series We will discuss three types of symmetry* that can be used to facilitate the computation of the trigonometric Fourier series form. we recall that any periodic function with period T . 3.

and has half−wave symmetry since f ( – t ) = f ( t ) and – f ( t + T ⁄ 2 ) = f ( t ) .3.8. if the ordinate axis is shifted by any other value other than an odd multiple of π ⁄ 2 . 7.7. as shown in Figure 7. T A T/2 f(b) π 2π 0 T/2 f(a) ωt −A Figure 7. the shape of the negative half−cycle of the waveform is the same as that of the positive half-cycle. It is also an odd function and has half − wave symmetry since – f ( – t ) = f ( t ) and –f ( t + T ⁄ 2 ) = f ( t ) . Fourth Edition Copyright © Orchard Publications .Chapter 7 Fourier Series that is.5 below. Obviously. but inverted. a 0 = 0 .7 we shift the ordinate axis π ⁄ 2 radians to the right.2 Symmetry in Square Waveform with Ordinate Axis Shifted If in the square waveform of Figure 7. and therefore.7. a 0 = 0 . Also.3. the average value over one period T is zero. these will always be equal but will have opposite signs as we slide the half-period T ⁄ 2 length to the left or to the right on the time axis at non−zero values of f ( t ) . and observe the values of f ( t ) at the left and right points on the time axis. the waveform will have neither odd nor even symmetry. Square waveform test for symmetry An easy method to test for half−wave symmetry is to choose any half−period T ⁄ 2 length on the time axis as shown in Figure 7. such as f ( a ) and f ( b ) .7. 7−8 Signals and Systems with MATLAB Computing and Simulink Modeling. 7. We will test the most common waveforms for symmetry in Subsections 7.1 through 7.3. we will observe that the square waveform now becomes an even function.3. If there is half−wave symmetry.1 Symmetry in Square Waveform For the waveform of Figure 7.

10.9. the average value over one period T is zero and therefore.3.Symmetry in Trigonometric Fourier Series T A −π/2 π/2 2π π −2π −π 0 ωt T/2 −A T/2 Figure 7. Sawtooth waveform test for symmetry 7.4 Symmetry in Triangular Waveform For this triangular waveform of Figure 7.10. it has half−wave symmetry because – f ( t + T ⁄ 2 ) = f ( t ) .8. the average value over one period T is zero and therefore.3 Symmetry in Sawtooth Waveform For the sawtooth waveform of Figure 7. Moreover. a 0 = 0 . It is also an odd function because – f ( – t ) = f ( t ) . a 0 = 0 . It is also an odd function since – f ( – t ) = f ( t ) . Fourth Edition Copyright © Orchard Publications 7−9 . Triangular waveform test for symmetry Signals and Systems with MATLAB Computing and Simulink Modeling.9. T A −2π −π T/2 0 π T/2 2π ωt −A Figure 7. Square waveform with ordinate shifted by π ⁄ 2 7.3. but has no half−wave symmetry since – f ( t + T ⁄ 2 ) ≠ f ( t ) A T −2π −π 0 T/2 π T/2 2π ωt −A Figure 7.

all three waveforms have zero average value unless the abscissa axis is shifted up or down. 7−10 Signals and Systems with MATLAB Computing and Simulink Modeling. are equal and opposite. and Third Harmonics Figure 7.11.5 below.14). The fundamental has half−wave symmetry since the a and – a values. and third harmonic test for symmetry In Figure 7. Also. This point will be illustrated in Subsection 7. we can choose the limits of integration from 0 to π ⁄ 2 and multiply the integral by 4 . Moreover. However. Page 7−6. when separated by T ⁄ 2 .12) through (7. that is. one period T . although are equal. The proof is based on the fact that.11. These waveforms can be either odd or even depending on the position of the ordinate. Fourth Edition Copyright © Orchard Publications .4. Also.2. it is important to remember that when using these shortcuts. the product of two even functions is another even function.Chapter 7 Fourier Series 7. we can compute the non−zero coefficients a n and b n by integrating from 0 to π only. and multiply the integral by 2 . The second harmonic has no half−wave symmetry because the ordinates b on the left and b on the right.4. the half period T ⁄ 2 . there are not opposite in sign.4. 7. second. the limits of integration for the coefficients a n and b n are given as 0 to 2 π . The third harmonic has half−wave symmetry since the c and – c values. In the expressions of the integrals in (7. we can choose the limits of integration as – π to + π . we must evaluate the coefficients a n and b n for the integer values of n that will result in non−zero coefficients. or has half−wave symmetry. Second. is chosen as the half period of the period of the fundamental frequency. This is necessary in order to test the fundamental.5 Symmetry in Fundamental. Τ/2 a b Τ/2 b c Τ/2 −a −c Fundamental Second harmonic Third harmonic Figure 7. Fundamental.4 Trigonometric Form of Fourier Series for Common Waveforms The trigonometric Fourier series of the most common periodic waveforms are derived in Subsections 7. and third harmonic of a typical sinewave. and also that the product of two odd functions results also in an even function.11 shows a fundamental. if the given waveform is an odd function. second. Page 7−14. or an even function. Of course.1 through 7. and third harmonics for half−wave symmetry. if the waveform has half−wave symmetry and is also an odd or an even function. second.3. when separated by T ⁄ 2 are equal and opposite.

12.( sin nt π ( – A ) cos nt dt = ----– sin nt 0 nπ 2π ) π (7.20) The b i coefficients are found from (7. Also.19) are zero and therefore.( 2 sin n π – sin n2 π ) .21) yields Signals and Systems with MATLAB Computing and Simulink Modeling. we will evaluate a 0 directly from (7. by inspection. this waveform is an odd function.( – cos n t π ( – A ) sin nt dt = ----+ cos nt 0 nπ 2π ) π (7. as we already know from Page 7−8. we will assume that ω = 1 T A π 0 −A 2π ωt Figure 7. for brevity. Page 7−6. that is. the trigonometric series consist of sine terms only because.12. 1 b n = -π ∫0 2π 1 f ( t ) sin nt dt = -π ∫0 π A sin nt dt + ∫π 2π A .1 Trigonometric Fourier Series for Square Waveform For the square waveform of Figure 7. Thus. only odd harmonics will be present since this waveform has also half−wave symmetry.14). we will obtain the indeterminate form 0 ⁄ 0 . the terms inside the parentheses on the second line of (7. Fourth Edition Copyright © Orchard Publications 7−11 . Square waveform as odd function The a i coefficients are found from 1 a n = -π ∫0 2π 1 f ( t ) cos nt dt = -π ∫0 π A cos nt dt + ∫π 2π A . (7. as expected since the square waveform has odd symmetry.19). but if we attempt to verify this using (7. Also. However. To work around this problem. Page 7−6. 1 a 0 = -π ∫0 π A dt + ∫π 2π A .12).21) AA= ----( – cos n π + 1 + cos 2n π – cos n π ) = ----( 1 – 2 cos n π + cos 2n π ) nπ nπ For n = even . we will compute all coefficients to verify this. Moreover.Trigonometric Form of Fourier Series for Common Waveforms 7.( sin n π – 0 – sin n2 π + sin n π ) = ----= ----nπ nπ and since n is an integer (positive or negative) or zero.19) A A . all a i coefficients are zero.4. the average ( DC ) value is zero.(π – 0 – 2π + π) = 0 ( – A ) dt = --π (7.

( – cos n t f ( t ) sin nt dt = -----nπ π⁄2 0 4A . However. and has become an even function. Therefore. and thus the series is as we found earlier.21) reduces to A4A b n = ----( 1 + 2 + 1 ) = -----nπ nπ and thus 4A b 1 = -----π 4A b 3 = -----3π 4A b 5 = -----5π and so on. – cos n π -. we are only concerned with the odd b n coefficients.+ 1 ) = ----- nπ 2 (7.13 where the ordinate has been shifted to the right by π ⁄ 2 radians. (7.22) It was stated above that. For n = odd . the trigonometric Fourier series will consist of odd cosine terms only. Since the waveform is an odd function and has half−wave symmetry.24) as before. This property is verified with the following procedure.Chapter 7 Fourier Series A .( 1 –2 + 1 ) = 0 b n = ----nπ as expected. the trigonometric Fourier series for the square waveform with odd symmetry is 4A 1 1 4A .23) becomes 4A 4A . we can integrate from 0 to π ⁄ 2 . since the square waveform has half−wave symmetry. if the given waveform has half−wave symmetry. (7. and it is also an odd or an even function.( – 0 + 1 ) = -----b n = -----nπ nπ (7.23) For n = odd . Therefore. 7−12 Signals and Systems with MATLAB Computing and Simulink Modeling.sin 3 ω t + -. and multiply the integral by 4 . Fourth Edition Copyright © Orchard Publications . Then.sin n ω t n (7. it still has half−wave symmetry. Next let us consider the square waveform of Figure 7.sin 5 ω t + … = -----f ( t ) = ----- π 3 5 π ∑ n = odd 1 -.sin ω t + -. 1 b n = 4 -π ∫0 π⁄2 4A .

the trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A . we observe from (7. by inspection. Also.26) becomes 4A a n = -----nπ and for n = 3. .. 13 . Square waveform as even function Since the waveform has half−wave symmetry and is an even function.25) We observe that for n = even .27) can also be derived as follows: Signals and Systems with MATLAB Computing and Simulink Modeling.cos 3 ω t + -f ( t ) = ----- π 5 π 3 ∑ n = odd ( –1 ) (n – 1 ) ---------------2 1 -.25) that sin n -π 2 on the odd integer assigned to n . Thus.cos n ω t n (7. it becomes – 4A a n = ---------nπ Then. and so on.26) For n = 1. 4A a n = ± -----nπ (7. and thus all even harmonics are zero as expected. 15 . Fourth Edition Copyright © Orchard Publications 7−13 .Trigonometric Form of Fourier Series for Common Waveforms T A 0 π/2 π 3π / 2 2π ωt −A Figure 7. (7.27) The trigonometric series of (7. 11. sin n π -- = -----nπ 2 (7. it will suffice to integrate from 0 to π ⁄ 2 . and multiply the integral by 4 .cos 5 ω t – … = -----. and so on. 9. 5.( sin nt A cos nt dt = -----nπ π⁄2 ) 0 4A .cos ω t – 1 -. the average ( DC ) value is zero. The a n coefficients are found from 1 a n = 4 -π ∫0 π⁄2 4 f ( t ) cos nt dt = -π ∫0 π⁄2 4A .13. 7. all a n coefficients are zero. will alternate between +1 and – 1 depending For n = odd .

sin 5 ωτ + π f ( τ ) = ------. 7. the DC component is zero. With this substitution.cos 3 ωτ + -.14 is an odd function with no half−wave symmetry.12 is the same as that of Figure 7. we can use the relation (7. Sawtooth waveform By inspection.sin ωτ + π .sin 3 ωτ + ----. A T −π −2π −A π 0 2π ωt Figure 7. Accordingly.sin 5 ωτ + 5 = ------. that is. we can use the above procedure to save computation time.Chapter 7 Fourier Series Since the waveform of Figure 7. and afterwards we want to recompute the series with reference to a different ordinate. Fourth Edition Copyright © Orchard Publications . As before. if we compute the trigonometric Fourier series with reference to one ordinate.13. we let ω t = ωτ + π ⁄ 2 .29) as 1 1 4A .sin 3 ω t + 1 -. we will assume that ω = 1 . and so on..28) becomes 4A 1 1 .2 Trigonometric Fourier Series for Sawtooth Waveform The sawtooth waveform of Figure 7.cos 5 ωτ – … . Page 7−12.22).30) and this is the same as (7. it contains sine terms only with both odd and even harmonics.14. + -.4.sin 3 ωτ + π . + ------ + … π 2 3 2 5 2 (7. but shifted to the right by π ⁄ 2 radians. therefore. + --.29) and using the identities sin ( x + π ⁄ 2 ) = cos x . we rewrite (7.sin 5 ω t + … f ( t ) = ----- π 3 5 (7.27). we will need to perform two integrations 7−14 Signals and Systems with MATLAB Computing and Simulink Modeling. If we choose the limits of integration from 0 to 2 π . relation (7. sin ( x + 3 π ⁄ 2 ) = – cos x .cos ωτ – -f ( τ ) = -----5 3 π (7. we only need to find all b n coefficients. i. 4A . + --- +… π 3 5 2 2 2 4A 1 1 3π π . Therefore.e. sin ω t + 1 -.sin ωτ + π .28) and substitute ω t with ω t + π ⁄ 2 .

Thus. this is what we will do. From tables of integrals.sin nt – -t sin nt dt = -----2 2 n π n 0 (7.( sin n π – n π cos n π ) = ---------n2 π2 We observe that: 1. and thus we will only need one integration since A -t f ( t ) = --π –π < t < π Better yet.32) reduces to 2A . ∫ x sin ax dx Then. we can integrate from 0 to π . 2 b n = -π 1 .Trigonometric Form of Fourier Series for Common Waveforms since A ---t π f(t) = A --. the odd harmonics have positive coefficients. sin n π = 0 and cos n π = 1 .32) 2A .sin 4 ω t + … = 2A -----f ( t ) = ----- π 2 3 4 π ∑ ( –1 ) n–1 1 -. Then. If n = even .33) Signals and Systems with MATLAB Computing and Simulink Modeling.31) π ∫0 π A 2A --. (7.cos ax 2 a a π (7. and multiply the integral by 2 . sin ω t – 1 -. the even harmonics have negative coefficients.sin 3 ω t – 1 -. sin n π = 0 . If n = odd .t – 2A π 0<t<π π < t < 2π However.cos nt .( sin nt – nt cos nt ) = ---------n2 π2 π 0 2A . 2. 2A 2A .sin a x – x = ----.( – n π ) = – 2A -----b n = ---------n2 π2 nπ that is.sin n ω t n (7.( n π ) = -----b n = ---------n2 π2 nπ that is. Then. the trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A . since the waveform is an odd function.sin 2 ω t + 1 -. Fourth Edition Copyright © Orchard Publications 7−15 . we can choose the limits from – π to + π .t sin nt dt = -----π π2 ∫0 t 2A 1 . cos n π = – 1 .---.

sin n ω t (7. we only need to evaluate the b n coefficients. the sine term yields 8A 1 for n = 1.4.15.cos n π -- = ---------sin n -2 2 2 2 2 n π (7. Fourth Edition Copyright © Orchard Publications .cos nt .sin 7 ω t + … = -----f ( t ) = ------.t sin nt dt = -----2 π π π⁄2 0 ∫0 t 8A 1 . 4 b n = -π 1 x = --.35) We are only interested in the odd integers of n .cos ax sin a x – -2 a a π⁄2 (7. Accordingly. From tables of integrals. As before. 9. and we observe that: π . … then. 11. the trigonometric Fourier series will contain sine terms only with odd harmonics. and will multiply the integral by 4 .34) π⁄2 ∫0 π⁄2 2A 8A -----.= 0 cos n -2 For odd integers of n .36) 2 n 7−16 Signals and Systems with MATLAB Computing and Simulink Modeling. ∫ x sin ax dx Then. b = – ---------n 2 2 n π Thus. … then. We will choose the limits of integration from 0 to π ⁄ 2 . we will assume that ω = 1 .Chapter 7 Fourier Series 7.= sin n -2 8A – 1 for n = 3.– nπ -.sin ω t – 1 .3 Trigonometric Fourier Series for Triangular Waveform The sawtooth waveform of Figure 7. Triangular waveform By inspection.sin 5 ω t – ----. the trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 1 1 8A . the DC component is zero. then.sin 3 ω t + ----( –1 ) 2 2 25 49 9 π π n = odd ∑ (n – 1) ---------------2 1 ---. 5. 7.---.sin nt – -t sin nt dt = -----2 2 n n π 0 8A = ---------( sin nt – nt cos nt ) 2 2 n π 8A π . b = ---------n 2 2 n π π . A −2π −π −A π/2 T ωt 0 π 2π Figure 7.15 is an odd function with half−wave symmetry.

16 is a half−wave rectifier whose input is the sinusoid v in ( t ) = sin ω t .37) + R v in ( t ) v out ( t ) − Figure 7. and its output v out ( t ) is defined as sin ω t v out ( t ) = 0 0 < ωt < π π < ωt < 2π (7.18 respectively. Input v in ( t ) for the circuit of Figure 7.19. Signals and Systems with MATLAB Computing and Simulink Modeling.Trigonometric Form of Fourier Series for Common Waveforms 7. 1 0 −1 Figure 7.17 and 7.16 We choose the ordinate at point 0 as shown in Figure 7. Fourth Edition Copyright © Orchard Publications 7−17 . The input and output waveforms are shown in Figures 7.17.4 Trigonometric Fourier Series for Half−Wave Rectifier Waveform The circuit of Figure 7.16 1 f HW ( t ) 0 π 2π 3π 4π 5π Figure 7.4. and we will assume that ω = 1 .18. Circuit for half−wave rectifier We will express v out ( t ) as a trigonometric Fourier series. Output v out ( t ) for the circuit of Figure 7.16.

we expect all terms to be present.16 By inspection.38) Using the trigonometric identities cos ( x – y ) = cos x cos y + sin xsiny and cos ( x + y ) = cos x cos y – sin x sin y we obtain cos ( π – n π ) = cos π cos n π + sin π sin n π = – cos n π and cos ( π + n π ) = cos π cos n π – sin π sin n π = – cos n π Then. = ----2 - a n = – -----------------+ -------------+ ------------ -----------------. Half−wave rectifier waveform for the circuit of Figure 7.+ ----------------------------.( m2 ≠ n2 ) = – -----------------------------2(m + n) 2(m – n) π A 1 cos ( 1 – n ) t cos ( 1 + n ) t . the average is a non−zero value. The a n coefficients are found from 1 a n = -π 2π ∫0 f ( t ) cos nt dt 2π or A a n = --π ∫0 π A sin t cos nt dt + --π ∫π 0 cos nt dt and from tables of integrals ∫ ( sin mx ) ( cos nx ) dx Then.+ ----------. Fourth Edition Copyright © Orchard Publications .38).+ -----------------. and the waveform has neither odd nor even symmetry. A. cos n π cos n π A. ---------------------------.Chapter 7 Fourier Series –2 π –π 0 π 2π 3π Figure 7.19. Therefore.– ------------ 2 2 2π 1 – n 1+n 2π 1 – n 1+n 1–n 1–n 7−18 Signals and Systems with MATLAB Computing and Simulink Modeling. cos ( m + n ) x cos ( m – n ) x – -----------------------------. by substitution into (7.– -a n = --π 1+n 1–n 2 0 A cos ( π – n π ) cos ( π + n π ) 1 1 = – ----. – cos n π – cos n π 2 .– ----------.--------------------------. 2π 1–n 1+n 1–n n+1 (7.+ --------------------------.

the DC value is 1 --a = A --2 0 π (7. we obtain a 0 = 2A ⁄ π Therefore. for n = even . we obtain A cos 2 π + 1 2A . … . a n = 0 .39) Now.39) with n = 2. except a 1 . we can evaluate all the a n coefficients. However.( sin ax ) 2 = ----2a π From tables of integrals. 3.39). we obtain A ( cos 4 π + 1 ) 2A a 4 = --------------------------------. ∫ ( sin ax ) ( cos ax ) dx and thus. we will evaluate a 0 to obtain the DC value.43) We see that for odd integers of n. A2 a 1 = ----( sin t ) 2π π 0 = 0 (7.39) to obtain the value of a 1 because this relation is not valid for n = 1 .40) We cannot use (7. from (7.44) (7.41) From (7.45) Signals and Systems with MATLAB Computing and Simulink Modeling.= – -------2 35 π π(1 – 6 ) (7. 4. therefore.--------------------------------------------------------------------------------------.= – -----a 2 = --π ( 1 – 22 ) 3π ( cos 3 π + 1 ) = 0 --------------------------------a3 = A 2 π(1 – 3 ) (7.-----------------------. Fourth Edition Copyright © Orchard Publications 7−19 . First. we will evaluate the integral A a 1 = --π ∫0 sin t cos t dt 1 .= – -------2 15 π π(1 – 4 ) A ( cos 6 π + 1 ) 2A a 6 = --------------------------------. By substitution of n = 0 .Trigonometric Form of Fourier Series for Common Waveforms or A A cos n π + n cos n π + cos n π – n cos n π 2 . 5.+ ------------= --a n = ----2 2 π 2π 1–n 1–n cos n π + 1 -----------------------n≠1 ( 1 – n2 ) (7.42) (7.

5 Trigonometric Fourier Series for Full−Wave Rectifier Waveform Figure 7. We will find b 1 by direct substitution into (7. except b 1 . A b 1 = --π ∫0 π A t sin 2t 2 .40). 1 b n = A -π ∫0 2π A f ( t ) sin nt dt = --π ∫0 π A sin t sin nt dt + --π ∫π 2π 0 sin nt dt and from tables of integrals. For this waveform. Page 7−6.– ---------------------------. we need to evaluate the b n coefficients.sin ( 1 – n )π sin ( 1 + n )π = ------------------------------. we find that the trigonometric Fourier series for the half−wave rectifier with no symmetry is A cos 2t + ------------cos 4t + ------------cos 6t + ------------cos 8t + … .------------f(t) = A --.42) through (7.⋅ -b n = --π 2 1+n 1–n 0 A. The output of that circuit is v out ( t ) = A sin ω t .+ --π π 2 3 15 35 63 (7.-. are zero.= – -------2 63 π π(1 – 8 ) (7. sin ( m + n ) x sin ( m – n ) x – ----------------------------.20 shows a full−wave rectifier circuit with input the sinusoid v in ( t ) = A sin ω t .47) Combining (7. Fourth Edition Copyright © Orchard Publications .sin t – A --.– -----------( sin t ) dt = --π 2 4 π 0 A π sin 2 π A . for n = 1 . all the b n coefficients.4.– 0 + 0 = 0 ( n ≠ 1 ) 2π 1–n 1+n that is. ∫ ( sin mx ) ( sin nx ) dx Therefore. with (7.-= --.14).48) 7.46) and so on.= --.47). 7−20 Signals and Systems with MATLAB Computing and Simulink Modeling.– -------------------------.– ------------π 2 2 4 (7. Next.Chapter 7 Fourier Series A ( cos 8 π + 1 ) 2A a 8 = --------------------------------.( m2 ≠ n2 ) = ----------------------------2(m + n) 2( m – n) π A 1 sin ( 1 – n ) t sin ( 1 + n ) t . Thus.-------------------------.

22 respectively. 5 0 . 3 0 . A 0 π 2π 3π 4π −A Figure 7. 6 0 . Full−wave rectified waveform with even symmetry Signals and Systems with MATLAB Computing and Simulink Modeling.20 We choose the ordinate as shown in Figure 7. 1 0 0 0 2 π 4 2π 6 8 3π 1 0 1 2 4π Figure 7.21.23. 4 0 . 1 0 . 6 0 .22.20 A 1 0 . 7 0 . and we will assume that ω = 1 . 9 0 .23. We will express v out ( t ) as a trigonometric Fourier series. 4 0 . 8 0 . 1 –2 π 0 0 2 –π 4 6 8 0 π 1 0 1 2 2π Figure 7.Trigonometric Form of Fourier Series for Common Waveforms − v in ( t ) R + + v out ( t ) − Figure 7. 5 0 . 2 0 . 8 0 . Output waveform for full−rectifier circuit of Figure 7. Full-wave rectifier circuit The input and output waveforms are shown in Figures 7. Input sinusoid for the full−rectifier circuit of Figure 7.21 and 7. 3 0 .20. 9 A 0 . 7 0 . Fourth Edition Copyright © Orchard Publications 7−21 . 2 0 .

------------------------------------------------------------------------------------. Therefore.50).50) simplifies to A – 2 + ( n – 1 ) cos n π – ( n + 1 ) cos n π A 1 + cos n π 1 + cos n π .50) To simplify the last expression in (7.49) as cos ( m – n ) x cos ( m + n ) x .– --------------------------. (7.--------------------------. we observe that the waveform has even symmetry. .– ----------.– ----------------------------. 1 a n = -π ∫ 2A A sin t cos nt dt = -----π –π π ∫0 π sin t cos nt dt (7.⋅ -a n = -----π 2 n+1 n–1 0 A cos ( n – 1 )π cos ( n + 1 )π 1 1 . ---------------------------= --. ∫ ( sin mx ) ( cos nx ) dx Since we express (7. We also choose the limits of integration as – π and + π . we make use of the trigonometric identities cos ( n π + π ) = cos n π cos π – sin n π sin π = – cos n π and cos ( n π – π ) = cos n π cos π + sin n π sin π = – cos n π Then.49) and from tables of integrals.+ ------------------------------------π n–1 n+1 (7. Fourth Edition Copyright © Orchard Publications .= --.– ----------π n–1 n+1 n+1 n–1 A 1 – cos ( n π + π ) cos ( n π – π ) – 1 .Chapter 7 Fourier Series By inspection. We choose the period of the input sinusoid so that the output will be expressed in terms of the fundamental frequency.( m2 ≠ n2 ) = -----------------------------. the average is a non−zero value.51) 7−22 Signals and Systems with MATLAB Computing and Simulink Modeling. The a n coefficients are found from 1 a n = -π 2π ∫0 f ( t ) cos nt dt where for this waveform.– -----------------------a n = --2 π π n–1 n+1 n –1 – 2A ( cos n π + 1 ) .-----------------------.n≠1 = ---------------------------------------2 π(n – 1) (7. we expect only cosine terms to be present.– -----------------------------2(m + n) 2(n – m) cos ( x – y ) = cos ( y – x ) = cos x cos y + sin xsiny π 2A 1 cos ( n – 1 ) t cos ( n + 1 ) t .-------------------------------------= --.

+ ----------------.( sin t ) 2 a 1 = ----2π π = 0 0 (7. 1 . except a 1 .+ ----------------.Trigonometric Form of Fourier Series for Common Waveforms Now.52) From (7.= – -------2 63 π π(8 – 1) (7. the DC value is 1 -.52) with (7. combining the terms of (7.51) we obtain – 2A ( cos 2 π + 1 ) 4A a 2 = ---------------------------------------. from (7.51). other than n = 1 . Then.56) (7.a = 2A -----2 0 π (7. we obtain 4A a 0 = -----π Therefore. Fourth Edition Copyright © Orchard Publications 7−23 .57) we obtain cos 2 ω t cos 4 ω t cos 6 ω t cos 8 ω t 4A .+ … π π 3 15 35 63 (7.58) Signals and Systems with MATLAB Computing and Simulink Modeling.54) through (7. ∫ ( sin ax ) ( cos ax ) dx and thus. First.– -----.53) For n = even .= – -----2 3π π(2 – 1) – 2A ( cos 4 π + 1 ) = – -------4Aa 4 = ---------------------------------------2 15 π π(4 – 1) – 2A ( cos 6 π + 1 ) 4A a 6 = ---------------------------------------. we must evaluate the integral 1 a 1 = -π ∫0 sin t cos t dt 12 ( sin ax ) = ----2a π From tables of integrals.55) (7. By substitution of n = 0 .57) and so on. a n = 0 .51) we observe that for all n = odd .----------------f ( t ) = 2A -----. To obtain the value of a 1 .= – -------2 35 π π(6 – 1) – 2A ( cos 8 π + 1 ) 4A a 8 = ---------------------------------------.54) (7. we can evaluate all the a n coefficients.+ ----------------. from (7. we will evaluate a 0 to obtain the DC value.

sin 3 ω t + -. In any waveform where the period is chosen appropriately.59) shows that there is no component of the input (fundamental) frequency. Gibbs phenomenon 7. the period is defined as the shortest period of repetition. … ∑ ∞ (7. 4.5 Gibbs Phenomenon In Subsection 7. As we add more and more harmonics.sin n ω t n Figure 7.24 shows the first 11 harmonics and their sum.1.– -----f ( t ) = -----π π 1 -----------------. Crest (Gibbs Phenomenon) Sum of first 11 harmonics Figure 7. the crests do not become flattened.60) 7−24 Signals and Systems with MATLAB Computing and Simulink Modeling. This is because we chose the period to be from – π and + π . 7.sin ω t + -f ( t ) = ----- π 5 3 π ∑ n = odd 1 -. this is known as Gibbs phenomenon and it occurs because of the discontinuity of the perfect square waveform as it changes from +A to – A .Chapter 7 Fourier Series Therefore.a + a 1 cos ω t + a 2 cos 2 ω t + a 3 cos 3 ω t + a 4 cos 4 ω t + … f ( t ) = -2 0 + b 1 sin ω t + b 2 sin 2 ω t + b 3 sin 3 ω t + b 4 sin 4 ω t + … (7. the sum looks more and more like the square waveform. Generally.6 Alternate Forms of the Trigonometric Fourier Series We recall that the trigonometric Fourier series is expressed as 1 .4.24.59) This series of (7. it is very unlikely that a Fourier series will consist of even harmonic terms only. 6. Fourth Edition Copyright © Orchard Publications . Page 7−12.sin 5 ω t + … = -----.cos n ω t 2 n ( – 1 ) n = 2. However. the trigonometric form of the Fourier series for the full-wave rectifier with even symmetry is 2A 4A . we found that the trigonometric form of the Fourier series of the square waveform is 4A 1 1 4A .

Alternate Forms of the Trigonometric Fourier Series If a given waveform does not have any kind of symmetry. For the derivation of the alternate forms. However. Derivation of the alternate form of the trigonometric Fourier series We assume ω = 1 .a + c1 = -2 0 + cn cos ( t – θ 1 ) cos ( 2t – θ 2 ) bn cos θ 1 cos t + sin θ 1 sin t + c2 cos θ 2 cos 2t + sin θ 2 sin 2t +… and.a + c 1 ---. and the sum is combined to a single term.a0 + c1 f ( t ) = -2 sin ( t + ϕ 1 ) c2 sin ( 2t + ϕ 2 ) sin ( nt + ϕ n ) sin ϕ 2 cos 2t + cos ϕ 2 sin 2t + … + cn sin ϕ n cos nt + cos ϕ n sin nt and. ϕn bn cn = an + bn bn bn sin θ n = --------------------. we rewrite (7. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.sin 2t + … f ( t ) = -cos t + ---cos 2t + --- c1 c2 2 0 c1 c2 an bn . either cosine or sine. we obtain 1 -a + f ( t ) = -2 0 cos ( nt – θ n ) ∞ cos θ n cos nt + sin θ n sin nt ∑ n=1 1 -a + c n cos ( n ω t – θ n ) = -2 0 n=1 n ω t – atan ---- ∑ cn cos a n ∞ (7. in general.25. and for n = 1. we will use the triangle shown in Figure 7.sin nt + c n --- cn cn 1 . in general. it may be advantageous of using the alternate form of the trigonometric Fourier series where the cosine and sine terms of the same frequency are grouped together. where ω ≠ 1 .cos nt + ---. 3.= ----cos θ n = --------------------cn an + bn bn θ n = atan ----an cos θ n = sin ϕ n Figure 7. Fourth Edition Copyright © Orchard Publications 7−25 .sin t + c 2 ---. 2.60) as b1 b2 a1 a2 1 .= ----cn an + bn an ϕ n = atan ----bn cn θn an an an .25. … . for ω ≠ 1 .61) Similarly. we still need to compute the a n and b n coefficients separately. sin ϕ 1 cos t + cos ϕ 1 sin t 1 .

sin nt + ----nπ 2π π⁄2 π 2 π 1 π 1 3 .= ----. Then.sin n -= ----2 2 nπ nπ 2 nπ nπ (7. by inspection the DC value is not zero.sin n -.Chapter 7 Fourier Series 1 -a + f ( t ) = -2 0 ∑ cn sin ( n ω t + ϕn ) n=1 ∞ 1 -a + = -2 0 n=1 n ω t + atan ---- ∑ cn sin b n ∞ an (7. For n = odd .26.61) and (7. Waveform for Example 7. (7. we expect both cosine and sine functions with odd and even terms present.⇔ - 2 0 a n ∑ n=1 ∞ bn c n ∠– atan ---an (7. a n = 0 .sin n2 π – ----. Also.sin nt ( 1 ) cos nt dt = ----n π π⁄2 2π π⁄2 0 1 .63) below. f(t) 3 2 1 ω = 1 t π/2 π 3π/2 2π Figure 7.+ ----. we choose to use the transformation of (7.sin n -.62) When used in circuit analysis.1 Solution: The given waveform has no symmetry. 1 a n = -π ∫0 π⁄2 1 ( 3 ) cos nt dt + -π ∫ 3 .62) can be expressed as phasors.63). the DC value.26.1 Find the first 5 terms of the alternate form of the trigonometric Fourier series for the waveform of Figure 7. 1 --a + 2 0 ∑ n=1 ∞ b n 1 -a + c n cos n ω t – atan ---. and we will combine them to obtain an expression in the form of (7.63) Example 7. thus. Fourth Edition Copyright © Orchard Publications . We will compute the a n and b n coefficients.64) We observe that for n = even . 7−26 Signals and Systems with MATLAB Computing and Simulink Modeling. Since it is customary to use the cosine function in the time domain to phasor transformation.

Alternate Forms of the Trigonometric Fourier Series 2 a 1 = -π (7.+ ----= ----cos n -( 3 – cos n2 π ) = ----nπ 2 nπ nπ nπ 2 nπ nπ (7.69) (7. and 4 . Signals and Systems with MATLAB Computing and Simulink Modeling.70) (7.( 3t = ----2π π⁄2 0 +t 2π ) π⁄2 1 1 3π π = -----(π + 2π) = 3 .= an 2 2 bn where n=1 bn c n ∠– atan ---.a = ----2 0 2π ∫0 π⁄2 1 ( 3 ) dt + ----2π ∫ π ⁄ 2 ( 1 ) dt 2π 1 .cos n π -. for n = 1. we obtain: 2 2 --–j.65) (7. 1 --a + 2 0 ∑ n=1 ∞ b n 1 -a + c n cos n ω t – atan ---.cos n2 π + ----.72) ∑ cn ∠– atan ---an ∞ From (7.= ----.∠– 45 ° ⇔ -----------.+ ----.⇔ - 2 0 an bn 2 2 a n + b n ∠– atan ---.63).= a 1 – jb 1 = -π π = 2 2 2 2 -- π + π ∠– 45 ° (7.66) and 2 a 3 = – ----3π The DC value is 1 1 -.73) Thus. 3.67) The b n coefficients are 1 b n = -π ∫0 π⁄2 1 ( 3 ) sin nt dt + -π ∫ –3 .∠–45 ° = --------2 π π π Similarly.cos nt + ----nπ 2π π⁄2 –3 –1 1π 123.cos ( ω t – 45 ° ) .71) (7.68) Then. b1 = 2 ⁄ π b2 = 1 ⁄ π b3 = 2 ⁄ 3 π b4 = 1 ⁄ 2 π (7.= an a n + b n ∠– θ n = a n – jb n (7.+ 2 π – - 2π 2π 2 2 2 (7.cos nt ( 1 ) sin nt dt = ----nπ π⁄2 2π π⁄2 0 –1 .74) 2 2 2 2 8 . 2. Fourth Edition Copyright © Orchard Publications 7−27 .----= -----.

we can use Fouries series to determine the response of a circuit.cos ( 4 ω t – 90 ° ) . Circuit for Example 7.78) 2 2 .cos ( 2 ω t – 90 ° ) .7 Circuit Analysis with Trigonometric Fourier Series When the excitation of an electric circuit is a non−sinusoidal waveform such as those we presented thus far. Compute the voltage v C ( t ) across the capacitor.= -a 2 – jb 2 = 0 – j -π π π 2 2 2 2 2 2.77) Combining the terms of (7.cos ( 4 ω t – 90 ° ) + … + --------3 2 ] 7.cos ( 3 ω t – 135 ° ) a 3 – jb 3 = – ----3 π 3 π 3π 3π (7. The procedure is illustrated with the examples that follow.75) (7. is the square waveform of Figure 7.77). Fourth Edition Copyright © Orchard Publications .∠– 135 ° ⇔ --------. Example 7.2 7−28 Signals and Systems with MATLAB Computing and Simulink Modeling.74) through (7.27. Consider only the first three terms of the series.Chapter 7 Fourier Series 1 1 1 .27.∠– 90 ° ⇔ -.cos ( 3 ω t – 135 ° ) + 1 -.67) with (7.– j ----. R 1Ω C 1F + v in ( t ) vC ( t ) − Figure 7.28. and assume ω = 1 . we find that the alternate form of the trigonometric Fourier series representing the waveform of this example is 1 3 --+ f ( t ) = -2 π [2 2 cos ( ω t – 45 ° ) + cos ( 2 ω t – 90 ° ) (7.76) and 1 1 1 .= ----a 4 – jb 4 = 0 – j ----2π 2π 2π (7.∠– 90 ° ⇔ ----.2 The input to the series RC circuit of Figure 7.= --------.

∠– 90 ° = -----in3 π 3 π 3 π 3 (7.28 can be represented by the trigonometric Fourier series as 1 1 4A .1.27 Solution: In Subsection 7. Fourth Edition Copyright © Orchard Publications 7−29 .29. that is. Page 7−11.cos ( 3t – 90 ° ) ⇔ V -⋅1 -. Phasor circuit for Example 7.79) Since this series is the sum of sinusoids. and 5 . R 1 V in C + V 1 − C ----jω Figure 7.29. we found that the waveform of Figure 7.cos ( t – 90 ° ) ⇔ V in1 = 4A π π π 4A 4A ------⋅1 -.sin 3 ω t + -.28. By the voltage division expression.sin ω t + -f ( t ) = ----- 5 3 π (7.sin 3t = 4A ------⋅1 -. 1 ⁄ ( jn ω ) 1 V in n = ------------V V C n = ----------------------------1 + 1 ⁄ ( jn ω ) 1 + jn in n (7.2 We let n represent the number of terms in the Fourier series.sin t = 4A -----.∠– 90 ° -----. we are only interested in the first three odd terms.82) Signals and Systems with MATLAB Computing and Simulink Modeling. n = 1.80) are 4A -----.4.sin 5 ω t + … .Circuit Analysis with Trigonometric Fourier Series v in ( t ) A T π 0 −A 2π ωt Figure 7. 3.79) the phasors of the first 3 odd terms of (7. The equivalent phasor circuit is shown in Figure 7. we will use phasor analysis to obtain the solution.80) With reference to (7.81) (7. Input waveform for the circuit of Figure 7. For this example.

7 ° ) = -----π 130 π 130 (7.⋅ --------.sin 5t = -----.⋅ --------.∠– 90 ° .cos ( t – 135 ° ) = -----π 2 π 2 1 ./180)).cos ( 5t – 168.⋅ -----./2). we expect that capacitor voltage will consist of alternating rising and decaying exponentials.86) Thus.-----.83) By substitution of (7. Fourth Edition Copyright © Orchard Publications ./30).∠– 90 ° ⋅ -----V C3 = ------------1 + j3 π 3 π 3 10 ∠71.*cos(3.∠– 168. (sqrt(10).∠– 161. we obtain the phasor and time domain voltages indicated in (7.81) through (7.⋅ -./pi).⋅ --------.4A 1 -⋅1 -.27 the capacitor is initially discharged.30.84) (7. 4A 1 1 4A . Waveform for relation (7.6 ° ⇔ 4A -----.*t−168.80).7 ° ⇔ 4A -----.∠– 90 ° = --------------------------.86) below./180)+(sqrt(26).∠– 90 ° .6 ° ) = -----π 30 π 30 1 . Let us plot relation (7.∠– 90 ° ⋅ -----V C5 = ------------1 + j5 π 5 π 5 26 ∠78. t=0:pi/64:4*pi.4A ------⋅1 -.6 ° ) + --------.*cos(t−135.*pi.*cos(5.cos ( 5t – 90 ° ) ⇔ V .⋅ -----V C 1 = ---------1+j π 2 ∠45 ° π 4A 2 2 .*t−161. the capacitor voltage in the time domain is 10 26 4A 2 .87) 7−30 Signals and Systems with MATLAB Computing and Simulink Modeling. plot(t.∠– 90 ° = -------------------.cos ( 5t – 168..cos ( 3t – 161./130).87) Assuming that in the circuit of Figure 7.cos ( t – 135 ° ) + --------v C ( t ) = -----30 130 π 2 (7. Vc=(4.85) (7.7 ° ) + … .⋅ -= -----in5 π 5 π 5 π 5 (7.6.cos ( 3t – 161.*pi./180)+.7 ° 4A 26 26 .4A ------⋅1 -.*((sqrt(2).∠– 135 ° ⇔ 4A -----.84) through (7.83) into (7.4A 1 -⋅1 -.Vc) Figure 7.∠– 90 ° = --------------------------..Chapter 7 Fourier Series 4A 1 4A 1 4A 1 .7.*pi.⋅ -----.6 ° 4A 10 10 .⋅ ------.87) using the MATLAB script below assuming that A = 1 .⋅ -----.⋅ --------.

The exponential form is derived from the trigonometric form by substitution of +e --------------------------cos ω t = e 2 –e sin ω t = e -------------------------j2 jωt –j ω t jωt –j ω t (7.27. However. one for the a n . in most cases the integration is simpler. Simulink model for the circuit of Figure 7.8 The Exponential Form of the Fourier Series The Fourier series are often expressed in exponential form. We can obtain a more accurate waveform for the capacitor voltage of Figure 7. Moreover.31 7.31. Figure 7.89) Signals and Systems with MATLAB Computing and Simulink Modeling.The Exponential Form of the Fourier Series The waveform of Figure 7.32.87). Fourth Edition Copyright © Orchard Publications 7−31 .31.30 is a rudimentary presentation of the capacitor voltage for the circuit of Figure 7.88) (7.32. Input and output waveforms for the model of Figure 7. The advantage of the exponential form is that we only need to perform one integration rather than two.27 with the Simulink model of Figure 7. Figure 7. it will improve if we add a sufficient number of harmonics in (7. and another for the b n coefficients in the trigonometric form of the series.27 The input and output waveforms are shown in Figure 7.

Fourth Edition Copyright © Orchard Publications . by multiplying both sides of (7.e + ---. (7.a + ---f ( t ) = … + --.e + ---. Therefore.94) Then. Then.e + ---. C –n = C n∗ (7.92) (7.95) by e – jn ω t and integrating over one period. a n – ---. Thus.96) We can derive a general expression for the complex coefficients C n .96) are zero except the last. as we did in the derivation of the a n and b n 2π 2π coefficients of the trigonometric form. 7−32 Signals and Systems with MATLAB Computing and Simulink Modeling.( a + jb n ) C –n = -.90) and grouping terms with same exponents.e .– ---. with ω = 1 . are complex and occur in complex conjugate pairs. except C 0 .– ---+ - 2 j2 2 j2 2 j2 2 0 2 j2 (7.a n + ---.a 0 + a 1 --------------------------f ( t ) = - 2 2 2 jωt –j ω t j2 ω t – j2 ω t e –e e –e - + … … + b 1 ---------------------------- + b 2 ------------------------------ j2 j2 jωt –j ω t j2 ω t – j2 ω t (7.91) in parentheses are usually denoted as b n 1 1 .97) ∫0 ∫0 C0 e C2 e – jnt dt + 2π ∫0 C1 e e dt jnt – jnt j2t – jnt e dt + … + ∫0 Cn e e dt We observe that all the integrals on the right side of (7. + a 2 -------------------------------- + .= - 2 2 n j b n 1 1 .+ ---.91) is written as f ( t ) = … + C –2 e – j2 ω t + C –1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… (7. e +e e +e 1 . we obtain a 2 b 2 – j2 ω t a 1 b 1 – j ω t 1 a 1 b 1 j ω t a 2 b 2 j2 ω t . that is.91) The terms of (7.95) We must remember that the C i coefficients. ∫0 2π f( t)e – jnt dt = … + + + ∫0 C–2 e 2π – j2t – jnt e dt + 2π ∫0 C–1 e e jt – jnt 2π – jt – jnt dt (7.93) (7.= -C n = - 2 n n 2 j 1 -a C 0 = -2 0 (7.( a –j b ) .Chapter 7 Fourier Series into f ( t ) .

( a + jb n ) .92) and (7.102) (7.9.9 Symmetry in Exponential Fourier Series Since the coefficients of the Fourier series in exponential form appear as complex numbers. all coefficients C i are real.103) Similarly.101) (7. or 1 .a n – ---. 1 C n = ----2π ∫0 ∫0 T f(t)e – jn ω t d( ω t ) (7.1 through 7.93) that b n 1 1 .( a – jb n + a n + jb n ) C n + C –n = -2 n or a n = C n + C –n (7. we can use the properties in Subsections 7.Symmetry in Exponential Fourier Series ∫0 or 2π f(t )e – jnt dt = ∫0 2π Cn e jnt – jnt e dt = ∫0 2π C n dt = 2 π C n 1C n = ----2π ∫0 2π 2π f(t)e – jnt dt (7. from (7.5 below to determine the symmetry in the exponential Fourier series. We recall from (7.( a – jb – a – j b ) C n – C –n = -2 n n n n b n = j ( Cn – C–n ) 7.100) We can derive the trigonometric Fourier series from the exponential series by addition and subtraction of the exponential form coefficients C n and C –n .9.104) Signals and Systems with MATLAB Computing and Simulink Modeling. Thus.98) and. for ω ≠ 1 . 7. 1 .93).1 Even Functions For even functions.9.= -C –n = -2 n 2 j (7.92) and (7. in general. Fourth Edition Copyright © Orchard Publications 7−33 .99) or 1 C n = -T f(t)e – jn ω t d( ω t ) (7.

and relations (7.1 and 7. C n = 0 for n = even . f ( t ) is complex. This is evident from Subparagraphs 7. Since odd functions have no cosine terms.105) are zero. the a n coefficients in (7.105) Since even functions have no sine terms.9. 7−34 Signals and Systems with MATLAB Computing and Simulink Modeling.104) and (7.3 Half−Wave Symmetry If there is half−wave symmetry.9. the b n coefficients in (7.104) and (7.105). both C –n and C n are real.9. both C –n and C n are also zero for n = even .105). 7. Example 7.105) are zero. Therefore.a + ---. Therefore. 7.104) and (7. We recall from the trigonometric Fourier series that if there is half−wave symmetry.2 Odd Functions For odd functions.4 No Symmetry If there is no symmetry.5 Relation of C –n to C n∗ C –n = C n∗ always. both C –n and C n are imaginary.= -2 n j 2 n n (7. all coefficients C i are imaginary.Chapter 7 Fourier Series and b n 1 1 .104) and (7.9. This is evident from (7.( a –j b ) C n = -.9. and thus.9. Therefore.104) and (7. 7. Fourth Edition Copyright © Orchard Publications . 7.3 Compute the exponential Fourier series for the square waveform of Figure 7.2.105) the coefficients a n and b n are both zero for n = even . Assume that ω = 1 . in (7. all even harmonics are zero.33 below.

with ω = 1 . C n = 0 for n = even . the C n coefficients will be imaginary.107) as expected.– jn π A2 (1 – 1) = 0 = ----------(e – 1 ) = ----------n = even 2j π n 2j π n Cn (7. and as we know. Signals and Systems with MATLAB Computing and Simulink Modeling. and its DC component is zero. Waveform for Example 7.99).1.106) For n = even .( 1 + e – jn2 π – 2e – jn π ) = ----------. then. 1 C n = ----2π ∫0 π Ae – jnt dt + ∫π 2π –A e – jnt 1 A –jnt -e . For n ≠ 0 . and C 0 = 0 .Symmetry in Exponential Fourier Series T A π 0 2π ωt −A Figure 7. it is an odd function.33. 2 A . For n = odd . Using (7.( e – jn π – 1 ) = ----------2j π n 2j π n (7. 1 C 0 = ----2π ∫0 π Ae dt + –0 ∫π A –0 . Therefore. e – jn π = – 1 . has half−wave symmetry. we obtain 1 C n = ----2π ∫0 2π f(t)e – jnt 1 dt = ----2π 2π ∫0 π Ae – jnt 1 dt + ----2π ∫π 2π –A e – jnt dt and for n = 0 .------dt = ----2 π – jn π 0 – A –jnt -e + ------– jn 2π π 1 A –jn π A – jn2 π – jn π A -(e .( 1 – e –jn π + e – jn2 π – e – jn π ) = ----– 1 ) + ---–e ) = ----------2 π – jn jn 2j π n 2 A A . Therefore. Page 7−11.3 Solution: This is the same waveform as in Subsection 7.(π – 2π + π) = 0 ( – A ) e dt = ----2π as expected.-------(e . Page 7−33. Fourth Edition Copyright © Orchard Publications 7−35 . e – jn π = 1 .4.

we group the two terms inside the parentheses of (7.( e – jn π – 1 ) = ----------. For instance.4. it is useful to plot the amplitudes of the harmonics on a frequency scale that shows the first (fundamental frequency) harmonic.10 Line Spectra When the Fourier series are known. 7.109) for which n = 1 . Figure 7.1. Fourth Edition Copyright © Orchard Publications .34 shows the line spectrum of the square waveform in Subsection 7.( – 1 – 1 ) 2 = ----------. since C 3 = 2A ⁄ j3 π .… – 1 -. Line spectrum for square waveform in Subsection 7.109) above and (7.108) Using (7. it follows that C –3 = C 3∗ = – 2A ⁄ j3 π .4.22). this will produce the fundamental frequency sin ω t .1 Figure 7. since the waveform is an odd function. 7−36 Signals and Systems with MATLAB Computing and Simulink Modeling.34.e – j3 ω t – e – j ω t + e j ω t + 1 f ( t ) = ----- 3 jπ 3 j3 ω t 2A = -----jπ ∑ n = odd 1 --e n jn ω t (7. Page 7−11. and so on.4. Page 7-32. To prove that (7.94). Then. Such a plot is known as line spectrum and shows the spectral lines that would be displayed by a spectrum analyzer*.( – 2 ) 2 = ------= ----------n = odd 2j π n 2j π n 2j π n jπn Cn (7. f ( t ) = … + C–2 e – j2 ω t + C–1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… we obtain the exponential Fourier series for the square waveform with odd symmetry as 2A --e .35 shows the line spectrum for the half−wave rectifier in Subsection 7. Page 7−18. bn 4/π 0 1 2 3 4 5 6 7 8 9 nωt Figure 7. Page 7−12 are the same. * An instrument that displays the spectral lines of a waveform. and the higher harmonics times the amplitude of the fundamental. and this will produce the third harmonic sin 3 ω t .4.109) The minus (−) sign of the first two terms within the parentheses results from the fact that C –n = C n∗ . as expected.Chapter 7 Fourier Series 2 A A A 2A . that is. we group the two terms for which n = 3 . We observe that f ( t ) is purely imaginary.

A T T /κ −2π −π −π/κ 0 π/κ π 2π ωt Figure 7. Page 7−17 The line spectra of other waveforms can be easily constructed from the Fourier series.Line Spectra A/ 2 A/π DC 2 4 6 8 0 1 nωt Figure 7. it is necessary to know the frequency components.35. is k times the pulse duration. the components of the exponential Fourier series are found from 1 C n = ----2π ∫– π π Ae – jnt A dt = ----2π ∫– π ⁄ k e π⁄k – jnt dt (7.110) we obtain A -t C 0 = ----2π π⁄k –π ⁄ k Aπ π . To determine how faithfully such pulses will be transmitted. Then. Line spectrum for half−wave rectifier.+ -2π k k or Signals and Systems with MATLAB Computing and Simulink Modeling. Example 7.36.36. and plot its line spectra. from (7. Fourth Edition Copyright © Orchard Publications 7−37 .36. In other words.-= ----. Solution: This recurrent rectangular pulse is used extensively in digital communications systems. Thus.4 Compute the exponential Fourier series for the waveform of Figure 7.4 As shown in Figure 7. Waveform for Example 7.110) The value of the average ( DC component) is found by letting n = 0 . For this example. the pulse duration is T ⁄ k . k is the ratio of the pulse repetition time to the duration of each pulse. the recurrence interval (period) T . Assume ω = 1 .

⋅ ------------------------nπ ⁄ k k (7.Chapter 7 Fourier Series A C 0 = --k (7. k = 5 and k = 10 respectively by using the MATLAB scripts below.2]) fplot('sin(10.[−4 4 −0.2]) fplot('sin(5. f(t) = ∑ n = –∞ ∞ A sin ( n π ⁄ k ) --./(5.[−4 4 −0.110) yields A ./(10. integration of (7.39.4 1.*x).2 0 -0. Line spectrum of (7.4 0.112) and thus.⋅ ------------------------C n = --nπ ⁄ k k jn π ⁄ k – jn π ⁄ k or (7. Fourth Edition Copyright © Orchard Publications .–jnt C n = -------------e – jn2 π π⁄k –π ⁄ k A.8 0.2 1 0. and the line spectra are shown in Figures 7.4 -4 K=2 -3 -2 -1 0 1 2 3 4 Figure 7.*x)'. fplot('sin(2.e –e Anπ sin ( n π ⁄ k ) . for k = 2 .*x).4 1.113) The relation of (7.*x)'.111) For the values for n ≠ 0 .37.2]) 1.2 -0.4 1.= ----- = A ------------------------= ----⋅ -----------------------------------⋅ sin ---- k nπ j2 nπ nπ A sin ( n π ⁄ k ) .[−4 4 −0.*x)'.6 0./(2.113) for k = 2 7−38 Signals and Systems with MATLAB Computing and Simulink Modeling.*x).113) has the sin x ⁄ x form.37 through 7.

40. Line spectrum of (7.8 0. Example 7. Solution: From relation (7.2 0 -0.6 0. Page 7−38.4 to compute the exponential Fourier series of the unit impulse train A δ ( t ± 2 π n ) shown in Figure 7.2 1 0. the lines get closer together while the lines are further apart as k gets smaller.Line Spectra 1.113) for k = 5 1.113) for k = 10 The spectral lines are separated by the distance 1 ⁄ k and thus.2 -0. Signals and Systems with MATLAB Computing and Simulink Modeling.5 Use the result of Example 7.112).39.2 1 0. as k becomes larger.38. Line spectrum of (7.6 0.4 0.4 -4 K=10 -3 -2 -1 0 1 2 3 4 Figure 7.4 -4 K=5 -3 -2 -1 0 1 2 3 4 Figure 7.2 0 -0.2 -0. Fourth Edition Copyright © Orchard Publications 7−39 .8 0.4 0.

⋅ ------------------------C n = --nπ ⁄ k k (7.. we observe from Figure 7. Moreover.. that is.= 1 . that is. Recurrent pulse with amplitude A = ------------ By substitution of (7. Impulse train for Example 7.40. we obtain k ⁄ 2π sin ( n π ⁄ k ) 1. that each recurrent pulse becomes a unit impulse.4 A sin ( n π ⁄ k ) . .114).114) and the pulse width was defined as T ⁄ k . and the total number of the pulses reduce to a unit impulse train. 1 A = -----------2π ⁄ k A T (7.117) and as π ⁄ k → 0 . all coefficients of the exponential lim ---------.41.115) Next. recalling that x→0 sin x 1 .⋅ ------------------------= ----C n = -----------k nπ ⁄ k 2π nπ ⁄ k (7. Fourth Edition Copyright © Orchard Publications .. 7−40 Signals and Systems with MATLAB Computing and Simulink Modeling. T 2π -.------------------------sin ( n π ⁄ k ) .. let us represent the impulse train of Figure 7.116) 2π/κ −π/κ 0 −2π −π π/κ π 2π 2π ⁄ k ωt 1 Figure 7.= ----- k k (7. as a recurrent pulse with amplitude k1 = ------------1 = ----A = ---------2π T⁄k 2π ⁄ k as shown in Figure 7.41.41.40.Chapter 7 Fourier Series A .117) reduces to C n = ----x 2π Fourier series have the same amplitude and thus.116) into (7. ωt −8π −6π −4π −2π 0 2π 4π 6π 8π Figure 7. we see that (7..

.43. there is only one pulse left (the one centered around zero). that is.. 1 ⁄ 2π . if Signals and Systems with MATLAB Computing and Simulink Modeling. the lines in the line spectrum come closer together. In this case.42. become less and less frequent. Let us reconsider the train of recurrent pulses shown in Figure 7. the fundamental frequency approaches zero.. 7.43. consists of a train of equal amplitude. or in other words. . the period T approaches infinity. Accordingly. and the line spectrum becomes a continuous spectrum.40.Computation of RMS Values from Fourier Series 1 f ( t ) = ----2π ∑ n = –∞ ∞ e jn ω t (7. Thus..118) reveals that the line spectrum of the impulse train of Figure 7. Recurrent pulse with T → ∞ Now. −4 −3 −2 −1 0 1 2 3 4 N Figure 7. the bandwidth approaches infinity. As T → ∞ .42. is equal to the square root of the sum of the squares of the RMS values of each sinusoid. let us suppose that the pulses to the left and right of the pulse centered around zero. Fourth Edition Copyright © Orchard Publications 7−41 . This forms the basis of the Fourier transform that we will study in the next chapter.5 Since these spectral lines extend from – ∞ to + ∞ . the frequency difference between consecutive harmonics becomes smaller.11 Computation of RMS Values from Fourier Series The RMS value of a waveform consisting of sinusoids of different frequencies. Line spectrum for Example 7. In this case. ω → 0 as T approaches infinity.118) The series of (7. and are equally spaced harmonics as shown in Figure 7. A T T/κ −π/κ 0 −2π −π π/κ π 2π ωt Figure 7.

The result will also contain products of cosine functions multiplied by a constant. We recall that the RMS (effective) value of a function. Waveform for Example 7. and I 1.44.6 7−42 Signals and Systems with MATLAB Computing and Simulink Modeling. will be 2T I m -2 = 1 --I 2 --------2 m T (7. for each harmonic.120) or I RMS = (7. 1 ωt −1 Figure 7. we will state this theorem in the next chapter. ….120) is based on Parseval’s theorem.121) The proof of (7.6 Consider the waveform of Figure 7. from the orthogonality principle. But as we know.121).119) where I 0 represents a constant current. is defined as I RMS = 1 -T ∫0 T i dt 2 (7. such as current i ( t ) .123) as in (7. will produce the terms I 0 .Chapter 7 Fourier Series i = I 0 + I 1 cos ( ω 1 t ± θ 1 ) + I 2 cos ( ω 2 t ± θ 2 ) + … + I N cos ( ω N t ± θ N ) (7. the integration of (7. Example 7.122).44. I N represent the amplitudes of the sinusoids.122).120) follows. will produce all zero terms except the cosine squared terms which. or other cosine terms of different harmonic frequencies. the RMS value of i is found from I RMS = I 0 + I 1 RMS + I 2 RMS + … + I N RMS 2 2 2 2 2 2 2 1 2 -I + 1 --I + … + 1 --I I 0 + -2 1m 2 2m 2 Nm (7.122) 2 2 2 Substitution of (7. and other similar terms representing higher order harmonics. I 2. A brief description of the proof of (7. I 1m [ cos ( ω 1 t – θ 1 ) ] .119) into (7. Fourth Edition Copyright © Orchard Publications .

relation (7.124). 1 2 I RMS = -T ∫0 T 1 2 i dt = ----2π ∫0 2π 1 2 i d( ω t ) = ----2π ∫0 π 1 d( ω t ) + 2 ∫π 2π ( – 1 ) d( ω t ) 2 1 . sin ω t + 1 -. Page 7−11. that is.[ωt π + ωt = ----0 2π 2π ] π 1 .0 + -.sin 5 ω t + … i ( t ) = - π 3 5 (7. considering that higher harmonics have been neglected.121) and (7.Computation of RMS Values from Fourier Series Find the I RMS value of this waveform by application of a. By inspection. Then.707I max . from (7.1. Fourth Edition Copyright © Orchard Publications 7−43 .121) Solution: a.125) This is a good approximation to unity. 1 π 2π ωt −1 Figure 7.[2π ] = 1 = ----2π I RMS = 1 or b. relation (7.707 times its maximum value. the RMS value of a sinusoid is a real number independent of the frequency and the phase angle.124) and as we know.( 1 ) 2 + -.-.6 showing period T = 2 π Then.sin 3 ω t + 1 -.+ … = 0.97 . we found that the given waveform may be written as 4 .122) b.+ -. the period is T = 2 π as shown in Figure 7. 4 1 1 1 2 1 1 2 . In Subsection 7.4.45. I RMS = 0. Signals and Systems with MATLAB Computing and Simulink Modeling.-I RMS = -π 2 23 25 (7. and it is equal to 0.45. Waveform of Example 7.

Circuit for Example 7.126).46. We will use the subscripts 1 and 3 to represent the quantities due to the fundamental and third harmonic frequencies respectively.127)..12 Computation of Average Power from Fourier Series We can compute the average power of a Fourier series from the relation P ave = P dc + P 1ave + P 2ave + … = V dc I dc + V 1RMS I 1RMS cos θ 1 + V 2RMS I 2RMS cos θ 2 + … (7. The non−zero values will represent the average power for each harmonic in (7. and we will denote them with capital letters.e.127) and the expression for the alternate trigonometric Fourier series.126) The proof is obtained from the definition of average power.7 Solution: a. The current i c ( t ) given that v in ( t ) = 6 3 1 b. cos ω t – -a. and only the products of the same frequency terms will have non-zero values. Since the excitation consists of two sinusoids of different frequencies. i. by substitution of these series for v and i into (7.cos 3 ω t V where ω = 1000 r ⁄ s .128) where f ( t ) can represent voltages and currents. 1 -a + f ( t ) = -2 0 ∑ cn cos ( n ω t – θn ) n=1 ∞ (7. will be zero.46. 1 P ave = -T ∫0 T 1 p dt = -T ∫0 vi dt T (7. R 1Ω C iC ( t ) v in ( t ) –3 10 -----------F 3 Figure 7.7 For the circuit of Figure 7. Fourth Edition Copyright © Orchard Publications . we can use phasor quantities. compute: . The average power P ave delivered by the voltage source. Example 7. we will find that the products of v and i that have different frequencies.Chapter 7 Fourier Series 7. that is. Then. 7−44 Signals and Systems with MATLAB Computing and Simulink Modeling.

41 ∠225 ° = 1.( 1.6 ° ⇔ i ( t ) = 1.= 1.6 ° ) A I C1 = ---------= -----------------------------C1 Z1 10 ∠– 71.90 cos ( ω t + 71. Fourth Edition Copyright © Orchard Publications 7−45 .6 ° ) + -----= -----2 2 2 2 (7. The average power delivered by the voltage source is P ave = V 1RMS I 1RMS cos θ 1 + V 3RMS I 3RMS cos θ 3 2 1.6 ° V in1 6 ∠0 ° .= – j3 3 –3 ω1 C 10 × 10 ⁄ 3 Z 1 = 1 – j3 = 10 ∠– 71. v in1 ( t ) = 6 cos ω t ⇔ V in1 = 6 ∠0 ° V –j – j = ---------------------------------------. the average power absorbed by the resistor.132) or Check: P ave = 0.I R = -–I ) = -P ave = -2 1max 3max 2 2 max Signals and Systems with MATLAB Computing and Simulink Modeling.6 ° (7.⋅ --------.= 1.Computation of Average Power from Fourier Series Then.131) b. v in3 ( t ) = – 2 cos 3 ω t = 2 cos ( 3 ω t + 180 ° ) ⇔ V in3 = 2 ∠180 ° V –j – j = ------------------------------------------------. i c ( t ) = i c1 ( t ) + i c3 ( t ) = 1.90 .133) The average power absorbed by the capacitor is zero.130) From (7.90 ∠71. must be equal to the average power delivered by the source.⋅ --------.41 2 ) = 0.90 cos ( ω t + 71.129) Next. The average power absorbed by the resistor is 1 2 1 1 2 2 -(I .cos ( – 135 ° ) .8 w (7.41 6 1.cos ( 71.41 cos ( 3 ω t – 135 ° ) A (7.6 ° ) + 1.129) and (7.= –j1 3 –3 ω3 C 3 × 10 × 10 ⁄ 3 Z 3 = 1 – j1 = 2 ∠– 45 ° V in3 2 ∠180 ° . and therefore.130).41 ∠( 225 – 135 )° I C3 = ---------= ----------------------Z3 2 ∠– 45 ° ⇔ i C3 ( t ) = 1.90 2 – 1.41 cos ( 3 ω t – 135 ° ) (7.8 w .

such as Microsoft Excel. the more pulses we use. Quite often. Even though we may already know the Fourier series from analytical methods. Fourth Edition Copyright © Orchard Publications . a month or even a year. were we have divided it into small pulses of width ∆ x . we multiply these by ∆ x . we multiply degrees by π (3. Then. and mechanical vibrations. a week.. To compute the coefficients of the higher order harmonics. we can choose ∆ x to be 2. It is also applied in the analysis of the behavior of physical systems subjected to periodic disturbances. Next. If the time axis is in degrees. and we divide by π to obtain the coefficients a 1 and b 1 . Waveform whose analytical expression is unknown Since the arguments of the sine and the cosine are in radians. we form the sums of y cos x and y sin x . The procedure presented here. we need to evaluate the integral(s) using numerical integration. and enter these values in Column A of the spreadsheet. In these situations. Consider the waveform of f ( x ) shown in Figure 7.47. Examples include cable stress analysis in suspension bridges.13 Evaluation of Fourier Coefficients Using Excel® The use of Fourier series is not restricted to electric circuit analysis. we can use this procedure to check our results. we enter the values of sin x and y sin x in Columns F and G respectively.Chapter 7 Fourier Series 7.47. Examples are meteorological or economic quantities whose period may be a day. Similarly.. we 7−46 Signals and Systems with MATLAB Computing and Simulink Modeling. f(x) x Figure 7. We enter these in Column B and we denote them as x .) and divide by 180 to perform the conversion. will work for both the waveforms that have an analytical solution and those that do not. it is necessary to construct the Fourier expansion of a function based on observed values instead of an analytic expression.5 ° intervals. using a spreadsheet. the better the approximation. In Column C we enter the corresponding values of y = f ( x ) as measured from the waveform.5 ° and it is convenient to start at the zero point of the waveform. In Columns D and E we enter the values of cos x and the product y cos x respectively. we can divide the period 0 ° to 360 ° in 2.1459. Obviously.

8 Let f ( t ) = cos ω t where ω = 1 .49 is a partial table showing the computation of the coefficients of a clipped sine waveform. Therefore. and a and b are numeric values for the definite integral a to b. 1) end % Define symbolic variable t % Period of the signal % radian frequency omega % Evaluate DC component and first 3 harmonics % Exponential Fourier Series.14 Evaluation of Fourier Coefficients Using MATLAB® We can also use MATLAB to evaluate the coefficients of a Fourier series as illustrated with the following simple example. t is a symbolic variable for the symbolic expression. from (7.= cos ω t -. and we enter these in subsequent columns of the spreadsheet. jωt –j ω t 1 e + e .100).a. Page 7−33. Fourth Edition Copyright © Orchard Publications 7−47 .Evaluation of Fourier Coefficients Using MATLAB® form the products y cos 2x . C 3 using MATLAB. and since cos ω t is an even function.95). Page 7−32 are real and C –n = C n = 1 ⁄ 2 . Figure 7. C 2. for the trigonometric Fourier series.b) where f represents the function to be integrated.99) MATLAB displays the following: Cn = 0 Cn = 1/2 Cn = 0 Cn = 0 The values displayed by MATLAB indicate that C n = 1 ⁄ 2 is the only nonzero frequency component. and so on. w=2*pi/T. y cos 3x .t. a n = C n + C –n = 1 --+1 -.e j ω t + 0 + … = -------------------------. Example 7. y sin 2x . for n=0:3 Cn=(1/T)*int(cos(w*t)*exp(−j*w*n*t). y sin 3x .= 1 2 2 Signals and Systems with MATLAB Computing and Simulink Modeling. Use the exponential Fourier series to evaluate the average value C 0 and the first 3 harmonics C 1. syms t T=1. 0. t.48 is a partial table showing the computation of the coefficients of the square waveform. Solution: We use the following MATLAB script where the statement int(f. relation (7. and Figure 7. The complete tables extend to the seventh harmonic to the right and to 360 ° down. 7. all C n coefficients in relation (7.e–j ω t + 0 + 1 f ( t ) = … + 0 + -2 2 2 Also.

Chapter 7 Fourier Series Figure 7.48. Numerical computation of the coefficients of the square waveform (partial listing) 7−48 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .

Fourth Edition Copyright © Orchard Publications 7−49 . Numerical computation of the coefficients of a clipped sine waveform (partial listing) Signals and Systems with MATLAB Computing and Simulink Modeling.Evaluation of Fourier Coefficients Using MATLAB® Figure 7.49.

and represents the DC (average) component of f ( t ) . Fourth Edition Copyright © Orchard Publications .sin 5 ω t + … = 4A -----f ( t ) = ----- π 3 5 π ∑ n = odd 1 -. a n . If a waveform has half−wave symmetry only odd (odd cosine and odd sine) harmonics will be present. • The trigonometric Fourier series for the square waveform with odd symmetry is 4A . and b n are found from the following relations: 1 1 -.sin n ω t n 7−50 Signals and Systems with MATLAB Computing and Simulink Modeling.sin 3 ω t + 1 -.15 Summary • Any periodic waveform f ( t ) can be expressed as 1 -a + f ( t ) = -2 0 ∞ ∑ ( a cos n ω t + b sin n ω t ) n n n=1 where the first term a 0 ⁄ 2 is a constant. the series will consist of cosine terms only. In other words. and a 0 may or may not be zero.a = ----2 0 2π 1 a n = -π ∫0 2π f ( t ) dt ∫0 2π f ( t ) cos nt dt 1 b n = -π ∫0 2π f ( t ) sin nt dt • If a waveform has odd symmetry.Chapter 7 Fourier Series 7. represent the fundamental frequency component ω . sin ω t + 1 -. if it is an odd function. the terms with the coefficients a 2 and b 2 together. that is. the series will consist of sine terms only. We recall that odd functions are those for which – f ( – t ) = f ( t ) . The terms with the coefficients a 1 and b 1 together. has half−wave symmetry if –f ( t + T ⁄ 2 ) = f ( t ) that is. but inverted. represent the second harmonic component 2 ω . that is. all even (even cosine and even sine) harmonics will be zero. if it is an even function. Likewise. We recall that even functions are those for which f ( – t ) = f ( t ) • A periodic waveform with period T . The coefficients a 0 . • If a waveform has even symmetry. the shape of the negative half−cycle of the waveform is the same as that of the positive half-cycle. and so on.

cos n ω t n • The trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A .cos 3 ω t + -f ( t ) = ----- π 5 π 3 ∑ n = odd ( –1 ) (n – 1) ---------------2 1 -.cos ω t – 1 -.cos 5 ω t – … = -----.sin t – --.sin n ω t n • The trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 1 1 8A . C – n = C n∗ • In general. for ω ≠ 1 .sin 3 ω t + ----f ( t ) = -----( –1 ) 2 2 49 25 9 π n = odd π (n – 1) ---------------2 1 ---.+ --π 3 15 35 63 π 2 • The trigonometric form of the Fourier series for the full−wave rectifier with even symmetry is 2A 4A .sin 7 ω t + … = -----. Signals and Systems with MATLAB Computing and Simulink Modeling.sin 2 ω t + 1 -.a n – ---. … ∑ ∞ • The Fourier series are often expressed in exponential form as f ( t ) = … + C –2 e – j2 ω t + C –1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… where the C i coefficients are related to the trigonometric form coefficients as b n 1 1 .( a + jb n ) .sin ω t – 1 -.------------.sin 4 ω t + … = 2A -----f ( t ) = ----- π π 2 3 4 ∑ ( –1 ) ∑ n–1 1 -.+ ------------.+ … f(t) = A --.sin 3 ω t – 1 -.cos n ω t 2 n ( – 1 ) n = 2. are complex.Summary • The trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A . 6.sin n ω t 2 n • The trigonometric Fourier series for the half−wave rectifier with no symmetry is A A cos 2t cos 4t cos 6t cos 8t .+ ------------. a n + ---.sin 5 ω t – ----.+ ------------. Fourth Edition Copyright © Orchard Publications 7−51 . that is.– -----f ( t ) = -----π π 1 -----------------.( a –j b ) .= -C n = - 2 2 n n j 1 -a C 0 = -2 0 • The C i coefficients.= -C –n = - 2 n 2 j b n 1 1 . sin ω t – 1 -. except C 0 . 4. and appear as complex conjugate pairs.

• Τhe line spectrum of an impulse train consists of a train of equal amplitude. 7−52 Signals and Systems with MATLAB Computing and Simulink Modeling. • The frequency components of a recurrent rectangular pulse follow a sin x ⁄ x form.Chapter 7 Fourier Series 1 C n = -T ∫0 T f(t)e – jn ω t 1d( ω t ) = ----2π ∫0 2π f( t)e – jn ω t d( ω t ) • We can derive the trigonometric Fourier series from the exponential series from the relations an = Cn + C–n and bn = j ( Cn – C–n ) • For even functions. C n = 0 for n = even • C –n = C n∗ always • A line spectrum is a plot that shows the amplitudes of the harmonics on a frequency scale. is equal to the square root of the sum of the squares of the RMS values of each sinusoid. all coefficients C i are imaginary • If there is half−wave symmetry. Thus. • Τhe RMS value of a waveform consisting of sinusoids of different frequencies. and are equally spaced harmonics. all coefficients C i are real • For odd functions. I RMS = I 0 + I 1 RMS + I 2 RMS + … + I N RMS 2 2 2 2 2 2 2 1 2 -I + 1 --I + … + 1 --I I 0 + -2 1m 2 2m 2 Nm or I RMS = • We can compute the average power of a Fourier series from the relation P ave = P dc + P 1ave + P 2ave + … = V dc I dc + V 1RMS I 1RMS cos θ 1 + V 2RMS I 2RMS cos θ 2 + … • We can evaluate the Fourier coefficients of a function based on observed values instead of an analytic expression using numerical evaluations with the aid of a spreadsheet. Fourth Edition Copyright © Orchard Publications .

f(t) A 0 ωt 2. Compute the first 5 components of the trigonometric Fourier series for the waveform shown below. Assume ω = 1 . f(t) A ωt 0 3. Assume ω = 1 .Compute the first 5 components of the exponential Fourier series for the waveform shown below.Exercises 7.16 Exercises 1. Assume ω = 1 . f( t) A⁄2 0 –A ⁄ 2 ωt Signals and Systems with MATLAB Computing and Simulink Modeling. f(t) A 0 ωt 4. Assume ω = 1 . Compute the first 5 components of the trigonometric Fourier series for the waveform shown below. Fourth Edition Copyright © Orchard Publications 7−53 . Compute the first 5 components of the exponential Fourier series for the waveform shown below.

Compute the first 5 components of the exponential Fourier series for the waveform shown below. Compute the first 5 components of the exponential Fourier series for the waveform shown below. f( t) A 0 ωt 6. Assume ω = 1 . f(t) A ωt 0 −A 7−54 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 7 Fourier Series 5. Fourth Edition Copyright © Orchard Publications . Assume ω = 1 .

2 a n = -π ∫0 π A 2A --. therefore.cos ax + -= ---2 a a π 0 t 2A 1 1 .17 Solutions to End−of−Chapter Exercises 1.sin nt π – ---. Fourth Edition Copyright © Orchard Publications 7−55 . a5 = – ---------------.⋅ --t dt = ---2 π 2 2 π 0 A π . a 1 = – 4A 3 2 2 2 2 2 2 2 π 3 π 5 π 7 π Signals and Systems with MATLAB Computing and Simulink Modeling. for n = 5. a 3 = ---------for n = 1. for n = 0 .= ---------a n = -----2 2 2 2 2 π n n n π We cannot evaluate the average ( 1 ⁄ 2 ) a 0 from (2). Then. a = ---------– 4A -.---. – 4A 4A-.a 0 = -------2 2 2π ∫0 π A t . Then. ---cos n π – ---( cos n π – 1 ) (2) . 2A 12A1 . There is no half− wave symmetry and the average ( DC component) is not zero. the series consists of cosine terms only.t cos nt dt = -----2 π π ∫0 t cos nt dt π (1) From tables of integrals. we must use (1). We will integrate from 0 to π and multiply by 2 . 2A 1 -. for n = 7.⋅ ---= ---2 π 2 2 or ( 1 ⁄ 2 ) ⁄ a0 = A ⁄ 2 We observe from (2) that for n = even . f(t) A A ---t π –2 π –π 0 π 2π ωt This is an even function.sin a x .---.sin nt . for n = 3.– 0 2 2 2 n π n n and since sin nt π = 0 for all integer n .cos nt + -a n = -----2 2 n π n x 1 . Then. ∫ x cos ax dx and thus (1) becomes t 2A 1 .cos n π + -= -----.Solutions to End−of−Chapter Exercises 7. a n = even = 0 .

Therefore.( – 1 – 1 ) = – 2A for n = 1. 4A 2A n π 4A 2A n π 4A π -----π . a 1 = ------. f(t) A 2A ------t π π⁄2 π 3π ⁄ 2 π ωt 0 This is an even function. There is no half− wave symmetry and the average ( DC component) is not zero.a 0 – 4A cos 5t + ----cos 7t + … = A --.---.sin nt + -----nπ π π⁄2 0 2A nπ nπ 4A π π . cos t + 1 -.( 0 – 1 ) = – -----.cos n . for n = 4. a 4 = ---------2 2 2 2 9π 9π 7 π We observe that the fourth harmonic and all its multiples are zero.a = ----------------------------------------. for n = 2.sin ----= -------------.= -------------------------------------------------------------------Average = -2 0 4 2π 2π Period 2 a n = -π ∫0 π⁄2 2A 2 -----. Therefore.( 0 – 1 ) = – --------(1 – 1) = 0 for n = 3. Fourth Edition Copyright © Orchard Publications .– ---------.sin ---------–1 . 114A 1 -----.cos 3t + ----.Chapter 7 Fourier Series and so on. a 2 = ------------2 2 2 2 π 4π π π 4A – 4A 4A .cos ax + -.sin a x = ---.cos n .( cos nt + nt sin nt ) a n = -----2 2 π n π⁄2 2A .t cos nt dt + -π π ∫π ⁄ 2 A cos nt dt π (1) and with ∫ x cos ax dx 1 x 1 .– -----a n = ---------2 2 2 2 2 nπ 2 2 2 2 nπ 2 n π n π n π 4A 4A 4A .– 1 – 0 + ---------- nπ 2 2 2 2 2 2 n π and since sin nt π = 0 for all integer n . 7−56 Signals and Systems with MATLAB Computing and Simulink Modeling.cos n .sin n π – sin n . therefore. a 3 = --------.– -----f ( t ) = -2 9 25 49 π 2 2 π ∑ n = odd ∞ 1---cos nt 2 n 2.+ .( cos ax + ax sin ax ) = ---2 2 a a a relation (1) above simplifies to 4A 1 . the series consists of cosine terms only.= -------------.sin ----. 1 3A ⋅ (π ⁄ 2) Area = 2 × [ ( A ⁄ 2 ) ⋅ ( π ⁄ 2 ) ] + A π = 3A .+ ----.

e – jn π = 1 and for n = odd . Then.cos 2t + 1 -. 1 C n = ----2π ∫0 π 2π f(t )e – jn ω t d( ω t ) and with ω = 1 1 C n = ----2π ∫0 2π f(t )e – jnt 1 dt = ----2π ∫0 Ae – jnt dt + ∫π π 0 2π 0e – jnt A dt = ----2π ∫0 e π – jnt dt The DC value is A C 0 = ----2π ∫0 π A 0 -t e dt = ----2π π 0 = A --2 For n ≠ 0 . The average ( DC component) is not zero.[ 1 – ( – 1 ) ] = ------C n = odd = ----------j2n π jn π By substitution into f ( t ) = … + C –2 e – j2 ω t + C –1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… we find that Signals and Systems with MATLAB Computing and Simulink Modeling. e = – 1 . A(1 – 1) = 0 C n = even = ----------j2n π and A A .Solutions to End−of−Chapter Exercises 4A .cos 3t + … f ( t ) = 3A -----. therefore.– -----2 2 9 4 π 3. Fourth Edition Copyright © Orchard Publications 7−57 . A C n = ----2π ∫0 π e – jnt A –jnt -e dt = -------------– j2 n π A . f(t) A 0 π 2π ωt This is neither an even nor an odd function and has no half−wave symmetry. the series consists of both cosine and sine terms.( 1 – e –jn π ) = ----------j2n π Recalling that e – jn π = cos n π – j sin n π – jn π for n = even . Then. cos t + 1 -.

Therefore. 1C n = ----2π ∫– π π f( t)e – jnt Adt = ----2π ∫– π ⁄ 2 e π⁄2 – jnt dt The DC value is At C 0 = ----2π π⁄2 –π ⁄ 2 A.= ---. For instance. 1 – j3 ω t – j ω t A j ω t 1 j3 ω t -e . Then.+ ---–e + e + -+ … 3 3 2 jπ The minus (−) sign of the first two terms within the parentheses results from the fact that C –n = C n∗ . since C 1 = 2A ⁄ j π .… – --e f(t) = A --. except that the amplitude is halved. 4. since there is no symmetry.3. as expected.… – --e f ( t ) = ---–e + e + -+ … 3 jπ 3 It is also the same waveform as in Example 7. f(t) A⁄2 0 –A ⁄ 2 ωt This is the same waveform as in Exercise 3 where the DC component has been removed. Then. 7−58 Signals and Systems with MATLAB Computing and Simulink Modeling.+ -2 π 2 2 2 For n ≠ 0 . for this waveform C n is real.Chapter 7 Fourier Series A 1 – j3 ω t – j ω t j ω t 1 j3 ω t -e . Page 7−34. π π A = ----. Fourth Edition Copyright © Orchard Publications . 5. it follows that C –1 = C 1∗ = – 2A ⁄ j π . We observe that f ( t ) is complex. f( t) A –π –π ⁄ 2 0 π⁄2 π ωt This is the same waveform as in Exercise 3 where the vertical axis has been shifted to make the waveform an even function. This waveform is an odd function and thus the expression for f ( t ) is imaginary.

C n = 0 For n = odd . … and the minus (−) sign is used with n = 3. 11. We can express f ( t ) in a more compact form as A -+ f ( t ) = --2 ∑ n = odd ( –1 ) (n – 1) ⁄ 2 A. 11. Fourth Edition Copyright © Orchard Publications 7−59 . C n alternates in plus (+) and minus (−) signs. e ( ax – 1 ) xe dx = -----2 a ax Signals and Systems with MATLAB Computing and Simulink Modeling. … . … C n = – ----nπ Thus. 9. 9.Solutions to End−of−Chapter Exercises AC n = ----2π ∫– π ⁄ 2 π⁄2 e – jnt A .------------------------------------= -------------- nπ j2n π j2 nπ 2 jn π ⁄ 2 and we observe that for n = even .if n = 3. that is.– jn π ⁄ 2 jn π ⁄ 2 = -------------(e –e ) – j2 n π – jn π ⁄ 2 A A –e A e π .jn ω t ----e nπ 6. 7. Aif n = 1.sin n . f(t) –π ⁄ 2 –π −A A 2A ------t – 1 π π⁄2 π ωt 0 We will find the exponential form coefficients C n from 1C n = ----2π ∫– π f ( t ) e ax π – jnt dt From tables of integrals ∫ Then. 5. … C n = ----nπ A . 7.–jnt e dt = -------------– j2 n π π⁄2 –π ⁄ 2 A .( e jn π ⁄ 2 – e –jn π ⁄ 2 ) = ----- = ----.jn ω t ± ----e nπ where the plus (+) sign is used with n = 1. A -+ f ( t ) = --2 ∑ n = odd A. 5.

… + -+e + e + -+ … f ( t ) = – ----- 2 9 9 π The coefficients of the terms e – j3 ω t and e –j ω t are positive because all coefficients of C n are real.Chapter 7 Fourier Series 1C n = ----2π ∫ – jnt – 2A -----. the DC component C 0 = 0 . C n = 0 and for n = odd .e jn π + e – jn π 2A –e e 4A ---------------------------⋅e + --------------------------. 1 –j3 ω t –j ω t j ω t 1 j3 ω t 4A -e -e .sin n π = -------------– 1 + n π sin n π + cos n π – ----2 2 2 2n π jn π – jn π jn π – jn π and since sin n π = 0 for all integer n . and C n = ---------2 2 n π Also. n π ⋅ --------------------------C n = ---- 2 π n2 π n π j2 j2 n 2 4A nπ . cos n π = – 1 . by inspection. 7−60 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .+ 2 .– -----– -------. 2A . It also has half−wave symmetry and thus C n = 0 for n = even as we’ve found.4A -------– e .t – 1 e dt + π –π 0 -----. Then.( cos n π – 1 ) C n = ---------2 2 n π –4 A For n = even .t – 1 e ∫0 π 2A π – jnt dt Integrating and rearranging terms we obtain 1. This is to be expected since f ( t ) is an even function.

the system function is defined. in general.1 Definition and Special Forms We recall that the Fourier series for periodic functions of time.1) and assuming that it exists for every value of the radian frequency ω . or in exponential form.Chapter 8 The Fourier Transform T his chapter introduces the Fourier Transform.2) The Inverse Fourier transform is defined as 1 f ( t ) = ----2π ∫– ∞ F ( ω ) e ∞ jωt dω (8. a complex function. also known as the Fourier Integral. the unit impulse. and a single rectangular pulse are not periodic functions. We can express it as the sum of its real and imaginary components. and F F {f(t)} = F(ω) –1 (8. for a signal that is a function of time with period from – ∞ to + ∞ . The definition. theorems. as F ( ω ) = Re { F ( ω ) } + jIm { F ( ω ) } = F ( ω ) e jϕ(ω) (8. Fourth Edition Copyright © Orchard Publications 8−1 . Then. The Fourier transforms of the most common functions are derived. 8. The Fourier transform is. However. produce discrete line spectra with non-zero values only at specific frequencies referred to as harmonics.5) { F(ω )} = f( t) Signals and Systems with MATLAB Computing and Simulink Modeling. and properties are presented and proved.3) We will often use the following notation to express the Fourier transform and its inverse. such as those we discussed on the previous chapter. and several examples are provided to illustrate its application in circuit analysis. we call the function F ( ω ) the Fourier transform or the Fourier integral. the unit ramp.4) (8. We may think of a non-periodic signal as one arising from a periodic signal in which the period extents from – ∞ to + ∞ . that is. other functions of interest such as the unit step. The frequency spectra for these functions are continuous as we will see later in this chapter. we form the integral F(ω) = ∫– ∞ f ( t ) e ∞ –j ω t dt (8.

the real and imaginary parts of f ( t ) in terms of the Inverse Fourier transform are 1f Re ( t ) = ----2π (8.Chapter 8 The Fourier Transform 8.10) We can derive similar forms for the Inverse Fourier transform as follows: Substitution of (8. in general.3) yields 1f ( t ) = ----2π ∞ ∫–∞ [ FRe ( ω ) + jFIm ( ω ) ] e jωt dω (8. we see that the real and imaginary parts of F ( ω ) are F Re ( ω ) = ∫–∞ [ fRe ( t ) cos ω t + fIm ( t ) sin ω t ] dt ∫–∞ [ fRe ( t ) sin ω t –fIm ( t ) cos ω t ] dt ∞ ∞ (8.2) into (8. that is.1). By substitution of (8.9) and F Im ( ω ) = – (8. These notations have the same meaning as Re { f ( t ) } and Im { f ( t ) } .11) and by Euler’s identity. we obtain F(ω ) = ∫– ∞ ∞ f Re ( t ) e –j ω t dt + j ∫–∞ fIm ( t ) e ∞ ∞ –j ω t dt (8.6) into the Fourier integral of (8.6) The subscripts Re and Im will be used often to denote the real and imaginary parts respectively.8) From (8. and thus we can express it as the sum of its real and imaginary parts.2 Special Forms of the Fourier Transform The time function f ( t ) is.12) 1+ j ----2π Therefore.13) and 8− 2 Signals and Systems with MATLAB Computing and Simulink Modeling. as f ( t ) = f Re ( t ) + j f Im ( t ) (8.8). complex. 1 f ( t ) = ----2π ∫–∞ [ FRe ( ω ) cos ω t –FIm ( ω ) sin ω t ] dω ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∫–∞ [ FRe ( ω ) cos ω t –FIm ( ω ) sin ω t ] dω ∞ ∞ ∞ (8.7) and by Euler’s identity F(ω) = ∫– ∞ ∞ [ f Re ( t ) cos ω t + f Im ( t ) sin ω t ] dt – j ∫–∞ [ fRe ( t ) sin ω t –fIm ( t ) cos ω t ] dt (8. Fourth Edition Copyright © Orchard Publications .

Therefore. Signals and Systems with MATLAB Computing and Simulink Modeling. We indicate this result with a check mark in Table 8. we will make use of the fact that the cosine is an even function. even.7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω ) Complex Even Odd 8.15) and F Im ( ω ) = – (8.1 Real Time Functions If f ( t ) is real. We know that any function f ( t ) can be expressed as the sum of an even and an odd function.9) and (8. Fourth Edition Copyright © Orchard Publications 8−3 . while the sine is an odd function. We will show these in tabular form.2.2 − 8.1. the product of two odd functions or the product of two even functions will result in an even function. we will also consider the cases when f ( t ) is real and even. (8. and when f ( t ) is real and odd*.2. TABLE 8.16) Conclusion: If f ( t ) is real. imaginary.1 and 8.10) reduce to F Re ( ω ) = ∞ ∫–∞ fRe ( t ) cos ω t dt ∫–∞ fRe ( t ) sin ω t dt ∞ (8. in general. whereas the product of an odd function and an even function will result in an odd function.Special Forms of the Fourier Transform 1f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∞ (8.2. * In our subsequent discussion. as indicated in Table 8. we will use the above relations to derive the time to frequency domain correspondence for real.2. The derivations are shown in Subsections 8.14) Now. Also.1 Time Domain and Frequency Domain Correspondence (Refer to Tables 8. complex.2. and odd functions in both the time and the frequency domains. F ( ω ) is.

with respect to t . F ( ω ) is also real and even.2 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. fRe ( t ) is odd If – f Re ( – t ) = f Re ( t ) . Fourth Edition Copyright © Orchard Publications .19) Conclusion: If f ( t ) is real and even. f Re ( t ) is even If f Re ( – t ) = f Re ( t ) . In this case. the product f Re ( t ) cos ω t . while the product f Re ( t ) sin ω t is even. with respect to t . Thus. b.17). if f Re ( t ) = even . To determine whether F ( ω ) is even or odd when f Re ( t ) = even . the product f Re ( t ) cos ω t .17) and F Im ( ω ) = – ∫–∞ fRe ( t ) sin ω t dt ∞ = 0 f Re ( t ) = even (8.3 − 8.15) and (8. is odd. we must perform a test for evenness or oddness with respect to ω .18) Therefore. substitution of – ω for ω in (8.16) reduce to: F Re ( ω ) = 2 ∫0 ∞ f Re ( t ) cos ω t dt f Re ( t ) = even (8. (8.7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω) Complex Even Odd a.17). In this case.15) and (8. while the product f Re ( t ) sin ω t is odd. F ( ω ) is real as seen in (8.16) reduce to: 8− 4 Signals and Systems with MATLAB Computing and Simulink Modeling. is even. We indicate this result in Table 8.Chapter 8 The Fourier Transform TABLE 8. yields F Re ( – ω ) = 2 ∞ ∞ ∫0 f Re ( t ) cos ( – ω ) t dt = 2 ∫0 f Re ( t ) cos ω t dt = F Re ( ω ) (8.3. (8.

20) and F Im ( ω ) = – 2 f Re ( t ) sin ω t dt f Re ( t ) = odd (8.21).4 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. To determine whether F ( ω ) is even or odd when f Re ( t ) = odd . Thus. TABLE 8.22) Conclusion: If f ( t ) is real and odd. F ( ω ) is imaginary and odd.5 − 8.7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω ) Complex Even Odd Signals and Systems with MATLAB Computing and Simulink Modeling. yields F Im ( – ω ) = – 2 ∞ ∞ ∫0 f Re ( t ) sin ( – ω ) t dt = 2 ∫0 f Re ( t ) sin ω t dt = – F Im ( ω ) (8.21) Therefore. we perform a test for evenness or oddness with respect to ω . if f Re ( t ) = odd . Fourth Edition Copyright © Orchard Publications 8−5 . substitution of – ω for ω in (8.3 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. We indicate this result in Table 8.Special Forms of the Fourier Transform TABLE 8.4 − 8.4.7) f( t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd ∞ F(ω ) Imaginary Complex Even Odd F Re ( ω ) = ∫–∞ fRe ( t ) cos ω t dt ∫0 ∞ = 0 f Re ( t ) = odd (8. F ( ω ) is imaginary.

is even while the product f Im ( t ) sin ω t is odd.5.9) and (8. substitution of – ω for ω in (8. with respect to t . a. f Im ( t ) is even If f Im ( – t ) = f Im ( t ) . TABLE 8.24) Conclusion: If f ( t ) is imaginary. and f ( t ) is imaginary and odd. To determine whether F ( ω ) is even or odd when f Im ( t ) = even .2.25) and F Im ( ω ) = 2 f Im ( t ) cos ω t dt f Im ( t ) = even (8. the product f Im ( t ) cos ω t .7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω ) Complex Even Odd Next. we perform a test for evenness or oddness with respect to ω .6 − 8. F ( ω ) is. Thus. F ( ω ) is imaginary.5 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. We indicate this result in Table 8.26) yields 8− 6 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .23) and (8. In this case.2 Imaginary Time Functions If f ( t ) is imaginary.Chapter 8 The Fourier Transform 8. we will consider the cases where f ( t ) is imaginary and even.26) Therefore. complex. in general. (8. (8. if f Im ( t ) = even .23) and F Im ( ω ) = (8.24) reduce to: F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫0 ∞ = 0 f Im ( t ) = even (8.10) reduce to F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫–∞ fIm ( t ) cos ω t dt ∞ (8.

F ( ω ) is real and odd.28) and F Im ( ω ) = ∫–∞ fIm ( t ) cos ω t dt ∞ = 0 f Im ( t ) = odd (8. F ( ω ) is real. if f Im ( t ) = odd .23) and (8.29) Therefore.Special Forms of the Fourier Transform F Im ( – ω ) = 2 ∫0 ∞ f Im ( t ) cos ( – ω ) t dt = 2 ∫0 ∞ f Im ( t ) cos ω t dt = F Im ( ω ) (8.30) Conclusion: If f ( t ) is imaginary and odd. substitution of – ω for ω in (8. Signals and Systems with MATLAB Computing and Simulink Modeling.7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω ) Complex Even Odd b. To determine whether F ( ω ) is even or odd when f Im ( t ) = odd . Fourth Edition Copyright © Orchard Publications 8−7 . with respect to t . f Im ( t ) is odd If – f Im ( – t ) = f Im ( t ) .6. (8.7. In this case.6 Time Domain and Frequency Domain Correspondence (Refer also to Table 8. TABLE 8. while the product f Im ( t ) sin ω t is even. We indicate this result in Table 8.27) Conclusion: If f ( t ) is imaginary and even. Thus.24) reduce to F Re ( ω ) = ∫– ∞ ∞ f Im ( t ) sin ω t dt = 2 ∫0 ∞ f Im ( t ) sin ω t dt f Im ( t ) = odd (8. we perform a test for evenness or oddness with respect to ω . the product f Im ( t ) cos ω t . We indicate this result in Table 8.28) yields F Re ( – ω ) = 2 ∞ ∞ ∫0 f Im ( t ) sin ( – ω ) t dt = – 2 ∫0 f Im ( t ) sin ω t dt = – F Re ( ω ) (8. F ( ω ) is also imaginary and even. is odd.

32) above. * In relations (8.7 Time Domain and Frequency Domain Correspondence (Completed Table) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω) Complex Even Odd Table 8. F Re ( – ω ) = F Re ( ω ) f ( t ) = Real f ( t ) = Real (8. 1f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∞ (8. that is. can we conclude that f ( t ) is real? The answer is yes.7 is now complete and shows that if f ( t ) is real (even or odd). f ( t ) is real. we determined that F Re ( ω ) is even and F Im ( ω ) is odd.32) (8.34) Now.31) (8.35) is zero since it is an odd function with respect to ω because both products inside the brackets are odd functions*. Page 8−3. Fourth Edition Copyright © Orchard Publications . if F ( ω ) of some function of time f ( t ) is known.35) We observe that the integrand of (8. and the imaginary part is odd. f Im ( t ) = 0 .33) and F Im ( – ω ) = – F Im ( ω ) Since. Therefore. we can verify this with (8. which is repeated here for convenience.14).31) and (8.Chapter 8 The Fourier Transform TABLE 8. F ( ω ) = F Re ( ω ) + jF Im ( ω ) it follows that F ( – ω ) = F Re ( – ω ) + jF Im ( – ω ) = F Re ( ω ) – jF Im ( ω ) or F ( – ω ) = F∗ ( ω ) f ( t ) = Real (8. and F ( ω ) is such that F ( – ω ) = F∗ ( ω ) . the real part of F ( ω ) is even. 8− 8 Signals and Systems with MATLAB Computing and Simulink Modeling. Then.

3.Re A ( ω ) cos [ ω t + ϕ ( ω ) ] dω = -π ∫0 ∞ (8. the Inverse Fourier transform of (8. 8.38) where a i is some arbitrary real constant.36) and since the integrand is an even function with respect to ω . Fourth Edition Copyright © Orchard Publications 8−9 . the definition of the Fourier transform.3.37) F(ω)e j[ωt + ϕ(ω)] dω 8. 1 f Re ( t ) = ----2π ∫–∞ [ FRe ( ω ) cos ω t –FIm ( ω ) sin ω t ] dω ∞ (8. Page 8−1.1 Linearity If F 1 ( ω ) is the Fourier transform of f 1 ( t ) . the symmetry property of the Fourier transform states that F ( t ) ⇔ 2 π f ( –ω ) (8.2 Symmetry If F ( ω ) is the Fourier transform of f ( t ) .Properties and Theorems of the Fourier Transform Accordingly. The procedure is the same as for the linearity property of the Laplace transform in Chapter 2.3 Properties and Theorems of the Fourier Transform The most common properties and theorems of the Fourier transform are described in Subsections 8. that is. we can state that a necessary and sufficient condition for f ( t ) to be real .1 through 8. if it is known that f ( t ) is real.3) can be simplified as follows: From (8.39) Signals and Systems with MATLAB Computing and Simulink Modeling.3. F 2 ( ω ) is the transform of f 2 ( t ) . we rewrite (8.1).14 below. Also. the linearity property of the Fourier transform states that a1 f1 ( t ) + a2 f2 ( t ) + … + an fn ( t ) ⇔ a1 F1 ( ω ) + a2 F2 ( ω ) + … + an Fn ( ω ) (8.36) as 1 f Re ( t ) = 2 ----2π 1 = -π ∫0 ∞ [ F Re ( ω ) cos ω t – F Im ( ω ) sin ω t ] dω ∫0 ∞ 1 . and so on. Page 8−2. 8. is that F ( – ω ) = F∗ ( ω ) .13).3. Proof: The proof is easily obtained from (8.

we obtain the Fourier transform pair of (8. 1 ω . Proof: We must consider both cases a > 0 and a < 0 . we replace ω with t .41) becomes F {f(τ)} For a < 0 . t = τ ⁄ a . the time scaling property of the Fourier transform states that if we replace the variable t in the time domain by at . ∞ F { f ( at ) } = ∫–∞ f ( at ) e –j ω t dt (8. 8. = ∫– ∞ f ( τ ) e ∞ τ - –j ω a τ 1 . and divide F ( ω ⁄ a ) by the absolute value of a .40) that is. Fourth Edition Copyright © Orchard Publications .39).F --dτ = -a a F { f ( –at ) } 8−10 = ∫–∞ f ( –at ) e dt Signals and Systems with MATLAB Computing and Simulink Modeling.= -d a a ∞ ∫– ∞ f ( τ ) e –j ω t ∞ ω - τ – j -- a 1 ω . and (8.3. For a > 0 . if in F ( ω ) . Proof: Since 1 f ( t ) = ----2π ∫– ∞ F ( ω ) e ∫– ∞ F ( ω ) e ∞ ∞ ∞ jωt dω then. we obtain 2 π f ( –ω ) = ∫– ∞ F ( t ) e –j ω t dt and (8.F --f ( at ) ⇔ ---a a (8.Chapter 8 The Fourier Transform that is.3 Time Scaling If a is a real constant.41) We let at = τ . then. 2 π f ( –t ) = –j ω t dω Interchanging t and ω .39) follows. we must replace the variable ω in the frequency domain by ω ⁄ a . then. and F ( ω ) is the Fourier transform of f ( t ) .

Therefore. but the term ω t 0 is added to its phase angle. Fourth Edition Copyright © Orchard Publications 8−11 . 8. Proof: . for 1 ⁄ a we obtain (8. Proof: F { f ( t – t0 ) } = ∫– ∞ f ( t – t ) e 0 ∞ –j ω t dt We let t – t 0 = τ .42) that is. dt = d τ .4 Time Shifting If F ( ω ) is the Fourier transform of f ( t ) . e j ω0 t = e F(ω) f ( t ) ⇔ F ( ω – ω0 ) j ω0 t (8. the Fourier transform magnitude does not change. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 (8.40). from (8. multiplication of the time function f ( t ) by e the Fourier transform by ω 0 . then. then. t = τ + t 0 . we find that the multiplying factor is – 1 ⁄ a .3.43) that is.3. the time shifting property of the Fourier transform states that if we shift the time function f ( t ) by a constant t 0 .43) = ∫– ∞ f( t)e –j ( ω – ω0 ) dt = F ( ω – ω 0 ) Signals and Systems with MATLAB Computing and Simulink Modeling. then.Properties and Theorems of the Fourier Transform and making the above substitutions.40) and (8. where ω 0 is a constant. results in shifting F {e or 0 j ω0 t f(t)} = ∞ ∫– ∞ e ∞ j ω0 t f( t)e –j ω t dt F { e jω tf(t )} Also.5 Frequency Shifting If F ( ω ) is the Fourier transform of f ( t ) . and thus F { f ( t – t0 ) } or = ∫– ∞ ∞ f(τ )e –j ω ( τ + t0 ) dτ = e –j ω t0 –j ω t0 ∫– ∞ f ( τ ) e ∞ –j ω ( τ ) dτ F { f ( t – t0 ) } 8.

8−12 Signals and Systems with MATLAB Computing and Simulink Modeling. we obtain d 1 d ------. Fourth Edition Copyright © Orchard Publications . if it exists.47) follows. (8.6 Time Differentiation If F ( ω ) is the Fourier transform of f ( t ) . d ------. that is.Chapter 8 The Fourier Transform j ω0 t e 1 ω – ω0 . that is. from e j ω0 t f ( t ) ⇔ F ( ω – ω0 ) j ω0 t –j ω0 t and we obtain e +e cos ω 0 t = -----------------------------2 F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ --------------------------------------------------------2 (8.46) 8.44) The Frequency Shifting Property. is ( j ω ) F ( ω ) . then. Thus. F ( ω – ω0 ) –F ( ω + ω0 ) f ( t ) sin ω 0 t ⇔ ------------------------------------------------------j2 (8.43) is also used to derive the Fourier transform of the modulated signals f ( t ) cos ω t and f ( t ) sin ω t .----n n dt dt 2 π 1= ----2π n n ∫– ∞ F ( ω ) e n ∞ jωt 1 dω = ---- 2π ∫ d .3. the Fourier transform of ------n dt n n (8.F --------------f ( at ) ⇔ --- a a (8.f ( t ) ⇔ ( j ω )n F ( ω ) n dt dn f ( t ) .f ( t ) = ------.47) Proof: Differentiating the Inverse Fourier transform.e j ω t dω F ( ω ) ------n –∞ dt ∞ n ∫– ∞ ∞ F(ω )(jω) e jωt n 1 dω = ( j ω ) ---- 2π ∫– ∞ F ( ω ) e ∞ jωt dω and (8.45) Similarly.

∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω) (8.48) follows. Page 8−23. then. if the Fourier transform of f ( t ) = f Re ( t ) + f Im ( t ) is F ( ω ) .3.+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω ) (8.51) that is.3.49) F ( 0 ) = 0 .4. and the proof for the Time Integration Property.6.8 Time Integration If F ( ω ) is the Fourier transform of f ( t ) .7 Frequency Differentiation If F ( ω ) is the Fourier transform of f ( t ) . then.Properties and Theorems of the Fourier Transform 8. d n F(ω ) ( – j t ) f ( t ) ⇔ --------n dω n (8. Page 8−22.50) and this is easily proved by integrating both sides of the Inverse Fourier transform.49) Proof: We postpone the proof of this property until we derive the Fourier transform of the Unit Step Function u 0 ( t ) in Subsection 8. In the special case where in (8. the Fourier transform of f∗ ( t ) = f Re ( t ) – f Im ( t ) is F∗ ( – ω ) . we obtain d d --------F ( ω ) = --------n n dω dω = n n ∫– ∞ ∞ f(t)e –j ω t dt = ∫ d –j ω t e dt f ( t ) --------n –∞ dω n ∞ n ∫– ∞ ∞ f ( t ) ( –j t ) e n –j ω t dt = ( – j t ) ∫– ∞ f ( t ) e ∞ –j ω t dt and (8. then.48) Proof: Using the Fourier transform definition. Signals and Systems with MATLAB Computing and Simulink Modeling. .9 Conjugate Time and Frequency Functions If F ( ω ) is the Fourier transform of the complex function f ( t ) . Fourth Edition Copyright © Orchard Publications 8−13 . f∗ ( t ) ⇔ F∗ ( – ω ) (8. then. 8.3. 8. then.

and by substitution into (8. F∗ ( ω ) = ∫– ∞ f Re ( t ) e jωt dt – j ∫–∞ fIm ( t ) e –j ω t jωt dt Replacing ω with – ω . F { f1 ( t )∗ f2 ( t ) } Alternate Proof: = ∫– ∞ ∞ f1 ( τ ) ∫– ∞ ∞ f2 ( σ ) e – j ωτ – j ωσ e dσ dτ = ∫– ∞ ∞ f1 ( τ ) e – j ωτ dτ ∫– ∞ f ( σ ) e 2 ∞ – j ωσ dσ The first integral above is F 1 ( ω ) while the second is F 2 ( ω ) .3.53).52) that is. then. dt = d σ .53) dt dτ –j ω t and letting t – τ = σ . then. f 1 ( t )∗ f 2 ( t ) ⇔ F 1 ( ω ) F 2 ( ω ) (8. and F 2 ( ω ) is the Fourier transform of f 2 ( t ) .52) follows. We can apply the time shifting property f ( t – t 0 ) ⇔ F ( ω ) e (8. we obtain 8−14 Signals and Systems with MATLAB Computing and Simulink Modeling. convolution in the time domain. 8. corresponds to multiplication in the frequency domain.53). Fourth Edition Copyright © Orchard Publications . replacing it with F 2 ( ω ) e –j ω t0 –j ω t0 into the bracketed integral of . we obtain F∗ ( – ω ) = ∫–∞ [ fRe ( t ) – jfIm ( t ) ] e ∞ dt and (8. then.10 Time Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) . and thus (8.51) follows. Proof: F { f1 ( t )∗ f2 ( t ) } = = ∫–∞ ∫–∞ f ( τ ) f2 ( t – τ ) dτ 1 ∞ ∞ e –j ω t dt ∫– ∞ f ( τ ) ∫– ∞ f ( t – τ ) e 1 2 ∞ ∞ (8.Chapter 8 The Fourier Transform Proof: F(ω) = = ∫– ∞ ∫– ∞ ∞ ∞ f( t)e –j ω t dt = ∫–∞ [ fRe ( t ) + jfIm ( t ) ] e ∫–∞ fIm ( t ) e ∞ ∞ –j ω t ∞ –j ω t dt f Re ( t ) e ∞ –j ω t dt + j dt Then.

Proof: Using the definition of F ( ω ) and that e –j ω t ω=0 = 1 .3.54) follows. multiplication in the time domain. 8.54) that is. F( 0) = ∞ ∫– ∞ f ( t ) d t (8. Fourth Edition Copyright © Orchard Publications 8−15 .55) follows. we observe that (8. and F 2 ( ω ) is the Fourier transform of f 2 ( t ) . corresponds to convolution in the frequency domain divided by the constant 1 ⁄ 2 π .13 Area Under F ( ω ) If F ( ω ) is the Fourier transform of f ( t ) . then. then.11 Frequency Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) . Signals and Systems with MATLAB Computing and Simulink Modeling.55) that is.3. then. 1 .Properties and Theorems of the Fourier Transform ∞ ∞ ∞ –j ω t 0 F { f1 ( t )∗ f2 ( t ) } = = ∫– ∞ f1 ( τ ) ∫– ∞ f2 ( t – τ ) e –j ω t dt dτ = ∫– ∞ f 1 ( τ ) dτ F 2 ( ω ) e ∫– ∞ f ( τ ) e 1 ∞ –j ω t dτ F 2 ( ω ) = F 1 ( ω ) F 2 ( ω ) 8.3. Proof: F { f1 ( t ) f2 ( t ) } = ∫– ∞ ∞ [ f1 ( t ) f2 ( t ) ] e ∞ –j ω t dt = ∫ 1 ----2 –∞ π ∞ ∫– ∞ F ( χ ) e 1 ∞ jχt dχ f 2 ( t ) e –j ω t dt 1= ----2π ∫– ∞ F1 ( χ ) ∫– ∞ ∞ f2 ( t ) e –j ( ω – χ ) t 1dt dχ = ----2π ∫–∞ F ( χ ) F ( ω – χ ) dχ 1 2 ∞ and (8.12 Area Under f(t) If F ( ω ) is the Fourier transform of f ( t ) . the area under a time function f ( t ) is equal to the value of its Fourier transform evaluated at ω = 0 . 8.F ( ω )∗ F 2 ( ω ) f 1 ( t ) f 2 ( t ) ⇔ ----2π 1 (8.

Parseval’s theorem states that ∞ ∞ ∫– ∞ 12 f ( t ) dt = ----2π ∫– ∞ F ( ω ) 2 dω (8. but we know the Fourier transform of this function.57) then. and the conjugate functions property f∗ ( t ) ⇔ F∗ ( – ω ) . the instantaneous power absorbed by this resistor is either v 2 ⁄ R . by substitution into (8. it must also be true for ω = 0 .Chapter 8 The Fourier Transform 1f ( 0 ) = ----2π ∫–∞ F ( ω ) dω ∞ (8. Fourth Edition Copyright © Orchard Publications . it reduces to ∫ 1 [ f 1 ( t ) f 2 ( t ) ] dt = ----2 π –∞ ∞ ∫– ∞ F ( χ ) F ( – χ ) d χ 1 2 ∞ (8.3.56) follows. v 2 ⁄ 1 . i 2 . or the current through an 1 Ω resistor. 8.57) that is.F ( ω )∗ F 2 ( ω ) f 1 ( t ) f 2 ( t ) ⇔ ----2π 1 or F { f1 ( t ) f2 ( t ) } = ∫– ∞ ∞ [ f1 ( t ) f2 ( t ) ] e –j ω t 1 dt = ----2π ∫– ∞ F ( χ ) F ( ω – χ ) d χ 1 2 ∞ (8. and (8. represents the energy (in watt-seconds or joules) dissipated by the resistor. states that if we do not know the energy of a time function f ( t ) . is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2 π . the value of the time function f ( t ) . v 2 . For this reason.3). Relation (8. Proof: From the frequency convolution property.58) must hold for all values of ω . the integral is called the energy of the signal. if the time function f ( t ) represents the voltage across. Then.14 Parseval’s Theorem If F ( ω ) is the Fourier transform of f ( t ) .56) that is.59). evaluated at t = 0 . we can compute the energy without the need to evaluate the Inverse Fourier transform.59) For the special case where f 2 ( t ) = f 1∗ ( t ) . Proof: In the Inverse Fourier transform of (8.58) Since (8. we obtain: 8−16 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 . and under this condition. the integral of the magnitude squared. we let e jωt t=0 = 1 . or i 2 R .

f(t) n dt n ( – jt ) f ( t ) Frequency Differentiation n d ---------.F --a a F(ω)e F(ω ) a1 F1 ( ω ) + a2 F2 ( ω ) + … –j ω t0 e j ω0 t f(t) F ( ω – ω0 ) n ( jω) F( ω) n d -------. the Fourier transform properties and theorems are summarized in Table 8. For convenience.8. TABLE 8.F( ω) n dω F( ω) ----------. Parseval’s theorem is proved.F ( ω )∗ F 2 ( ω ) 2π 1 F(0) = ∫–∞ f ( t ) dt ∫ ∞ ∞ 1 f ( 0 ) = ----F ( ω ) dω 2 π –∞ ∫ ∞ 2 2 1 F ( ω ) dω f ( t ) dt = ----2 π –∞ –∞ ∞ ∫ Signals and Systems with MATLAB Computing and Simulink Modeling.+ π F ( 0 )δ ( ω ) jω F∗ ( – ω ) Time Integration Conjugate Functions Time Convolution Frequency Convolution Area under f ( t ) Area under F ( ω ) Parseval’s Theorem ∫– ∞ t f ( τ ) dτ f∗ ( t ) f 1 ( t )∗ f 2 ( t ) f1 ( t ) ⋅ f2 ( t ) F1 ( ω ) ⋅ F2 ( ω ) 1 ----.8 Fourier Transform Properties and Theorems Property Linearity Symmetry Time Scaling Time Shifting Frequency Shifting Time Differentiation F(t) f ( at ) f ( t – t0 ) f(t) a1 f1 ( t ) + a2 f2 ( t ) + … 2 π f ( –ω ) 1 ω ---.Properties and Theorems of the Fourier Transform ∫ 1 [ f ( t ) f∗ ( t ) ] dt = ----2π –∞ 2 ∞ ∫ 1 F ( ω ) F∗ [ – ( – ω ) ] dω = ----2π –∞ 2 ∞ ∫– ∞ F ( ω ) F∗ ( ω ) d ω ∞ Since f ( t ) f∗ ( t ) = f ( t ) and F ( ω ) F∗ ( ω ) = F ( ω ) . Fourth Edition Copyright © Orchard Publications 8−17 .

1. the Fourier transform for the shifted delta function δ ( t – t 0 ) is δ ( t – t0 ) ⇔ e –j ω t 0 (8. The Fourier transform of the delta function 8. Fourth Edition Copyright © Orchard Publications . (8.9 below.2 The Constant Function Pair A ⇔ 2A πδ ( ω ) (8.4.4 Fourier Transform Pairs of Common Functions The Fourier transform pair of the most common functions described in Subsections 8.62) 8−18 Signals and Systems with MATLAB Computing and Simulink Modeling.1 The Delta Function Pair δ(t) ⇔ 1 (8.1.4.1 through 8. ∫–∞ f ( t )δ ( t ) dt By the definition of the Fourier transform F(ω ) = ∞ = f(0) ∫– ∞ δ ( t ) e ∞ –j ω t dt = e –j ω t t=0 = 1 and (8. Likewise.Chapter 8 The Fourier Transform 8. f(t) δ(t) 0 F(ω) 1 t 0 ω Figure 8. then.60) follows.4.60) Proof: The sifting theorem of the delta function states that ∫–∞ f ( t )δ ( t – t ) dt 0 ∞ = f ( t0 ) and if f ( t ) is defined at t = 0 . 8. Thus.60) may also be denoted as in Figure 8.4.61) We will use the notation f ( t ) ↔ F ( ω ) to show the time domain to frequency domain correspondence.

62) and (8.63) can also be derived from (8.63). cos ω 0 t t t π −ω0 0 F Re ( ω ) π ω0 ω Figure 8.3.3 The Cosine Function Pair –j ω0 t 1 j ω0 t -(e cos ω 0 t = -+e ) ⇔ πδ ( ω – ω 0 ) + πδ ( ω + ω 0 ) 2 (8.61) by using the symmetry property F ( t ) ⇔ 2 π f ( – ω ) 8.62). The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.64) Proof: This transform pair follows directly from (8.4. Fourth Edition Copyright © Orchard Publications 8−19 . f( t) A F(ω) 2A πδ ( ω ) ω 0 t 0 Figure 8.2.63) The transform pairs of (8.62) follows. The Fourier transform of f ( t ) = cos ω 0 t Signals and Systems with MATLAB Computing and Simulink Modeling.3. we derive the transform e j ω0 t ⇔ 2 πδ ( ω – ω 0 ) (8.Fourier Transform Pairs of Common Functions Proof: F –1 1 { 2A πδ ( ω ) } = ----2π ∫– ∞ ∞ 2A πδ ( ω ) e jωt dω = A ∫– ∞ δ ( ω ) e ∞ jωt dω = Ae jωt ω=0 = A and (8.2. The Fourier transform of constant A Also. or the frequency shifting property and (8.60) and (8. by direct application of the Inverse Fourier transform. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.

4. Fourth Edition Copyright © Orchard Publications . The Fourier transform of f ( t ) = sin ω 0 t ω0 F Im ( ω ) π ω We know that sin ω 0 t is real and odd function of time. f(t) 1 t −1 Figure 8.65) Proof: This transform pair also follows directly from (8. This is consistent with the result in Table 8.4.63). The signum function 8−20 Signals and Systems with MATLAB Computing and Simulink Modeling.4. and we found out that its Fourier transform is a real and even function of frequency. and we found out that its Fourier transform is an imaginary and odd function of frequency.7. This is consistent with the result in Table 8.Chapter 8 The Fourier Transform We know that cos ω 0 t is real and even function of time.5.4.5. sin ω 0 t tt −ω0 0 −π Figure 8.5 The Signum Function Pair 2 sgn ( t ) = u 0 ( t ) – u 0 ( – t ) ⇔ ----jω (8. 8. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. 8.7.4 The Sine Function Pair 1 j ω0 t –j ω0 t -(e sin ω 0 t = ---–e ) ⇔ j πδ ( ω – ω 0 ) – j π δ ( ω + ω 0 ) j2 (8.66) where sgn ( t ) denotes the signum function shown in Figure 8.

sgn ( t ) = lim [ e a→0 – at u0 ( t ) – e u0 ( –t ) ] ∞ at (8.68) a→0 2 1 1 –1 –1 .= -------.6. it is convenient to express it as an exponential that approaches a limit as shown in Figure 8.67) and F { sgn ( t ) } = lim = lim = lim a→0 ∫– ∞ ∫– ∞ 0 0 –e e –e at – j ω t dt + ∫0 ∫0 e e –a t –j ω t e dt dt ( a –j ω ) t ∞ a→0 dt + –( a + j ω ) t (8. f(t) 1 0 F Im ( ω ) t 0 −1 ω Figure 8. and we found out that its Fourier transform is an imaginary and odd function of frequency. The signum function as an exponential approaching a limit Then.6.+ -----------------.7. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 8−21 .+ -------------–j ω j ω j ω a – jω a + jω The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.Fourier Transform Pairs of Common Functions Proof: To derive the Fourier transform of the sgn ( t ) function.7. f(t) 1 e – at u0 ( t ) 0 – at –e u0 ( –t ) −1 Figure 8.7. This is consistent with the result in Table 8. The Fourier transform of sgn ( t ) We now know that sgn ( t ) is real and odd function of time.= ----.

Alternate expression for the signum function We rewrite (8. by substitution of these into (8.70) 0 but we cannot say that e –j ω t –j ω t approaches 0 as t → ∞ . and its angle changes continuously as t assumes greater and greater values. we will find that F(ω ) = ∫– ∞ ∞ f(t )e –j ω t dt = F ( ω ) = ∫0 ∞ e –j ω t e dt = ---------–j ω –j ω t –j ω t ∞ (8.69).70) does not converge.6 The Unit Step Function Pair 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω (8. that is.[ 1 + sgn ( t ) ] = 1 -.72) we obtain 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω and this is the same as(8. To work around this problem.sgn ( t ) .4. we will make use of the sgn ( t ) function which we express as sgn ( t ) = 2u0 ( t ) – 1 (8.71) This expression is derived from the waveform of Figure 8.Chapter 8 The Fourier Transform 8. Since the upper limit cannot be evaluated. the magni- tude of e is always unity.69) by direct application of the Fourier transform definition.69) Proof: If we attempt to verify the transform pair of (8. the integral of (8.71) as 1 1 .8 below. This is a complex function in the frequency domain whose real part is π δ ( ω ) and imaginary part – 1 ⁄ ω . because e = 1 ∠– ω t .8. 8−22 Signals and Systems with MATLAB Computing and Simulink Modeling.+ -u 0 ( t ) = -2 2 2 (8. f(t) 2 0 t −1 Figure 8. Fourth Edition Copyright © Orchard Publications .72) and since we know that 1 ⇔ 2 π δ ( ω ) and sgn ( t ) ⇔ 2 ⁄ ( j ω ) .

The Fourier transform of the unit step function Since u 0 ( t ) is real but neither even nor odd function of time. we obtain F(ω) 1 F(ω) . Signals and Systems with MATLAB Computing and Simulink Modeling.7.9.F ( ω ) = = πδ ( ω ) F ( ω ) + ----------. by the time convolution property. f(t) 1 F Im ( ω ) t π F Re ( ω ) F Im ( ω ) ω Figure 8. its Fourier transform is a complex function of frequency as shown in (8. This is consistent with the result in Table 8. the above integral reduces to u 0 ( t )∗ f ( t ) = ∫–∞ f ( τ ) dτ t Next. u 0 ( t )∗ f ( t ) ⇔ U 0 ( ω ) ⋅ F ( ω ) and since 1U 0 ( ω ) = πδ ( ω ) + ----jω using these results and the sampling property of the delta function. u 0 ( t )∗ f ( t ) = ∫– ∞ f ( τ ) u ( t – τ ) d τ 0 t and since u 0 ( t – τ ) = 1 for t > τ . Page 8−13. the time integration property is proved.= π F ( 0 )δ ( ω ) + ----------U 0 ( ω ) ⋅ F ( ω ) = πδ ( ω ) + ---- jω jω jω Thus. and it is zero otherwise. Fourth Edition Copyright © Orchard Publications 8−23 . Now.49).69). .9. that is.Fourier Transform Pairs of Common Functions The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. we will prove the time integration property of (8.+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω ) as follows: By the convolution integral.

e j ω0 t f ( t ) ⇔ F ( ω – ω0 ) we obtain (8.73).74).[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ------------------------( cos ω 0 t ) ( u 0 t ) ⇔ -.8 The ( cos ω0 t ) u 0 ( t ) Function Pair π 1 1 .4.74) Proof: We express the cosine function as –j ω0 t 1 j ω0 t -(e cos ω 0 t = -+e ) 2 From (8. e –j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) and e j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω + ω 0 ) + ---------------------j ( ω + ω0 ) 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω Now.+ -------------------------2 2 j ( ω – ω 0 ) 2j ( ω + ω 0 ) π jω .7 The e –j ω0 t u 0 ( t ) Function Pair e –j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) (8. 8−24 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . using we obtain (8.Chapter 8 The Fourier Transform 8.4.[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------⇔ -2 2 2 ω –ω 0 (8.73).73) Proof: From the Fourier transform of the unit step function. 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω and the frequency shifting property. 8.

75) Proof: We express the sine function as 1 j ω0 t –j ω0 t -(e sin ω 0 t = ---–e ) j2 From (8.1 It is known that L [ e Solution: –α t 1 . we can obtain the Fourier transform of f ( t ) from the onesided Laplace transform of f ( t ) by substitution of s with j ω ..4. 8. Example 8. e –j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) and e j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω + ω 0 ) + ---------------------j ( ω + ω0 ) 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω Using we obtain (8.76) Signals and Systems with MATLAB Computing and Simulink Modeling.75).5 Derivation of the Fourier Transform from the Laplace Transform If a time function f ( t ) is zero for t ≤ 0 . Compute u 0 ( t ) ] = ----------s+α F { e –α t u 0 ( t ) } 1 = ----------s+α 1 = --------------jω + α F { e–α t u 0 ( t ) } = L [e –α t u0 ( t ) ] s = jω s = jω Thus.9 The ( sin ω 0 t ) u 0 ( t ) Function Pair 2 πω ( sin ω 0 t ) ( u 0 t ) ⇔ ---[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------2 2 j2 ω –ω 0 (8. we have obtained the following Fourier transform pair.Derivation of the Fourier Transform from the Laplace Transform 8.73). Fourth Edition Copyright © Orchard Publications 8−25 . e –α t 1 u 0 ( t ) ⇔ --------------jω + α (8.

78) Compute the Fourier transform of f ( t ) = e a. and compute the one−sided Laplace transform. using the Fourier transform definition –a t b. In other words.Chapter 8 The Fourier Transform Example 8. Fourth Edition Copyright © Orchard Publications . and it is zero for all t > 0 .3 = L [ f ( –t ) ] s = –j ω (8. by substitution into the Laplace transform equivalent Solution: a. Then. we use the substitution F { f(t) } Example 8.2 It is known that L [(e –α t s+α cos ω 0 t ) u 0 ( t ) ] = ------------------------------2 2 ( s + α ) + ω0 Compute Solution: F { ( e–α t cos ω0 t ) u0 ( t ) } F { ( e–α t cos ω0 t ) u0 ( t ) } = L [(e –α t cos ω 0 t ) u 0 ( t ) ] s = jω s+α = ------------------------------2 2 ( s + α ) + ω0 s = jω jω + α = ----------------------------------2 2 ( j ω + α ) + ω0 Thus.77) We can also find the Fourier transform of a time function f ( t ) that has non−zero values for t < 0 . we must first express the negative time function in the t > 0 domain. But because the one−sided Laplace transform does not exist for t < 0 . we obtain 8−26 Signals and Systems with MATLAB Computing and Simulink Modeling. Using the Fourier transform definition. (e –α t jω + α cos ω 0 t ) u 0 ( t ) ⇔ ----------------------------------2 2 ( j ω + α ) + ω0 (8. the Fourier transform of f ( t ) can be found by substituting s with – j ω . when f ( t ) = 0 for t ≥ 0 . and f ( t ) ≠ 0 for t < 0 . we have obtained the following Fourier transform pair.

By substitution into the Laplace transform equivalent. F ( ω ) is also real and even.+ -------------2 a – j ω a + j ω ω + a2 and thus we have the transform pair e –a t 2 ⇔ ----------------2 2 ω +a (8. 8.80) is shown in Figure 8.1 through 8.6 below.6.6. We observe that since f ( t ) is real and even. Fourth Edition Copyright © Orchard Publications 8−27 .6.79) b. 8. we will derive the Fourier transform of some common time domain waveforms.79).= ----------------= -------------.6 Fourier Transforms of Common Waveforms In this section.10.10.1 The Transform of f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] The symmetric rectangular pulse waveform f ( t ) = A [ u0 ( t + T ) – u0 ( t – T ) ] (8.= ----------------. Rectangular pulse waveform f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] Using the definition of the Fourier transform. These are described in Subsections 8. we obtain F { e –a t } = L [e – at ] s = jω + L [e ] at s = –j ω 1 = ---------s+a 1 + ---------s + a s = jω s = –j ω 2 1 1 .+ -----------------= -------------2 j ω + a – j ω + a ω + a2 and this result is the same as (8. f(t) A −T 0 t T Figure 8.Fourier Transforms of Common Waveforms F { e–a t } = ∫– ∞ 0 e e at – j ω t dt + ∫0 ∞ e –a t –j ω t e dt = ∫– ∞ 0 e ( a –j ω ) t dt + ∫0 e ∞ –( a + j ω ) t dt 2 1 1 . we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.

82) is shown in Figure 8.= 2A --------------ωT ω jω We observe that the transform of this pulse has the sin x ⁄ x form. 8. F ( ω ) is also real and even. and has its maximum value 2AT at ω T = 0 . where we observe that the ω axis crossings occur at values of ω T = ± n π where n is an integer.= 2AT --------------= -----------------------------------. F(ω) f(t) A −π 0 π 2π ωT −T 0 t T −2π Figure 8.6. Pulse for f ( t ) = A [ u 0 ( t ) – u 0 ( t – 2T ) ] sin x = 1 * We recall that lim ---------x→0 x 8−28 Signals and Systems with MATLAB Computing and Simulink Modeling. The waveform f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] and its Fourier transform We also observe that since f ( t ) is real and even.12. f(t) A 0 t 2T Figure 8.12.81) The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.11.* Thus.11. we have the waveform pair sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT (8.2 The Transform of f ( t ) = A [ u 0 ( t ) – u 0 ( t – 2T ) ] The shifted−to−the−right rectangular waveform f ( t ) = A [ u 0 ( t ) – u 0 ( t – 2T ) ] (8. Fourth Edition Copyright © Orchard Publications .Chapter 8 The Fourier Transform F(ω ) = ∫– ∞ f ( t ) e T ∞ –j ω t dt = ∫–T Ae T –j ω t Ae dt = --------------–j ω –j ω t T –T Ae = --------------jω –j ω t –T jωt –j ω t sin ω T sin ω T A(e –e ) .

We observe that F ( ω ) is complex* since f ( t ) is neither an even nor an odd function.82) using the time shifting property. i.6.2.Fourier Transforms of Common Waveforms Using the definition of the Fourier transform.by e and the result of Subsection 8. multiplying 2AT --------------- sin ω T ωT –j ω T .1. Fourth Edition Copyright © Orchard Publications 8−29 .83) we obtain – e - sin ω T Ae .13.84). Thus. f(t) 2A A −T 0 T t 2T Figure 8.13.6. Waveform for f ( t ) = A [ u 0 ( t + T ) + u 0 ( t ) – u 0 ( t – T ) – u 0 ( t – 2T ) ] We observe that this waveform is the sum of the waveforms of Subsections 8. we obtain (8.85) is shown in Figure 8.1 and 8.84) Alternate Derivation: We can obtain the Fourier transform of (8.6.= 2ATe – j ω T --------------- = 2Ae F ( ω ) = --------------- ω ωT j ω –j ω T jωT –j ω T (8.3 The Transform of f ( t ) = A [ u 0 ( t + T ) + u 0 ( t ) – u 0 ( t – T ) – u 0 ( t – 2T ) ] The waveform f ( t ) = A [ u 0 ( t + T ) + u 0 ( t ) – u 0 ( t – T ) – u 0 ( t – 2T ) ] (8. we obtain F(ω) = ∫– ∞ ∞ f( t)e –j ω t dt = ∫0 2T Ae –j ω t Ae dt = --------------–j ω – j ω t 2T 0 Ae = --------------jω –j ω t 0 2T A(1 – e ) = --------------------------------jω – j ω 2T and making the substitutions 1 = e e – j ω 2T jωT ⋅e –j ω T –j ω T = e –j ω T ⋅e (8. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 .e. We also observe that this waveform is obtained by the graphical addition of the waveforms of Figures * We recall that e –j ω T consists of a real and an imaginary part.6. e – j ω T sin ω T -----------------------------------------. 8. Signals and Systems with MATLAB Computing and Simulink Modeling.

and we obtain sin ω T sin ω T - .85) is neither an even nor an odd function.81). that is.88) We also observe that since f ( t ) is real and even. 8−30 Signals and Systems with MATLAB Computing and Simulink Modeling.6. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT Then.j ------2 2 e +e ωT – j ------2 sin ω T -------------- ωT (8. We denote the transforms of Subsections 8.= 2ATe ) --------------ωT ωT ωT ------. Page 8−28. 8.1 and 8. we will apply the linearity property to obtain the Fourier transform of this waveform.+ 2ATe – j ω T --------------F ( ω ) = F 1 ( ω ) + F 2 ( ω ) = 2AT -------------- ωT ωT = 2AT ( 1 + e ωT – j ------2 –j ω T –j sin ω T .--------------cos ------ 2 ωT We observe that F ( ω ) is complex since f ( t ) of (8.6.* * The sin x ⁄ x is an even function.86) = 4ATe ω T sin ω T . Page 8−12. Therefore.+ ------------------------------------( ω – ω0 ) T ( ω + ω0 ) T (8. sin [ ( ω – ω 0 ) T ] sin [ ( ω + ω 0 ) T ] A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ AT ------------------------------------.45).2 as F 1 ( ω ) and F 2 ( ω ) respectively. F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ --------------------------------------------------------2 and from (8. F ( ω ) is also real and even.Chapter 8 The Fourier Transform 8.10 and 8.6.87) can be obtained from (8.4 The Transform of f ( t ) = A cos ω0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] The transform of the waveform f ( t ) = A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] (8. Fourth Edition Copyright © Orchard Publications .12. that is.

.90).14..89) where ω 0 = 2 π ⁄ T . e j ω0 t ⇔ 2 πδ ( ω – ω 0 ) Then. we obtain F { f(t) } = F ∑ ∞ Cn e jn ω 0 t n = –∞ = ∑ n = –∞ ∞ Cn F { e jn ω 0 t } = 2π n = –∞ ∑ ∞ Cn δ ( ω – n ω0 ) (8. Page 8-19. consists of a train of equally spaced delta functions.. that is.90) Cn e jn ω 0 t Taking the Fourier transform of (8.5 The Transform of a Periodic Time Function with Period T The Fourier transform of a periodic time function with period T can be derived from the definition of the exponential Fourier series. and from (8. that is.. Cn e Cn e j ω0 t ⇔ 2 π C1 δ ( ω – ω0 ) ⇔ 2 π C2 δ ( ω – 2 ω0 ) … ⇔ 2 π Cn δ ( ω – n ω0 ) j2 ω 0 t (8.91) is shown in Figure 8. Line spectrum for relation (8.Fourier Transforms of Common Waveforms 8.6..91) The line spectrum of the Fourier transform of (8.14 reveals that the Fourier transform of a periodic time function with period T . Signals and Systems with MATLAB Computing and Simulink Modeling.91) The line spectrum of Figure 8. f(t) = ∑ n = –∞ ∞ Cn e jn ω 0 t (8.14. 2 π C2 2 π C3 2 π C –3 2 π C4 .89). and applying the linearity property for the transforms of (8.. F(ω) 2 π C0 2 π C–1 2 π C1 2 π C –2 2 π C–4 .. The strength of each δ ( ω – n ω 0 ) is equal to 2 π times the coefficient C n . Fourth Edition Copyright © Orchard Publications 8−31 .63). –4 ω0 –3 ω0 –2 ω0 –ω0 0 ω0 2 ω0 3 ω0 4 ω0 ω Figure 8..

that is.15. we see that all C n coefficients are equal to 1 ⁄ T . and C n is found from the exponential Fourier series 1 C n = -T ∫– T ⁄ 2 f ( t ) e T⁄2 – jn ω 0 t dt (8. f(t) Α . Therefore. and each has the same strength A .96) 8−32 Signals and Systems with MATLAB Computing and Simulink Modeling.93) where ω 0 = 2 π ⁄ T .94) From the waveform of Figure 8. .6.. there is only the impulse δ ( t ) at the origin. its Fourier transform is as derived in Subsection 8.. F(ω) = 2π n = –∞ ∑ ∞ Cn δ ( ω – n ω0 ) (8... Waveform for f ( t ) = A n = –∞ ∑ ∞ δ ( t – nT ) Since this is a periodic function of time. replacing f ( t ) with δ ( t ) and using the sifting property of the delta function. Fourth Edition Copyright © Orchard Publications .95) Thus.6 The Transform of the Periodic Time Function f ( t ) The periodic time function f(t) = A = A n = –∞ ∑ ∞ δ ( t – nT ) n = –∞ ∑ ∞ δ ( t – nT ) (8.92) consists of a train of equally spaced delta functions in the time domain..15. and (8. within the limits of integration from – T ⁄ 2 to +T ⁄ 2 ..Chapter 8 The Fourier Transform 8.91).15. we observe that.. −4Τ −3Τ −2Τ −Τ 0 Τ 2Τ 3Τ 4Τ t Figure 8. relation (8. Then. we obtain 1 C n = -T ∫– T ⁄ 2 δ ( t ) e ∑ T⁄2 – jn ω 0 t 1 dt = -T (8.5.93) is expressed as 2π ∞ F ( ω ) = ----δ ( ω – n ω0 ) T n = –∞ (8. as shown in Figure 8.6..

This result is the basis for the proof of the sampling theorem which states that a time function f ( t ) can be uniquely determined from its values at a sequence of equidistant points in time. ft=exp(−t^2/2). is its own Fourier transform multiplied by the constant 2 π ..7 Using MATLAB for Finding the Fourier Transform of Time Functions MATLAB has the built−in fourier and ifourier functions to compute the Fourier transform and its inverse..97) This time function.. The Fourier transform of a train of equally spaced delta functions Figure 8.6..Using MATLAB for Finding the Fourier Transform of Time Functions The Fourier transform of the waveform of Figure 8.6.4 through 8.16. Their descriptions and examples. syms t v w x.7 we present some Fourier transform pairs. like the time function of Subsection 8... In examples 8. F(ω) Α .16. can be displayed with the help fourier and help ifourier commands. 8..1/2 w ) % Check answer by computing the Inverse using "ifourier" ft=ifourier(Fw) ft = exp(-1/2*x^2) Signals and Systems with MATLAB Computing and Simulink Modeling.16 shows that the Fourier transform of a periodic train of equidistant delta functions in the time domain. . is a periodic train of equally spaced delta functions in the frequency domain.4 e 1 2 -t – -2 ⇔ 2πe 1 2 -ω – -2 (8. Example 8. Fourth Edition Copyright © Orchard Publications 8−33 .. –4 ω0 –3 ω0 –2 ω0 –ω0 0 ω0 2 ω0 3 ω0 4 ω0 ω Figure 8. and how they are verified with MATLAB. Fw=fourier(ft) Fw = 2^(1/2)*pi^(1/2)*exp(-1/2*w^2) pretty(Fw) 1/2 1/2 2 2 pi exp(.15 is shown in Figure 8.

j πω e 4 ⇔ -2 1 -- 2 (8.Chapter 8 The Fourier Transform Example 8. ft=t*exp(−t^2).99) syms t v w x. fourier(sym('−exp(−t)*Heaviside(t)+3*Dirac(t)')) ans = -1/(1+i*w)+3 Example 8.100) Fw = pi*Dirac(w)-i/w We have summarized the most common Fourier transform pairs in Table 8.5 te –t 2 – ω 1 .98) syms t v w x.101) We let g ( t ) = f ( t )∗ h ( t ) (8.102) 8−34 Signals and Systems with MATLAB Computing and Simulink Modeling. the convolution integral is h ( t ) *u(t) = ∞ ∫– ∞ u ( t – τ ) h ( τ ) d τ (8.7 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω syms t v w x. by definition.1/2 i pi Example 8. Fw=fourier(u0) (8.9.8 The System Function and Applications to Circuit Analysis We recall from Chapter 6 that.1/4 w ) –t 1 -+3 – e u 0 ( t ) + 3 δ ( t ) ⇔ – -------------jω + 1 (8. Fw=fourier (ft) Fw = -1/2*i*pi^(1/2)*w*exp(-1/4*w^2) pretty(Fw) 1/2 . 8. u0=sym('Heaviside(t)').6 2 w exp(. Fourth Edition Copyright © Orchard Publications .

9 Common Fourier transform pairs f( t) δ(t) δ ( t – t0 ) F(ω) 1 e –j ω t0 1 e –j ω t0 2πδ(ω) 2 π δ ( ω – ω0 ) 2 ⁄ (jω) 1.The System Function and Applications to Circuit Analysis TABLE 8. we see that the system function H ( ω ) and the impulse response h ( t ) form the Fourier transform pair Signals and Systems with MATLAB Computing and Simulink Modeling.103) We call H ( ω ) the system function.103). From (8. Fourth Edition Copyright © Orchard Publications 8−35 . we obtain f ( t )∗ h ( t ) = g ( t ) ⇔ G ( ω ) = F ( ω ) ⋅ H ( ω ) (8.+ π δ ( ω ) ----jω π [ δ ( ω – ω0 ) + δ ( ω + ω0 ) ] j π [ δ ( ω – ω 0 ) –δ ( ω + ω0 ) ] 1 -------------jω + a a>0 1 --------------------2 (jω + a) a>0 jω + a ---------------------------------2 2 (jω + a) + ω a>0 sin ω 0 tu 0 ( t ) a>0 ω ---------------------------------2 2 (jω + a) + ω a>0 sin ω T 2AT --------------ωT sgn ( t ) u0 ( t ) cos ω 0 t sin ω 0 t e – at u0 ( t ) a>0 te – at u0 ( t ) a>0 e – at cos ω 0 tu 0 ( t ) a>0 – at e A [ u0 ( t + T ) – u0 ( t – T ) ] and recalling that convolution in the time domain corresponds to multiplication in the frequency domain.

Example 8. we take the Inverse Fourier transform of G ( ω ) to obtain the response g ( t ) .17.17 (c). we can compute the response g ( t ) of any input f ( t ) .17 (b). if we know the impulse response h ( t ) . Thus.⋅ 2 πδ ( ω ) + ----G 1 ( ω ) = H ( ω ) ⋅ F 1 ( ω ) = -------------jω + 2 jω or 8−36 Signals and Systems with MATLAB Computing and Simulink Modeling. Then. 3 f ( t ) = 2 [ u0 ( t ) – u0 ( t – 3 ) ] h ( t ) = 3e – 2t t (b) 0 1 (c) 2 3 2 t + − f(t) Linear Network (a) g(t) + − 0 Figure 8. F {h(t)} 3 = H ( ω ) = -------------jω + 2 Let F1 ( ω ) be the Fourier transform of f 1 ( t ) .17 (a) below. F { f1 ( t ) } Then. Solution: To facilitate the computations.8 For the linear network of Figure 8. Figure for Example 8.Chapter 8 The Fourier Transform h(t) ⇔ H(ω) (8. Use the Fourier transform method to compute the response g ( t ) when the input f ( t ) is as shown in Figure 8. it is known that the impulse response is as shown in Figure 8. by multiplication of the Fourier transforms H ( ω ) and F ( ω ) to obtain G ( ω ) .8. we denote the input as f ( t ) = f 1 ( t ) + f 2 ( t ) where f 1 ( t ) = 2u 0 ( t ) and f 2 ( t ) = – 2u 0 ( t – 3 ) The system function H ( ω ) is the Fourier transform of the impulse response h ( t ) . 1 = F 1 ( ω ) = 2 πδ ( ω ) + ---- jω 3 1 . Fourth Edition Copyright © Orchard Publications .104) Therefore. that is.

= 1.5 + F – 1 1. Assume i L ( 0 − ) . the Inverse Fourier transform of this term is F –1 { 1.5 .– ------------------jω( jω + 2 ) jω (jω + 2) and therefore.5 -----. 3 1.107) with (8. we use partial fraction expansion. Thus.106) To find the Inverse Fourier transform of the second term in (8.5 ( 1 – e – 2t ) u0 ( t ) (8. and we obtain g ( t ) = g1 ( t ) –g2 ( t ) or g ( t ) = 1.– ------------------- 0. we obtain g 2 ( t ) = 0.5 .75 ----j ω ( j ω + 2) or g 1 ( t ) = 1. and replacing u 0 ( t ) in (8.5e u 0 ( t ) = 0.108). Signals and Systems with MATLAB Computing and Simulink Modeling.75 + 1.e. Since 1 ⇔ 2 πδ ( ω ) .5 { ( 1 – e – 2t ) u0 ( t ) – ( 1 – e –2 ( t – 3 ) ) u0 ( t – 3 ) } Example 8. g 1 ( t ) = 1.108) Now. X(ω) ⋅ δ( ω) = X(0) ⋅ δ(ω) and this term reduces to 3 πδ ( ω ) or 1.5 [ 2 πδ ( ω ) ] .5 + F -----j ω ( j ω + 2) – 2t –1 2 1.5 ( 1 – e –2 ( t – 3 ) ) u0 ( t – 3 ) (8.105).107) with u 0 ( t – 3 ) .5e u0 ( t ) – 2t = 1. use the Fourier transform method. Fourth Edition Copyright © Orchard Publications 8−37 .The System Function and Applications to Circuit Analysis 6π 3 G 1 ( ω ) = -------------δ ( ω ) + -------------------------jω + 2 jω( jω + 2 ) (8.– ------------------.107) Next.75 [ 2u 0 ( t ) – 1 ] – 1.75 sgn ( t ) – 1. we apply the sampling property of the delta function.75 + 1.5 1..9 For the circuit of Figure 8. we combine (8.105).5 + 0.5 [ 2 πδ ( ω ) ] } = 1.5 -------------------------= 1.18. i. we denote the response due to the second term of the input as g 2 ( t ) . and the system function H ( ω ) to compute v L ( t ) .105) To evaluate the first term of (8.5 + 0.5 (8.

Then.19. j2 ω jω -V (ω) V out ( ω ) = -----------------. Thus.18.9 From the phasor circuit of Figure 8.– ------------- -------------j ω + 2 j ω + 3 or v L ( t ) = 5 ( 3e – 3t – 2e – 2t ) u0 ( t ) (8.Chapter 8 The Fourier Transform R + − v in ( t ) = 5e – 3t 4Ω L + vL ( t ) 2H u0 ( t ) − Figure 8. R 4Ω L + + V in ( ω ) − j2 ω − V L ( ω ) = V out ( ω ) Figure 8. = 15e – 10e .= -------------.– -------------V out ( ω ) = -------------jω + 3 jω + 2 and v L ( t ) = v out ( t ) = F –1 – 3t – 2t – 10 15 .V in ( ω ) = -------------4 + j2 ω j ω + 2 in and the system function is Also. 10 15 . Circuit for Example 8.+ -------------V out ( ω ) = H ( ω ) V in ( ω ) = -------------jω + 2 jω + 3 jω + 2 jω + 3 and by partial fraction expansion.19.19. we find that r 1 = – 10 and r 2 = 15 .9 Solution: We will find the system function H ( ω ) from the phasor equivalent circuit shown in Figure 8. Phasor circuit for Example 8. Fourth Edition Copyright © Orchard Publications .109) 8−38 Signals and Systems with MATLAB Computing and Simulink Modeling. V out ( ω ) jω H ( ω ) = -------------------.= -------------V in ( ω ) jω + 2 v in ( t ) = 5e – 3t 5 u 0 ( t ) ⇔ V in ( ω ) = -------------jω + 3 r1 r2 5 jω .⋅ -------------.

112) and r2 r1 10 .+ -------------– 15 V out ( ω ) = -------------jω + 2 jω + 4 (8. Network for Example 8. Then. V in ( ω ) = F { v in ( t ) } = F ( 3e – 2t 3 u 0 ( t ) ) = -------------jω + 2 (8.+ -------------⋅ jω + 4 jω + 2 jω + 4 jω + 2 By partial fraction expansion. and the system function H ( ω ) to compute the output v out ( t ) . and recalling that d -----. Use the Fourier transform method.20. j ω V out ( ω ) + 4V out ( ω ) = 10V in ( ω ) or ( j ω + 4 ) V out ( ω ) = 10V in ( ω ) and thus.113) Therefore.111) Also. 15 .20.f ( t ) ⇔ ( j ω )n F ( ω ) n dt n we obtain. Fourth Edition Copyright © Orchard Publications 8−39 . the input−output relationship is d---v ( t ) + 4v out ( t ) = 10v in ( t ) dt out (8. 3 v in ( t ) − + Linear Network + v out ( t ) − v in ( t ) = 3e – 2t 0 t Figure 8.-------------3 V out ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------= -------------. we find that r 1 = – 15 and r 2 = 15 . V out ( ω ) 10 .= -------------H ( ω ) = ------------------jω + 4 V in ( ω ) (8. Signals and Systems with MATLAB Computing and Simulink Modeling.20.10 For the linear network of Figure 8.10 Solution: Taking the Fourier transform of both sides of (8.110) where v in ( t ) is as shown in Figure 8.110).The System Function and Applications to Circuit Analysis Example 8.

25 joules (8. = 15 ( e – e ) u 0 ( t ) .e –4t = -4 0 ∞ = 2.114) Example 8.120) We observe that the integrand of (8. 8−40 Signals and Systems with MATLAB Computing and Simulink Modeling.11 The voltage across an 1 Ω resistor is known to be v R ( t ) = 3e u 0 ( t ) . and verify the result by application of Parseval’s theorem. Then. therefore.119) by substitution into the right integral of (8.115) and thus. – 2t Solution: The instantaneous power absorbed by the resistor is p R = v R ⁄ 1 = v R = 9e 2 2 – 4t u0 ( t ) (8.+ ------------- -------------j ω + 4 j ω + 2 (8.dω 2 2 ω +2 (8. and integrate from 0 to ∞ .117) F(ω) = F { 3e–2t u0 ( t ) } 3 = -------------jω + 2 (8.Chapter 8 The Fourier Transform v out ( t ) = F –1 – 2t – 4t – 15 15 . 2W R = ----2π ∫0 ∞ 9 9 ----------------dω = -2 2 π ω +2 ∫0 ∞ 1 ----------------dω 2 2 ω +2 (8.118) and F(ω ) 2 9 = F ( ω ) ⋅ F∗ ( ω ) = ----------------2 2 ω +2 (8.116) Parseval’s theorem states that ∫– ∞ Since 1 2 f ( t ) dt = ----2π ∫– ∞ F ( ω ) ∞ 2 dω (8.117) we obtain 1 W R = ----2π ∫– ∞ ∞ 9 ----------------.121) From tables of integrals. the energy is WR = ∫0 ∞ v R dt = 2 ∫0 ∞ ∞ 9e – 4t e dt = 9 -------–4 – 4t ∞ 0 9 . Fourth Edition Copyright © Orchard Publications .120) is an even function of ω . Compute the energy dissipated in this resistor for 0 < t < ∞ . we can multiply the integral by 2 .

= 2.122) is in agreement with (8.116).The System Function and Applications to Circuit Analysis dx ∫ ---------------2 2 a +x 1 1 .atan ω W R = ---- π 2 2 ∞ 0 9. Signals and Systems with MATLAB Computing and Simulink Modeling.1 -.π .122) We observe that (8.25 joules = ----⋅ -2π 2 (8. Fourth Edition Copyright © Orchard Publications 8−41 . 9 .atan x = ---+C a a Thus.

complex.9 Summary • The Fourier transform is defined as F(ω) = • The Inverse Fourier transform is defined as 1f ( t ) = ----2π ∞ ∫– ∞ f ( t ) e ∞ –j ω t dt ∫– ∞ F ( ω ) e jωt dω • The Fourier transform is. in general. We can express it as the sum of its real and imaginary components. • If f ( t ) is real and odd. f ( t ) is real. a complex function. F ( ω ) is also real and even. F ( ω ) is imaginary and odd. or in exponential form as F ( ω ) = Re { F ( ω ) } + jIm { F ( ω ) } = F ( ω ) e jϕ(ω) • We often use the following notations to express the Fourier transform and its inverse. • The linearity property states that a1 f1 ( t ) + a2 f2 ( t ) + … + an fn ( t ) ⇔ a1 F1 ( ω ) + a2 F2 ( ω ) + … + an Fn ( ω ) • The symmetry property states that F ( t ) ⇔ 2 π f ( –ω ) • The scaling property states that 1 ω . complex. F F {f(t)} = F(ω) –1 {F(ω)} = f(t) • If f ( t ) is real. Fourth Edition Copyright © Orchard Publications . F ( ω ) is real and odd.F --f ( at ) ⇔ ---a a 8−42 Signals and Systems with MATLAB Computing and Simulink Modeling. F ( ω ) is. • If f ( t ) is imaginary and even. F ( ω ) is. F ( ω ) is also imaginary and even. • If F ( – ω ) = F∗ ( ω ) . in general. • If f ( t ) is real and even. • If f ( t ) is imaginary. • If f ( t ) is imaginary and odd. in general.Chapter 8 The Fourier Transform 8.

then.+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω • If F ( ω ) is the Fourier transform of the complex function f ( t ) . t n n F(ω ) Signals and Systems with MATLAB Computing and Simulink Modeling.f ( t ) ⇔ ( j ω )n F ( ω ) n dt • The frequency differentiation property states that d n ( – j t ) f ( t ) ⇔ --------F(ω) n dω • The time integration property states that .Summary • The time shifting property states that f ( t – t0 ) ⇔ F ( ω ) e • The frequency shifting property states that e j ω0 t –j ω t0 f ( t ) ⇔ F ( ω – ω0 ) • The Fourier transforms of the modulated signals f ( t ) cos ω t and f ( t ) sin ω t are F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ --------------------------------------------------------2 F ( ω – ω0 ) –F ( ω + ω0 ) f ( t ) sin ω 0 t ⇔ ------------------------------------------------------j2 • The time differentiation property states that d ------. f∗ ( t ) ⇔ F∗ ( – ω ) • The time convolution property states that f 1 ( t )∗ f 2 ( t ) ⇔ F 1 ( ω ) F 2 ( ω ) • The frequency convolution property states that 1 . In other words. Fourth Edition Copyright © Orchard Publications 8−43 .F ( ω )∗ F 2 ( ω ) f 1 ( t ) f 2 ( t ) ⇔ ----2π 1 • The area under a time function f ( t ) is equal to the value of its Fourier transform evaluated at ω = 0 .

Chapter 8 The Fourier Transform F(0) = ∫–∞ f ( t ) dt ∞ • The value of a time function f ( t ) . 1 t 0 ω • The unity time function and its Fourier transform are as shown below. Fourth Edition Copyright © Orchard Publications . and sin ω 0 t are as shown below. cos t cos ωω 0 t0 t t π −ω0 0 F Re ( ω ) π ω0 ω 8−44 Signals and Systems with MATLAB Computing and Simulink Modeling. ⇔ 2 πδ ( ω – ω 0 ) • The Fourier transforms of the time functions cos ω 0 t . In other words. is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2 π . 1 f ( 0 ) = ----2π • Parseval’s theorem states that ∞ ∫– ∞ F ( ω ) d ω ∫– ∞ F ( ω ) F(ω) ∞ 2 ∞ ∫– ∞ f(t) δ(t) 0 1 2 f ( t ) dt = ----2π dω • The delta function and its Fourier transform are as shown below. f(t) 1 F(ω) 2 πδ ( ω ) 0 t j ω0 t 0 ω • The Fourier transform of the complex time function e e j ω0 t is as indicated below. evaluated at t = 0 .

[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------u 0 ( t ) cos ω 0 t ⇔ -2 2 2 ω0 – ω 2 π ω . we can obtain the Fourier transform of f ( t ) from the one-sided Laplace transform of f ( t ) by substitution of s with j ω .[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------u 0 ( t ) sin ω 0 t ⇔ ---2 2 j2 ω –ω 0 • If a time function f ( t ) is zero for t ≤ 0 . Signals and Systems with MATLAB Computing and Simulink Modeling. f(t) 1 F Im ( ω ) t π F Re ( ω ) F Im ( ω ) ω • The Fourier transform pairs of e e –j ω0 t u 0 ( t ) . • The unit step function and its Fourier transform are as shown below. and u 0 ( t ) sin ω 0 t are as follows: –j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) π jω . Fourth Edition Copyright © Orchard Publications 8−45 . f(t) 1 0 F Im ( ω ) F Im ( ω ) π ω0 ω t 0 −1 ω . u 0 ( t ) cos ω 0 t .Summary sin ω 0 t tt −ω0 0 −π • The signum function and its Fourier transform are as shown below.

F(ω) f(t) A −π 0 π 2π ωT −T 0 t T −2π • The Fourier transform of a periodic time function with period T is F {f(t)} = F ∑ ∞ Cn e jn ω 0 t n = –∞ = ∑ n = –∞ ∞ Cn F { e jn ω 0 t } = 2π n = –∞ ∑ ∞ Cn δ ( ω – n ω0 ) • The Fourier transform of a periodic train of equidistant delta functions in the time domain.Chapter 8 The Fourier Transform • If a time function f ( t ) = 0 for t ≥ 0 . we use the substitution F {f(t)} = L [ f ( –t ) ] s = –j ω to obtain the Fourier transform of f ( t ) from the one-sided Laplace transform of f ( t ) . •The pulse function f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] and its Fourier transform are as shown below. and f ( t ) ≠ 0 for t < 0 . • The system function H ( ω ) and the impulse response h ( t ) form the Fourier transform pair h(t) ⇔ H(ω) and f ( t )∗ h ( t ) = g ( t ) ⇔ G ( ω ) = F ( ω ) ⋅ H ( ω ) 8−46 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . is a periodic train of equally spaced delta functions in the frequency domain.

Prove that ∫–∞ u ( t )δ ( t ) dt 0 ∞ = 1⁄2 2. The input−output relationship in a certain network is d2 d-----. if the input signal is v in ( t ) = 3e – 2t u 0 ( t ) volts. Compute the 1 Ω energy of the input. Derive the Fourier transform of A .Exercises 8. Derive the Fourier transform of A .5 Ω v in ( t ) = 50 cos 4tu 0 ( t ) 8. and f 2 = 6 Hz respectively. In a bandpass filter. Compute F { te – at u0 ( t ) } a > 0 3. R1 1Ω C 1F + − v in ( t ) v C ( t ) R2 0.t [ u ( t + T ) –u0 ( t – T ) ] f ( t ) = --T 0 6. Derive the Fourier transform of f ( t ) = A [ u 0 ( t + 3T ) – u 0 ( t + T ) + u 0 ( t – T ) – u 0 ( t – 3T ) ] 5.10 Exercises 1. the lower and upper cutoff frequencies are f 1 = 2 Hz . and the percentage that appears at the output. –t 9.t + A u 0 ( t ) – u 0 t – T -- T T 2 7.t + A [ u 0 ( t + T ) – u 0 ( t ) ] + – A f ( t ) = ----. Fourth Edition Copyright © Orchard Publications 8−47 . Sketch the time and frequency waveforms of f ( t ) = cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] 4. Signals and Systems with MATLAB Computing and Simulink Modeling. For the circuit below. use the Fourier transform method to compute v C ( t ) .v ( t ) + 5 ---v out ( t ) + 6v out ( t ) = 10v in ( t ) 2 out dt dt Use the Fourier transform method to compute v out ( t ) given that v in ( t ) = 2e u 0 ( t ) .

In Subsection 8. In Subsection 8. Page 8-28. Fourth Edition Copyright © Orchard Publications . 8−48 Signals and Systems with MATLAB Computing and Simulink Modeling. Page 8−27.6. we derived the Fourier transform pair sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT F(ω) f( t) A −π 0 π 2π ωT −T 0 t T − 2π Compute the percentage of the 1 Ω energy of f ( t ) contained in the interval – π ⁄ T ≤ ω ≤ π ⁄ T of F ( ω ) .2.1.Chapter 8 The Fourier Transform 10.6. 11. we derived the Fourier transform pair A [ u 0 ( t ) – u 0 ( t – 2T ) ] ⇔ 2ATe –j ω T sin ω T --------------- ωT Use the fplot MATLAB command to plot the Fourier transform of this rectangular waveform.

Then.e. Fourth Edition Copyright © Orchard Publications 8−49 . ∫– ∞ ∞ u 0 ( t )δ ( t ) dt = ∫ d u 0 ( t ) u 0 ( t ) dt = d t –∞ ∞ ∫–∞ u ( t ) d( u ( t ) ) 0 0 ∞ and since at t = + ∞ .= 0 = lim ------------------------------------------------------. –( j ω + a ) t e ax .= lim ----------------------------------------------------------------(jω + a)t 2 t→∞d t → ∞( j ω + a ) e ( j ω + a ) t ⋅ ( j ω + a ) 2 ----[e ⋅ (jω + a) ] dt 1 F ( ω ) = --------------------2 ( jω + a) ∞ and thus Check: F(ω) = F(s) s = jω and since Signals and Systems with MATLAB Computing and Simulink Modeling.Solutions to End−of−Chapter Exercises 8. F(ω ) = u0 ( t ) u 0 ( t ) d( u 0 ( t ) ) = ----------2 0 1 –j ω t 2 1 = 1⁄2 0 ∞ ∫– ∞ ∞ f(t )e dt = ∫0 ∞ te – at – j ω t e dt = ∫0 te –( j ω + a ) t dt From tables of integrals ∫ Then.( ax – 1 ) xe dx = -----2 a ∞ ax e ⋅ [– (jω + a)t – 1] F ( ω ) = ----------------------------------------------------------------2 (jω + a) 0 [(jω + a)t + 1] = --------------------------------------------(jω + a)t 2 e ⋅ (jω + a) 0 ∞ With the upper limit of integration we obtain F(ω) t=0 1 = --------------------2 (jω + a) To evaluate the lower limit of integration.[(jω + a)t + 1] dt (jω + a) . we apply L’Hôpital’s rule. ∫ 2. [(jω + a)t + 1] --------------------------------------------(jω + a)t 2 e ⋅ (jω + a) d ---. u 0 ( t ) = 1 whereas at t = – ∞ .11 Solutions to End−of−Chapter Exercises 1. we replace the limits of integration with 1 and 0 . i.. u 0 ( t ) = 0 .

AT f(t) ω F(ω) A t –T 0 T –ω0 0 ω0 2 π ----T 4. f ( t ) = A [ u 0 ( t + 3T ) – u 0 ( t + T ) + u 0 ( t – T ) – u 0 ( t – 3T ) ] f( t) A t – 3T – 2T –T 0 T 2T 3T From Subsection 8. sin [ ( ω – ω 0 ) T ] sin [ ( ω + ω 0 ) T ] . Page 8−30. Page 8−27. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT and from the time shifting property. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 8−50 Signals and Systems with MATLAB Computing and Simulink Modeling./x'.1.[−2*pi 2*pi −1.4. Fourth Edition Copyright © Orchard Publications .2 1.6.+ ------------------------------------A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ AT ------------------------------------( ω – ω0 ) T ( ω + ω0 ) T and using the MATLAB script below.2]) fplot('sin(x).2]) we obtain the plots below.4 1. fplot('cos(x)'.[−20 20 −0.Chapter 8 The Fourier Transform te – at 1 u 0 ( t ) ⇔ ----------------2 (s + a) 1 = --------------------2 (jω + a) it follows that 1 F ( ω ) = ----------------2 (s + a) s = jω 3.6. From Subsection 8.

Signals and Systems with MATLAB Computing and Simulink Modeling.Solutions to End−of−Chapter Exercises Then. = 4AT cos 2 ω T --------------. sin ω T .te dt T T –j ω t A -t f ( t ) = --T A t T F(ω) = ∫– ∞ f(t )e dt = ∫– T A = --T ∫– T t e dt From tables of integrals or integration by parts.t [ u0 ( t + T ) –u0 ( t – T ) ] f ( t ) = --T –T 0 –A ∞ –j ω t T –j ω t A --.⋅ ( e j2 ω t + e –j 2 ω t ) f ( t ) = A [ u 0 ( t + 3T ) – u 0 ( t + T ) + u 0 ( t – T ) – u 0 ( t – 3T ) ] ⇔ F ( ω ) = 2AT --------------ωT or +e sin ω T sin ω T -----------------------------. ∫ Then. F(ω) = A --T e ax xe dx = -----( ax – 1 ) 2 a T T ax e . A .j ω T ( e j2 A+e )–( e –e ) = ----------F ( ω ) = -------------------------------------------------------------------------------------( ω T cos ω T – sin ω T ) 2 2 j2 j2 ω T ω T jωT –j ω T jωT –j ω T We observe that since f ( t ) is real and odd.⋅ e F ( ω ) = 4AT -------------- 2 ωT ωT j2 ω t –j 2 ω t 5.⋅ (– jωt – 1) ⋅ ---------2 –ω –j ω t = –T A --T e . F ( ω ) is imaginary and odd. Fourth Edition Copyright © Orchard Publications 8−51 .⋅ (– jωt – 1) ⋅ -----------2 (jω) –j ω t T = –T A --T e .⋅ [ –( j ω t + 1 ) ] ⋅ ---------2 –ω –j ω t –T –j ω T jωT A -[e = ----------⋅ (jωT + 1) – e ⋅ ( –j ω T + 1 ) ] 2 ω T –j ω T –j ω T jωT jωT A -(jωT ⋅ e = ----------+e + jωT ⋅ e –e ) 2 ω T jωT –j ω T jωT –j ω T A -[jωT ⋅ ( e = ----------+e ) – (e –e )] 2 ω T and multiplying both the numerator and denominator by j2 we obtain j2 A.

that is.= 2A --------------.6. Page 8−27.Chapter 8 The Fourier Transform Alternate Solution: A -t f 1 ( t ) = --T A –T 0 –A T t f2 ( t ) A⁄T −T 0 t T The waveform of f 2 ( t ) is the derivative of the waveform of f 1 ( t ) and thus f 1 ( t ) = tf 2 ( t ) .t + A u 0 ( t ) – u 0 t – -f 1 ( t ) = --T T 2 A -t f 1 ( t ) = --T A f2 ( t ) A⁄T f3( t ) A⁄T a t –T 0 T T 0 −T t b –T ⁄2 T ⁄2 t –A ⁄ T 8−52 Signals and Systems with MATLAB Computing and Simulink Modeling.= j2A ----------{ f 1 ( t ) = tf 2 ( t ) } = j d ω 2A ω T dω ωT ( ω T ) T cos ω T – T ( sin ω T ) j2A .48).( ω T cos ω T – sin ω T ) = j2A ---------------------------------------------------------------2 2 (ωT) ω T 6.T --------------f 2 ( t ) ⇔ 2 --ωT ωT T From the frequency differentiation property. A T . F d sin ω T sin ω T d .1.t + A [ u 0 ( t + T ) – u 0 ( t ) ] + – A --. d n ( – j t ) f ( t ) ⇔ --------F(ω) n dω n or n n d t f ( t ) ⇔ j --------F(ω) n dω n Then.----------------------------.= --------. We denote the given waveform as f 1 ( t ) . Fourth Edition Copyright © Orchard Publications . Page 8−13. From Subsection 8. sin ω T A sin ω T . transform pair (8.

= j2A ----------------------------= j2A --------------------------. A --- e ---------- --.⋅ ( e ωT ⁄ 2 sin ( ω T ⁄ 2 ) e –e sin ( ω T ⁄ 2 ) .⋅ e ωT ⁄ 2 and using the linearity property we obtain sin ( ω T ⁄ 2 ) jω(T ⁄ 2) –j ω ( T ⁄ 2 ) –e ) F 2 ( ω ) = F 2a ( ω ) + F 2b ( ω ) = A --------------------------. the Fourier transform of the right pulse b of f 2 ( t ) is sin ( ω T ⁄ 2 ) –j ω ( T ⁄ 2 ) F 2b ( ω ) = – A --------------------------. We begin by finding the Fourier Transform of the pulse denoted as f 3 ( t ) ./x'.---------------------------------------------.[0 16*pi 0 0.Solutions to End−of−Chapter Exercises We observe that f 1 ( t ) is the integral of f 2 ( t ) . Fourth Edition Copyright © Orchard Publications 8−53 . and using F 3 ( ω ) and the time shifting and linearity properties.= A -------------------------- ωT ωT ⁄ 2 T jω 2 jω(T ⁄ 2) –j ω ( T ⁄ 2 ) Using the time shifting property f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 the Fourier transform of the left pulse a of f 2 ( t ) is sin ( ω T ⁄ 2 ) j ω ( T ⁄ 2 ) F 2a ( ω ) = A --------------------------.sin ------. and by integration we will find F 1 ( ω ) .e – j ω t dt = A F3 ( ω ) = T – j ω T –T ⁄ 2 T⁄2 –T ⁄ 2 –T ⁄ 2 T⁄2 ∫ T⁄2 –j ω t A - e ---------- = --T jω –j ω t sin ( ω T ⁄ 2 ) 2A ω T A e –e .^2./2). we will find F 2 ( ω ) . Therefore. we will find F 2 ( ω ) .⋅ e ωT ⁄ 2 Likewise.5]) 0 ω Signals and Systems with MATLAB Computing and Simulink Modeling. = ------= --.⋅ ---------------------------------------------- ωT ⁄ 2 j2 ωT ⁄ 2 jω(T ⁄ 2) –j ω ( T ⁄ 2 ) 2 This sin ( x ) ⁄ x curve is shown below and it is created with the following MATLAB script: 2 fplot('sin(x.

F 1 ( ω ) simplifies to the form K [ ( sin x ) ⁄ x ] This curve is shown below and it is created with the following MATLAB script.+ ------------------------------------------+ 1 ⋅ -------.⋅ ----------------------------. Fourth Edition Copyright © Orchard Publications . 2A sin ( ω T ⁄ 2 ) 2A 1 sin ( ω T ⁄ 2 ) . 1Ω + v in ( t ) 1F − vC ( t ) 0. we find F 1 ( ω ) of the triangular waveform of f 1 ( t ) with the use of the integration property by multiplying F 2 ( ω ) by 1 ⁄ j ω .5 Ω By KCL dv C v C ( t ) v C ( t ) – v in ( t ) . fplot('(sin(x).= -----./x).⋅ sin 2( ω T ⁄ 2 ) F 1 ( ω ) = ( 1 ⁄ j ω ) ⋅ F 2 ( ω ) = ----2 ω jω ωT ⁄ 2 ωT ⁄ 2 ω T⁄2 2 2 We can plot F 1 ( ω ) by letting T ⁄ 2 = 1 .^2'. Thus.= ---------------.= 0 dt 1 0. 8−54 Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ j2A ----------------------------.[-8*pi 8*pi 0 1]) 1 2 ω 0 7.5 dv C -------.+ 3v C = v in dt Taking the Fourier transform of both sides we obtain j ω V C ( ω ) + 3V C ( ω ) = V in ( ω ) ( j ω + 3 ) V C ( ω ) = V in ( ω ) and since V out ( ω ) = V C ( ω ) .Chapter 8 The Fourier Transform Now. Then.

+ ------------e + ------------------.1 ° – j 4t j53. using the sifting property of δ ( ω ) .= 10 cos ( 4t – 53.1 ° ) = 10 -----------------------------------------------------------2 j ( 4t – 53. 1 V out ( ω ) = V C ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------⋅ 50 π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] jω + 3 and vC ( t ) = F –1 1{ V C ( ω ) } = ----2π -⋅e ∫–∞ --------------------------------------------------------------jω + 3 -⋅e ∫–∞ -------------------jω + 3 ∞ ∞ 50 π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] δ( ω + 4) jωt jωt dω = 25 ∫ ∞ δ (ω – 4) -------------------.v ( t ) + 5 ---v out ( t ) + 6v out ( t ) = 10v in ( t ) = 2e u 0 ( t ) 2 out dt dt Taking the Fourier transform of both sides we obtain 2 2 [ ( j ω ) + 5j ω + 6 ] V out ( ω ) = 10V in ( ω ) = 10 ⋅ -------------jω + 1 20 [ ( j ω + 2 ) ⋅ ( j ω + 3 ) ] V out ( ω ) = 10V in ( ω ) = -------------jω + 1 20 V out ( ω ) = --------------------------------------------------------------------(jω + 1) ⋅ (jω + 2) ⋅ (jω + 3) We use the following MATLAB script for partial fraction expansion where we let j ω = s .Solutions to End−of−Chapter Exercises ( j ω + 3 ) V out ( ω ) = V in ( ω ) and V out ( ω ) 1 . we simplify the above to j4t – j 4t j4t – j 4t j4t – j 53.1 ° 5e 5e +e e . Fourth Edition Copyright © Orchard Publications 8−55 . = 5(e ⋅ e +e ⋅e ) v C ( t ) = 25 ------------ j53.⋅ e j ω t dω + 25 j ω + 3 –∞ dω Next. syms s.1 ° e .1 ° ) – j ( 4t – 53.= -------------H ( ω ) = ------------------jω + 3 V in ( ω ) where v in ( t ) = 50 cos 4tu 0 ( t ) ⇔ V in ( ω ) = 50 π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] Then.1 ° j4 + 3 j4 + 3 – j 53.1 ° ) 8. dd2 –t -----. collect((s+1)*(s+2)*(s+3)) Signals and Systems with MATLAB Computing and Simulink Modeling. = 25 ----------------e e .

fprintf('r1 = %4.= 2. den(1)). p1 = -3.00 r3 = 10. fprintf(' \n').dω 2 2 ω +2 and from tables of integrals dx ∫ ---------------2 2 x +a 1 1 . fprintf('p3 = %4. num(2))..2f'.2f \t'.00 Then.00 r2 = -20.00 p2 = -2.2f \t'.2f'. fprintf('r3 = %4. den=[1 6 11 6]. fprintf('p2 = %4.Chapter 8 The Fourier Transform ans = s^3+6*s^2+11*s+6 num=[0 0 0 20]..+ ------------------10 V out ( ω ) = --------------------------------------------------------------------.den]=residue(num.2f'. fprintf(' \n').2 dω = -----------------2 π jω + 2 ∫4 π 12 π 9 ----------------. den(2))... Fourth Edition Copyright © Orchard Publications . fprintf('r2 = %4. num(1)). 8−56 Signals and Systems with MATLAB Computing and Simulink Modeling.+ ------------------(jω + 1 ) ⋅ (jω + 2 ) ⋅ (jω + 3 ) (jω + 1) ( jω + 2) ( jω + 3 ) and thus v out ( t ) = F –1 { V out ( ω ) } = 10e – 20e – 2t –t – 2t + 10e – 3t = 10 ( e – 2e –t +e – 3t ) u0 ( t ) 9. fprintf(' \n'). [num....25 J 4 and the Fourier transform F in ( ω ) of the input v in ( t ) is F { v in ( t ) } = F { 3e – 2t 3 u 0 ( t ) } = -------------jω + 2 The energy at the output for the frequency interval 2 Hz ≤ f ≤ 6 Hz or 4 π rad ≤ ω ≤ 12 π rad is 1 W out = ----2π ∫– ∞ ∞ 1 2 F ( ω ) dω = ----2π ∫– ∞ ∞ 1 3 ..00 20 10 . num(3)). fprintf('p1 = %4.2f \t'.atan x = --a a Then. den(3)) r1 = 10..00 p3 = -1. The input energy in joules is W in = ∫– ∞ ∞ v in ( t ) dt = 9e = ----------4 – 4t 0 2 ∫0 ∞ ∞ 3e – 2t 2 dt = ∫0 ∞ 3e – 2t 2 dt = ∫0 9e ∞ – 4t dt 9e = ----------–4 – 4t ∞ 0 9 = -.+ ------------------– 20 .den).

atan(6*pi)).52 – 1.= 3.– atan ----4π 4π 2 2 fprintf(' \n').41 ) = 0.08 J W out = ----4π Therefore. fprintf('atan(6*pi) = %4.× 100 = 0.41 9 .atan ω ⋅ ---W out = ----2π 2 2 12 π 4π 99.( 1. the percentage of the input appearing at the output is W out ----------. W total = ∫– ∞ T ∞ f ( t ) dt = 2 ∫– T A d t 2 2 T and since f ( t ) is an even function.2f \t'.2f'.52 and thus atan(2*pi) = 1. W total = 2 ∫0 A dt = 2A t 2 2 T 0 = 2A T Next. we denote the energy in the frequency interval – π ⁄ T rad ≤ ω ≤ π ⁄ T rad as W out in the frequency domain we obtain 1 W out = ----2π ∫– ∞ ∞ 1 2 F ( ω ) dω = ----2π ∫–π ⁄ T 2AT --------------ωT π⁄T sin ω T 2 dω Signals and Systems with MATLAB Computing and Simulink Modeling. we compute the total energy of the pulse in terms of f ( t ) .Solutions to End−of−Chapter Exercises 9.08 --------.56% W in 2. 4 π 12 π = ----( atan 6 π – atan 2 π ) . fprintf('atan(2*pi) = %4.1 . Fourth Edition Copyright © Orchard Publications 8−57 .25 10. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT F(ω) f(t) A −π 0 π 2π ωT −T 0 t T − 2π First. atan(2*pi)) atan(6*pi) = 1.= ----atan -------.

0+ y π 2 2 ∫0 π sin 2y ------------. then ∫0 but for other finite limits are not equal. W out 1 = 2 ----2π ∫0 π⁄T sin ω T 4A T . y = 0 .-----------= ------------π –y 4A T = 2 ⋅ ------------π 2 2 2 π – 0 ∫0 π 4A T –1 ----. we let ω T = y .dy = 4A 2 π y 2 2 ∫0 π sin y -----------. Fortunately.dω = ---------------4A T ----------------2 π (ωT) 2 2 2 2 2 ∫0 π⁄T sin ω T ----------------.Chapter 8 The Fourier Transform and since F ( ω ) is an even function.* Therefore. ∞ sin x ---------dx = x ∫0 ∞ sin x -----------. we will attempt to simplify (2) using integration by parts. ω = y ⁄ T and dω = ( 1 ⁄ T ) dy . Fourth Edition Copyright © Orchard Publications . With these substitutions (2) is written as W out 4A T sin y .dω (1) 2 (ωT) 2 For simplicity. With these substitutions we express (1) as 4A T W out = ---------------π 2 2 ∫0 π sin y 4A T -------------------------dy = ---------------2 πT ((y ⁄ T)T) 2 2 2 ∫0 π sin y T -----------------------.dy = ------------2y π ∫0 π sin 2y ------------. y = π . some handbooks of mathematical tables include numerical values of the integral dx ∫0 ---------x π sin x * It is shown in Advanced Calculus textbooks that if the upper limit is ∞ . when ω = 0 .dy 2y The last integral in (3) is also an improper integral.dy (2) 2 y 2 But the last integral in (2) is an improper integral and does not appear in tables of integrals.sin 2y dy = ------------. Then.dy y (3) ∫0 π sin 2y 8A T ------------. Also. We start with the familiar relation d ( uv ) = udv + vdu from which ∫ d ( uv ) = ∫ u dv + ∫ vdu or ∫ u dv 2 2 = uv – vdu ∫ Letting u = sin y and dv = 1 ⁄ y .dx = π -2 2 x 2 8−58 Signals and Systems with MATLAB Computing and Simulink Modeling. it follows that du = 2 cos y sin y = sin 2y and v = – 1 ⁄ y . and when ω = π ⁄ T or ω T = π .

Fourth Edition Copyright © Orchard Publications 8−59 . we can obtain the same result much faster and easier with MATLAB as follows: First.Solutions to End−of−Chapter Exercises for arguments of π x in the interval 0 ≤ x ≤ 10 . replacing 2y with w we obtain w = 2y . we write and execute the program below. Dover Publications. by substitution into (3) we obtain 8A T W out = ------------π 2 ∫0 2π sin w T ----------- 1 -.m file in a drive that has been added to MATLAB’s path.× 100% = ------------------------------------------× 100% = 90. Then. w = 2 π . at MATLAB’s Command prompt.dw (4) w From Table 5. Then./x.4182 Signals and Systems with MATLAB Computing and Simulink Modeling.dw = 4A ------------w 2 π 2 ∫0 2π sin w ----------.0. % It says that if x=0. 1972 Edition. then (x==0) = 1 % but if x is not zero.418 W out = ------------π Therefore. w = 0 whereas for y = π .dw w = 1. function y1=fourierxfm1(x) x=x+(x==0)*eps.2*pi) value1 = 1.418 × 1. and for y = 0 . y = w ⁄ 2 . This file must be created with MATLAB’s editor (or any other editor) and saved as an . we define the function fourierxfm1 and we save it as an .3 of Handbook of Mathematical Functions. dy = ( 1 ⁄ 2 ) ⁄ dw .418 x=2 2 4A T . value1=quad('fourierxfm1'.m file as shown below. the percentage of the output for the frequency interval – π ⁄ T rad ≤ ω ≤ π ⁄ T rad is 2 W out ( 4A T ⁄ π ) ⋅ 1. Then.% This statement avoids the sin(0)/0 value. then (x==0) = 0 % and eps is approximately equal to 2.× 100% = 2 ----------------------------------.418 . y1=sin(x). % The quad function below performs numerical integration from 0 to 2*pi % using a form of Simpson's rule of numerical integration.3% 2 W total π 2A T Since this computation involves numerical integration.2e-16 % It is used to avoid division by zero. with π x = 2 π or x = 2 we obtain ∫0 and thus (4) reduces to 2π sin w ----------.1.

^2. fplot('abs(2.m file and the program execution using this function./x).5 0 0 2 4 6 8 10 12 8−60 Signals and Systems with MATLAB Computing and Simulink Modeling. y2=(sin(x). we execute the statement below observing that the limits of integration are from 0 to π . value2=quad('fourierxfm2'.4182 11.Chapter 8 The Fourier Transform We could also have used numerical integration with the integral ∫ sin x -----------. and after this file is saved.*exp(−j. function y2=fourierxfm2(x) x=x+(x==0)*eps. Fourth Edition Copyright © Orchard Publications .*w)*(sin(w)/w))'.pi) value2 = 1.[0 4*pi 0 2]) 2 1.0. Shown below are the function fourierxfm2 which is saved as an .5 1 0.dx 2 0 x π 2 thereby avoiding the integration by parts procedure.

theorems. and the impulses as δ[n] = n=0 ∑ δ [ t – nT ] ∑ δ [ t – nT ] ∞ ∞ (9. The Z transform yields a frequency domain description for discrete−time signals.2) We can obtain a discrete−time waveform from an analog (continuous or with a finite number of discontinuities) signal. there is the one−sided.4) n=0 * Whereas continuous-time signals are described by differential equations.3) Multiplication of f ( t ) by δ [ n ] produces the signal g ( t ) defined as g(t) = f(t) ⋅ δ[n] = f(t) (9. are also discussed. such as digital filters. to another domain which we call z – domain . discrete−time signals are described by difference equations. and several examples are given to illustrate its application. It is used with discrete−time signals. The Inverse Z transform. and introduces the one−sided Z Transform. and the two−sided Z transform. We denote the continuous signal as f ( t ) . 9. and forms the basis for the design of digital systems.Chapter 9 Discrete−Time Systems and the Z Transform T his chapter is devoted to discrete−time systems. We will restrict our discussion to the one−sided Z transform F ( z ) of a discrete−time function f [ n ] defined as F( z) = ∑ f [n ]z n=0 ∞ –n (9. Signals and Systems with MATLAB Computing and Simulink Modeling. and the methods available for finding it. and properties are discussed.F ( z ) z k – 1 dz f [ n ] = ------j2 π ∫ ° (9. and the Z transforms of the most common discrete−time functions are derived.1) and the Inverse Z transform is defined as 1 .1 Definition and Special Forms The Z transform performs the transformation from the domain of discrete −time signals.* the same way the Laplace and Fourier transforms are used with continuous−time signals. by multiplying it by a train of impulses. The discrete transfer function is also defined. The definition. Like the Laplace transform. Fourth Edition Copyright © Orchard Publications 9−1 .

f(t) 0 (a) δ[n] t n 0 (b) f ( t )δ [ n ] 0 (c) Figure 9.5). we obtain – sT ∞ ∞ – nsT = e G(s) = L f [ n] δ [ t – nT ] = f [ n ] n=0 n=0 ∑ ∑ ∑ f [n ]e n=0 ∞ – nsT (9.6) 9−2 Signals and Systems with MATLAB Computing and Simulink Modeling. are those for which t = nT .1. and. Fourth Edition Copyright © Orchard Publications .5) Next. that the t – domain to s – domain transform pairs for the delta function are δ ( t ) ⇔ 1 and δ ( t – T ) ⇔ e . letting f [ nT ] = f [ n ] .4) as g ( t ) = f [ nT ] n=0 ∑ ∞ δ [ t – nT ] = n=0 ∑ f [ nT ]δ [ t – nT ] ∞ (9. for simplicity. we recall from Chapter 2. the only values of f ( t ) which are not zero. and thus we can express (9. Formation of discrete−time signals t Of course. after multiplication by δ [ n ] . taking the Laplace transform of both sides of (9. Therefore.Chapter 9 Discrete−Time Systems and the Z Transform These signals are shown in Figure 9.1.

is a series of complex numbers and converges outside the circle of radius R . … are arbitrary real or complex constants. becomes the same as (9. as defined in (9.2.10) Proof: Applying the definition of the Z transform.12 below.7) (9. sT The Z and Inverse Z transforms are denoted as F(z ) = Z {f [n]} Z –1 (9. In this section. In the complex z – plane the region of convergence is the set of z for which the magnitude of F ( z ) is finite.2.1). the radius R is known as the radius of absolute convergence. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling. it converges (approaches a limit) when z > R .2. with the substitution z = e . In our subsequent discussion.1 through 9. Proof: The proof is easily obtained by application of the definition of the Z transform to each term on the left side. c. Fourth Edition Copyright © Orchard Publications 9−3 .2 Properties and Theorems of the Z Transform The properties and theorems of the Z transform are similar to those of the Laplace transform. and like s .Properties and Theorems of the Z Transform Relation (9. 9.1 Linearity af 1 [ n ] + bf 2 [ n ] + cf 3 [ n ] + … ⇔ aF 1 ( z ) + bF 2 ( z ) + cF 3 ( z ) + … (9.9) where a. b.6).8) and f [n] = {F(z)} The function F ( z ) . we will state and prove the most common Z transforms listed in Subsections 9. we will denote the discrete unit step function as u 0 [ n ] . In complex variables theory.1). 9.2.2 Shift of f [ n ] u 0 [ n ] in the Discrete−Time Domain f [ n – m ] u0 [ n – m ] ⇔ z –m F(z) (9. and the region of divergence is the set of z for which the magnitude of F ( z ) is infinite. z is also a complex variable. 9. that is.

n = k + m . and allows use of non−zero values for n < 0 . k = 0 . and when n – m = 0 or n = m .Chapter 9 Discrete−Time Systems and the Z Transform Z { f [ n – m ] u0 [ n – m ] } = ∑ f [ n – m ] u0 [ n – m ] z n=0 ∞ –n and since u 0 [ n – m ] = 0 for n < m and u 0 [ n – m ] = 1 for n > m . we let n – m = k . then. then.11) Proof: By application of the definition of the Z transform. and when n = 0 . and when k = – 1 . Therefore. Fourth Edition Copyright © Orchard Publications . n = m – 1 .2.3 Right Shift in the Discrete−Time Domain This property is a generalization of the previous property. the above expression reduces to Z { f [n – m]} = ∑ f [n – m]z n=0 ∞ –n Now. k = – m . n = k + m . Z { f [n – m]} = ∑ k=0 ∞ f [k] z –( k + m ) = ∑ k=0 ∞ f [k]z z –k –m = z –m ∑ f [k]z k=0 ∞ –k = z –m F(z ) 9. n = 0 . by substitution into the last summation term above. we obtain Z { f [n – m]} = z –m F(z) + m–1 ∑ f [n – m]z m–n = z –m F(z) + m–1 n=0 ∑ f [n – m]z –n n=0 9−4 Signals and Systems with MATLAB Computing and Simulink Modeling. we obtain Z { f [n – m]} = ∞ ∑ f [n – m]z n=0 ∞ –n We let n – m = k . Then. The transform pair is f [n – m] ⇔ z –m F(z) + m–1 n=0 ∑ f [n – m]z –n (9. Z { f [n – m]} = ∑ k = –m –m ∞ f [k]z –( k + m ) = ∑ k = –m ∑ k=0 ∞ f [ k ]z z –k –k –m = z –m ∑ f [k]z k = –m ∑ k = –m –1 ∞ –k = z ∑ k = –m –1 f [k]z –k + f [k]z =z –m F(z) + f [k]z –k When k = – m . Therefore.

4 Left Shift in the Discrete−Time Domain f [n + m ] ⇔ z F( z) + m ∑ n = –m –1 f [n + m]z –n (9.13) 9. if f [ n ] is a discrete−time signal.Properties and Theorems of the Z Transform and this is the same as (9. Proof: Z { f [n + m]} = ∑ f [n + m]z n=0 ∞ ∞ –n We let n + m = k . k = m . For m = 1 .2. reduces to f [ n – 2 ] ⇔ z F ( z ) + f [ –2 ] + z f [ –1 ] –2 –1 (9. and when n = 0 . Then. Fourth Edition Copyright © Orchard Publications 9−5 .15) Signals and Systems with MATLAB Computing and Simulink Modeling. the above expression reduces to Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z (9.11). For m = 1 .14) that is.14). n = – 1 . n = k – m . (9.12) and for m = 2 . and when k = m – 1 . we obtain Z {f [n + m]} = z m F(z ) + ∑ n = –m –1 f [n + m] z –( n + m ) = z F(z ) + m ∑ n = –m –1 f [n + m ]z –n and this is the same as (9. the mth left shift of f [ n ] is f [n + m] . then. n = – m . by substitution into the last summation term of the above expression.11) reduces to f [ n – 1 ] ⇔ z F ( z ) + f [ –1 ] –1 (9. Z { f [n + m]} = ∑ k=m m ∞ f [k] z ∞ –( k – m ) = ∑ f [k ]z ∑ f [k] z –k m z = z ∑ f [k] z k=0 k=m m–1 –k m–1 –k – =z m F( z) – ∑ f [k] z k k=0 k=0 When k = 0 . Then. and m is a positive integer.

F( z) n f [ n ] ⇔ z ----2 dz dz 2 2 (9. Fourth Edition Copyright © Orchard Publications .17) ∞ Proof: Z {a f [n]} = n ∑ k=0 ∞ a f [n ]z n –n = ∑ k=0 ∞ 1 -----.F(z ) nf [ n ] ⇔ – z ----dz d d .6 Multiplication by e – naT in the Discrete−Time Domain e – naT f [n ] ⇔ F( e z) ∞ aT (9.f [ n ] z–n = –n a ∑ k=0 z –n z = F f [n] a a 9.F ( z ) + z 2 ------.19) Proof: By definition.16) 9.18) –n Proof: Z {e – naT f [n]} = ∑ k=0 ∞ e – naT f [n] z –n = ∑ f [n ](e k=0 aT z) = F(e z) aT 9.Chapter 9 Discrete−Time Systems and the Z Transform and for m = 2 . F(z) = ∑ f [n]z n=0 ∞ –n and taking the first derivative of both sides with respect to z .2.2.7 Multiplication by n and n 2 in the Discrete−Time Domain d . reduces to Z { f [n + 2]} = z F(z ) – f [0]z – f [1]z 2 2 (9. we obtain d -----F(z) = dz ∑ ( –n ) f [ n ] z n=0 ∞ –n–1 = –z –1 ∞ ∑ nf [ n ] z –n n=0 9−6 Signals and Systems with MATLAB Computing and Simulink Modeling.2.5 Multiplication by a in the Discrete−Time Domain n z n - a f [n] ⇔ F a (9.

is equal to z ⁄ ( z – 1 ) times the Z transform of the signal.8 Summation in the Discrete−Time Domain . and thus we can write (9. and recalling that in the s – domain 1 u 0 ( t ) ⇔ -s and ∫0 f ( τ ) d τ ⇔ ---------s Proof: Let y[ n] = x[m] ∑ m=0 n t F(s) then. the similarity of the Laplace and Z transforms becomes apparent.21) and let us express (9. (9. We will see on the next section that the term z ⁄ ( z – 1 ) is the Z transform of the discrete unit step function u 0 [ n ] .2.20) that is.23) Next. then the summation symbol in (9. F( z) f [ m ] ⇔ ---------∑ z–1 m=0 z n (9.19). the Z transform of the sum of the values of a signal. Fourth Edition Copyright © Orchard Publications 9−7 .21) as y[n] = n–1 m=0 ∑ x[ m] + x[n] (9. and using the property x [ n – m ] u0 [ n – m ] ⇔ z –m X(z) Signals and Systems with MATLAB Computing and Simulink Modeling.22) as y[ n] = y[n – 1] + x[n ] (9. we take the Z transform of both sides of (9. 9. we obtain the second pair in (9.21) is y [ n ] .23).22) is y [ n – 1 ] .22) Since the summation symbol in (9. This property is equivalent to time integration in the continuous time domain since integration in the discrete−time domain is summation.Properties and Theorems of the Z Transform Multiplication of both sides by – z yields ∑ nf [ n ] z n=0 ∞ –n d= – z ----F(z ) dz Differentiating one more time.

2. x [ m ] . we obtain x [ 0 ]δ [ 0 ] → x [ 0 ] h [ n ] x [ 1 ]δ [ n – 1 ] → x [ 1 ] h [ n – 1 ] x [ 2 ]δ [ n – 2 ] → x [ 2 ] h [ n – 2 ] … x [ m ]δ [ n – m ] → x [ m ] h [ n – m ] and the response at any arbitrary value m. that is.24) or y[ n] = ∑ h[ n – m]x[ m] m=0 (9. x [ 2 ].9 Convolution in the Discrete−Time Domain Let the impulse response of a discrete−time system be denoted as h [ n ] . in which each impulse has a weight equal to its corresponding sampled value.20). that is. Fourth Edition Copyright © Orchard Publications .24).X ( z ) = ---------. x [ 1 ]. if y [ n ] is the output due to the input x [ m ] convolved with h [ n ] . …. then. y[ n] = ∑ x[ m]h[n – m ] m=0 n n (9.26) Proof: Taking the Z transform of both sides of (9. f 1 [ n ]∗ f 2 [ n ] ⇔ F 1 ( z ) ⋅ F 2 ( z ) (9. a delayed impulse δ [ n – m ] produces a delayed response h [ n – m ] . Then. any discrete−time input signal can be considered as an impulse train.X(z) Y ( z ) = --------------–1 z–1 1–z and this relation is the same as (9. an impulse δ [ n ] . Therefore. we obtain 9−8 Signals and Systems with MATLAB Computing and Simulink Modeling. 9. is obtained by summing all the components that have occurred up to that point. Likewise. and so on. that is. produces a response h [ n ] .25) We will now prove that convolution in the discrete−time domain corresponds to multiplication in the Z domain. for any other input x [ 0 ].Chapter 9 Discrete−Time Systems and the Z Transform we obtain Y(z) = z Y(z) + X(z) –1 or 1 z .

and thus. it will not be provided here. Taking the limit as z → ∞ in F( z) = ∑ f [n] z n=0 ∞ –n Signals and Systems with MATLAB Computing and Simulink Modeling. Y(z) = ∑ m=0 x[m] ∑ n=0 ∞ h[k]z –( k + m ) = ∑ m=0 x[m ]z –m ∑ h[k]z n=0 –k or Y(z) = X(z) ⋅ H(z) (9.2.29) Proof: For all n ≥ 1 .10 Convolution in the Discrete−Frequency Domain If f 1 [ n ] and f 2 [ n ] are two sequences with Z transforms F 1 ( z ) and F 2 ( z ) respectively. as z → ∞ z –n –n 1. Fourth Edition Copyright © Orchard Publications 9−9 .→ 0 = ---n z and under these conditions f [ n ] z → 0 also. and 1 -- v xF ( v ) F ∫ v ° z 1 2 –1 dv (9. The proof requires contour integration.27) 9. ∫ is a closed contour inside the overlap convergence regions ° 9.11 Initial Value Theorem f [ 0 ] = lim X ( z ) z→∞ (9. then. then. we let k = n – m . f 1 [ n ] ⋅ f 2 [ n ] ⇔ -------j2π where v is a dummy variable. n = k + m .2.Properties and Theorems of the Z Transform ∞ Y(z) = Z x[ m]h[n – m ] = m=0 ∑ ∑ ∑ x[m ]h[ n – m] n=0 m=0 ∞ ∞ ∞ ∞ z –n and interchanging the order of the summation.28) for X 1 ( v ) and X 2 ( z ⁄ v ) . we obtain Y(z) = ∑ ∑ m=0 n=0 ∞ ∞ ∞ x[m ]h[n – m]z –n = ∑ m=0 ∞ x[m] ∑ h[n – m] z n=0 ∞ –n Next.

That is.e.31) From (9.31). we can find that limit. Z { f [ n + 1 ] – f [ n ] } = lim k→∞ ∑ ( f [n + 1] – f [n])z n=0 –n (9. Z { f [n + 1] – f [n]} = ∑ ( f [n + 1] – f [n])z n=0 k ∞ –n We replace the upper limit of the summation with k.32) and by substitution of (9. Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z (9. i. z→∞ lim X ( z ) = f [ 0 ] 9. and taking the limit of the product as z → 1 .32) into (9. we obtain lim { ( z – 1 ) F ( z ) – f [0 ] z } = lim lim z→1 z → 1 k → ∞ k ∑ ( f [n + 1] – f [n])z n=0 k –n = lim k→∞ ( f [n + 1] – f [n])z ∑ zlim →1 n=0 –n 9−10 Signals and Systems with MATLAB Computing and Simulink Modeling. if it exists. Fourth Edition Copyright © Orchard Publications .Chapter 9 Discrete−Time Systems and the Z Transform we observe that the only non−zero value in the summation is that of n = 0 .30) Proof: Let us consider the Z transform of the sequence f [ n + 1 ] – f [ n ] .12 Final Value Theorem This theorem states that if f [ n ] approaches a limit as n → ∞ .15). n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 (9. Then.. by multiplying the Z transform of f [ n ] by ( z – 1 ) . Then. and we let k → ∞ .2. ∑ f [n]z n=0 ∞ –n = f [0] z –0 = f [0] Therefore. we obtain zF ( z ) – f [ 0 ] z – F ( z ) = lim k→∞ ∑ ( f [ n + 1] – f [ n ] )z n=0 k –n Taking the limit as z → 1 on both sides.

3. For convenience.1. we form a truncated version of F ( z ) which contains the first k terms of the series. 1. 2. 3.3. 9. In instances where we cannot determine whether f [ n ] exists or not. we will derive the Z transforms of the most common discrete−time functions in Subsections 9. In this section. that if the sequence f [ n ] does not approach a limit.33) From the definition of the Z transform. we can be certain that it exists if X ( z ) can be expressed in a proper rational form as A(z) X ( z ) = ----------B(z) where A ( z ) and B ( z ) are polynomials with real coefficients. 9. – 2. we summarize the properties and theorems of the Z transform in Table 9.30) may exist even though f [ n ] does not approach a limit. Signals and Systems with MATLAB Computing and Simulink Modeling.3 The Z Transform of Common Discrete−Time Functions In this section we will provide several examples to find the Z transform of some discrete−time functions. … n = 0. – 3. the final value theorem is invalid. Then.The Z Transform of Common Discrete−Time Functions lim ( z – 1 ) F ( z ) – lim f [ 0 ] z = lim z→1 z→1 k→∞ { f [n + 1] – f [n]} z ∑ zlim →1 n=0 k k –n z→1 lim ( z – 1 ) F ( z ) – f [ 0 ] = lim k→∞ n=0 ∑ {f [n + 1]} – f [n] k→∞ = lim { f [ k ] – f [ 0 ] } = lim f [ k ] – f [ 0 ] k→∞ k→∞ lim f [ k ] = lim ( z – 1 ) F ( z ) z→1 We must remember. however. F(z) = ∑ f [n]z n=0 ∞ –n = ∑a z n=0 ∞ n –n = ∑ ( az n=0 ∞ –1 n ) (9. The right side of (9.34) To evaluate this infinite summation. … (9.1 The Transform of the Geometric Sequence The geometric sequence is defined as 0 f [n] = n a n = – 1.5 below.1 through 9. We denote this truncated version as F k ( z ) . Fourth Edition Copyright © Orchard Publications 9−11 .3.

–1 9−12 Signals and Systems with MATLAB Computing and Simulink Modeling.F(z) z – 1 F1 ( z ) ⋅ F2 ( z ) 2 aT f [n] Multiplication by n Multiplication by n 2 Summation in Time Time Convolution Frequency Convolution Initial Value Theorem Final Value Theorem nf [ n ] n f [n] n 2 ∑ f [m] m=0 f 1 [ n ]∗ f 2 [ n ] f1 [ n ] ⋅ f2 [ n ] ∫ j2π ° z→∞ 1 -------- z – 1 .35) in a closed form.F(z ) – z ----dz d d .34).Chapter 9 Discrete−Time Systems and the Z Transform TABLE 9.v dv xF 1 ( v ) F 2 - v f [ 0 ] = lim F ( z ) n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 Fk ( z ) = k–1 ∑a z n –n = 1 + az –1 +a z 2 –2 +…+a k – 1 –( k – 1 ) z (9.F( z) z ----2 dz dz z ---------. we multiply both sides by az . To express (9. (9. Fourth Edition Copyright © Orchard Publications .F ( z ) + z 2 ------. Then.35) becomes the same as (9.35) n=0 and we observe that as k → ∞ .1 Properties and Theorems of the Z transform Property / Theorem Linearity Shift of x [ n ] u 0 [ n ] Right Shift Time Domain af 1 [ n ] + bf 2 [ n ] + … f [ n – m ] u0 [ n – m ] f [n – m] z –m Z transform aF 1 ( z ) + bF 2 ( z ) + … z F(z ) + –m F(z ) –n m–1 n=0 ∑ f [n – m]z Left Shift f [n + m] z F( z) + m ∑ n = –m –1 f [n + m]z –n Multiplication by a n Multiplication by e – naT a f [n] e – naT n z - F a F( e z) d .

the magnitude of the com- 1 z F ( z ) = lim F k ( z ) = -----------------. and therefore.38) we observe that. while az > 1 implies z < a and thus. Fourth Edition Copyright © Orchard Publications 9−13 . for the values of z for which az plex number ( az ) → 0 as k → ∞ and therefore. F ( z ) = lim F k ( z ) is unbounded for az In summary.39) for az –1 <1 –1 For the values of z for which az > 1 .37) for az ≠ 1 –1 To determine F ( z ) from F k ( z ) .36) from (9.= ------------------------–1 –1 1 – az 1 – az k –k –1 k (9. and diverges for az –1 > 1 . ∑ n=0 ( az ) –1 –1 n converges to the complex number z ⁄ ( z – a ) for az since az –1 < 1 . we obtain F k ( z ) – az F k ( z ) = 1 – a z –1 k –k or 1–a z 1 – ( az ) F k ( z ) = --------------------.37). a a.The Z Transform of Common Discrete−Time Functions az F k ( z ) = az –1 –1 +a z 2 –2 +a z 3 –3 +…+a z k –k (9. –1 k –1 < 1 . the magnitude of the complex number ( az ) becomes –1 k→∞ –1 k unbounded as k → ∞ . that is.38) ( az ) = az –1 k – 1 k jk θ e From (9. Also.= ---= z z –1 then.36) Subtracting (9. the transform F( z) = ∞ > 1.35). az –1 –1 k –1 –1 k = az –1 e jθ and (9.= ---------–1 z – a k→∞ 1 – az (9. az –1 < 1 implies that z > a . We write the terms az and ( az ) in polar form. we examine the behavior of the term ( az ) in the numerator of (9. Signals and Systems with MATLAB Computing and Simulink Modeling.

where z = a |. Fourth Edition Copyright © Orchard Publications . n Figure 9. 9−14 Signals and Systems with MATLAB Computing and Simulink Modeling. we evaluate the sequence F k ( z ) at z = a .3. Then. 9. and therefore.40) are shown in Figure 9. Fk ( z ) = ∑a z n=0 k–1 n –n = 1 + az –1 +a z 2 –2 +…+a k – 1 –( k – 1 ) z z=a (9..2 The Transform of the Discrete−Time Unit Step Function The definition and the waveform of the discrete−time unit step function u 0 [ n ] are as shown in Figure 9. Im[z] Region of Convergence z F ( z ) = ---------z–a |a| Region of Divergence Re[z] F( z) → ∞ Figure 9. the circumference of the circle lies in the region of divergence. lies in the region of convergence or divergence.40) The regions of convergence and divergence for the sequence of (9.2.3.41) = 1+1+1+…+1 = k We see that this sequence becomes unbounded as k → ∞ . The discrete unit step function u 0 [ n ] From the definition of the Z transform.for z > a z – a = unbounded for z < a (9.. Regions of convergence and divergence for the geometric sequence a n To determine whether the circumference of the circle.Chapter 9 Discrete−Time Systems and the Z Transform ∞ Z { a u0 [ n ] } = n ∑a z n=0 n –n z ---------.2..3. u0 [ n ] 0 u0 [ n ] = 1 n<0 n≥0 0 1 .

for z > 1 z–1 = unbounded for z < 1 (9.44) from (9. 1 .= ---------------------–1 –1 1–z 1–z –k –1 k (9.46) for z > 1 .1.43) n=0 and we observe that as k → ∞ . Fourth Edition Copyright © Orchard Publications 9−15 .43). we form a truncated version of F ( z ) which contains the first k terms of the series.45) for z ≠ 1 –1 Since ( z ) = z –1 k – 1 k jk θ e . we multiply both sides by z –1 and we obtain –1 z Fk ( z ) = z +z –2 +z –3 +…+z –k (9.43) in a closed form. and the region of convergence lies outside the unit circle. Therefore. To express (9.47) Signals and Systems with MATLAB Computing and Simulink Modeling.= ---------z F ( z ) = lim F k ( z ) = --------------– 1 z–1 k→∞ 1–z –1 k (9. as k → ∞ .3. we obtain Fk ( z ) – z Fk ( z ) = 1 – z –1 –k or 1–z 1 – (z ) F k ( z ) = --------------. to evaluate this infinite summation. Then. ( z ) → 0 . Fk ( z ) = k–1 ∑z –1 –n = 1+z –1 +z –2 +…+z –( k – 1 ) (9.44) Subtracting (9. by substitution into (9.43) becomes the same as (9. (9.42) As in Subsection 9.40) we obtain n n Z { u0 [ n ] } = ∑ [1]z n=0 ∞ –n z ---------.The Z Transform of Common Discrete−Time Functions F(z) = ∑ n=0 ∞ f [n]z –n = ∑ [1 ]z n=0 ∞ –n (9. and we denote this truncated version as F k ( z ) . Alternate Derivation: The discrete unit step u 0 [ n ] is a special case of the sequence a with a = 1 . and since 1 = 1 .42).

49) 9−16 Signals and Systems with MATLAB Computing and Simulink Modeling.48) for e – aT – 1 z < 1. 9.48) of Subsection 9. we use (9.4 The Transform of the Discrete−Time Cosine and Sine Functions Let f 1 [ n ] = cos n aT and f 2 [ n ] = sin naT To derive the Z transform of f 1 [ n ] and f 2 [ n ] .3. we obtain the transform pairs z – z cos aT cos naT ⇔ ----------------------------------------2 z – 2z cos aT + 1 2 (9.3.3 The Transform of the Discrete−Time Exponential Sequence The discrete−time exponential sequence is defined as f [n] = e – naT u0 [ n ] – 2aT – 2 – 3aT – 3 Then. e – naT z ⇔ -----------------– aT z–e and replacing – naT with jnaT we obtain Z [e jnaT z ] = Z [ cos naT + j sin naT ] = ------------------jaT z–e –e z .Chapter 9 Discrete−Time Systems and the Z Transform 9.3. Fourth Edition Copyright © Orchard Publications . F( z) = ∑e n=0 ∞ – naT – n z = 1+e – aT – 1 z +e z +e z +… and this is a geometric sequence which can be expressed in closed form as Z [e – naT z 1 u 0 [ n ] ] = -------------------------. that is.3.z = Z [ cos naT ] + j Z [ sin n aT ] = -----------------⋅ ------------------jaT – j aT z–e z–e z – z cos aT + jz sin aT = Z [ cos naT ] + j Z [ sin n aT ] = ------------------------------------------------------2 z – 2z cos aT + 1 2 – j aT Equating real and imaginary parts.= -----------------– aT – aT – 1 z–e 1–e z (9.

since the circumference of the circle lies on the region of divergence. all poles lie outside the region of convergence. that is.49) or (9. * This was defined in Chapter 3. Therefore. we see that the poles separate the regions of convergence and divergence.4.50) as (z – e jaT ) ⋅ (z – e – j aT ) jaT (9. Signals and Systems with MATLAB Computing and Simulink Modeling. the poles lie on the region of divergence. the poles lie on the unity circle as shown in Figure 9. for the discrete−time cosine and sine functions we have the pairs z 2 – z cos aT cos naT ⇔ ----------------------------------------z 2 – 2z cos aT + 1 for z > 1 (9.The Z Transform of Common Discrete−Time Functions and z cos aT sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 (9. as we have seen before.51) and the other at We see that both pairs of (9. we express the denominator of (9.50) To define the regions of convergence and divergence. Also. Im[z] Region of Convergence ×Pole 1 Region of Divergence Re[z] ×Pole Figure 9. Fourth Edition Copyright © Orchard Publications 9−17 .53) It is shown in complex variables theory that if F ( z ) is a proper rational function*.52) and z sin a T sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 for z > 1 (9.4.49) and (9. one at z = e z = e – j aT .50) have two poles. Regions of convergence and divergence for cos n aT and sin n aT From Figure 9.4. but the zeros can lie anywhere on the z -plane. page 3−1.

9−18 Signals and Systems with MATLAB Computing and Simulink Modeling. Z { nu 0 [ n ] } = ∑ nz n=0 ∞ ∞ –n = 0+z –1 + 2z –2 + 3z –3 +… (9. given as exercises at the end of this chapter.56) We summarize the transform pairs we have derived. and others. in Table 9.5 The Transform of the Discrete−Time Unit Ramp Function The discrete−time unit ramp function is defined as f [ n ] = nu 0 [ n ] Then.54) We can express (9.55) Differentiating both sides of (9.55) with respect to z .2. Fourth Edition Copyright © Orchard Publications .54) in closed form using the discrete unit step function transform pair Z { u0 [ n ] } = ∑ (1)z n=0 ∞ –n z = ---------for z–1 z > 1 (9.3.Chapter 9 Discrete−Time Systems and the Z Transform 9. we obtain d dz ∑ (1 )z n=0 ∞ – n = z d ---------dz z – 1 or ∑ –n z n=0 –n–1 –1 = -----------------2 (z – 1) –n Multiplication by – z yields ∑ n=0 ∞ nz –n = n ∑ (1) z n=0 ∞ z = -----------------2 (z – 1) and thus we have the transform pair z nu 0 [ n ] ⇔ -----------------2 (z – 1) (9.

2 The Z transform of common discrete−time functions f[n] δ[n] δ[n – m] a u0 [ n ] u0 [ n ] (e – naT n F(z) 1 z –m z ---------z–a z ---------z–1 z >a z >1 e – aT – 1 ) u0 [ n ] z -----------------– aT z–e 2 z <1 ( cos naT ) u 0 [ n ] z – z cos aT ----------------------------------------z >1 2 z – 2z cos aT + 1 z sin a T ----------------------------------------.z >1 2 z – 2z cos aT + 1 z – az cos aT ---------------------------------------------z >a 2 2 z – 2az cos aT + a az sin a T ---------------------------------------------.The Z Transform of Common Discrete−Time Functions TABLE 9. Fourth Edition Copyright © Orchard Publications 9−19 .z >a 2 2 z – 2az cos aT + a z –1 ---------------------------m–1 z (z – 1) z ⁄ (z – 1) 2 3 m 2 ( sin n aT ) u 0 [ n ] ( a cos naT ) u 0 [ n ] ( a sin naT ) u 0 [ n ] u0 [ n ] –u0 [ n – m ] n n nu 0 [ n ] n u0 [ n ] [ n + 1 ] u0 [ n ] a nu 0 [ n ] a n u0 [ n ] a n [ n + 1 ] u0 [ n ] n n 2 n 2 z(z + 1) ⁄ (z – 1) z ⁄ (z – 1) 2 2 2 ( az ) ⁄ ( z – a ) az ( z + a ) ⁄ ( z – a ) 2az ⁄ ( z – a ) 2 3 3 Signals and Systems with MATLAB Computing and Simulink Modeling.

* This section may be skipped without loss of continuity. and v is a dummy variable for s . However. and replacing v with s .57) where C is a contour enclosing all singularities (poles) of F ( s ) . 9−20 Signals and Systems with MATLAB Computing and Simulink Modeling. that L [ u0 ( t ) ] = 1 ⁄ s Then. It is shown in complex variables theory that F∗ ( s ) can be derived from F ( s ) by the use of the contour integral 1 F∗ ( s ) = ------j2 π ∫C ° F(v) -------------------------. we obtain 1F ( z ) = ------j2 π ∫C ° F(s ) ----------------------ds – 1 sT 1–z e (9. Solution: We learned in Chapter 2.4 Computation of the Z Transform with Contour Integration* Let F ( s ) be the Laplace transform of a continuous time function f ( t ) and F∗ ( s ) the transform of the sampled time function f ( t ) which we denote as f∗ ( t ) .60) Example 9.58) into (9. we use Cauchy’s Residue Theorem to express (9. Fourth Edition Copyright © Orchard Publications .59) as F(z ) = ----------------------∑ Res 1 – 1 sT –z e k F(s) s = pk F(s) = lim ( s – p k ) ----------------------– 1 sT s → pk 1–z e (9.57).58) By substitution of (9.59) Next.dv – sT vT 1–e e (9. by residue theorem of (9.60).Chapter 9 Discrete−Time Systems and the Z Transform 9. the following examples will show that this procedure is not difficult. We can compute the Z transform of a discrete−time function f [ n ] using the transformation F ( z ) = F∗ ( s ) z=e sT (9.1 Derive the Z transform of the discrete unit step function u 0 [ n ] using the residue theorem. It is intended for readers who have prior knowledge of complex variables theory.

= lim ( s – 0 ) ----------------------F ( z ) = lim ( s – p k ) ----------------------– 1 sT – 1 sT s → pk s → 0 1–z e 1–z e 1⁄s 1 z 1 . Example 9. Solution: From Chapter 2.----------------------F ( z ) = lim -----------------.48).60). Page 9−16. L [ tu 0 ( t ) ] = 1 ⁄ s 2 Since F ( s ) has a second order pole at s = 0 . This theorem states that F(s) 1 d .3 Derive the Z transform of the discrete unit ramp function nu 0 [ n ] using the residue theorem.47). F( s) 1 ⁄ (s + a) = lim ( s + a ) ----------------------F ( z ) = lim ( s – p k ) ----------------------– 1 sT – 1 sT s → pk s → – a 1–z e 1–z e z 1 1 = lim -----------------------= -----------------. ( s – p k ) ------------n – 1 – 1 sT ( n – 1 ) ! s → pk 1–z e ds n–1 (9. and this is the same as (9. we need to apply the residue theorem applicable to a pole of order n. Fourth Edition Copyright © Orchard Publications 9−21 . Page 9−15.= -------------------------– 1 sT – 1 – a T –a T s → –a 1 – z e z–e 1–z e for z > 1 and this is the same as (9.2 Derive the Z transform of the discrete exponential function e rem. L [e – at – naT u 0 [ n ] using the residue theo- 1u 0 ( t ) ] = ---------s+a Then.Computation of the Z Transform with Contour Integration F(s) 1⁄s . Solution: From Chapter 2.= ---------= lim s ----------------------= lim ------------------------.61) Signals and Systems with MATLAB Computing and Simulink Modeling.= --------------– 1 sT – 1 sT – 1 z–1 s→0 1 – z e s→0 1 – z e 1–z for z > 1 . Example 9. by residue theorem of (9.

and z are both complex variables.62) with (9. into the plane of the complex variable z . Fourth Edition Copyright © Orchard Publications . which are repeated here for convenience.ln z s = -T (9. Let us reconsider expressions (9.5 Transformation Between s and z Domains It is shown in complex variables textbooks that every function of a complex variable maps (transforms) a plane xy to another plane uv .64) Thus. we will investigate the mapping of the plane of the complex variable s . We find this transformation by recalling that s = σ + j ω and therefore.67) Since s .67) allows the mapping (transformation) of regions of the s -plane into the z -plane. the variables s and z are related as z = e sT (9. and this is the same as (9. 1⁄s 1 d ----------------------z d 2 ----------------------.6) and (9.s F ( z ) = lim ---= lim ---= -----------------– 1 sT – 1 sT 2 s → 0 ds s → 0 ds 1 – z e 1–z e (z – 1) 2 for z > 1 .1).65). G(s) = and F( z) = ∑ f [n]e n=0 ∞ n=0 ∞ – nsT (9. 9. G(s) = F(z) z=e sT (9.66) Therefore.56). In this section.Chapter 9 Discrete−Time Systems and the Z Transform Thus. for this example.ln z s = -T (9. Page 9−18.62) ∑ f [n]z –n (9. we obtain 9−22 Signals and Systems with MATLAB Computing and Simulink Modeling. relation (9. Pages 9−2 and 9−1 respectively. F( z) = G(s) 1 .65) and 1 .63).63) By comparison of (9. expressing z in magnitude-phase form and using (9.

we see that z = e j2 π ( ω ⁄ ωs ) and all values of ω lie on the circumference of the unit circle. maps on the circumference of the unit circle in the z −plane as shown in Figure 9. and T = ( 2 π ) ⁄ ωs Therefore. Then. and for different negative values of σ . we have mapped several fractional values of the sampling radian frequency ω s .70) where.Transformation Between s and z Domains z = z ∠θ = z e jθ = e σT e jωT (9.68). therefore.69).71) and by substitution of (9.70) as 2π ω . we obtain concentric circles with radius less than unity. we see that z < 1 . and thus the right half of the s -plane maps outside the unit circle of the z -plane. we obtain z = e σT e j2 π ( ω ⁄ ω s ) (9.69). from (9.72).72) The quantity e j2 π ( ω ⁄ ωs ) in (9. z = e σT and θ = ωT Since T = 1 ⁄ fs the period T defines the sampling frequency f s . let us examine the behavior of z when σ is negative. Case III σ = 0 : When σ is zero.68) (9. and for different positive values of σ we obtain concentric circles with radius greater than unity. we see that z > 1 . from (9. ω s = 2 π f s or f s = ω s ⁄ 2 π . we express (9. or positive.= 2 π ----θ = ω ----ωs ωs (9.5. zero. Case II σ > 0 : When σ is positive. and these are shown in Table 9. Fourth Edition Copyright © Orchard Publications 9−23 .3. Case I σ < 0 : When σ is negative. from (9.69) (9. we see that the portion of the j ω axis for the interval 0 ≤ ω ≤ ω s in the s −plane.3.69) and (9. defines the unity circle.72). Thus.71) into (9. Signals and Systems with MATLAB Computing and Simulink Modeling. From Table 9. For illustration purposes. in digital signal processing the unit circle represents frequencies from zero to the sampling frequency. and thus the left half of the s -plane maps inside the unit circle of the z -plane. and the frequency response is the discrete−time transfer function evaluated on the unit circle.

625 ω s 0.5 ω s x 0 x x x ω = ωs Re [ z ] 0.25 ω s x 0. Fourth Edition Copyright © Orchard Publications .25 ω s 0.3 Mapping of multiples of sampling frequency ω 0 ωs ⁄ 8 ωs ⁄ 4 3 ωs ⁄ 8 ωs ⁄ 2 5 ωs ⁄ 8 3 ωs ⁄ 4 7 ωs ⁄ 8 ωs jω s−plane z 1 1 1 1 1 1 1 1 1 θ 0 π⁄4 π⁄2 3π ⁄ 4 π 5π ⁄ 4 3π ⁄ 2 7π ⁄ 4 2π Im [ z ] x x z−plane ωs 0.Chapter 9 Discrete−Time Systems and the Z Transform TABLE 9.5.375 ω s 0.375 ω s 0.625 ω s 0.125 ω s σ<0 σ = 0 σ>0 ω = 0. Mapping of the s−plane to z−plane The mapping from the z −plane to the s −plane is a multi−valued transformation since.75 ω s 0.75 ω s Figure 9.875 ω s σ ω = 0. s = ( 1 ⁄ T ) ln z .125 ω s ω = 0 x z =1 ω = 0. as we have seen.875 ω s 0. and it is shown in complex variables textbooks that ln z = ln z + j2n π (9.5 ω s 0.73) 9−24 Signals and Systems with MATLAB Computing and Simulink Modeling.

+ ---------------------.75 z ) ( 1 – z ) (9.The Inverse Z Transform 9. Partial Fraction Expansion b. The Inversion Integral c. Before we expand F ( z ) into partial fractions.= ( z – pk ) F ---------r k = lim ( z – p k ) ---------z z z → pk (9.. that is. -------------------. It can be found by any of the following three methods: a.= -+ ------------+… z z – p1 z – p2 z (9.5 z ) ( 1 – 0.1 through 9.4 Use the partial fraction expansion method to compute the Inverse Z transform of 1 F ( z ) = ----------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0. ------------.77) Example 9. these can be real or complex. we must express it as a proper rational function. 9. ------------k.75) as r2 z r1 z + ------------+… F ( z ) = k + ------------z – p1 z – p2 (9. and r i and p i represent the residues and poles respectively. This is done by expanding F ( z ) ⁄ z instead of F ( z ) . … z – p1 ( z – p )2 z – p2 1 (9.6. Fourth Edition Copyright © Orchard Publications 9−25 . that is. Long Division of polynomials These methods are described in Subsections 9.74) where k is a constant. we expand F ( z ) into a summation of terms whose inverse is known.3 below.75) and after the residues are found from F( z) (z) .76) z = pk we rewrite (9.1 Partial Fraction Expansion This method is very similar to the partial fraction expansion method that we used in finding the Inverse Laplace transform.6.78) Signals and Systems with MATLAB Computing and Simulink Modeling. we expand it as r1 r2 k F(z) . These terms have the form r1 z r2 z r3 z .6.6 The Inverse Z Transform The Inverse Z transform enables us to extract f [ n ] from F ( z ) .

75 ) ( z – 1 ) z ( z – 0.79). the discrete−time sequence is f [ n ] = 2 ( 0.75 ) ( z – 1 ) ( z – 0. and we expand in partial fractions as 2 r1 r2 r3 z F( z) ---------.Chapter 9 Discrete−Time Systems and the Z Transform Solution: We multiply both numerator and denominator by z 3 to eliminate the negative powers of z .5 ( 0.75 ) z=1 Then.= 8 ( 1 – 0.75 ) ( z – 1 ) ( z – 0.75 ) ( z – 1 ) 3 Next. z F ( z ) = ------------------------------------------------------------( z – 0.5 – 0.+ --------------8z F ( z ) = ------------------------------------------------------------.5 ) – 9 ( 0.25 ) 2 2 2 z = 0.+ ----------------------.+ --------------.+ -------------------------------------------------------------------------------------------.5 ) ( z – 0.75 z r 3 = -------------------------------------------( z – 0. % The denominator of F(z) % Multiply the three factors of D(z) to obtain a polynomial ans = z^3-9/4*z^2+13/8*z-3/8 9−26 Signals and Systems with MATLAB Computing and Simulink Modeling.= ------------------------------------------------------------.75 ) ( 0.5 ) ( z – 0.5 ) ( z – 0.75 ) ( z – 1 ) 3 (9.5 ) ( z – 0.75 ) ( z – 1 ) 2 and multiplication of both sides by z yields z 2z .= -------------------.5 ) ( z – 0.5 ) ( 1 – 0.= 2 ( 0.5 ) ( 0.+ ----------------------– 9z . Then.79) To find the Inverse Z transform of (9.= –9 ( 0. Fourth Edition Copyright © Orchard Publications .5 ) = ------------------------------------------------.75 ) ( z – 1 ) The residues are z r 1 = ---------------------------------------( z – 0.80) Check with MATLAB: Dz=(z−0. we form F ( z ) ⁄ z .5)*(z−0.5 – 1 ) ( 0.75 ) = ---------------------------------------------------.5 ) ( z – 0.75 ) ( z – 1 ) z r 2 = ------------------------------------( z – 0. we recall that zn a ⇔ ---------z–a for z > a . Therefore.75 ) + 8 n n (9.75)*(z−1) collect(Dz).5 ) ( z – 0. 8 –9 z 2 F( z) = .= -------------------( z – 0.75 – 1 ) 1 = --------------------------------------------.5 ) ( z – 0.75 – 0.5 ) ( z – 1 ) 2 2 2 z = 0.+ --------------z ( z – 0.= -------------------( z – 0.

num(1)).79) fprintf('r1 = %4.75 ) + 8 for Example 9.0000 1.n. verify that Inverse of F(z) gives back f[n] ans = 2*(1/2)^n-9*(3/4)^n+8 We can use Microsoft Excel to obtain and plot the values of f [ n ] . fprintf('p1 = %4.107 9.2f \t'. num(2)).00 p1 = 1. den(2)).50 % This is the answer in (9.. den(1)). n f[n] 0.88 Discrete Time Sequence f[n] = 2(0.438 3. fprintf('p2 = %4.000 7.000 7.715 13. Fz=ztrans(fn.000 5.2f \t'.277 5.84 15. Fourth Edition Copyright © Orchard Publications 9−27 .5 ) – 9 ( 0. % The coefficients of the denominator fprintf(' \n'). fprintf('p3 = %4.000 7.00 p3 = 0.z).5) − 9(0.429 7.2f \t'.000 3.000 4.75) + 8 8 7 6 5 4 3 2 1 0 11 13 15 17 19 21 23 25 1 3 5 7 9 n n Figure 9.75)^n+8. % Verify the residues in (9. % The coefficients of the numerator den=[1 −9/4 13/8 −3/8].000 6.2f \t'.2f \t'.. The discrete−time sequence f [ n ] = 2 ( 0.927 6. [num.The Inverse Z Transform num=[0 1 0 0].5)^n−9*(0.786 14. num(3)).80) % Verify answer by first taking Z transform of f[n] ans = 8*z^3/(2*z-1)/(4*z-3)/(z-1) iztrans(Fz) % Now.000 7.6 shows the first 25 values of n but only part of the spreadsheet is shown.000 1. simple(Fz) r2 = -9.000 7.4 n n Signals and Systems with MATLAB Computing and Simulink Modeling.000 6.000 2.. fprintf('r3 = %4.den).den]=residue(num..328 10..00 syms n z fn=2*(0.75 r3 = 2.495 11. fprintf('r2 = %4.000 7.621 12.000 5.00 p2 = 0.814 8. den(3)) r1 = 8.000 7.000 7.2500 2..2f \t'.453 4. The spreadsheet of Figure 9.6.

Therefore. Fourth Edition Copyright © Orchard Publications .+ --------------.----------r 3 = ----dz z + 1 z=1 Then.81) Solution: Division of both sides by z and partial expansion yields r2 r1 r3 12 F(z) ---------.= 3 2 (– 1 – 1) z=1 12 = ---------------.= ----------------------------------+ -----------------+ --------------.= ----------------------------------.= –3 2 (z + 1) d 12 .= ---------------.Chapter 9 Discrete−Time Systems and the Z Transform Example 9. Fz=ztrans(fn). the discrete−time sequence is f [ n ] = 3 ( – 1 ) + 6n – 3 n (9.= 6 (1 + 1) – 12 = -----------------. fn=3*(−1)^n+6*n−3. we recall that z u 0 [ n ] ⇔ ---------z–1 and z nu 0 [ n ] ⇔ -----------------2 (z – 1) for z > 1 .= ---------------2 2 z (z + 1) (z – 1) (z – 1) (z + 1)(z – 1) The residues are 12 r 1 = -----------------2 (z – 1) 12 r 2 = ---------------(z + 1) z = –1 12 = ---------------------. 6 12 3 –3 F(z) ---------.82) Check with MATLAB: syms n z.+ -----------------.+ -----------------.5 Use the partial fraction expansion method to compute the Inverse Z transform of 12z F ( z ) = ----------------------------------2 (z + 1)(z – 1) (9.+ --------------2 2 ( z + 1 ) ( z – 1) z (z – 1) (z + 1)(z – 1) or 12z 6z 3z – 3z F ( z ) = ----------------------------------. simple(Fz) ans = 9−28 Signals and Systems with MATLAB Computing and Simulink Modeling.= ----------------------2 2 ( z – ( – 1 ) ) ( z – 1) (z + 1 )(z – 1 ) (z – 1) Now.

82). dimpulse(num. Fourth Edition Copyright © Orchard Publications 9−29 . Thus. den=[1 −1 −1 1]. The following script will display the first 20 values of f [ n ] in (9.den) displays the plot of Figure 9.20) % The coefficients of the numerator of F(z) in (9.81) % The coefficients of the denominator in polynomial form % Compute the first 20 values of f[n] fn = 0 0 12 12 24 24 36 36 48 48 60 60 72 72 84 84 96 96 108 108 The MATLAB function dimpulse(num. den=[1 −1 −1 1].7.den.The Inverse Z Transform 12*z/(z+1)/(z-1)^2 We can also use the MATLAB dimpulse function to compute and display f [ n ] for any range of values of n . fn=dimpulse(num. Signals and Systems with MATLAB Computing and Simulink Modeling. % First. we must express the denominator of F(z) as a polynomial denpol=collect((z+1)*((z−1)^2)) denpol = z^3-z^2-z+1 num=[12 0]. the MATLAB script num=[0 0 12 0].den) plots the impulse response of the polynomial transfer function G ( z ) = num ( z ) ⁄ den ( z ) where num ( z ) and den ( z ) contain the polynomial coefficients in descending powers of z .

----------------------------------------------------------. The impulse response for Example 9.5 –2 z=0 = 2 -.5 Example 9.15 ( – 1 + j ) ( – 2 + j ) ( j2 ) Then.+ ---------.= – 0.15 z = –1+j j = -------------------------------------------------.= -----------. we obtain r2 r3 r4 r1 F(z) z+1 .05 + j0.= 0.15 z+1 F(z) = – 0.= --------2 (z + 1 + j) (z + 1 – j) z – 1 z z z ( z – 1 ) ( z + 2z + 2 ) or 9−30 Signals and Systems with MATLAB Computing and Simulink Modeling.= 0.83) Solution: Dividing both sides by z and performing partial fraction expansion.84) The residues are z+1 r 1 = ----------------------------------------------2 ( z – 1 ) ( z + 2z + 2 ) z+1 r 2 = -------------------------------------2 ( z ) ( z + 2z + 2 ) 1 = ----. Fourth Edition Copyright © Orchard Publications .4 + ---------------------------.= -------------------------------------------------2 z z – 1 (z + 1 – j) (z + 1 + j) z z ( z – 1 ) ( z + 2z + 2 ) (9.+ ------------------------------------.15 0.4 5 z=1 z+1 r 3 = -----------------------------------------------(z)(z – 1)(z + 1 + j) r 4 = r∗ 3 = 0.6 Use the partial fraction expansion method to compute the Inverse Z transform of z+1 F ( z ) = ----------------------------------------------2 ( z – 1 ) ( z + 2z + 2 ) (9.7.05 + j0.05 – j0.+ -----------------------.5 + 0.05 – j0. 0.Chapter 9 Discrete−Time Systems and the Z Transform Figure 9.+ ----------------------.

15 ) z ( 0.05 – j 0.4 ( 1 ) + ( 0.15 ) z ( 0.5 δ [ n ] + 0. den=[1 1 0 −2].05 + j0. We recall that his function requires that F ( z ) is expressed as a ratio of polynomials in descending order. expand denominator of given F(z) ans = z^3+z^2-2 The following script displays the first 10 values of f [ n ] and plots the impulse response shown in Figure 9.15 ) z 0.15 ) ( 2e jn135 ° – j 135 ° n n j135 ° n ) ) = – 0.5 + ---------.-----------------------------------F ( z ) = – 0.den.5 + ---------(z + 1 + j) (z + 1 – j) z–1 0.05 + j0.8.-----------------------------------.15 ) z .4 + 0.05 + j0.05 – j0.The Inverse Z Transform 0.4z ( 0.05 ( 2 e ) n – j n135 ° ) ) – j0.+ -----------------------------------= – 0.15 ) ( 2e + ( 0.85).15 ) z + ( .5 δ [ n ] + 0.05 + j0.+ -----------------------------------j135 ° – j 135 ° z–1 z – 2e z – 2e Recalling that δ[n] ⇔ 1 and z n a u 0 [ n ] ⇔ ---------z–a for z > a . we find that the discrete−time sequence is f [ n ] = – 0.15 ( 2 e n n – j n135 ° or 3 2 2cos n135 ° – -----------. fn=dimpulse(num.85) We will use the MATLAB dimpulse function to display the first 8 values of f [ n ] in (9.15 ( 2 e n n jn135 ° ) + 0. dimpulse(num.4z + ( 0.+ -----------------------------------.5 δ [ n ] + 0.05 ( 2 e + j0.11). num=[0 0 1 1].+ -----------------------------------z–1 z – (– 1 + j) z – (– 1 – j) 0.4z ( 0. Fourth Edition Copyright © Orchard Publications 9−31 .den. syms n z collect((z−1)*(z^2+2*z+2)) % First.15 ) z = – 0.5 + ---------.05 – j0.4 + -------10 10 n (9.sin n135 ° f [ n ] = – 0.05 – j0.16) fn = 0 0 1 Signals and Systems with MATLAB Computing and Simulink Modeling.

It is intended for readers who have prior knowledge of complex variables theory.8.6. * This section may be skipped without loss of continuity. The impulse response for Example 9.2 The Inversion Integral The inversion integral * states that 1 f [ n ] = ------j2 π ∫ F(z )z ° C n–1 dz (9. and by Cauchy’s residue theorem. Fourth Edition Copyright © Orchard Publications .Chapter 9 Discrete−Time Systems and the Z Transform 0 0 2 -2 2 -6 10 Figure 9.86) where C is a closed curve that encloses all poles of the integrant.87) where p k represents a pole of [ F ( z ) z n–1 ] and Res [ F ( z ) z n–1 ] represents a residue at z = p k . 9−32 Signals and Systems with MATLAB Computing and Simulink Modeling. this integral can be expressed as f [n] = ∑ Res [ F ( z ) z k n–1 ] z = pk (9.6 9.

Thus. that is. (9.75z ) –1 –3 (9.89) and by application of (9. … .75 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res --------------------------------------------2 z ( z – 1 ) ( z – 0.75 The first term on the right side of (9.75 ) 3 2 at z = 0 . therefore.75 ) 3 2 (9.75 ) z = pk 3 2 n–1 = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------( z – 1 ) ( z – 0.87).75 ) 3 2 (9.91) reduces to d ( z + 2z + 1 ) .91) has a pole of order 2 at z = 0 . we must evaluate the first derivative of ( z + 2z + 1 ) ---------------------------------------( z – 1 ) ( z – 0.90) z = pk We are interested in the values f [ 0 ].75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + --------------------------------2 z (z – 1) 3 2 z = 0.7 Use the inversion integral method to find the Inverse Z transform of 1 + 2z + z F ( z ) = ----------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. f [ 1 ]. f [n] = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------z ( z – 1 ) ( z – 0.88) Solution: Multiplication of the numerator and denominator by z 3 yields z + 2z + 1 F ( z ) = ------------------------------------------z ( z – 1 ) ( z – 0.---------------------------------------f [ 0 ] = ----dz ( z – 1 ) ( z – 0. Fourth Edition Copyright © Orchard Publications 9−33 . values of n = 0.75 or Signals and Systems with MATLAB Computing and Simulink Modeling.The Inverse Z Transform Example 9.75 ) 3 2 ( z + 2z + 1 ) + --------------------------------2 z ( z – 0. (9.91) z=1 ( z + 2z + 1 ) + Res --------------------------------------------2 z ( z – 1 ) ( z – 0. For n = 0 . f [ 2 ].75 ) 3 2 n–2 (9.75 ) 3 2 z=0 ( z + 2z + 1 ) + Res --------------------------------------------2 z ( z – 1 ) ( z – 0. 1.75 ) z = 0. … .90) becomes f[0] = ∑ k ( z + 2z + 1 ) Res --------------------------------------------2 z ( z – 1 ) ( z – 0. for n = 0 . 2.

Chapter 9 Discrete−Time Systems and the Z Transform 163 28 .94) 3 2 n–2 ( z + 2z + 1 ) z = ---------------------------------------------( z – 0.93) z = 0.75 .= 1 . but varies for values z ≠ 1 .25 – 0. Fourth Edition Copyright © Orchard Publications .75 ) z=0 3 2 ( z + 2z + 1 ) + ---------------------------------z(z – 1) z=1 z = 0.95) 4 [ 0.75 3 2 ( z + 2z + 1 ) + --------------------------------z ( z – 0.75 (9.75 ) 163 15 = 4 .75 ) 3 3 2 n–2 is always unity for ( z + 2z + 1 ) z + --------------------------------------------(z – 1) z=1 2 n–2 3 2 n–2 z = 0. From (9.75 + 2 ( 0.75 ) z=1 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------+ Res ( z – 1 ) ( z – 0. we observe that for all values of n ≥ 2 .25 9−34 Signals and Systems with MATLAB Computing and Simulink Modeling.+ -----------------------------------------------------------------------------= --------0.75 ) z=1 3 2 n–2 ( z + 2z + 1 ) z + ---------------------------------------------(z – 1) z = 0.75 ) z = pk 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------= Res ( z – 1 ) ( z – 0.75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0.75 ) + 1 ] ( 0. ( z + 2z + 1 ) f [ n ] = --------------------------------( z – 0.75 ) z = 0. that is. (9.92) For n = 1 . Therefore.75 ) 3 2 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0.+ 16 – -------f [ 0 ] = ----9 9 (9.75 (9. the exponential factor z z = 1 .75 ) ( z + 2z + 1 ) = ---------------------------------------( z – 1 ) ( z – 0.75 for n ≥ 2 .+ 16 – -------4 12 3 3 2 (9.75 For n ≥ 2 there are no poles at z = 0 . the only poles are at z = 1 and z = 0. f[n] = ∑ k 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------Res ( z – 1 ) ( z – 0.75 ) .94).75 ) z = pk 3 2 3 2 ( z + 2z + 1 ) = Res ------------------------------------------z ( z – 1 ) ( z – 0.90) becomes f [1] = ∑ k ( z + 2z + 1 ) Res ------------------------------------------z ( z – 1 ) ( z – 0.= -----. Then.

75 ) n f [ n ] = 16 + ( ----------------------------------------2 9 ( – 0.813 8. and f[n] = 16−(163/9)*(3/4)n for n ≥ 2 16 12 8 4 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 Figure 9.270 11.750 5.The Inverse Z Transform or n 163 ⁄ 64 ) ( 0.96) where the coefficients of δ [ n ] and δ [ n – 1 ] are the residues that were found in (9.570 Discrete Time Sequence of f[0] = 1.582 14.8 Use the inversion integral method to find the Inverse Z transform of Signals and Systems with MATLAB Computing and Simulink Modeling.75 ) n f [ n ] = ----9 3 9 (9.75 ) for n ≥ 2 . We can express f [ n ] for all n ≥ 0 as 28 -δ[n] + 4 -.75)).187 14.000 3.7 Example 9. iztrans(Fz) ans = 4/3*charfcn[1](n)+28/9*charfcn[0](n)+16-163/9*(3/4)^n We evaluate and plot f [ n ] for the first 20 values. n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 f[n] 1.777 13.= 16 – 163 -------.980 15.( 0.25 ) ( 0. Fz=(z^3+2*z^2+1)/(z*(z−1)*(z−0.93) for n = 0 and n = 1 respectively at z = 0 . Check with MATLAB: syms z n. f[1] = 3.426 15.δ [ n – 1 ] + 16 – 163 -------. The coefficient 28 ⁄ 9 is multiplied by δ [ n ] to emphasize that this value exists only for n = 0 and coefficient 4 ⁄ 3 is multiplied by δ [ n – 1 ] to emphasize that this value exists only for n = 1 .702 12. Fourth Edition Copyright © Orchard Publications 9−35 .75. The discrete−time sequence for Example 9.9.( 0.92) and (9.235 15.640 14.359 10.9.75 ) . This is shown on the spreadsheet of Figure 9.

98) This function has no poles at z = 0 .87).3 Long Division of Polynomials To apply this method.75 ) n .( 0. Then by (9.25 ) ( 0.75z ) (9. Then.5z ) ( 1 – 0.100) Solution: First.75 ( 0.= 4 – ----= 4 – -----------------------------3 ( 0. given that 1 + z + 2z + 3z F ( z ) = --------------------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0.99) z + --------------(z – 1) z=1 n z = 0.+ ----------------------0. and 2 .6. f[n] = ∑ k z z Res ---------------------------------------( z – 1 ) ( z – 0. Example 9.97) Solution: Multiplication of the numerator and denominator by z 2 yields z F ( z ) = ---------------------------------------( z – 1 ) ( z – 0.25 ( – 0.75 ) z = pk n+1 2 n–1 = ∑ k z Res ---------------------------------------( z – 1 ) ( z – 0. and arrange the numerator and denominator polynomials in descending powers of z .9 Use the long division method to determine f [ n ] for n = 0.75 ) z = ----------------------( z – 0.25z ) ( 1 – 0.75 .75 ) 2 (9.75 ) z = pk n+1 n+1 z = Res ---------------------------------------( z – 1 ) ( z – 0. F ( z ) must be a rational function.25 ) 16 ( 0. 1.75 ) 1 = ----------.75 ) 9. expand the denominator to a polynomial.75z ) –1 –2 –3 (9. 9−36 Signals and Systems with MATLAB Computing and Simulink Modeling. The poles are at z = 1 and z = 0.75 ) .75 ) n+1 z + Res ---------------------------------------( z – 1 ) ( z – 0. and the numerator and denominator must be polynomials arranged in descending powers of z .75 ) z=1 n+1 n+1 z = 0. we multiply numerator and denominator by z 3 .75 n+1 (9.Chapter 9 Discrete−Time Systems and the Z Transform 1 F ( z ) = ----------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. Fourth Edition Copyright © Orchard Publications .

z + ----.75)) den = z^3-3/2*z^2+11/16*z-3/32 Thus.The Inverse Z Transform z + z + 2z + 3 F ( z ) = --------------------------------------------------------------------( z – 0.z–…+… 16 2nd Remainder Figure 9. we perform long division as shown in Figure 9.z – ----z – -2 16 32 5 –1 81 –2 .104) Signals and Systems with MATLAB Computing and Simulink Modeling.103). we obtain f [ 0 ] = 1.– ----.z + 35 ----2 16 32 1st Remainder 5 2 15 55 15 .75 ) 3 2 Next. Fourth Edition Copyright © Orchard Publications 9−37 .z–1 -.25)*(z−0.z – ----.5 ) ( z – 0.25 ) ( z – 0.10. we use the MATLAB collect function to expand the denominator to a polynomial.z + ----Q ( z ) = 1 + -16 2 (9.z + ----.z + -----z +… 1 + -2 16 z + z + 2z + 3 3 3 2 11 3.102) By definition of the Z transform.101) Now.102) and (9. f [ 1 ] = 5 ⁄ 2 and f [ 2 ] = 81 ⁄ 16 (9. z + z + 2z + 3 F ( z ) = ------------------------------------------------------------------------------3 2 z – ( 3 ⁄ 2 ) z + ( 11 ⁄ 16 ) z – 3 ⁄ 32 3 2 (9.z + ----2 32 64 4 81 ----.z 2 + 21 ----.103) Equating like terms in (9.5)*(z−0. syms z. Long division for the polynomials of Example 9.9 We find that the quotient Q ( z ) is 5 –1 81 –2 -z +… .10.z – ----z – -2 16 32 3 2 Quotient Dividend 5 -. F( z) = ∑ f [n] z n=0 ∞ –n = f [0 ] + f [1]z –1 + f [2]z –2 +… (9. den=collect((z−0. Divisor 3 3 2 11 3 .

fn=dimpulse(num. dimpulse(num.1577 2.den.7220 5.9688 10.15).11. Fourth Edition Copyright © Orchard Publications ..8189 1.1195 3..0338 Figure 9.2070 9. 9.. can be described by the linear difference equation 9−38 Signals and Systems with MATLAB Computing and Simulink Modeling.9 Table 9.den.4024 1.12. Impulse response for Example 9.16) fn = 1.Chapter 9 Discrete−Time Systems and the Z Transform We will use the MATLAB dimpulse function to verify the answers.7 The Transfer Function of Discrete−Time Systems The discrete−time system of Figure 9.2522 6. and to obtain the sequence of the first 15 values of f [ n ] .4 lists the advantages and disadvantages of the three methods of evaluating the Inverse Z transform.3727 1.3115 4.5000 5. num=[1 1 2 3].0625 8.0000 2. den=[1 −3/2 11/16 −3/32].6191 8.

107) Signals and Systems with MATLAB Computing and Simulink Modeling.The Transfer Function of Discrete−Time Systems TABLE 9.4 Methods of Evaluation of the Inverse Z transform Method Partial Fraction Expansion Advantages • Most familiar • Can use the MATLAB residue function Inversion Integral Long Division • Can be used whether F ( z ) is a rational function or not • Practical when only a small sequence of numbers is desired • Useful when Inverse Z has no closed form solution • Can use the MATLAB dimpulse function for large sequence of numbers x[ n] y[n] Linear Discrete−Time System Disadvantages • Requires that F ( z ) is a proper rational function • Requires familiarity with the Residues theorem • Requires that F ( z ) is a proper rational function • Division may be endless Figure 9. Fourth Edition Copyright © Orchard Publications 9−39 .12.105) where a i and b i are constant coefficients.105) is expressed as y [n] = ∑ i=0 k ai x [ n – i ] – ∑ bi y [ n – i ] i=0 k (9.106) Assuming that all initial conditions are zero.106). In a compact form. taking the Z transform of both sides of (9. and using the Z transform pair [f [n – m]] ⇔ z –m F(z ) –k we obtain Y ( z ) + b1 z Y ( z ) + b2 z Y ( z ) + … + bk z Y ( z ) = a0 X ( z ) + a1 z X ( z ) + a2 z X ( z ) + … + ak z X ( z ) –1 –2 –k –1 –2 (9. relation (9. Block diagram for discrete−time system y [ n ] + b1 y [ n – 1 ] + b2 y [ n – 2 ] + … + bk y [ n – k ] = a0 x [ n ] + a1 x [ n – 1 ] + a2 x [ n – 2 ] + … + ak x [ n – k ] (9.

that is. The discrete−time impulse response h [ n ] c. h[ n] = Z –1 {H(z)} (9.112) Example 9.125y [ n – 2 ] = x [ n ] + x [ n – 1 ] (9.X(z) Y ( z ) = -------------------------------------------------------------------------–1 –2 –k 1 + b1 z + b2 z + … + bk z (9.109) We define the discrete−time system transfer function H ( z ) as a0 + a1 z + a2 z + … + ak z N(z) .= -------------------------------------------------------------------------H ( z ) = ----------–1 –2 –k D(z) 1 + b1 z + b2 z + … + bk z –1 –2 –k (9. Fourth Edition Copyright © Orchard Publications . we obtain Y(z) = H(z)X(z) (9.5y [ n – 1 ] + 0.Chapter 9 Discrete−Time Systems and the Z Transform ( 1 + b1 z –1 + b2 z –2 + … + bk z ) Y ( z ) –1 –k = ( a0 + a1 z –1 + a2 z –2 –2 + … + ak z ) X ( z ) –k –k (9. and since Z {δ[n]} = ∑ δ[n]z n=0 ∞ –n = 1 we can find the discrete−time impulse response h [ n ] by taking the Inverse Z transform of the discrete transfer function H ( z ) .110) and by substitution of (9. is y [ n ] – 0.109).110) into (9. The response when the input is the discrete unit step u 0 [ n ] 9−40 Signals and Systems with MATLAB Computing and Simulink Modeling.10 The difference equation describing the input−output relationship of a discrete−time system with zero initial conditions.108) a0 + a1 z + a2 z + … + ak z .111) The discrete impulse response h [ n ] is the response to the input x [ n ] = δ [ n ] . The transfer function H ( z ) b.113) Compute: a.

114) b.+ --------------------------------------j45 ° – j 45 ° z – ( 0.0. the discrete impulse response sequence h [ n ] is Signals and Systems with MATLAB Computing and Simulink Modeling..5000 p2 = 0.fprintf(' \n'). den=[1 −0.2500 r2 = 0.den]=residue(num.116) Recalling that zn a u 0 [ n ] ⇔ ---------z–a for z > a .2500i H (z) 0.25 ) z – ( 0.25 – j0.113).25 2e (9. disp('r1 = ').25 ) z – 0.115) as follows: num=[0 1 1].= ---------------------------------------2 z z – 0. disp(num(2)).115) Using the MATLAB residue function..25 2e z – 0.= ---------------------------------------H(z) = Y ----------.The Transfer Function of Discrete−Time Systems Solution: a. we obtain Y ( z ) – 0.5000i + 0.5z + 0.den).125 –1 2 (9.2.5 .125z Y ( z ) = X ( z ) + z X ( z ) –1 –2 –1 and thus z +z (z) 1+z .5 + j2.5 z Y ( z ) + 0.5 – j2.25 – j0.5 ) z ( 0. We first divide both sides by z and we obtain: z+1 H(z) ----------.5 ) z ( 0. [num.5 0..5 – j2. Taking the Z transform of both sides of (9.25 + j0.+ ------------------------------------0.25 + j0.5 ) z ( 0. disp('p2 = ').5 + j2.2500 and thus.5000 p1 = 0. disp(den(2)) r1 = 0.2500i + 2.25 or ( 0.125].5z + 0.+ ----------------------------------------.5 – j2. we obtain the residues and the poles of (9. disp(den(1)). To obtain the discrete−time impulse response h [ n ] ..5000i . .= -----------------------------------------------–1 –2 2 X(z) 1 – 0.5 + j2.114)..5 ----------.125 (9.5 ) z . Fourth Edition Copyright © Orchard Publications 9−41 .25 z – 0..= -----------------------------------z z – 0. disp(num(1)). we need to compute the Inverse Z transform of (9.125z z – 0. disp('r2 = ').5 z + 0.= -------------------------------------H ( z ) = -----------------------------------------. disp('p1 = ').

5z + 0.. disp(num(1)).= -------------------------------------------------------------.118) We will use the MATLAB residue function to compute the residues and poles of expression (9. disp('p1 = '). disp(den(2)). [num.. the transform u 0 [ n ] ⇔ ----------. z +z Y(z) ----------.⋅ ---------Y ( z ) = ---------------------------------------2 2 z – 0.den).25 2e n – j n45 ° – j 45 ° n ) ] + 0..5 ) ( 0.25 2 ) e ] ] n jn45 ° – j2..2000 p1 = 1.117). and using the result of part (a) we obtain: 2 z +z z z(z + z) . disp(num(3)).= ----------------------------------------------------------------------3 z z – ( 3 ⁄ 2 )z2 + ( 5 ⁄ 8 )z – 1 ⁄ 8 2 (9..5 + j2.117) c.5 [ ( 0.25 2 ) ( e –e – j n45 ° ) or 2 . den=[1 −3/2 5/8 −1/8]...5 [ ( 0..125 ) ( z – 1 ) 2 (9. collect(denom) ans = z^3-3/2*z^2+5/8*z-1/8 Then.5 ( 0. Fourth Edition Copyright © Orchard Publications . syms z. disp(num(2)).5 [ ( 0.25 2e = 0. disp('p3 = ').( cos n45 ° + 5 sin n45 ° ) h [ n ] = ----- 4 z z–1 n (9. we compute the residues and poles.5z + 0.25 2 ) e n jn45 ° n j45 ° n ) + ( 0.den]=residue(num. fprintf(' \n').5 [ ( 0.Chapter 9 Discrete−Time Systems and the Z Transform h [ n ] = ( 0.5 ) ( 0. disp('r3 = '). disp(den(3)) r1 = 3.25 2 ) e = 0.5 – j2.5 [ ( 0.25 2 ) e – j n45 ° n – j n45 ° jn45 ° +e ) ] – j2. First.0000 r2 = 9−42 Signals and Systems with MATLAB Computing and Simulink Modeling.119) Now. disp('r2 = ').5*z+0.= -------------------------------------------------------------2 z ( z – 0. disp(den(1)).25 2 ) ( e n jn45 ° ] + j2. we must express the denominator as a polynomial.. From Y ( z ) = H ( z ) X ( z ) .125 z – 1 ( z – 0. disp('r1 = ')..125)*(z−1). num=[0 1 1 0]. denom=(z^2−0.5z + 0. disp('p2 = ').125 ) ( z – 1 ) 2 or (z + z) Y (z) ----------.

1 – j 0.25 2e ) ] + j0.+ --------------------------------------z – 1 z – 0.1 – j 0.3 ) z ( – 1.3 ) z + ---------------------------------.121) Recalling that zn a u 0 [ n ] ⇔ ---------z–a for z > a |.5z + 0.25 + j0.114). Fourth Edition Copyright © Orchard Publications 9−43 .2 – ----- 4 n (9.13.2z + ( – 1.125 –1 2 Signals and Systems with MATLAB Computing and Simulink Modeling. we express (9.1 – j 0.6 -----.= ---------3 2 z – 0.( 2.cos n45 ° –0.0.1 + j0.3 ) ( 0.1 + j0.122) The plots for the discrete−time sequences h [ n ] and y [ n ] are shown in Figure 9.1 + j0.25 – j 0.5 z + 0.1000 p2 = 0.25 2 ) ( e n n – j 45 ° n ) +e n – j n45 ° jn45 ° –e – j n45 ° )] or 2 2 .3 [ ( 0.3 ) z .5 0.2 cos n45 ° + 0.119) as – 1.3000i + 0.25 2e j45 ° z – 0.----------------------------------Y ( z ) = ---------z – 1 z – 0.---------------------------------------------------------------------------------------------------------------.125 ] respectively in accordance with the transfer function of relation (9.1000 p3 = 0.2 + ( – 1.2500i .25 2e –j 45 ° (9.2 – 2.125z z – 0.25 2 ) ( e n jn45 ° j45 ° n ) – ( 1.25 + j0.25 z – 0. where we found that 1+z Y(z) z +z .2500i With these values.1 + j0.120) or ( – 1.25 – j 0.25 3.2 ----- 4 4 2 .0. we find that the discrete output response sequence is y [ n ] = 3.3 ) z 3.3 + ---------------------------------Y(z) = .sin n45 ° y [ n ] = 3.The Transfer Function of Discrete−Time Systems -1.25 z – 1 z z – (3 ⁄ 2)z + (5 ⁄ 8)z – 1 ⁄ 8 2 (9.+ -------------------------------------= ---------.2500 r3 = -1.6 sin n45 ° ) = 3.25 2e = 3.1 [ ( 0.3 z +z 3.14 where in the Function Block Parameters dialog box for the Discrete Transfer Fcn block the Numerator and Denominator coefficients were specified as [ 1 1 0 ] and [ 1 – 0.2 + – 1.3 ) ( 0.2500 + 0.3000i .= -----------------------------------------------H ( z ) = ----------.= ---------------------------------------–1 –2 2 X(z) 1 – 0.25 z – 0. Page 9−41.2z ( – 1. The plot for y [ n ] can be readily obtained with the Simulink model shown in Figure 9.2 – 1.1 + j0.

000 0.15.211 3.0 0.02 -0.000 h[n] 1. Fourth Edition Copyright © Orchard Publications .000 2.000 8.201 3.02 -0.5 0.500 3. Output waveform for the model of Figure 9.13.200 h[n] and y[n] for Example 9. Figure 9.199 3.200 3.10 3.000 1.000 11.200 3.5 3.14.0 -0.000 9.125 -0.250 3.125 3.000 13.000 5.000 3E-05 -0 -0 y[n] 1.Chapter 9 Discrete−Time Systems and the Z Transform n 0.14 9−44 Signals and Systems with MATLAB Computing and Simulink Modeling.000 6.15.000 12.199 3.500 0. displayed on the Scope block of Figure 9.234 3.0 1. Model for Example 9.000 3.200 3.10 Figure 9.000 4.000 10.200 3.000 2.10 The plot for y [ n ] .5 1 2 3 4 5 6 7 8 9 10 11 Figure 9.5 2.000 1.0 2.5 1.000 0.000 7. Plots of h [ n ] and y [ n ] for Example 9.010 -0 0. is shown in Figure 9.14.625 0.

11 The input−output relation for a discrete−time system is y [ n + 3 ] + 2y [ n + 2 ] + 5y [ n + 1 ] + y [ n ] = u [ n ] (9. Analogy between integration and delay devices Example 9. Fourth Edition Copyright © Orchard Publications 9−45 . either from block diagrams that relate the input−output information. and y [ n ] is the output. Write the discrete−time state equations for this system. Block diagram for a continuous time system We learned in Chapter 5 that the state equations representing this continuous time system are · = Ax + bu x y = Cx + du (9. Consider the block diagram of Figure 9. · (t) x ∫ dt x( t) x[ n + 1] Delay x[n] continuous−time · (t)] L [x 1⁄s L [x( t) ] discrete−time Z{x[ n + 1]} s−domain z z−domain –1 Z{x[ n] } Figure 9.17.State Equations for Discrete−Time Systems 9. or directly from a difference equation.17. we choose state variables for discrete−time systems. The analogy between an integrator and a unit delay device is shown in Figure 9.16. Signals and Systems with MATLAB Computing and Simulink Modeling.123) In a discrete−time block diagram. u b + Σ + · x ∫ dt A d x C + Σ + y Figure 9. the integrator is replaced by a delay device.124) where u [ n ] is any input.16.8 State Equations for Discrete−Time Systems As with continuous time systems.

Chapter 9 Discrete−Time Systems and the Z Transform Solution: We choose our state variables as the output and the output advanced by one and by two time steps. Fourth Edition Copyright © Orchard Publications .125) Then.129) to the discrete−time state space equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] (9.130) 9−46 Signals and Systems with MATLAB Computing and Simulink Modeling. we choose the discrete state variables as x1 [ n ] = y [ n ] x2 [ n ] = y [ n + 1 ] x3 [ n ] = y [ n + 2 ] (9.126) The general form of the solution is x[n] = A x[ 0] + n n–1 ∑A n–1–i b[i]u[i] (9.128) We can use the MATLAB c2d function to convert the continuous−time state−space equation · ( t ) = Ax ( t ) + bu ( t ) x (9. x1 [ n ] 0 0 1 0 = + ⋅ x2 [ n + 1 ] x2 [ n ] 0 u[n] 0 0 1 1 –1 –5 –2 x3 [ n + 1 ] x3 [ n ] x1 [ n + 1 ] (9. x3 [ n + 1 ] = y [ n + 3 ] x2 [ n + 1 ] = y [ n + 2 ] = x3 [ n ] x1 [ n + 1 ] = y [ n + 1 ] = x2 [ n ] Thus. Thus.127) i=0 The discrete−time state equations are written in a more compact form as x [ n + 1 ] = Ax [ n ] + bu [ n ] y [ n ] = Cx [ n ] + du [ n ] (9. the state equations are x1 [ n + 1 ] = x2 [ n ] x2 [ n + 1 ] = x3 [ n ] x 3 [ n + 1 ] = – 2x 3 [ n ] – 5x 2 [ n ] – x 1 [ n ] = u [ n ] and in matrix form.

0820 x2 [ n ] (9. n indicates the present sample.1 s . Example 9.9868 -0.9868 0. Fourth Edition Copyright © Orchard Publications 9−47 .2460 bdisc = 0. bdisc=[0 1]'.0044 0.1) Adisc = 0.2460 0.State Equations for Discrete−Time Systems where the subscript disc stands for discrete.bdisc.0. [Adisc.0820 ⋅ x 1 [ n ] + 0.132) The MATLAB d2c function converts the discrete−time state equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] to the continuous time state equation · ( t ) = Ax ( t ) + bu ( t ) x We can invoke the MATLAB command help d2c to obtain a detailed description of this function.6588 0.6588 and therefore. −3 −4].bdisc]=c2d(Adisc. the equivalent discrete−time state−space equation is x1 [ n + 1 ] x2 [ n + 1 ] = 0.12 Use the MATLAB c2d function to convert the continuous time state space equation · ( t ) = Ax ( t ) + bu ( t ) x where A = 0 1 –3 –4 and b = 0 1 (9.131) to discrete−time state space equation with sampling period T S = 0. Solution: Adisc=[0 1.0820 0. Signals and Systems with MATLAB Computing and Simulink Modeling.0820 0. and n + 1 indicates the next sample.0044 u [ n ] – 0.

reduces to f [ n – 2 ] ⇔ z F ( z ) + f [ –2 ] + z f [ –1 ] –2 –1 9−48 Signals and Systems with MATLAB Computing and Simulink Modeling. the same way the Laplace and Fourier transforms are used with continuous−time signals.F ( z ) z k – 1 dz f [ n ] = ------j2 π and it is denoted as f [n] = ∫ ° Z –1 { F(z )} • The linearity property of the Z transform states that af 1 [ n ] + bf 2 [ n ] + cf 3 [ n ] + … ⇔ aF 1 ( z ) + bF 2 ( z ) + cF 3 ( z ) + … • The shifting of f [ n ] u 0 [ n ] where u 0 [ n ] is the discrete unit step function. to another domain which we call z – domain . It is used with discrete−time signals. produces the Z trans- form pair f [ n – m ] u0 [ n – m ] ⇔ z –m F(z ) • The right shifting of f [ n ] allows use of non-zero values for n < 0 and produces the Z transform pair f [n – m] ⇔ z –m F(z) + m–1 n=0 ∑ f [n – m ]z –n For m = 1 .Chapter 9 Discrete−Time Systems and the Z Transform 9. this transform pair reduces to f [ n – 1 ] ⇔ z F ( z ) + f [ –1 ] –1 and for m = 2 . • The one-sided Z transform F ( z ) of a discrete−time function f [ n ] defined as F(z) = ∑ f [n ]z n=0 ∞ –n and it is denoted as F( z) = • The Inverse Z transform is defined as Z {f [n]} 1 .9 Summary • The Z transform performs the transformation from the domain of discrete−time signals. Fourth Edition Copyright © Orchard Publications .

reduces to Z { f [n + 2 ]} = z F( z) – f [ 0 ]z – f [ 1 ]z • Multiplication by a produces the Z transform pair n 2 2 z n a f [n] ⇔ F a • Multiplication by e – naT produces the Z transform pair e – naT f [n] ⇔ F(e z ) aT • Multiplications by n and n 2 produce the Z transform pairs d -F(z) nf [ n ] ⇔ – z ----dz d d 2 . 1 f 1 [ n ] ⋅ f 2 [ n ] ⇔ -------j2π --v ∫ xF ( v ) F v ° z 1 2 –1 dv Signals and Systems with MATLAB Computing and Simulink Modeling.F ( z ) + z 2 -------F(z) n f [ n ] ⇔ z ----2 dz dz • The summation property of the Z transform states that . f 1 [ n ]∗ f 2 [ n ] ⇔ F 1 ( z ) ⋅ F 2 ( z ) • Multiplication in the discrete−time domain corresponds to convolution in the z -domain. Fourth Edition Copyright © Orchard Publications 9−49 . produces the Z transform pair f [n + m] ⇔ z F(z) + m ∑ n = –m –1 f [n + m]z –n For m = 1 . that n 2 is. F(z) f [ m ] ⇔ ---------∑ z–1 m=0 z • Convolution in the discrete−time domain corresponds to multiplication in the z -domain.Summary • The mth left shifting of f [ n ] where m is a positive integer. the above expression reduces to Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z and for m = 2 . that is.

Chapter 9 Discrete−Time Systems and the Z Transform • The initial value theorem of the Z transform states that f [ 0 ] = lim X ( z ) z→∞ • The final value theorem of the Z transform states that n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 • The Z transform of the geometric sequence 0 f [n] = n a n = – 1..for z > 1 z–1 = unbounded for z < 1 • The Z transform of the discrete exponential sequence f [n] = e – naT is Z [ e–naT ] for e – aT – 1 z 1 = -------------------------. Fourth Edition Copyright © Orchard Publications . n is Z [ u0 [ n ] ] = ∑ [1 ]z n=0 ∞ –n z ---------. … z---------for z > a z – a = unbounded for z < a is Z [a ] = n ∑a z n=0 ∞ n –n • The Z transform of the discrete unit step function u 0 [ n ] shown below u0 [ n ] 0 u0 [ n ] = 1 n<0 n≥0 0 1 . – 2... – 3. 2. 1. 3.= -----------------– aT – aT – 1 z–e 1–e z z <1 • The Z transforms of the discrete−time functions f 1 [ n ] = cos n aT and f 2 [ n ] = sin naT are respectively 9−50 Signals and Systems with MATLAB Computing and Simulink Modeling. … n = 0.

the inversion integral. • The variables s and z are related as ∫C ° F(v) -------------------------dv – sT vT 1–e e z = e sT and 1 .ln z s = -T allows the mapping (transformation) of regions of s -plane to z -plane.= -------------------------------------------------------------------------H ( z ) = ----------–1 –2 –k D(z) 1 + b1 z + b2 z + … + bk z –1 –2 –k • The input X ( z ) and output Y ( z ) are related by the system transfer function H ( z ) as Y(z) = H(z)X(z) • The discrete−time impulse response h [ n ] and the discrete transfer function H ( z ) are related as h[n] = Z –1 {H(z)} Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 9−51 . • The discrete−time system transfer function H ( z ) is defined as a0 + a1 z + a2 z + … + ak z N(z) . • The Inverse Z transform can be found by partial fraction expansion.ln z s = -T • The relation F(z) = G(s) 1 .Summary z 2 – z cos aT cos naT ⇔ ----------------------------------------z 2 – 2z cos aT + 1 z sin a T sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 for z > 1 for z > 1 • The Z transform of the discrete unit ramp f [ n ] = nu 0 [ n ] is z nu 0 [ n ] ⇔ -----------------2 (z – 1) • The Z transform can also be found by means of the contour integral 1F∗ ( s ) = ------j2 π and the residue theorem. and long division of polynomials.

Fourth Edition Copyright © Orchard Publications .Chapter 9 Discrete−Time Systems and the Z Transform • The discrete−time state equations are x [ n + 1 ] = Ax [ n ] + bu [ n ] y [ n ] = Cx [ n ] + du [ n ] and the general form of the solution is x[ n] = A x[ 0] + n n–1 ∑A n–1–i b[i]u[i] i=0 • The MATLAB c2d function converts the continuous time state space equation · ( t ) = Ax ( t ) + bu ( t ) x to the discrete−time state space equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] • The MATLAB d2c function converts the discrete−time state equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] to the continuous time state equation · ( t ) = Ax ( t ) + bu ( t ) x 9−52 Signals and Systems with MATLAB Computing and Simulink Modeling.

5z ) –1 –3 7. Compute the transfer function of the difference equation y [ n ] – y [ n – 1 ] = Tx [ n – 1 ] b. m – 1 otherwise 2. Use the Inversion Integral to compute the Inverse Z transform of 1 + 2z + z F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. Compute the response y [ n ] when the input is x [ n ] = e – naT Signals and Systems with MATLAB Computing and Simulink Modeling.Exercises 9. b.5z ) 5. Fourth Edition Copyright © Orchard Publications 9−53 . ….75 ) 2 6. a. 3. [ n + 1 ] u 0 [ n ] ⇔ -----------------2 (z – 1) –1 z 4. 1. Prove the following Z transform pairs: a. Find the Z transform of the discrete−time pulse p [ n ] defined as 1 p[ n] = 0 n n = 0. Use the partial fraction expansion to find f [ n ] = Z [ F ( z ) ] given that A F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0.10 Exercises 1. 2. Find the Z transform of a p [ n ] where p [ n ] is defined as in Exercise 1. na u 0 [ n ] ⇔ ----------------2 n az (z – a) 2 az ( z + a ) 2 n n a u 0 [ n ] ⇔ --------------------3 (z – a) e. Use the long division method to compute the first 5 terms of the discrete−time sequence whose Z transform is z +z –z F ( z ) = ----------------------------------------------–1 –2 –3 1 + z + z + 4z –1 –2 –3 8. δ [ n – 1 ] ⇔ z –m c. Use the partial fraction expansion method to compute the Inverse Z transform of z F ( z ) = -----------------------------------------2 ( z + 1 ) ( z – 0. δ [ n ] ⇔ 1 d.

Chapter 9 Discrete−Time Systems and the Z Transform 9. Fourth Edition Copyright © Orchard Publications . 9−54 Signals and Systems with MATLAB Computing and Simulink Modeling. A discrete−time system is described by the difference equation y[ n] + y[n – 1 ] = x[n ] where y [ n ] = 0 for n < 0 a. Given the difference equation T .{x[ n] + x[n – 1]} y [ n ] – y [ n – 1 ] = -2 a. Given the discrete transfer function z+2 H ( z ) = ---------------------------2 8z – 2z – 3 write the difference equation that relates the output y [ n ] to the input x [ n ] . Compute the impulse response h [ n ] c. Compute the response to the input x [ n ] = e – naT 10. Compute the transfer function H ( z ) b. Compute the response when the input is x [ n ] = 10 for n ≥ 0 11. Compute the discrete transfer function H ( z ) b.

1.11 Solutions to End−of−Chapter Exercises 1. 2.Solutions to End−of−Chapter Exercises 9. –m –m –m z z(1 – z ) 1–z z .= -----------------------. a. 1–z p [ n ] ⇔ ---------------–1 1–z –m Then. 1 p[ n] = 0 n = 0.= ---------------= ---------–1 z–1 z–1 z–1 1–z z n a f [n] ⇔ F a and from Exercise 1.= ----------------------------------a ( a – z ) = --------------------------------a (a – z 1–a z a p[n] ⇔ 1 -----------------------------------------------------------------–1 –1 –1 –1 –m –1 –1 –1 –1 –1 1 – (z ⁄ a) a (a – z ) a(a – z ) 1 – az (a – z ) ⁄ a –m –m –m –m –1 –m –m m –m –m m –m or z(1 – a z ) n a p [ n ] ⇔ ------------------------------z–a m –m 3.– z ---------. Z{δ[n]} = ∑ δ[n ]z n=0 ∞ –n = δ[0]z –0 = 1 b.= ( ) = ----------------------a – z ) ⁄ a . Fourth Edition Copyright © Orchard Publications 9−55 . it follows that Z{δ[n – m]} = ∑ δ[0]z n=0 –m = z –m Signals and Systems with MATLAB Computing and Simulink Modeling. n – (z ⁄ a) . …. m – 1 otherwise 0 1 2 3 m–1 1 p [ n ] = u0 [ n ] – u0 [ n – m ] z u 0 [ n ] ⇔ ---------z–1 –m z u 0 [ n – m ] ⇔ z ---------z–1 By the linearity property Z{p[ n] } 2. Z{δ[n – m]} = ∑ δ[n – m]z n=0 ∞ ∞ –n and since δ [ n – m ] is zero for all n except n = m .

(1) f [ n ] = a u 0 [ n ] ⇔ F ( z ) = ---------z–a and taking the second derivative of (1) with respect to z we obtain z d d ---------d z d .(4) 2 dz (z – a) and by substitution of (2) and (4) into (3) we obtain 9−56 Signals and Systems with MATLAB Computing and Simulink Modeling. from the multiplication by n property d n . n z .= ----------------– z ----F ( z ) = – z ------------------2 2 dz (z – a) (z – a) Also.= 2a = ------------------------. From (9.(2) 4 3 dz ( z – a ) 2 (z – a) (z – a) Also. Fourth Edition Copyright © Orchard Publications .= ----------.40).F ( z ) = ------.----------------. From (9. relation (2) d –a z . Page 9−14.F ( z ) = ----------------z ----.(2) .(1) f [ n ] = a u 0 [ n ] ⇔ F ( z ) = ---------z–a Differentiating (1) with respect to z and multiplying by – z we obtain dz–a–z az .F ( z ) (3) n f [ n ] = n ( a u 0 [ n ] ) ⇔ z ----F ( z ) + z ------2 dz dz 2 From Exercise 9.= ----------------. Page 9−14.----.---------2 2 z – a z – a dz dz dz dz 2 2 2 –a d (z – a) 2a . from the multiplication by n property d2 2 n 2d .Chapter 9 Discrete−Time Systems and the Z Transform c.40). n z .3(c).F ( z ) (3) nf [ n ] = n ( a u 0 [ n ] ) ⇔ – z ----dz and from (2) and (3) az n n ( a u 0 [ n ] ) ⇔ ----------------(4) 2 (z – a) we observe that for a = 1 (4) above reduces to z nu 0 [ n ] ⇔ -----------------2 (z – 1) d.

Fourth Edition Copyright © Orchard Publications 9−57 . First. F(z) ∑ f [k] ⇔ z–1 z n and with (1) above k=0 2 z z z z .+ z ----------------= --------------------------------------. ---------. Now.Solutions to End−of−Chapter Exercises 2 2 2 2 2a 2 n 2 2az – az ( z – a ) –a z 2az – az + a z az ( z + a ) . Signals and Systems with MATLAB Computing and Simulink Modeling. Let f [ n ] = u 0 [ n ] and we know that z . from the summation in time property. including n = 0 .= -------------------------------------n ( a u 0 [ n ] ) ⇔ ----------------. of u 0 [ n ] and thus it can be written as the summation g [ n ] = ( n + 1 ) u0 [ n ] = ∑ u0 [ k ] k=0 n Since summation in the discrete−time domain corresponds to integration in the continuous time domain. we multiply the numerator and denominator by z to eliminate the negative exponents of z . it follows that u1 [ n ] = ( n + 1 ) u0 [ n ] where u 1 [ n ] represents the discrete unit ramp.(1) u 0 [ n ] ⇔ ---------z–1 The term ( n + 1 ) u 0 [ n ] represents the sum of the first n values.= --------------------3 2 3 3 3 (z – a) (z – a) (z – a) (z – a) (z – a) We observe that for a = 1 the above reduces to z( z + 1) 2 n u 0 [ n ] ⇔ ------------------3 (z – 1) e.= -----------------.F ( z ) = ---------G ( z ) = ---------z–1 2 z–1 z–1 (z – 1) and thus z [ n + 1 ] u 0 [ n ] ⇔ -----------------2 (z – 1) 2 4. 2 Then.⋅ ---------.

5 Az r 1 = --------------z – 0.= -----------------------------------------.75 ( z – 0.= ------------------------------------= ---------.= ------------------------------------–1 –1 ( z – 1 ) ( z – 0.5 Since z ---------⇔1 z–1 zn ---------⇔a z–a it follows that Z 5.5 ) ( 1 – z ) ( 1 – 0.75 ( z – 0.75r 2 + r 3 = 0 2 or ( 3 ⁄ 4 ) × ( – 16 ⁄ 49 ) – ( 3 ⁄ 4 ) r 2 + 3 ⁄ 7 = 0 from which r 2 = 16 ⁄ 49 2 By substitution into (1) and multiplication by z we obtain ( – 16 ⁄ 49 ) z 16 ⁄ 49 ) z + ( 4 ⁄ 7 ) ⋅ ( 0.75r 3 = 0.75 (2) reduces to 1.5 z 2Az Az F ( z ) = ---------.5 A F ( z ) = 2A – --------------------------------z – 1 z – 0.+ -----------------.– --------------z – 1 z – 0.75 ) r 1 = – 1 from which r 1 = – 16 ⁄ 49 2 With z = 0 (2) reduces to ( – 0.+ --------------z ( z – 1 ) ( z – 0.+ ------------------------.75 ) + r 2 ( z + 1 ) ( z – 0.75 ) 9−58 Signals and Systems with MATLAB Computing and Simulink Modeling.(1) 2 z z + 1 z – 0.75z ) -----------------------------------F ( z ) = --------------------------+( ----------------------2 z – ( –1 ) z – 0.Chapter 9 Discrete−Time Systems and the Z Transform A Az F ( z ) = ------------------------------------------------.75 ) 2 ( z + 1 ) ( z – 0.75 from which r 3 = 3 ⁄ 7 With z = – 1 (2) reduces to ( – 1.75 ) + r 3 ( z + 1 ) = z (2) 2 With z = 0.75 ) and clearing of fractions yields r 1 ( z – 0. –1 1n 1n [ F ( z ) ] = f [ n ] = 2A – A -= A 2 – - 2 2 r1 r2 r3 z F( z) ---------.5 = 2A z=1 Azr 2 = ---------z–1 = –A z = 0.= ----------. Fourth Edition Copyright © Orchard Publications .75 ) r 1 – 0.5 ) z – 1 z – 0.5z ) 2 or r1 r2 F (z) Az ---------.

.we obtain Using the transforms u 0 [ n ] ⇔ ----------. for n = 1 there is a simple pole at z = 0 . f [n] = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------( z – 1 ) ( z – 0.5 ) 3 2 z=1 ( z + 2z + 1 ) + Res -----------------------------------------2 z ( z – 1 ) ( z – 0. iztrans(Fz) ans = -16/49*(-1)^n+16/49*(3/4)^n+4/7*(3/4)^n*n 6.5 ) z = pk Next.87).75)^2). But for n ≥ 2 the only poles are z = 1 and z = 0.5 ..5 ) 3 2 z = 0.5 Signals and Systems with MATLAB Computing and Simulink Modeling.5 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res -----------------------------------------2 z ( z – 1 ) ( z – 0.12. Fourth Edition Copyright © Orchard Publications 9−59 . Fz=z^2/((z+1)*(z−0.75 ) n + -. a u 0 [ n ] = ---------0 2 n n z z–1 z–a (z – a) 16 4 n .75 ) n f [ n ] = – 16 ----. We observe that for n = 0 there is a second order pole at z = 0 because n–2 z n–2 n=0 = z –2 1 = ---2 z Also. and na u [ n ] = ----------------az .5 ) z=0 ( z + 2z + 1 ) + Res -----------------------------------------2 z ( z – 1 ) ( z – 0. Multiplication by z yields 3 z + 2z + 1 F ( z ) = ---------------------------------------z ( z – 1 ) ( z – 0.5 ) 3 2 From (9. f [n] = ∑ Res [ F ( z ) z k 3 2 n–1 ] z = pk n–2 and for this exercise. we examine z to find out if there are any values of n for which there is a pole at the origin.( 0. ( – 1 ) + ---- 49 49 7 Check with MATLAB: syms z n. Then.n ( 0. Page 9−32.Solutions to End−of−Chapter Exercises z . following the same procedure as in Example 9. for n = 0 we obtain: f[0] = ∑ k ( z + 2z + 1 ) Res -----------------------------------------2 z ( z – 1 ) ( z – 0.

5 ) z = 0.5 ) z=0 3 2 z=1 ( z + 2z + 1 ) + --------------------------------2 z (z – 1) 3 2 z = 0. f[ n] = ∑ k 3 2 n–2 ( z + 2z + 1 ) z Res ---------------------------------------------( z – 1 ) ( z – 0. therefore.5 ) ( z + 2z + 1 ) + Res ---------------------------------------z ( z – 1 ) ( z – 0.5 for n ≥ 2 . it reduces to f[1] = ∑ k ( z + 2z + 1 ) Res ---------------------------------------z ( z – 1 ) ( z – 0.75 ) 3 2 z = 0.Chapter 9 Discrete−Time Systems and the Z Transform The first term on the right side of the above expression has a pole of order 2 at z = 0 . that is.5 ) z=0 ( z + 2z + 1 ) + --------------------------------z ( z – 0.5 For n = 1 .5 ) z=1 3 2 n–2 ( z + 2z + 1 ) z + ---------------------------------------------(z – 1) z = 0. it reduces to d ( z + 2z + 1 ) .5 .75 ) z=1 3 2 ( z + 2z + 1 ) + ---------------------------------z(z – 1) z=1 3 2 z = 0. Thus.5 ) z = pk 3 2 n–2 ( z + 2z + 1 ) z = Res ---------------------------------------------( z – 1 ) ( z – 0. Fourth Edition Copyright © Orchard Publications .5 or ( z + 2z + 1 ) f [ 1 ] = ---------------------------------------( z – 1 ) ( z – 0.5 ) z = pk 3 2 3 2 ( z + 2z + 1 ) = Res ---------------------------------------z ( z – 1 ) ( z – 0.5 ) z=1 3 2 n–2 ( z + 2z + 1 ) z + Res ---------------------------------------------( z – 1 ) ( z – 0. for n = 0 .5 ) = 6 + 8 – 13 = 1 3 2 ( z + 2z + 1 ) + --------------------------------2 z ( z – 0.75 ) z=0 3 2 3 2 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0.5 For n ≥ 2 there are no poles at z = 0 .5 = 2 + 8 – 13 ⋅ ( 0. we must evaluate the first derivative of ( z + 2z + 1 ) ------------------------------------( z – 1 ) ( z – 0. 9−60 Signals and Systems with MATLAB Computing and Simulink Modeling. Therefore. the only poles are at z = 1 and z = 0.------------------------------------f [ 0 ] = ----dz ( z – 1 ) ( z – 0.5 ) = 3.5 3 2 n–2 ( z + 2z + 1 ) z = ---------------------------------------------( z – 0.5 ) 3 2 at z = 0 .

5)). Fz=(z^3+2*z^2+1)/(z*(z−1)*(z−0. Divisor z +z +z+1 3 2 z –2 z 2 –1 –3 + z –4 +… Quotient Dividend z +z–1 z +z+1+ z –2– z 2 –1 –1 –1 –1 1st Remainder –2z –2 –2–2z –2z –3 z + 2z + 2z –1 z +… –2 –3 2nd Remainder … … … Therefore. Check with MATLAB: syms z n.= ---------------------------------–1 –2 –3 3 2 1 + z + z + 4z z +z +z+1 –1 –2 –3 2 The long division of the numerator by the denominator is shown below. Fourth Edition Copyright © Orchard Publications 9−61 . F ( z ) = z –2 z –1 –3 + z –4 + … (1) + f[3] z –3 Also.5 ) n where the coefficients of δ [ n ] and δ [ n – 1 ] are the residues that were found for n = 0 and n = 1 at z = 0 .The coefficient 6 is multiplied by δ [ n ] to emphasize that this value exists only for n = 0 and coefficient 2 is multiplied by δ [ n ] to emphasize that this value exists only for n = 1 . Multiplication of each term by z yields 3 z +z –z z +z–1 F ( z ) = ----------------------------------------------. F(z) = ∑ f[n]z 0 ∞ –n = f[ 0] + f[ 1] z –1 + f[2] z –2 + f[4 ] z –4 + … (2) Signals and Systems with MATLAB Computing and Simulink Modeling.Solutions to End−of−Chapter Exercises We can express f [ n ] for all n ≥ 0 as f [ n ] = 6 δ [ n ] + 2 δ [ n – 1 ] + 8 – 13 ( 0. iztrans(Fz) ans = 2*charfcn[1](n)+6*charfcn[0](n)+8-13*(1/2)^n 7.

+ -----------------(1) .⋅ -----------------. Fourth Edition Copyright © Orchard Publications .– --------------------------------Y ( z ) = --------------------------------– aT (z – 1) (z – e ) z z .– -----------------Te y [ n ] = -----------------.Chapter 9 Discrete−Time Systems and the Z Transform Equating like terms on the right sides of (1) and (2) we obtain f[ 0] = 0 f[ 1] = 1 f[ 2] = 0 f [ 3 ] = –2 f[4] = 1 8.{x[ n] + x[n – 1]} y [ n ] – y [ n – 1 ] = -2 Taking the Z transform of both sides we obtain 9−62 Signals and Systems with MATLAB Computing and Simulink Modeling. a. a. or T z Tz . (z) Tz . T .= ---------TH(z) = Y ----------.⇔ u 0 [ n ] and ---------Recalling that ---------z–1 z–a – naT T – naT T .⇔ a n u 0 [ n ] we obtain .= ------------------------------------------.= ---------– aT z z – 1 z – e –aT (z – 1) ⋅ (z – e ) T r 1 = -----------------– aT z–e T = -----------------– aT 1–e T r 2 = ---------z–1 –T = -----------------– aT 1–e z=1 z=e – aT By substitution into (1) and multiplication by z we obtain Tz ⁄ ( 1 – e ) Tz ⁄ ( 1 – e ) . y [ n ] – y [ n – 1 ] = Tx [ n – 1 ] Taking the Z transform of both sides we obtain Y ( z ) – z Y ( z ) = Tz X ( z ) –1 –1 and thus b.= ------------------------------------------Y ( z ) = H ( z ) X ( z ) = ---------– aT z – 1 z – e –aT (z – 1) ⋅ (z – e ) r2 r1 T Y(z) ----------.= -----------------(1 – e ) u0 [ n ] – aT – aT – aT 1–e 1–e 1–e – aT – aT 9.= --------------–1 X(z) z –1 1–z x[n] = e – naT –1 z ⇔ X ( z ) = -----------------– aT z–e Then.

a.= -= -2 1 – z –1 2 z–1 X(z) –1 b.⋅ -----------------.= ---------(1) – aT z z – 1 z – e –aT 2(z – 1) ⋅ (z – e ) T z+1 .coth -----.+ ------------------------------------------------------------------------------Y ( z ) = --------------------------------– aT (z – 1) (z – e ) zz n ⇔ u 0 [ n ] and ---------⇔ a u 0 [ n ] we obtain Recalling that ---------z–1 z–a aT –naT e + 1 –naT T T T -+T . y[ n] + y[n – 1] = x[n] y [ n ] = 0 for n < 0 Taking the Z transform of both sides we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ -----------------= ----------------------------------------------Y ( z ) = H ( z ) X ( z ) = -– aT – aT 2 z–1 z–e 2( z – 1) ⋅ (z – e ) or r2 r1 Y(z) T(z + 1) ----------.⋅ ----------r 2 = -2 z–1 2 T T .e .⋅ -----------------r 1 = -2 z – e –aT T z+1 .– -y [ n ] = -----------------= -----------------– aT – aT 2 2 – aT 2 e –1 1–e 1–e – aT – aT – aT – aT 10.= -----------------= -– aT 2 1 – e –aT 1–e T e +1 T .= ----------------------------------------------. Fourth Edition Copyright © Orchard Publications 9−63 .+ -----------------. T +1 z Tz ( z + 1 ) -⋅z ----------.( 1 + z –1 ) X ( z ) ( 1 – z ) Y ( z ) = -2 and thus T +z T +1 (z) -⋅1 ----------------⋅z ----------H(z) = Y ----------. x[ n] = e – naT z ⇔ X ( z ) = -----------------– aT z–e Then.[ X ( z ) + z –1 X ( z ) ] Y ( z ) – z Y ( z ) = -2 T –1 .= -----------------= -– aT 2 e –aT – 1 1–e – aT z=1 z=e – aT By substitution into (1) and multiplication by z we obtain Tz ⁄ ( 1 – e ) [ ( Tz ⁄ 2 ) ⋅ ( e + 1)] ⁄ (1 – e ) .⋅ -----------------.Solutions to End−of−Chapter Exercises T –1 .⋅ ------------------e .

= -------------------------------.+ ---------.z ⋅ Y ( z ) = -. Fourth Edition Copyright © Orchard Publications .y [ n – 1 ] – -.= ----------.⋅ ( z –1 + 2z –2 ) ⋅ X ( z ) .x[n – 2] y [ n ] – -4 8 8 4 9−64 Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ ---------Y ( z ) = H ( z ) X ( z ) = ----------z+1 z–1 (z + 1)(z – 1) r1 r2 5 5 10z Y(z) = .= -----------------------------------------------------------H ( z ) = ----------–1 –2 X(z) 1 – (1 ⁄ 4) z – (3 ⁄ 8) z 1 1 –1 3 –2 . z - –1 –1 n h [ n ] = Z { H ( z ) } = Z ----------------- = ( –1 ) z – ( – 1 ) c.= ---------------= ----------–1 X(z) z + 1 z – ( –1 ) 1+z b.Chapter 9 Discrete−Time Systems and the Z Transform (1 + z )Y(z) = X(z) –1 and thus (z) 1 z .x [ n – 1 ] + -.⇔ f [ n ] = 5 ( –1 ) + 5 z – ( –1 ) z – 1 11.z – -1 – -8 8 4 –1 –2 and taking the Inverse Z transform.y [ n – 2 ] = -.= -----------------z H(z) = Y ----------.+ ----------------------------------------.= --------------------z+1 z–1 (z + 1 )(z – 1) z+1 z–1 z n 5z 5z Y ( z ) = -----------------.+ ---------. x [ n ] = 10 for n ≥ 0 z X ( z ) = 10 ⋅ ---------z–1 2 10z z 10z . we obtain 1 3 1 1 . z+2 H ( z ) = ---------------------------2 8z – 2z – 3 Multiplication of each term by 1 ⁄ 8z yields 2 1 ⁄ 8 ⋅ ( z + 2z ) Y(z) .

Periodic In our subsequent discussion we will denote a discrete time signal as x [ n ] . Non−Periodic Discrete. This is because the frequency spectrum of a discrete time sequence f [ n ] is obtained from its Z transform by the substitution of z = e = e as we saw from the mapping of the s −plane to the z −plane in Chapter 9. since these transforms are evaluated on the unit circle. Non−Periodic Discrete. we compute only a finite number of equally spaced points. 10. we will use the acronyms DFT for the Discrete Fourier Transform and FFT for Fast Fourier Transform algorithm respectively. Chapter 8. although. Periodic Discrete.Chapter 10 The DFT and the FFT Algorithm T his chapter begins with the actual computation of frequency spectra for discrete time systems. that is. theorems. In Chapter 9 we learned that the Z and Inverse Z transforms produce a periodic and continuous frequency function. and its discrete frequency transform as X [ m ] . Chapter 7. in practice. we saw that a non−periodic and continuous time function.1 The Discrete Fourier Transform (DFT) In the Fourier series topic. Non−Periodic Continuous. produces a non−periodic and continuous frequency function. sT jωT In this chapter we will see that a periodic and discrete time function results in a periodic and discrete frequency function. TABLE 10. Periodic Continuous. we summarize these facts in Table 10. The definition. For convenience. in the Fourier transform topic. For brevity. Periodic Discrete.1. Page 9−23. Non−Periodic Continuous. Fourth Edition Copyright © Orchard Publications 10−1 . Let us consider again the definition of the Z transform.1 Characteristics of Fourier and Z transforms Topic Time Function Frequency Function Fourier Series Fourier Transform Z transform Discrete Fourier Transform Continuous. Signals and Systems with MATLAB Computing and Simulink Modeling. Next. and several examples are presented to illustrate their uses. results in a non periodic and discrete frequency function. It is continuous because there is an infinite number of points in the interval 0 to 2 π . we learned that a periodic and continuous time function. and properties are also discussed.

the discrete frequency transform X [ m ] is complex. 2. The Inverse DFT is defined as j2 π 1 N–1 x [ n ] = --X [m]e N ∑ mn ------N (10.Chapter 10 The DFT and the FFT Algorithm F(z) = ∑ f [n ]z n=0 ∞ ∞ –n (10.1) Its value on the unit circle of the z -plane. 1. Since e mn – j2 π ------N π mn π mn = cos 2 -------------. N – 1 .7) n=0 10−2 Signals and Systems with MATLAB Computing and Simulink Modeling. is F( e jωT ) = ∑ f [n]e n=0 – nj ω T (10. and thus we can express it as X [ m ] = Re { X [ m ] } + Im { X [ m ] } (10.3) n=0 where N represents the number of points that are equally spaced in the interval 0 to 2 π on the unit circle of the z -plane.3) as X [m] = N–1 ∑ x [n]e mn – j2 π ------N N–1 = ∑ n=0 n=0 2 π mn N – 1 2 π mn -–j x [ n ] cos -------------x [ n ] sin -------------N N ∑ (10. 1. and 2π . 2. Let this truncated version be represented by X[m] = N–1 ∑ x[ n ]e mn – j2 π ------N (10. …. ….m ω = ------ NT for m = 0. 1.3) as the N – point DFT of X [ m ] . …. N – 1 .5) for m = 0. N – 1 .6) we can express (10. it must be truncated before it can be computed.– j sin 2 -------------N N (10. We refer to relation (10. Fourth Edition Copyright © Orchard Publications . In general.2) This represents an infinite summation.4) m=0 for n = 0. 2.

the real part Re { X [ m ] } can be computed from Re { X [ m ] } = x [ 0 ] + N–1 n=1 ∑ x [ n ] cos -------------N 2 π mn for m = 0.1 A discrete time signal is defined by the sequence x [ 0 ] = 1. ….9). …. Using (10. 2. we obtain Re { X [ m ] } = x [ 0 ] + ∑ x [ n ] cos -------------N 3 2 π mn n=1 2πm(3) 2πm(2) πm(1) = 1 + 2 cos 2 ------------------. 1. 2.+ cos ------------------4 4 4 π π = 1 + 2 cos m ------. we compute the imaginary components using (10.8) with n = 0.8) and the imaginary part Im { X [ m ] } from Im { X [ m ] } = – N–1 n=1 ∑ x [ n ] sin -------------N 2 π mn for m = 0. N = 4 . Solution: Since we are given four discrete values of x [ n ] . and 3 .+ 2 cos ------------------. 1. for m = 0. 1. Then.7) reduces to X [ m ] = x [ 0 ] .+ 2 cos m π + cos 3m ---------2 2 (10. we obtain: m = 0 m = 1 m = 2 m = 3 Re { X [ 0 ] } = 1 + 2 ⋅ ( 1 ) + 2 ⋅ ( 1 ) + 1 ⋅ ( 1 ) = 6 Re { X [ 1 ] } = 1 + 2 ⋅ ( 0 ) + 2 ⋅ ( – 1 ) + 1 ⋅ ( 0 ) = – 1 Re { X [ 2 ] } = 1 + 2 ⋅ ( – 1 ) + 2 ⋅ ( 1 ) + 1 ⋅ ( – 1 ) = 0 Re { X [ 3 ] } = 1 + 2 ⋅ ( 0 ) + 2 ⋅ ( – 1 ) + 1 ⋅ ( 0 ) = – 1 (10.8). For this example. and x [ 3 ] = 1 and x [ n ] = 0 for all other n . 2. x [ 2 ] = 2. and 3 . x [ 1 ] = 2. (10. we will use a 4 −point DFT. 2.8) and (10. N – 1 (10. 1. N – 1 (10.9) is from n = 1 to n = N – 1 since x [ 0 ] appears in (10. Example 10. Fourth Edition Copyright © Orchard Publications 10−3 .The Discrete Fourier Transform (DFT) For n = 0 . that is. Signals and Systems with MATLAB Computing and Simulink Modeling. for this example.9) We observe that the summation in (10.11) Now.10) Next. Compute the frequency components X [ m ] .

and 3 . 2.Chapter 10 The DFT and the FFT Algorithm Im { X [ m ] } = – ∑ x [ n ] sin -------------N n=1 3 2 π mn 3m π mπ = – 2 sin ------.11) and X im [ i ] of (10. 2 . X [ 0 ] = 6 + j0 = 6 X [1] = – 1 – j X [ 2 ] = 0 + j0 = 0 X [3] = – 1 + j (10.. to compute the values of the discrete time sequence x [ n ] . N = 4 . 1. 2. and 3 . and the results of Example 10. are: 1 -{X [0] + X [1] + X [2] + X [3]} x [ 0 ] = -4 1 .– 2 sin m π – sin ---------2 2 and for m = 0.14) + X [3]e 3n j π ----2 1 .12) The discrete frequency components X [ m ] for m = 0.X [0] + X [1]e = -4 n j π -2 + X [2]e The discrete frequency components x [ n ] for n = 0.12). 1.4) for m = 0. reduces to 1 x [ n ] = -4 ∑ X [m]e m=0 3 mn j2 π ------4 1 = -4 ∑ X [m]e m=0 jπn 3 mn j π ------2 (10. and 3 . Thus. Fourth Edition Copyright © Orchard Publications . 1. (10. Then.2 Use the Inverse DFT.4).13) Example 10. and 3 are found by addition of the real and imaginary components X re [ i ] of (10. relation (10. we obtain: m = 0 m = 1 m = 2 m = 3 Im { X [ 0 ] } = – 2 ⋅ ( 0 ) – 2 ⋅ ( 0 ) – 1 ⋅ ( 0 ) = 0 Im { X [ 1 ] } = – 2 ⋅ ( 1 ) – 2 ⋅ ( 0 ) – 1 ⋅ ( – 1 ) = – 1 Im { X [ 2 ] } = – 2 ⋅ ( 0 ) – 2 ⋅ ( 0 ) – 1 ⋅ ( 0 ) = 0 Im { X [ 3 ] } = – 2 ⋅ ( – 1 ) – 2 ⋅ ( 0 ) – 1 ⋅ ( 1 ) = 1 (10. Solution: Since we are given four discrete values of x [ n ] .1. for this example.{ 6 + ( – 1 – j ) + 0 + ( – 1 + j ) }= 1 = -4 10−4 Signals and Systems with MATLAB Computing and Simulink Modeling. we will use a 4 −point DFT. i.e. 1. that is. 2.

it can installed it by clicking Add−Ins on the Tools drop menu. it is convenient to represent it as W N . that is.0000 2.1 % Compute the FFT of this discrete time sequence Xm = 6.0000i 2. we let WN = e j2 π – -------N (10. The instructions on how to use it.0000 1.0000+1.{ 6 + ( – 1 – j ) ⋅ ( –j ) + 0 ⋅ ( –1 ) + ( – 1 + j ) ⋅ j } = 1 = -4 We observe that these are the same values as in Example 10. Fourth Edition Copyright © Orchard Publications 10−5 . Xm=fft(xn) % The discrete time sequence of Example 10.0000+0.0000i 0 -1. Therefore.0000-1. With Excel’s Fourier Analysis Tool.1.1.2 % Compute the Inverse FFT xn = 1. and the ifft(x) function to compute the Inverse DFT. we use the fft(x) function to compute the DFT.{ X [ 0 ] + X [ 1 ] ⋅ j + X [ 2 ] ⋅ ( –1 ) + X [ 3 ] ⋅ ( –j ) } x [ 1 ] = -4 1 .The Discrete Fourier Transform (DFT) 1 .{ X [ 0 ] + X [ 1 ] ⋅ ( –j ) + X [ 2 ] ⋅ ( –1 ) + X [ 3 ] ⋅ j } x [ 3 ] = -4 1 . where the range 0 ≤ θ ≤ 2 π is divided into 360 ⁄ N equal segments.15) Signals and Systems with MATLAB Computing and Simulink Modeling. the Analysis ToolPak must have been installed. If not.0000i To use Excel for the computation of the DFT.{ 6 + ( – 1 – j ) ⋅ ( –1 ) + 0 ⋅ 1 + ( – 1 + j ) ⋅ ( –1 ) } = 2 = -4 1 . xn=[1 2 2 1].{ 6 + ( – 1 – j ) ⋅ j + 0 ⋅ ( –1 ) + ( – 1 + j ) ⋅ ( –j ) } = 2 = -4 1 .{ X [ 0 ] + X [ 1 ] ⋅ ( –1 ) + X [ 2 ] ⋅ 1 + X [ 3 ] ⋅ ( –1 ) } x [ 2 ] = -4 1 . The term e –( j2 π ) ⁄ N is a rotating vector. We will check the answers of Examples 10. are given on the spreadsheet. and following the instructions on the screen.0000i Xm = [6 −1−j 0 −1+j].0000 -1.2 with MATLAB and Excel. we get the spreadsheet shown in Figure 10. xn=ifft(Xm) % The discrete frequency components of Example 10. With MATLAB.1 and 10.0000-0.

Using Excel to find the DFT and Inverse DFT and consequently WN = e –1 j2 π -------N (10. Fourier Analysis The Input Range is A11 through A14 (A11:A14) and the Output Range is B11 through B14 (B11:B14) x(n) 1 2 2 1 X(m) 6 -1-i 0 -1+i To obtain the discrete time sequence. Fourth Edition Copyright © Orchard Publications .1.17) n=0 and 1N–1 –m n x [ n ] = --X ( m ) WN N ∑ (10.1 and are entered in cells A11 through A14 From the Tools drop down menu. we select Data Analysis and from it.2 The Input Range is A25 through A28 (A25:A28) and the Output Range is B25 through B28 (B25:B28) X(m) 6 -1-j 0 -1+j x(n) 1 2 2 1 Figure 10.Chapter 10 The DFT and the FFT Algorithm 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 A B C D E Input data x(n) are same as in Example 10. we select Inverse from the Fourier Analysis menu Input data are the same as in Example 10. the DFT pair will be denoted as X[m] = N–1 ∑ x ( n ) WN mn (10.16) Henceforth.18) n=0 10−6 Signals and Systems with MATLAB Computing and Simulink Modeling.

However. Fourth Edition Copyright © Orchard Publications 10−7 . Then. . magXm(14)).0 2..2f \t'.2 3. Example 10.7 4...1 4. fprintf('magXm13 = %4. we use Excel to plot the x [ n ] and X [ m ] values..4 4. xn=[1 1. magXm(15)) magXm1 = 46.07 magXm10 = 0..7 3. fprintf(' \n')... the correspondence between x [ n ] and X [ m ] will be denoted as x [n] ⇔ X [m] (10..10 1. fprintf('magXm5 = %4.7 3 3.41 magXm3 = magXm6 = magXm9 = magXm12 = magXm15 = 0.22 magXm2 = 11. magXm(11)).2 2. fprintf('magXm9 = %4..5 2.2f \t'..2f \t'.2f \t'.42 1.2f \t'. we found that.19 0.70 magXm4 = 2. fprintf(' \n')...42 Now. magXm=abs(fft(xn)). magXm(1)).3 Use MATLAB to compute the magnitude of the frequency components of the following discrete time function.9 2. fprintf(' \n'). fprintf(' \n'). magXm(5)).2 3..7 4.03 magXm5 = 0.The Discrete Fourier Transform (DFT) Also. fprintf(' \n'). These are shown in Figure 10. fprintf('magXm12 = %4. fprintf('magXm7 = %4... magXm(8)).6 3.2f \t'. fprintf('magXm10 = %4.1.19) In Example 10.5 2 2..2.2f \t'. magXm(10)).2f \t'. fprintf('magXm1 = %4.8].41 magXm7 = 0.. fprintf('magXm4 = %4.8 3. magXm(4)).4 4. fprintf('magXm11 = %4.8 Solution: We compute the magnitude of the frequency spectrum with the MATLAB script below.. magXm(9)). Signals and Systems with MATLAB Computing and Simulink Modeling. magXm(6)). fprintf('magXm8 = %4. magXm(12)). magXm(3)). fprintf('magXm15 = %4.3 2.9 2. the discrete frequency sequence X [ m ] is complex. the magnitude of X [ m ] .. although the discrete time sequence x [ n ] is real. use Excel to display the time and frequency values.47 magXm13 = 0.47 magXm11 = 0... x[0] x[1] x[2] x[3] x[4] x[5] x[6] x[7] x[8] x[9] x[10] x[11] x[12] x[13] x[14] x[15] 1.3 2. fprintf('magXm2 = %4.2f \t'.8 3..1 4.5 1. magXm(2)).07 magXm14 = 2.0 3. in most applications we are interested in X [ m ] .6 3.2f \t'. fprintf('magXm3 = %4..2 2. magXm(13)). magXm(7)).2f \t'.. fprintf('magXm6 = %4..2f \t'. fprintf('magXm14 = %4.2f \t'.2f \t'. that is.0 1.2f \t'.19 0.5 1.22 magXm8 = 0..

2 12 0.5 1.22 5 3.41 4 2.1 3. are the mirror image of the components in the range 1 ≤ m ≤ 7 .42 15 1.8 2.0 2 0.0 5 1.41 0.47 8 4.70 |X(m)| 11.3 shows typical discrete time and frequency magnitude waveforms.07 7 4. Figure 10.9 13 2.19 6 3. 10−8 Signals and Systems with MATLAB Computing and Simulink Modeling.0 H I J 4.03 .10 Figure 10.42 0.7 3.6 11 1.7 4.22 0.5 14 0.10 value. This is not a coincidence.07 0.9 2.03 E F G x(n) 4.0 1. the first value X [ 0 ] = 46.42 3 2. it is a fact that if x [ n ] is an N −point real discrete time function.3 46.6 3.19 0.3 On the plot of X [ m ] in Figure 10.47 1.8 15 11.8 3.0 2.41 1.2 3. only N ⁄ 2 of the frequency components of X [ m ] are unique.1 7 0.2 2.70 1 1.Chapter 10 The DFT and the FFT Algorithm 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 A B C D n x(n) m |X(m)| 0 1.2.47 10 3.47 0.07 11 3.3 3 2.4 2. the magnitude of the frequency components for the range 9 ≤ m ≤ 15 .8 10 0.4 6 0.10 9 4.19 12 3.03 2 2.2 9 0. for a N = 16 −point DFT. Fourth Edition Copyright © Orchard Publications 0.41 14 2.22 13 2.5 1 11.70 represents the DC component.7 4 0. We observe that after the X [ 8 ] = 0.22 0.7 8 0. Plots of x [ n ] and X [ m ] values for Example 10.0 0 46.03 2.42 11.2.5 1.19 2.07 0.

2 Even and Odd Properties of the DFT The discrete time and frequency functions are defined as even or odd in accordance with the following relations: Even Time Function Odd Time Function Even Frequency Function Odd Frequency Function f[ N – n] = f [n] f [ N – n ] = –f [ n ] F[ N – m] = F[ m ] F [ N – m ] = –F [ m ] (10. Fourth Edition Copyright © Orchard Publications 10−9 .3.23) Signals and Systems with MATLAB Computing and Simulink Modeling. 10.Even and Odd Properties of the DFT x[n] 0 n N (Start of New Period) X[m] N-1 (End of Period) m 0 (N/2)-1 N/2 (N/2)+1 N (Start of New Period) N-1 (End of Period) Figure 10. we will examine the even and odd properties of the DFT.21) (10.20) (10.22) (10. x [ n ] and X [ m ] for a N = 16 −point DFT Next.

For brevity.3.2 shows the even and odd properties of the DFT. and we equate these with the real and imaginary parts of X [ m ] = X re [ m ] + jX im [ m ] . we developed Table 8-7.25) 10. Now. Table 10. this entry is proved. we will denote the DFT and Inverse DFT as follows: X[m] = and x[ n] = D{x [n]} –1 (10.2 can be proved by methods similar to those that we have used for the continuous Fourier transform.3 Common Properties and Theorems of the DFT The most common properties and theorems of the DFT are presented in Subsections 10.2 Even and Odd Properties of the DFT Discrete Time Sequence f [ n ] Real Discrete Frequency Sequence F [ m ] Complex Real part is Even Imaginary Part is Odd Real and Even Imaginary and Odd Complex Real part is Odd Imaginary Part is Even Imaginary and Even Real and Odd Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd The even and odd properties of the DFT shown in Table 10. to prove the first entry we expand X [m] = N–1 ∑ x [ n ] WN mn n=0 into its real and imaginary parts using Euler’s identity. TABLE 10.1 Linearity D {X [m]} ax 1 [ n ] + bx 2 [ n ] + … ⇔ aX 1 [ m ] + bX 2 [ m ] + … (10.1 through 10. and the imaginary contains the sine function. For instance.3. Fourth Edition Copyright © Orchard Publications . 10.3.26) 10−10 Signals and Systems with MATLAB Computing and Simulink Modeling. showing the even and odd properties of the Fourier transform. since the real part contains the cosine. Page 8−8.5 below.24) (10.Chapter 10 The DFT and the FFT Algorithm In Chapter 8. and cos ( – m ) = cos m while sin ( – m ) = – sin m .

µ = 0 . we let n – k = µ . Taking the DFT of both sides of this relation.28) n=k Now. that although the magnitudes of the frequency components are not affected by the shift. then n = k + µ . 10.Common Properties and Theorems of the DFT where x 1 [ n ] ⇔ X 1 [ m ] . a phase shift of 2 π km ⁄ N radians is introduced as a result of the time shift. x 2 [ n ] ⇔ X 2 [ m ] . replacing x [ n ] with x [ n – k ] in the definition above. the above relation becomes D{x [µ]} N–1 = ∑ m(k + µ) x [ µ ] WN N–1 = W km ∑ x [µ] WN µm = WN X [ µ ] = WN X [ m ] km km (10. and from N – 1 to N + k – 1 respectively.30) Since both X [ m ] and Y [ m ] are complex quantities. Fourth Edition Copyright © Orchard Publications 10−11 . D{x [n]} N–1 = ∑ x [ n ] WN mn n=0 and if x [ n ] is shifted to the right by k sampled points for k > 0 . we obtain Y [ m ] = WN X [ m ] = X [ m ] e km 2 π km – j -------------N – 2 π km = X [ m ] ∠----------------N (10.27) Proof: By definition. they can be expressed in magnitude and phase angle form as X [ m ] = X [ m ] ∠θ and Y [ m ] = Y [ m ] ∠ϕ Signals and Systems with MATLAB Computing and Simulink Modeling. however. Therefore. we obtain D{x[n – k]} N+k–1 = ∑ x [ n – k ] WN mn (10. let us consider the relation y [ n ] = x [ n – k ] .3. and when n = k . Proof: The proof is readily obtained by using the definition of the DFT. we must change the lower and upper limits of the summation from 0 to k . Then. and a and b are arbitrary constants.2 Time Shift x [ n – k ] ⇔ WN X [ m ] km (10. To prove this.29) µ=0 µ=0 We must remember.

k=0 D { x [ n ]∗ h [ n ] } N–1 = ∑ N–1 ∑ x[k]h[n – k] (10.36) Proof: Since x [ n ]∗ h [ n ] = N–1 ∑ x[ n]h[n – k] WN mn then. it follows that π km ϕ = θ–2 -------------N (10. we obtain – 2 π km Y [ m ] ∠ϕ = X [ m ] ∠θ ∠----------------N (10. –k m D { WN x[n]} = X[m – k] (10. and also changing the range of summation from N – 1 to N + k – 1 for the bracketed term on the right side of (10. we obtain 10−12 Signals and Systems with MATLAB Computing and Simulink Modeling.30).3.34) is the same as D { x [ n ] } except that m is replaced with m – k . interchanging the order of the indices n and k in the lower limit of the summation.3 Frequency Shift WN –k m x [ n ] ⇔ X [ m –k ] (10.35) 10.37) n=0 k=0 Next.33) Proof: – kn D { WN x[ n]} N–1 = ∑ WN –k m x [ n ] WN mn N–1 = ∑ x [ n ] WN (m – k)n (10.3. Therefore.4 Time Convolution x [ n ]∗ h [ n ] ⇔ X [ m ] ⋅ H [ m ] (10.32) 10.31) and since Y [ m ] = X [ m ] .34) n=0 n=0 and we observe that the last term on the right side of (10.37). Fourth Edition Copyright © Orchard Publications .Chapter 10 The DFT and the FFT Algorithm By substitution of these into (10.

3.4 The Sampling Theorem The sampling theorem. Fourth Edition Copyright © Orchard Publications 10−13 . to ensure that the highest frequency allowed into the system. and the highest frequency of this signal is increased to. will be equal or less the sampling rate so that the signal can be recovered. 10. N+k–1 ∑ n=k h [ n – k ] WN = WN H [ m ] kn kn (10.39) and by substitution into (10.38). this signal cannot be recovered by any digital− to−analog converter.41) k=0 Proof: The proof is obtained by taking the Inverse DFT. D { x [ n ]∗ h [ n ] } N–1 = ∑ x [ k ] [ WN kn ] H[m] = X[k] ⋅ H[m] = X[m] ⋅ H[m] (10. The highest frequency allowed by the pre−sampling filter is referred to as the Nyquist frequency.5 Frequency Convolution 1 x [ n ] ⋅ y [ n ] ⇔ --N N–1 ∑ X[k]Y[m – k]= 1 --. also known as Shannon’s Sampling Theorem. if we assume that the highest frequency component in a signal is 18 KHz . states that if a continuous time function f ( t ) is band−limited with its highest frequency component less than W .. this signal must be sampled at 2 × 18 KHz = 36 KHz or higher so that it can be completed specified by its sampled values. For example.The Sampling Theorem D { x [ n ]∗ h [ n ] } N–1 = ∑ x[k] ∑ N+k–1 h [ n – k ] WN kn (10. often called pre−sampling filter. If the sampled frequency remains the same. and letting m – k = µ .X [ m ]∗ Y [ m ] N (10. say 25 KHz . if the sampling frequency if equal to or greater than 2W . 36 KHz . and it is denoted as f n . then f ( t ) can be completely recovered from its sampled values. Signals and Systems with MATLAB Computing and Simulink Modeling. A typical digital signal processing system contains a low−pass analog filter. changing the order of the summation.40) k=0 10.38) k=0 n=k Now. i. from the time shifting theorem.e.

we will adopt the following notations: N = number of samples in time or frequency period f s = sampling frequency = samples per sec ond T t = period of a periodic discrete time function t t = interval between the N samples in time period T t T f = period of a periodic discrete frequency function t f = interval between the N samples in frequency period T f These quantities are shown in Figure 10. and the periods in the time and frequency domains. and will not be discussed here.We should remember that the sampling theorem states that the original time sequence can be completely recovered if the sampling frequency is adequate. A discrete time signal may have an infinite length. number of samples N . where the infinite sequence cos ω 0 t . it is a discrete function where the spectrum consists of integer multiples of the fundamental frequency. in this case. Kaiser.4. which in turn changes the location of the spectral lines. Chapter 8. we must increase the sampling rate. This is called picket−fence effect since we can only see discrete values of the spectrum. However. however. etc. Page 8−50. Nyquist frequency f n .4. let us review Subsection 8. but does not guarantee that all frequency components will be detected.6. and the solution of Exercise 8. Selection of an appropriate window function to avoid leakage is beyond the scope of this book. A third problem that may arise in using the DFT. Window functions are introduced in Appendix E. that some significant frequency component lies between two spectral lines and goes undetected. we multiply an infinite sequence by one of these window functions. Hamming. it must be limited to a finite interval before it is sampled. There are several window functions such as the rectangular. or if the sampling rate is too low. we must choose a suitable window function. Thus. To gain a better understanding of the sampling frequency f s . or cos naT is multiplied by the window function A [ u 0 ( t + T ) – u 0 ( t – T ) ] or A [ u 0 ( n + m ) – u 0 ( n – m ) ] . We can see that the spectrum spreads or leaks over the neighborhood of ± ω 0 . To avoid aliasing. As an example of how leakage can occur. Hanning. Page 8−30. We can terminate the signal at the desired finite number of terms. we have the relations Tt t t = ---N 1 f s = -tt Tf t f = ---N 1t t = ---Tf 1t f = ---Tt (10. This problem can be alleviated by adding zeros at the end of the discrete signal. To obtain a truncated sequence. the sequence will be terminated abruptly producing the effect of leakage. It is possible. Fourth Edition Copyright © Orchard Publications . otherwise.42) 10−14 Signals and Systems with MATLAB Computing and Simulink Modeling. results from the fact the spectrum of the DFT is not continuous.3. triangular. the spectral components of the signal will overlap each another and this condition is called aliasing. by multiplying it by a window function. thereby changing the period.Chapter 10 The DFT and the FFT Algorithm If a signal is not band−limited.

Compute the Nyquist frequency f n Signals and Systems with MATLAB Computing and Simulink Modeling.4 The period of a periodic discrete time function is 0. Fourth Edition Copyright © Orchard Publications 10−15 . the sampling theorem is satisfied and thus there will be no aliasing. c.4. Compute the period of the frequency spectrum in KHz .125 millisecond. Intervals between samples and periods in discrete time and frequency domains Example 10. a. Compute the interval between frequency components in KHz . and it is sampled at 1024 equally spaced points. b.The Sampling Theorem x[n] Tt tt 0 N− 1 (End of Period) n N (Start of New Period) X[m] Tf tf 0 (N/2)−1 N/2 (N/2)+1 N− 1 N m (End of Period) (Start of New Period) Figure 10. Compute the sampling frequency f s d. It is assumed that with this number of samples.

.= 8192 kHz ≈ 8.48 ms 3 50 × 10 samples per sec ond (10. the interval t f between frequency components is Tf 8192 kHz .= 0. the sampling frequency is 50 KHz .= 0.1 MHz f n ≤ -2 2 10.43) To compute the number of operations required to complete this task. Therefore.44) n=0 10−16 Signals and Systems with MATLAB Computing and Simulink Modeling.2 MHz –6 tt 0. N = 1024 .122 × 10 b.2 MHz –6 tt 0.= 8.= 20.125 ms and N = 1024 points . that is.fs ≤ 1 -. the time between successive time components is –3 Tt × 10 . and 1024 samples are taken. Fourth Edition Copyright © Orchard Publications .122 × 10 d.= ----------------------------.e.122 µ s ----------------------------. The time required to compute the entire DFT would be 1024 samples t = --------------------------------------------------------------------------. i.Chapter 10 The DFT and the FFT Algorithm Solution: For this example.125 t t = ---1024 N Then. the period Tf of the frequency spectrum is 1 1 T f = -.× 8.5 Number of Operations Required to Compute the DFT Let us consider a signal whose highest (Nyquist) frequency is 18 KHz .= -----------------------. a.2 MHz ≤ 4. the sampling frequency f s is 1 1 f s = -. 1 .= 8 kHz t f = ---1024 N c. T t = 0.= ----------------------------. the Nyquist frequency must be equal or less than half the sampling frequency. let us expand the N −point DFT defined as X[m] = N–1 ∑ x [ n ] WN mn (10.

2N complex arithmetic operations are required to compute any frequency component of X [ k ] . we would require N = 1024 = 1048576 complex operations.6 The Fast Fourier Transform (FFT) In this section. Moreover. many of the W N terms in (10.48 ms as we found in (10.45) are unity. the number of complex operations can be reduced considerably. and these would have to be completed within 20.45) (N – 1) 2 + x [ 2 ] WN π –j 2 ----. it seems impractical. 10. Therefore. for an N = 1024 −point 2 DFT.(0) N 2(N – 1) + … + x [ N – 1 ] WN and it is worth remembering that 0 WN i = e = 1 (10.48) below. This is possible with the algorithm known as FFT (Fast Fourier Transform) that was developed by Cooley and Tukey. requires N complex multiplications and N complex additions. because of some symmetry properties.The Fast Fourier Transform (FFT) Then. and it is very well documented. we will be making extensive use of the complex rotating vector WN = e π – j2 -------N (10. If we assume that x [ n ] is real. then only N ⁄ 2 of the | X [ m ] components are unique. Fourth Edition Copyright © Orchard Publications 10−17 .46) Since W N is a complex number.43). X [ 0 ] = x [ 0 ] WN + x [ 1 ] WN + x [ 2 ] WN + … + x [ N – 1 ] WN X [ 1 ] = x [ 0 ] WN + x [ 1 ] WN + x [ 2 ] WN + … + x [ N – 1 ] WN X [ 2 ] = x [ 0 ] WN + x [ 1 ] WN + x [ 2 ] WN + … + x [ N – 1 ] WN … X [ N – 1 ] = x [ 0 ] WN + x [ 1 ] WN 0 N–1 0 2 4 0 1 2 0 0 0 0 N–1 2(N – 1) (10. the computation of any frequency component X [ k ] .47) and the additional properties of W N in (10. we would require 2N × N ⁄ 2 = N complex operations to compute the entire frequency spectrum. This algorithm is the subject of the next section. Although the means of doing this task may be possible with today’s technology. that is. Thus. 2 2 Fortunately. such as the one with 18 KHz signal. Signals and Systems with MATLAB Computing and Simulink Modeling.

50) The algorithm that was developed by Cooley and Tukey. the vector X [ m ] is obtained from k 10−18 Signals and Systems with MATLAB Computing and Simulink Modeling. 2.45) in matrix form as shown in (10.49) below.Chapter 10 The DFT and the FFT Algorithm WN = e WN WN WN N⁄2 N j2 π – -------- N N j2 π N – -------- ---- N 2 j2 π N – -------- ---- N 4 j2 π 3N – -------- ------ N 4 j2 π – -------- kN N = e = e = e – j2 π = 1 = –1 = –j = j = 1 k = 0. WN = W1 ⋅ W2 ⋅ … ⋅ WL (10. 1.48) WN = e WN kN + r kN – j2k π = e = e j2 π – -------- ( kN + r ) N j2 π – -------- k 2N = j2 π j2 π – -------- kN – -------- r N N e e k⁄2 k W 2N = e j2 π k – -------- - N 2 = WN We rewrite the array of (10. that is. … = 1 ⋅ WN = WN r r = e = e = e –j π N⁄4 –j π ⁄ 2 3N ⁄ 4 = e = e – j3 π ⁄ 2 (10. where the matrix W N in (10. L Each row of the matrices on the right side of (10. Fourth Edition Copyright © Orchard Publications . Then. is based on matrix decomposition methods. X [0] 0 1 2 WN WN WN X [1] 4 = W0 W2 X [2] WN N N … … … … X [N – 1] 0 N–1 2(N – 1) WN WN WN WN 0 WN 0 WN 0 … WN 0 … WN … WN … N–1 2(N – 1) … (N – 1) 2 … WN x [0] x [1] ⋅ x [2] … x [N – 1] (10.49) This is a complex Vandermonde matrix and it is expressed in a more compact form as X [ m ] = WN ⋅ x [ n ] (10. unity and W N .50) is factored into L smaller matrices.51) contains only two non-zero terms.51) where L is chosen as L = log 2 N or N = 2 .

and so on. This is because there are only two non−zero elements on a given row.3 DFT and FFT Computations DFT N 8 16 32 64 128 256 512 1024 2048 N 2 FFT N log 2N 24 64 160 384 896 2048 4608 10240 22528 FFT/DFT % 37. since W N = 1 . and other reductions.6 9.4 5. However. then on [ W L – 2 ] . we construct Table 10.5 64 256 1024 4096 16384 65536 262144 1048576 4194304 A plethora of FFT algorithms has been developed and published. Fourth Edition Copyright © Orchard Publications 10−19 .1 1.5 25 15. This new vector is then operated on by the [ W L – 1 ] matrix. They are divided into two main categories: Category I a. It appears that the entire computation would require NL = N log 2 N complex multiplications. that is. This matrix operates on vector x [ n ] producing a new vector. Decimation in Time b. and one of these elements is unity. it is estimated that only about half of these.52) The FFT computation begins with matrix W L in (10. W N 0 2 N⁄2 = –1 .52). Since there are N components on x [ n ] . Decimation in Frequency Signals and Systems with MATLAB Computing and Simulink Modeling.The Fast Fourier Transform (FFT) X [ m ] = W1 ⋅ W2 ⋅ … ⋅ WL ⋅ x [ n ] (10. there will be N complex additions and N complex multiplications. and also N log 2 N additions for a total of 2N log 2 N arithmetic operations. N log 2 N total arithmetic operations are required by the FFT versus the N computations required by the DFT. and each component of this new vector.8 1 0. Under those assumptions. TABLE 10. is obtained by one multiplication and one addition. until the entire computation is completed.3 to compare the percentage of computations achieved by the use of FFT versus the DFT.5 3.

If the DFT algorithm is developed in terms of the direct DFT of (10. TABLE 10. it is referred to as decimation in frequency.54). it is referred to as decimation in time. In−Place b.53) and (10.53) and n=0 1N–1 –m n X [ m ] WN x [ n ] = --N ∑ (10.54) n=0 We observe that (10. Natural Input−Output (Double−Memory Technique) To define Category I.be re−ordered. They are repeated below for convenience. the sine terms are reversed in sign. we need to refer to the DFT and Inverse DFT definitions. Fourth Edition Copyright © Orchard Publications .4 In-Place and Natural Input−Output algorithms Category II In−Place Description The process where the result of a computation of a new vector is stored in the same memory location as the result of the previous computation Advantages Disadvantages Eliminates the need for The output appears in an intermediate storage unnatural order and must and memory require.4 along with their advantages and disadvantages. and the multiplication by the factor 1 ⁄ N can be done either at the input or output. X [m] = N–1 ∑ x [ n ] WN mn (10. The Category II algorithm schemes are described in the Table 10. ments Requires more internal memory to preserve the natural order Natural Input−Output (Double Memory) The process where the output No re−ordering is appears in same (natural) required order as the input 10−20 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 10 The DFT and the FFT Algorithm Category II a.54) differ only by the factor 1 ⁄ N . In the latter case. and if it is developed in terms of the Inverse DFT of (10. and the replacement of W N with W N .53). the vector –1 WN = e 2π – j ----N is replaced by its complex conjugate –1 WN = 2π j ----e N that is.

…. f even [ n ] which contains the even components. Expanding (10. we will explain how the unnatural order occurs and how it can be re−ordered. 2. and f odd [ n ] which contains the odd components.57) where n=0 2π – j ---------N e ⁄2 n=0 π –j 2 ----. 1. Consider the discrete time sequence f [ n ] .56) and F odd [ m ] = n=0 N⁄2–1 n=0 N⁄2–1 ∑ f odd [ n ] W N ⁄ 2 = mn ∑ f [ 2n + 1 ] W N ⁄ 2 mn (10. their DFTs are. Fourth Edition Copyright © Orchard Publications 10−21 . N = 8 .2 N WN ⁄ 2 = = e = WN 2 (10. it is divisible by 2 .55) for n = 1. respectively. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling. 2. Then. 3. 1.59) + f [ 5 ] WN 5m + f [ 6 ] WN + f [ 7 ] WN 0 Expanding (10. and 3 and recalling that W N = 1 . 7 we obtain F[ m] = ∑ f [ n ] WN n=0 7 mn = f [ 0 ] + f [ 1 ] WN + f [ 2 ] WN + f [ 4 ] WN 4m m 2m + f [ 3 ] WN 6m 3m 7m (10. In other words.58) For an 8 −point DFT.The Fast Fourier Transform (FFT) Now. 2.55) We assume that N is a power of 2 and thus. we choose these as f even [ n ] = f [ 2n ] and f odd [ n ] = f [ 2n + 1 ] for n = 0. … N ⁄ 2 – 1 Each of these subsequences has a length of N ⁄ 2 and thus.56) for n = 0. we can decompose the sequence f [ n ] into two subsequences. F even [ m ] = N⁄2–1 ∑ f even [ n ] W N ⁄ 2 = mn N⁄2–1 ∑ f [ 2n ] W N ⁄ 2 mn (10. its DFT is found from F[m] = N–1 ∑ f [ n ] WN n=0 mn (10.

64) (10.63) for n = 1. and 3 and using W N = 1 . we obtain W N F odd [ m ] = f [ 1 ] W N + f [ 3 ] W N m m 3m + f [ 5 ] WN 5m + f [ 7 ] WN 7m (10. Continuing the process. f [ 6 ] } . and f [ 6 ] } into { f [ 0 ]. (10. 7 . 3. 1. we obtain F odd [ m ] = ∑ f [ 2n + 1 ] WN n=0 3 2 mn = f [ 1 ] WN + f [ 3 ] WN 4m 0 2m + f [ 5 ] WN 4m + f [ 7 ] WN 6m (10. Then.59). f [ 2 ].57) for n = 0.65) (10.60) and (10. 2. 1 .59).61). we observe that F [ m ] = F even [ m ] + W N F odd [ m ] m (10. and N = 8 .66) for n = 0. we obtain F even1 [ m ] = f [ 0 ] + f [ 4 ] W N 4m and F even2 [ m ] = f [ 2 ] + f [ 6 ] W N 4m 10−22 Signals and Systems with MATLAB Computing and Simulink Modeling. f [ 4 ]. f [ 4 ] } and { f [ 2 ].Chapter 10 The DFT and the FFT Algorithm F even [ m ] = ∑ f [ 2n ] WN n=0 0 3 2mn = f [ 0 ] WN + f [ 2 ] WN = f [ 0 ] + f [ 2 ] WN 2m 2m + f [ 4 ] WN 4m 4m + f [ 6 ] WN 6m 6m (10.61) by W N .60) + f [ 4 ] WN + f [ 6 ] WN 0 Expanding also (10.60) and (10.4 N = WN 4 (10. we decompose { f [ 0 ]. Fourth Edition Copyright © Orchard Publications .62). WN = W8 = m 2π – j ----e N = e 2π – j ----8 Multiplying both sides of (10. (10. and using the relation WN ⁄ 4 = e 2π – j ---------N⁄4 =e π –j 2 ----. 2. These are sequences of length N ⁄ 4 = 2 . Denoting their DFTs as F even1 [ m ] and F even2 [ m ] .62) and from (10.61) = f [ 1 ] + f [ 3 ] WN 2m + f [ 5 ] WN + f [ 7 ] WN 6m The vector W N is the same in (10. ….

The Fast Fourier Transform (FFT) The sequences of (10. 3. Of course. The subscript N in W has been omitted for clarity.60).5. this procedure can be extended for any N that is divisible by 2.65) and (10. then. for N = 8 Signals and Systems with MATLAB Computing and Simulink Modeling. 7 is obtained by one multiplication and one addition. where the input is shuffled in accordance with the above procedure. in-place FFT algorithm.66) cannot be decomposed further. …. 2. in−place FFT algorithm for N = 8 .66) into (10.65) and (10. for n = 1. Substitution of (10. …. Figure 10. They justify the statement made earlier. 2. F odd [ m ] can be decomposed into DFTs of length 2. F [ m ] can be computed from F ( m ) = F even ( m ) + W N F odd ( m ) m = 0. yields F even [ m ] = F even1 [ m ] + W N 2m F even2 [ m ] (10. Fourth Edition Copyright © Orchard Publications 10−23 . that each computation produces a vector where each component of this vector. Signal flow graph of a decimation in time.5 shows the signal flow graph of a decimation in time. 7 m (10. This is often referred to as a butterfly operation.67) Likewise. Column 0 (x[n]) Column 1 (N /4 ) Row 0 Column 2 (N / 2) Column 3 (N) X[m] x[0] x[4] x[2 ] x[6] x[1] x[5 ] x[3] x[7] W0 W0 W0 X[0] X[1] X[2] X[3] X[4] X[5] X[6] X[7] Row 1 W4 W2 W1 Row 2 W0 W4 W2 Row 3 W4 W6 W3 Row 4 W0 W0 W4 Row 5 W4 W2 W5 Row 6 W0 W4 W6 Row 7 W4 W6 W7 Figure 10. 1.68) for N = 8 .

N ⁄ 2 . are shown in Table 10. C – 1 ] Solid line m m (10. Then.69) with the signal flow graph of Figure 10.5. Using (10.Chapter 10 The DFT and the FFT Algorithm In the signal flow graph of Figure 10. the output of the node associated with row R and column C . the input x [ n ] appears in Column 0 .69) we obtain: 10−24 Signals and Systems with MATLAB Computing and Simulink Modeling. and N −point FFTs are in Columns 1 . Fourth Edition Copyright © Orchard Publications + W Y [ Rj .69) is indicated on the signal flow graph. In simplified form. . 0 ≤ C ≤ 3 . C ] = Y [ Ri .69) with the following example. C – 1 ] Dash line where 0 ≤ R ≤ 7 . 2 .5. and 3 respectively.5 Using (10. indicated as Y ( R. The N ⁄ 4 . C ) . and the exponent m in W The binary input words and the bit−reversed words applicable to the this signal flow graph.5. is found from Y [ R. Example 10.5 n 0 1 2 3 4 5 6 7 Binary Word 000 001 010 011 100 101 110 111 Reversed-Bit Word 000 100 010 110 001 101 011 111 Input Order x[0] x[4] x[2] x[6] x[1] x[5] x[3] x[7] We will illustrate the use of (10. verify that the result is the same as that obtained by direct application of the DFT.5 Binary words for the signal flow graph of Figure 10. j Solution: The N ⁄ 4 −point FFT appears in Column 1. TABLE 10. compute the spectral component X [ 3 ] in terms of the inputs x [ i ] and vectors W .

1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 0 ] Y [ 6. 3 ] = Y [ 1. Fourth Edition Copyright © Orchard Publications 10−25 . 2 ] Y [ 4. 2 ] + W Y [ 6. where Y [ 0. 2 ] Y [ 5. 2 ] Y [ 1. 1 ] Y [ 2. 0 ] + W Y [ 1. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 3 ] = Y [ 2. 1 ] + W Y [ 2. 0 ] Y [ 1. 2 ] + W Y [ 7. 2 ] + W Y [ 5. 1 ] + W Y [ 6. 2 ] = Y [ 4.71) The N −point FFT appears at the outputs of Column 3. 2 ] Y [ 3. 1 ] + W Y [ 3. 0 ] + W Y [ 5. 1 ] Y [ 4. 2 ] + W Y [ 6. 2 ] 7 6 5 4 3 2 1 0 (10. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6. 2 ] = Y [ 4. 2 ] = Y [ 1. 2 ] + W Y [ 7. 2 ] Y [ 7. 0 ] + W Y [ 7. 2 ] Y[ 6. 3 ] = Y [ 2. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 1 ] + W Y [ 6. 0 ] Y [ 7. 1 ] Y [ 7. 0 ] + W Y [ 5. 1 ] + W Y [ 2. 2 ] Y [ 2.72) Signals and Systems with MATLAB Computing and Simulink Modeling. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 0 ] Y [ 2. 0 ] + W Y [ 3. 1 ] + W Y [ 3. 0 ] + W Y [ 1. 1 ] 6 4 2 0 6 4 2 0 (10. 3 ] = Y [ 3. 2 ] + W Y [ 4. 1 ] Y [ 6. 1 ] Y [ 5. 0 ] Y [ 3. 1 ] Y [ 1. 3 ] = Y [ 1.The Fast Fourier Transform (FFT) Y [ 0. 2 ] + W Y [ 5.69) we obtain: Y [ 0. 2 ] = Y [ 5. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6. 1 ] Y [ 3. 0 ] + W Y [ 7. Using (10. 0 ] Y [ 5. 3 ] = Y [ 0.70) The N ⁄ 2 −point FFT appears in Column 2. 0 ] 0 4 0 0 4 4 0 0 4 4 0 0 4 4 0 0 (10. 2 ] = Y [ 5. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 3 ] = Y [ 0. 3 ] = Y [ 3. 1 ] + W Y[ 7. 2 ] = Y [ 1. 0 ] + W Y [ 3. 2 ] = Y [ 0. 2 ] = Y [ 0. 1 ] + W Y [ 7. 2 ] + W Y [ 4. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 0 ] Y [ 4.

0 ] + W Y [ 1.Chapter 10 The DFT and the FFT Algorithm With the equations of (10. 0 ] + W Y [ 1. 1 ] Y [ 7. 0 ] = x [ 1 ] Y [ 2. 0 ] = x [ 5 ] Y [ 3.75) Also.73) (10. 0 ] + W Y [ 5. we express (10. 0 ] + W Y [ 3. 3 ] = Y [ 3. 0 ] + W Y [ 6. 0 ] + W Y [ 7. we observe that Y [ 0.5.74) (10.72). 1 ] + W Y [ 7. and (10. 0 ] + W Y [ 7. from (10. (10. 0 ] (10. 0 ] + W Y [ 2. 0 ] } + W { ( Y [ 4. 0 ] + W Y [ 4. 0 ] + W Y [ 2. 2 ] + W Y [ 7. 0 ] + W Y [ 5. 0 ] + W { Y [ 2. 0 ] = x [ 2 ] Y[ 6. with reference to the signal flow chart of Figure 10. 0 ] = x [ 3 ] Y[ 7. from (10. 0 ] + W 13 Y [ 7. 1 ] + W Y [ 3. 0 ] 3 7 9 13 4 6 10 3 4 6 4 4 6 4 6 3 6 3 Rearranging in ascending powers of W . 0 ] + W Y [ 1 .71). Fourth Edition Copyright © Orchard Publications . 0 ] + W Y [ 5. 0 ] = x [ 6 ] Y [ 4. 0 ] + W Y [ 1. 3 ] = Y [ 3. 1 ] } = Y [ 0. 0 ] ) } = Y [ 0. 0 ] ) + W ( Y [ 6. 1 ] = Y [ 2. 0 ] + W Y [ 4.70). 1 ] = Y [ 6. 0 ] = x [ 7 ] and Therefore. 1 ] Y [ 1. we can determine any of the 8 spectral components. we obtain Y [ 3. 0 ] = x [ 0 ] Y [ 1.77) From the signal flow graph of Figure 10. 2 ] + W Y [ 7.72). 0 ] Y [ 7. 0 ] + W Y [ 3 . 1 ] + W Y [ 3 . 0 ] Y [ 3. 1 ] + W Y [ 7. 3 ] = X [ 3 ] 10−26 Signals and Systems with MATLAB Computing and Simulink Modeling.5 and the fourth of the equations in (10. X [ 3 ] = Y [ 3. 2 ] = Y [ 1. 3 ] = Y [ 0.71) and Finally. Our example calls for X [ 3 ] . we obtain Y [ 3. 1 ] = Y [ 4. 0 ] + W Y [ 6. 0 ] + W Y [ 7 . 1 ] + W { Y [ 5. 1 ] = Y [ 0. 2 ] = Y [ 5. 0 ] Y [ 5. 2 ] 3 (10.77) as Y [ 3. 0 ] + W 7 9 10 3 4 6 Y [ 3.73). 0 ] 4 4 4 4 6 6 (10.70) Y [ 3. 2 ] = Y [ 1. then. 0 ] + W Y [ 3.76) and making these substitutions into (10. 0 ] + W Y [ 5 . 0 ] = x [ 4 ] Y [ 5.

78).17). and decimation in frequency algorithms. 2.The Fast Fourier Transform (FFT) X [3] = x [0] + x [1]W + x [4]W + x [2]W + x [5]W + x [3]W + x [6]W 3 6 7 9 10 3 4 6 13 + x [7]W 9 = x [0] + x [1]W + x [2]W + x [3]W + x [4]W + x [5]W + x [6]W 4 7 10 (10. 7 W 18 =W 10 and W 21 = W 13 and by substitution into (10. we obtain kN = 8 . Others are natural input. W kN + r = W Now.79) and from (10. W 12 = W . These combinations occur in both decimation in time. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 10−27 . or natural input.78) 13 + x [7]W We will verify that this expression is correct by the use of the direct DFT of (10. with N = 8 . shuffled output. natural output. natural output algorithm. X [ 3 ] = x [ 0 ] + x [ 1]W + x [ 2 ]W + x [ 3]W + x [ 4]W + x [ 5 ]W + x [ 6]W 4 7 10 3 6 9 13 + x [7]W (10.5. and k = 1 . …. represents a shuffled input. 7 . The signal flow graph of Figure 10. we obtain X [ 3 ] = x [ 0 ] + x [ 1]W + x [ 2 ]W + x [ 3]W + x [ 4 ]W 12 3 9 + x [5 ]W 15 + x [ 6 ]W r 18 + x [ 7 ]W 21 (10. 1. X[m] = N–1 ∑ x ( n ) WN n=0 6 mn For m = 3 and n = 0.48).80) is the same as (10.79). Then. 4 W 15 =W .80) We observe that (10. that is.

…. 2. and the ifft(x) function to compute the Inverse DFT. • The N −point Inverse DFT is defined as j2 π 1 N–1 X [m]e x [ n ] = --N ∑ mn ------N m=0 for n = 0. 1. • The term e –( j2 π ) ⁄ N is a rotating vector. that is. 1. and m = 0. N – 1 .7 Summary • The N −point DFT is defined as X[m] = N–1 mn – j2 π ------N ∑ x[ n ]e n=0 where N represents the number of points that are equally spaced in the interval 0 to 2 π on the unit circle of the z -plane. the DFT pair is normally denoted as 10−28 Signals and Systems with MATLAB Computing and Simulink Modeling. N – 1 . 1. 1.Chapter 10 The DFT and the FFT Algorithm 10. …. WN = e π – j2 -------N and consequently WN = e –1 j2 π -------N Accordingly. …. 2. 2. Fourth Edition Copyright © Orchard Publications . • In general. and it is expressed as X [ m ] = Re { X [ m ] } + Im { X [ m ] } The real part Re { X [ m ] } can be computed from Re { X [ m ] } = x [ 0 ] + N–1 n=1 ∑ x [ n ] cos -------------N 2 π mn for m = 0. where the range 0 ≤ θ ≤ 2 π is divided into 360 ⁄ N equal segments and it is denoted as represent it as W N . 2. N – 1 and the imaginary part from Im { X [ m ] } = – N–1 n=1 ∑ x [ n ] sin -------------N 2 π mn for m = 0. …. N – 1 • We can use the fft(x) function to compute the DFT. the discrete frequency transform X [ m ] is complex.

Fourth Edition Copyright © Orchard Publications 10−29 . • The linearity property of the DFT states that ax 1 [ n ] + bx 2 [ n ] + … ⇔ aX 1 [ m ] + bX 2 [ m ] + … • The time shift property of the DFT states that x [ n – k ] ⇔ WN X [ m ] • The frequency shift property of the DFT states that WN –k m km x [ n ] ⇔ X [ m –k ] • The time convolution property of the DFT states that x [ n ]∗ h [ n ] ⇔ X [ m ] ⋅ H [ m ] • The frequency convolution property of the DFT states that 1 x [ n ] ⋅ y [ n ] ⇔ --N N–1 ∑ X[k]Y[m – k]= 1 --. only N ⁄ 2 of the frequency components of X [ m ] are unique.Summary X[m] = N–1 ∑ x ( n ) WN mn and n=0 1N–1 –m n X ( m ) WN x [ n ] = --N ∑ n=0 • The correspondence between x [ n ] and X [ m ] is denoted as x [n] ⇔ X [m] • If x [ n ] is an N −point real discrete time function.2.X [ m ]∗ Y [ m ] N k=0 Signals and Systems with MATLAB Computing and Simulink Modeling. in accordance with the relations Even Time Function Odd Time Function Even Frequency Function Odd Frequency Function f[ N – n] = f [n] f [ N – n ] = –f [ n ] F[ N – m] = F[ m ] F [ N – m ] = –F [ m ] • The even and odd properties of the DFT are similar to those of the continuous Fourier trans- form and are listed in Table 10. • The discrete time and frequency functions are defined as even or odd.

the spectral components of the • If a discrete time signal has an infinite length. which in turn changes the location of the spectral lines. if the sampling frequency if equal to or greater than 2W . • The Category II FFT algorithms are classified either as in-place or natural input−output. by multiplying it by a window function. to ensure that the highest frequency allowed into the system. the sequence will be terminated abruptly producing the effect of leakage lines and goes undetected. will be equal or less the sampling rate so that the signal can be recovered. we can terminate the signal at a desired finite number of terms. and decimation in frequency algorithms. then f ( t ) can be completely recovered from its sampled values. often called pre-sam- pling filter. whereas decimation in frequency implies that the DFT is developed in terms of the Inverse DFT. Natural input−output refers to the process where the output appears in same (natural) order as the input. FFT algorithm. thereby changing the period. and in others the input is natural and the output is shuffled. • If in a discrete time signal some significant frequency component that lies between two spectral • The number of operations required to compute the DFT can be significantly reduced by the • The Category I FFT algorithms are classified either as decimation it time or decimation in fre- quency. • The FFT algorithms are usually shown in a signal flow graph. states that if a continuous time function f ( t ) is band-limited with its highest frequency component less than W . we must choose a suitable window function. otherwise. Decimation in time implies that DFT algorithm is developed in terms of the direct DFT. This effect can be alleviated by adding zeros at the end of the discrete signal. In- place refers to the process where the result of a computation of a new vector is stored in the same memory location as the result of the previous computation. and it is denoted as f n . • A typical digital signal processing system contains a low-pass analog filter. However. • If a signal is not band-limited. In some signal flow graphs the 10−30 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . These combinations occur in both decimation in time.Chapter 10 The DFT and the FFT Algorithm • The sampling theorem. also known as Shannon’s Sampling Theorem. the picket-fence effect is produced. input is shuffled and the output is natural. signal will overlap each another and this condition is called aliasing. or if the sampling rate is too low. The highest frequency allowed by the presampling filter is referred to as the Nyquist frequency.

compute the frequency component X [ 3 ] .8 Exercises 1. The first is Y dash ( R. C – 1 ) ] m Signals and Systems with MATLAB Computing and Simulink Modeling. C ) = W [ Y sol ( R i . x[0] x[1] x[2] x[3] x[4] x[5] x[6] x[7] W0 W0 W0 W0 W4 W4 W4 W4 W0 W0 W4 W4 W2 W2 W6 W6 W0 W4 W2 W6 W1 W5 W3 W7 X[0] X[4] X[2] X[6] X[1] X[5] X[3] X[7] 5. Verify that this is the same as that found in Example 10. natural input. shuffled output type FFT algorithm.Exercises 10. x [ 2 ] = x [ 3 ] = – 1 2. shuffled−output type FFT algorithm.69). The second equation is Y sol ( R.⇔ -a. The signal flow below is a decimation in time. A square waveform is represented by the discrete time sequence x [ 0 ] = x [ 1 ] = x [ 2 ] = x [ 3 ] = 1 and x [ 4 ] = x [ 5 ] = x [ 6 ] = x [ 7 ] = – 1 Use MATLAB to compute and plot the magnitude X [ m ] of this sequence. x [ n ] sin 2 N 1 j2 4. The signal flow graph below is a decimation in frequency. C – 1 ) and it is used with the nodes where two dashed lines terminate on them.⇔ ---b. natural−input. Compute the DFT of the sequence x [ 0 ] = x [ 1 ] = 1 . There are two equations that relate successive columns. C ) = Y dash ( R i . Using this graph and relation (10. x [ n ] cos 2 N 1 2 π kn -{X [m – k] + X [m + k]} -----------. Fourth Edition Copyright © Orchard Publications 10−31 . Prove that π kn -{X [m – k] + X [m + k]} -----------. 3. C – 1 ) – Y sol ( R j . C – 1 ) + Y dash ( R j .5.

Then. x[0] x[1] x[2] x[3] x[4] x[5] x[6] x[7] X[0] − W0 −W 0 X[4] X[2] X[6] X[1] 2 0 − W −W −W −W −W −W 0 1 2 3 0 − W X[5] X[3] X[7] −W0 2 0 − W −W 6. Using this graph and the above equations. and the minus (−) sign below serves as a reminder that the bracketed term of the second equation involves a subtraction. compute the frequency component X [ 3 ] . use the ifft function to verify that the inverse transformation produces the rectangular pulse.Chapter 10 The DFT and the FFT Algorithm and it is used with the nodes where two solid lines terminate on them.5. Then. The number inside the circles denote the power of W N . Plot the Fourier transform of the rectangular pulse shown below. use the ifft function to verify that the inverse transformation produces the rectangular pulse. Verify that this is the same as in Example 10. Plot the Fourier transform of the triangular pulse shown below using the MATLAB fft function. Fourth Edition Copyright © Orchard Publications . f(t) 1 −1 0 t 1 10−32 Signals and Systems with MATLAB Computing and Simulink Modeling. using the MATLAB fft function. f(t) 1 −1 0 t 1 7.

– j sin ----.0000i Signals and Systems with MATLAB Computing and Simulink Modeling.2. f [ 2 ] = f [ 3 ] = – 1 .– cos 3 π + j sin 3 π – cos 3 ----. and 3 m = 0: F ( 0 ) = ( 1 ) ⋅ ( e ) + ( 1 ) ⋅ ( e ) + ( –1 ) ⋅ ( e ) + ( –1 ) ⋅ ( e ) = ( 1 ) ⋅ ( 1 ) + ( 1 ) ⋅ ( 1 ) + ( –1 ) ⋅ ( 1 ) + ( –1 ) ⋅ ( 1 ) = 0 m = 1: F(1) = (1) ⋅ (e ) + (1) ⋅ (e 0 ( – j2 π ⁄ 4 ) × 1 ( – j2 π ⁄ 4 ) × 2 ( – j2 π ⁄ 4 ) × 3 0 0 0 0 ) + ( –1 ) ⋅ ( e ) + ( –1 ) ⋅ ( e ) 3π 3π π = 1 + cos π .0000i 0 2. 2.+ j sin ----.Solutions to End−of−Chapter Exercises 10. F[m] = ∑ f ( n ) W4 n=0 3 mn = f [ 0 ] W4 m[0] + f [ 1 ] W4 m[1] + f [ 2 ] W4 m[2] + f [ 3 ] W4 m[3] for m = 0.9 Solutions to End−of−Chapter Exercises 1.– cos π + j sin π – cos -----.0000 + 2. Fm=fft(fn) Fm = 0 2.– j sin -2 2 2 2 = 1 + 0 – j + 1 + 0 – 0 – j = 2 – j2 m = 2: F(2) = (1) ⋅ (e ) + (1) ⋅ (e 0 ( – j2 π ⁄ 4 ) × 2 ) + ( –1 ) ⋅ ( e ( – j2 π ⁄ 4 ) × 4 ) + ( –1 ) ⋅ ( e ( – j2 π ⁄ 4 ) × 6 ) = 1 + cos π – j sin π – cos 2 π + j sin 2 π – cos 3 π + j sin 3 π = 1–1–0–1+0+1+0 = 0 m = 3: F(3) = (1) ⋅ (e ) + (1) ⋅ (e 0 ( – j2 π ⁄ 4 ) × 3 ) + ( –1 ) ⋅ ( e ( – j2 π ⁄ 4 ) × 6 ) + ( –1 ) ⋅ ( e ( – j2 π ⁄ 4 ) × 9 ) 3π 3π π π = 1 + cos ----.+ j sin 3 ----2 2 2 2 = 1 + 0 + j + 1 + 0 – 0 + j = 2 + j2 Check with MATLAB: fn=[1 1 −1 −1].0000 . Then. 1. F[ m] = N–1 ∑ f ( n ) WN mn n=0 where N = 4 and f [ 0 ] = f [ 1 ] = 1 . Fourth Edition Copyright © Orchard Publications 10−33 .

Chapter 10 The DFT and the FFT Algorithm 2. magXm=abs(fft(fn))... magXm(6)).. fprintf('magXm0 = %4. fprintf('magXm7 = %4.00 magXm1 = 5.2f \t'.⇔ ---x [ n ] sin -----------j2 N From the frequency shift property of the DFT WN –k m x [ n ] ⇔ X [ m – k ] (1) Then. x [ 0 ] = x [ 1 ] = x [ 2 ] = x [ 3 ] = 1 and x [ 4 ] = x [ 5 ] = x [ 6 ] = x [ 7 ] = – 1 fn=[1 1 1 1 -1 -1 -1 -1]. fprintf('magXm5 = %4.2f \t'. fprintf('magXm3 = %4. fprintf(' \n').2f \t'.2f \t'. fprintf('magXm1 = %4...2f \t'. magXm(5)). stem(abs(fft(fn))) and we obtain the plot below.00 magXm7 = 5.2f \t'. 3..16 magXm4 = 0. magXm(3)). For this Exercise we use the script fn=[1 1 1 1 −1 −1 −1 −1].16 magXm6 = 0.. magXm(8)) magXm0 = 0. fprintf('magXm2 = %4...23 magXm2 = 0.. W N x [ n ] ⇔ X [ m + k ] (2) km Adding (1) and (2) and multiplying the sum by 1 ⁄ 2 we obtain 10−34 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .00 magXm5 = 2. magXm(2)).⇔ -x [ n ] cos -----------2 N 1 2 π kn -{X [m – k] + X [m + k]} .2f \t'. fprintf('magXm6 = %4. fprintf('\n').. magXm(4)).00 magXm3 = 2.. magXm(1)). 1 2 π kn -{X [m – k] + X [m + k]} . magXm(7)).23 The MATLAB stem command can be used to plot discrete sequence data. fprintf('magXm4 = %4.2f \t'.

2 ) (1) where Y ( 6. x[0] x[1] x[2] x[3] x[4] x[5] x[6] x[7] W0 W0 W0 W0 W4 W4 W4 W4 W0 W0 W4 W4 W2 W2 W6 W6 3 W0 W4 W2 W6 W1 W5 W3 W7 X[0] X[4] X[2] X[6] X[1] X[5] X[3] X[7] F ( 3 ) = X ( 3 ) = Y ( 6. 1 ) 6 Going backwards (to the left) we find that Y ( 4. 2 ) = Y ( 5. 2 ) + W N Y ( 7.⇔ -x [ n ] cos -----------2 N Likewise. 0 ) + W N Y ( 5. 1 ) = Y ( 0. 1 ) + W N Y ( 6. 1 ) 6 and Y ( 7. 1 ) = Y ( 3. 0 ) + W N Y ( 7. 0 ) 4 4 4 4 Signals and Systems with MATLAB Computing and Simulink Modeling.Solutions to End−of−Chapter Exercises j2 π kn ⁄ N – j 2 π kn ⁄ N ( WN + WN ) ( x [ n ] ) ( +e ) e π kn -----------------------------------------------------. Fourth Edition Copyright © Orchard Publications 10−35 . 0 ) + W N Y ( 4. 0 ) Y ( 5.x [ n ] = x [ n ] cos 2 -----------------------------------------------------------------. 0 ) Y ( 7.x [ n ] = x [ n ] sin -----------------------------------------------------------------.= ----------------------------------------------------j2 j2 N –k m km 4. 3 ) = Y ( 6. 0 ) Y ( 6.= 2 N 2 –k m km and thus 1 2 π kn -[X[m – k] + X[m + k]] . subtracting (2) from (1) and multiplying the difference by 1 ⁄ j2 we obtain j2 π kn ⁄ N – j 2 π kn ⁄ N ( WN – WN ) ( x [ n ] ) (e –e ) 2 π kn . 2 ) = Y ( 4. 1 ) = Y ( 2. 1 ) = Y ( 1. 0 ) + W N Y ( 6. 1 ) + W N Y ( 7.

C – 1 ) + Y dash ( R j . 0 ) 7 9 10 13 3 4 6 3 4 6 4 4 6 4 6 3 6 (2) From the DFT definition F ( 3 ) = X ( 3 ) = x ( 0 ) + WN x ( 1 ) + WN x ( 2 ) + WN x ( 3 ) 12 +W N 3 6 9 x(4) + 15 WN x(5) + 18 WN x(6) + 21 WN x( 7) (3) By comparison. that is. 0 ) + W N [ Y ( 2. we see that the first 4 terms of (3) are the same the first. 0 ) + W N Y ( 6. 0 ) +W N Y ( 5. and W 8 = W 8 . 0 ) = x ( 1 ) . The remaining terms in (2) and (3) are also the same since W 8 W 8 = W 8 . Fourth Edition Copyright © Orchard Publications . 0 ) + W N Y ( 1. 0 ) ] } = Y ( 0. 0 ) + W N [ Y ( 3. 0 ) + W N Y ( 5. fourth. Y dash ( R. 0 ) + W N Y ( 6. 1 ) + W N [ Y ( 5. 1 ) + W N Y ( 6. 0 ) + W N Y ( 2. C – 1 ) – Y sol ( R j . Y ( 0. 0 ) + W N Y ( 3. 0 ) = x ( 0 ) . W 8 = W 8 . and sixth terms of (2) since Y ( k. 0 ) = x ( k ) . and so on. 1 ) ] = Y ( 0. 1 ) + W N Y ( 7. 0 ) + W N Y ( 4. 3 ) = Y ( 4. second. C ) = Y dash ( R i . Y ( 1. 0 ) + W N Y ( 7. C ) = W [ Y sol ( R i . 0 ) + W N Y ( 7.Chapter 10 The DFT and the FFT Algorithm and by substitution into (1) F ( 3 ) = X ( 3 ) = Y ( 6. 0 ) ] +W N { Y ( 1. C – 1 ) ] x[0] x[1] x[2] x[3] x[4] x[5] x[6] x[7] m X[0] − W0 −W 0 X[4] X[2] X[6] X[1] 2 0 − W −W −W −W 0 1 0 − W X[5] X[3] X[7] − W2 −W 3 −W0 2 0 − W −W 10−36 Signals and Systems with MATLAB Computing and Simulink Modeling. 0 ) + W N Y ( 4. r 12 4 5. C – 1 ) Y sol ( R. 15 7 18 10 21 13 kN + r = W 8 and thus W 8 = W 8 .

3 ] = W N [ Y ( 6. 0 ) – Y ( 7. 2 ] = Y ( 4. 3 ) = Y ( 6. 1 ) – Y ( 2. 0 ) ] Column 2 (C=2): Y ( 0. 2 ) (4) 0 0 0 0 (3) Signals and Systems with MATLAB Computing and Simulink Modeling. 2 ] = Y ( 5. 0 ) Y ( 3. 1 ) – Y ( 7. 0 ) ] Y [ 7. 0 ) ] (1) 0 1 2 3 Y [ 5. 2 ) + Y ( 5.Solutions to End−of−Chapter Exercises We are asked to compute F ( 3 ) only. 2 ) + Y ( 7. 2 ) – Y ( 5. 1 ) ] 2 0 2 0 (2) Column 3 (C=3): Y ( 0. 2 ) Y [ 7 . 0 ) + Y ( 6. 2 ) ] Y [ 4. 1 ] = W N [ Y ( 2. 0 ) – Y ( 5. 0 ) – Y ( 4. 1 ) – Y ( 3. 0 ) Y [ 4. 2 ) Y ( 3 . 2 ) = W N [ Y ( 1. 3 ) = W N [ Y ( 0. 0 ) ] Y [ 6. 2 ) ] F ( 3 ) = X ( 3 ) = Y ( 6. 2 ) ] Y ( 2. 1 ) ] Y [ 4. 2 ) – Y ( 3. Fourth Edition Copyright © Orchard Publications 10−37 . 1 ) = Y ( 2. 1 ) + Y ( 3. 2 ) + Y ( 1. 0 ) + Y ( 7. 2 ] = W N [ Y ( 4. 2 ) – Y ( 1. 1 ) + Y ( 7. 1 ) Y [ 6. 3 ) = W N [ Y ( 2. 2 ) ] Y [ 6. 3 ] = Y ( 4. 1 ] = W N [ Y ( 0. 2 ) + Y ( 7. 3 ] = W N [ Y ( 4. 2 ) = Y ( 0. 1 ) ] Y ( 3. 2 ) = Y ( 1. 2 ) – Y ( 7. 2 ) = W N [ Y ( 0. 0 ) + Y ( 4. 1 ) + Y ( 2. we will derive all equations as we did in Example 10. 1 ) = Y ( 1. 2 ) Y ( 1 . However. 1 ) ] Y [ 7. 3 ) = Y ( 0. 1 ] = W N [ Y ( 3. 0 ) + Y ( 5. 2 ] = W N [ Y ( 5. Column 1 (C=1): Y ( 0. 2 ) + Y ( 3. 1 ] = W N [ Y ( 1. 0 ) – Y ( 6. 3 ] = Y ( 6. 0 ) Y ( 1. 3 ) = Y ( 2.5. 1 ) – Y ( 6. 1 ) + Y ( 6. 1 ) Y ( 1. 1 ) Y [ 5. 1 ) = Y ( 0. 1 ) = Y ( 3. 0 ) Y ( 2. 2 ) Y [ 5 . 1 ) Y ( 2.

1 ) – Y ( 7. W 8 = – W 8 .. 1 ) – Y ( 6.0. 1 ) ] 2 From (1) Y [ 4. 0 ) – W N Y ( 3. 0 ) ] Y [ 5. 0 ) = x ( k ) . 2 ) = W N [ Y ( 5. W 8 = W 8 .1.0.100) linspace(1. The rectangular pulse is produced with the MATLAB script below. 1 ] = W N [ Y ( 2..ifft(fft(y))) 10−38 Signals and Systems with MATLAB Computing and Simulink Modeling. plot(x. 0) + 5 W N Y ( 7.100) linspace(0. 0 ) – Y ( 6. we see that n 3 18 2 21 5 W 8 = – W 8 . 0 ) ] Y [ 7. F ( 3 ) = X ( 3 ) = x ( 0 ) + WN x ( 1 ) + WN x ( 2 ) + WN x ( 3 ) +W N x ( 4 ) + W N x ( 5 ) + W N x ( 6 ) + W N x ( 7 ) 12 15 18 21 3 6 9 (6) Since Y ( k. 0 ) + W N Y ( 1. 0 ) ] 3 2 1 0 and by substitution into (4) F ( 3 ) = X ( 3 ) = W N Y ( 0. (5) and (6) are the same. 0 ) – W N Y ( 2. Therefore. W 8 6 2 9 5 8i + n 12 = W 8 and W 8 n 0 15 n±4 = – W 8 (see proof below). Fourth Edition Copyright © Orchard Publications .100)]. Proof that W 8 n±4 = –W8 : n W8 n±4 = W8 ⋅ W8 = W8 ⋅ e n ±4 n – j2 π ⁄ 8 ⋅ ( ± 4 ) n n = W 8 ⋅ ( cos π − + sin π ) = – W 8 6. 0 ) – Y ( 5. 0 ) – Y ( 7.Chapter 10 The DFT and the FFT Algorithm where Y ( 6. 0 ) 0 – W N Y ( 4. 0 ) – Y ( 4.−1. 0) (5) From Exercise 4. and W 8 = W N . 0 3 2 5 0) + 2 W N Y ( 6.100) linspace(1. 1 ] = W N [ Y ( 3.2. 3 0 ) – W N Y ( 5. 1 ) ] 0 and Y ( 7.. W 8 = – W 8 . 2 ) = W N [ Y ( 4. x=[linspace(−2. y=[linspace(0.100)].y) and the FFT is produced with plot(x. 1 ] = W N [ Y ( 1. W 8 = – W 8 . fft(y)) The Inverse FFT is produced with plot(x. 1 ] = W N [ Y ( 0.100) linspace(−1. 0 ) ] Y [ 6.1.

Fourth Edition Copyright © Orchard Publications 10−39 . and the Inverse FFT are shown below.5 1 1.ifft(fft(y))) Signals and Systems with MATLAB Computing and Simulink Modeling.8 0.2 0 -0.1. fft(y)) The Inverse FFT is produced with plot(x.50)].6 0.5 0 1 -1 0 1 2 0 0.1.0.2 -2 -1.Solutions to End−of−Chapter Exercises The original rectangular pulse. The triangular pulse is produced with the MATLAB script below.4 0.5 -1 -0.50) linspace(1.2 1 0. plot(x.100). x=linspace(−1. its FFT. y=[linspace(0.y) and the FFT is produced with plot(x. 1 -1 100 50 0 -50 -100 -2 1.5 2 7.

its FFT. Fourth Edition Copyright © Orchard Publications . and the Inverse FFT are shown below.Chapter 10 The DFT and the FFT Algorithm The original triangular pulse. 1 0 -1 0 1 50 40 30 20 10 0 -10 -20 -30 -1 0 1 1 0 -1 0 1 10−40 Signals and Systems with MATLAB Computing and Simulink Modeling.

They are classified as low−pass. A digital filter. band−pass and band−elimination (stop−band). transfer functions.1. is the all−pass or phase shift filter. V out ---------V in V out ---------V in PASS BAND STOP (CUTOFF) BAND 1 1 STOP BAND PASS BAND Ideal low−pass filter ωC ω ωC Ideal high−pass filter ω V out ---------V in 1 STOP BAND PASS BAND STOP BAND V out ---------V in 1 PASS BAND STOP BAND PASS BAND ω1 ω2 ω ω1 ω2 ω Ideal band−pass Filter Ideal band−elimination filter Figure 11. The ideal magnitude characteristics of each are shown in Figure 11. 11. The magnitude characteristics of Butterworth and Chebychev filters and conversion of analog to equivalent digital filters using the bilinear transformation is presented.Chapter 11 Analog and Digital Filters T his chapter is an introduction to analog and digital filters. Page 11−94. in general.1. less frequently mentioned filter. Magnitude characteristics of the types of filters Another. Signals and Systems with MATLAB Computing and Simulink Modeling. is a computational process. Please refer to Exercise 4. high−pass. Fourth Edition Copyright © Orchard Publications 11−1 . or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. It begins with the basic analog filters. and frequency response. It has a constant magnitude response but is phase varies with frequency. The ideal characteristics are not physically realizable. we will see that practical filters can be designed to approximate these characteristics. at the end of this chapter.1 Filter Types and Classifications Analog filters are defined over a continuous range of frequencies. It concludes with design examples using MATLAB® and Simulink® when applicable.

2. operational amplifiers with resistors and capacitors connected to them externally.V in R + 1 ⁄ jωC or V out –1 1 1 1 . Analog filter functions have been used extensively as prototype models for designing digital filters and. 11. Basic low−pass RC network Application of the voltage division expression yields 1 ⁄ jωC V out = --------------------------. Fourth Edition Copyright © Orchard Publications .2. etc.. We will derive expressions for its magnitude and phase.∠– tan ( ω RC ) (11.1 RC Low−Pass Filter The RC network shown in Figure 11. we will present them first.2. generally. high−pass.2) and the phase angle. is a low−pass. also known as the argument. estimation. of course.1 through 11. like an analog filter. passive or active. a digital filter can perform functions as differentiation. 11.= ------------------------------------------------------------------------= ----------------------G ( j ω ) = ---------. We can find out whether a filter.= -------------------------------2 2 2 1 + j ω RC V in –1 2 2 2 1+ω R C ( 1 + ω R C ) ∠ tan ( ω RC ) The magnitude of (11. integration.2.Chapter 11 Analog and Digital Filters Accordingly. capacitors and inductors. Active filters are.2 is a basic analog low−pass filter. therefore. R + V in − C + − V out Figure 11. from its the frequency response that can be obtained from its transfer function. = – tan ( ω RC ) V in (11.1) is V out 1 G ( j ω ) = ---------= -------------------------------2 2 2 V in 1+ω R C (11. and. is V out –1 θ = arg { G ( j ω ) } = arg ---------. it can filter out unwanted bands of frequency.1) . Passive filters consist of passive devices such as resistors.2 Basic Analog Filters An analog filter can also be classified as passive or active.4 below. The procedure is illustrated in Subsections 11.3) 11−2 Signals and Systems with MATLAB Computing and Simulink Modeling.

5 0.02:10.. semilogx(w. xlabel('Frequency in rad/sec − log scale'). we let RC = 1 . θ = – atan 1 = – 45 ° For ω = – 1 ⁄ RC . and ω → ∞ . θ ≅ – atan 0 ≅ 0 ° For ω = 1 ⁄ RC .3 where. G ( j ω ) = 1 ⁄ 2 = 0. Magnitude characteristics of the basic RC low−pass filter with RC = 1 We can also obtain a quick sketch for the phase angle.Basic Analog Filters We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11.. Fourth Edition Copyright © Orchard Publications 11−3 . title('Magnitude Characteristics of basic RC low−pass filter')./sqrt(1+w. magGjw=1. grid Magnitude Characteristics of basic RC low-pass filter 1 0. as ω → 0 . Thus. w=0:0. This is shown in Figure 11. i.log scale -1 0 10 1 Figure 11.magGjw).9 Magnitude of Vout/Vin 0..6 0.. As ω → 0 .3. RC=1.3) at ω = 0 ..7 0. Thus.2) at ω = 0 . ω = 1 ⁄ RC . ylabel('Magnitude of Vout/Vin'). θ = arg { G ( j ω ) } versus ω by evaluating (11. G(jω) ≅ 0 We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω . ω → – ∞ and ω → ∞ . ω = – 1 ⁄ RC .707 and as ω → ∞ .. ω = 1 ⁄ RC .e. θ = – atan ( – 1 ) = 45 ° Signals and Systems with MATLAB Computing and Simulink Modeling. G(jω) ≅ 1 for ω = 1 ⁄ RC .*RC). for convenience..8 0.4 Half-power point 10 -2 10 10 Frequency in rad/sec .

w=0:0.02:10. Basic high−pass RC network Application of the voltage division expression yields R -V V out = --------------------------R + 1 ⁄ j ω C in or 11−4 Signals and Systems with MATLAB Computing and Simulink Modeling.degrees -20 -30 -40 -50 -60 -70 -80 -90 -2 10 -1 0 1 10 10 Frequency in rad/sec ..*RC).*180.5 is a basic analog high−pass filter.2 RC High−Pass Filter The RC network shown in Figure 11./pi. ylabel('Phase of Vout/Vin − degrees').2. grid Phase Characteristics of basic RC low-pass filter 0 -10 Phase of Vout/Vin .log scale 10 Figure 11.4. Fourth Edition Copyright © Orchard Publications . title('Phase Characteristics of basic RC low−pass filter'). θ = – atan ( – ∞ ) = 90 ° and as ω → ∞ .. + V in − C R + − V out Figure 11. θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB script below to plot the phase angle θ versus radian frequency ω .5.Chapter 11 Analog and Digital Filters As ω → – ∞ . semilogx(w.4 where. RC=1. This is shown in Figure 11. we let RC = 1 .. phaseGjw=−atan(w.. Phase characteristics of the basic RC low−pass filter with RC = 1 11. for convenience.. We will derive expressions for its magnitude and phase.. xlabel('Frequency in rad/sec − log scale').phaseGjw).

As ω → 0 . Thus.6 where.707 G(jω) ≅ 1 We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω . for convenience. and as ω → ∞ .= j ω RC + ω R C ω RC ( j + ω RC ) G ( j ω ) = ---------= -------------------------------------------------------------.5) and the phase angle or argument. we let RC = 1 .Basic Analog Filters 2 2 2 V out j ω RC .8 Magnitude of Vout/Vin 0.= -------------------------------------2 2 2 2 2 2 V in 1 + j ω RC 1+ω R C 1+ω R C 1 RC 1 + ω R C ∠ tan ( 1 ⁄ ( ω RC ) ) . Magnitude characteristics of the basic RC high−pass filter with RC = 1 Signals and Systems with MATLAB Computing and Simulink Modeling.= -------------------------------------------= ω 2 2 2 2 2 2 1+ω R C 1 + 1 ⁄ (ω R C ) 2 2 2 –1 (11. G(jω) ≅ 0 G ( j ω ) = 1 ⁄ 2 = 0.log scale 0 1 10 2 Figure 11. ω = 1 ⁄ RC . Fourth Edition Copyright © Orchard Publications 11−5 .5) at ω = 0 .4) is 1 G ( j ω ) = -------------------------------------------2 2 2 1 + 1 ⁄ (ω R C ) (11. is θ = arg { G ( j ω ) } = tan ( 1 ⁄ ( ω RC ) ) –1 (11.6) We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11.4) The magnitude of (11.4 0. Magnitude Characteristics of basic RC high-pass filter 1 Half−power point 0.6 0. This is shown in Figure 11. For ω = 1 ⁄ RC .2 0 -2 10 10 -1 10 10 Frequency in rad/sec . and ω → ∞ .∠ tan –1( 1 ⁄ ( ω RC ) ) --------------------------------------------------------------------------------------------.6.

.e.. semilogx(w.Chapter 11 Analog and Digital Filters w=0:0.degrees 70 60 50 40 30 20 10 0 -2 10 -1 0 1 10 10 Frequency in rad/sec .. θ ≅ – atan 0 ≅ 0 ° For ω = 1 ⁄ RC ./(w. θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB script below to plot the phase angle θ versus radian frequency ω . grid We can also obtain a quick sketch for the phase angle..02:100. i.log scale 10 Figure 11. This is shown in Figure 11. grid Phase Characteristics of basic RC high-pass filter 90 80 Phase of Vout/Vin . magGjw=1.*180.*RC)). ylabel('Phase of Vout/Vin − degrees'). ω = 1 ⁄ RC ..magGjw)./pi. we let RC = 1 . ω = – 1 ⁄ RC . semilogx(w./sqrt(1+1. title('Phase Characteristics of basic RC high−pass filter')... xlabel('Frequency in rad/sec − log scale'). θ = – atan ( – ∞ ) = 90 ° and as ω → ∞ . for convenience. RC=1. Thus. w=0:0. RC=1.7 where.phaseGjw). phaseGjw=atan(1.*RC).7.. ω → – ∞ . ylabel('Magnitude of Vout/Vin').02:10. and ω → ∞ . θ = – atan ( – 1 ) = 45 ° As ω → – ∞ .. xlabel('Frequency in rad/sec − log scale'). by evaluating (11. θ = arg { G ( j ω ) } versus ω . θ = – atan 1 = – 45 ° For ω = – 1 ⁄ RC ./(w. As ω → 0 . title('Magnitude Characteristics of basic RC high−pass filter')..^2).. Phase characteristics of an RC high−pass filter with RC = 1 11−6 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications ...6) at ω = 0 .

.9 where. semilogx(w. ylabel('Phase of Vout/Vin − degrees'). phaseGjw=angle(−j. magGjw=abs(−j.9.. grid The plot for the phase of (11. Page 4−22.phaseGjw).*w. To plot the phase of (11../pi.. for convenience. We will make use of the abs(x) and angle(x) MATLAB functions for the magnitude and phase plots.*w−1))./(w..02:100.⋅ V in V out = ------------------------------------------jωL + 1 ⁄ jωC + R and thus V out R j ω RC –j ω ( R ⁄ L ) .. Fourth Edition Copyright © Orchard Publications 11−7 . ylabel('Magnitude of Vout/Vin').^2−j.8).*180.8 is a basic analog band−pass filter. we use the MATLAB script below..2.8.7) There is no need to express relation (11. title('Magnitude Characteristics of basic RLC band−pass filter'). semilogx(w.8) is shown in Figure 11..10..magGjw).*w. grid (11. We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω .. Signals and Systems with MATLAB Computing and Simulink Modeling. Basic band−pass RLC network Application of the voltage division expression yields R . we let R = L = C = 1 . w=0:0. title('Phase Characteristics of basic RLC band−pass filter')./(w. Chapter 4.7) simplifies to: –j ω G ( j ω ) = -------------------------2 ω – jω – 1 w=0:0.8) The plot for the magnitude of (11. xlabel('Frequency in rad/sec − log scale').3 RLC Band−Pass Filter The RLC network shown in Figure 11.* We will derive expressions for its magnitude and phase... xlabel('Frequency in rad/sec − log scale'). * This is the same network as (a) in Exercise 7.Basic Analog Filters 11.^2−j. jωL 1 ⁄ jωC + V in − R + V out − Figure 11.7) in magnitude and phase form.= -----------------------------------------------G ( j ω ) = ---------= ------------------------------------------= ------------------------------------------------------2 2 V in jωL + 1 ⁄ jωC + R – ω L C + 1 + j ω RC ω – j ω ( R ⁄ L ) – 1 ⁄ LC (11.02:100.8) is shown in Figure 11. and thus (11. This is shown in Figure 11.*w−1)).

4 0.11 is a basic analog band−elimination filter.log scale 0 1 10 2 Figure 11.4 RLC Band−Elimination Filter The RLC network shown in Figure 11.9.2. A band−elimination filter is also referred to as a band−stop filter or notch filter. Magnitude characteristics of the basic RLC band−pass filter with R = L = C = 1 Phase Characteristics of basic RLC band-pass filter 100 Phase of Vout/Vin .10. Application of the voltage division expression yields jωL + 1 ⁄ jωC . Phase characteristics of the basic RLC band−pass filter with R = L = C = 1 11.2 0 -2 10 10 -1 10 10 Frequency in rad/sec . Chapter 4.Chapter 11 Analog and Digital Filters Magnitude Characteristics of basic RLC band-pass filter 1 0. 11−8 Signals and Systems with MATLAB Computing and Simulink Modeling.6 0. Page 4−22.degrees 50 0 -50 -100 -2 10 10 -1 10 10 Frequency in rad/sec .log scale 0 1 10 2 Figure 11. Fourth Edition Copyright © Orchard Publications .8 Magnitude of Vout/Vin 0.* We will derive expressions for its magnitude and phase.⋅ V in V out = ------------------------------------------jωL + 1 ⁄ jωC + R * This is the same network as (b) in Exercise 7.

^2−j.9) in magnitude and phase form.log scale 0 1 10 2 Figure 11. we will make use of the abs(x) and angle(x) MATLAB functions for the magnitude and phase plots. As in the previous subsection.02:100. We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω . Fourth Edition Copyright © Orchard Publications 11−9 .8 Magnitude of Vout/Vin 0./(w.= ------------------------------------------------------G ( j ω ) = ---------= ------------------------------------------2 2 jωL + 1 ⁄ jωC + R V in ω – j ω ( R ⁄ L ) – 1 ⁄ LC – ω L C + 1 + j ω RC (11.12. grid 2 (11.10) is shown in Figure 11.6 0.*180.9) There is no need to express relation (11.10) The plot for the magnitude of (11. Magnitude Characteristics of basic RLC band-elimination filter 1 0.11. Magnitude characteristics of the basic RLC band−elimination filter with R = L = C = 1 To plot the phase of (11.12.9) simplifies to: ω –1 G ( j ω ) = -------------------------2 ω – jω – 1 w=0:0. semilogx(w.phaseGjw).10).*w−1)). For convenience. Basic band−elimination RLC network and thus 2 2 V out jωL + 1 ⁄ jωC – ω LC + 1 ω –1 . w=0:0.= -----------------------------------------------. and thus (11.^2−1)./(w.Basic Analog Filters + V in − R + jωL V out − 1 ⁄ jωC Figure 11..^2−j.2 0 -2 10 10 -1 10 10 Frequency in rad/sec .4 0.^2−1).*w−1)). we use the MATLAB script below. Signals and Systems with MATLAB Computing and Simulink Modeling. semilogx(w. we let R = L = C = 1 . magG=abs((w.02:100./pi.. phaseGjw=angle((w..magG).

G ( j ω ) can be considered as G ( s ) evaluated at s = j ω . if the magnitude is A .Chapter 11 Analog and Digital Filters xlabel('Frequency in rad/sec − log scale').3 Low−Pass Analog Filter Prototypes In this section. Chebyshev Type II also known as Inverted Chebyshev. Page 4−15. The first step in the design of an analog low−pass filter is to derive a suitable magnitude−squared function A ( ω ) .11) Since ( j ω )∗ = ( – j ω ) . and thus (11. We will discuss the Butterworth. Phase Characteristics of basic RLC band-elimination filter 100 Phase of Vout/Vin . In the next section we introduce filter prototypes and use these as a basis for filter design.10) is shown in Figure 11.. Thus. Chapter 4.log scale 0 1 10 2 Figure 11.12) Now. then A ( ω ) = G ( j ω ) = G ( j ω ) G∗ ( j ω ) = G ( j ω ) ⋅ G ( – j ω ) 2 (11.degrees 50 0 -50 -100 -2 10 10 -1 10 10 Frequency in rad/sec . title('Phase Characteristics of basic RLC band−elimination filter'). using transformations. 11. Examples of active low−pass filters are presented in Figure 4.11) is justified. and from it derive a G ( s ) function such that 2 A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω (11.13. we can derive high−pass and the other types of filters from a basic low−pass filter. and Cauer also known as elliptic filters.13. Also.. it needs not be enclosed in vertical lines. we will use the analog low−pass filter as a basis. grid The plot for the phase of (11. Chebyshev Type I. 11−10 Signals and Systems with MATLAB Computing and Simulink Modeling.20. the square of the magnitude of a complex number can be expressed as that number and its complex conjugate. since A is understood to represent the magnitude. We will see later that. and at the end of this chapter. Phase characteristics of the basic RLC band−elimination filter with R = L = C = 1 Other passive filter networks are presented as end−of−chapter exercises in Chapter 4.. Fourth Edition Copyright © Orchard Publications . ylabel('Phase of Vout/Vin − degrees').

Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ ------------------------.1 It is given that 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 2 Compute A ( ω ) . positive for all ω . Example 11. and proper rational functions* can satisfy (11.13) where C is the DC gain. 2 2 2 2 2 * It was stated earlier. we can derive G ( s ) 2 from (11. A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω + 17s + 49 = 9s ------------------------------------4 2 s – 4s + 36 s = jω 9 ω – 17 ω + 49 = ------------------------------------4 2 ω + 4 ω + 36 The general form of the magnitude−square function A ( ω ) is 2 C ( bk ω + bk – 1 ω + … + b0 ) 2 A ( ω ) = --------------------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 2k 2k – 2 (11.Low-Pass Analog Filter Prototypes Not all magnitude−squared functions can be decomposed to G ( s ) and G ( – s ) rational functions. Once the magnitude−square function A ( ω ) is known. that is.11). and k is a positive integer denoting the order of the filter. a and b are constant coefficients. 2 Solution: Since 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 2 it follows that and 3s – 5 s + 7 G ( – s ) = ------------------------2 s –4 s + 6 4 2 3s – 5 s + 7 3s + 5s + 7 + 17s + 49 .11) with the substitution ( j ω ) = – ω = s or ω = – s .= 9s ------------------------------------G ( s ) ⋅ G ( – s ) = ---------------------------2 2 4 2 s + 4s + 6 s – 4 s + 6 s – 4s + 36 4 2 4 2 2 2 2 Therefore. that a rational function is said to be proper if the largest power in the denominator is equal to or larger than that of the numerator. only even functions of ω . Fourth Edition Copyright © Orchard Publications 11−11 .

In this case (11.16) The attenuation rate of this approximation is 6k dB ⁄ octave or 20k dB ⁄ decade . we obtain 20log 10 A ( ω ) = 20log 10 B – 20log 10 ω = – 20klog 10 ω + 20log 10 B k (11.= Cons ---------------------k k k ω ω ω (11. Consider two frequencies u 1 and u 2 . we say that these frequencies are separated by one octave. and intercept = B as shown in Figure 11. we say that they are separated by one decade. The procedure of finding the transfer function G ( s ) from the magnitude−square function A ( ω ) . we take the square root of both sides.18) and multiplying by 20.16).13) reduces to b0 2 A ( ω ) = ----------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 (11.19) (11.20) is is an equation of a straight line with slope = – 20k dB ⁄ decade . let us review the definitions of octave and decade. To compute the attenuation rate of (11. the DC gain of the magnitude−square function is unity.2 below. To understand this.Chapter 11 Analog and Digital Filters G ( s ) ⋅ G ( –s ) = A ( ω ) 2 ω = –s 2 2 (11.14.17) If these frequencies are such that ω 2 = 2 ω 1 . Then.18) Taking the common log of both sides of (11.14) In the simplest low−pass filter. b0 ⁄ ak tan t = ----BA ( ω ) = ----------------. is illustrated with the Example 11. and if ω 2 = 10 ω 1 .15) and at high frequencies can be approximated as b0 ⁄ ak 2 A ( ω ) ≈ ------------2k ω (11. 2 11−12 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . and let ω2 u 2 – u 1 = log 10 ω 2 – log 10 ω 1 = log 10 ----ω1 (11.20) or A ( ω ) dB = – 20klog 10 ω + 20log 10 B Relation (11.

* Generally.14).Low-Pass Analog Filter Prototypes 40 B 30 20 10 0 1 10 100 1000 log 10 ω A ( ω ) dB – 20 dB ⁄ decade = – 6 dB ⁄ octave Figure 11. We must also select the gain constant such that G ( 0 ) = A ( 0 ) . and poles at s = ± 2 and s = ± 3 . Let K(s + 1) G ( s ) = -------------------------------(s + 2)(s + 3) 2 (11. The – 20 dB ⁄ decade = – 6 dB ⁄ octave line Example 11.21) derive a suitable transfer function G ( s ) Solution: From relation (11. a system is stable if the impulse response h ( t ) vanishes after a sufficiently long time.23) We must find K such that G ( 0 ) = A ( 0 ) .22) This function has zeros at s = ± j1 .21).14. a system is said to be stable if a finite input produces a finite output. There is no restriction on the zeros but.2 Given the magnitude−square function 2 16 ( – ω + 1 ) A ( ω ) = ----------------------------------------2 2 (ω + 4)(ω + 9) 2 (11. Signals and Systems with MATLAB Computing and Simulink Modeling. From (11. Stability is discussed in Feedback and Control Systems textbooks. Alternately. we select the left−half s −plane poles. G ( s ) G ( –s ) = A ( ω ) 2 ω = –s 2 2 16 ( s + 1 ) = -------------------------------------------2 2 ( –s + 4 ) ( –s + 9 ) 2 (11. Fourth Edition Copyright © Orchard Publications 11−13 . for stability*.

24) for k = 1. 4.4 k=4 0. 11−14 Signals and Systems with MATLAB Computing and Simulink Modeling. and 8 . or By substitution into (11. the response slopes off linearly towards negative infinity. we obtain A(0) = 2 ⁄ 3 G(0) = K ⁄ 6 K⁄6 = 2⁄3 K = 12 ⁄ 3 = 4 (s + 1) G ( s ) = 4 -------------------------------( s + 2 )( s + 3 ) 2 11. Fourth Edition Copyright © Orchard Publications . When viewed on a logarithmic Bode plot.24) 0.15 is a plot of the relation (11.6 0. we will consider the Butterworth low−pass filter* whose magnitude−squared function is 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 (11. 2.23).1 Butterworth Analog Low−Pass Filter Design In this subsection.5 2 2.5 1 1.2 K=8 0 0 0. and ω C is the cutoff ( 3 dB ) frequency.8 k=1 k=2 0.5 Normalized Frequency (ratio of actual to cutoff) 3 Figure 11. Butterworth low−pass filter magnitude characteristics * The frequency response of the Butterworth filter is maximally flat (has no ripples) in the passband.15. and rolls off towards zero in the stopband. 4.3.Chapter 11 Analog and Digital Filters A ( 0 ) = 16 ⁄ 36 = 4 ⁄ 9 2 or From (11.24) where k is a positive integer. and 8 1 Magnitude A (square root of relation (11.23). Figure 11. 2. Butterworth Analog Low-Pass Filter characteristics for k=1. and for G ( 0 ) = A ( 0 ) we must have.

^4+1)).. ± 2.^2+1)). Thus.. 4....Low-Pass Analog Filter Prototypes The plot of Figure 11.. Fourth Edition Copyright © Orchard Publications 11−15 . xlabel('Normalized Frequency (ratio of actual to cutoff)'). … (11..25) Example 11.3 Derive the transfer function G ( s ) for the third order ( k = 3 ) Butterworth low−pass filter with normalized cutoff frequency ω C = 1 rad ⁄ s . we choose the left half−plane poles to form G ( s ) . the poles start at zero radians./(w_w0. and if k = even . 2.Aw2k8). For stability./(w_w0. grid All Butterworth filters have the property that all poles of the transfer functions that describes them. title('Butterworth Analog Low−Pass Filter characteristics for k=1. We can find the nth roots of a the complex number s by DeMoivre’s theorem.24)'). ylabel('Magnitude A (square root of relation (11. This theorem states that n re jθ = n re θ + 2k π j ----------------- n k = 0. and 8')...^16+1)).w_w0./(w_w0. with n = 6 . they start at 2 π ⁄ 2k .w_w0. lie on a circumference of a circle of radius ω C . Aw2k4=sqrt(1.15 was created with the following MATLAB script: w_w0=0:0. 5 Thus. Signals and Systems with MATLAB Computing and Simulink Modeling. and they are 2 π ⁄ 2k radians apart.26) With the substitution ω = – s .24) simplifies to 2 1 A ( ω ) = --------------6 ω +1 (11. Aw2k1=sqrt(1.02:3. if k = odd .27) Then. Aw2k8=sqrt(1. 1. 4.... But regardless whether k is odd or even.^8+1))... s = 6 1 ∠0 ° and by DeMoivre’s theorem.w_w0. Aw2k2=sqrt(1. the poles are distributed in symmetry with respect to the j ω axis. plot(w_w0.Aw2k4. (11./(w_w0. (11.Aw2k1. 6 j0 6 0 + 2k π j ----------------- 6 1e = 1e k = 0. 2.26) becomes 2 2 1 G ( s ) ⋅ G ( – s ) = ----------------6 –s +1 (11.Aw2k2. ± 1.. 3. Solution: With k = 3 and ω C = 1 rad ⁄ s .

+ j -----.16. and s 5 .16. these six poles lie on the circumference of the circle with radius ω C = 1 as shown in Figure 11. K = 1 and 2 1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11. Im { s } s3 ¥ ¥2 ¥ s1 Re { s } s s4 ¥ ¥ s5 ¥s 6 Figure 11. Fourth Edition Copyright © Orchard Publications . (11. s 4 .29) The gain K is found from A ( 0 ) = 1 or A ( 0 ) = 1 and G ( 0 ) = K .3 The transfer function G ( s ) is formed with the left half−plane poles s 3 . K G ( s ) = ---------------------------------------------------------------------------------3 3 1 1 s + -- - ( s + 1 ) s + -. Location of the poles for the transfer function of Example 11.– j ----- 2 2 2 2 (11.28) simplifies to K G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11.– j -----2 2 3 1 -----s 3 = 1 ∠120 ° = – --+j 2 2 1 3 .28) We use MATLAB to express the denominator as a polynomial. syms s. Then.30) and this is the transfer function G ( s ) for the third order ( k = 3 ) Butterworth low−pass filter with normalized cutoff frequency ω C = 1 rad ⁄ s .Chapter 11 Analog and Digital Filters s 1 = 1 ∠0 ° = 1 s 4 = 1 ∠180 ° = – 1 3 1 ------+j s 2 = 1 ∠60 ° = -2 2 3 s 5 = 1 ∠240 ° = – 1 -. Thus.– j -----s 6 = 1 ∠300 ° = -2 2 As expected. den=(s+1/2−sqrt(3)*j/2)*(s+1)*(s+1/2+sqrt(3)*j/2) den = (s+1/2-1/2*i*3^(1/2))*(s+1)*(s+1/2+1/2*i*3^(1/2)) expand(den) ans = s^3+2*s^2+2*s+1 Therefore. 11−16 Signals and Systems with MATLAB Computing and Simulink Modeling.

1442136 2.2360680 a0 1 1 1 1 1 We can also use the MATLAB buttap and zp2tf functions to derive the coefficients.31) The pole locations and the coefficients of the corresponding denominator polynomials.31) Coefficients of Denominator Polynomial for Butterworth Low-Pass Filters Order a5 a4 a3 a2 a1 1 2 1 1.4142136 3 1 2 2 4 2.p. poles.1 shows the first through the fifth order coefficients for Butterworth analog low−pass filter denominator polynomials with normalized frequency ω C = 1 rad ⁄ s .0000 2. The resulting filter has N poles around the unit circle in the left half plane. etc. Chebyshev.) filter is G(s) lp b0 = --------------------------------------------------------------k 2 ak s + … + a2 s + a1 s + a0 (11.2360680 3. have been derived and tabulated by Weinberg in Network Analysis and Synthesis.0000 2. Example 11.k]=buttap(3).6131259 3. The zp2tf function performs the zero−pole to transfer function conversion. and no zeros. Solution: [z. TABLE 11.0000 We observe that the denominator coefficients are the same as in Table 11. normalized cutoff frequency will be understood to be ω C = 1 rad ⁄ s 0 0 1 Signals and Systems with MATLAB Computing and Simulink Modeling.1 Values for the coefficients a i in (11.a]=zp2tf(z.k) b = 0 a = 1. [b.2360680 5. Table 11.1. The buttap function returns the zeros. * Henceforth.6131259 1 5 1 3.4 Use MATLAB to derive the numerator b and denominator a coefficients for the third−order Butterworth low−pass filter prototype with normalized cutoff frequency*.p. Fourth Edition Copyright © Orchard Publications 11−17 . and gain for an Nth order normalized prototype Butterworth analog low−pass filter.2360680 5.0000 1. McGraw−Hill. Elliptic.Low-Pass Analog Filter Prototypes The general form of any analog low−pass (Butterworth.

They can be found from ( 2i + 1 )π ( 2i + 1 )π s i = ω C – sin ---------------------.7654s + 1 ) ( s + 1.9622s + 1 ) 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 Denominator of Equation (11. 11−18 Signals and Systems with MATLAB Computing and Simulink Modeling. and s i denotes the poles on the left half of the s −plane. usually ω norm = 1 rad ⁄ s .4142s + 1 (s + 1)(s + s + 1) ( s + 0.8478s + 1 ) ( s + 1 ) ( s + 0.6630s + 1 ) ( s + 1.4449s + 1 ) ( s + 1.27) The equations shown in Table 11. Fourth Edition Copyright © Orchard Publications .6180s + 1 ) ( s + 1.Chapter 11 Analog and Digital Filters Table 11. we must scale the transfer function appropriately.2465s + 1 ) ( s + 1.2 can be derived from 1 G ( s ) = ---------------------------------------n–1 ( –1 ) n (11.– 1 ∏ s i s where the factor ( – 1 ) is to ensure that G ( 0 ) = 1 .3896s + 1 ) ( s + 1.8022s + 1 ) ( s + 0. If ω C ≠ 1 .4142s + 1 ) ( s + 1.9318s + 1 ) ( s + 1 ) ( s + 0. We can convert to the actual transfer function using the relation ω norm × s G ( s ) actual = G --------------------- ω actual and since.6180s + 1 ) ( s + 05176s + 1 ) ( s + 1.1110s + 1 ) ( s + 1.2 apply only when the cutoff frequency is normalized to ω C = 1 rad ⁄ s . TABLE 11.2 lists the factored forms of the denominator polynomials in terms of linear and quadratic factors with normalized frequency ω C = 1 rad ⁄ s .2 Factored forms for Butterworth low−pass filters Denominator in Factored form for Butterworth Low−Pass Filters with ω C = 1 rad ⁄ s k 1 2 3 4 5 6 7 8 s+1 s + 1.32) i=0 n -.33) We must remember that the factors in Table 11.+ j cos ---------------------- 2k 2k (11.

. w_w0=1:0.. we replace s with s ⁄ ω actual Quite often..w_w0.w_w0.Low-Pass Analog Filter Prototypes s - G ( s ) actual = G -------------- ω actual (11. the attenuation to be larger than – 20 dB ⁄ decade .dBk1.dBk7./(w_w0..w_w0.. ylabel ('Magnitude Response (dB)').w_w0.dBk3./(w_w0../(w_w0. semilogx(w_w0.^10+1))).. dBk4=20.^8+1))). grid Magnitude Attenuation as a Function of Normalized Frequency 0 -20 Magnitude Response (dB) -40 k=1 k=2 k=3 -60 k=4 -80 -100 -120 -140 -160 k=5 k=6 k=7 k=8 1 2 3 4 5 6 Normalized Frequency (rads/sec) . [1 2 3 4 5 6 7 8 9 10]). dBk8=20. set(gca.dBk4..17./(w_w0.. As we have seen from the plots of Figure 11.17 indicates that for k = 1 the attenuation is – 20 dB ⁄ decade . Attenuation for different values of k Figure 11.*log10(sqrt(1. and so on.^12+1))). dBk1=20./(w_w0. we require that ω ≥ ω C ..log scale 7 8 9 10 Figure 11. dBk5=20.15. dBk6=20.17 using the MATLAB script below.^2+1))).dBk8)./(w_w0.. Signals and Systems with MATLAB Computing and Simulink Modeling..*log10(sqrt(1. dBk2=20./(w_w0..*log10(sqrt(1..w_w0.^6+1))).^14+1))). Accordingly.*log10(sqrt(1.e.dBk2./(w_w0. dBk7=20.*log10(sqrt(1. 'XTick'. the Butterworth low−pass filter cutoff becomes sharper for larger values of k .^16+1))). Page 11−14...dBk6.. for k = 2 the attenuation is – 40 dB ⁄ decade ..02:10.. in the stop band of the low−pass filter. we require a sharper cutoff. xlabel('Normalized Frequency (rads/sec) − log scale')..^4+1))).34) that is. dBk3=20..dBk5.. title('Magnitude Attenuation as a Function of Normalized Frequency').w_w0. Fourth Edition Copyright © Orchard Publications 11−19 .*log10(sqrt(1. i.*log10(sqrt(1. that is.*log10(sqrt(1.. we generate the plot for different values of k shown in Figure 11. w_w0...

the Reference Data for Engineers Handbook provides the circuit of Figure 11. Fink and Christiansen. Since we require that the attenuation be at least – 30 dB . Fourth Edition Copyright © Orchard Publications . both passive and active. McGraw−Hill Electronic Engineers’ Handbook.8270s + 25 ) ( s + 9.8478s ----. we choose a fourth−order Butterworth low−pass filter whose normalized transfer function.358s + 326. and the k = 4 curve at approximately – 37 dB . 11−20 Signals and Systems with MATLAB Computing and Simulink Modeling. and attenuation in the stop band at least 30 dB ⁄ decade for frequencies larger than 15 rad ⁄ s .2.+ -----------------.18 which is known as Second Order Voltage Controlled Voltage Source (VCVS) low−pass filter.17 and at ω ⁄ ω C = 15 ⁄ 5 = 3 .17. we use the attenuation corresponding to the k = 4 curve. 1 G ( s ) actual = -----------------------------------------------------------------------------------------------2 2 s 0. that will satisfy a transfer function such as the one above. Solution: We refer to Figure 11. the work for us has been done by others who have developed analog filter prototypes. from Table 11.5 Using the attenuation curves of Figure 11. Fortunately.2390s + 25 ) 625 G ( s ) actual = ----------------------------------------------------------------------------------------------------------4 3 2 s + 13. Williams and Taylor.35) and since ω C = 5 rad ⁄ s .7654s + 1 ) ( s + 1.650s + 625 (11.36) Of course. Van Valkenburgh.+ 1 25 25 5 5 625 G ( s ) actual = -------------------------------------------------------------------------------------------------2 2 ( s + 3.066s + 85. McGraw−Hill Reference Data for Engineers Handbook.8478s + 1 ) (11. is 1 G ( s ) norm = ---------------------------------------------------------------------------------------2 2 ( s + 0.Chapter 11 Analog and Digital Filters Example 11. Some good references are: Electronic Filter Design Handbook.+ -----------------. Accordingly. our objective is to learn how to design a circuit (passive or active).+ 1 ----. derive the transfer function of a Butterworth low− pass analog filter with pass band bandwidth of 5 rad ⁄ s . Howard Sams As an example. we see that the vertical line at this value crosses the k = 3 curve at approximately – 28 dB .7654s s 1. Then. we replace s with s ⁄ 5 .

37) with the conditions that 2 R 1 = --------------------------------------------------------------------------------------------------------------- 2 2 aC 2 + ( [ a + 4b ( K – 1 ) ] C 2 – 4bC 1 C 2 ) ω C 1 R 2 = ----------------------------2 bC 1 C 2 R 1 ω C K ( R1 + R2 ) R 3 = --------------------------(K – 1) K≠1 (11.e. A fourth-order all−pole low−pass filter transfer function is a ratio of a constant to a fourth degree polynomial. Signals and Systems with MATLAB Computing and Simulink Modeling. A practical method of obtaining a fourth order transfer function.41) R4 = K ( R1 + R2 ) From (11.. i. we observe that K = 1 + R 4 ⁄ R 3 .41).18 satisfies the transfer function of (11. Fourth Edition Copyright © Orchard Publications 11−21 .38) (11. the s−plane is all poles and no zeros.18.40) and (11. and the coefficients a and b are provided by tables. the circuit of Figure 11.40) (11.37). * The terminology “all−pole” stems from the fact that the s−plane contains poles only and the zeros are at ± ∞ .37) This is referred to as a second order all−pole* approximation to the ideal low−pass filter with cutoff frequency ω C .39) (11. is to factor it into two second−order transfer functions of the form of relation (11.18 is given as Kb ω C G ( s ) = ---------------------------------------2 2 s + a ωC s + b ωC 2 (11. that is.Low-Pass Analog Filter Prototypes R3 R4 vout R1 R2 C1 C2 vin Figure 11. where K is the gain. VCVS low−pass filter (Courtesy Reference Data for Engineers Handbook) The transfer function of the second order VCVS low−pass filter of Figure 11. For a non-inverting positive gain K .

37) and (11. where a and b apply to the transfer functions of (11. Stage 1 Stage 2 vin vout Figure 11.18. we select standard values for capacitors C 1 and C 2 for the circuit of Figure 11.6 Design a second−order VCVS Butterworth low−pass filter with gain K = 2 and cutoff frequency f C = 1 KHz .3 lists the Butterworth low−pass coefficients for second and fourth−order designs. Fourth Edition Copyright © Orchard Publications .Chapter 11 Analog and Digital Filters K1 b1 ωC K2 b2 ωC . we choose desired values for the gain K and cutoff frequency ω C . Then. and we substitute these in relations (11.⋅ -------------------------------------------G ( s ) = -------------------------------------------2 2 2 2 s + a1 ωC s + b1 ωC s + a2 ωC s + b2 ωC 2 2 (11.19.3. the two stages can be cascaded as shown in Figure 11.38) through (11. 11−22 Signals and Systems with MATLAB Computing and Simulink Modeling.3 Coefficients for Butterworth low−pass filter designs Coefficients for Second and Fourth Order Butterworth Low−Pass Filter Designs Order a 2 b a1 b1 4 a2 b2 1.0000 1. TABLE 11. Cascaded stages Table 11.84776 1.42) Each factor in (11.41421 For a practical design of a second−order VCVS circuit. we substitute the appropriate values for the coefficients a and b from Table 11.0000 0.0000 1.19. Example 11.76537 1.42) can be realized by a stage (circuit).41) to find the values of the resistors R 1 through R 4 .42) respectively.

We observe that the cutoff frequency occurs at about 1 KHz .. It will be interesting to find out what the frequency response of this filter looks like.41421 = 2 and b = 1 .3 K Ω .18. we use ω C with the transfer function of (11.. the attenuation beyond 1 KHz is at the rate of – 40 dB ⁄ decade since this is a second−order low−pass filter...0f \t'.0f \t'..37)..01 µ F = 10 –8 F .... R1=11300. xlabel('Frequency Hz'). ylabel('|Vout/Vin| (dB)').^2).magGw). wc=2*pi*fc. C2=C1.. Gw=(K. b=1.. grid The frequency response of this low−pass filter is shown in Figure 11.. R3=K*(R1+R2)/(K−1).37). wc=2*pi*10^3.R4) R1 = 11254 R2 = 22508 R3 = 67524 R4 = 67524 These are the calculated values but they are not standard resistor values. a = 1.^2). Then. fc=sqrt(1/(b*R1*R2*C1*C2))/(2*pi). C2=C1.*wc..0f \t'. R2=22600. % and from (11.*b.. b=1.34) through (11. R2=1/(b*C1*C2*R1*wc^2). We do this with the following MATLAB script that produces the plot..*wc.. a=sqrt(2).20. since the circuit of a non− inverting op amp. with capacitance values C 1 = C2 = 0. R4=K*(R1+R2). semilogx(f.41).38) through (11..*wc.. w=2*pi*f. We use MATLAB to do the calculations as follows: C1=10^(−8). Fourth Edition Copyright © Orchard Publications 11−23 . to find the values of the resistors. We now substitute these values into the equations of (11.. its DC gain is 2 and thus K dB = 20 log 10 ( 2 ) ≈ 6 .1 K Ω . R4=R3./(s. C1=10^(−8)...3. a=sqrt(2). f=1:10:10^5.*log10(abs(Gw)).R3). fprintf('R4 = %6.Low-Pass Analog Filter Prototypes Solution: We will use the second order VCVS prototype op amp circuit of Figure 11. magGw=20. Signals and Systems with MATLAB Computing and Simulink Modeling. fprintf(' \n'). with capacitors C 1 = C 2 = 0. we must select standard resistor values as close as possible to the calculated values.41)..^2+a... R3=68100. From Table 11. and R 3 = R 4 = 68.R1)... and we solve the first equation of this set for the cutoff frequency ω C . fprintf('R1 = %6.R2).01 µ F and standard 1% tolerance resistors with values R 1 = 11.38) through (11. As expected. R 2 = 2 × R 1 = 22. fprintf('R3 = %6.. fprintf('R2 = %6. Also. s=w*j. K=2. We substitute these values into (11. K=1+R3/R4. title ('2nd Order Butterworth Low−Pass Filter Response'). R1=2/((a*C2+sqrt((a^2+4*b*(K−1))*C2^2−4*b*C1*C2))*wc).0f \t'..6 K Ω ...*s+b.

6 We have used the MATLAB buttap function earlier to aid us in the design of Butterworth filters with the cutoff frequency normalized to 1 rad ⁄ s .0000 1. title('Butterworth 2nd Order Low−Pass Filter'). The following script will produce the Bode magnitude and phase plots for a two−pole Butterworth low-pass filter. This can be done with the MATLAB script below. [b.01:4.....den)).. b.k). den=[1 sqrt(2) 1].w)..0000 num=[0 0 1]..a.'FreqUnits'. setoptions(h..p. Fourth Edition Copyright © Orchard Publications . We can also use the bode function to display both the (asymptotic) magnitude and phase plots..20.p..Chapter 11 Analog and Digital Filters 2nd Order Butterworth Low-Pass Filter Response 10 0 -10 |Vout/Vin| (dB) -20 -30 -40 -50 -60 -70 -80 0 10 1 2 3 4 5 10 10 10 Frequency Hz 10 10 Figure 11. [z.4142 1.a % Display b and a coefficients b = 0 a = 1. % Specify a two−pole filter.. 11−24 Signals and Systems with MATLAB Computing and Simulink Modeling... We can also display the Bode plots with the frequency specified in Hz . 'Hz'). w=0:0. [mag. grid 0 1 The Bode plots are shown in Figure 11.21.. bode(num.. Plot for the VCVS low−pass filter of Example 11.22. grid The Bode plots with the frequency specified in Hz are shown in Figure 11.k]= buttap(2). h=bodeplot(tf(num.phase]=bode(b. % Display in polynomial rational form. The frequency is displayed in rad ⁄ sec and the cutoff frequency normalized to 1 rad ⁄ s .den).a]=zp2tf(z.

Bode plots for example 11. Bode plots for example 11. when multiplied together and integrated over the domain of interest.3.2 Chebyshev Type I Analog Low−Pass Filter Design The Chebyshev Type I filters are based on approximations derived from the Chebyshev polynomials C k ( x ) which constitute a set of orthogonal functions. the integral becomes zero.Low-Pass Analog Filter Prototypes Butterworth 2nd Order Low-Pass Filter 0 Magnitude (dB) Phase (deg) -20 -40 -60 -80 0 -45 -90 -135 -180 -2 10 -1 0 1 2 10 10 10 10 Frequency (rad/sec) Figure 11.* The coefficients of these polynomials are tabulated in math tables. The property of orthogonality is usually applied to a class of functions that differ by one or more variables. the Handbook of Mathematical Functions. Fourth Edition Copyright © Orchard Publications 11−25 .21.22. for example. These polynomials are derived from the equations * Two functions are said to be orthogonal if.6 using MATLAB’s bode function in rad/sec Bode Diagram 0 Magnitude (dB) Phase (deg) -20 -40 -60 0 -45 -90 -135 -180 -3 10 -2 -1 0 1 10 10 10 10 Frequency (Hz) Figure 11. Signals and Systems with MATLAB Computing and Simulink Modeling.6 using MATLAB’s bode function in Hz 11. See. Dover Publications.

expand(cos(2*acos(x))) ans = 2*x^2-1 Using this iterated procedure we can show that with k = 3.43) (11.49) * We recall that if x = cos y . then y = cos x . For example.45) (11. C k ( x ) = even .Chapter 11 Analog and Digital Filters C k ( x ) = cos ( kcos x ) –1 ( x ≤ 1) x >1 (11.47) With k = 1 . with k = 0 . we obtain C 3 ( x ) = 4x – 3x 3 C 4 ( x ) = 8x – 8x + 1 4 2 C 5 ( x ) = 16x – 20x + 5x 5 3 (11. and 5 . C k ( x ) = odd .23. Then. 4.43).44) and C k ( x ) = cos h ( kcosh x ) –1 From (11. The curves representing these polynomials are shown in Figure 11. –1 C 2 ( x ) = cos ( 2 α ) = 2cos α – 1 = 2cos ( cos x ) – 1 = 2 cos ( cos x ) cos ( cos x ) x x –1 –1 2 2 –1 – 1 = 2x – 1 2 We can also use MATLAB to convert these trigonometric functions to algebraic polynomials. –1 11−26 Signals and Systems with MATLAB Computing and Simulink Modeling. C 1 ( x ) = cos ( 1cos x ) = x * –1 With k = 2 C 2 ( x ) = cos ( 2cos x ) = 2x – 1 –1 2 and this is shown by letting cos x = α . syms x. and for k = odd . and cos y = x . Fourth Edition Copyright © Orchard Publications .46) (11. We observe that for k = even . The Chebyshev Type I low−pass filter magnitude−square function is defined as 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11. we obtain C 0 ( x ) = cos ( 0cos x ) = 1 –1 (11.48) and so on.

0 k=1 k=0 x Figure 11. The magnitude at ω = 0 is α when k = odd and it is α ⁄ 1 + ε when k = even .5 2.0 1. This is 2 Signals and Systems with MATLAB Computing and Simulink Modeling. Chebyshev Chebyshev Type I low−pass filter for even and odd values of k .0 0. 2 Figure 11.Low-Pass Analog Filter Prototypes Type I Chebyshev Polynomials. Fourth Edition Copyright © Orchard Publications 11−27 . the parameter α is a constant chosen to determine the desired DC gain.49).5 1. k=0 through k=5 6 5 4 k=4 k=5 k=3 k=2 Ck(x) 3 2 1 0 -1 0.24. Chebyshev Type I polynomials In relation (11.24 shows Chebyshev Type I magnitude frequency responses for k = 3 and k = 4 . Pass-Band in Type I Chebyshev Filters α α/(1+ε2)1/2 Amplitude k=odd (k=3) k=even (k=4) 1 ω/ωc 2 0 Figure 11. the quantity ε is a parameter chosen to provide the desired pass−band ripple. and ω C is the cutoff frequency.23. This filter produces a sharp cutoff rate in the transition band. the subscript k denotes both the degree of the Chebyshev Type I polynomial and the order of the transfer function.

2 α A ( ω ) = -----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.218 f3 dB ⁄ fc k=4 1. Fourth Edition Copyright © Orchard Publications .= 20log 10 ----------= 10log 10 ----------2 A min A min 2 (11. The cutoff frequency is the largest value of ω C for which 1 A ( ω C ) = ----------------2 1+ε (11. this is the range from DC to ω C . Then.5 1. But when 0 < ε < 1 . the pass−band is the range over which the ripple oscillates with constant bounds.053 The pass−band ripple r in dB .52) and A max occurs when ε C k ( ω ⁄ ω C ) = 0 .4 Ratio of conventional cutoff frequency to ripple width frequency Ratio of Conventional f 3 dB Cutoff Frequency to Ripple Width for Low−Pass Chebyshev Filters Ripple Width dB 0. we observe that only when ε = 1 the magnitude at the cutoff frequency is 0.213 1.51) where A max and A min are the maximum and minimum values respectively of the magnitude A in the pass−band interval.943 1.093 1. we must first confirm that 2 C k ( ω ⁄ ω C) ≤ 1 2 11−28 Signals and Systems with MATLAB Computing and Simulink Modeling.49).50) Stated in other words. TABLE 11. From (11.. is defined as r dB A max A max .1 0.e. 2 2 2 A max = α 2 (11.0 k=2 1.Chapter 11 Analog and Digital Filters shown in Figure 11.50). the cutoff frequency is greater than the conventional 3 dB cutoff frequency ω C . Table 11.390 1.707 i.24.53) To find A min . the same as in other types of filters.4 gives the ratio of the conventional cutoff frequency f 3 dB to the ripple width frequency f C of a Chebyshev Type I low−pass filter. From (11.

56) We have seen that when k = odd . there is a maximum at ω = 0 . (11.= 10log 10 -------------------------= 10log 10 ----------2 2 α ⁄ (1 + ε ) A min r dB 2 log 10 ( 1 + ε ) = -----10 1 + ε = 10 2 r dB ⁄ 10 2 = 10log 10 ( 1 + ε ) 2 (11. for unity gain when k = even .51) yields r dB A max α . α = 1 when k = odd . Then. At this frequency.54) Substitution of (11. Fourth Edition Copyright © Orchard Publications 11−29 .Low-Pass Analog Filter Prototypes This can be shown to be true by (11. the relation 2 α A ( ω ) = ----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) reduces to 2 α α . we must have α = 1 + ε .49) reduces to A (0) = α 2 (11.54) into (11. C k ( ω ⁄ ω C ) max = 1 2 and 2 α A min = ------------2 1+ε (11.45).57) 2 and for a unity gain. that is.55) or or ε = 10 2 r dB ⁄ 10 –1 (11.53) and (11. we must have C k ( 0 ) = 1 in accordance with(11.= -------------=1 A ( 0 ) = ---------------------------2 2 2 1 + ε Ck ( 0 ) 1 + ε or α = 1+ε 2 Signals and Systems with MATLAB Computing and Simulink Modeling. However.43). This is because at ω = 0 . C k ( x ) = cos ( kcos x ) –1 x ≤1 or C k ( x ) ≤ 1 for – 1 ≤ x ≤ 1 Therefore.

259 A ( ω ) = -----------------------------------------------------------= ----------------------------------------------------------------4 4 2 1.58) becomes 2 1+ε A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω ⁄ ω C) 2 For k = 2 C 2 ( x ) = 2x – 1 2 and Ck ( ω ⁄ ωC ) = Ck ( ω ) = ( 2 ω – 1 ) = 4 ω – 4 ω + 1 2 2 2 2 4 Also. Then. (11.7 Derive the transfer function G ( s ) for the k = 2 . Chebyshev Type I function that has pass−band ripple r dB = 1 dB . 2 1.259 1 + 0.259 1 + 0.259 ( 4 ω – 4 ω + 1 ) 11−30 Signals and Systems with MATLAB Computing and Simulink Modeling. 2 α A ( ω ) = ----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) 2 (11. corresponds to 2 1+ε A ( ω max ) = ---------------------------------------------------2 2 1 + ε C k ( ω max ⁄ ω C ) 2 and this will be maximum when C k ( ω max ⁄ ω C ) = 0 2 resulting in 2 2 1+ε .58) and since k = even . we must have α = 1 + ε .259 – 1 = 0.Chapter 11 Analog and Digital Filters For this choice of α . Solution: From (11. ε = 10 2 r dB ⁄ 10 – 1 = 10 1 ⁄ 10 – 1 = 1. and normalized cutoff frequency at ω C = 1 rad ⁄ s .56). for unity DC gain. Fourth Edition Copyright © Orchard Publications . the magnitude response at maxima. from (11.036 ω – 1. unity DC gain.= 1+ε A ( ω max ) = ------------1 2 or A ( ω max ) = 1+ε 2 Example 11.259 Then.036 ω + 1.49).

.8951*j).036s + 1.8951 .8951i p4 = 0. fprintf(' \n').259 G ( s ) G ( – s ) = -------------------------------------------------------------4 2 1.259]. disp(p(2)). K K .036s + 1.1024 Thus. simple(expand(den)) ans = s^2+686/625*s+22047709/20000000 686/625 ans = 1.5488 + j0. disp(p(1)).8951i We now form the transfer function from the left half−plane poles p 1 = – 0.5488 + j0.5488 .= ------------------------------------------------------------------------------------------------------------G ( s ) = -----------------------------------( s – p1 ) ( s – p2 ) ( s + 0.0.. disp('p4 = ').5488 .5488−0. p=roots(d).8951i p2 = -0.8951 ) We will use MATLAB script below to multiply the factors of the denominator.036 0 1.5488+0.036 0 1. den=(s+0. Then. 2 2 1.8951 and p 2 = – 0. disp('p3 = '). disp(p(3)).8951i p3 = 0.Low-Pass Analog Filter Prototypes and with ω = – s .8951 ) ( s + 0.0976 22047709/20000000 ans = 1.5488 – j0. Fourth Edition Copyright © Orchard Publications 11−31 .259 We find the poles from the roots of the denominator using the MATLAB script below.8951*j)*(s+0. disp('p2 = ').5488 + 0.0. disp('p1 = '). Signals and Systems with MATLAB Computing and Simulink Modeling. disp(p(4)) p1 = -0. syms s.5488 – j 0. d=[1..5488 + 0.

**Chapter 11 Analog and Digital Filters
**

K G ( s ) = ---------------------------------------------------2 s + 1.0976s + 1.1024

and at s = 0 ,

K G ( 0 ) = --------------1.1024

Also, A ( 0 ) = 1 , or A ( 0 ) = 1

2

Then, or

K - = 1 G ( 0 ) = A ( 0 ) = --------------1.1024

K = 1.1024

**Therefore, the transfer function for Example 11.7 is
**

1.1024 G ( s ) = ---------------------------------------------------2 s + 1.0976s + 1.1024

We can plot the attenuation band for Chebyshev Type I filters, as we did with the Butterworth filters in Figure 11.17, but we need to construct one for each value of dB in the ripple region. Instead, we will develop the following procedure. We begin with the Chebyshev approximation

2 α A ( ω ) = ----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC )

(11.59)

**and, for convenience, we let α = 1 . If we want the magnitude of this to be less than some value
**

β for ω ≥ ω C , we should choose the value of k in C k ( ω ⁄ ω C) so that

2

1 ---------------------------------------- ≤ β2 2 2 1 + ε C k ( ω ⁄ ω C)

(11.60)

that is, we need to find a suitable value of the integer k so that (11.60) will be satisfied. As we have already seen from (11.56), the value of ε can be determined from

ε = 10

2 r dB ⁄ 10

–1

**once the band−pass ripple has been specified. Next, we need to find G ( s ) from
**

A ( ω ) = G ( s ) G ( –s )

2 s = jω

**11−32 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

Copyright © Orchard Publications

**Low-Pass Analog Filter Prototypes
**

and if we replace ω by s ⁄ j in (11.59) where α = 1 , we obtain

2 1 G ( s ) = ----------------------------------------2 2 1 + ε Ck ( s ⁄ j ωC )

(11.61)

**It can be shown that the poles of the left−half of the s −plane are given by
**

( 2i + 1 )π ( 2i + 1 )π s i = ω C – b sin ---------------------- + jc cos ---------------------2k 2k

(11.62)

**for i = 0, 1, 2, …, 2k – 1 The constants b and c in (11.62) can be evaluated from
**

m–m b = ------------------2

–1

(11.63)

and

+m c = m ------------------2

–1

(11.64)

where

m = ( 1+ε

–2

+ε )

–1 1 ⁄ k

(11.65)

**The transfer function is then computed from
**

( –1 ) G ( s ) = --------------------------k–1 s -- – 1 s i

k

(11.66)

∏

i=0

Example 11.8 Design a Chebyshev Type I analog low − pass filter with 3 dB band − pass ripple and ω C = 5 rad ⁄ s . The attenuation for ω ≥ 15 rad ⁄ s must be at least 30 dB ⁄ decade . Solution: From (11.56),

ε = 10

2 r dB ⁄ 10 3 ⁄ 10

– 1 = 10

– 1 = 1.9953 – 1 ≈ 1

**and the integer k must be chosen such that
**

1 - ≤ – 30 10log 10 -----------------------------------2 1 + C k ( 15 ⁄ 5 )

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11−33

**Chapter 11 Analog and Digital Filters
**

or

– 10 log 10 ( 1 + C k ( 3 ) ) ≤ – 30 – log 10 ( 1 + C k ( 3 ) ) ≤ – 3 1 + C k ( 3 ) ≥ 10

2 3 2 2

To find the minimum value of k which satisfies this inequality, we compute the Chebyshev polynomials for k = 0, 1, 2, 3, … . From (11.45) through (11.48), we obtain

C0 ( 3 ) = 1 C1 ( 3 ) = 3 = 9 C 2 ( 3 ) = ( 2 ⋅ 3 – 1 ) = 17 = 289 C 3 ( 3 ) = ( 4 ⋅ 3 – 3 ⋅ 3 ) = 99 = 9801

2 3 2 2 2 2 2 2 2 2 2

**and since C k ( 3 ) must be such that 1 + Ck ( 3 ) ≥ 10 , we choose k = 3 . Next, to find the poles of
**

2 2 3

**left half of the s −plane we first need to compute m , b , and c . From (11.65),
**

m = ( 1+ε

–2

+ε )

–1 1 ⁄ k

1⁄3 1⁄3 1 1 = 1 + ---- + -------- = ( 2 + 1) 2 2 ε ε

or

m = 1.3415

and

m

–1

= 0.7454

**Then, from (11.63) and (11.64),
**

– 0.7454 b = 1.3415 -------------------------------------- = 0.298 2 + 0.7454 c = 1.3415 -------------------------------------- = 1.043 2

**and the poles for i = 0, 1, and 2 are found from (11.62), that is,
**

2i + 1 )π + jc cos ( 2i + 1 )π s i = ω C – b sin ( ------------------------------------------2k 2k

Thus, the poles for this example are

**11−34 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

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**Low-Pass Analog Filter Prototypes
**

s 0 = 5 – 0.298 sin π -- + j1.043 cos π -- = – 0.745 + j4.516 6 6 π π - = – 1.49 - + j1.043 cos -s 1 = 5 – 0.298 sin - 2 2 π π s 2 = 5 – 0.298 sin 5 ----- + j1.043 cos 5 ----- = – 0.745 – j4.516 6 6

**Therefore, by substitution into (11.66) we obtain
**

– ( – 1.49 ) ( – 0.745 + j4.516 ) ( – 0.745 – j4.516 ) ( –1 ) - = ------------------------------------------------------------------------------------------------------------------------G ( s ) = ------------------------------------------------------------------------( s ⁄ s0 – 1 ) ( s ⁄ s1 – 1 ) ( s ⁄ s2 – 1 ) ( s + 1.49 ) ( s + 0.745 – j4.516 ) ( s + 0.745 + j4.516 )

3

**We will use the MATLAB script below to do these computations.
**

−(−1.49)*(−0.745+j*4.516)*(−0.745−j*4.516)

ans = 31.2144

syms s; den=(s+1.49)*(s+0.745−j*4.516)*(s+0.745+j*4.516); simple(expand(den))

**ans = s^3+149/50*s^2+23169381/1000000*s+3121442869/100000000 Then,
**

31.214 G ( s ) = ----------------------------------------------------------------------------3 2 s + 2.980s + 23.169s + 31.214

(11.67)

To verify that the derived transfer function G ( s ) of (11.67) satisfies the filter specifications, we use the MATLAB script below to plot G ( j ω ) .

w=0:0.01:100; s=j*w; Gs=31.214./(s.^3+2.98.*s.^2+23.169.*s+31.214);... magGs=abs(Gs); dB=20.*log10(magGs); semilogx(w,dB);... xlabel('Radian Frequency w rad/s − log scale'); ylabel('|G(w)| in dB');... title('Magnitude of G(w) versus Radian Frequency'); grid

The plot is shown in Figure 11.25.

We can use the MATLAB cheb1ap function to design a Chebyshev Type I analog low−pass filter. Thus, the [z,p,k] = cheb1ap(N,Rp) statement where N denotes the order of the filter, returns the zeros, poles, and gain of an Nth order normalized prototype Chebyshev Type I analog low−pass filter with ripple Rp decibels in the pass band.

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11−35

**Chapter 11 Analog and Digital Filters
**

Magnitude of G(w) versus Radian Frequency 20 0 -20 |G(w)| in dB -40 -60 -80 -100 -2 10

10 10 10 Radian Frequency w rad/s - log scale

-1

0

1

10

2

Figure 11.25. Plot for Example 11.8

Example 11.9 Use the MATLAB cheb1ap function to design a second−order Chebyshev Type I low−pass filter with 3 dB ripple in the pass−band. Solution: We use the script

w=0:0.05:400; % Define range to plot;... [z,p,k]=cheb1ap(2,3);... [b,a]=zp2tf(z,p,k); % Convert zeros and poles of G(s) to polynomial form;... [mag,phase]=bode(b,a,w); hold on;... b,a % Display the b and a coefficients

b = 0 a = 1.0000 0.6449 0.7079 Now, with the known values of a and b we use the bode function to produce the magnitude and phase Bode plots as follows:

bode(b,a), title('Bode Plot for Type 1 Chebyshev Low−Pass Filter'); grid

0

0.5012

The Bode plots are shown in Figure 11.26.

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Low-Pass Analog Filter Prototypes

**Bode Plot for Type 1 Chebyshev Low-Pass Filter 0 Magnitude (dB) Phase (deg) -20 -40 -60 -80 0 -45 -90 -135 -180 -2 10
**

-1 0 1 2

10

10

10

10

Figure 11.26. Bode plots for the filter of Example 11.9

Frequency (rad/sec)

On the Bode plots shown in Figure 11.26, the ripple is not so obvious. The reason is that this is a Bode plot with straight line approximations. To see the ripple, we use the MATLAB script below.

w=0:0.01:10; [z,p,k]=cheb1ap(2,3); [b,a]=zp2tf(z,p,k); Gs=freqs(b,a,w);... xlabel('Frequency in rad/s'), ylabel('Magnitude of G(s) (absolute values)');... semilogx(w,abs(Gs)); title('Type 1 Chebyshev Low−Pass Filter'); grid

**The generated plot is shown in Figure 11.27.
**

Type 1 Chebyshev Low-Pass Filter 1

0.8

0.6

0.4

0.2

0 -2 10

10

-1

10

0

10

1

Figure 11.27. Magnitude characteristics for the Chebyshev Type I filter of Example 11.9

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11−37

**Chapter 11 Analog and Digital Filters 11.3.3 Chebyshev Type II Analog Low−Pass Filter Design
**

The Chebyshev Type II, also known as Inverted Chebyshev filters, are characterized by the following magnitude−square approximation.

ε C k ( ω C ⁄ ω) 2 A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω C ⁄ ω)

2 2

(11.68)

and has the ripple in the stop−band as opposed to Type I which has the ripple in the pass−band as shown in Figure 11.28.

A(ω)

k=4

1 dB ripple in stop band ω

Figure 11.28. Chebyshev Type II low−pass filter

In relation (11.68), the frequency ω C defines the beginning of the stop band. We can design Chebyshev Type II low−pass filters with the MATLAB cheb2ap function. Thus, the statement [z,p,k] = cheb2ap(N,Rs) where N denotes the order of the filter, returns the zeros, poles, and gain of an Nth order normalized prototype Chebyshev Type II analog low−pass filter with ripple Rs decibels in the stop band. Example 11.10 Using the MATLAB cheb2ap function, design a third order Chebyshev Type II analog filter with 3 dB ripple in the stop band. Solution: We begin with the MATLAB script below.

w=0:0.01:1000; [z,p,k]=cheb2ap(3,3); [b,a]=zp2tf(z,p,k); Gs=freqs(b,a,w);... semilogx(w,abs(Gs)); xlabel('Frequency in rad/sec − log scale');... ylabel('Magnitude of G(s) (absolute values)');... title('Type 2 Chebyshev Low−Pass Filter, k=3, 3 dB ripple in stop band'); grid

The plot for this filter is shown in Figure 11.29.

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**Low-Pass Analog Filter Prototypes
**

Type 2 Chebyshev Low-Pass Filter, k=3, 3 dB ripple in stop band 1 Magnitude of G(s) (absolute values)

0.8

0.6

0.4

0.2

0 -2 10

10

-1

10 10 Frequency in rad/sec - log scale

0

1

10

2

10

3

Figure 11.29. Plot for the Chebyshev Type II filter of Example 11.10

**11.3.4 Elliptic Analog Low−Pass Filter Design
**

The elliptic, also known as Cauer filters, are characterized by the low−pass magnitude−squared function

2 1 A ( ω ) = ----------------------------------2 1 + Rk ( ω ⁄ ωC )

(11.69)

where R k ( x ) represents a rational elliptic function used with elliptic integrals. Elliptic filters have ripple in both the pass−band and the stop−band as shown in Figure 11.30.

5-pole Elliptic Low Pass Filter 1 Magnitude of G(s) (absolute values)

0.8

0.6

0.4

0.2

0 -2 10

10

-1

10 10 Frequency in rad/sec - log scale

0

1

10

2

10

3

Figure 11.30. Characteristics of an elliptic low−pass filter

11−39

**Chapter 11 Analog and Digital Filters
**

We can design elliptic low−pass filters with the MATLAB ellip function. The statement [b,a] = ellip(N,Rp,Rs,Wn,’s’) where N is the order of the filter, designs an Nth order low−pass filter with ripple Rp decibels in the pass band, ripple Rs decibels in the stop band, Wn is the cutoff frequency, and ’s’ is used to specify analog elliptic filters. If ’s’ is not included in the above statement, MATLAB designs a digital filter. The plot of Figure 11.30 was obtained with the MATLAB script below:

w=0: 0.05: 500; [z,p,k]=ellip(5, 0.6, 20, 200, 's'); [b,a]=zp2tf(z,p,k);... Gs=freqs(b,a,w); semilogx(w,abs(Gs));... xlabel('Frequency in rad/sec − log scale'); ylabel('Magnitude of G(s) (absolute values)');... title('5−pole Elliptic Low Pass Filter'); grid

Example 11.11 Use MATLAB to design a four−pole elliptic analog low−pass filter with 0.5 dB maximum ripple in the pass−band and 20 dB minimum attenuation in the stop−band with cutoff frequency at 200 rad ⁄ s . Solution: The solution is obtained with the following MATLAB script:

w=0: 0.05: 500; [z,p,k]=ellip(4, 0.5, 20, 200, 's'); [b,a]=zp2tf(z,p,k);... Gs=freqs(b,a,w); semilogx(w,abs(Gs)); xlabel('Frequency in rad/sec − log scale');... ylabel('Magnitude of G(s) (absolute values)'); title('4−pole Elliptic Low Pass Filter'); grid

**The plot for this example is shown in Figure 11.31.
**

4-pole Elliptic Low Pass Filter 1 Magnitude of G(s) (absolute values)

0.8

0.6

0.4

0.2

0 -2 10

10

-1

10 10 Frequency in rad/sec - log scale

0

1

10

2

10

3

Figure 11.31. Plot for filter of Example 11.11

Next, suppose that we need to form the transfer function G ( s ) for this example. To do this, we

**11−40 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

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**High-Pass, Band-Pass, and Band-Elimination Filter Design
**

need to know the coefficients a i and b i of the denominator and numerator respectively, of G ( s ) in descending order. Because these are large numbers, we use the format long MATLAB command:

format long;... a,b

and MATLAB displays a = 1.0e+009 * 0.00000000100000 0.00910982722080 b = 1.0e+009 * 0.00000000009998 -0.00000000000000 -0.00000000000000 1.09388572421614 0.00002534545964 0.00000022702032 1.15870252829421 0.00007532236403

**Thus, the transfer function for this filter is
**

2.0487 × 10 G ( s ) = ---------------------------------------------------------------------------------------------------------------------------------------4 3 2 6 9 s + 339.793s + 105866s + 16.189 × 10 + 2.072 × 10

9

(11.70)

**11.4 High−Pass, Band−Pass, and Band−Elimination Filter Design
**

Transformation methods have been developed where a low− pass filter can be converted to another type of filter simply by transforming the complex variable s . These transformations are listed in Table 11.5 where ω C is the cutoff frequency of a low−pass filter. The procedure is illustrated with the examples below. Example 11.12 Compute the transfer function for a third−order band−pass Butterworth filter with 3 dB pass− band from 3 KHz to 5 KHz , from a third−order low−pass Butterworth filter with cutoff frequency f C = 1 KHz . Solution: We first derive the transfer function for a third−order Butterworth low−pass filter with normalized frequency ω C = 1 rad ⁄ s . Using the MATLAB function buttap we write and execute the following script: Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition Copyright © Orchard Publications

11−41

**Chapter 11 Analog and Digital Filters
**

TABLE 11.5 Filter transformations Analog Filter Frequency Transformations Filter Type, Frequency Low−Pass Filter, 3 dB pass−band, Normalized Frequency ω C Replace s in G ( s ) with

No Change

Low−Pass Filter, 3 dB pass−band, Non−Normalized Frequency ω LP s ω C -------ω LP High−Pass Filter, 3 dB pass−band from ω = ω 2 to ω = ∞ Band−Pass Filter, 3 dB pass−band from ω = ω LP to ω = ω 2 Band−Elimination Filter, 3 dB pass−band from ω = 0 to ω = ω LP , and from ω = ω 2 to ω = ∞ ω LP ⋅ ω 2 -------------------s s + ω LP ⋅ ω 2 ω C ⋅ ------------------------------s ( ω 2 – ω LP ) s ( ω 2 – ω LP ) ω C ⋅ ------------------------------2 s + ω LP ⋅ ω 2

2

format; [z, p, k]=buttap(3); [b,a]=zp2tf(z,p,k)

b = 0 a = 1.0000 2.0000 2.0000 1.0000 Thus, the transfer function for the third−order Butterworth low−pass filter with normalized cutoff frequency ω c = 1 rad ⁄ s is

1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1

3

0

0

1

(11.71)

Next, the actual cutoff frequency is given as f C = 1 KHz or ω C = 2 π × 10 rad ⁄ s . Accordingly, in accordance with Table 11.5, we replace s with

s ωC s --------= -------------------3 ω LP 2 π × 10

and we obtain

s 1 - = G' ( s ) = ------------------------------------------------------------------------------------------------------------------------------------------------G -------------------3 3 3 3 2 3 2 π × 10 ( s ⁄ ( 2 π × 10 ) ) + 2 ( s ⁄ ( 2 π × 10 ) ) + 2 ( s ⁄ ( 2 π × 10 ) ) + 1

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**High-Pass, Band-Pass, and Band-Elimination Filter Design
**

2.48 × 10 G' ( s ) = -----------------------------------------------------------------------------------------------------------3 4 2 7 11 s + 1.26 × 10 s + 7.89 × 10 s + 2.48 × 10

11

(11.72)

**Now, we replace s in the last expression of (11.72) with
**

s + ω LP ⋅ ω 2 ω C ⋅ ------------------------------s ( ω 2 – ω LP )

2

(11.73)

or

2 2 6 2 8 s + 2 π × 10 × 3 × 2 π × 10 s + 12 × π × 10 s + 1.844 × 10 1 ⋅ -------------------------------------------------------------------= ------------------------------------------= -------------------------------------3 3 3 4 s ( 3 × 2 π × 10 – 2 π × 10 ) s ( 4 π × 10 ) 1.257 × 10 s 2 3 3

Then,

2.48 × 10 G'' ( s ) = --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------3 2 2 8 s 2 + 1.844 × 10 8 s 2 + 1.844 × 10 8 11 s + 1.844 × 10 - + -------------------------------------- + -------------------------------------- + 2.48 × 10 -------------------------------------4 4 4 1.257 × 10 s 1.257 × 10 s 1.257 × 10 s

11

We see that the computations, using the transformations of Table 11.5 become quite tedious. Fortunately, we can use the MATLAB lp2lp, lp2hp, lp2bp, and lp2bs functions to transform a low pass filter with normalized cutoff frequency, to another low−pass filter with any other specified frequency, or to a high−pass filter, or to a band−pass filter, or to a band−elimination filter respectively. Example 11.13 Use the MATLAB buttap and lp2lp functions to derive the transfer function of a third−order Butterworth low−pass filter with cutoff frequency f C = 2 KHz . Solution: We will use the buttap command to derive the transfer function G ( s ) of the filter with normalized cutoff frequency at ω C = 1 rad ⁄ s . Then, we will use the command lp2lp to transform G ( s ) to G' ( s ) with cutoff frequency at f C = 2 KHz , or ω C = 2 π × 2 × 10 rad ⁄ s .

3

format short e % Will be used to find coefficients for transfer function;... % Design 3 pole Butterworth low−pass filter (wcn=1 rad/s);... [z,p,k]=buttap(3); % To find transfer function with normalized cutoff frequency;... [b,a]=zp2tf(z,p,k); % Compute num, den coefficients of this filter (wcn=1rad/s);... f=100:100:10000; % Define frequency range to plot;... w=2*pi*f; % Convert to rads/sec;... fc=2000; % Define actual cutoff frequency at 2 KHz;...

11−43

**Chapter 11 Analog and Digital Filters
**

wc=2*pi*fc; % Convert desired cutoff frequency to rads/sec;... [bn,an]=lp2lp(b,a,wc); % Compute num, den of filter with fc = 2 kHz;... Gsn=freqs(bn,an,w); % Compute transfer function of filter with fc = 2 kHz;... semilogx(w,20.*log10(abs(Gsn))); xlabel('Radian Frequency w (rad/sec) − log scale'),... ylabel('Magnitude of Transfer Function (dB)'),... title('3−pole Butterworth low−pass filter with fc=2 kHz or wc = 12.57 kr/s'); grid

**The plot for the magnitude of this transfer function is shown in Figure 11.32.
**

3-pole Butterworth low-pass filter with fc=2 kHz or wc = 12.57 kr/s 0 Magnitude of Transfer Function (dB) -5 -10 -15 -20 -25 -30 -35 -40 -45 2 10

3 4 5

10 10 Radian Frequency w (rad/sec) - log scale

10

Figure 11.32. Magnitude for the transfer function for Example 11.13

**The coefficients of the numerator and denominator of the transfer function are as follows:
**

b, a, bn, an

b = 0 a = 1.0000e+000 bn = 1.9844e+012 an = 1.0000e+000 0 2.0000e+000 0 2.0000e+000 1.0000e+000 1.0000e+000

2.5133e+004

3.1583e+008

1.9844e+012

**Thus, the transfer function with normalized cutoff frequency ω Cn = 1 rad ⁄ s is
**

1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1

(11.74)

4

**and with actual cutoff frequency ω Cn = 2 π × 2000 rad ⁄ s = 1.2566 × 10 is
**

1.9844 × 10 G' ( s ) = -----------------------------------------------------------------------------------------------------------------------------3 4 2 8 12 s + 2.5133 × 10 s + 3.1583 × 10 s + 1.9844 × 10

12

(11.75)

**11−44 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

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**High-Pass, Band-Pass, and Band-Elimination Filter Design
**

Example 11.14 Use the MATLAB commands cheb1ap and lp2hp to derive the transfer function of a 3−pole Chebyshev Type I high−pass analog filter with cutoff frequency f C = 5 KHz . Solution: We will use the cheb1ap command to derive the transfer function G ( s ) of the low−pass filter with normalized cutoff frequency at ω C = 1 rad ⁄ s . Then, we will use the command lp2hp to transform G ( s ) to another transfer function G' ( s ) with cutoff frequency at fC = 5 KHz or

ω C = 2 π × 5 × 10 rad ⁄ s % Design 3 pole Type 1 Chebyshev low−pass filter, wcn=1 rad/s;... [z,p,k]=cheb1ap(3,3);... [b,a]=zp2tf(z,p,k); % Compute num, den coef. with wcn=1 rad/s;... f=1000:100:100000; % Define frequency range to plot;... fc=5000; % Define actual cutoff frequency at 5 KHz;... wc=2*pi*fc; % Convert desired cutoff frequency to rads/sec;... [bn,an]=lp2hp(b,a,wc); % Compute num, den of high−pass filter with fc = 5 KHz;... Gsn=freqs(bn,an,2*pi*f); % Compute and plot transfer function of filter with fc = 5 KHz;... semilogx(f,20.*log10(abs(Gsn)));... xlabel('Frequency (Hz) − log scale'); ylabel('Magnitude of Transfer Function (dB)');... title('3−pole Type 1 Chebyshev high−pass filter with fc=5 KHz '); grid

3

**The magnitude of this transfer function is plotted as shown in Figure 11.33.
**

3-pole Type 1 Chebyshev high-pass filter with fc=5 KHz 0 Magnitude of Transfer Function (dB) -10 -20 -30 -40 -50 -60 3 10

10 Frequency (Hz) - log scale

4

10

5

Figure 11.33. Magnitude of the transfer for Example 11.14 b, a, bn, an

The coefficients of the numerator and denominator of the transfer function are as follows: Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition Copyright © Orchard Publications

11−45

**Chapter 11 Analog and Digital Filters
**

b = 0 a = 1.0000e+000 bn = 1.0000e+000 an = 1.0000e+000 0 5.9724e-001 0 2.5059e-001 2.5059e-001

9.2835e-001

2.2496e-011 -1.4346e-002 -6.8973e-003 1.1638e+005 2.3522e+009 1.2373e+014

**Therefore, the transfer function with normalized cutoff frequency ω Cn = 1 rad ⁄ s is
**

0.2506 G ( s ) = -------------------------------------------------------------------------------3 2 s + 0.5972s + 0.9284s + 0.2506

(11.76)

4

**and with actual cutoff frequency ω Cn = 2 π × 5000 rad ⁄ s = 3.1416 × 10 , is
**

s G' ( s ) = -------------------------------------------------------------------------------------------------------------------------------3 5 2 9 14 s + 1.1638 × 10 s + 2.3522 × 10 s + 1.2373 × 10

3

(11.77)

Example 11.15 Use the MATLAB functions buttap and lp2bp to derive the transfer function of a 3−pole Butterworth analog band−pass filter with the pass band frequency centered at f 0 = 4 KHz , and bandwidth BW = 2 KHz . Solution: We will use the buttap function to derive the transfer function G ( s ) of the low−pass filter with normalized cutoff frequency at ω C = 1 rad ⁄ s . We found this transfer function in Example 11.12 as given by (11.71), Page 11−42. However, to maintain a similar MATLAB script as in the previous examples, we will include it in the script below. Then, we will use the command lp2bp to transform G ( s ) to another transfer function G' ( s ) with centered frequency at f 0 = 4 KHz or

ω 0 = 2 π × 4 × 10 rad ⁄ s , and bandwidth BW = 2 KHz or BW = 2 π × 2 × 10 rad ⁄ s

3 3

format short e;... [z,p,k]=buttap(3); [b,a]=zp2tf(z,p,k); f=100:100:100000; f0=4000; W0=2*pi*f0; fbw=2000; Bw=2*pi*fbw;

% Design 3 pole Butterworth low-pass filter with wcn=1 rad/s;... % Compute numerator and denominator coefficients for wcn=1 rad/s;... % Define frequency range to plot;... % Define centered frequency at 4 KHz;... % Convert desired centered frequency to rads/sec;... % Define bandwidth;... % Convert desired bandwidth to rads/sec;...

**11−46 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

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**High-Pass, Band-Pass, and Band-Elimination Filter Design
**

[bn,an]=lp2bp(b,a,W0,Bw); % Compute num, den of band−pass filter;... % Compute and plot the magnitude of the transfer function of the band−pass filter;... Gsn=freqs(bn,an,2*pi*f); semilogx(f,20.*log10(abs(Gsn)));... xlabel('Frequency f (Hz) − log scale'); ylabel('Magnitude of Transfer Function (dB)');... title('3−pole Butterworth band−pass filter with f0 = 4 KHz, BW = 2KHz'); grid

**The plot for this band−pass filter is shown in Figure 11.34.
**

3-pole Butterworth band-pass filter with f0 = 4 KHz, BW = 2KHz 20 Magnitude of Transfer Function (dB) 0 -20 -40 -60 -80 -100 -120 2 10

10 10 Frequency f (Hz) - log scale

3

4

10

5

Figure 11.34. Plot for the band-pass filter of Example 11.15 bn, an

The coefficients b n and a n are as follows: bn = 1.9844e+012 -4.6156e+001 -1.6501e+005 -2.5456e+009

an = 1.0000e+000 2.5133e+004 2.2108e+009 3.3735e+013 1.3965e+018 1.0028e+022 2.5202e+026 Since the numerator b n and denominator a n coefficients are too large to be written in a one line equation, we have listed them in tabular form as shown below.

11−47

**Chapter 11 Analog and Digital Filters
**

Power of s

s6 s5 s4 s3 s2 s Cons tan t

Numerator b n

0

Denominator a n

1 2.5133 × 10 2.2108 × 10

4 9

0

0 1.9844 × 10

12

3.3735 × 10 1.3965 × 10 1.0028 × 10 2.5202 × 10

13 18 22 26

– 4.6156 × 10 – 1.6501 × 10 – 2.5456 × 10

1

5

9

Example 11.16 Use the MATLAB functions buttap and lp2bs to derive the transfer function of a 3−pole Butterworth band−elimination (band−stop) filter with the stop band frequency centered at f 0 = 5 KHz , and bandwidth BW = 2 KHz . Solution: We will use the buttap function to derive the transfer function G ( s ) of the low−pass filter with normalized cutoff frequency at ω C = 1 rad ⁄ s . We found this transfer function as (11.71) in Example 11.12, Page 11−42. However, to maintain a similar MATLAB script as in the previous examples, we will include it in the script which follows. Accordingly, we will use the lp2bs function to transform G ( s ) to another transfer function G' ( s ) with centered frequency at

f 0 = 5 KHz , or radian frequency ω 0 = 2 π × 5 × 10 rad ⁄ s , and bandwidth BW = 2 KHz or

3

BW = 2 π × 2 × 10 rad ⁄ s .

3

[z,p,k]=buttap(3); % Design 3−pole Butterworth low−pass filter, wcn = 1 r/s;... [b,a]=zp2tf(z,p,k); % Compute num, den coefficients of this filter, wcn=1 r/s;... f=1000:100:10000; % Define frequency range to plot;... f0=5000; % Define centered frequency at 5 kHz;... W0=2*pi*f0; % Convert centered frequency to r/s;... fbw=2000; % Define bandwidth;... Bw=2*pi*fbw; % Convert bandwidth to rad/s;... % Compute numerator and denominator coefficients of desired band stop filter;... [bn,an]=lp2bs(b,a,W0,Bw);... % Compute and plot magnitude of the transfer function of the band stop filter;... Gsn=freqs(bn,an,2*pi*f); semilogx(f,20.*log10(abs(Gsn)));... xlabel('Frequency in Hz − log scale'); ylabel('Magnitude of Transfer Function (dB)');... title('3-pole Butterworth band-elimination filter with f0=5 KHz, BW = 2 KHz'); grid

The magnitude response for this band−elimination filter is shown in Figure 11.35.

**11−48 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

Copyright © Orchard Publications

**High-Pass, Band-Pass, and Band-Elimination Filter Design
**

3-pole Butterworth band-elimination filter with f0=5 KHz, BW = 2 KHz 0 Magnitude of Transfer Function (dB) -50 -100 -150 -200 -250 -300 3 10 Frequency in Hz - log scale

10

4

Figure 11.35. Magnitude response for the band−elimination filter of Example 11.16

**The coefficients b n and a n are as follows:
**

bn, an

bn = 1.0000e+000 2.9223e+018 an = 1.0000e+000 3.2340e+018

-7.6352e-012 -7.4374e+006 2.5133e+004 2.4482e+022

2.9609e+009 9.6139e+026 3.2767e+009 9.6139e+026

-1.5071e-002

5.1594e+013

As in the previous example, we list the numerator b n and denominator a n coefficients in tabular form as shown below.

Power of s

s6 s5 s4 s3 s2 s Cons tan t

Numerator b n

1 – 7.6352 × 10 2.9609 × 10

– 12

Denominator a n

1 2.5133 × 10 3.2767 × 10 5.1594 × 10 3.2340 × 10 2.4482 × 10 9.6139 × 10

4 9

–6 –2

– 1.5071 × 10 2.9223 × 10

13 18 22 26

18 6

– 7.4374 × 10 9.6139 × 10

26

11−49

**Chapter 11 Analog and Digital Filters
**

In all of the above examples, we have shown the magnitude, but not the phase response of each filter type. However, we can use the MATLAB function bode(num,den) to generate both the magnitude and phase responses of any transfer function describing the filter type, as shown by the following example. Example 11.17 Use the MATLAB bode function to plot the magnitude and phase characteristics of the 3−pole Butterworth low-pass filter with unity gain and normalized frequency at ω C = 1 rad ⁄ s . Solution: We know, from Example 11.12, Page 11−42, that the transfer function for this type of filter is

1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1

**We can obtain the magnitude and phase characteristics with the following MATLAB script:
**

num=[0 0 0 1]; den=[1 2 2 1]; bode(num,den),... title('Bode Plot for 3−pole Butterworth Low−Pass Filter'); grid

**The magnitude and phase characteristics are shown in Figure 11.36.
**

Bode Plot for 3-pole Butterworth Low-Pass Filter 0 Magnitude (dB) Phase (deg) -20 -40 -60 -80 -100 -120 0 -45 -90 -135 -180 -225 -270 -2 10 10

-1

10

0

10

1

10

2

Frequency (rad/sec)

Figure 11.36. Bode plots for 3−pole Butterworth low−pass filter, Example 11.17

We conclude the discussion on analog filters with Table 11.6 listing the advantages and disadvantages of each type.

**11−50 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition
**

Copyright © Orchard Publications

Fourth Edition Copyright © Orchard Publications 11−51 . The input−output difference equation that relates the output to the input can be expressed in the discrete time domain as a summation of the form y[ n] = ∑ i=0 k ai x [ n – i ] – ∑ bi y [ n – i ] i=0 k (11.78) or. entails the determination of the coefficients a i and b i . in addition of filtering out desired bands of frequency. a digital filter. and estimation.Digital Filters TABLE 11. the design of a digital filter to perform a desired function.= ----------------------------G ( z ) = ----------k D(z) –i 1+ bi z ∑ ai z ∑ i=0 k –i (11. Impulse Response Duration a.79) Therefore. An Infinite Impulse Response (IIR) digital filter has infinite number of samples in its impulse Signals and Systems with MATLAB Computing and Simulink Modeling. in the z −domain as i=0 N(z) . 1. and in forms of realization. Digital filters are classified in terms of the duration of the impulse response. can also be used as a computational means of performing other functions such as integration. differentiation. 11. Thus. to another sequence y [ n ] that represents the output.6 Advantages / Disadvantages of different types of filters Filter Type Butterworth Advantages • Simplest design • Flat pass band Disadvantages • Slow rate of attenuation for order 4 or less Chebyshev Type 1 • Sharp cutoff rate in transition • Ripple in pass band (pass to stop) band • Bad (non−linear) phase response Chebyshev Type II • Sharp cutoff rate in transition • Ripple in stop band (pass to stop) band • Bad (non−linear) phase response Elliptic (Cauer) • Sharpest cutoff rate among all other types of filters • Ripple in both pass band and stop band • Worst (most non−linear) phase response among the other types of filters.5 Digital Filters A digital filter is essentially a computational process (algorithm) that converts one sequence of numbers x [ n ] representing the input.

only the coefficients a i are present. Figure 11.. b. In a recursive digital filter.37 shows third−order (3−delay element) recursive realization and Figure 11. both the coefficients a i and b i are present. 2. Fourth Edition Copyright © Orchard Publications .Chapter 11 Analog and Digital Filters response h [ n ] b. Three well known transformation methods are the following: 1. IIR filters are implemented by recursive realization. In a Recursive Realization digital filter the output is dependent on the input and the previous values of the output. Generally. A Finite Impulse Response (FIR) digital filter has a finite number of samples in its impulse response h [ n ] 2. a0 a1 a2 x[n] a3 y[n] + Z −b 1 −b2 –1 Z –1 Z –1 + -b 3 Figure 11.e. Recursive digital filter realization 11−52 Signals and Systems with MATLAB Computing and Simulink Modeling. Thus. whereas FIR filters are implemented by non−recursive realization. i. and prototype circuits have been published. The Step Invariant Method which produces a digital filter whose step response consists of the sampled values of the step response of an analog filter. In a non−recursive digital filter. bi = 0 . The Impulse Invariant Method which produces a digital filter whose impulse response consists of the sampled values of the impulse response of an analog filter. Realization a. Filter design methods have been established. The components of either realization are shown in Figure 11. we can choose the appropriate prototype to satisfy the requirements. In a Non−Recursive Realization digital filter the output depends on present and past values of the input only. Transformation methods are also available to map an analog prototype to an equivalent digital filter.39.38 shows a third−order non−recursive realization.37.

82) Substitution (11.38.81) 1 . We will discuss only the bilinear transformation. that F( z) = G(z) = G(s ) 1 .39. + … ≈ ----.67) of Chapter 9. the reciprocal of the sampling frequency f s Signals and Systems with MATLAB Computing and Simulink Modeling. as such. Page 9−22. ----------.80) to transform the left−half of the s −plane into the interior of the unit circle in the z −plane. It can be approximated as 3 5 7 z–1 z–1 2 1 z–1 z–1 2.82) into (11.ln z is a multi−valued transformation and.----------1z–1 -. Fourth Edition Copyright © Orchard Publications 11−53 . cannot be used to But the relation s = ----TS derive a rational form in z . that is. We recall from (9. ----------- + 1 -.81) yields * T s is the sampling period.-----------* ⋅ s = ---Ts z + 1 (11.Digital Filters a0 a1 a2 x[n] a3 y[n] Z –1 Z –1 Z –1 + Figure 11.+ -⋅ s = ----5 z + 1 7 z + 1 T z + 1 3 z + 1 TS z + 1 TS (11.----------. ----------- + 1 ln z = -.ln z s = ----TS (11. Components of recursive and non−recursive digital filter realization 3. The Bilinear Transformation which uses the transformation z–1 2. Non−recursive digital filter realization x[n] ± + y[n] v[n] x[n] Z –1 y[n] x[n] A y[n] Unit Delay y[n] = x[n – 1] Constant Multiplier y [ n ] = Ax [ n ] Adder/Subtractor y [ n ] = x [ n ] ±v [ n ] Figure 11.

for small frequencies.87) that is.= ----. we rewrite (11.≈ -----------2 2 ωa TS ω d T S ≈ 2 -----------.⋅ ---.and j ω must be equal to some point ω = ω a on the j ω axis.1 2.≈ ω a T S 2 (11.Chapter 11 Analog and Digital Filters G(z) = G (s) 2 z– 1 . tity ---⋅ jω Ts e d j ωd +1 2 e –1 .--------------------------------. that is. the frequency range 0 ≤ ω a ≤ ∞ in the analog frequency is warped into the frequency range 0 ≤ ω d ≤ π ⁄ T s in the digital frequency. this condition is known as warping.86) (11. we obtain 2 e d S–1 .= ----ω a = -⋅ jω T ⋅ ---------------j ωd TS ⁄ 2 –j ωd TS ⁄ 2 j Ts TS 1 ⁄ 2 T S cos ( ω d T S ) ⁄ 2 d S +1 +e e e jω T jω T ⁄ 2 –j ω T ⁄ 2 or ωd TS 2 .85) We see that the analog frequency to digital frequency transformation results in a non−linear mapping. and for small ω a T s ⁄ 2 . For instance. Therefore.------------------–1 e .⋅ -----------------------j ω a = ----T S j ωd TS e +1 j ωd TS or d S sin ( ω d T S ) ⁄ 2 ⁄ (j2) e d S – e d S 1 2.85) as ωd TS ωa TS tan -----------.= -----------2 2 Then. –1 ω a T S ω d T S = 2tan -----------2 –1 ω a T S ω a TS tan -----------.⋅ ---------------------------------------------. ωd ≈ ωa 11−54 Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ tan -----------ω a = ----TS 2 (11.⋅ ------------s = -----TS z + 1 (11.84) Since the z → s transformation maps the unit circle into the j ω axis on the s −plane.83) and with the substitution z = e G(e j ωd TS . Fourth Edition Copyright © Orchard Publications . To express ω d in terms of ω a .-----------------------–1 e 2.⋅ ------------------------ ) = G ---- T S e j ωd TS + 1 jω T j ωd TS (11. the quan2.

by relation (11.85).4142 1. [b.88) The effect of warping can be eliminated by pre−warping the analog filter prior to application of the bilinear transformation.⋅ tan -----------ω a = ----TS 2 Signals and Systems with MATLAB Computing and Simulink Modeling.0000 1. and attenuation of at least 10 dB for frequencies greater than 40 Hz . as we see from the curves of Figure 11. the transfer function with normalized frequency. denoted as G n ( s ) .0000 Thus. meets the stop−band specification. we arbitrarily choose a second order Butterworth low−pass filter which. Page 11−54. Example 11.17.Digital Filters In MATLAB. we must transform this transfer function to another with the actual cutoff frequency at 20 Hz . Then (11. becomes ωa TS ω d ≈ -----------π (11. Fourth Edition Copyright © Orchard Publications 11−55 .18 Compute the transfer function G ( z ) of a low−pass digital filter with 3 dB cutoff frequency at 20 Hz .85). The sampling frequency f s is 200 Hz .5. Page 11−19.414s + 1 0 1 (11. Compare the magnitude plot with that obtained by a low−pass analog filter with the same specifications. Solution: We will apply the bilinear transformation.k) b = 0 a = 1. is related to the digital frequency as ωd TS 2 . This is accomplished with the use of (11.p. and using the procedure of Example 11. We will first pre−warp the analog frequency which.k]=buttap(2). z is a function of normalized frequency and thus the range of frequencies in G ( z ) is from 0 to π .p. is 1 G n ( s ) = ----------------------------------2 s + 1. Page 11−20. The transfer function G ( s ) of the analog low − pass filter with normalized frequency at ω C = 1 rad ⁄ s is found with the MATLAB buttap function as follows: [z.89) Now. when used with MATLAB.a] = zp2tf(z. We denote it as G a ( s ) .86).

89).414*s/130+1)) ans = 845000/(50*s^2+9191*s+845000) 845000/50 ans = 16900 9191/50 ans = 11−56 Signals and Systems with MATLAB Computing and Simulink Modeling.414s ⁄ 130 + 1 We will use MATLAB to simplify this expression. Page 11−55. that is.= 400 tan ( 0. and thus from (11.Chapter 11 Analog and Digital Filters where 1 1 T S = --.= -------200 fS Denoting the analog cutoff ( 3 dB ) frequency as ω ac .34). simplify(1/((s/130)^2+1. 1 G a ( s ) ≈ G n ( s ) = ----------------------------------2 s + 1. Page 11−19. we obtain 2 π ( 20 ) ⁄ 200 ω ac = 400 tan -----------------------------. Fourth Edition Copyright © Orchard Publications .87).≈ 20.414s + 1 (11. s - G ( s ) actual = G -------------- ω actual For this example. syms s. we must scale the transfer function in accordance with relation (11.90) applies only when the cutoff frequency is normalized to to ω C = 1 rad ⁄ s . and thus we replace s with s ⁄ 130 and we obtain 1 G a ( s ) = -----------------------------------------------------------------2 ( s ⁄ 130 ) + 1.69 Hz f ac = -------2π As expected from relation (11. ω actual = 130 rad/s . If ω C ≠ 1 .1 π ) ≈ 130 rad/s 2 or 130 . this frequency is very close to the the discrete− time frequency f dc = 20 Hz .90) Relation (11.

0675 ----------------------------------------------------------------------------–1 –2 1 – 1. we obtain ⋅ and making the substitution of s = ----TS z + 1 z+1 16900 G ( z ) = -------------------------------------------------------------------------------------------------------------2 z–1 × 400 ( z – 1 ) 400 ⋅ ----------.40.0675 0.8200 Then.= -------------------------------------------------2 2 50s + 9191s + 845000 s + 183.93) The MATLAB script below will generate G ( z ) and will plot the magnitude of this transfer function.0675z G ( z ) = 0. title('Digital Low−Pass Filter.+ 16900 z + 1 (z + 1) (11.4128]. 845000 16900 G a ( s ) = -------------------------------------------------------. wT]=freqz(bz..91) We use the MATLAB script below to simplify this expression.. Example 11. Dividing each term of (11.92) by 62607z .92) We will use the MATLAB freqz function to plot the magnitude of G ( z ) .. bz=[0. ylabel('Magnitude (dB)'). xlabel('Frequency in Hz − log scale'). but we must first express it in negative powers of z .82 ----------------------------------------------.1428 0..18').82s + 16900 z–1 z–1 2.20.= 400 ⋅ ----------. az=[1 −1..82*400*(z−1)/(z+1)+16900)) ans = 4225*(z+1)^2/(62607*z^2-71550*z+25843) expand(4225*(z+1)^2) ans = 4225*z^2+8450*z+4225 and thus 4225z + 8450z + 4225 G ( z ) = -------------------------------------------------------------2 62607z – 71550 z + 25843 2 (11.4128z –1 –2 (11.1350 0.az.20.1428 z + 0. [Gz.. syms z.200). simplify(16900/((400*(z−1)/(z+1))^2+183. Fourth Edition Copyright © Orchard Publications 11−57 .0675].*log10(abs(Gz))).Digital Filters 183.. we obtain 2 + 0. semilogx(fs.+ 183. grid The magnitude is shown on the plot of Figure 11. Signals and Systems with MATLAB Computing and Simulink Modeling.1350z + 0.----------.

semilogx(f.18 Comparing the digital filter plot of Figure 11. [b.. Frequency response for analog low−pass filter equivalent. and is smaller than (– 10 dB) for frequencies larger than 40Hz . Example 11.. [z.18').. both the digital and analog low−pass filters meet the specified requirements.40 with its equivalent the analog filter of Figure 11.*log10(abs(Gs)))...a]=zp2tf(z. 11−58 Signals and Systems with MATLAB Computing and Simulink Modeling.p.20. Example 11. Frequency response for the digital low−pass filter of Example 11.41.41. ylabel('Magnitude (dB)').log scale 1 10 2 Figure 11. [bn.41..p. fc=20. f=1:1:100.an]=lp2lp(b.. title('Analog Low−Pass Filter. Example 11. grid The frequency response for the analog low−pass equivalent is shown in Figure 11..k]=buttap(2).f).40. Therefore.. Fourth Edition Copyright © Orchard Publications . we observe that the magnitude is greater than0 – 3 dB for frequencies less than 20Hz . Example 11.a.Chapter 11 Analog and Digital Filters Digital Low-Pass Filter. The MATLAB script below produces the desired plot.fc).an. Analog Low-Pass Filter.18 Let us now plot the analog equivalent to compare the digital to the analog frequency response.18 0 -10 -20 Magnitude (dB) -30 -40 -50 -60 -70 0 10 10 Frequency in Hz .k).18 0 -5 -10 -15 -20 -25 -30 0 10 Magnitude (dB) 10 Frequency in Hz log scale 1 10 2 Figure 11. xlabel('Frequency in Hz log scale'). Gs=freqs(bn.

.Wn) Signals and Systems with MATLAB Computing and Simulink Modeling.0640 0. i.Digital Filters An analog filter transfer function can be mapped to a digital filter transfer function directly with the MATLAB bilinear function. [z. and sampling rate f S = 500 Hz .0000 0.den1]=lp2lp(num.A] = ellip(N...Rp. Solution: We will use the following MATLAB script to produce the desired digital filter transfer function.den1.p.A] = butter(N.Wn) [B. the transfer function G ( z ) for this filter is 0.4241 Therefore.1279z + 0.1683z + 0. wc=2*pi*50.19 Use the MATLAB bilinear function to derive the low−pass digital filter transfer function G ( z ) from a second-order Butterworth analog filter with a 3 dB cutoff frequency at 50 Hz .0640z + 0. the denominator of the discrete transfer function G ( z ) For Low−Pass Filters [B.den.dend]=bilinear(num1.A] = cheb1(N.Wn) [B. Example 11.Rp. [num1.1/T) numd = 0.A] = cheb2(N. T=1/500..4241 2 (11.Rs.p. These are listed below with the indicated notations.Rs.den]=zp2tf(z. [num.1683 0.k]=buttap(2). N = order of the filter Wn = normalized cutoff frequency Rp = pass band ripple Rs = stop band ripple B = B(z). Fourth Edition Copyright © Orchard Publications 11−59 .k). [numd.. i.0640 dend = 1.0640 G ( z ) = --------------------------------------------------------------------z 2 – 1. the numerator of the discrete transfer function G ( z ) = B ( z ) ⁄ A ( z ) A = A(z). The procedure is illustrated with the following example.e.1279 -1.wc).94) MATLAB provides us with all the functions that we need to design digital filters using analog prototypes.e.Wn) [B.

A] = butter(N.Wn2]) [B.[Wn1.Wn2].Wn.w2T]=freqz(b2.'high') [B.A] = cheb1(N.'stop') [B.Wn.A] = cheb2(N.2781]..20 The transfer functions of (11.Rp.Rp. ( 2.'high') [B.Rp. a1=[1 −2.Wn2]) [B. b1=[2.1390z + 0.e.6946 z + 8.1829 −0.98) below.. Use the MATLAB freqz command to plot the magnitude versus radian frequency.Rs.5828z – 0.6964 z + 6.5828 1.Rp.Rp..2079z + 0.[Wn1.9270 – 1.8982]*10^(−3).'high') Band−Pass Filters [B.A] = cheb1(N.a2).Wn2].8982 8.Wn2].Rs.6946 2.9270z G 4 ( z ) = ---------------------------------------------------------------------------–1 –2 1 – 1. the default value.6946z + 2..98).2033z + 4. 11−60 Signals and Systems with MATLAB Computing and Simulink Modeling.98) Solution: The MATLAB script to plot each of the transfer functions of (11.A] = ellip(N.[Wn1.5244z + 3.w1T]=freqz(b1.. [G2z.97) (11.3741 1.'high') [B.. Fourth Edition Copyright © Orchard Publications .Wn2].95) (11.Rs.A] = ellip(N. i.a1).8982 + 8.. [G1z.Wn.'stop') Example 11.8482 – 13.[Wn1.5276 – 1.[Wn1.[Wn1. describe different types of digital filters..5276 −1. a2=[1 −1.8982z ) ⋅ 10 G 1 ( z ) = -------------------------------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 2.5276].A] = cheb2(N.9294z – 0.A] = cheb1(N..'stop') [B.Rs.Rp.Chapter 11 Analog and Digital Filters For High−Pass Filters [B.[Wn1.9294 −0.3741z + 1.95) through (11.A] = butter(N.Wn.95) through (11.Rs.2781z ( 6.9603z 0.6946 8.5828 −0.8541z –1 –2 –2 –4 –4 –1 –2 –3 –1 –2 –3 –3 (11.1829z – 0.[Wn1.A] = butter(N. is given below where N = 512 .Wn2]) [B.A] = cheb2(N..5321z 0.Rs.7600 1.2079 z + 0..5828 z + 1. % b2=[0.96) (11.A] = ellip(N.Wn2]) Band−Elimination Filters [B.5276 z G 2 ( z ) = -------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 1.'stop') [B.7600z + 1.5321]...8482z ) ⋅ 10 G 3 ( z ) = ---------------------------------------------------------------------------------------------------------------------------–1 –2 –3 –4 1 + 3.

w3T]=freqz(b3... xlabel('').20 Example 11.grid.. [G4z...abs(G3z)).abs(G4z)).grid. % clear current figure. semilogx(w1T.8541]. [G3z. We are asked to define the types of filters and cutoff frequencies to avoid interference among these signals.2079 0..a3)..w4T]=freqz(b4. axis([1 10 0 1]).ylabel('Magnitude').9270 −1. Each of these signals requires 25 KHz bandwidth.6964 0 6.5 0 -1 10 Filter for G3(z) 1 Magnitude 10 0 0 -1 10 1 Magnitude 10 0 10 1 Filter for G4(z) 0... Signals and Systems with MATLAB Computing and Simulink Modeling..2033 4. high−pass. We observe that the given transfer functions are for low− pass. title('Filter for G1(z)').. title('Filter for G3(z)').1 10 0 1]).1390 0..ylabel('Magnitude')... semilogx(w3T.....abs(G2z)).5 0..5 0.8482]*10^(−4).42.grid The plots are shown in Figure 11..8482 0 −13.2079 0.. title('Filter for G2(z)').a4).. clf.... % subplot(224)... semilogx(w2T..1 1 0 1]).grid.. a4=[1 −1.1 10 0 1]). xlabel(''). and band−elimination digital filters.Digital Filters % b3=[6.21 We are given a 165 KHz total bandwidth. xlabel(''). title('Filter for G4(z)').5244 3. % subplot(223).5 0 0 10 10 1 0 -1 10 10 0 10 1 Figure 11.. axis([0... % subplot(222).. a3=[1 3.ylabel('Magnitude')..ylabel('Magnitude'). % b4=[0. axis([0. % subplot(221). band−pass. Fourth Edition Copyright © Orchard Publications 11−61 . and within this bandwidth we must accommodate four different signals.42. axis([0. Filter for G1(z) 1 Magnitude Magnitude 1 Filter for G2(z) 0. Plot for the transfer functions of Example 11.abs(G1z)). xlabel('').9603]. semilogx(w4T.9270]...

43 shows the frequency separations for these four signals. % Band−pass left cutoff frequency (Signal 2 Start). 1.Chapter 11 Analog and Digital Filters Solution: We will use Butterworth filters up to order 12 to obtain sharp cutoffs... % Nyquist frequency % f1=25000/fn. % Sampling period.Hz...f4.. % plot(Hz.. [G3z. 11−62 Signals and Systems with MATLAB Computing and Simulink Modeling.abs(G4z)). Fourth Edition Copyright © Orchard Publications .. % Low−pass filter cutoff frequency (Signal 1 End). Ts=1/fs... % Hz=wT/(2*pi*Ts)...wT]=freqz(b1.[f2... grid The plot of Figure 11. High−pass filter with 3 dB frequency at 90 KHz 4..Hz. [b2......a4]=butter(12...a4). [G2z.wT]=freqz(b4. % Signal 4 will terminate at 165 kHz [b1...abs(G3z).abs(G1z).. [b3. axis([0 16*10^4 0 1])...... % Default. f2=40000/fn..a1). title('Four signals separated by four digital filters')..'stop').wT]=freqz(b3. The MATLAB freqz function in the script below normalizes the frequencies from 0 to π where π = Nyquist frequency .. and the following types and bandwidths for each..a2]=butter(12.. ylabel('Magnitude'). % Band−pass right cutoff frequency (Signal 2 End).Hz.f1)... fs=330000.f6]..a2).a3]=butter(12... Band−elimination filter with stop-band from 115 KHz to 140 KHz The highest (Nyquist) frequency is 165 KHz so we choose a sampling frequency of 330 KHz .f3])... Low−pass filter with bandwidth 0 to 25 KHz . Band−pass filter with bandwidth from 40 KHz to 65 KHz 3. % clear current figure.... fn=fs/2...'high').. % High−pass filter cutoff frequency (Signal 3 Start).wT]=freqz(b2. % [G1z..abs(G2z). % clf. % N=512.. xlabel('Hz'). f5=115000/fn.. f6=140000/fn. f3=65000/fn.[f5...a1]=butter(12. [b4..... [G4z. ( 3 dB cutoff at 25 KHz ) 2... f4=90000/fn. % Band−stop filter left cutoff frequency (Signal 3 End)... % Band−stop filter right cutoff frequency (Signal 4 Start)... % Chosen sampling frequency.a3)..

sin t – --. Example 11. Fourth Edition Copyright © Orchard Publications 11−63 .4.+ ------------. we will demonstrate the MATLAB filter function that is being used to remove unwanted frequency components from a function. we must design a filter that is capable of removing those unwanted components.4. To simplify this expression. Thus.+ ------------. we want to filter out just the first 2 terms. to remove all cosine terms.6 0. Page 7−20. to avoid aliasing. Subsection 7. But before we use the filter function.2 0 0 2 4 6 8 Hz 10 12 14 16 x 10 4 Figure 11. we must specify a sampling frequency of ω S = 4 rad ⁄ s . Also. we found that the half−wave rectifier with no symmetry can be represented by the trigonometric Fourier series A cos 2t cos 4t cos 6t cos 8t A+A .------------.43. since the highest frequency component is 2 rad ⁄ s . and use the filter command to remove the cosine term in (11.+ … . Solution: We will use a 6 – pole digital low−pass Butterworth filter because we must have a sharp transition between the 1 and 2 rad ⁄ s frequency range. we let A = 3 π and we truncate it by eliminating all cosine terms except the cos 2t term. the Signals and Systems with MATLAB Computing and Simulink Modeling.22 In Chapter 7.--f ( t ) = --π 63 35 15 3 π 2 In this example. g ( t ) = 3 + 1.Digital Filters Four signals separated by four digital filters 1 0.5 sin t – cos 2t (11. Frequency separations for the signals of Example 11. in other words.4 0.8 Magnitude 0.21 In the following example.99).+ ------------. Then.99) The problem now reduces to design a low−pass digital filter.

5=0... 11−64 Signals and Systems with MATLAB Computing and Simulink Modeling.. % We must remember that when z is used as a function of... this is sufficiently small.Dz]=bilinear(b1..p... % fprintf('Press any key to continue \n')... Will recompute the coefficients for the desired frequency. % The digital filter transfer function..w)... Will use the filter function to remove the cosine terms % Step 1.5 ...a..a1]=lp2lp(b..abs(Gz))... title('Digital Filter Response in Normalized Frequency. w=0:2*pi/300:pi. 2.1/T).. we choose the cutoff fre- quency of the filter to be ω C = 1.. % from zero to pi and the normalized cutoff frequency on the.k)..75 r/s.a]=zp2tf(z....5. % T=0. % % Step 3. % [z.. % Define sampling period. % Map to digital filter using the bilinear transformation... % Convert to actual cutoff frequency. % plot(w... [b. hold on.Chapter 11 Analog and Digital Filters sampling frequency must be fS = ω S ⁄ 2 π = 2 ⁄ π and therefore. 4. 3. % clf.5... We choose T S = 0....wc). % % Step 2. % wc=1.. axis([0 2 0 1]).. ylabel('Magnitude of G(z)'). The MATLAB script below will perform the following steps: 1.a1... % Chosen cutoff frequency. % xlabel('Radian Frequency w in rads/sec')... % normalized frequency.5 rad ⁄ s in order to attenuate the cosine terms.22').. % plot is wc*T=1. Will recompute the digital filter transfer function to account for the warping effect.. and will plot the frequency response of the digital filter. grid. 5... [Nz.... Will compute coefficients of the numerator and denominator of the transfer function with normalized cutoff frequency...Dz..k]=buttap(6).. the range of frequencies of G(z) are..... Fourth Edition Copyright © Orchard Publications .p....... Use the bilinear function to map the analog transfer function to a digital transfer function. % Define range for plot.. Example 11.5*0. the sampling period will be T S = 1 ⁄ f S = π ⁄ 2 . [b1. Also. Gz=freqz(Nz.

....4 1. Example 11. fprintf('\n\n'). % Analog cutoff frequency in rad/sec.4f \t'.8 1 1.6 Radian Frequency w in rads/sec...6 0..2 1. fprintf('\n\n').. linear scale 1... fprintf('The den D(z) coefficients in descending order of z are: \n\n'). fprintf('The den D(z) coefficients in descending order of z are: \n\n')..... fprintf('%8.22 1 Magnitude of G(z).. % fprintf('The num N(z) coefficients in descending order of z are: \n\n').. The plot of the low−pass filter that will remove the cosine terms is shown in Figure 11....5.88). [Nzp..Digital Filters % pause. Page 11−55...44... fprintf('%8...44....Dzp]=butter(p..22 Signals and Systems with MATLAB Computing and Simulink Modeling...[Nzp]).8 0.... % Normalized digital filter cutoff frequency by (11.4 0. absolute values 0. wc=1. % % Step 4.4 0...4f \t'.. fprintf('WITHOUT PREWARPING: \n\n').[Dzp])... fprintf('\n\n')... Digital Filter Response in Normalized Frequency...[Dz]).6 0... fprintf('%8. fprintf('Summary: \n\n').. % fprintf('The num N(z) coefficients in descending order of z are: \n\n')..4f \t'.. fprintf('WITH PREWARPING: \n\n').2 0. fprintf('\n\n'). % Number of poles and Sampling period.5... Plot of the low-pass filter of Example 11.. T=0..4f \t'.....8 2 Figure 11.. % p=6.[Nz]).. Fourth Edition Copyright © Orchard Publications 11−65 .. wd=wc*T/pi. fprintf('%8.2 0 0 0....wd).

.. % Nzp=[0..0125 0...0008 0...7075 % Step 5..0100 0. xlabel('Discrete Time nT'). % % We will plot the filtered analog signal y(t).12. ylabel('Function g(t)').1138 4. % subplot(212)..gt)..0000 -3...1:12. ylabel('Filtered Output y(t)')...0504].yt).5957 1..4528 -3..0040 0. xlabel('Continuous Time t').0578 WITH PREWARPING: The num N(z) coefficients in descending order of z are: 0.0125 0. hold on... axis([0. pause.0008 0. 6]).0007 0.8999 -0.0000 −3. % % We will plot the unfiltered discrete time signal g(n*T)..12. hold on. hold on..0008 The den D(z) coefficients in descending order of z are: 1... % subplot(211).. gt=3+1. 0.0007 The den D(z) coefficients in descending order of z are: 1... % t=0:0. 0. hold on.5064 0. axis([0..0050 0. stem(n*T.. 0.4528 −3... Dzp=[1. axis([0.0040 0. T=0.4479 0.2379 4.. n=0:150. plot(t.....9273 1.. Fourth Edition Copyright © Orchard Publications .. ylabel('Filtered Output y(n*T)') 11−66 Signals and Systems with MATLAB Computing and Simulink Modeling...5*sin(t)−cos(2*t).7566 -3.0125 0... % fprintf('Press any key to continue \n')... 6])..... subplot(211).0167 0.0050 0. ylabel('Discrete Function g(n*T)').0100 0..7075 −0..0167 0.. xlabel('Continuous Time t').5.5957 1....0050 0.. plot(n*T... 0.0125 0.. % % We will plot the filtered discrete time signal y(n*T).0000 -3. % % We will plot the unfiltered analog signal gta.1138 4. subplot(212)..12. 6]).yt). 6]).0050 0...0134 0.Dzp. xlabel('Discrete Time nT').gt).gta). axis([0...5*sin(n*T)−cos(2*n*T). stem(n*T. yt=filter(Nzp.. gta=3+1.0008].Chapter 11 Analog and Digital Filters Summary: WITHOUT PREWARPING: The num N(z) coefficients in descending order of z are: 0..12.

% Display the integers in the range -2 <= x < =5 x = -2 -1 0 1 2 3 4 5 k=find(x>0. x=−2:5.Digital Filters The analog and digital inputs and outputs are shown in Figures 11.22 Discrete Function g(n*T) 6 4 2 0 0 2 4 6 Discrete Time nT 8 10 12 Filtered Output y(n*T) 6 4 2 0 0 2 4 6 Discrete Time nT 8 10 12 Figure 11.45 and 11.8 Signals and Systems with MATLAB Computing and Simulink Modeling.46. 6 Function g(t) 4 2 0 0 2 4 6 Continuous Time t 8 10 12 Filtered Output y(t) 6 4 2 0 0 2 4 6 Continuous Time t 8 10 12 Figure 11.46 respectively.8). Continuous time input and output waveforms for Example 11.22 We conclude this section with one more example to illustrate the use of the MATLAB find function. For example. Fourth Edition Copyright © Orchard Publications 11−67 . Discrete time input and output waveforms for Example 11. % Find the subscripts of the numbers for which x > 0. This function displays the subscripts of an array of numbers where a relational expression is true.45.

use the find function to restrict the frequency range of the spectrum to identify the frequency components of the signal f ( t ) .... plot(t. 10. % Ts=t(2)−t(1)....x). % Ws=2*pi/Ts.. % Wn=Ws/2.. % % The input signal x is shown in the upper left corner of the graph.. % % As we know. % % Next.. we will define the frequency domain axis.. use the MATLAB randn function to add random (Gaussian) noise to f ( t ) and plot this signal plus noise waveform which we denote as x ( t ) = f ( t ) + randn ( N ) = 5 sin 2t – 10 cos 5t + randn ( size ( t ) ) 2 3 4 5 (11.. Fourth Edition Copyright © Orchard Publications ... 512)..100) where 0 ≤ t ≤ 512 . we will compute the frequency domain of the signal x.23 Given the function f ( t ) = 5 sin 2t – 10 cos 5t . % Create a new array y using the indices in k y = 1 Example 11. % % and the sampling frequency is. % % Now. Next.Chapter 11 Analog and Digital Filters k = 4 5 6 7 8 y=x(k)... Solution: The MATLAB script is shown below.. use the fft function to compute the frequency components of the 512− point FFT and plot the spectrum of this noisy signal..title('x(t)=Signal plus Noise')...... the Nyquist frequency Wn is half the sampling frequency.. x=10*sin(2*t)−5*cos(5*t)+15*randn(size(t))... % We plot the signal to see what it looks like.... % X=fft(x)....... % 11−68 Signals and Systems with MATLAB Computing and Simulink Modeling.... % % The sampling period of x is found by the time difference of two samples. Finally. % subplot(221). t=linspace(0.

grid The signal is shown in Figure 11.. Xp(k)).... x(t)=Signal plus Noise 100 50 0 -50 Frequency Components Spectrum of Signal & Noise in Wide Range 3000 2000 1000 0 0 5 10 0 50 100 150 200 Spectrum of Signal & Noise in Narrow Range 3000 2000 1000 0 0 2 4 6 8 10 12 Frequency... % subplot(222). labels and title. % % We will select the frequencies of interest with the "find" function:. Signals and Systems with MATLAB Computing and Simulink Modeling..title('Spectrum of Signal & Noise in Wide Range').. rads/sec')...title('Spectrum of Signal & Noise in Narrow Range').....47. % k=find(w<=20)...length(t)/2).Digital Filters w=linspace(0.. % subplot(212).. % xlabel('Frequency.. Fourth Edition Copyright © Orchard Publications 11−69 . The upper right plot indicates that the signal f ( t ) has frequency components in the lower range of frequencies... They were undistinguished in the time−domain of the upper left plot. % We want now to plot Xp versus radian frequency w...Wn. ylabel('Frequency Components')..23 We observe the appearance of the sinusoids at 2 and 5 rad ⁄ s in the lower plot.. plot(w(k).. but these cannot be identified precisely. title('Spectrum of Signal & Noise in Narrow Range'). % % The last plot will have grid.... % Xp=abs(X(1:length(t)/2)).47.. rads/sec 14 16 18 20 Figure 11. % % The magnitude of the positive frequency components Xp are found from:. % % Now we will plot this restricted range. plot(w.Xp).... Waveforms for Example 11.

Direct Form I Realization of a second−order digital filter At the summing junction of Figure 11. a digital filter. A given transfer function H ( z ) of a digital filter can be realized in several forms. a digital filter can perform functions as differentiation.6. the most common being the Direct Form I. it can filter out unwanted bands of frequency. integration.48. Cascade (Series).48 we obtain a0 X ( z ) + a1 z X ( z ) + a2 z X ( z ) + ( –b1 ) z Y ( z ) + ( –b2 ) z Y ( z ) = Y ( z ) X ( z ) ( a0 + a1 z –1 –1 –2 –1 –1 + a2 z ) = Y ( z ) ( 1 + b1 z –2 –1 + b2 z ) –2 and thus the transfer function of the Direct Form I Realization of the second-order digital filter of Figure 11.6. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. We observe that the second−order ( k = 2 ) digital filter of Fig- 11−70 Signals and Systems with MATLAB Computing and Simulink Modeling.1 The Direct Form I Realization of a Digital Filter The Direct Form I Realization of a second−order digital filter is shown in Figure 11. is a computational process. These are described in Subsections 11. Subsection 11. 11.= -----------------------------------------–1 –2 X(z) 1 + b1 z + b2 z –1 –2 (11. Accordingly.5 describes the Simulink Digital Filter Design block. in general. In this section we provide several applications using Simulink models.Chapter 11 Analog and Digital Filters 11. of course.101) A disadvantage of a Direct Form I Realization digital filter is that it requires 2k registers where k represents the order of the filter. Fourth Edition Copyright © Orchard Publications . –b2 –b1 x[n] z –1 z –1 a2 a1 a0 + z –1 z –1 y[n] Figure 11. like an analog filter.6.48 is a0 + a1 z + a2 z (z) H(z ) = Y ----------.48.1 through 11. estimation. and Parallel.6. Direct Form II . and.6 Digital Filter Design with Simulink As stated earlier in this chapter.4 below.

6. Direct Form-II Realization of a second−order digital filter The transfer function for the Direct Form−II second−order digital filter of Figure 11.49 shows that whereas a Direct Form−I second−order digital filter is requires 2k registers.75z –1 –2 (11.2 The Direct Form II Realization of a Digital Filter Figure 11. ISBN 0−9744239−6−3.48. Fourth Edition Copyright © Orchard Publications 11−71 . This is because the reg–1 ister ( z ) elements in a Direct Form−II realization are shared between the zeros section and the poles section. However. Chapter 10. Page 10−6.102) A comparison of Figures 11. a Direct Form−II second−order digital filter requires only k register elements denoted as z . –1 Example 11.103) * For a detailed discussion on overflow conditions please refer to Digital Circuit Analysis and Design with an Introduction to CPLDs and FPGAs.5.5z + 1. x[n] + z –1 b0 –a1 z –1 + y[n] + b1 + –a2 b2 Figure 11.24 Figure 11.49. that is.25z + 0. † The Direct Form−II is also known as the Canonical Form.48 and 11.Digital Filter Design with Simulink ure 11. this form of realization has the advantage that there is no possibility of internal filter overflow. The Simulink Transfer Fcn Direct Form II block implements the transfer function of this filter.48 requires 4 delay (register) elements denoted as z .02z H ( z ) = --------------------------------------------------–1 –2 1 – 0. a0 + a1 z + a2 z H ( z ) = -----------------------------------------–1 –2 1 + b1 z + b2 z –1 –2 (11. Signals and Systems with MATLAB Computing and Simulink Modeling.50 shows a Direct Form−II second−order digital filter whose transfer function is 1 + 1.49 shows the Direct Form-II† Realization of a second−order digital filter.49 is the same as for a Direct Form−I second−order digital filter of Figure 11. Section 10. where k represents the order of the filter.* –1 11.

09z –1 –2 –3 11−72 Signals and Systems with MATLAB Computing and Simulink Modeling.84z + 0.5z H ( z ) = ---------------------------------------------------------------------–1 –2 –3 1 – 0.2z + 1.51.50. Fourth Edition Copyright © Orchard Publications .85z + 0.50 A demo model using fixed−point Simulink blocks can be displayed by typing fxpdemo_direct_form2 in MATLAB’s Command prompt.5 z + 0. Input and output waveforms for the model of Figure 11. Figure 11.Chapter 11 Analog and Digital Filters Figure 11. This demo is an implementation of the third−order transfer function 1 + 2.24 The input and output waveforms are shown in Figure 11. Model for Example 11.51.

53.5 ( 1 – 0. H ( z ) = H 1 ( z ) ⋅ H 2 ( ( z )… H R ( z ) ) (11.52.105) Example 11.25 The transfer function of the Series Form Realization of a certain second−order digital filter is 0.104) below. Series Form Realization Figure 11.104) Relation (11.72 z –2 * The Series Form Realization is also known as the Cascade Form Realization Signals and Systems with MATLAB Computing and Simulink Modeling.36 z ) H ( z ) = --------------------------------------------–1 –2 1 + 0.53 shows the Series Form Realization of a second−order digital filter. X(z) H1( z ) H2( z ) HR ( z ) Y(z) Figure 11. the transfer function is expressed as a product of first−order and second−order transfer functions as shown in relation (11.6.104) is implemented as the cascaded blocks shown in Figure 11.Digital Filter Design with Simulink 11.52.53 is 1 + a1 z + a2 z H ( z ) = ----------------------------------------–1 –2 1 + b1 z + b2 z –1 –2 (11.3 The Series Form Realization of a Digital Filter For the Series* Form Realization. a1 x[n] + –b1 z –1 z –1 a2 + y[n] –b2 Figure 11. Series Form Realization of a second−order digital filter The transfer function for the Series Form second−order digital filter of Figure 11. Fourth Edition Copyright © Orchard Publications 11−73 .1z – 0.

Model for Example 11. we factor the numerator and denominator polynomials as ( 1 + 0.6z ) ( 1 – 0. we can group the factors as ( 1 + 0.or as ( ----------------------------and ( and ----------------------------–1 –1 –1 ( 1 – 0.5 -----------------------------------------------------------------–1 –1 ( 1 + 0.54. and the input and output waveforms are shown in Figure 11.8z ) –1 –1 (11.9z ) 11−74 Signals and Systems with MATLAB Computing and Simulink Modeling.9z ) –1 –1 –1 –1 1 – 0. Fourth Edition Copyright © Orchard Publications .25 Figure 11.106) The model is shown in Figure 11.8z ) ( 1 + 0.6z ) ----------------------------–1 ( 1 + 0.6z ) * H ( z ) = 0.Chapter 11 Analog and Digital Filters To implement this filter.54.6z ) ---------------------------. Figure 11.9z ) ( 1 – 0.6z ) ( 1 – 0.55. Input and output waveforms for the model of Figure 11.8z ) ( 1 – 0. For instance.6z ) 1 + 0.55.54 A demo model using fixed−point Simulink blocks can be displayed by typing fxpdemo_series_cascade_form * The combination of the of factors in parentheses is immaterial.

57 shows the Parallel Form Realization of a second−order digital filter.107) is implemented as the parallel blocks shown in Figure 11. Figure 11.107) Relation (11. Fourth Edition Copyright © Orchard Publications 11−75 .56.57 is a1 + a2 z H ( z ) = ----------------------------------------–1 –2 1 + b1 z + b2 z –2 (11.6.7z + z ) H ( z ) = ----------------------------------------------------------------------------–1 –1 –2 ( 1 + 0.5z ) ( 1 + 1.4 The Parallel Form Realization of a Digital Filter The general form of the transfer function of a Parallel Form Realization is H ( z ) = K + H1 ( z ) + H2 ( z ) + … + HR ( z ) (11. K H1 ( z ) X(z) H2 ( z ) + Y(z) HR ( z ) Figure 11. The transfer function for the Parallel Form second−order digital filter of Figure 11. But because of the presence of the constant K .Digital Filter Design with Simulink in MATLAB’s Command prompt. we can simplify the transfer function expression by performing partial fraction expansion after we express the transfer function in the form H ( z ) ⁄ z . Parallel Form Realization As with the Series Form Realization.1z ) ( 1 – 0.6 z + 0.108) Signals and Systems with MATLAB Computing and Simulink Modeling.56.56 is immaterial. the ordering of the individual filters in Figure 11.9z ) –1 –1 –2 11. This demo is an implementation of the third−order transfer function ( 1 + 0.

9 ) = 0.8 Therefore.6 ) H(z) ----------.+ --------------H ( z ) = 0.72 z –2 To implement this filter.8 z z 0.9 z – 0.25 z=0 = 0. we first express the transfer function as 0.9 = 0.+ --------------------------------z + 0.9 ) ( z – 0.6 ) ( z – 0.5 ( z + 0. we perform partial fraction expansion.5 ( z + 0.9 ) ( z – 0.8 ) 0.8 11−76 Signals and Systems with MATLAB Computing and Simulink Modeling.8 ) z ( z + 0. Fourth Edition Copyright © Orchard Publications .147 H ( z ) = 0.8 ) z Next.25 + --------------z + 0.9 z – 0. r1 r2 r3 0.6 ) ( z – 0.1z – 0.6 ) r 1 = ------------------------------------------------( z + 0.103 0.6 ) ( z – 0.57.26 The transfer function of the Parallel Form Realization of a certain second−order digital filter is 0.+ -------------------z ( z + 0.8 ) 0.8 ) 0.25 + --------------.147z 0.6 ) ------------------------------------------------.+ -------------------.5 ( z + 0.6 ) ( z – 0.6 ) r 2 = ------------------------------------------------z ( z – 0.= --.9 ) ( z – 0.6 ) ( z – 0.5 ( z + 0. 0.103 z = 0.5 ( z + 0.6 ) r 3 = ------------------------------------------------z ( z + 0.9 ) ( z – 0.147 z = – 0.36 z ) H ( z ) = --------------------------------------------–1 –2 1 + 0.103z .= ------------------------------------------------z ( z + 0.Chapter 11 Analog and Digital Filters a1 a2 x[n] + –b1 z –1 z –1 + y[n] –b2 Figure 11. Parallel Form Realization of a second−order digital filter Example 11.5 ( 1 – 0.

9z z – 0. Input and output waveforms for the model of Figure 11. Figure 11. Model for Example 11.+ ----------------------–1 –1 1 + 0.109) The model is shown in Figure 11. and the input and output waveforms are shown in Figure 11.26 Figure 11.Digital Filter Design with Simulink 0.59. Fourth Edition Copyright © Orchard Publications 11−77 .58 A demo model using fixed−point Simulink blocks can be displayed by typing Signals and Systems with MATLAB Computing and Simulink Modeling.147 0.58.8z (11.103 H ( z ) = 0.58.25 + ----------------------.59.

or Elliptic. etc. Chebyshev Type I.9z ( 1 + 0. Inc. Hamming. we will create a Simulink model that includes a digital filter to remove the Gaussian random noise. z=5.60. As indicated on the left lower part of this box. High− Pass.25.*sin(1. FDA stands for Filter Design and Analysis. In this example. y=2. * Blocksets are built-in blocks in Simulink that provide a comprehensive block library for different system components.x+y+z).0086z H ( z ) = 5. Band−Pass. Example 11.*t). This demo is an implementation of the third−order transfer function 3. Page 11− 68.Chapter 11 Analog and Digital Filters fxpdemo_parallel_form in MATLAB’s Command prompt. Example 11. t=0:pi/32:16*pi. and z defined in the MATLAB script below.mathworks. we can choose the Response Type (Low− Pass. † A window function multiplies the infinite length impulse response (IIR) by a finite width function. The most common window functions are described in the Signal Processing Toolbox User’s Guide The MathWorks.*sin(0.27 below is very similar to that of Example 11.5. y .*t+pi/3). When this is done. grid During transmission of this signal from its source to its destination.27 The signal represented by the waveform of Figure 11. 3 Apple Hill Drive.75. so that the infinite length series will be terminated after a finite number of terms in the series. and FIR can be Window.*t+pi/6).1z ) –1 11.. www.5556 – ---------------------------. We must click on the Design Filter button at the bottom of the Block Parameters dialog box to update the specifications. Chebyshev Type II. plot(t.5 The Digital Filter Design Block The Digital Filter Design block is included in the Simulink Signal Processing Blockset* and requires the installation of the Simulink program to create models related to digital filter design applications. Inc.6. and the Window† can be Kaiser. Phone: 508-647-7000.4639 – 1.0916 + 3.+ -------------------------------------------------–1 –1 –2 1 – 0. This blockset can be obtained from The MathWorks.com. or Band− Elimination). this signal is corrupted by the addition of unwanted Gaussian random noise. Maximally Flat. Fourth Edition Copyright © Orchard Publications . MA 01760-2098. Natick..23. 11−78 Signals and Systems with MATLAB Computing and Simulink Modeling. referred to as window function. x=sin(0. etc.6z + 0. The functionality of this block can be observed by dragging this block into a model and double-clicking it. the Block Parameters dialog box appears as shown in Figure 11.61 is the summation of the sinusoidal signals x . the Design Method (IIR or FIR) where an IIR filter can be Butterworth.

61.60. Signal to be transmitted for Example 11. The Digital Filter Design Block Parameters dialog box 8 6 4 2 0 -2 -4 -6 -8 0 5 10 15 20 25 30 35 40 45 50 Figure 11. Fourth Edition Copyright © Orchard Publications 11−79 .27 Signals and Systems with MATLAB Computing and Simulink Modeling.Digital Filter Design with Simulink Figure 11.

All other parameters in their default state All other parameters in their default state The Random Source block is configured as follows: Source type: Gaussian.Chapter 11 Analog and Digital Filters The Simulink model of Figure11. Freq (Hz): 1.25. 11−80 Signals and Systems with MATLAB Computing and Simulink Modeling. Sample Time: 0. Phase: pi/6. Sample Time: 0. All other parameters in their DSP Sine Wave 2: default state Amplitude: 2. DSP Sine Wave 3: Amplitude: 5. Sample Time: 0. The Add (Sum) and Scope blocks are dragged from the Commonly Used Blocks main Simulink Library.05.62. Initial seed: [23341]. dis* For a detailed discussion on configuration of the Scope block. ISBN 0−9744239−7−1.05 When the simulation command is executed. Simulink model for Example 11. the Scope 1 block in the model of Figure 11. Sample Time: 0. Method: Ziggurat.62 below contains a Random Source block to incorporate noise into the system. Figure 11.05.27 The DSP Sine Wave blocks are configured as follows: DSP Sine Wave 1: Amplitude: 1. and the Scope 1 and Scope 2 blocks are configured* with four and two inputs (axes) respectively from the Scope Parameters dialog box. Phase: 0.5.62.This block and the three DSP Sine Wave blocks are dragged from the Signal Processing Sources sub−library under Signal Management in the Signal Processing Blockset into the model.75. please refer to Introduction to Simulink with Engineering Applications.05. Phase: pi/3. Freq (Hz): 0. Freq (Hz): 0. Fourth Edition Copyright © Orchard Publications .

64. Design Method: FIR. the Scope 2 block displays the waveforms shown in Figure Signals and Systems with MATLAB Computing and Simulink Modeling. we can choose any other design options.63. Of course. we add an FDA Tool Digital Filter Design block as shown in Figure 11.63. Figure 11. Window: Rectangular.65 to remove the unwanted noise created by the Random Source block. and the Scope 2 block displays the input and output waveforms shown in Figure 11. and all other unlisted parameters in their default state.Digital Filter Design with Simulink plays the input and output waveforms shown in Figure 11. The Block Parameters dialog box for the FDA Tool Digital Filter Design block is configured as follows: Response Type: Lowpass. Window.62 Next. Fourth Edition Copyright © Orchard Publications 11−81 .62 Figure 11. Input and output waveforms displayed in Scope 2 block of Figure 11. Input and output waveforms displayed in Scope 1 block of Figure 11. With those specifications.64.

62 with the addition of an FDA Tool Digital Filter Design block. the Fast Block LMS. Figure 11.65. and Recursive Least Squares (RLS) * An adaptive filter is a digital filter that performs digital signal processing and can adapt its performance based on the input signal.65 Figure 11.Chapter 11 Analog and Digital Filters 11.* The Signal Processing Blockset contains blocks that implement the Least−Mean−Square (LMS) block. most of the unwanted noise has been removed. Input and output waveforms displayed in Scope 2 block of Figure 11. 11−82 Signals and Systems with MATLAB Computing and Simulink Modeling. However. we can remove the remaining noise with the addition of an adaptive filter. Figure 11. All filters we’ve considered thus far are non−adaptive filter and their characteristics are defined by their transfer function. The model of Figure 11.66.66.66 reveals that with the addition of the FDA Tool Digital Filter Design block. Fourth Edition Copyright © Orchard Publications .

we will add an LMS adaptive filter to the model of Figure 11.65.Digital Filter Design with Simulink adaptive filter algorithms. For our example. Thus. The waveforms displayed by the Scope 3 block are shown in Figure 11.67 Signals and Systems with MATLAB Computing and Simulink Modeling. we click on the Filtering Library. Model for Example 11.67. Figure 11.67 where the Wts (Weights) port of the LMS Filter block which outputs the filter weights is left unconnected. Waveforms displayed by Scope 3 block in the model of Figure 11. then on the Adaptive Filters sub−library.68.68 where last waveform indicates the output of the Error port which is the difference between the desired signal of the LMS filter and its output. from the Signal Processing Blockset.27 with LMS Filter block Figure 11. and we drag the LMS Filter block into our model which is connected as shown in Figure 11. Fourth Edition Copyright © Orchard Publications 11−83 .

From the Type list.69. Frame Number. the configuration parameters are specified as follows: From the Simulation drop menu. we enter inf. and the filter coefficients change with time and eventually approach their steady−state 11−84 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .1. and for the model of Figure 11. and from the Solver list we choose discrete (no continuous states). for the Stop time parameter. Line style: −−. We can view these coefficients as they change with time by connecting a Vector Scope block to the Wts output port of the LMS filter block as shown in Figure 11. we choose Fixed−step.27 with Vector Scope block The Block Parameters dialog box for the Vector Scope block contains four tabs. Line markers: o. When the simulation command is issued. Compact Display. We close the configuration parameters dialog box by clicking OK.5. Model for Example 11. and Open scope at start of simulation Axis Properties tab: Minimum Y−limit: −0.69 these are configured as follows: Scope Properties tab: Input domain: Time. Figure 11. we observe that the Vector Scope window opens automatically. Line colors: [1 0 0] Before execution of the simulation command.Chapter 11 Analog and Digital Filters The error is never exactly zero and thus the adaptive filter continuously modifies the filter coefficients to provide a better approximation of the noise. Time display span (number of frames): 1 Display Properties tab: Select the following check boxes: Show grid. Y−axis title: Filter Weights Line Properties tab: Line visibilities: on.69. Maximum Y−limit: 0. in the Solver pane.

and after some time we observe that the error decreases to zero as shown in Figure 11.70. Figure 11. Fourth Edition Copyright © Orchard Publications 11−85 .71.Digital Filter Design with Simulink values as shown in Figure 11. To Signals and Systems with MATLAB Computing and Simulink Modeling.70. To stop the simulation.69 Next. the simulation time goes on forever. The filter coefficients displayed in the Vector Scope Window in the model of Figure 11.71. we must click on the Stop simulation icon which is indicated by a small black square immediately to the left of the Stop time field in the window of our model. The Stop simulation is active only when the Stop time is specified as inf and the simulation command has been issued. Waveforms displayed in the Scope 3 in the model of Figure 11.69. and the output of the adaptive LMS filter is practically the same as the original input signal. Figure 11. and we observe that the waveforms in Figure 11. we double−click on the Scope 3 block in the model of Figure 11.69 Since for the Stop time parameter we have specified inf.71 are updated continuously.

Fourth Edition Copyright © Orchard Publications . 11−86 Signals and Systems with MATLAB Computing and Simulink Modeling. we must click on the Pause simulation icon indicated by two small vertical bars immediately to the left of the Stop simulation icon.Chapter 11 Analog and Digital Filters pause the simulation.

in general. and if ω 2 = 10 ω 1 . integration. high−pass. • An all−pass or phase shift filter has a constant magnitude response but is phase varies with fre• A digital filter. generally. capacitors and inductors. we say that these frequencies are sepa• The analog low−pass filter is used as a basis. ferentiation. ters. and Cauer (elliptic) fil- ters. Chebyshev Type I & II. • A digital filter. quency. can perform functions of dif• Analog filter functions have been used extensively as prototype models for designing digital fil• An analog filter can also be classified as passive or active. Fourth Edition Copyright © Orchard Publications 11−87 . we can derive high−pass and the other types of filters from a basic low−pass filter.Summary 11. Passive filters consist of passive devices such as resistors. Using transformations. a and b are constant coefficients. they are separated by one decade. They are classified as low− pass. • The first step in the design of an analog low−pass filter is to derive a suitable magnitude−squared function A ( ω ) . besides filtering out unwanted bands of frequency. and k is a positive integer denoting the order of the filter. rated by one octave.7 Summary • Analog filters are defined over a continuous range of frequencies. • In this chapter we discussed the Butterworth. and estimation. is a computational process. • The magnitude−squared function of a Butterworth analog low−pass filter is Signals and Systems with MATLAB Computing and Simulink Modeling. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. operational amplifiers with resistors and capacitors connected to them externally. Active filters are. and from it derive a G ( s ) function such that 2 A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω 2 • The general form of the magnitude−square function A ( ω ) is + … + b0 ) C ( bk ω + bk – 1 ω 2 A ( ω ) = --------------------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 2k 2k – 2 where C is the DC gain. • If two frequencies ω 1 and ω 2 are such that ω 2 = 2 ω 1 . band−pass and band−elimination (stop−band).

• All Butterworth filters have the property that all poles of the transfer functions that describes them. etc. • The general form of any analog low−pass (Butterworth. the [z. Fourth Edition Copyright © Orchard Publications . and gain for an N – th order normalized prototype Butterworth analog low−pass filter.p.k] = cheb1ap(N. and gain of an N – th order normalized prototype Chebyshev Type I analog low−pass filter with ripple Rp decibels in the pass band.Chapter 11 Analog and Digital Filters 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 where k is a positive integer indicating the order of the filter. • We can use the MATLAB cheb1ap function to design a Chebyshev Type I analog low−pass filter. The first returns the zeros. The frequency ω C defines the beginning of the stop band. poles. the poles are distributed in symmetry with respect to the j ω axis. Elliptic. • The Chebyshev Type I filters are based on approximations derived from the Chebyshev polynomials C k ( x ) that constitute a set of orthogonal functions. also known as Inverted Chebyshev filter. The second performs the zero−pole to transfer function conversion. For stability. we choose the poles of the left half of the s −plane to form G ( s ) . and they are 2 π ⁄ 2k radians apart.) filter is G(s) lp b0 = --------------------------------------------------------------k 2 ak s + … + a2 s + a1 s + a0 • The MATLAB buttap and zp2tf functions are very useful functions in the design of Butterworth filters. • The Chebyshev Type II. and if k = even . is characterized by the fol- lowing magnitude−square approximation ε C k ( ω C ⁄ ω) 2 A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω C ⁄ ω) 2 2 and has the ripple in the stop−band as opposed to Chebyshev Type I which has the ripple in the pass−band. they start at 2 π ⁄ 2k . poles. if k = odd . returns the zeros.Rp) statement where N denotes the order of the filter. • The elliptic (Cauer) filters are characterized by the low−pass magnitude−squared function 11−88 Signals and Systems with MATLAB Computing and Simulink Modeling. Chebyshev. lie on a circumference of a circle of radius ω C . the poles start at zero radians. and no zeros. The resulting filter has N poles around the unit circle in the left half plane. But regardless whether k is odd or even. and ω C is the cutoff ( 3 dB ) frequency. The coefficients of these polynomials are tabulated in math tables. Thus. Thus.

• Digital filters are classified in terms of the duration of the impulse response.a] = ellip(N. In a non−recursive digital filter. and in forms of • An Infinite Impulse Response (IIR) digital filter has infinite number of samples in its impulse response h [ n ] • A Finite Impulse Response (FIR) digital filter has a finite number of samples in its impulse response h [ n ] • In a Recursive Realization digital filter the output is dependent on the input and the previous values of the output. • Generally. lp2hp. • Transformation methods have been developed where a low−pass filter can be converted to another type of filter simply by transforming the complex variable s .Rp.Summary 2 1 A ( ω ) = ----------------------------------2 1 + Rk ( ω ⁄ ωC ) where R k ( x ) represents a rational elliptic function used with elliptic integrals. In a recursive digital filter. or to a band−elimination filter respectively • We can use the MATLAB function bode(num. lp2bp. or to a high−pass filter. • In a Non−Recursive Realization digital filter the output depends on present and past values of the input only.5 where ω C is the cutoff frequency of a low−pass filter. realization. Three well known methods are the following: Signals and Systems with MATLAB Computing and Simulink Modeling. • We can use the MATLAB lp2lp.Rs. and lp2bs functions to transform a low−pass filter with normalized cutoff frequency. If ’s’ is not included in the above statement. to another low−pass filter with any other specified frequency. bi = 0 . and ’s’ is used to specify analog elliptic filters. a stop band with ripple Rs decibels. Elliptic filters have ripple in both the pass−band and the stop−band. Wn is the cutoff frequency. These transformations are listed in Table 11. MATLAB designs a digital filter. or to a band−pass filter. both the coefficients a i and b i are present. IIR filters are implemented by recursive realization. whereas FIR filters are imple- mented by non−recursive realization.Wn.’s’) where N is the order of the filter. The statement [b. that is. designs an N – th order low−pass filter with ripple Rp decibels in the pass band. • We can design elliptic low−pass filters with the MATLAB ellip function.den) to generate both the magnitude and phase responses of any transfer function describing the filter type. • Transformation methods are also available to map an analog prototype to an equivalent digital filter. only the coefficients a i are present. Fourth Edition Copyright © Orchard Publications 11−89 .

this condition is known as warping. • We can use the MATLAB find(X) function to restrict the frequency range of the spectrum in order to identify the frequency components of the signal f ( t ) . 3. • The Digital Filter Design block is included in the Simulink Signal Processing Blockset and requires the installation of the Simulink program to create models related to digital filter design applications.a. 2.a. 11−90 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 11 Analog and Digital Filters 1. • The effect of warping can be eliminated by pre−warping the analog filter prior to application of • We can use the MATLAB freqz(b. The Impulse Invariant Method that produces a digital filter whose impulse response consists of the sampled values of the impulse response of an analog filter.X) function can be used to remove unwanted frequency components from a function. Fourth Edition Copyright © Orchard Publications .a. the bilinear transformation. The Bilinear Transformation that uses the transformation 2 z–1 . The Step Invariant Method that produces a digital filter whose step response consists of the sampled values of the step response of an analog filter. • The MATLAB filter(b.⋅ ----------s = ---Ts z + 1 • The analog frequency to digital frequency transformation results in a non−linear mapping.Fs) function.N) function to plot the magnitude of G ( z ) • An analog filter transfer function can be mapped to a digital filter transfer function directly with the MATLAB bilinear(b.

and desired cutoff frequency ω C . b . R 1. and R 4 to achieve the desired cutoff frequency ω C .8 Exercises 1. R 3. 4b R 2 = ------------------------------------------------------------------------ 2 C 1 a + [ a + 8b ( K – 1 ) ] ω C b R 1 = ------------------2 C1 R2 ω2 C KR 2 -. Fourth Edition Copyright © Orchard Publications 11−91 . we can calculate the values of C 1. R 3 = -----------K–1 R 4 = KR 2 K≠1 and the gain K is K = 1 + R4 ⁄ R3 Using these relations. C 2. Signals and Systems with MATLAB Computing and Simulink Modeling. Solution using MATLAB is highly recommended.Exercises 11. Plot G ( s ) versus frequency. The op amp circuit below is a VCVS second−order high−pass filter whose transfer function is 2 V out ( s ) Ks . R4 R3 vout R2 vin C1 C2 R1 For this circuit. compute the appropriate values of the resistors to achieve the cutoff frequency f C = 1 KHz . R 2. Choose the capacitors as C 1 = 10 ⁄ f C µ F and C 2 = C 1 .= -------------------------------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + ( a ⁄ b )ω C s + ( 1 ⁄ b )ω C and for given values of a .

Gain K = 10 . and Quality Factor Q = ω 0 ⁄ BW We can calculate the values of C 1. R 3. C 2. 11−92 Signals and Systems with MATLAB Computing and Simulink Modeling. R 2. For this circuit.Chapter 11 Analog and Digital Filters 2. Solution using MATLAB is highly recommended. Bandwidth BW = ω 2 – ω 1 . and Q = 10 . 2Q R 1 = ---------------C1 ω0 K 2Q R 2 = ------------------------------------------------------------------------- 2 2 C 1 ω 0 – 1 + ( K – 1 ) + 8Q 1 1 1 . The op amp circuit below is a VCVS second−order band−pass filter whose transfer function is V out ( s ) K [ BW ] s . ω 2 = upper cutoff frequency .= ---------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + [ BW ] s + ω 0 R4 R5 vout R1 R3 C2 C1 R2 vin Let ω 0 = center frequency . Choose the capacitors as C 1 = C 2 = 0. Plot G ( s ) versus frequency.1 µ F . R 1.----.+ ----R 3 = -----------2 2R C1 ω0 1 R2 R 4 = R 5 = 2R 3 Using these relations. ω 1 = lower cutoff frequency . and R 4 to achieve the desired centered frequency ω 0 and bandwidth BW . compute the appropriate values of the resistors to achieve center frequency f 0 = 1 KHz . Fourth Edition Copyright © Orchard Publications .

For this circuit. R 3. and R 4 to achieve the desired centered frequency ω 0 and bandwidth BW . 1 R 1 = ------------------2 ω 0 QC 1 2Q R 2 = ----------ω0 C1 2Q R 3 = -----------------------------------2 C 1 ω 0 ( 4Q + 1 ) The gain K must be unity. Using these relations. Solution using MATLAB is highly recommended.= ---------------------------------------2 2 V in ( s ) s + [ BW ] s + ω 0 R3 C1 C2 C3 R2 vin R1 vout Let ω 0 = center frequency . compute the appropriate values of the resistors to achieve center frequency f 0 = 1 KHz . The op amp circuit below is a VCVS second−order band−elimination filter whose transfer function is 2 V out ( s ) K ( s 2 + ω0 ) G ( s ) = ----------------. and gain K = 1 We can calculate the values of C 1. R 2. C 2. Bandwidth BW = ω 2 – ω 1 . Gain K = 1 and Q = 10 . ω 1 = lower cutoff frequency . Fourth Edition Copyright © Orchard Publications 11−93 .1 µ F and C 3 = 2C 1 . ω 2 = upper cutoff frequency . Quality Factor Q = ω 0 ⁄ BW .Exercises 3. Signals and Systems with MATLAB Computing and Simulink Modeling. but Q can be up to 10. Plot G ( s ) versus frequency. Choose the capacitors as C 1 = C 2 = 0. R 1.

Fourth Edition Copyright © Orchard Publications . The op amp circuit below is a MFB second−order all−pass filter or phase shift filter whose transfer function is V out ( s ) K ( s2 – a ω0 s + b ω0 ) .= --------------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + a ω0 s + b ω0 2 where the gain K = cons tan t . ( 0 < K < 1 ) . we compute the coefficient a from 4K 1–K .Chapter 11 Analog and Digital Filters 4.– 1 + 1 + -----------a = -------------------------------1–K 2K tan ( φ 0 ⁄ 2 ) and for – 180 ° < φ 0 < 0 ° . from 11−94 Signals and Systems with MATLAB Computing and Simulink Modeling. we can compute the resistances from 2 R 2 = -------------a ω0 C1 ( 1 – K )R2 R 1 = ----------------------4K R2 R 3 = ----K R2 R 4 = -----------1–K For 0 < φ 0 < 180 ° .⋅ tan 2 ( φ 0 ⁄ 2 ) . and the phase is given by a ω0 ω –1 φ ( ω ) = – 2tan --------------------2 2 b ω0 – ω C2 R1 C1 R2 vin R3 R4 vout The coefficients a and b can be found from a –1 φ 0 = φ ( ω 0 ) = – 2tan ---------- b – 1 For arbitrary values of C 1 = C 2 .

compute the appropriate values of the resistors to achieve a phase shift φ 0 = – 90 ° at f 0 = 1 KHz with K = 0. compute the appropriate values of the resistors to achieve a time delay Signals and Systems with MATLAB Computing and Simulink Modeling.20. The op amp circuit below is also known as Bessel filter and has the same configuration as the low−pass filter presented in Figure 4.75 . The resistor values are computed from 2(K + 1) R 2 = ----------------------------------------------------------------------------------2 2 ( aC 1 + a C 1 – 4 bC 1 C 2 ( K – 1 ) )ω 0 R2 R 1 = ----K 1 R 3 = ---------------------------2 bC 1 C 2 R 2 ω 0 Using these relations. Choose the capacitors as C 1 = C 2 = 0.01 µ F and plot phase versus frequency.⋅ tan 2 ( φ 0 ⁄ 2 ) . The second-order transfer function of this filter is 2 V out ( s ) 3K ω 0 . we can use a low−pass filter circuit such as that above to achieve a constant delay T 0 by specifying the resistor and capacitor values of the circuit.Exercises 4K 1–K . Page 4−15. This circuit achieves a relatively constant time delay over a range 0 < ω < ω 0 . Solution using MATLAB is highly recommended. Therefore.= -------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + 3 ω0 s + 3 ω0 R2 R1 R3 C2 vin C1 vout where K is the gain and the time delay T 0 at ω 0 = 2 π f 0 is given as 12 .– 1 – 1 + -----------a = -------------------------------1–K 2K tan ( φ 0 ⁄ 2 ) Using these relations. Fourth Edition Copyright © Orchard Publications 11−95 .sec onds T 0 = T ( ω 0 ) = ----------13 ω 0 We recognize the transfer function G ( s ) above as that of a low−pass filter where a = b = 3 and the substitution of ω 0 = ω C . 5. Chapter 4.

Chebyshev Type I high−pass digital filter with sampling period T S = 0. 8. Derive the transfer function of a fourth−order Butterworth filter with ω C = 1 rad ⁄ s . Solution using MATLAB is highly recommended. The equivalent analog filter cutoff frequency is ω C = 4 rad ⁄ s and has 3 dB pass band ripple.002 µ F . Use MATLAB to derive the transfer function G ( z ) and plot G ( z ) versus ω for a two−pole.5 dB pass band ripple and cutoff frequency ω C = 1 rad ⁄ s . Derive the magnitude−squared function for a third−order Chebyshev Type I low−pass filter with 1. Compute the coefficients of the numerator and denominator and plot G ( z ) with and without pre−warping. 11−96 Signals and Systems with MATLAB Computing and Simulink Modeling. 6.Chapter 11 Analog and Digital Filters T 0 = 100 µ s with K = 2 . Use capacitors C 1 = 0. Fourth Edition Copyright © Orchard Publications . Exercise 5. for the RC low−pass filter we derived the transfer function 1 ⁄ RC G ( s ) = ----------------------s + 1 ⁄ RC Derive the equivalent digital filter transfer function by application of the bilinear transformation. 7. In Chapter 4.01 µ F and C 2 = 0.25 s . Page 4−30. Assume that RC = 1 9. Plot G ( s ) ver- sus frequency.

Hz log scale 3 10 4 10 5 Signals and Systems with MATLAB Computing and Simulink Modeling. % PART II − Plot with standard resistors R1=12./b+wc. R3=40. fprintf('R2 = %5. R3=(K*R2)/(K−1). Gw=(K..5 0 1 10 10 2 10 Frequency.9 Solutions to End−of−Chapter Exercises 1.. w=2*pi*f. wc=2*pi*fc. b = 1 % a=sqrt(2).*s. R3=40200. ylabel('|Vout/Vin| absolute values')......R4) R1=12582 Ohms R2=20132 Ohms R3=40263 Ohms R4=40263 Ohms We choose standard resistors as close as possible to those found above.^2.7 K. % PART I − Find Resistor values for second order Butterworth filter..0f Ohms \t'. semilogx(f. wc=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*R2)..*wc. R2=20.R1). Fourth Edition Copyright © Orchard Publications 11−97 .R3). xlabel('Frequency. C1=10^(−8).. fprintf('R1 = %5./b). R1=12700.*s.0f Ohms \t'. R4=R3. K=2. K=1+R4/R3.. a=sqrt(2).^2+a. R1=b/(C1^2*R2*wc^2). R2=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*wc).^2). R4= R3 % f=10:10:20000.0 K..abs(Gw)). fprintf('R4 = %5.. These are shown in the MATLAB script below. R4=K*R2. Hz log scale’)../(s. We will use MATLAB for all computations. title('2nd Order Butterworth High−Pass Filter Response'). grid 2nd Order Butterworth High-Pass Filter Response 2 |Vout/Vin| absolute values 1.2 K. b =1.R2). fprintf(' \n'). fprintf('R3 = %5. C2=C1.Solutions to End-of-Chapter Exercises 11.0f Ohms \t'. R2=20000. s=w*j. fc=1000.5 1 0..0f Ohms \t'.

. fprintf(' \n'). R4= 6. R3=(1/(C1^2*w0^2))*(1/R1+1/R2)... w0=2*pi*f0.. B=w0/Q....^2+B. R1=3160.R3). fprintf('R4 = %5.. R3=3..*s+w0. % PART I − Find Resistor values for second order band−pass filter f0 = 1 KHz % Q=10. grid 2nd Order Butterworth Band-Pass Filter Response 10 |Vout/Vin| absolute values 8 6 4 2 0 2 10 10 Frequency... fprintf('R3 = %5. R2=(2*Q)/(C1*w0*(−1+sqrt((K−1)^2+8*Q^2))).R5) R1=3183 Ohms R2=1110 Ohms R3=3078 Ohms R4=6156 Ohms R5=6156 Ohms We choose standard resistors as close as possible to those found above.log scale 3 10 4 11−98 Signals and Systems with MATLAB Computing and Simulink Modeling. R3=3090. % % PART II − Plot with standard resistors R1=3. f0=1000.0f Ohms \t'.. xlabel('Frequency. s=w*j. R4=2*R3.. C1=10^(−7)..0f Ohms \t'.0f Ohms \t'. fprintf('R2 = %5. Fourth Edition Copyright © Orchard Publications . K=10. R5=R4. fprintf('R5 = %5.Chapter 11 Analog and Digital Filters 2.R2).*B. w=2*pi*f. axis([100 10000 0 10]). Hz − log scale').1 K.abs(Gw))..*s). We will use MATLAB for all computations. % R5=R4 % K=10. f=10:10:10000... ylabel('|Vout/Vin| absolute values').0f Ohms \t'..^2).. R1=(2*Q)/(C1*w0*K).0f Ohms \t'. title('2nd Order Butterworth Band−Pass Filter Response'). R2=1100.09 K.. R5=R4. Gw=(K.. semilogx(f. These are shown in the MATLAB script below..R1).. C2=C1. w0=(2*Q)/(C1*R1*K). Q=10..19 K./(s. fprintf('R1 = %5. R2=1. Hz .R4). R4=6190.16 K.

^2).R2). R1=80.. grid 2nd Order Butterworth Band-Elimination Filter Response 1 |Vout/Vin| absolute values 0.. f0=1000. w0=1/(2*R1*Q*C1). Gw=(K.4 0..^2+B.. fprintf('R1 = %5.0f Ohms \t'.^2))./(s... R1=1/(2*w0*Q*C1)..16 K.abs(Gw)). w=2*pi*f. s=w*j.. w0=2*pi*f0. B=w0/Q. xlabel('Frequency. Hz .. Q=10. R3=78.0f Ohms \t'.8 0. R2=31600.7.. R3=(2*Q)/(C1*w0*(4*Q^2+1)).7 % K=1.. fprintf('R3 = %5. C1=10^(−7). semilogx(f. fprintf(' \n')..*s+w0.*(s.2 0 2 10 10 Frequency.. R2=(2*Q)/(w0*C1). f=10:10:10000.0f Ohms \t'..6 0.. Fourth Edition Copyright © Orchard Publications 11−99 .^2+w0.. fprintf('R2 = %5.R3) R1=80 Ohms R2=31831 Ohms R3=79 Ohms We choose standard resistors as close as possible to those found above. These are shown in the MATLAB script below.R1). % % PART II − Plot with standard resistors R1=80... We will use MATLAB for all computations.. axis([100 10000 0 1]). Hz − log scale ').Solutions to End-of-Chapter Exercises 3.. title('2nd Order Butterworth Band−Elimination Filter Response')..6. ylabel('|Vout/Vin| absolute values'). C3=2*C1. K=1. R3=78.log scale 3 10 4 Signals and Systems with MATLAB Computing and Simulink Modeling. R2=3. % PART I − Find Resistor values for second order Butterworth band−elimination filter % with f0 = 1 KHz % Q=10. C2=C1.6.

. f0=1 KHz % phase shift phi=−pi/2 and gain K=3/4. C1=10^(−8). fprintf(' \n')...*(s. φ0 a . fprintf('R1 = %6.9 K. b) R1=3456 Ohms R2=41469 Ohms a = 0. R1=3480. We rewrite the above relation as φ0 a - –1 = – ---tan ----------b – 1 2 then. fprintf('a = %5.*180.0f Ohms \t'.*s+b.. w=2*pi*f..*w0. a=((1−K)/(2*K*tan(phi0/2)))*(−1−sqrt((1+4*K/(1−K))*(tan(phi0/2))^2)). f=10:10:100000.768 R3=55292 Ohms R4=165875 Ohms We choose standard resistors as close as possible to those found above. C1=10^(−8). fprintf('b = %5. R1=(1−K)*R2/(4*K).R4)...R2). ylabel('Phase Angle in degrees').3f \t'.R1).Chapter 11 Analog and Digital Filters 4.768.. R4=R2/(1−K).768. R2=41.*w0. b=(a+tan(−phi0/2))/tan(−phi0/2). a=0.*w0. R4=165 K % K=3/4. These are shown in the MATLAB script below.= a + tan – ---btan – --- 2 2 a + tan ( – φ 0 ⁄ 2 ) b = -----------------------------------tan ( – φ 0 ⁄ 2 ) % MFB 2nd order all−pass filter.2 K. s=w*j..0f Ohms \t'. a).*w0. Hz − log scale'). fprintf('R4 = %6. a and b values % phi0=−pi/2./(s. Fourth Edition Copyright © Orchard Publications . % % PART II − Plot with standard resistors R1=3... C2=C1. Gain must be 0<K<1 % % PART I − Find Resistor.^2−a.. fprintf('R3 = %6.*s+b.= ----------tan – --- 2 b–1 φ0 φ0 .48 K. fprintf(' \n').0f Ohms \t'. fprintf('R2 = %6.^2).. C2=C1. R2=41200. K=0. Gw=(K. b=1.. f0=1000. R3=R2/K.0f Ohms \t'.^2+a. w0=2*pi*f0.. grid 11−100 Signals and Systems with MATLAB Computing and Simulink Modeling.. R3=54900... semilogx(f.. w0=2/(a*R2*C1).R3). xlabel('Frequency.3f \t'.75.. R3=54.. R4=165000. Let us first solve the relation a - –1 φ 0 = φ ( ω 0 ) = – 2tan ---------- b – 1 for b in terms of φ 0 and a so that we can derive its value from the MATLAB script below. title('2nd Order All−Pass Filter Phase Response'). R2=2/(a*w0*C1)......angle(Gw)./pi).^2))..768 b = 1.

R1=R2/K./pi).0f Ohms \t'..5 K.R3) R1 = 7486 Ohms R2 = 14971 Ohms R3 = 13065 Ohms We choose standard resistors as close as possible to those found above.^2). a=3. s=w*j.*w0.. C1=10^(−8). The group delay (the slope at a particular frequency) is practically flat at frequencies near DC.. This filter has very good phase response but poor magnitude response.^2). Signals and Systems with MATLAB Computing and Simulink Modeling. Hz .. K=2. We will use MATLAB for all computations. fprintf('R1 = %5. grid The plot shown below is the phase (not magnitude) response. R2=15000. fprintf(' \n'). w0=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*R2).0f Ohms \t'.*K. R3=13000... f=1:10:100000.0 K. b=3..R1)./(s.0 K % K=2.*w0.. title('2nd Order Bessel Filter Response').*w0. ylabel('Phase Angle in degrees'). fprintf('R3 = %5. R3=13. w=2*pi*f. xlabel('Frequency.R2).*180. Part II of the script is as follows: % % PART II − Plot with standard resistors R1=7. % MFB 2nd order Bessel filter. b=3.. C1=10^(−8).... semilogx(f....Solutions to End-of-Chapter Exercises The plot shown below is the phase (not magnitude) response. Hz'). R2=15. T0=100 microseconds.log scale 10 10 5. a=3. K=2 % PART I − Find resistor values T0=100*10^(−6). C2=2*10^(−9). Gw=(3.^2+a. Fourth Edition 11−101 Copyright © Orchard Publications .0f Ohms \t'. R2=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*w0). R3=1/(b*C1*C2*R2*w0^2). fprintf('R2 = %5. R1=7500.angle(Gw)..*s+b.. 2nd Order All-Pass Filter Phase Response 200 150 Phase Angle in degrees 100 50 0 -50 -100 -150 -200 1 10 2 3 4 5 10 10 Frequency. C2=2*10^(−9). w0=12/(13*T0).... These are shown in the MATLAB script below..

disp('s5 = '). disp('s7 = '). 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 and with ω C = 1 rad ⁄ s and k = 4 . disp(simple(y(6)))..Chapter 11 Analog and Digital Filters 2nd Order Bessel Filter Response 0 -20 Phase Angle in degrees -40 -60 -80 -100 -120 -140 -160 -180 0 10 1 2 3 4 5 10 10 10 Frequency. disp('s1 = ').. we obtain 2 1 A ( ω ) = --------------8 ω +1 Then. y=solve('s^8+1=0'). disp(simple(y(7))).24). Fourth Edition Copyright © Orchard Publications . disp(simple(y(5))). disp('s8 = ').. disp(simple(y(2))). disp(simple(y(4))).. Page 11−14. disp(simple(y(3))).. From (11. disp('s6 = '). fprintf(' \n'). disp(simple(y(1))). 8 syms s. disp('s2 = ')... Hz 10 10 6. disp('s4 = ').. 1 G ( s ) ⋅ G ( – s ) = ------------8 s +1 We can use DeMoivre’s theorem to find the roots of s + 1 but we will use MATLAB instead. disp(simple(y(8))) s1 = 1/2*2^(3/4)*(1+i)^(1/2) s2 = -1/2*2^(3/4)*(1+i)^(1/2) s3 = 1/2*i*2^(3/4)*(1+i)^(1/2) s4 = -1/2*i*2^(3/4)*(1+i)^(1/2) s5 = 1/2*i*2^(3/4)*(-1+i)^(1/2) s1 = ( 1 ⁄ 2 ) ⋅ 4 2 ⋅ 1 + j s2 = –( 1 ⁄ 2 ) ⋅ 4 2 ⋅ 1 + j s3 = ( 1 ⁄ 2 ) j ⋅ 4 2 ⋅ 1 + j s4 = –( 1 ⁄ 2 ) j ⋅ 4 2 ⋅ 1 + j s5 = ( 1 ⁄ 2 ) j ⋅ 4 2 ⋅ – 1 + j 3 3 3 3 3 11−102 Signals and Systems with MATLAB Computing and Simulink Modeling..... disp('s3 = ').

6134*s^3+3. we find from (11. denA = 1+33/5*w^6−99/10*w^4+297/80*w^2 and thus Signals and Systems with MATLAB Computing and Simulink Modeling. ε = 10 2 ( 1.9240*i)*(s+.61s + 3.. Page 11−26.3827−.4) r = (s+.48).9240*i) expand(r) ans = s^4+2. syms w.56). Page 11−26. we choose the roots s 2 . s 4 .4125 ⋅ ( 4 ω – 3 ω ) To express the denominator in polynomial form.5 ⁄ 10 ) – 1 = 0. 2 α .49).41s + 2.9240+.Solutions to End-of-Chapter Exercises s6 = -1/2*i*2^(3/4)*(-1+i)^(1/2) s7 = 1/2*2^(3/4)*(-1+i)^(1/2) s8 = -1/2*2^(3/4)*(-1+i)^(1/2) s6 = –( 1 ⁄ 2 ) j ⋅ 4 2 ⋅ – 1 + j s7 = ( 1 ⁄ 2 ) ⋅ 4 2 ⋅ – 1 + j s8 = –( 1 ⁄ 2 ) ⋅ 4 2 ⋅ – 1 + j 3 3 3 Since we are only interested in the poles of the left half of the s −plane. that Ck = C3 = ( 4 ω – 3 ω ) 2 2 3 2 Also.9240−.61s + 1 7.5 dB ripple.614014906886*s +1. Page 11−29.. From (11. denA=1+0.0004706353613841 and thus 1 G ( s ) = ---------------------------------------------------------------------------4 3 2 s + 2. and s 8 .(1) A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) and with ω C = 1 and k = 3 .41492978*s^2+2..3827*i)*(s+.3827*i)*(s+.4125*expand((4*w^3−3*w)^2).3827+. r=vpa(denGs.4125 and with these values (1) is written as 2 α A ( ω ) = -----------------------------------------------------------2 3 1 + 0. s 6 . Fourth Edition 11−103 Copyright © Orchard Publications . with 1. To express the denominator in polynomial form we use the following MATLAB script: denGs=(s−s2)*(s−s4)*(s−s6)*(s−s8). from (11. we use the following MATLAB script.

and solving for ω d we find that ω d = 2 tan –1 ( ω a T S ) ⁄ 2 = 0.25 sec.9 ω + 3. Page 11−54.= ------------------------------------------------2. Therefore we will compute G 1 ( z ) with pre−warping using the following MATLAB script. % To obtain the digital cutoff frequency without prewarping we use the relation % wd=(wc*Ts)/pi.86). % We divide by pi to normalize the digital cutoff frequency.25. Page 11−54. % fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n'). % Sampling period wc=4. % This script designs a 2−pole Chebyshev Type 1 high−pass digital filter with % analog cutoff frequency wc=4 rads/sec. with ω C = ω a yields ω C = ω a ⋅ T S = 4 × 0. fprintf('%8..wdp.9273 and this value is not very close to unity. wdp=2*atan(wc*Ts/2)/pi. % Analog cutoff frequency % Let wd be the discrete time radian frequency. 11−104 Signals and Systems with MATLAB Computing and Simulink Modeling.+ 1 2 ( z – 1 ) + TS ( z + 1 ) ( TS + 2 ) z + ( TS – 2 ) ⋅ TS z + 1 9. This frequency is related to % the continuous time radian frequency wc by wd=Ts*wc with no pre−warping. sampling period Ts=0.----------z–1 z + ( TS – 2 ) ⁄ ( TS + 2 ) ----. The approximation of (11.4f \t'.7125 ω + 1 8. % N=2.Rp.⋅ ----------s = ----TS z + 1 TS ( z + 1 ) TS ( z + 1 ) ⁄ ( TS + 2 ) TS ( z + 1 ) 1 = ------------------------------------------------. % Pass−band ripple in dB Ts=0.'high'). % # of poles Rp=3. fprintf(' \n').Chapter 11 Analog and Digital Filters 2 α A ( ω ) = ------------------------------------------------------------------------6 4 2 6.Dz]=cheby1(N.25 = 1 .85). [Nz. 1 G ( s ) = ---------s+1 G(z) = G(s) 2 z–1 . with % pass band % ripple of 3 dB.[Nz]). using the exact relation of (11. 1 ⁄ RC G ( s ) = ----------------------s + 1 ⁄ RC and with RC = 1 .6 ω – 9. However.= ----------------------------------------------------G ( z ) = ---------------------------------. Fourth Edition Copyright © Orchard Publications . % With prewarping it is related to wc by wdp=2*arctan(wc*Ts/2).

Dz]=cheby1(N.4f \t'. % Sampling period wc=4.Rp.3914z – 0.4 0. fprintf('%8.5 1 1.3914 The denominator D(z) coefficients in descending powers of z are: 1.4963 High--Pass Digital Filter with prewarping 1 2 0. % w=0:2*pi/300:pi. % Pass band ripple in dB Ts=0.w).'high').25. Fourth Edition 11−105 Copyright © Orchard Publications . % fprintf('Press any key to see the plot \n'). fprintf(' \n').Dz.wd. % # of poles Rp=3.5 2 Frequency (rads/sec) 2.3914 G 1 ( z ) = --------------------------------------------------------------------2 z – 0.7153 0.Solutions to End-of-Chapter Exercises fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n'). % Analog cutoff frequency wd=(wc*Ts)/pi.3914 -0. [Nz.0000 -0. 0.7829 0.7829z + 0.abs(Gz)).5 3 3. grid.[Dz]).7153z + 0.6 |H| 0.8 0. pause. plot(w. xlabel('Frequency (rads/sec)'). % Signals and Systems with MATLAB Computing and Simulink Modeling. title('High−Pass Digital Filter with pre−warping') The numerator N(z) coefficients in descending powers of z are: 0. Gz=freqz(Nz.5 Next.4963 and thus the transfer function and the plot with pre−warping are as shown below. we will compute G 2 ( z ) without pre−warping using the following MATLAB script: N=2. ylabel('|H|').2 0 0 0.

5 3 3. Fourth Edition Copyright © Orchard Publications . fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n').4814 and thus the transfer function and the plot without pre-warping are as shown below. fprintf('%8. plot(w.3689z – 0.3689 -0.5 2 Frequency (rads/sec) 2. % fprintf('Press any key to see the plot \n').6 |H| 0.3689 The denominator D(z) coefficients in descending powers of z are: 1. fprintf(' \n'). fprintf('%8.0000 -0.Dz.5 11−106 Signals and Systems with MATLAB Computing and Simulink Modeling.8 0. fprintf(' \n'). 0. xlabel('Frequency (rads/sec)'). ylabel('|H|').Chapter 11 Analog and Digital Filters fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n'). grid.6028z + 0.[Nz]).4f \t'.3689 G 2 ( z ) = --------------------------------------------------------------------2 z – 0. % w=0:2*pi/300:pi.7377z + 0.4814 High-Pass Digital Filter without prewarping 1 2 0.abs(Gz)).7377 0.6028 0.[Dz]). title('High−Pass Digital Filter without pre−warping') The numerator N(z) coefficients in descending powers of z are: 0.4 0. pause.w).5 1 1.4f \t'.2 0 0 0. Gz=freqz(Nz.

™ Inc. comment lines. and making plots. MATLAB enables us to solve many advanced numerical problems rapidly and efficiently. finding the roots of a polynomial. A. procedures for naming and saving the user generated files. telecommunications. A. Impor* EDU>> is the MATLAB prompt in the Student Version Signals and Systems with MATLAB Computing and Simulink Modeling.2 Command Window To distinguish the screen displays from the user commands. access to MATLAB’s Editor / Debugger.Appendix A Introduction to MATLAB® T his appendix serves as an introduction to the basic MATLAB commands and functions. From the File menu on the toolbar. We must save our program with a file name which starts with a letter. and MATLAB functions. Initially. we see various help topics and other information. electronics. MATLAB now waits for a new command from the user. we are interested in the command screen which can be selected from the Window drop menu. This takes us to the Editor Window where we can type our script (list of statements) for a new file. aerospace. or open a previously saved file. When the command screen. and return to the command screen to execute the program as explained below. Several examples are provided with detailed explanations. To use the Editor/Debugger: 1. we see the prompt >> or EDU>>. we choose New and click on M−File. important terms. notes and file names When we first start MATLAB. and environmental applications.1 MATLAB® and Simulink® MATLAB and Simulink are products of The MathWorks. we will use the following conventions: Click: Click the left button of the mouse Courier Font: Screen displays Helvetica Font: User inputs at MATLAB’s command window prompt >> or EDU>>* Helvetica Bold: MATLAB functions Times Bold Italic: Important terms and facts. This prompt is displayed also after execution of a command. These are two outstanding software packages for scientific and engineering computations and are used in educational institutions and in industries including automotive. save it. It is highly recommended that we use the Editor/Debugger to write our program. Fourth Edition Copyright © Orchard Publications A−1 .

To appreciate MATLAB’s capabilities.Appendix A Introduction to MATLAB® tant! MATLAB is case sensitive. The files that we create are saved with the file name we use and the extension . conv(p. if we want to clear all previously entered commands. All text after the % (percent) symbol is interpreted as a comment line by MATLAB. we press <enter> and observe the execution and the values obtained from it. we use the clc command. we type help matlab\graphics. then. we type quit or exit. A comment can be typed on the same line as the function or command or as a separate line. it distinguishes between upper− and lower−case letters. to get information on graphics. For instance. A−2 Signals and Systems with MATLAB Computing and Simulink Modeling. we must make sure that it is added it to the desired directory in MATLAB’s search path. MATLAB then returns to the command window. it will be understood that each input command is typed after the >> prompt and followed by the <enter> key. we click on the Close button. we type the file name without the . The MATLAB User’s Guide contains numerous help topics. and thus it is ignored during the execution of a program. The command help matlab\iofun will display input/output information. The MATLAB User’s Guide provides more information on this topic. Once the script is written and saved as an m−file. 3. Henceforth. For instance. To get help with other MATLAB topics. for example. we can type help followed by any topic from the displayed menu. t and T are two different letters in MATLAB language. and equations without exiting. To execute a program. leaving only the >> prompt on the upper left of the screen. We should also use a floppy disk or an external drive to backup our files. that is. 2. we type demo and we see the MATLAB Demos menu. This command erases everything. In other words. Thus. Whenever we want to return to the command window.m. For example.m extension at the >> prompt. We can do this periodically to become familiar with them. variables and equations that we have already used. The command clc clears the screen but MATLAB still remembers all values.m or any other similar name.q) % performs multiplication of polynomials p and q % The next statement performs partial fraction expansion of p(x) / q(x) are both correct. we may exit the Editor/Debugger window by clicking on Exit Editor/Debugger of the File menu. If we have saved our file in drive a or any other drive. But if we want to clear all previous values. It is a good practice to save the script in a file name that is descriptive of our script content. it is like exiting MATLAB and starting it again. variables. Fourth Edition Copyright © Orchard Publications . we ought to name and save that file as matrices01. When we are done and want to leave MATLAB. myfile01. we should use the command clear.m. if the script performs some matrix operations.

p1=[1 −10 35 −50 24] % Specify and display the coefficients of p1(x) -50 p1 = 1 -10 35 24 roots_ p1=roots(p1) % Find the roots of p1(x) roots_p1 = 4. the statement z=3−4j displays z = 3.0000−4. a polynomial is expressed as a row vector of the form [ a n a n – 1 … a 2 a 1 a0 ] .1 Find the roots of the polynomial p 1 ( x ) = x – 10x + 35x – 50x + 24 4 3 2 Solution: The roots are found with the following two statements where we have denoted the polynomial as p1. or variable such as cos ( x ) . we must type cos(x)*j or j*cos(x) for the imaginary part of the complex number.0000 Signals and Systems with MATLAB Computing and Simulink Modeling. For example. if the imaginary part is a function. We must include terms whose coefficients are zero. We find the roots of any polynomial with the roots(p) function.3 Roots of Polynomials In MATLAB.Roots of Polynomials One of the most powerful features of MATLAB is the ability to do computations involving complex numbers. a multiplication (*) sign between 4 and j was not necessary because the complex number consists of numerical constants. or j to denote the imaginary part of a complex number. and the roots as roots_ p1. Fourth Edition Copyright © Orchard Publications A−3 . These are the coefficients of the polynomial in descending order. Example A. such as 3-4i or 3-4j.0000i In the above example.0000 1. However. We can use either i . p is a row vector containing the polynomial coefficients in descending order. we must use the multiplication sign.0000 3. that is. A.0000 2.

* By definition. Fourth Edition Copyright © Orchard Publications .2 Find the roots of the polynomial p 2 ( x ) = x – 7x + 16x + 25x + 52 5 4 2 Solution: There is no cube term.5711 -0. Compute the coefficients of this polynomial. 2. p2=[1 −7 0 16 25 52] p2 = 1 -7 0 16 25 52 roots_ p2=roots(p2) roots_p2 = 6. with the poly(r) function where r is a row vector containing the roots. where we have defined the polynomial as p2.3202i -0. Example A. The result indicates that this polynomial has three real roots. and the roots as a column vector. The roots are found with the statements below. 3. from a given set of roots. therefore. Of course.5014 2. the conjugate of a complex number A = a + jb is A∗ = a – jb A−4 Signals and Systems with MATLAB Computing and Simulink Modeling.3366 . complex roots always occur in complex conjugate* pairs.4 Polynomial Construction from Known Roots We can compute the coefficients of a polynomial. and 4 .3366 + 1. Example A.7428 -1. and the roots of this polynomial as roots_ p2.3202i A. we must enter zero as its coefficient. and two complex roots.1.3 It is known that the roots of a polynomial are 1.Appendix A Introduction to MATLAB® We observe that MATLAB displays the polynomial coefficients as a row vector.

4 + j5.4 It is known that the roots of a polynomial are – 1. we find the coefficients with the poly(r) function as shown below.0000 -2. Find the coefficients of this polynomial.0000i poly_r4=poly(r4) -4. Fourth Edition Copyright © Orchard Publications A−5 . r3=[1 2 3 4] % Specify the roots of the polynomial r3 = 1 2 3 4 poly_r3=poly(r3) % Find the polynomial coefficients poly_r3 = 1 -10 35 -50 24 We observe that these are the coefficients of the polynomial p 1 ( x ) of Example A.0000 Column 5 -4.0000 -3. Solution: We form a row vector.0000i poly_r4 = 1 14 100 340 499 246 Therefore. – 2. Example A. say r3 . and 4 – j5 . with the given roots as elements of this vector. – 3.5. with the given roots. r4=[ −1 −2 −3 4+5j 4−5j ] r4 = Columns 1 through 4 -1.0000.1. say r4 .Polynomial Construction from Known Roots Solution: We first define a row vector. then. the polynomial is p 4 ( x ) = x + 14x + 100x + 340x + 499x + 246 5 4 3 2 Signals and Systems with MATLAB Computing and Simulink Modeling.0000+ 5. and we find the polynomial coefficients with the poly(r) function as shown below.

Appendix A Introduction to MATLAB® A. % These are the coefficients of the given polynomial % The semicolon (. no semicolon is used here % because we want the answer to be displayed val_minus3 = 1280 Other MATLAB functions used with polynomials are the following: conv(a. polyder(p) − produces the coefficients of the derivative of a polynomial p. Fourth Edition Copyright © Orchard Publications .5 Evaluate the polynomial p 5 ( x ) = x – 3x + 5x – 4x + 3x + 2 6 5 3 2 (A. Example A.x) function evaluates a polynomial p ( x ) at some specified value of the independent variable x . Example A. Solution: p5=[1 −3 0 5 −4 3 2].5 Evaluation of a Polynomial at Specified Values The polyval(p. A−6 Signals and Systems with MATLAB Computing and Simulink Modeling.1) at x = – 3 .b) − multiplies two polynomials a and b [q. −3) % Evaluate p5 at x=−3.d) − divides polynomial c by polynomial d and displays the quotient q and remainder r.b) function.r]=deconv(c.) after the right bracket suppresses the % display of the row vector that contains the coefficients of p5.6 Let p 1 = x – 3x + 5x + 7x + 9 5 4 2 and p 2 = 2x – 8x + 4x + 10x + 12 6 4 2 Compute the product p 1 ⋅ p 2 using the conv(a. % val_minus3=polyval(p5.

p4=[2 −8 0 0 4 10 12].p 5 using the polyder(p) function.p4) q = 0. -8 34 18 -24 11 -74 10 -88 9 78 8 166 7 174 6 108 p 1 ⋅ p 2 = 2x – 6x 5 – 8x + 34x + 18x – 24x 4 3 2 – 74x – 88x + 78x + 166x + 174x + 108 Example A. [q.r]=deconv(c.p2) % The coefficients of p1 % The coefficients of p2 % Multiply p1 by p2 to compute coefficients of the product p1p2 p1p2 = 2 -6 Therefore.7 Let p 3 = x – 3x + 5x + 7x + 9 7 5 3 and p 4 = 2x – 8x + 4x + 10x + 12 6 5 2 Compute the quotient p 3 ⁄ p 4 using the [q.5000 r = 0 Therefore.5 r = 4x – 3x + 3x + 2x + 3 5 4 2 4 -3 0 3 2 3 Example A.8 Let p 5 = 2x – 8x + 4x + 10x + 12 . p2=[2 0 −8 0 4 10 12]. Fourth Edition Copyright © Orchard Publications A−7 . q = 0. Compute the derivative ----d dx 6 4 2 Signals and Systems with MATLAB Computing and Simulink Modeling.d) function. Solution: % It is permissible to write two or more statements in one line separated by semicolons p3=[1 0 −3 0 5 7 9].r]=deconv(p3. p1p2=conv(p1.Evaluation of a Polynomial at Specified Values Solution: p1=[1 −3 0 5 7 9].

Commas will display the results whereas semicolons will suppress the display.3370 + 0.p 5 = 12x 5 – 32x 3 + 4x 2 + 8x + 10 dx A.1633 A−8 Signals and Systems with MATLAB Computing and Simulink Modeling.0712i -0. roots_den=roots(den) % Do not display num and den coefficients % Display num and den roots roots_num = 2. roots_num=roots(num).7.6 Rational Polynomials Rational Polynomials are those which can be expressed in ratio form.3370 . der_p5=polyder(p5) % The coefficients of p5 % Compute the coefficients of the derivative of p5 der_p5 = 12 Therefore.4186 + 1.4186 .0712i -0. We can find the roots of the numerator and denominator with the roots(p) function as before. Example A. den=[1 0 −4 0 2 5 6]. 0 -32 0 8 10 d ----.1. Fourth Edition Copyright © Orchard Publications . using the roots(p) function.0. that is.9961i 2. As noted in the comment line of Example A. if we separate them by commas or semicolons.2) where some of the terms in the numerator and/or denominator may be zero.9961i -1. Solution: num=[1 −3 0 5 7 9]. as bn x + bn – 1 x + bn – 2 x + … + b1 x + b0 Num ( x ) = ----------------------------------------------------------------------------------------------------------------------R ( x ) = -------------------m m–1 m–2 Den ( x ) + am – 2 x + … + a1 x + a0 am x + am – 1 x n n–1 n–2 (A.= -------------------------------------------------------6 4 2 p den x – 4x + 2x + 5x + 6 Express the numerator and denominator in factored form.Appendix A Introduction to MATLAB® Solution: p5=[2 0 −8 0 4 10 12].9 Let 5 4 2 p num x – 3x + 5x + 7x + 9 R ( x ) = ----------. we can write MATLAB statements in one line.

0712i) ans = 6.0.0000 ) We can also express the numerator and denominator of this rational function as a combination of linear and quadratic factors.6760 + j0.9961 ) and for the denominator. that is.2108 . – ( x 1 + x 2 ) = b . the negative sum of the roots is equal to the coefficient b of the x term.6760 + 0. 2 2 p num ( x – 4. we have the factored form p num = ( x – 2.0712 ) ( x – 2.9870i) ans = 1.2108 + 0. in a quadratic equation of the form x 2 + bx + c = 0 whose roots are x 1 and x 2 . we have p den = ( x – 1. we form the coefficient b by addition of the complex conjugate roots and this is done by inspection.4186 −1.9961i) ans = 1. Accordingly.9961i)*(−0.1633 ) ( x + 0. then we multiply the complex conjugate roots to obtain the constant term c using MATLAB as follows: (2. x 1 ⋅ x 2 = c .6740x + 1.1058 (1.2108 – j 0.9304 -1.2108−0.9870i -1.= ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------R ( x ) = ----------2 2 p den ( x – 3.8372x + 6.4922i)*(1.2108 + j0.6760 .0186 ) ( x + 1.2108+ 0. For the numerator.9961 ) ( x + 0.9304 ) ( x + 0.4216x + 1.0512 (−0. the complex roots occur in complex conjugate pairs.9971 ) ( x + 0.4186 – j1.9870 ) ( x + 0.9870i)*(−0.6760 – j0.4922i -0.4922i -0.1633 ) .3370 + j0.6760+ 0.0.3370−0.4922i) ans = 3.3370 – j0.1058 ) ( x + 1.0000 As expected.4186 + j1.9304 ) Signals and Systems with MATLAB Computing and Simulink Modeling.0000 ) ( x + 1.0712 ) ( x + 1.3520x + 3.9870i 1.4186 + 1.4922 ) ( x + 1.9971 (−0. while the product of the roots is equal to the constant term c .0712i)*(2.0512 ) ( x + 0. Fourth Edition Copyright © Orchard Publications A−9 .0186 Thus. that is.3370+ 0.4922 ) ( x – 1.Rational Polynomials roots_den = 1.9870 ) ( x + 1. We recall that.6760−0.

Electric circuit for Example A.9 above with MATLAB’s Symbolic Math Toolbox which is a collection of tools (functions) used in solving symbolic expressions.9971)*(x^2+0. while the amplitude was held constant.1058)*(x+1. For our example. we want to plot a set of ordered pairs. t. y.6740*x+1. They are discussed in detail in MATLAB’s Users Manual. We can use the same procedure to verify the denominator. polynomial coefficients.y) command that plots y versus x.10 Consider the electric circuit of Figure A.1. where the radian frequency ω (radians/second) of the applied voltage was varied from 300 to 3000 in steps of 100 radians/second. Before using a symbolic expression. where x is the horizontal axis (abscissa) and y is the vertical axis (ordinate).Appendix A Introduction to MATLAB® We can check this result of Example A.8372*x+6. we must create one or more symbolic variables such as x. A R1 R2 C V L Figure A.10 A−10 Signals and Systems with MATLAB Computing and Simulink Modeling.1. that is. and so on. For the present.1633)) ans = x^5-29999/10000*x^4-1323/3125000*x^3+7813277909/ 1562500000*x^2+1750276323053/250000000000*x+4500454743147/ 500000000000 and if we simplify this. our interest is in using the collect(s) function that is used to multiply two or more symbolic expressions to obtain the result in polynomial form. Example A. we find that is the same as the numerator of the given rational expression in polynomial form. Fourth Edition Copyright © Orchard Publications . A.7 Using MATLAB to Make Plots Quite often. This is a very easy task with the MATLAB plot(x. We must remember that the conv(p.q) function is used with numeric expressions only. we use the following script: syms x % Define a symbolic variable and use collect(s) to express numerator in polynomial form collect((x^2−4.

.Using MATLAB to Make Plots The ammeter readings were then recorded for each frequency. 1014.286 44.353 103.182 40.830 266.339 52.83 266.513 62..432 38.665 140.032 187. 48.1. |Z| versus radian frequency ω . it can be continued to the next line by typing three or more periods.240 54.353 103.432 38.. TABLE A.428 48.032 187.611 51. as mentioned before.717 46.. If a statement.111.1 Table for Example A.603 81. if we want to see the values of w or z or both.437 222.104 97. we use the semicolon (.122 42.052 145. that is.717 46.088 73.182 40. The data are entered as follows: w=[300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 1700 1800 1900.056 1014.468. and we press Signals and Systems with MATLAB Computing and Simulink Modeling. or a row vector is too long to fit in one line.789 71.. so we will use the English letter w instead. and continue to enter data.513 62. we simply type w or z.588 67.056.339 52.481 58.751 120.10 ω (rads/s) 300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 |Z| Ohms 39.182 436.845 Plot the magnitude of the impedance.052 145.481 58..) to suppress the display of numbers that we do not care to see on the screen. 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000].182 436.122 42. Solution: We cannot type ω (omega) in the MATLAB Command prompt. % z=[39.. This is illustrated below for the data of w and z.611 51. Also. then pressing <enter> to start a new line. Of course.240 54.437 222.184 97.665 140. 90. Fourth Edition Copyright © Orchard Publications A−11 .603 81..088 73.588 67.589 71..938 469....111 ω (rads/s) 1700 1800 1900 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000 |Z| Ohms 90.286 44.751 120. The magnitude of the impedance |Z| was computed as Z = V ⁄ A and the data were tabulated on Table A.845].938 469.

we use plot(w.2. title(‘string’): This command adds a line of the text string (label) at the top of the plot. The default is on. or any plot. To plot z (y−axis) versus w (x−axis). box off: This command removes the box (the solid lines which enclose the plot). that is. MATLAB displays the plot on MATLAB’s graph screen and MATLAB denotes this plot as Figure 1. except that the y−axis is represented as a * A default is a particular value for a variable that is assigned automatically by an operating system and remains in effect unless canceled or overridden by the operator. changes from off to on or vice versa.y) command.10 This plot is referred to as the magnitude frequency response of the circuit.y) command which is similar to the plot(x. more presentable with the following commands: grid on: This command adds grid lines to the plot. we select MATLAB Command Window. A−12 Signals and Systems with MATLAB Computing and Simulink Modeling.2. The grid off command removes the grid. we press any key. except that the x−axis is represented as a log scale. we use the plot(x. For this example. We can make the above. When this command is executed. Likewise.Appendix A Introduction to MATLAB® <enter>. 1200 1000 800 600 400 200 0 0 500 1000 1500 2000 2500 3000 Figure A. Fourth Edition Copyright © Orchard Publications . Plot of impedance z versus frequency ω for Example A. The default* is off.y) command is similar to the plot(x.z). the semilogy(x. xlabel(‘string’) and ylabel(‘string’) are used to label the x− and y−axis respectively. and the y−axis as a linear scale. The command box toggles them. This plot is shown in Figure A. The command grid toggles them.y) command. and we choose Figure 1. To see the graph again. We can use the semilogx(x. we click on the Window pull−down menu. or from the Window pull−down menu. To return to the command window. and box on restores the box. The magnitude frequency response is usually represented with the x−axis in a logarithmic scale.y) command.

grid.z) command title('Magnitude of Impedance vs. and we replace the semilogx(w. we can add text. The command gtext(‘string’)* switches to the current Figure Window.dB). lines and arrows directly into the graph using the tools provided on the Figure Window. ylabel('|Z| in Ohms') After execution of these commands. Then. please refer to The MathWorks Using MATLAB Graphics documentation.2. the plot is as shown in Figure A. we add the relation dB=20*log10(v).y) command uses logarithmic scales for both axes. we can use the command gtext(‘Impedance |Z| versus Frequency’).3. For instance. We must remember. the x−axis of the frequency response is more often shown in a logarithmic scale. Modified frequency response plot of Figure A. For advanced MATLAB graphics.z) command with semilogx(w. and this will place a cross−hair in the Figure window. and the x−axis as a linear scale. % Replaces the plot(w. The loglog(x. and the logarithm to the base 2 as log2(x). Throughout this text it will be understood that log is the common (base 10) logarithm. Let us now redraw the plot with the above options by adding the following statements: semilogx(w. xlabel('w in rads/sec'). however. To display the voltage v in a dB scale on the y−axis. Radian Frequency'). Magnitude of Impedance vs. and displays a cross−hair that can be moved around with the mouse.z). Radian Frequency 1200 1000 800 |Z| in Ohms 600 400 200 0 2 10 10 w in rads/sec 3 10 4 Figure A. whereas the common logarithm is expressed as log10(x). Signals and Systems with MATLAB Computing and Simulink Modeling. the function log(x) in MATLAB is the natural logarithm. Fourth Edition Copyright © Orchard Publications A−13 . voltage or current. If the y−axis represents power. and ln is the natural (base e) logarithm.Using MATLAB to Make Plots log scale. using * With the latest MATLAB Versions 6 and 7 (Student Editions 13 and 14). and the y−axis in dB (decibels).3.

plot(x. The command text(x.y. 60).y. 0.Appendix A Introduction to MATLAB® the mouse. text(4. % pi is a built−in function in MATLAB. It places a label on a plot in some specific location specified by x and y. 'sin(x)').4.4. % The x−axis must be specified for each function grid on. text(2. 'sin(x+4*pi/3)') These three waveforms are shown on the same plot of Figure A. and string is the label which we want to place at that location.85.65.v). The script for the 3−phase plot is as follows: x=linspace(0.u. we can move the cross−hair to the position where we want our label to begin.x. Fourth Edition Copyright © Orchard Publications . and we press <enter>. last_value. 0. The first line of the script below has the form linspace(first_value. An alternate function is x=first: increment: last and this specifies the increments between points but not the number of data points. v=sin(x+4*pi/3). 'sin(x+2*pi/3)').75. 2*pi. number_of_values) This function specifies the number of data points but not the increments between data points.95. 1 sin(x) 0. % turn grid and axes box on text(0. We will illustrate its use with the following example which plots a 3−phase sinusoidal waveform. u=sin(x+2*pi/3). box on. 0.02: 2)*pi instead.65.5 sin(x+2*pi/3) sin(x+4*pi/3) 0 -0.65.02*pi:2*pi or x = (0: 0.5 -1 0 1 2 3 4 5 6 7 Figure A. y=sin(x). Three−phase waveforms A−14 Signals and Systems with MATLAB Computing and Simulink Modeling.’string’) is similar to gtext(‘string’).x. % we could have used x=0:0.

and colors. or line style. But with the latest MATLAB versions. markers.y2.y. Signals and Systems with MATLAB Computing and Simulink Modeling.s) command. o x + * s d − : −. However. colors.z3.x3. and plot(x.y. y and z are three vectors of the same length. line width. or a combination of these. and sn are strings specifying color.z) command plots a line in 3−space through the points whose coordinates are the elements of x. yn and zn are vectors or matrices. For additional information we can type help plot in MATLAB’s command screen.s1. no markers are drawn unless they are selected. we did not specify line styles.'rs') plots a red square at each data point.. The default line is the solid line.. that is. can be added with the plot(x. The general format is plot3(x1.s2. we must type plot(x. y and z.'rs−'). but does not draw any line because no line was selected. they are drawn on two axes. and markets used in MATLAB Symbol b g r c m y k w Color blue green red cyan magenta yellow black white Symbol Marker point circle x−mark plus star square diamond triangle down triangle up triangle left triangle right pentagram hexagram Symbol Line Style solid line dotted line dash−dot line dashed line . plot symbols. TABLE A. The plots we have discussed thus far are two−dimensional.z1. and other options directly from the Figure Window. −− ∨ ∧ < > p h For example.2 Styles. Fourth Edition Copyright © Orchard Publications A−15 .'m*:') plots a magenta dotted line with a star at each data point.y3. The plot3(x. where x.z2.2 for each additional line in the plot.y.s3. plot(x.) where xn. where s is a character string containing one or more characters shown on the three columns of Table A. MATLAB allows us to specify various line types.y.Using MATLAB to Make Plots In our previous examples. and colors for our plots. we can select the line color.. These. MATLAB has no default color. Also. These strings are the same as those of the two−dimensional plots. If we want to connect the data points with a solid line. MATLAB has also a three−dimensional (three−axes) capability and this is discussed next.2. it starts with blue and cycles through the first seven colors listed in Table A. marker symbol.y1.y. there is no default marker.x2.

Three dimensional plot for Example A.Appendix A Introduction to MATLAB® Example A.11 Plot the function Solution: x= −10: 0.y.3) We arbitrarily choose the interval (length) shown on the script below. This must be done for each plot. Likewise.*x. Fourth Edition Copyright © Orchard Publications . * This statement uses the so called dot multiplication. % Length of vector x % Length of vector y must be same as x % Vector z is function of both x and y* The three−dimensional plot is shown in Figure A. grid z = – 2x + x + 3y – 1 3 2 (A. and exponential operators are preceded by a dot.*y.5. dot division. plot3(x. A−16 Signals and Systems with MATLAB Computing and Simulink Modeling.y. we can set the limits of the x− and y−axes with the axis([xmin xmax ymin ymax]) command.5.z) commands. 3000 2000 1000 0 -1000 -2000 10 5 0 -5 -10 -10 -5 5 0 10 Figure A. y= x. and dot exponentiation where the multiplication.^3+x+3.11 In a two−dimensional plot.^2−1. in a three−dimensional plot we can set the limits of all three axes with the axis([xmin xmax ymin ymax zmin zmax]) command. division. For three−dimensional plots.5: 10.z). grid on and box off are the default states. The three−dimensional text(x.’string’) command will place string beginning at the co−ordinate (x. These important operations will be explained in Section A. or on the same line without first executing the plot command. It must be placed after the plot(x.z.y) or plot3(x.z) on the plot.y.9. z= −2.y.

we must first generate the X and Y matrices that consist of repeated rows and columns over the range of the variables x and y.* H) . V=(pi . To produce a mesh plot of a function of two variables. altitude h (meters)'). j ) } . The MATLAB User’s Manual and the Using MATLAB Graphics Manual contain numerous examples. Z ( i. in the second line we have used the dot multiplication. The plots of Figure A. box on The three−dimensional plot of Figure A. and the matrix Y whose columns are copies of the vector y. and dot exponentiation. xlabel('x−axis. We observe that x corresponds to the columns of Z. say z = f ( x.6 shows how the volume of the cone increases as the radius and height are increased.. Signals and Systems with MATLAB Computing and Simulink Modeling. dot division.4) Plot the volume of the cone as r and h vary on the intervals 0 ≤ r ≤ 4 and 0 ≤ h ≤ 6 meters. ylabel('y−axis.12 The volume V of a right circular cone of radius r and height h is given by 1 2 -πr h V = -3 (A.. MATLAB can generate very sophisticated three−dimensional plots. the vertices of the mesh lines are the triples { x ( j ). that is. mesh(R. V). In this case.. zlabel('z−axis. We can generate the matrices X and Y with the [X. title('Volume of Right Circular Cone').. [R..9.5 and A.6 are rudimentary./ 3. radius r (meters)').. 0: 6).. Fourth Edition Copyright © Orchard Publications A−17 . and y corresponds to the rows..^ 2 . % Creates R and H matrices from vectors r and h. These must be defined as length ( x ) = n and length ( y ) = m where [ m. y ( i ). V = f ( r. as in the previous example.y. Example A.H]=meshgrid(0: 4..z) command with two vector arguments.* R . n ] = size ( Z ) .Y]=meshgrid(x. H. This will be explained in Section A. y ) .y) function that creates the matrix X whose rows are copies of the vector x. h ) The three−dimensional plot is created with the following MATLAB script where. volume (cubic meters)').Using MATLAB to Make Plots We can also use the mesh(x. Solution: The volume of the cone is a function of both the radius r and the height h.

altitude h (meters) Figure A. These are the matrix multiplication. We will illustrate the use of the subplot(m. and exponentiation. This command divides the window into an m × n matrix of plotting areas and chooses the pth area to be active. radius r (meters) 4 3 y-axis. Possible subplot arrangements in MATLAB A. The possible combinations are shown in Figure A.7. Volume of a right circular cone. 111 Full Screen 211 212 221 222 212 221 223 211 223 224 222 224 221 223 122 Default 121 122 222 224 121 Figure A. No spaces or commas are required between the three integers m. division. n and p. volume (cubic meters) 150 100 50 0 6 4 2 2 0 1 0 x-axis. and the element−by−element multiplication.7. and exponentiation. They are explained in the following paragraphs. Division.6.9 Multiplication.8 Subplots MATLAB can display up to four windows of different plots on the Figure window using the command subplot(m. A. A−18 Signals and Systems with MATLAB Computing and Simulink Modeling.p).n. and exponentiation. division and exponentiation that follows. division. and Exponentiation MATLAB recognizes two types of multiplication.Appendix A Introduction to MATLAB® Volume of Right Circular Cone z-axis. Fourth Edition Copyright © Orchard Publications . division.n.p) command following the discussion on multiplication.

Then. An easier way to construct a column vector. 6. To distinguish between row and column vectors. 3. A*B = [ a 1 b 1 + a 2 b 2 + a 3 b 3 + … + a n b n ] = sin gle value (A.2. such a those that contained the coefficients of polynomials. 1.5) Signals and Systems with MATLAB Computing and Simulink Modeling. it is called a column vector. the arrays [ a b c … ] . Fourth Edition Copyright © Orchard Publications A−19 . Thus. 11] b = -1 3 6 11 b=[−1 3 6 11]' b = -1 3 6 11 We will now define Matrix Multiplication and Element−by−Element multiplication. consisted of one row and multiple columns.Multiplication. Matrix Multiplication (multiplication of row by column vectors) Let A = [ a1 a2 a3 … an ] % Observe the single quotation character (‘) and B = [ b 1 b 2 b 3 … b n ]' be two vectors. 3. is performed with the matrix multiplication operator (*). MATLAB uses the single quotation character (′) to transpose a vector. and Exponentiation In Section A. We observe that A is defined as a row vector whereas B is defined as a column vector. MATLAB produces the same display with either format. is to write it first as a row vector. 11] or as b=[−1 3 6 11]' As shown below. If an array has one column and multiple rows. b=[−1. and thus are called row vectors. Here. as indicated by the transpose operator (′). the elements of a column vector must be separated by semicolons. and then transpose it into a column vector. We recall that the elements of a row vector are separated by spaces. a column vector can be written either as b=[−1. 6. multiplication of the row vector A by the column vector B . Division.

A=[1 2 3 4 5]. Fourth Edition Copyright © Orchard Publications . that is. This operator is defined below. There is no space between the dot and the multiplication symbol. Accordingly. It recognizes that B is a row vector. MATLAB displays the following message: ??? Error using ==> * Inner matrix dimensions must agree. B=[ −2 6 −3 8 7]'. Element−by−Element Multiplication (multiplication of a row vector by another row vector) Let C = [ c1 c2 c3 … cn ] and D = [ d1 d2 d3 … dn ] be two row vectors. not a row vector. we must perform this type of multiplication with a different operator. and warns us that we cannot perform this multiplication using the matrix multiplication operator (*). if A = [1 2 3 4 5] and B = [ – 2 6 – 3 8 7 ]' the matrix multiplication A*B produces the single value 68. A∗ B = 1 × ( – 2 ) + 2 × 6 + 3 × ( – 3 ) + 4 × 8 + 5 × 7 = 68 and this is verified with the MATLAB script A=[1 2 3 4 5]. Here. MATLAB expects vector B to be a column vector. B=[−2 6 −3 8 7]. because we have used the matrix multiplication operator (*) in A*B.Appendix A Introduction to MATLAB® For example. C.*). A*B % No transpose operator (‘) here When these statements are executed. Here. A*B % Observe transpose operator (‘) in B ans = 68 Now. and we attempt to perform a row−by− row multiplication with the following MATLAB statements.6) A−20 Signals and Systems with MATLAB Computing and Simulink Modeling. multiplication of the row vector C by the row vector D is performed with the dot multiplication operator (. Thus. 2.∗ D = [ c 1 d 1 c2 d2 c3 d3 … cn dn ] (A. let us suppose that both A and B are row vectors.

division. and Exponentiation This product is another row vector with the same number of elements.* t)−2 .* t) . Solution: The MATLAB script for this example is as follows: t=0: 0. As an example.11 and A.) is never required with the plus (+) and minus (−) operators./ (t+1). whereas dot division (. D=[−2 6 −3 8 7].* t) . C.01: 5.*D % Vectors C and D must have % same number of elements % We observe that this is a dot multiplication ans = -2 12 -9 32 35 Similarly. title('Plot for Example A. as the elements of C and D .^) are used for element− by−element division and exponentiation./) and dot exponentiation (. are used for matrix division and exponentiation. Fourth Edition Copyright © Orchard Publications A−21 .13 Write the MATLAB script that produces a simple plot for the waveform defined as y = f ( t ) = 3e –4 t cos 5t – 2e –3 t t sin 2t + ---------t+1 2 (A. let C = [1 2 3 4 5] and D = [ –2 6 –3 8 7 ] Dot multiplication of these two row vectors produce the following result.* cos(5 . % Define t−axis in 0. grid.y).8.) and the multiplication.7) in the 0 ≤ t ≤ 5 seconds interval. Note: A dot (.^2 .∗ D = 1 × ( – 2 ) 2 × 6 3 × ( – 3 ) 4 × 8 5 × 7 = – 2 12 – 9 32 35 Check with MATLAB: C=[1 2 3 4 5]. and exponentiation operators. plot(t. Signals and Systems with MATLAB Computing and Simulink Modeling.* t) + t .12 above. Division. Example A.* sin(2 . xlabel('t'). ylabel('y=f(t)').13') The plot for this example is shown in Figure A. as illustrated in Examples A. We must remember that no space is allowed between the dot (.Multiplication.01 increments y=3 .* exp(−3 . C. the division (/) and exponentiation (^) operators.* exp(−4 .

say as – 3 ≤ t ≤ 3 .13 5 4 3 y=f(t) 2 1 0 -1 0 0.Appendix A Introduction to MATLAB® Plot for Example A. This command must be placed after the plot command and must be repeated for each plot. ymin and ymax. division. Use the subplot command to display these functions on four windows on the same graph. and exponentiation.2 × 10 – 16 .8. we use the special MATLAB function eps.14 Plot the functions y = sin 2x. Fourth Edition Copyright © Orchard Publications . It will be used with the next example. defined the time interval starting with a negative value equal to or less than – 1 . xmax.5 5 Figure A. z = cos 2x. The following example illustrates the use of the dot multiplication.5 4 4.5 1 1. This is because the last term (the rational fraction) of the given expression. and also MATLAB’s capability of displaying up to four windows of different plots. The command axis([xmin xmax ymin ymax]) scales the current plot to the values specified by the arguments xmin. the axis([xmin xmax ymin ymax]) command.13 Had we. w = sin 2x ⋅ cos 2x. the eps number. Example A. Plot for Example A. To avoid division by zero. is divided by zero when t = – 1 . which is a number approximately equal to 2. in this example. MATLAB would have displayed the following message: Warning: Divide by zero.5 t 3 3. A−22 Signals and Systems with MATLAB Computing and Simulink Modeling. There are no commas between these four arguments.5 2 2. v = sin 2x ⁄ cos 2x in the interval 0 ≤ x ≤ 2 π using 100 data points.

5 0. % Interval with 100 data points w=y. plot(x.2*pi. plot(x.5 0 0 2 2 4 2 6 0 0 2 2 4 2 6 w=(sinx) *(cosx) v=(sinx) /(cosx) 400 0.z). axis([0 2*pi 0 400]).w).9. the abs(z).v). % lower left of four subplots title('w=(sinx)^2*(cosx)^2').* z.r) function that produces a plot in polar coordinates. Subplots for the functions of Example A. Fourth Edition Copyright © Orchard Publications A−23 . plot(x.^ 2).9. y=(sinx)2 1 1 z=(cosx)2 0. axis([0 2*pi 0 0. % upper right of four subplots title('z=(cosx)^2'). % lower right of four subplots title('v=(sinx)^2/(cosx)^2'). subplot(224).% add eps to avoid division by zero subplot(221).14 The next example illustrates MATLAB’s capabilities with imaginary numbers.^ 2).3]). theta Signals and Systems with MATLAB Computing and Simulink Modeling. We will introduce the real(z) and imag(z) functions that display the real and imaginary parts of the complex quantity z = x + iy. subplot(222). where r is the magnitude. We will also use the polar(theta.100). Division.2 200 0. These subplots are shown in Figure A. axis([0 2*pi 0 1]). and the angle(z) functions that compute the absolute value (magnitude) and phase angle of the complex quantity z = x + iy = r ∠θ.% upper left of four subplots plot(x. axis([0 2*pi 0 1]). subplot(223).Multiplication. y=(sin(x). v=y.y). title('y=(sinx)^2').1 0 0 0 2 4 6 0 2 4 6 Figure A. and Exponentiation Solution: The MATLAB script to produce the four subplots is as follows: x=linspace(0. z=(cos(x)./ (z+eps).

b.1 .real_part).* (0. are denoted as z . ylabel('Real part of Z'). and capacitance. w=0: 1: 2000. and the round(n) function that rounds a number to its nearest integer...10. Plot Re { Z } (the real part of the impedance Z) versus frequency ω.* w −10.15 With the given values of resistance.1 H 10 µF b Figure A.. and plots these as two separate graphs (parts a & b). Plot the impedance Z versus frequency ω in polar coordinates./ (10 + j ./ (w+eps)) .8) a. Solution: The MATLAB script below computes the real and imaginary parts of Z ab which.^ 4 −j . inductance.10.... Fourth Edition Copyright © Orchard Publications . It also produces a polar plot (part c). for simplicity. Example A.^ 6 .* 10 . plot(w. xlabel('radian frequency w'). grid A−24 Signals and Systems with MATLAB Computing and Simulink Modeling./ (w+eps)))). z=(10+(10 . Plot Im { Z } (the imaginary part of the impedance Z) versus frequency ω. % % The first five statements (next two lines) compute and plot Re{z} real_part=real(z).Appendix A Introduction to MATLAB® is the angle in radians. % Define interval with one radian interval.. Electric circuit for Example A.. a 10 Ω 10 Ω Z ab 0. the impedance Z ab as a function of the radian frequency ω can be computed from the following expression: 10 – j ( 10 ⁄ ω ) Z ab = Z = 10 + ------------------------------------------------------5 10 + j ( 0.. c.15 Consider the electric circuit of Figure A.^5.1 ω – 10 ⁄ ω ) 4 6 (A.

.. Plot for the real part of the impedance in Example A. % Angle is the first argument ylabel('Polar Plot of Z').15 % The next five statements (next two lines) compute and plot Im{z} imag_part=imag(z). Fourth Edition Copyright © Orchard Publications A−25 ..imag_part).. and Exponentiation 1200 1000 800 Real part of Z 600 400 200 0 0 200 400 600 800 1000 1200 radian frequency w 1400 1600 1800 2000 Figure A. plot(w.. rndz=round(abs(z)).Multiplication. theta=angle(z).rndz). % Rounds |Z| to read polar plot easier. Plot for the imaginary part of the impedance in Example A. % Computes the phase angle of impedance Z... grid Signals and Systems with MATLAB Computing and Simulink Modeling.15 % The last six statements (next five lines) below produce the polar plot of z mag=abs(z). % Computes |Z|.. xlabel('radian frequency w').11..12... Division. grid 600 400 Imaginary part of Z 200 0 -200 -400 -600 0 200 400 600 800 1000 1200 radian frequency w 1400 1600 1800 2000 Figure A. polar(theta.. ylabel('Imaginary part of Z').

m.m extension. the function file consisting of the two lines below function y = myfunction(x) y=x. make up a script file. where f is a string containing the name of a real−valued function of a single real variable. and flexible MATLAB is.m For the next example. Thus.15 Example A. The first line of a function file must contain the word function. A function file is a user−defined function using MATLAB. or returns NaN if the search fails. but the file name must have the extension .Appendix A Introduction to MATLAB® 90 120 1500 60 1000 150 Polar Plot of Z 500 30 180 0 210 330 240 270 300 Figure A.13. Polar plot of the impedance in Example A.15 clearly illustrates how powerful. The function name and file name must be the same.^ 3 + cos(3. A script file consists of two or more built−in functions such as those we have discussed thus far. A. Both types are referred to as m−files since both require the . we will use the following MATLAB functions: fzero(f. followed by the output argument. MATLAB searches for a value near a point where the function f changes sign. fast. and returns that value.x) − attempts to find a zero of a function of one variable.10 Script and Function Files MATLAB recognizes two types of files: script files and function files. accurate. the script for each of the examples we discussed earlier. Fourth Edition Copyright © Orchard Publications . a script file is one which was generated and saved as an m−file with an editor such as the MATLAB’s Editor/Debugger. the equal sign ( = ). and the input argument enclosed in parentheses. Generally. We use function files for repetitive tasks. For example. A−26 Signals and Systems with MATLAB Computing and Simulink Modeling.* x) is a function file and must be saved as myfunction.

04 (A.5 0 0.14./ ((x−0. We can avoid division by zero using the eps number.5: 0. fplot(fcn.16 using the plot command Signals and Systems with MATLAB Computing and Simulink Modeling.y).5 1 1.5 ≤ x ≤ 1.04) −10. such as those in Examples A.– 10 2 2 ( x – 0. The string fcn must be the name of an m−file function or a string with variable x . plot(x. grid The plot is shown in Figure A. Plot for Example A.1 and A.5. Fourth Edition Copyright © Orchard Publications A−27 . and minima using the following script.1).16 Find the zeros.2.01) −1.Script and Function Files Important: We must remember that we use roots(p) to find the roots of polynomials only.5 -1 -0. the minimum. maxima.2 ) + 0.01: 1. x=−1. and the maximum values of the function 1 1 f ( x ) = --------------------------------------. Example A.9) in the interval – 1. Using lims = [xmin xmax ymin ymax] also controls the y−axis limits.01 ( x – 1.^ 2 + 0. which we mentioned earlier.5 Solution: We first plot this function to observe the approximate zeros.lims) − plots the function specified by the string fcn between the x−axis limits specified by lims = [xmin xmax]. 100 80 60 40 20 0 -20 -40 -1.14. or inability to produce a result as described on the next paragraph.^ 2 + 0./ ((x−1.2).1 ) + 0. y=1.– --------------------------------------. it is MATLAB’s response to an undefined expression such as 0 ⁄ 0 . ∞ ⁄ ∞ . NaN (Not−a−Number) is not a function.5 Figure A.

3). −0. The MATLAB script below will accomplish this.x) function to compute the roots of f ( x ) in Equation (A.4f'. x2= fzero('funczero01'. y min = – 34 . fprintf('The roots (zeros) of this function are r1= %3. x1= fzero('funczero01'.14 which was obtained with the plot(x. To save this file.m function m−file with the following script: function y=funczero01(x) % Finding the zeros of the function shown below y=1/((x−0. As expected. 100 80 60 40 20 0 -20 -40 -1. Fourth Edition Copyright © Orchard Publications .15. fprintf(' and r2= %3. we choose New. 0.14.5]). and when the Editor Window appears. and the minimum occurs at approximately x = 1.5 1 1. Now.2 where.5 -1 -0.2 and x = 0. approximately.y) command as shown in Figure A.1)^2+0. grid This plot is shown in Figure A. [−1.3 . x1). Plot for Example A.5 1.9) more precisely. y max = 90 .2)^2+0. this plot is identical to the plot of Figure A.15. approximately. MATLAB appends the extension .2). from the File drop menu on the Command Window.1 where.5 Figure A.5 0 0.04)−10.01)−1/((x−1. we type the script above and we save it as funczero01.Appendix A Introduction to MATLAB® The roots (zeros) of this function appear to be in the neighborhood of x = – 0. we define and save f(x) as the funczero01. Next. we can use the fplot(fcn. x2) A−28 Signals and Systems with MATLAB Computing and Simulink Modeling.16 using the fplot command We will use the fzero(f. The maximum occurs at approximately x = 0.m to it.lims) command to plot f ( x ) as follows: fplot('funczero01'.4f \n'.

/((x−0. MATLAB displays a very long expression which when copied at the command prompt and executed. plot(x. we substitute it into f ( x ) .2) ^ 2 + 0. zmin=diff(ymin) zmin = -1/((x-1/10)^2+1/100)^2*(2*x-1/5)+1/((x-6/5)^2+1/25)^2*(2*x-12/5) When the command solve(zmin) is executed.^2+0.04)−10.01) −1 / ((x−1.1) ^ 2 + 0. we use the following MATLAB script: syms x ymin zmin. Signals and Systems with MATLAB Computing and Simulink Modeling.5:0. This can be visualized by flipping the plot of a function f ( x ) upside−down.6585 ./((x−1.16. ymin=1 / ((x−0. From elementary calculus.ymax)... grid and the plot is shown in Figure A.x1.01)−1/((x−1. This function is no longer used in MATLAB and thus we will compute the maxima and minima from the derivative of the given function.Script and Function Files MATLAB displays the following: The roots (zeros) of this function are r1= -0.3437i ans = 1.6585 + 0.^2+0.2)^2+0. produces the following: ans = 0.1812 We can find the maximum value from – f ( x ) whose plot is produced with the script x=−1.2012.. For this example we use the diff(x) function which produces the approximate derivative of a function. Fourth Edition Copyright © Orchard Publications A−29 .x2) and with this function we could compute both a minimum of some function f ( x ) or a maximum of f ( x ) since a maximum of f ( x ) is equal to a minimum of – f ( x ) .1919 and r2= 0.3437i ans = 0.2012 above is the value of x at which the function y has its minimum value as we observe also in the plot of Figure A.1).2012 The real value 1. ymin=1/((x−0.01)+1.3788 The earlier MATLAB versions included the function fmin(f.04) −10 ymin = -34.15. that is. ymax=−1. To find the value of y corresponding to this value of x. Thus. we recall that the maxima or minima of a function y = f ( x ) can be found by setting the first derivative of a function equal to zero and solving for the independent variable x .2). x=1.01:1.5.1)^2+0.0.04)+10.

ymax=−(1/((x−0.3437i ans = 0.5 -1 -0.5 Figure A. zmax=diff(ymax) zmax = 1/((x-1/10)^2+1/100)^2*(2*x-1/5)-1/((x-6/5)^2+1/25)^2*(2*x-12/5) solve(zmax) When the command solve(zmax) is executed. produces the following: ans = 0.2012 ans = 0.01)−1/((x−1.6585 + 0.16 Next we compute the first derivative of – f ( x ) and we solve for x to find the value where the maximum of ymax occurs. MATLAB displays a very long expression which when copied at the command prompt and executed.15 and A.2)^2+0. This is accomplished with the MATLAB script below.04)−10).0999 From the values above we choose x = 0.5 0 0. syms x ymax zmax.1)^2+0. we execute the following script to obtain the value of ymin .0. Plot of – f ( x ) for Example A.6585 . Accordingly.5 1 1.16. Fourth Edition Copyright © Orchard Publications .0999 which is consistent with the plots of Figures A.16. A−30 Signals and Systems with MATLAB Computing and Simulink Modeling.Appendix A Introduction to MATLAB® 40 20 0 -20 -40 -60 -80 -100 -1.3437i ans = 1.

04) −10 ymax = 89.333 Better of format short or format short e bank 33.0999.and blank are printed for positive. The output format can changed with the format command. FORMAT BANK Fixed format for dollars and cents.3333e+01 Four decimal digits plus exponent short g 33.33 two decimal digits + only + or . SHORT E Floating point format with 5 digits. Fourth Edition Copyright © Orchard Publications A−31 . format format format format format format short 33. Same as SHORT. or in short floating point format with four decimals if it a fractional number. The available MATLAB formats can be displayed with the help format command as follows: help format FORMAT Set output format. FORMAT may be used to switch between different output display formats as follows: FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT Default. Some examples with different format displays age given below.01) −1 / ((x−1.or zero are printed Signals and Systems with MATLAB Computing and Simulink Modeling. MATLAB performs all computations with accuracy up to 16 decimal places. and zero elements. HEX Hexadecimal format. + The symbols +. All computations in MATLAB are done in double precision. .2000 A. LONG E Floating point format with 15 digits.3335 Four decimal digits (default) long 33. Spacing: FORMAT COMPACT Suppress extra line-feeds. LONG Scaled fixed point format with 15 digits.1) ^ 2 + 0. negative.Imaginary parts are ignored. SHORT Scaled fixed point format with 5 digits. LONG G Best of fixed or floating point format with 15 digits.Display Formats x=0.2) ^ 2 + 0. % Using this value find the corresponding value of ymax ymax=1 / ((x−0. The format displayed has nothing to do with the accuracy in the computations. SHORT G Best of fixed or floating point format with 5 digits. FORMAT RAT Approximation by ratio of small integers. FORMAT LOOSE Puts the extra line-feeds back in.33333333333334 16 digits short e 3.11 Display Formats MATLAB displays the results on the screen in integer format without decimals if the result is an integer number.

It uses specifiers to indicate where and in which format the values would be displayed and printed. Others can be bought directly from The MathWorks. the text is displayed. Thus. as add−ons. the values will be displayed and printed in scientific notation format. This appendix is just an introduction to MATLAB.* This outstanding software package consists of many applications known as Toolboxes. * For more MATLAB applications. please refer to Numerical Analysis Using MATLAB and Spreadsheets. If X is a string.array) command displays and prints both text and arrays. With this command only the real part of each parameter is processed. A−32 Signals and Systems with MATLAB Computing and Simulink Modeling.. Inc. if %f is used. and if %e is used.Appendix A Introduction to MATLAB® format rat 100/3 rational approximation The disp(X) command displays the array X without printing the array name. the values will be displayed and printed in fixed decimal format. The MATLAB Student Version contains just a few of these Toolboxes. The fprintf(format. ISBN 0−9709511−1−6. Fourth Edition Copyright © Orchard Publications .

and for this purpose. R 1Ω L 1⁄4 H C + vC ( t ) − + − i(t) vs ( t ) = u0 ( t ) 4⁄3 F Figure B. We will introduce Simulink with a few illustrated examples. Circuit for Example B.1) and by Kirchoff’s voltage law (KVL).2) yields Signals and Systems with MATLAB Computing and Simulink Modeling.1 For this example. di L .5 V . B. We will compute v c ( t ) .Appendix B Introduction to Simulink T his appendix is a brief introduction to Simulink. and v c ( 0 − ) = 0.2) Substitution of (B. Fourth Edition Copyright © Orchard Publications B−1 . Some familiarity with MATLAB is essential in understanding Simulink. Example B.1.1. the initial conditions are i L ( 0 − ) = 0 .1) into (B.+ vC = u0 ( t ) Ri L + L -----dt (B. We invoke Simulink from within MATLAB.1 For the circuit of Figure B. Appendix A is included as an introduction to MATLAB.1 Simulink and its Relation to MATLAB The MATLAB and Simulink environments are integrated into one entity. simulate. This author feels that we can best introduce Simulink with a few examples. dv C i = i L = i C = C -------dt (B. and revise our models in either environment at any point. and thus we can analyze.

+ -3 dt 2 3 dt dv C d vC .6) The values of s 1 and s 2 are the roots of the characteristic equation * Please refer to Circuit Analysis II with MATLAB Applications.+ vC = u0 ( t ) RC -------2 dt dt 2 (B. the total solution will –s1 t –s2 t v c ( t ) = natural response + forced response = v cn ( t ) + v cf ( t ) = k 1 e + k2 e + v cf ( t ) (B.+ 3v C = 3 ---------. non−homogeneous differential equation with constant coefficients.+ LC ---------. Fourth Edition Copyright © Orchard Publications . However.Introduction to Simulink d vC dv C . and the solution using Simulink follows. Therefore. It is obvious that the solution of this equation cannot be a constant since the derivatives of a constant are zero and thus the equation is not satisfied. –s t –s t the natural response is the sum of the terms k 1 e be –s1 t and k 2 e –s2 t .5) To appreciate Simulink’s capabilities.5) is a second−order. First Method − Assumed Solution Equation (B. and thus the complete solution will consist of the sum of the forced response and the natural response. decaying exponentials of the form ke where k and a are constants. Also.+ 3v C = 3u 0 ( t ) ---------. for comparison. Appendix B for a thorough discussion. – at It can be shown* that if k 1 e 1 and k 2 e 2 where k 1 and k 2 are constants and s 1 and s 2 are the roots of the characteristic equation of the homogeneous part of the given differential equation.-------. three different methods of obtaining the solution are presented.4) t>0 (B. the solution cannot contain sinusoidal functions (sine and cosine) since the derivatives of these are also sinusoids.3) Substituting the values of the circuit constants and rearranging we obtain: 1 d v C 4 dv C -. B−2 Signals and Systems with MATLAB Computing and Simulink Modeling. are possible candidates since their derivatives have the same form but alternate in sign.+ 4 -------2 dt dt 2 dv C d vC .+ vC = u0 ( t ) .---------. ISBN 0−9709511−5−9.+ 4 -------2 dt dt 2 2 (B.

yields the total solution as v C ( t ) = v Cn ( t ) + v Cf = k 1 e + k 2 e –t –3 t +1 (B.e.7) yields of s 1 = – 1 and s 2 = – 3 and with these values (B. using v C ( 0 ) = 0. Thus.13) t=0 Next.8).11). we obtain v C ( 0 ) = k 1 e + k 2 e + 1 = 0. the forced response will also be a constant and we denote it as v Cf = k 3 .Simulink and its Relation to MATLAB s + 4s + 3 = 0 2 (B.9) Since the right side of (B.6) is written as vc ( t ) = k1 e + k2 e –t –3 t + v cf ( t ) (B.+ 4 -------2 dt dt t>0 (B. and equate it with (B. First.12) Also.13). Fourth Edition Copyright © Orchard Publications B−3 ..5).= --i L = i C = C -------dt dt C dv C -------dt iL ( 0 ) 0 = ----------. we differentiate (B. dv C -------dt = – k 1 – 3k 2 t=0 (B. we evaluate it at t = 0 .9) is a constant.7) Solution of (B. -------.9) we obtain 0 + 0 + 3k 3 = 3 or v Cf = k 3 = 1 (B.14) By equating the right sides of (B.= ---=0 C C (B.5 V and evaluating (B. i.13) and (B.10) Substitution of this value into (B. 2 dv C d vC .14) we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.11) The constants k 1 and k 2 will be evaluated from the initial conditions.11) at t = 0 .8) The forced component v cf ( t ) is found from (B.5 0 0 (B. and dv C dv C i L -.+ 3v C = 3 ---------.5 k 1 + k 2 = – 0. By substitution into (B.

y1=diff(y0) % Define symbolic variable t % The total solution y(t).= -. the solution has been verified by MATLAB.16) Check with MATLAB: syms t y0=−0.15) Simultaneous solution of (B. we find the expression for the current as dv C 4 3 –t 3 –3t – t – 3t .17) Second Method − Using the Laplace Transformation The transformed circuit is shown in Figure B.75 and k 2 = 0. gives k 1 = – 0.1 B−4 Signals and Systems with MATLAB Computing and Simulink Modeling.2) % The second derivative of y(t) y2 = -3/4*exp(-t)+9/4*exp(-3*t) y=y2+4*y1+3*y0 % Summation of y and its derivatives y = 3 Thus.5 ⁄ s + V (0) C − − Figure B. vc(t) % The first derivative of y(t) y1 = 3/4*exp(-t)-3/4*exp(-3*t) y2=diff(y0.25*exp(−3*t)+1. we obtain the total solution as v C ( t ) = ( – 0.25s C 3 ⁄ 4s + Vs ( s ) = 1 ⁄ s + − VC ( s ) I(s) 0.25 .12) and (B.e – -i = i L = i C = C --------= e –e A -e dt 3 4 4 (B.2.15). Transformed Circuit for Example B. Using the expression for v C ( t ) in (B.8). Fourth Edition Copyright © Orchard Publications .75 e + 0.16).-. R 1 L 0.2. for our example. By substitution into (B.75*exp(−t)+0.Introduction to Simulink – k 1 – 3k 2 = 0 (B.25e –t –3 t + 1 ) u0 ( t ) (B.

this text.+ --------------0. this text.Simulink and its Relation to MATLAB By the voltage division* expression.5 -----.5s + 2s + 3.5 .75 s = –1 = 0. Fourth Edition Copyright © Orchard Publications B−5 .5 ------ + 0. please refer to Chapter 5. we will denote the Unit Step Function as u0 ( t ) . in State−Space and State Variables Analysis.† we let 2 r2 r3 0. ‡ For an introduction to Laplace Transform and Inverse Laplace Transform.25 0. ISBN 0−9709511−2−4.5s + 2s + 3 r 2 = --------------------------------s(s + 3) 0.75e + 0.25s + 3 ⁄ 4s ) s s(s + 1)(s + 3) s s s s ( s + 4s + 3 ) Using partial fraction expansion.= -------------------------------2 ( 1 + 0.5s + 2s + 3.+ --------------s( s + 1 )( s + 3) s (s + 1) (s + 3) (B. please refer to Circuit Analysis I with MATLAB Applications.5s + 2s + 3 r 3 = --------------------------------s(s + 1) 2 2 2 = 1 s=0 = – 0. u ( t ) denotes any input.= r 1 ------------------------------------.+ 0. † Partial fraction expansion is discussed in Chapter 3.5s + 2s + 31.18) 0.75.= -----------------------------------.+ --------------V C ( s ) = ----------------------------------s(s + 1)(s + 3) s (s + 1) (s + 3) 2 Taking the Inverse Laplace transform‡ we find that v C ( t ) = 1 – 0. For a detailed discussion on State−Space and State Variables Analysis. 2 3 ⁄ 4s 0.5s + 2s + 3 r 1 = --------------------------------(s + 1)(s + 3) 0. ** Usually.25 s = –3 and by substitution into (B.5 -----. please refer Chapters 2 and 3.+ v C = u 0 ( t ) ** Ri L + L -----dt * For derivation of the voltage division and current division expressions.– 0.= 1 -.25e –t – 3t Third Method − Using State Variables di L . For distinction.+ --------------. Signals and Systems with MATLAB Computing and Simulink Modeling. this text.⋅ 1 V C ( s ) = --------------------------------------------.18) – 0.

= Cx x 1 = i L = C -------3 2 dt ·2 = 3 --x x 4 1 (B. L* · 1 = di -----x dt (B. * The notation x † The detailed solution of (B.22). Page 5−23.Introduction to Simulink By substitution of given values and rearranging. and (B.22) Therefore.21) Also.19). x · = dx ⁄ dt . and thus.23) is given in Chapter 5. or dv C i L = C -------dt dv C · ·2 = 4 --x . Example 5. Fourth Edition Copyright © Orchard Publications .= – 4i L – 4v C + 4 dt (B. from (B.19) Next.23) Solution† of (B. we define the state variables x 1 = i L and x 2 = v C . B−6 Signals and Systems with MATLAB Computing and Simulink Modeling.-----.20) and dv C · 2 = -------x dt (B.= ( –1 ) iL – vC + 1 4 dt or di L -----. Then. we obtain di L 1 -. we obtain the state equations · = – 4x – 4x + 4 x 1 1 2 · = 3 --x x 2 4 1 and in matrix form. ·1 x x = –4 –4 1 + 4 u0 ( t ) · x2 3 ⁄ 4 0 x2 0 (B. this text.20). (B.23) yields · (x dot) is often used to denote the first derivative of the function x . that is.10.

4.26) A block diagram representing relation (B. The Simulink icon Upon execution of the Simulink command. we must first invoke MATLAB.5. The right side is referred to as the Contents Pane and displays the blocks that reside in the library currently selected in the Tree Pane. In Figure B. the Commonly Used Blocks appear as shown in Figure B.4.* * Henceforth. we can click on the Simulink icon shown in Figure B. It appears on the top bar on MATLAB’s Command prompt.3.1 as 2 dv C d vC .25e –t (B.25) Modeling the Differential Equation of Example B. In the MATLAB Command prompt. x1 = iL = e –e (B. We will use Simulink to draw a similar block diagram. Figure B. the left side is referred to as the Tree Pane and displays all Simulink libraries installed. Make sure that Simulink is installed in your system.3.75 e + 0.26) above is shown in Figure B. Signals and Systems with MATLAB Computing and Simulink Modeling. we type: simulink Alternately. all Simulink block diagrams will be referred to as models.1 with Simulink To run Simulink.Simulink and its Relation to MATLAB x1 x2 = e –e –t –t – 3t – 3t 1 – 0. Let us express the differential equation of Example B.75e + 0.24) – 3t and x 2 = v C = 1 – 0.– 3v C + 3u 0 ( t ) ---------.25e –t – 3t Then.= – 4 -------2 dt dt (B. Fourth Edition Copyright © Orchard Publications B−7 .

26) using Simulink.Introduction to Simulink Figure B. A new model window named untitled will appear as shown in Figure B. The Simulink Library Browser d vC ---------2 dt 2 u0 ( t ) 3 Σ ∫ dt −4 dv C -------dt ∫ dt vC −3 Figure B. Block diagram for equation (B.5. B−8 Signals and Systems with MATLAB Computing and Simulink Modeling.6. we perform the following steps: 1. Fourth Edition Copyright © Orchard Publications .26) To model the differential equation (B. we click on the leftmost icon shown as a blank page on the top title bar. On the Simulink Library Browser.4.

8). With reference to block diagram of Figure B. We point the mouse close to the connection point of the unit step function until is shows as a cross hair. The window of Figure B.7.8.6.7.mdl. We select it. If the Equation_1_26 model window is no longer visible.mdl file 2. Model window for Equation_1_26.5. We save file Equation_1_26 using the File drop menu on the Equation_1_26 model window (right side of Figure B. See Figure B.8. Fourth Edition Copyright © Orchard Publications B−9 . We save this as model file name Equation_1_26.Simulink and its Relation to MATLAB Figure B. See Figure B. we observe that we need to connect an amplifier with Gain 3 to the unit step function block. 3. This is done from the File drop menu of Figure B. With the Equation_1_26 model window and the Simulink Library Browser both visible. The triangle on the right side of the unit step function block and the > symbols on the left and right sides of the gain block are connection points. and we drag it into the Equation_1_26 model window which now appears as shown in Figure B. The Untitled model window in Simulink.6 is the model window where we enter our blocks to form a block diagram. and all saved files will have this appearance.6 where we choose Save as and name the file as Equation_1_26. We choose the gain block and we drag it to the right of the unit step function. The new model window will now be shown as Equation_1_26. we click on the Sources appearing on the left side list. it can be recalled by clicking on the white page icon on the top bar of the Simulink Library Browser. Simulink will add the extension .8. and on the right side we scroll down until we see the unit step function shown as Step. The gain block in Simulink is under Commonly Used Blocks (first item under Simulink on the Simulink Library Browser). See Figure B. 4. and draw a straight line to connect the two Signals and Systems with MATLAB Computing and Simulink Modeling. Figure B.

See Figure B.* We double−click on the gain block and on the Function Block Parameters.8. Figure B. Dragging the unit step function into File Equation_1_26 Figure B. B−10 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .9.9. we change the gain from 1 to 3.Introduction to Simulink blocks. File Equation_1_26 with added Step and Gain blocks * An easy method to interconnect two Simulink blocks by clicking on the source block to select it. then hold down the Ctrl key and left−click on the destination block.

we change the text “Integrator 1” under the second Integrator to “Integrator 2” as shown in Figure B. we need to add a thee−input adder. and we change it to Integrator 1. and we connect it to the output of the Add block. From the Commonly Used Blocks of the Simulink Library Browser. Figure B. File Equation_1_26 with the addition of two integrators 7.Simulink and its Relation to MATLAB 5. Fourth Edition Copyright © Orchard Publications B−11 . we double−click on these gain blocks and on the Function Block Parameters window. We repeat this step and to add a second Integrator block. We then connect the output of the of the gain block to the first input of the adder block as shown in Figure B. We flip the pasted Gain blocks by using the Flip Block command from the Format drop menu. and on the Function Block Parameters window which appears. we add the Scope block which is found in the Commonly Used Blocks on the Simulink Library Browser. and we copy and paste it twice. Next.12.11. Then. Figure B. To complete the block diagram. We double click it.12. and we drag it into the Equation_1_26 model window. we specify 3 inputs.10. we drag it into the Equation_1_26 model window. and we label these as Gain 2 and Gain 3. we choose the Integrator block. We click on the text “Integrator” under the first integrator block. File Equation_1_26 with added gain block 6.10. We select it. we change the gains from to −4 and −3 as shown in Figure B. File Equation_1_26 complete block diagram Signals and Systems with MATLAB Computing and Simulink Modeling. we click on the Gain block.11. The adder block appears on the right side of the Simulink Library Browser under Math Operations. Finally. Figure B.

Obtaining the function v C ( t ) for Example B.5 V are entered by dou- − ble clicking the Integrator blocks and entering the values 0 for the first integrator. The initial conditions i L ( 0 − ) = C ( dv C ⁄ dt ) t=0 = 0 . is to use State− Space block from Continuous in the Simulink Library Browser. we double click on the Scope block.5 for the second integrator.14. B−12 Signals and Systems with MATLAB Computing and Simulink Modeling. and then clicking on the Autoscale icon.14. we obtain the waveform shown in Figure B. Figure B. 9. To see the output waveform.13. as shown in Figure B.1. Fourth Edition Copyright © Orchard Publications . This is done by specifying the simulation time to be 10 seconds on the Configuration Parameters from the Simulation drop menu. and v c ( 0 ) = 0.Introduction to Simulink 8. and 0. The waveform for the function v C ( t ) for Example B. We also need to specify the simulation time.1 with the State−Space block.13. Figure B. We can start the simulation on Start from the Simulation drop menu or by clicking on the icon.1 Another easier method to obtain and display the output v C ( t ) for Example B.

From Equation B. Figure B. and in the Functions Block Parameters window we enter the constants shown in Figure B.23. reside in the MATLAB Workspace. The Function block parameters for the State−Space block. Signals and Systems with MATLAB Computing and Simulink Modeling.14 writes its input to the workspace. ·1 x x = –4 –4 1 + 4 u0 ( t ) · x2 3 ⁄ 4 0 x2 0 The output equation is or y = Cx + du y = [0 1] x1 x2 + [0 ]u We double−click on the State−Space block. This gives us the ability to delete or modify selected variables. This block writes its output to an array or structure that has the name specified by the block's Variable name parameter. Fourth Edition Copyright © Orchard Publications B−13 .15. We issue the command who to see those variables.Simulink and its Relation to MATLAB The simout To Workspace block shown in Figure B. Page B−6. The data and variables created in the MATLAB Command window.15.

The state−space block is the best choice when we need to display the output waveform of three or more variables as illustrated by the following example. As before.1 with the State−Space block.5. x2=0.16.+ a 1 ----. Fourth Edition Copyright © Orchard Publications . Example B. a.+ a0 y ( t ) = u ( t ) --------3 -------3 2 4 dt dt dt dt 3 2 (B. we double click on the Scope block.27) where y ( t ) is the output representing the voltage or current of the network. and to see the output waveicon.2 A fourth−order network is described by the differential equation 4 y d y dy d y+a d . and then clicking on the Autoscale obtain the waveform shown in Figure B. to start the simulation we click clicking on the icon. we form. We will express (B. The waveform for the function v C ( t ) for Example B.Introduction to Simulink The initials conditions [ x1 x2 ]' are specified in MATLAB’s Command prompt as x1=0.16. Figure B. and u ( t ) is any input.+ a 2 ------. and the initial conditions are y ( 0 ) = y' ( 0 ) = y'' ( 0 ) = y''' ( 0 ) = 0 .27) as a set of state equations B−14 Signals and Systems with MATLAB Computing and Simulink Modeling.

Fourth Edition Copyright © Orchard Publications B−15 .28). we must define four state variables that will be used with the four first−order state equations. we will select appropriate values for the coefficients a 3. 1.30) We observe that · 1 = x2 x · 2 = x3 x · 3 = x4 x d y = x · 4 = –a0 x1 –a1 x2 – a2 x3 –a3 x4 + u ( t ) --------4 dt 4 (B. the output is where y = Cx + du Signals and Systems with MATLAB Computing and Simulink Modeling.32) is written as · = Ax + bu x (B. we will display the waveform of the output y ( t ) . a 1. It is known that the solution of the differential equation 4 d y d y .34) Also. and a 0 so that the new set of the state equations will represent the differential equation of (B.31) and in matrix form ·1 x ·2 x ·3 x ·4 x 0 0 = 0 –a0 1 0 0 –a1 0 1 0 –a2 0 0 1 –a3 x1 0 x2 + 0 u(t) 0 x3 1 x4 (B.32) In compact form.28) subject to the initial conditions y ( 0 ) = y' ( 0 ) = y'' ( 0 ) = y''' ( 0 ) = 0 . and using Simulink.28) is of fourth−order.+ 2 ------2 4 dt dt 2 (B.29) In our set of state equations. therefore. We denote the state variables as x 1. The differential equation of (B. and we relate them to the terms of the given differential equation as x1 = y ( t ) dy x 2 = ----dt d y x 3 = -------2 dt 2 d y x 4 = -------3 dt 3 (B. has the solution y ( t ) = 0.33) (B.125 [ ( 3 – t ) – 3t cos t ] 2 (B.Simulink and its Relation to MATLAB b.+ y ( t ) = sin t ------. x 2. a 2. and x 4 . (B. x 3 .

35) and since the output is defined as relation (B. and u = sin t (B. By inspection.27) will be reduced to the differential equation of (B.38) Since the output is defined as in matrix form it is expressed as B−16 Signals and Systems with MATLAB Computing and Simulink Modeling.37) where ·1 x ·2 x ·3 x ·4 x 0 0 A= 0 –a0 1 0 0 0 0 1 0 –2 0 0 . Fourth Edition Copyright © Orchard Publications . 0 b= 0. 0 1 · = x .28) if we let a3 = 0 a2 = 2 a1 = 0 a0 = 1 u ( t ) = sin t and thus the differential equation of (B. 0 b= 0. 1 –a3 x1 x= x2 x3 x4 y ( t ) = x1 . 0 1 · = x . 1 0 x1 x= x2 x3 x4 y ( t ) = x1 .34) is expressed as x1 y = [1 0 0 0] ⋅ x2 x3 x4 + [0 ]u( t) (B.Introduction to Simulink ·1 x ·2 x ·3 x ·4 x 0 0 A= 0 –a0 1 0 0 –a1 0 1 0 –a2 0 0 . the differential equation of (B.28) can be expressed in state−space form as ·1 x ·2 x ·3 x ·4 x 0 0 = 0 –a0 1 0 0 0 0 1 0 –2 0 0 1 0 0 + 0 sin t 0 x3 1 x4 x2 x1 (B. and u = u ( t ) (B.36) 2.

we double−click on the state−space block and we enter the following parameter values in the Function Block Parameters: A: [0 1 0 0.17. 0 0 0 1. Block diagram for Example B.17. and we save this model as Example_1_2. we drag the Signal Generator block on the Example_1_2 model window. Fourth Edition Copyright © Orchard Publications B−17 . On the Simulink Library Browser we select Sources. Figure B. on the Simulink Library Browser we click on the Create a new model (blank page icon on the left of the top bar). we start Simulink by clicking on the Simulink icon.Simulink and its Relation to MATLAB x1 y = [1 0 0 0] ⋅ x2 x3 x4 + [ 0 ] sin t (B. and we click and drag the Scope block from the Commonly Used Blocks on the Simulink Library Browser .39) We invoke MATLAB. −a0 −a1 −a2 −a3] B: [0 0 0 1]’ C: [1 0 0 0] D: [0] Initial conditions: x0 Signals and Systems with MATLAB Computing and Simulink Modeling. We connect these four blocks and the complete block diagram is as shown in Figure B.2 We now double−click on the Signal Generator block and we enter the following in the Function Block Parameters: Wave form: sine Time (t): Use simulation time Amplitude: 1 Frequency: 2 Units: Hertz Next. we click and drag the State−Space block from the Continuous on Simulink Library Browser. 0 0 1 0. We also add the Display block found under Sinks on the Simulink Library Browser.

we obtain the waveform shown in Figure B. Example B. a1=0. x0=[0 0 0 0]’. a3=0.2 The Display block in Figure B.2 have clearly illustrated that the State−Space is indeed a powerful block. Display blocks found in the Sinks library.40) B−18 Signals and Systems with MATLAB Computing and Simulink Modeling.18.18. Figure B. Examples B.3 Using Algebraic Constraint blocks found in the Math Operations library.17 shows the value at the end of the simulation stop time. The model will display the values for the unknowns z 1 .Introduction to Simulink Absolute tolerance: auto Now. and Gain blocks found in the Commonly Used Blocks library. then clicking on the Autoscale icon. To see the output waveform.2 using four Integrator blocks by this approach would have been more time consuming. and we start the simulation by clicking on the icon. We could have obtained the solution of Example B. and z 3 in the system of the equations a1 z1 + a2 z2 + a3 z3 + k1 = 0 a4 z1 + a5 z2 + a6 z3 + k2 = 0 a7 z1 + a8 z2 + a9 z3 + k3 = 0 (B. Fourth Edition Copyright © Orchard Publications . we will create a model that will produce the simultaneous solution of three equations with three unknowns. we double click on the Scope block.1 and B. z 2 . a2=2. Waveform for Example B. we switch to the MATLAB Command prompt and we type the following: >> a0=1. We change the Simulation Stop time to 25 .

k3=5.19. k2=−7. The Algebraic Constraint block constrains the input signal f ( z ) to zero and outputs an algebraic state z . a4=1.3 Next. the Initial guess parameter is zero. a6=4. we observe the values of the unknowns as z 1 = 2 . a5=5. We can improve the efficiency of the algebraic loop solver by providing an Initial guess for the algebraic state z that is close to the solution value. a8=1.. a3=−1. Signals and Systems with MATLAB Computing and Simulink Modeling. The output must affect the input through some feedback path.These values are shown in the Display blocks of Figure B. Model for Example B. a2=−3.. a9=2. Figure B. This enables us to specify algebraic equations for index 1 differential/algebraic systems (DAEs). a7=−6. z 2 = – 3 . k1=−8.19. we go to MATLAB’s Command prompt and we enter the following values: a1=2. The block outputs the value necessary to produce a zero at the input. and z 3 = 5 .19.Simulink and its Relation to MATLAB The model is shown in Figure B. Fourth Edition Copyright © Orchard Publications B−19 .. By default. After clicking on the simulation icon.

* For instance. * The Subsystem block is described in detail in Chapter 2. and this model will be shown as in Figure B. should be ready to learn Simulink’s additional capabilities. This model can be seen by typing thermo in the MATLAB Command prompt. a7=−8. B−20 Signals and Systems with MATLAB Computing and Simulink Modeling. k3=9. k2=−6.20. Introduction to Simulink with Engineering Applications.1. Fourth Edition Copyright © Orchard Publications . The model of Figure B. to be shown as a single Subsystem block. a9=15. ISBN 0−9744239−7−1.19 except the display blocks. Introduction to Simulink with Engineering Applications.20 show the values of z 1 . The Subsystem block replaces the inputs and outputs of the model with Inport and Outport blocks. a8=4.. we choose Create Subsystem from the Edit menu. k1=14. and z 3 for the values specified in MATLAB’s Command prompt. Page 2−2. Figure B. a5=6.1.19 represented as a subsystem The Display blocks in Figure B. Section 2. We can double−click on the Subsystem block to see its contents. These blocks are described in Section 2. a6=9.20† where in MATLAB’s Command prompt we have entered: a1=5. a3=4. the reader with no prior knowledge of Simulink. a2=−1. we can group all blocks and lines in the model of Figure B.Introduction to Simulink An outstanding feature in Simulink is the representation of a large model consisting of many blocks and lines. † The contents of the Subsystem block are not lost. ISBN 0−9744239−7−1. It is highly recommended that the reader becomes familiar with the block libraries found in the Simulink Library Browser. a4=11. B. z 2 . Page 2−2.. Then.. Chapter 2.2 Simulink Demos At this time. the reader can follow the steps delineated in The MathWorks Simulink User’s Manual to run the Demo Models beginning with the thermo model.

The basic operations are defined and illustrated with several examples. that is. C. the vector A has rotated 180 ° and its new value now is – A . we will designate the x−axis (abscissa) as the real axis. if it is given that a vector A has the direction along the right side of the x−axis as shown in Figure C. its value becomes j ( – A ) = – j A .Appendix C A Review of Complex Numbers T his appendix is a review of the algebra of complex numbers. but it has been rotated counterclockwise by 90 ° . A fourth 90 ° rotation returns the vector to its original position. and the exponential and polar forms are discussed and illustrated with examples. we denote i as j to avoid confusion with current i . Thus. i = – 1 . Also. the square root of minus one is denoted as i . another multiplication of the new vector jA by j will produce another 90 ° counterclockwise direction. When this vector is rotated by another 90 ° for a total of 270 ° .1. In this case. multiplication of this vector by the operator j will result in a new vector jA whose magnitude remains the same. j = – j . Therefore.1.1 Definition of a Complex Number In the language of mathematics. Fourth Edition Copyright © Orchard Publications C− 1 . and j = 1 . The j operator Note: In our subsequent discussion. and thus its value is again A . and the y−axis (ordinate) as the imaginary axis with the understanding that the “imaginary” axis is Signals and Systems with MATLAB Computing and Simulink Modeling. In the electrical engineering field. Applications using Euler’s identities are presented. Essentially. jA j ( j A ) = j2 A = –A y 2 3 4 A x j ( –j A ) = –j A = A 2 j ( –A ) = j 3 A = –j A Figure C. j is an operator that produces a 90−degree counterclockwise rotation to any vector to which it is applied as a multiplying factor. we conclude that j = – 1 .

the number A = a + jb where a and b are both real numbers. two complex numbers A and B where A = a + jb and B = c + jd . Thus.* An imaginary number is the product of a real number. r is a real number and jr is an imaginary number. Thus. Then. C−2 Signals and Systems with MATLAB Computing and Simulink Modeling.2 Addition and Subtraction of Complex Numbers The sum of two complex numbers has a real component equal to the sum of the real components. For example. are equal if and only if their real parts are equal. and B = 4 – j 2 . C. by the operator j . Find A + B and A – B Solution: A + B = (3 + j4) + (4 – j2) = (3 + 4 ) + j(4 – 2) = 7 + j2 and A – B = (3 + j4) – (4 – j2) = (3 – 4) + j(4 + 2 ) = – 1 + j6 * We may think the real axis as the cosine axis and the imaginary axis as the sine axis. By definition. In other words. A = B if and only if a = c and b = d . Thus. the imaginary axis is just as important as the real axis. a = Re { A } and b = Im { A } where Re { A } denotes real part of A. and b = Im { A } the imaginary part of A .1 It is given that A = 3 + j 4 . is a complex number. and also their imaginary parts are equal. if A = a + jb and B = c + jd then A + B = (a + c) + j(b + d ) and A – B = (a – c) + j(b – d) Example C. say r . we change the signs of the components of the subtrahend and we perform addition. For subtraction. A complex number is the sum (or difference) of a real number and an imaginary number. and an imaginary component equal to the sum of the imaginary components. Fourth Edition Copyright © Orchard Publications .A Review of Complex Numbers just as “real” as the real axis.

Find A ⋅ B Solution: A ⋅ B = ( 3 + j 4 ) ⋅ ( 4 – j 2 ) = 12 – j 6 + j 16 – j 2 8 = 20 + j 10 (C.1) The conjugate of a complex number. denoted as A∗ .3 Multiplication of Complex Numbers Complex numbers are multiplied using the rules of elementary algebra. is another complex number with the same real component. Thus. if A = a + jb . and making use of the fact that j 2 = – 1 . if A = a + jb and B = c + jd then A ⋅ B = ( a + jb ) ⋅ ( c + jd ) = ac + jad + jbc + j 2 bd and since j 2 = – 1 .3 It is given that A = 3 + j 5 . Example C. Thus. then A∗ = a – j b . Thus. but the imaginary component has opposite sign. then A ⋅ A∗ = ( a + jb ) ( a – jb ) = a 2 – jab + jab – j 2 b 2 = a + b 2 2 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications C− 3 . Then. the result is a real number. it follows that A ⋅ B = ac + jad + jbc – b d = ( ac – bd ) + j ( ad + bc ) Example C. if A = a + jb .2 It is given that A = 3 + j 4 and B = 4 – j 2 . A∗ = 3 – j 5 If a complex number A is multiplied by its conjugate. and with an imaginary component of opposite sign. Find A∗ Solution: The conjugate of the complex number A has the same real component.Multiplication of Complex Numbers C.

Find A ⁄ B Solution: Using the procedure of (C. we multiplied both the numerator and denominator by the conjugate of the denominator to eliminate the j operator from the denominator of the quotient. then. Using this procedure.= ( --.2). we see that the quotient is easily separated into a real and an imaginary part.5 Exponential and Polar Forms of Complex Numbers The relations e jθ = cos θ + j sin θ (C. Find A ⋅ A∗ Solution: A ⋅ A∗ = ( 3 + j 5 ) ( 3 – j 5 ) = 3 + 5 = 9 + 25 = 34 2 2 C. ∗ a + jb a + jb ) ( c – jd ) = A ac + bd ) + j ( bc – ad ) A ---⋅B -----.2).= ------------------------------------------. if A = a + jb and B = c + jd .96 + j 0.+ j ---------------------2 2 2 2 c +d c +d (C. Example C.= -------------------------------------.= 0.+ j . we obtain 7 3 + j 4 ( 3 + j 4 ) ( 4 – j 3 ) 12 – j 9 + j 16 + 12 24 + j 7 24 ----A .28 --. This procedure is called rationalization of the quotient.3) C−4 Signals and Systems with MATLAB Computing and Simulink Modeling.A Review of Complex Numbers Example C.4 It is given that A = 3 + j 5 .= ( ------------------------------------2 2 B ∗ B c + jd ( c + jd ) ( c – jd ) B c +d bc – ad ) ( ac + bd ) ( = ---------------------.= ---------------. and it is done by multiplying the denominator by its conjugate. Fourth Edition Copyright © Orchard Publications .4 Division of Complex Numbers When performing division of complex numbers. Thus.5 It is given that A = 3 + j 4 .= ------------2 2 25 25 25 B 4 + j3 (4 + j3)(4 – j3) 4 +3 C.= ----.2) In (C. it is desirable to obtain the quotient separated into a real part and an imaginary part.= ----------------------------------------------------------------. and B = 4 + j 3 .

**Exponential and Polar Forms of Complex Numbers
**

and e are known as the Euler’s identities. Multiplying (C.3) by the real positive constant C we obtain:

Ce

jθ

– jθ

= cos θ – j sin θ

(C.4)

= C cos θ + j C sin θ

(C.5)

**This expression represents a complex number, say a + jb , and thus
**

Ce

jθ

= a + jb

(C.6)

where the left side of (C.6) is the exponential form, and the right side is the rectangular form. Equating real and imaginary parts in (C.5) and (C.6), we obtain a = C cos θ and b = C sin θ Squaring and adding the expressions in (C.7), we obtain a + b = ( C cos θ ) + ( C sin θ ) = C ( cos θ + sin θ ) = C

2 2 2 2 2 2 2 2

(C.7)

Then,

C

2

= a +b

2 2

2

2

or

C =

a +b

(C.8)

**Also, from (C.7) b C sin θ -- = --------------= tan θ a C cos θ or
**

–1 b θ = tan --

a

(C.9)

**To convert a complex number from rectangular to exponential form, we use the expression
**

j tan

–1

a + jb =

a +b e

2

2

b -a

(C.10)

To convert a complex number from exponential to rectangular form, we use the expressions

C− 5

**A Review of Complex Numbers
**

Ce Ce

jθ – jθ

= C cos θ + j C sin θ = C cos θ – j C sin θ (C.11)

The polar form is essentially the same as the exponential form but the notation is different, that is,

Ce

jθ

= C ∠θ

(C.12)

where the left side of (C.12) is the exponential form, and the right side is the polar form. We must remember that the phase angle θ is always measured with respect to the positive real

axis, and rotates in the counterclockwise direction.

Example C.6 Convert the following complex numbers to exponential and polar forms: a. 3 + j 4 b. – 1 + j 2 c. – 2 – j d. 4 – j 3 Solution: a. The real and imaginary components of this complex number are shown in Figure C.2.

4 Im 5 53.1° 3

Re

Figure C.2. The components of 3 + j 4

Then,

3 + j4 = j tan 3 +4 e

2 2 –1

4 -3 = 5e j53.1 ° = 5 ∠53.1 °

Check with MATLAB:

C−6

**Exponential and Polar Forms of Complex Numbers
**

x=3+j*4; magx=abs(x); thetax=angle(x)*180/pi; disp(magx); disp(thetax)

5 53.1301 Check with the Simulink Complex to Magnitude−Angle block* shown in the Simulink model of Figure C.3.

Figure C.3. Simulink model for Example C.6a

**b. The real and imaginary components of this complex number are shown in Figure C.4.
**

Im 5 63.4° −1 116.6° Re 2

Figure C.4. The components of – 1 + j 2

Then,

– 1 + j2 =

–1 2 tan ----j 2 2 –1 = 1 +2 e

5e

j116.6 °

=

5 ∠116.6 °

**Check with MATLAB:
**

y=−1+j*2; magy=abs(y); thetay=angle(y)*180/pi; disp(magy); disp(thetay)

2.2361 116.5651 c. The real and imaginary components of this complex number are shown in Figure C.5.

* For a detailed description and examples with this and other related transformation blocks, please refer to Introduction to Simulink with Engineering Applications, ISBN 0−9744239−7−1, Section 8.3, Chapter 8, Page 8− 24, and Section 19.8, Chapter 19, Page 19−27.

C− 7

**A Review of Complex Numbers
**

206.6° −2 26.6° 5 Im Re −153.4°(Measured Clockwise) −1

Figure C.5. The components of – 2 – j

Then,

j tan 2 2 2 +1 e

–1

–2 –j 1 =

–1 ----–2

=

5e

j206.6 °

=

5 ∠206.6 ° =

5e

j ( – 153.4 )°

=

5 ∠– 153.4 °

**Check with MATLAB:
**

v=−2−j*1; magv=abs(v); thetav=angle(v)*180/pi; disp(magv); disp(thetav)

2.2361 -153.4349 d. The real and imaginary components of this complex number are shown in Figure C.5.

Im 323.1× 4 Re

−36.9× −3

5

Figure C.6. The components of 4 – j 3

Then,

4 –j 3 = j tan 4 +3 e

2 2 –1

–3 ----4 = 5e j323.1 ° = 5 ∠323.1 ° = 5e –j36.9 ° = 5 ∠– 36.9 °

**Check with MATLAB:
**

w=4−j*3; magw=abs(w); thetaw=angle(w)*180/pi; disp(magw); disp(thetaw)

5 -36.8699

C−8

**Exponential and Polar Forms of Complex Numbers
**

Example C.7 Express the complex number – 2 ∠30 ° in exponential and in rectangular forms. Solution: We recall that – 1 = j 2 . Since each j rotates a vector by 90 ° counterclockwise, then – 2 ∠30 ° is the same as 2 ∠30 ° rotated counterclockwise by 180 ° . Therefore,

– 2 ∠30 ° = 2 ∠( 30 ° + 180 ° ) = 2 ∠210 ° = 2 ∠– 150 °

**The components of this complex number are shown in Figure C.6.
**

Im

210°

−1.73 30° 2

Re −150°(Measured Clockwise) −1

Figure C.7. The components of 2 ∠– 150 °

Then,

2 ∠– 150 ° = 2e

– j 150 °

= 2 ( cos 150 ° – j sin 150 ° ) = 2 ( – 0.866 – j0.5 ) = – 1.73 – j

Note: The rectangular form is most useful when we add or subtract complex numbers; however, the exponential and polar forms are most convenient when we multiply or divide complex numbers. To multiply two complex numbers in exponential (or polar) form, we multiply the magnitudes and we add the phase angles, that is, if

A = M ∠θ and B = N ∠φ

then,

AB = MN ∠( θ + φ ) = M e

jθ

Ne

jφ

= MN e

j( θ + φ)

(C.13)

Example C.8 Multiply A = 10 ∠53.1 ° by B = 5 ∠– 36.9 ° Solution: Multiplication in polar form yields Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition Copyright © Orchard Publications

C− 9

**A Review of Complex Numbers
**

AB = ( 10 × 5 ) ∠[ 53.1 ° + ( – 36.9 ° ) ] = 50 ∠16.2 °

**and multiplication in exponential form yields
**

AB = ( 10 e

j53.1 °

) ( 5e

– j 36.9 °

) = 50 e

j ( 53.1 ° – 36.9 ° )

= 50 e

j16.2 °

To divide one complex number by another when both are expressed in exponential or polar form, we divide the magnitude of the dividend by the magnitude of the divisor, and we subtract the phase angle of the divisor from the phase angle of the dividend, that is, if

A = M ∠θ and B = N ∠φ

then,

j(θ – φ) M e - = M A ---- e - ∠( θ – φ ) = M --- = --------------N N jφ B Ne jθ

(C.14)

**Example C.9 Divide A = 10 ∠53.1 ° by B = 5 ∠– 36.9 ° Solution: Division in polar form yields
**

10 ∠53.1 ° A - = 2 ∠[ 53.1 ° – ( – 36.9 ° ) ] = 2 ∠90 ° --- = ----------------------5 ∠– 36.9 ° B

**Division in exponential form yields
**

j53.1 ° j36.9 ° j90 ° 10 e A --- = -------------------- = 2e e = 2e – j36.9 ° B 5e j53.1 °

C−10

Appendix D

Matrices and Determinants

T

his appendix is an introduction to matrices and matrix operations. Determinants, Cramer’s rule, and Gauss’s elimination method are reviewed. Some definitions and examples are not applicable to the material presented in this text, but are included for subject continuity, and academic interest. They are discussed in detail in matrix theory textbooks. These are denoted with a dagger (†) and may be skipped.

D.1 Matrix Definition

A matrix is a rectangular array of numbers such as those shown below.

1 3 1 –2 1 –5 4 –7 6

2 3 7 1 –1 5

or

**In general form, a matrix A is denoted as
**

a 11 a 12 a 13 … a 1 n a 21 a 22 a 23 … a 2 n A = a 31 a 32 a 33 … a 3 n … … … … … a m 1 a m 2 a m 3 … a mn

(D.1)

The numbers a ij are the elements of the matrix where the index i indicates the row, and j indicates the column in which each element is positioned. For instance, a 43 indicates the element positioned in the fourth row and third column. A matrix of m rows and n columns is said to be of m × n order matrix. If m = n , the matrix is said to be a square matrix of order m (or n ). Thus, if a matrix has five rows and five columns, it is said to be a square matrix of order 5.

D−1

**Appendix D Matrices and Determinants
**

In a square matrix, the elements a 11, a 22, a 33, …, a nn are called the main diagonal elements. Alternately, we say that the matrix elements a 11, a 22, a 33, …, a nn , are located on the main

diagonal.

† The sum of the diagonal elements of a square matrix A is called the trace* of A . † A matrix in which every element is zero, is called a zero matrix.

D.2 Matrix Operations

Two matrices A = a ij and B = b ij are equal, that is, A = B , if and only if

a ij = b ij i = 1, 2, 3, …, m j = 1, 2, 3, …, n

(D.2)

Two matrices are said to be conformable for addition (subtraction), if they are of the same order m × n. If A = a ij and B = b ij are conformable for addition (subtraction), their sum (difference) will be another matrix C with the same order as A and B , where each element of C is the sum (difference) of the corresponding elements of A and B , that is,

C = A ± B = [ a ij ± b ij ]

(D.3)

**Example D.1 Compute A + B and A – B given that
**

A = 1 2 3 and B = 2 3 0 –1 2 5 0 1 4

Solution:

A+B = 1+2 0–1 2+3 1+2 3+0 = 3 5 4+5 –1 3 3 9

and

* Henceforth, all paragraphs and topics preceded by a dagger ( † ) may be skipped. These are discussed in matrix theory textbooks.

D−2

Matrix Operations

A–B = 1–2 0+1 2 – 3 3 – 0 = –1 –1 3 1–2 4–5 1 –1 –1

**Check with MATLAB:
**

A=[1 2 3; 0 1 4]; B=[2 3 0; −1 2 5]; A+B, A−B % Define matrices A and B % Add A and B, then Subtract B from A

ans = 3 -1 ans = -1 1

5 3 -1 -1

3 9 3 -1

Check with Simulink:

A Constant 1 B Constant 2 -1 1 Sum 2 -1 -1 Display 2 (A-B) 3 -1 3 -1 Sum 1 5 3 Display 1 (A+B) 3 9 Note: The elements of matrices A and B are specified in MATLAB's Command prompt

If k is any scalar (a positive or negative number), and not [ k ] which is a 1 × 1 matrix, then multiplication of a matrix A by the scalar k is the multiplication of every element of A by k . Example D.2 Multiply the matrix

A = 1 –2 2 3

by a. k 1 = 5 b. k 2 = – 3 + j2 Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition Copyright © Orchard Publications

D−3

**Appendix D Matrices and Determinants
**

Solution: a.

k 1 ⋅ A = 5 × 1 – 2 = 5 × 1 5 × ( – 2 ) = 5 – 10 2 3 5×2 5×3 10 15

b.

k 2 ⋅ A = ( – 3 + j2 ) × 1 – 2 = ( – 3 + j2 ) × 1 ( – 3 + j2 ) × ( – 2 ) = – 3 + j2 2 3 ( – 3 + j2 ) × 2 ( – 3 + j2 ) × 3 – 6 + j4 6 – j4 – 9 + j6

**Check with MATLAB:
**

k1=5; k2=(−3 + 2*j); A=[1 −2; 2 3]; k1*A, k2*A % Define scalars k1 and k2 % Define matrix A % Multiply matrix A by scalars k1 and k2

ans = 5 10

-10

15 6.0000- 4.0000i -9.0000+ 6.0000i

ans = -3.0000+ 2.0000i -6.0000+ 4.0000i

Two matrices A and B are said to be conformable for multiplication A ⋅ B in that order, only when the number of columns of matrix A is equal to the number of rows of matrix B . That is, the product A ⋅ B (but not B ⋅ A ) is conformable for multiplication only if A is an m × p matrix and matrix B is an p × n matrix. The product A ⋅ B will then be an m × n matrix. A convenient way to determine if two matrices are conformable for multiplication is to write the dimensions of the two matrices side−by−side as shown below.

Shows that A and B are conformable for multiplication A m×p B p×n

Indicates the dimension of the product A ⋅ B

For the product B ⋅ A we have:

D−4

Matrix Operations

Here, B and A are not conformable for multiplication B p×n A m×p

For matrix multiplication, the operation is row by column. Thus, to obtain the product A ⋅ B , we multiply each element of a row of A by the corresponding element of a column of B ; then, we add these products. Example D.3 Matrices C and D are defined as

1 C = 2 3 4 and D = – 1 2 Compute the products C ⋅ D and D ⋅ C

Solution: The dimensions of matrices C and D are respectively 1 × 3 3 × 1 ; therefore the product C ⋅ D is feasible, and will result in a 1 × 1 , that is,

1 C ⋅ D = 2 3 4 –1 = ( 2 ) ⋅ ( 1 ) + ( 3 ) ⋅ ( –1 ) + ( 4 ) ⋅ ( 2 ) = 7 2

The dimensions for D and C are respectively 3 × 1 1 × 3 and therefore, the product D ⋅ C is also feasible. Multiplication of these will produce a 3 × 3 matrix as follows:

1 (1) ⋅ (2) (1) ⋅ (3) (1) ⋅ (4) 2 3 4 D ⋅ C = –1 2 3 4 = ( –1 ) ⋅ ( 2 ) ( –1 ) ⋅ ( 3 ) ( –1 ) ⋅ ( 4 ) = –2 –3 –4 2 (2) ⋅ (2) (2) ⋅ (3) (2) ⋅ (4) 4 6 8

**Check with MATLAB:
**

C=[2 3 4]; D=[1 −1 2]’; C*D, D*C % Define matrices C and D. Observe that D is a column vector % Multiply C by D, then multiply D by C

ans = 7

D−5

**Appendix D Matrices and Determinants
**

ans = 2 -2 4 3 -3 6 4 -4 8

Division of one matrix by another, is not defined. However, an analogous operation exists, and it will become apparent later in this chapter when we discuss the inverse of a matrix.

**D.3 Special Forms of Matrices
**

† A square matrix is said to be upper triangular when all the elements below the diagonal are zero. The matrix A of (D.4) is an upper triangular matrix. In an upper triangular matrix, not all elements above the diagonal need to be non−zero.

a 11 a 12 a 13 … a 1 n 0 a 22 a 23 … a 2 n A = 0 0 … … … … … 0 … … 0 0 0 … a mn

(D.4)

† A square matrix is said to be lower triangular, when all the elements above the diagonal are zero. The matrix B of (D.5) is a lower triangular matrix. In a lower triangular matrix, not all elements below the diagonal need to be non−zero.

a 11 B = … … am 1 0 … … am2 0 … 0 0 … 0 … 0 0 … … 0 a m 3 … a mn

a 21 a 22

(D.5)

† A square matrix is said to be diagonal, if all elements are zero, except those in the diagonal. The matrix C of (D.6) is a diagonal matrix.

D−6

**Special Forms of Matrices
**

a 11 0 C = 0 0 0 0 … 0

0 a 22 0 … 0 0 … 0 0 0 0 … 0 0 0 … a mn

(D.6)

**† A diagonal matrix is called a scalar matrix, if a 11 = a 22 = a 33 = … = a nn = k where k is a scalar. The matrix D of (D.7) is a scalar matrix with k = 4 .
**

4 D = 0 0 0 0 4 0 0 0 0 4 0 0 0 0 4

(D.7)

**A scalar matrix with k = 1 , is called an identity matrix I . Shown below are 2 × 2 , 3 × 3 , and 4 × 4 identity matrices.
**

1 0 0 1 1 0 0 0 1 0 0 0 1 1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1

(D.8)

**The MATLAB eye(n) function displays an n × n identity matrix. For example,
**

eye(4) % Display a 4 by 4 identity matrix

ans = 1 0 0 0

0 1 0 0

0 0 1 0

0 0 0 1

Likewise, the eye(size(A)) function, produces an identity matrix whose size is the same as matrix A . For example, let matrix A be defined as

A=[1 3 1; −2 1 −5; 4 −7 6] % Define matrix A

A = 1 -2 4 Then, Signals and Systems with MATLAB Computing and Simulink Modeling, Fourth Edition Copyright © Orchard Publications 3 1 -7 1 -5 6

D−7

Fourth Edition Copyright © Orchard Publications . A = 1 + j2 3 j 2 – j3 A∗ = 1 – j 2 3 –j 2 + j3 D−8 Signals and Systems with MATLAB Computing and Simulink Modeling. An example of a symmetric matrix is shown below. for the above example. denoted as A T . Thus. the matrix obtained from A by replacing each element by its conjugate. and it is denoted as A∗ . the transpose of a matrix A is the same as A . 4 5 6] % Define matrix A A = 1 4 A' 2 5 3 6 % Display the transpose of A ans = 1 2 3 4 5 6 † A symmetric matrix A is a matrix such that A T = A . is called the conjugate of A .9) In MATLAB. 1 2 3 2 4 –5 3 –5 6 T A = A = 1 2 3 2 4 –5 = A 3 –5 6 (D. if 1 1 2 3 then A T = 2 4 5 6 3 4 5 6 A= (D. is the matrix that is obtained when the rows and columns of matrix A are interchanged. for example.10) † If a matrix A has complex numbers as elements. we use the apostrophe (′) symbol to denote and obtain the transpose of a matrix.Appendix D Matrices and Determinants eye(size(A)) displays ans = 1 0 0 0 1 0 0 0 1 † The transpose of a matrix A . A=[1 2 3. that is. For example.

1. Signals and Systems with MATLAB Computing and Simulink Modeling.0000i % Compute and display the conjugate of A conj_A = 1.0000 + 2.0000i † A square matrix A such that A T = – A is called skew-symmetric. † A square matrix A such that A T∗ = – A is called skew−Hermitian.0000i 2. computes the complex conjugate of any complex number.3. matrix A above is skew symmetric. computes the conjugate of a matrix A .0000 + 3. j A = –1–j –2 1–j 3j j j 2 T = A 1–j j 2 0 –1–j 3j j –2 –j T* A = j 1+j 0 2 –1+j – 3j –j –2 –j = –A 0 Therefore.Special Forms of Matrices MATLAB has two built−in functions which compute the complex conjugate of a number. For example.0000i 2. Using MATLAB with the matrix A defined as above. matrix A above is skew−Hermitian.0000 . conj(x). Fourth Edition Copyright © Orchard Publications D−9 . and the second. For example.2.0000 0 . † A square matrix A such that A T∗ = A is called Hermitian. 3 2−3j] % Define and display matrix A A = 1. 0 2 –3 A = –2 0 –4 3 4 0 T A = 0 –2 2 0 –3 –4 3 4 = –A 0 Therefore. conj(A). matrix A above is Hermitian. The first. we obtain A = [1+2j j.0000i 3. For example.0000 conj_A=conj(A) 0 + 1.0000i 3.0000 . 1 A = 1+j 2 1–j 3 –j 1 2 T j A = 1–j 2 0 1+j 3 j 2 1 T* –j A = 1 – j 0 2 1+j 3 j 2 –j = A 0 Therefore.

2 0]. det(B) % Define matrices A and B % Compute the determinants of A and B D−10 Signals and Systems with MATLAB Computing and Simulink Modeling.14) Example D. Fourth Edition Copyright © Orchard Publications .11) then. denoted as detA .13) Then. det(A). detA = a 11 a 22 – a 21 a 12 (D.12) (D.4 Determinants Let matrix A be defined as the square matrix a 11 a 12 a 13 … a 1 n a 21 a 22 a 23 … a 2 n A = a a a … a 31 32 33 3n … … … … … a n 1 a n 2 a n 3 … a nn (D. 3 4]. Solution: detA = 1 ⋅ 4 – 3 ⋅ 2 = 4 – 6 = – 2 detB = 2 ⋅ 0 – 2 ⋅ ( – 1 ) = 0 – ( – 2 ) = 2 Check with MATLAB: A=[1 2. is defined as detA = a 11 a 22 a 33 … a nn + a 12 a 23 a 34 … a n 1 + a 13 a 24 a 35 … a n 2 + … – a n 1 … a 22 a 13 … – a n 2 … a 23 a 14 – a n 3 … a 24 a 15 – … The determinant of a square matrix of order n is referred to as determinant of order n. the determinant of A . A = a 11 a 12 a 21 a 22 (D. that is.4 Matrices A and B are defined as A = 1 2 and B = 2 – 1 3 4 2 0 Compute detA and detB . Let A be a determinant of order 2 .Appendix D Matrices and Determinants D. B=[2 −1.

and add the products formed by the diagonals from upper left to lower right.5 Compute detA and detB if matrices A and B are defined as 2 A = 1 2 3 5 0 1 1 0 2 –3 –4 and B = 1 0 – 2 0 –5 –6 Signals and Systems with MATLAB Computing and Simulink Modeling. To evaluate higher order determinants.16) A convenient method to evaluate the determinant of order 3 . Example D. When this is done properly. a 11 a 12 a 13 a 11 a 12 a 21 a 22 a 23 a 21 a 22 a 31 a 32 a 33 a 31 a 32 − + This method works only with second and third order determinants. we obtain (D. a 11 a 12 a 13 A = a 21 a 22 a 23 a 31 a 32 a 33 (D.16) above. that is. is to write the first two columns to the right of the 3 × 3 matrix. we must first compute the cofactors.15) then. then subtract the products formed by the diagonals from lower left to upper right as shown on the diagram of the next page.Determinants ans = -2 ans = 2 Let A be a matrix of order 3 . detA is found from detA = a 11 a 22 a 33 + a 12 a 23 a 31 + a 11 a 22 a 33 – a 11 a 22 a 33 – a 11 a 22 a 33 – a 11 a 22 a 33 (D. Fourth Edition Copyright © Orchard Publications D−11 . these will be defined shortly.

a 11 a 12 a 13 … a 1 n a 21 a 22 a 23 … a 2 n A = a a a … a 31 32 33 3n … … … … … a n 1 a n 2 a n 3 … a nn (D. 2 –3 –4 2 –3 detB = 1 0 – 2 1 – 2 0 –5 –6 2 –6 or detB = [ 2 × 0 × ( – 6 ) ] + [ ( – 3 ) × ( – 2 ) × 0 ] + [ ( – 4 ) × 1 × ( – 5 ) ] – [ 0 × 0 × ( – 4 ) ] – [ ( – 5 ) × ( – 2 ) × 2 ] – [ ( – 6 ) × 1 × ( – 3 ) ] = 20 – 38 = – 18 Check with MATLAB: A=[2 3 5. 1 0 1. 0 −5 −6]. Fourth Edition Copyright © Orchard Publications .Appendix D Matrices and Determinants Solution: 2 detA = 1 2 3 5 2 3 0 1 1 0 1 0 2 1 or detA = ( 2 × 0 × 0 ) + ( 3 × 1 × 1 ) + ( 5 × 1 × 1 ) – ( 2 × 0 × 5 ) – ( 1 × 1 × 2 ) – ( 0 × 1 × 3 ) = 11 – 2 = 9 Likewise. 2 1 0]. 1 0 −2. det(A) % Define matrix A and compute detA ans = 9 B=[2 −3 −4.5 Minors and Cofactors Let matrix A be defined as the square matrix of order n as shown below.17) D−12 Signals and Systems with MATLAB Computing and Simulink Modeling.det(B) % Define matrix B and compute detB ans = -18 D.

α 31. α 12 and α 13 . and jth column. the remaining n – 1 square matrix is called the minor of A . M 22 . M 33 and cofactors α 21. α 32. α 23. Fourth Edition Copyright © Orchard Publications D−13 . and α 33 are defined similarly. M 23 . Signals and Systems with MATLAB Computing and Simulink Modeling. α 22.Minors and Cofactors If we remove the elements of its ith row. M 12 = a 21 a 23 a 31 a 33 M 11 = a 21 a 22 a 31 a 32 and α 11 = ( – 1 ) 1+1 M 11 = M 11 α 12 = ( – 1 ) 1+2 M 12 = – M 12 α 13 = M 13 = ( – 1 ) 1+3 M 13 The remaining minors M 21 . M 13 and the cofactors α 11 . and it is denoted as M ij . M 31 . Solution: M 11 = a 22 a 23 a 32 a 33 M 12 .18) Compute the minors M 11 . The signed minor ( – 1 ) i+j M ij is called the cofactor of a ij and it is denoted as α ij . M 32 . Example D.6 Matrix A is defined as a 11 a 12 a 13 A = a 21 a 22 a 23 a 31 a 32 a 33 (D.

–4 2 α 32 = ( – 1 ) 3+2 1 –3 = –8 2 2 (D.20) α 13 = ( – 1 ) 2 –4 = 0 –1 2 1 –3 = –9 –1 –6 α 21 = ( – 1 ) 2 –3 = 6 2 –6 1 2 = –4 –1 2 (D.21) α22 = ( – 1 ) 2+2 α 23 = ( – 1 ) 2+3 (D. D−14 Signals and Systems with MATLAB Computing and Simulink Modeling.24) It is useful to remember that the signs of the cofactors follow the pattern below + − − + + − − + + − + − − + + − − + + − + − + − + that is.19) Solution: α 11 = ( – 1 ) 1+1 – 4 2 = 20 2 –6 1+3 α 12 = ( – 1 ) 1+2 2 2 = 10 –1 –6 2+1 (D. Fourth Edition Copyright © Orchard Publications . Let A be a square matrix of any size.Appendix D Matrices and Determinants Example D. the cofactors on the diagonals have the same sign as their minors. the value of the determinant of A is the sum of the products obtained by multiplying each element of any row or any column by its cofactor.22) α 31 = ( – 1 ) 3+1 2 – 3 = – 8.7 Compute the cofactors of matrix A defined as 1 2 –3 A = 2 –4 2 –1 2 –6 (D.23) α 33 = ( – 1 ) 3+3 1 2 = –8 2 –4 (D.

Fourth Edition Copyright © Orchard Publications D−15 . Thus.25) Compute the determinant of A using the elements of the first row. −1 2 −6]. a fourth-order determinant can first be expressed as the sum of the products of the elements of its first row by its cofactor as shown below.26) a 12 a 13 a 14 a 42 a 43 a 44 a 12 a 13 a 14 a 32 a 33 a 34 +a 31 a 22 a 23 a 24 – a 41 a 22 a 23 a 24 Determinants of order five or higher can be evaluated similarly.Minors and Cofactors Example D. Example D.8 Matrix A is defined as A = 1 2 –3 2 –4 2 –1 2 –6 (D.9 Compute the value of the determinant of the matrix A defined as Signals and Systems with MATLAB Computing and Simulink Modeling. 2 −4 2. Solution: detA = 1 – 4 2 – 2 2 2 – 3 2 – 4 = 1 × 20 – 2 × ( – 10 ) – 3 × 0 = 40 2 –6 –1 –6 –1 2 Check with MATLAB: A=[1 2 −3. det(A) % Define matrix A and compute detA ans = 40 We must use the above procedure to find the determinant of a matrix A of order 4 or higher. a 11 a 12 a 13 a 14 A = a 21 a 22 a 23 a 24 a 31 a 32 a 33 a 34 a 41 a 42 a 43 a 44 a 22 a 23 a 24 a 42 a 43 a 44 a 12 a 13 a 14 a 42 a 43 a 44 = a 11 a 32 a 33 a 34 – a 21 a 32 a 33 a 34 (D.

we will multiply each element of the first column by its cofactor. −1 1 0 −1. Property 2: If all the elements of one row or column are m times the corresponding elements of another row or column.5 or Example D. [ c ] = 0 .28) then.Appendix D Matrices and Determinants 2 –1 0 A = –1 1 0 4 0 3 –3 0 0 –3 –1 –2 1 (D. the determinant is zero. we find [ a ] = 6 . An example of this is the determinant of the cofactor [ c ] above. [ d ] = – 36 and thus detA = [ a ] + [ b ] + [ c ] + [ d ] = 6 – 3 + 0 – 36 = – 33 We can verify our answer with MATLAB as follows: A=[ 2 −1 0 −3. delta = det(A) delta = -33 Some useful properties of determinants are given below. −3 0 0 1]. if 2 A = 3 1 4 6 2 1 1 1 (D. the determinant is zero. [ b ] = – 3 . For example. 4 0 3 −2.8. Fourth Edition Copyright © Orchard Publications . D−16 Signals and Systems with MATLAB Computing and Simulink Modeling. using the procedure of Example D. Property 1: If all elements of one row or one column are zero. Then. 1 0 –1 A= 2 0 3 – 2 0 0 1 [a] –1 0 –3 –( –1 ) 0 3 –2 0 0 1 [b] –1 0 –3 +4 1 0 – 1 0 0 1 [c] –1 0 –3 –( –3 ) 1 0 – 1 0 3 –2 [d] Next.27) Solution: Using the above procedure.

1 2 1].31) are determinants that are formed from ∆ by the substitution of the known values A .6 Cramer’s Rule Let us consider the systems of the three equations below a 11 x + a 12 y + a 13 z = A a 21 x + a 22 y + a 23 z = B a 31 x + a 32 y + a 33 z = C (D. if A = B = C = 0 .Cramer’s Rule 2 3 1 4 6 2 1 1 1 2 3 1 4 6 = 12 + 4 + 6 – 6 – 4 – 12 = 0 2 detA = (D. If (D. and C .29) Here. y. then. Fourth Edition Copyright © Orchard Publications D−17 . that is. x = y = z = 0 also. detA is zero because the second column in A is 2 times the first column. and z can be found from the relations D1 x = ----- ∆ D2 y = ----- ∆ D3 z = ----- ∆ (D. Cramer’s rule applies to systems of two or more equations. and D 3 are all zero as we found in Property 1 above. 3 6 1. D 1. We observe that the numerators of (D. D 2. Signals and Systems with MATLAB Computing and Simulink Modeling. Then. Check with MATLAB: A=[2 4 1.30) is a homogeneous set of equations. B . This follows from Property 2 with m = 1 . the determinant is zero.31) provided that the determinant ∆ (delta) is not zero.30) and let ∆ a 11 a 12 a 13 = a 21 a 22 a 23 a 31 a 32 a 33 D1 = A a 11 a 13 B a 21 a 23 C a 31 a 33 D2 = a 11 A a 13 a 21 B a 23 a 31 C a 33 D3 = a 11 a 12 A a 21 a 22 B a 31 a 32 C Cramer’s rule states that the unknowns x. for the coefficients of the desired unknown. det(A) ans = 0 Property 3: If two rows or two columns of a matrix are identical. D.

Fourth Edition Copyright © Orchard Publications .= 17 ----35 7 ∆ D2 x 2 = ----.= – 11 ----35 7 ∆ (D.= – 170 -------. Solution: Rearranging the unknowns v .= – 55 ----.= – 34 ----35 7 ∆ D3 x 3 = ----. we obtain 2v 1 – v 2 + 3v 3 = 5 – 4v 1 – 3v 2 – 2v 3 = 8 3v 1 + v 2 – v 3 = 4 (D.33) By Cramer’s rule.31) we obtain D1 x 1 = ----. ∆ = 2 –1 3 –4 –3 –2 3 1 –1 2 –1 – 4 – 3 = 6 + 6 – 12 + 27 + 4 + 4 = 35 3 1 D1 = 5 –1 3 8 –3 –2 4 1 –1 5 –1 8 – 3 = 15 + 8 + 24 + 36 + 10 – 8 = 85 4 1 D2 = 2 –4 3 5 3 8 –2 4 –1 2 –4 3 5 8 = – 16 – 30 – 48 – 72 + 16 – 20 = – 170 4 D3 = 2 –1 –4 –3 3 1 5 8 4 2 –1 – 4 – 3 = – 24 – 24 – 20 + 45 – 16 – 16 = – 55 3 1 Using relation (D.10 Use Cramer’s rule to find v 1 . and v 3 if 2v 1 – 5 – v 2 + 3v 3 = 0 – 2v 3 – 3v 2 – 4v 1 = 8 v 2 + 3v 1 – 4 – v 3 = 0 (D.32) and verify your answers with MATLAB.34) D−18 Signals and Systems with MATLAB Computing and Simulink Modeling. and transferring known values to the right side.= 85 ----. v 2 .Appendix D Matrices and Determinants Example D.

% Compute the determinant D of matrix B d1=[5 −1 3. % Display the value of v3 v1= 17/7 v2= -34/7 v3= -11/7 These are the same values as in (D. % Compute the determinant of D2 d3=[2 −1 5. Then.34) D. by substitution to another equation with two unknowns. 3 4 −1]. % The elements of D2 detd2=det(d2). the objective is to eliminate one unknown at a time. With this method. format rat % Express answers in ratio form B=[2 −1 3. % Display the value of v2 disp('v3='). This can be done by multiplying the terms of any of the equations of the system by a number such that we can add (or subtract) this equation to another equation in the system so that one of the unknowns will be eliminated.disp(v1). 3 1 4]. Signals and Systems with MATLAB Computing and Simulink Modeling. we can find the second unknown.7 Gaussian Elimination Method We can find the unknowns in a system of two or more equations also by the Gaussian elimination method. % The elements of the determinant D of matrix B delta=det(B). % Compute the value of v3 % disp('v1='). 3 1 −1]. % The elements of D1 detd1=det(d1). % Compute the value of v2 v3=detd3/delta.Gaussian Elimination Method We will verify with MATLAB as follows: % The following code will compute and display the values of v1. 4 1 −1]. −4 8 −2. % Compute he determinant of D3 v1=detd1/delta. This method is best illustrated with the following example which consists of the same equations as the previous example. % Compute the value of v1 v2=detd2/delta. Subsequently.disp(v3). substitution of the two values found can be made into an equation with three unknowns from which we can find the value of the third unknown. This procedure is repeated until all unknowns are found. % Compute the determinant of D1 d2=[2 5 3. −4 −3 8. v2 and v3. % The elements of D3 detd3=det(d3).disp(v2). −4 −3 −2. % Display the value of v1 disp('v2='). Fourth Edition Copyright © Orchard Publications D−19 . 8 −3 −2.

11 Use the Gaussian elimination method to find v 1 .35) by 3. Fourth Edition Copyright © Orchard Publications .36) we obtain 11 17 .36) Next. as in Example D.35) with the third to eliminate the unknown v2 and we obtain the equation 5v 1 + 2v 3 = 9 (D.35) Solution: As a first step. we add the first equation of (D.36) yields 11 7v 3 = – 11 or v 3 = – ----7 (D.= – ----.= 9 or v 1 = ----5v 1 + 2 ⋅ – ---- 7 7 (D. we can find the unknown v 1 from either (D. we multiply the third equation of (D.----.– ----v 2 = 2v 1 + 3v 3 – 5 = ----7 7 7 7 (D. it becomes impractical if the coefficients are large or fractional numbers.37) Subtraction of (D. By substitution into the first equation we obtain 34 34 33 – 35 .38) Now.38) into (D. and we add it with the second to eliminate v 2 .40) These are the same values as those we found in Example D. v 2 . The Gaussian elimination method works well if the coefficients of the unknowns are small integers.35). we can find the last unknown v 2 from any of the three equations of (D.11.36) or (D.37). and v 3 of the system of equations 2v 1 – v 2 + 3v 3 = 5 – 4v 1 – 3v 2 – 2v 3 = 8 3v 1 + v 2 – v 3 = 4 (D. However.39) Finally.37) from (D. and we obtain the equation 5v 1 – 5v 3 = 20 (D. D−20 Signals and Systems with MATLAB Computing and Simulink Modeling. By substitution of (D.Appendix D Matrices and Determinants Example D.10.

The Adjoint of a Matrix D. Fourth Edition Copyright © Orchard Publications D−21 .42) Solution: 3 4 adjA = – 1 1 1 1 4 3 4 3 3 4 – 2 4 1 1 3 3 3 3 2 3 3 4 – 2 3 3 4 = –7 6 –1 1 0 –1 1 –2 1 – 1 2 1 4 1 2 1 3 D. denoted as adjA .8 The Adjoint of a Matrix Let us assume that A is an n square matrix and α ij is the cofactor of a ij .9 Singular and Non−Singular Matrices An n square matrix A is called singular if detA = 0 .41) We observe that the cofactors of the elements of the ith row (column) of A are the elements of the ith column (row) of adjA . Signals and Systems with MATLAB Computing and Simulink Modeling. Then the adjoint of A . Example D. if detA ≠ 0 . A is called non−singular. is defined as the n square matrix below.12 Compute adjA if Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (D. α 11 α 21 α 31 … α n 1 α 12 α 22 α 32 … α n 2 adjA = α α α … α 13 23 33 n3 … … … … … α 1 n α 2 n α 3 n … α nn (D.

13 Matrix A is defined as 1 A = 2 3 2 3 3 4 5 7 (D. find A –1 D−22 Signals and Systems with MATLAB Computing and Simulink Modeling.43) Determine whether this matrix is singular or non−singular. A is called the inverse of B .44) Example D. and likewise. D. B is called the inverse of A . where I is the identity matrix.45) Compute its inverse. we can compute its inverse A –1 from the relation A –1 1 = ----------adjA detA (D. matrix A is singular. A = B –1 If a matrix A is non-singular. Solution: 1 2 3 2 3 3 4 5 7 1 2 2 3 = 21 + 24 + 30 – 27 – 20 – 28 = 0 3 5 detA = Therefore.10 The Inverse of a Matrix If A and B are n square matrices such that AB = BA = I . that is. that is.Appendix D Matrices and Determinants Example D. Fourth Edition Copyright © Orchard Publications .14 Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (D. denoted as B = A – 1 .

47) Example D. Fourth Edition Copyright © Orchard Publications D−23 .5000 Multiplication of a matrix A by its inverse A – 1 produces the identity matrix I .44).47) for the Matrix A defined as A = 4 2 3 2 Signals and Systems with MATLAB Computing and Simulink Modeling.46) Check with MATLAB: A=[1 2 3.5000 -0.5 0 0. 1 4 3].5 .5000 0.5 (D.0000 0 1.5000 -0.5000 -0.1 0 – 1 = – 0.5 1 – 0. AA –1 = I or A A = I –1 (D.0000 0. detA = 9 + 8 + 12 – 9 – 16 – 6 = – 2 . it is possible to compute the inverse of A using (D.15 Prove the validity of (D. 1 3 4. –1 A –7 6 –1 3.adjA = ----= ----------–2 detA 1 –2 1 – 0. invA=inv(A) % Define matrix A and compute its inverse A = 1 1 1 invA = 3.The Inverse of a Matrix Solution: Here.5000 2 3 4 3 4 3 -3.5 – 3 0.5 1 1 . that is. adjA = –7 6 –1 1 0 –1 1 –2 1 Then.12. and since this is a non-zero value. From Example D.

Appendix D Matrices and Determinants Proof: detA = 8 – 6 = 2 and adjA = 2 –3 –2 4 Then.49) (D.50) to solve any set of simultaneous equations that have solutions. and x 3 using the inverse matrix method.adjA = -= ----------= detA 2 –2 4 –1 2 3 1 –3 ⁄ 2 = 4 – 3 2 –1 2 2–2 and AA –1 = 4 2 –6+6 = 1 –3+4 0 0 = I 1 D. we can use (D. Example D.48) by A – 1 yields: A AX = A B = IX = A B –1 –1 –1 (D. D−24 Signals and Systems with MATLAB Computing and Simulink Modeling. We assume that A and X are conformable for multiplication. and X is a matrix (a column vector) whose elements are the unknowns.48) where A and B are matrices whose elements are known. A –1 1 1 2 –3 1 –3 ⁄ 2 .50) or X=A B –1 Therefore. Multiplication of both sides of (D. x 2.16 For the system of the equations 2x 1 + 3x 2 + x 3 = 9 x 1 + 2x 2 + 3x 3 = 6 3x 1 + x 2 + 2x 3 = 8 (D.51) compute the unknowns x 1.11 Solution of Simultaneous Equations with Matrices Consider the relation AX = B (D. We will refer to this method as the inverse matrix method of solution of simultaneous equations. Fourth Edition Copyright © Orchard Publications .

7 1 –5 . However. this is MATLAB’s solution of A – 1 B for the matrix equation A ⋅ X = B . (D. For this example.29 = 29 ⁄ 18 = 1. .94 1 –5 7 9 1 1 .54) Next. Fourth Edition Copyright © Orchard Publications D−25 .7 1 – 5 6 = ----X = x 2 = ----18 18 5 5 ⁄ 18 0.53) we obtain the solution as follows: 35 35 ⁄ 18 1. 1 –5 7 7 1 –5 –5 7 1 detA = 18 and adjA = Therefore.28 –5 7 1 8 x3 x1 (D. we find the determinant detA . = = B x2 2 3 6 1 2 8 x3 X = A B –1 (D.55) To verify our results. A –1 1 –5 7 1 1 .52) Then.61 . we could use the MATLAB’s inv(A) function. Signals and Systems with MATLAB Computing and Simulink Modeling. it is easier to use the matrix left division operation X = A \ B . and the adjoint adjA . where matrix X is the same size as matrix B . and then multiply A – 1 by B .adjA = ----= ----------18 detA –5 7 1 and with relation (D. the given set of equations is AX = B where 2 A= 1 3 x1 3 1 9 X .Solution of Simultaneous Equations with Matrices Solution: In matrix form.53) –1 or x1 x2 x3 2 = 1 3 3 1 2 3 1 2 9 6 8 (D.

2778 Example D. 1 2 3.1. Electric circuit for Example D. we must find the determinant and the adjoint of R . V = 0 0 0 – 9 15 I1 and I = I 2 I3 The next step is to find R –1 . the matrix equation is RI = V or I = R– 1 V . 3 1 2]. Fourth Edition Copyright © Orchard Publications .17 For the electric circuit of Figure D. I 2 .1. B=[9 6 8]'. where 100 10 – 9 0 R = – 9 20 – 9 .56) Use the inverse matrix method to compute the values of the currents I 1 . 1Ω 2Ω 9Ω 2Ω 9Ω 4Ω + − V = 100 v I1 I2 I3 Figure D. we find that D−26 Signals and Systems with MATLAB Computing and Simulink Modeling.9444 1. X=A \ B X = 1.6111 0. It is found from the relation R –1 1 = ----------adjR detR (D.57) Therefore.Appendix D Matrices and Determinants A=[2 3 1.17 the loop equations are 10I 1 – 9I 2 = 100 0 0 – 9I 1 + 20I 2 – 9I 3 = – 9I 2 + 15I 3 = (D. For this example. and I 3 Solution: For this example.

3) since it is zero.2f \t'. −9 20 −9.58) Then.17.2.46 I2 = 13. I(1)). fprintf(' \n'). R(3. For instance. R(2.3)=15. We choose B7:D9 for the elements of this inverted matrix.31 We can also use subscripts to address the individual elements of the matrix. I(3)). we enter the elements of matrix V in G3:G5. Then.2f \t'. we enter the elements of matrix R as shown in Figure D.. R(2. fprintf('I2 = %4. R –1 219 135 81 1 1 -----------------= adjR = detR 975 135 150 90 81 90 119 and 22. V=[100 0 0]'.2f \t'. that is. fprintf('I3 = %4. we compute and display the inverse of R . I(3)). I=R\V. the MATLAB script above could also have been written as: R(1.46 219 219 135 81 100 100 1 -------. % No need to make entry for A(1... I=R\V.1)=−9. we can use Microsoft Excel’s MINVERSE (Matrix Inversion) and MMULT (Matrix Multiplication) functions.31 81 0 81 90 119 I3 I1 Check with MATLAB: R=[10 −9 0. to obtain the values of the three currents in Example D. say B3:D5. We begin with a blank spreadsheet and in a block of cells.2f \t'. adjR = 135 150 90 81 90 119 (D. The procedure is as follows: 1. 2. We format this block for number display with three decimal Signals and Systems with MATLAB Computing and Simulink Modeling. fprintf(' \n') I1 = 22. R – 1 . 0 −9 15].2)=−9.. Next. R(2. fprintf('I2 = %4.1)=10. I(2)). I(2)).135 150 90 = = I = I 2 = -------13. fprintf(' \n') I1 = 22.46 I2 = 13.31 Spreadsheets also have the capability of solving simultaneous equations with real coefficients using the inverse matrix method. fprintf('I1 = %4. V=[100 0 0]'. Fourth Edition Copyright © Orchard Publications D−27 .2)=−9.85 0 975 135 975 8. R(1.2)=20. R(3.85 I3 = 8. I(1)).2f \t'. fprintf('I1 = %4. Accordingly.3)=−9... fprintf(' \n').85 I3 = 8.2f \t'.Solution of Simultaneous Equations with Matrices 219 135 81 detR = 975. fprintf('I3 = %4.

we highlight them. Solution of Example D. we choose the block of cells G7:G9 for the values of the current I .3077 10 Figure D.18 For the phasor circuit of Figure D.092 0.2. Fourth Edition Copyright © Orchard Publications . With this range highlighted and making sure that the cell marker is in B7. Now. As before.G3:G5) and we press the Crtl-Shift-Enter keys simultaneously.083 0. We observe that R –1 appears in these cells.092 8 I= 13.3.138 0.225 0.Appendix D Matrices and Determinants places.083 22. and with the cell marker positioned in G7. A B C D E F G H 1 Spreadsheet for Matrix Inversion and Matrix Multiplication 2 10 -9 0 100 3 R= -9 20 -9 V= 0 4 0 -9 15 0 5 6 0.18 170∠0° + 85 Ω V1 R1 C IX −j100 Ω V2 50 Ω VS − R3 = 100 Ω L R2 j200 Ω Figure D. The values of I then appear in G7:G9.17 with a spreadsheet Example D.846 9 0.138 0. 3.122 8.154 0. we type the formula =MININVERSE(B3:D5) and we press the Crtl-Shift-Enter keys simultaneously.462 7 -1 R = 0. we type the formula =MMULT(B7:D9. Circuit for Example D.18 D−28 Signals and Systems with MATLAB Computing and Simulink Modeling.

and express the current I x in both rectangular and polar forms by first simplifying like terms.60) and (D.7 (D.61) Compute.0218 – j0. we write (D.= 0 – j100 100 50 (D.9448e+001i Signals and Systems with MATLAB Computing and Simulink Modeling. −0.03+0. collecting. and then writing the above relations in matrix form as YV = I . disp(V(2)).= 0 85 100 j200 (D.+ -------------.0218 – j0.01j].01.005 ) V 1 – 0. Y=[0. The script is shown below.0218−0.01 0. Simplifying and rearranging the nodal equations of (D. where Y = Admit tan ce .01 ) V 2 = j1. disp('V2 = ').+ -----------------.01 Y V1 V2 V = 2 j1.62) Next. Fourth Edition Copyright © Orchard Publications D−29 .7 I (D. V=Y\I.Solution of Simultaneous Equations with Matrices the current I X can be found from the relation V1 – V2 I X = -----------------R3 (D. % Define Y.7j].01 0.61). V = Voltage . I.63) where the matrices Y .60) and V 2 – 170 ∠0 ° V 2 – V 1 V 2 – 0 ------------------------------.0490e+002 + 4. We will use MATLAB to compute the voltages V 1 and V 2 . and find V fprintf('\n').59) and the voltages V 1 and V 2 can be computed from the nodal equations V 1 – 170 ∠0 ° V 1 – V 2 V 1 – 0 ------------------------------. 1. and to do all other computations.03 + j0. V .+ -----------------.01 V 1 + ( 0.01V 2 = 2 – 0.+ -------------. I=[2. we obtain ( 0. disp(V(1)). and I are as indicated.03 + j0.005 – 0.005j −0.62) in matrix form as 0.01 – 0. % Insert a line disp('V1 = '). % Display values of V1 and V2 V1 = 1. and I = Current Solution: The Y matrix elements are the coefficients of V 1 and V 2 .

IX=(V(1)−V(2))/R3 % Compute the value of IX IX = 0. Fourth Edition Copyright © Orchard Publications .3439i Next. and thus we cannot use them to compute matrices that include complex numbers in their elements as in Example D. we find I X from R3=100.Appendix D Matrices and Determinants V2 = 53.18.5183 thetaIX = -6.0590i This is the rectangular form of I X . D−30 Signals and Systems with MATLAB Computing and Simulink Modeling.4162 + 55.53 ° Spreadsheets have limited capabilities with complex numbers.5149 .5326 Therefore. thetaIX=angle(IX)*180/pi % Compute the magnitude and the angle in degrees magIX = 0. For the polar form we use the MATLAB script magIX=abs(IX). in polar form I X = 0.0.518 ∠– 6.

triangular. Signals and Systems with MATLAB Computing and Simulink Modeling. let us assume that the impulse response h [ n ] is terminated abruptly without changing any of its coefficients.2(b).2(a). E. An example using each is provided for illustration of their uses. When selecting an appropriate window function for an application. Impulse response with an infinite number of terms Next. E.1. as shown in Figure E. In this case. it appears that a rectangular function would be the ideal window function to terminate an impulse response with an infinite number of terms.2 Common Window Functions Based on the discussion in the previous section. We discuss the rectangular. a comparison graph may be useful.Appendix E Window Functions T his appendix is an introduction to window functions. For instance. For instance. Applications of window functions include spectral analysis.1(a) below converges uniformly and is represented by a portion of the amplitude response A ( f ) shown in Figure E. Hanning. Fourth Edition Copyright © Orchard Publications E−1 . the resulting amplitude response A' ( f ) will be subject to undesired oscillations and poor convergence as shown in Figure E. let us assume that the impulse response h [ n ] shown in Figure E. the product is also zero−valued outside the interval: all that is left is the “view” through the window.1 Window Function Defined A window function is a function that is zero−valued outside of some chosen interval. and describes the shape of its graphical representation. Hamming. The most important parameter is usually the stop band attenuation close to the main lobe. All of the window functions that we will discuss are even functions of time when centered at the origin. a function that is constant inside the interval and zero elsewhere is called a rectangular window. h[n] A(f) (a) t (b) f Figure E. Blackman. When another function or a signal (data) is multiplied by a window function.1(b). and Kaiser windows. and filter design.

so we begin with the description of the rectangular window function. when it is multiplied* by a rectangular window function it results in an undesirable amplitude response. Rectangular window function in time−domain * We recall that multiplication in the time domain corresponds to convolution in the frequency domain.3. Fourth Edition Copyright © Orchard Publications . E. Acceptable amplitude response Although an impulse response may converge uniformly.2.1 Rectangular Window Function The rectangular window function is defined as τ f ( t ) rect = 1 for |t| < -2 = 0 otherwise (E. we are seeking a suitable window function that will result in an amplitude response with a lower ripple in the stop band such as the one shown in Figure E. However. the rectangular window function is the basis in studying window functions. Resultant amplitude response when the impulse response is abruptly truncated Therefore. A(f) f Figure E. E−2 Signals and Systems with MATLAB Computing and Simulink Modeling.2.1) and its time−domain waveform is as shown in Figure E.4.3. f(t) –τ ⁄ 2 τ⁄2 t Figure E.4.Appendix E Window Functions h[n] A(f) (a) t (b) f Figure E.

512. and thus we must decide on a suitable compromise between these two requirements.3) is normalized with respect to the DC value F ( 0 ) .5. Then F(ω) F ( ω ) rect ( dB ) = 20 log -------------F( 0) (E.*x)))'. both of these requirements cannot be optimized simultaneously.5 consists of a main lobe at the middle* of the spectrum and side lobes located on either side (positive and negative) of the main lobe. Figure E.*log10(abs(sin(pi.6 shows the normalized frequency domain plot for the rectangular window function created with the rectwin MATLAB function. Typical amplitude response for the rectangular window function The amplitude response in Figure E. and it was created with the MATLAB script below.*x). w=rectwin(n).5. n=50.20*log10(abs(W))). Fourth Edition Copyright © Orchard Publications E−3 . plot(f. A typical amplitude response of the rectangular window function is shown in Figure E.3) and relation (F.Common Window Functions The Fourier transform of the rectangular window function for τ = 1 is sin ( πω ⁄ 2 ) F ( ω ) rect = -------------------------πω ⁄ 2 (E.[0 5 5 −50]) Main lobe Side lobes 0 -10 -20 -30 -40 -50 0 1 2 3 4 5 Figure E. only the positive half of the response is shown in all window functions. fplot('20. [W. and the script below. Unfortunately.2) It is customary and convenient to express the amplitude of F ( ω ) in a decibel scale. It is desired that a window function should have a narrow main lobe and the maximum side lobe level should be very small in relation to the main lobe.1./(pi.2). Signals and Systems with MATLAB Computing and Simulink Modeling.grid * Generally.f]=freqz(w/sum(w).

3 0.6 0.7 0. Fourth Edition Copyright © Orchard Publications . L=50.1 0.7.6 0.4 0.4 0.8 Magnitude (dB) Amplitude 0.5 0.2 0.7.Appendix E Window Functions 0 -10 -20 -30 -40 -50 -60 -70 -80 0 0. The script below generates the plot shown in Figure E.8 Normalized Frequency ( ×π rad/sample) Figure E. wvtool(rectwin(L)) Time domain 40 1 0.6 0. Normalized frequency domain plot for the rectangular window function created with MATLAB We can also use the MATLAB Window Visualization Tool.6.4 0.2 0 30 20 10 0 -10 -20 -30 -40 10 20 30 Samples 40 50 -50 0 Frequency domain 0.8 0.9 1 Figure E.2 0. Rectangular window function generated with the MATLAB Window Visualization Tool E−4 Signals and Systems with MATLAB Computing and Simulink Modeling.

Signals and Systems with MATLAB Computing and Simulink Modeling. Figure E. Fourth Edition Copyright © Orchard Publications E−5 . Triangular window function in time−domain The Fourier transform of the triangular window function for τ = 1 is 1 sin ( πω ⁄ 2 ) 2 .5. f(t) –τ ⁄ 2 τ⁄2 t Figure E.*pi.2 Triangular Window Function The triangular window function is defined as 2t f ( t ) triang = 1 – ------τ τ for |t| < -2 (E. and the script below./(0. Typical amplitude response for the triangular window function We observe that the width of the main lobe of the triangular window function is about twice as wide as that of the rectangular window function. -------------------------F ( ω ) triang = -2 πω ⁄ 2 (E.*pi.*x).8.9.*log10(abs(sin(0.Common Window Functions E.9 and it was created with the MATLAB script below.[0 5 5 −50]) 0 -10 -20 -30 -40 -50 Main lobe Side lobes 0 1 2 3 4 5 Figure E.10 shows the normalized frequency domain plot for the triangular window function created with the triang MATLAB function.*x)).8.^2)'. but the first side lobe is much lower. fplot('20.5.2.4) = 0 otherwise and its time−domain waveform is as shown in Figure E.5) A typical amplitude response of the triangular window function is shown in Figure E.

grid 0 -20 -40 -60 -80 -100 -120 -140 0 0.1.2 0.10.6 0.11.1 0.8 0.2 0. The script below generates the plot shown in Figure E.3 0.6 0.f]=freqz(w/sum(w).Appendix E Window Functions n=50.2).8 Normalized Frequency (×π rad/sample) Figure E.20*log10(abs(W))).6 0. Normalized frequency domain plot for the triangular window function created with MATLAB We can also use the MATLAB Window Visualization Tool.512.4 0.2 -100 0 -120 Frequency domain 0.5 0. w=triang(n). wvtool(triang(L)) Time domain 40 1 20 0 Magnitude (dB) -20 -40 -60 -80 0.4 0.9 1 Figure E. Triangular window function generated with the MATLAB Window Visualization Tool E−6 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .11.4 10 20 30 Samples 40 50 0 0.7 0. [W. L=50.8 Amplitude 0. plot(f.

12.3 0.4 0.8 0.3 Hanning Window Function The Hanning* window function is defined as 1 2 πt .6) and its time−domain waveform is as shown in Figure E. Fourth Edition Copyright © Orchard Publications E−7 .45 0.25 0. Hanning window function in time−domain The Fourier transform of the Hanning window function for τ = 1 is 1 sin ( πω ) 1 .*x)).*(1.2 0 0 0. 1 0.5 Figure E.*x).4 0.------------------F ( ω ) Hann = -2 πω 1 – ω 2 (E. Signals and Systems with MATLAB Computing and Simulink Modeling.7) A typical amplitude response of the Hanning window function is shown in Figure E.2 0.2.-------------.[0 5 −50 0]) * This window function is also known as Hann window function or cosine−squared window function./(pi.15 0.13 and it was created with the MATLAB script below.05 0.1 + cos 2 f ( t ) Hann = cos ( π t ⁄ τ ) = ------- 2 τ = 0 otherwise τ for |t| < -2 (E.*log10(abs(sin(pi. fplot('20.1 0.35 0.^2)))'.12.Common Window Functions E./(1−(x+eps).6 0.

The script below generates the plot shown in Figure E. L=50.4 0. and the script below.2 0. [W. wvtool(hann(L)) E−8 Signals and Systems with MATLAB Computing and Simulink Modeling.14. Fourth Edition Copyright © Orchard Publications .8 1 Figure E.f]=freqz(w/sum(w).2). n=50.Appendix E Window Functions 0 -10 -20 -30 -40 -50 0 1 2 3 4 5 Figure E. Typical amplitude response for the Hanning window function Figure E.13.15.1.20*log10(abs(W))).grid 0 -20 -40 -60 -80 -100 -120 -140 0 0. plot(f.6 0. w=hann(n). Normalized frequency domain plot for the Hanning window function created with MATLAB We can also use the MATLAB Window Visualization Tool.512.14 shows the normalized frequency domain plot for the Hanning window function created with the hann MATLAB function.

Hamming window function in time−domain Signals and Systems with MATLAB Computing and Simulink Modeling.54 + 0. Hanning window function generated with the MATLAB Window Visualization Tool E.4 Hamming Window Function The Hamming window function is defined as 2πt f ( t ) Hamm = 0.16.4 0.2 0.8 Amplitude 0.3 0.2.4 0.4 0.5 Figure E. Fourth Edition Copyright © Orchard Publications E−9 .4 10 20 30 Samples 40 50 0 0.8 0.1 0.8 Normalized Frequency (×π rad/sample) Figure E.2 -100 0 -120 Frequency domain 0.2 0 0 0.2 0.16.15.46 cos ------τ = 0 otherwise τ for |t| < -2 (E.6 0.Common Window Functions Time domain 40 1 20 0 Magnitude (dB) -20 -40 -60 -80 0.8) and its time−domain waveform is as shown in Figure E.6 0. 1 0.6 0.

Typical amplitude response for the Hamming window function Figure E.17 and it was created with the MATLAB script below.^2)))'.17.54−0.f]=freqz(w/sum(w). plot(f.-------------------------------F ( ω ) Hamm = ------------------2 πω 1–ω 2 (E.08.08 ω .*x).1.*x+eps))./(pi. [W.grid E−10 Signals and Systems with MATLAB Computing and Simulink Modeling.2).*((0.9) A typical amplitude response of the Hamming window function is shown in Figure E. fplot('20.20*log10(abs(W))).Appendix E Window Functions The Fourier transform of the Hamming window function for τ = 1 is sin ( πω ) 0. and the script below. w=hamming(n).[0 5 −60 0]) 0 -10 -20 -30 -40 -50 -60 0 1 2 3 4 5 Figure E.*x./(1−x. Fourth Edition Copyright © Orchard Publications .^2).*log10(abs(sin(pi. n=50.18 shows the normalized frequency domain plot for the Hamming window function created with the hamming MATLAB function.54 – 0.512.

6 0.4 -40 0.4 0. Fourth Edition Copyright © Orchard Publications E−11 .8 Magnitude (dB) 0 Amplitude Frequency domain 0. Hamming window function generated with the MATLAB Window Visualization Tool Signals and Systems with MATLAB Computing and Simulink Modeling.19. L=50. Normalized frequency domain plot for the Hamming window function created with MATLAB We can also use the MATLAB Window Visualization Tool.6 -20 0.2 0. wvtool(hamming(L)) Time domain 40 1 20 0.8 Normalized Frequency ( ×π rad/sample) Figure E. The script below generates the plot shown in Figure E.4 0.6 0.19.8 1 Figure E.2 0.2 -60 0 10 20 30 Samples 40 50 -80 0 0.18.Common Window Functions 0 -20 -40 -60 -80 -100 -120 0 0.

42 + 0. fplot('20.6 0.0.20.*x).5 Figure E.5 cos 2 ------------τ τ = 0 otherwise τ for |t| < -2 (E.5.*x.*x)).54+0.8 0.^2). Fourth Edition Copyright © Orchard Publications .4 0.2.^2.5 Blackman Window Function The Blackman window function is defined as πt + 0.10) and its time−domain waveform is as shown in Figure E.2 0 0 0.08 ω .4 0.*((0.1 0.11) A typical amplitude response of the Blackman window function is shown in Figure E./(4−x./(1−x. 1 0.3 0.2 0./(pi.21 and it was created with the MATLAB script below.08 cos 4 πt f ( t ) Black = 0. Blackman window function in time−domain The Fourier transform of the Blackman window function for τ = 1 is 2 2 sin ( πω ) 0.[0 5 −50 0]) E−12 Signals and Systems with MATLAB Computing and Simulink Modeling.08.*x.^2)))'.*log10(abs(sin(pi.42 + -------------F ( ω ) Black = ------------------– ---------------2 2 πω 1–ω 4–ω (E.Appendix E Window Functions E.5 ω 0.^2)−0.20.

and the script below.Common Window Functions 0 -10 -20 -30 -40 -50 0 1 2 3 4 5 Figure E.21.22 shows the normalized frequency domain plot for the Blackman window function created with the blackman MATLAB function.22.8 1 Figure E.f]=freqz(w/sum(w).6 0. [W.grid 0 -20 -40 -60 -80 -100 -120 -140 -160 0 0. n=50.2 0.4 0. Typical amplitude response for the Blackman window function Figure E.20*log10(abs(W))). Fourth Edition Copyright © Orchard Publications E−13 . plot(f.2).1.512. Signals and Systems with MATLAB Computing and Simulink Modeling.23. Normalized frequency domain plot for the Hamming window function created with MATLAB We can also use the MATLAB Window Visualization Tool. The script below generates the plot shown in Figure E. w=blackman(n).

12).Appendix E Window Functions L=50.6 0. the variable β is a parameter that can be varied to provide a trade-off between the main lobe width and the side lobe level.1 0 10 20 30 Samples 40 50 -100 -120 -20 -40 -60 40 20 Frequency domain 0 0. and it is given as I0 ( β ) = ∑ k=0 ∞ 0.12) where I 0 is the modified Bessel function* of the first kind and order zero. and since I 0 ( 0 ) = 1 .5 β ----------- k! k 2 (E.5 0. Fourth Edition Copyright © Orchard Publications .. In (E. the Kaiser window has the value 1 ⁄ I 0 ( β ) at the end points n = 0 and n = L – 1 .2.8 0 0.8 Normalized Frequency (×π rad/sample) Figure E. and it is symmetric about its middle point n = L .L-1 (E.. For a discussion on the Bessel equation and Bessel functions.9 0.2 0. please refer to Numerical Analysis Using MATLAB and Excel.4 0.1..4 0.3 -80 0. wvtool(blackman(L)) Time domain 1 0.13) The series in (E.6 Kaiser Family of Window Functions The Kaiser window function is a family of window functions described by the relation w ( n ) Kaiser I0 [ β 1 – ( n – L ) ⁄ L ] = -----------------------------------------------------I0 β 2 2 for n=0.6 0. E−14 Signals and Systems with MATLAB Computing and Simulink Modeling.23.13) converges after about 20 terms in the summation. Blackman window function generated with the MATLAB Window Visualization Tool E.2 0. ISBN 978−1−934404−03−4..7 Magnitude (dB) Amplitude 0. Large values of β result in wider main lobe widths and * Certain differential equations with variable coefficients resemble the Bessel equation and thus their solutions are referred to as modified Bessel functions.

1 0. 1). and β = 9 Figure E.25 shows the corresponding frequency domain plots for the Kaiser window functions in Figure E. [W1.24.4). n=50. plot(f.Other Window Functions smaller side lobe levels.512. [W3. w3=kaiser(n. w1 =kaiser(n. Kaiser window functions with L=50 and β = 1 . β = 4 .20*log10(abs([W1 W2 W3]))). [W2. and β = 9 . kaiser(50.f]=freqz(w1/sum(w1). 1).2 β=9 0 0 10 20 30 40 50 Figure E.4 0. These functions were plotted with the MATLAB script below. * When the expression under the radical in (E. as well as others along with the MATLAB function names and are included in the MATLAB Signal Processing Toolbox. These plots were created with the MATLAB script below.24.2). Figure E.9)]).f]=freqz(w3/sum(w3).512.12) is negative.3 Other Window Functions Table E. E.9).4).1 lists the window functions we’ve discussed in the previous sections.2). beta) and this returns an L−point Kaiser window* in the column vector w. plot([kaiser(50.1. w2=kaiser(n. 24 shows the Kaiser functions for L = 50 with β = 1 .1.f]=freqz(w2/sum(w2).8 β=1 β=4 0.grid. the function can be expressed in terms of the hyperbolic sine function. kaiser(50. Signals and Systems with MATLAB Computing and Simulink Modeling.1. MATLAB provides the Kaiser window function as w=kaiser(L.512.6 0. Fourth Edition Copyright © Orchard Publications E−15 . β = 4 .2).

Fourth Edition Copyright © Orchard Publications . β = 4 .Appendix E Window Functions 0 -20 -40 -60 -80 β=1 β=4 -100 -120 -140 -160 -180 0 0.4 0. Frequency domain plots for the Kaiser functions with L=50 and β = 1 .6 0.25.1 MATLAB Window Functions Window Function MATLAB Function Bartlett bartlett Bartlett−Hann (modified) barthannwin Blackman blackman Blackman−Harris blackmanharris Bohman bohmanwin Chebyshev chebwin Flat Top flattopwin Gaussian gausswin Hamming hamming Hann or Hanning hann Kaiser kaiser Nuttall’s Blackman−Harris nuttallwin Parzen (de la Valle−Poussin) parzenwin Rectangular rectwin Tukey tukeywin Triangular triang E−16 Signals and Systems with MATLAB Computing and Simulink Modeling.2 0.8 β=9 1 Figure E. and β = 9 TABLE E.

and c m is the coefficient in exponential form that is computed from the integral cm = ∫ 1 0 A d ( ν ) cos ( m πν ) dν (E. also known as Nyquist frequency. Then. It is equal to oneóhalf of the sampling frequency. † The folding frequency. and the desired coefficients of the FIR transfer function can then be obtained.Fourier Series Method for Approximating an FIR Amplitude Response E. is the highest frequency that can be represented in a digital signal of a specified sampling frequency. Let us consider the case of a cosine series representation and let the coefficients be expressed in normalized frequency ν = f ⁄ f 0 where f 0 = f S ⁄ 2 is the folding frequency. An advantage of FIR filter functions is the capability of obtaining linear phase (or constant time delay).* The coefficients obtained from the Fourier series can then be related to the impulse response. Fourth Edition Copyright © Orchard Publications E−17 . Also. We can perform this evaluation by letting z = e j ω T = e Thus. let A d ( ν ) be the desired amplitude response. if we denote this discrete transfer function as H 1 ( z ) and e obtain jm πν jm πν .e..4 Fourier Series Method for Approximating an FIR Amplitude Response The Fourier series method for approximating an FIR amplitude response is relatively straightforward. For the cosine series. and is best used in conjunction with window functions. it is necessary that the Fourier series in the frequency domain have either cosine terms only or sine terms only. but not both.15) with c –m = c m Relation (E. we * In Chapter 7 we studied the application of Fourier series by expanding a periodic time function in the time domain. To obtain time constant delay easily. the expression for A ( ν ) in exponential form is A(ν) = ∑ m M cm e jm πν (E. Signals and Systems with MATLAB Computing and Simulink Modeling. f S = 1 ⁄ T . i.† and f S is the sampling frequency. with this arrangement the period must always be selected as 2 units on the ν scale.14) = –M where M is a finite positive integer representing the terms after which the series is terminated. and let A ( ν ) represent the approximation.14) can be considered as the evaluation of some unknown discrete transfer function on the unit circle in the z−plane. This is because the amplitude response A ( ω ) corresponding to a Discrete Time Linear Time Invariant (DTLTI) impulse response h ( n ) is a periodic function of frequency and thus it can be expanded in a Fourier series in the frequency dornain. is substituted for z .

We can be overcome this problem by introducing a delay of M samples.16) = –M Relation (E. of course. the folding frequency* is f 0 = f S ⁄ 2 = 1000 ⁄ 2 = 500 Hz . Accordingly.Appendix E Window Functions H1 ( z ) = ∑ m M cm z m (E.26 (a) in terms of the actual frequency. impossible. Then.20) The sampling frequency is 1 KHz and the impulse response is to be limited to 20 delays.17) =M In (E.16) represents an FIR transfer function but it is non−causal because it includes positive powers of z. and this is.e. with the substitution c m – i = a i we obtain H(z) = ∑ i=0 2M cm – i z –i = ∑ ai z i=0 2M (E. we represent it as shown in Figure E. Let us express it in terms of the normalized frequency scale.18) Let w m denote the coefficients of a particular window function and let c' m denote the coefficients of the modified function. The modified coefficients are then computed from c' m = w m c m (E.17) we let m – M = – i .. we define the transfer function H(z) = z –M H1 ( z ) = z –M ∑ m M cm z m = = –M ∑ m –i –M cm z m–M (E. Derive the transfer function using the Fourier series method. Fourth Edition Copyright © Orchard Publications . the given function multiplied by some window function. We do this by considering the sampling frequency which is given as f S = 1 KHz . i.1 A low−pass FIR digital filter is to be designed using the Fourier series method.19) Example E. and this implies that the filter would produce an output advanced in time with respect to the input. and in terms of the normalized * We recall that the folding frequency is the highest frequency that can be processed by a given discrete−time system with sampling frequency f S E−18 Signals and Systems with MATLAB Computing and Simulink Modeling. The desired amplitude response is A ( f ) = 1 for 0 ≤ f ≤ 125 Hz 0 elsewhere in the range 0 < f < f0 (E. Accordingly. Solution: To make this low−pass filter an even function of frequency.

1)=m'.22) with c –m = c m .*eps.25 0 sin ( 0. m=0:10. the sampling frequency becomes 2 .25 < ν < 0.21) and the low−pass filter in normalized frequency scale is as shown in Figure E.25 ν (b) Figure E. * We recall from Chapter 7 that the Fourier series of even functions consist only of cosine terms. it is stated that the impulse response should be limited to 20 delays and this implies that the transfer function should contain 21 terms since one component needs not to be delayed.22) for m = 0 through m = 10 .*m. cm = ∫ 1 0 sin ( m πν ) A d ( ν ) cos ( m πν ) dν = ----------------------mπ 0. and the cutoff frequency becomes f C = 125 ⁄ 500 = 0. and for the computations we use the MATLAB script below. For this example.15).25 0 elsewhere in the range – 1 < ν < 1 (E.2).0f\t %12.25 .*pi).25m π ) = ------------------------------mπ (E. The coefficients c m are computed from (E.25.26. disp('================').26(b).* that is. (E.5f\n'. Fourth Edition Copyright © Orchard Publications E−19 . Low−pass filter for Example E.1 The coefficients c m are computed from the integral of (E. cm') MATLAB outputs the values shown below. fprintf('%2.20) can be expressed as A d ( ν ) = 1 for – 0./(m.2)=sin(0. 1 A(f) f 0 125 (a) 1 Ad ( ν ) 0 0.Fourier Series Method for Approximating an FIR Amplitude Response frequency. the folding frequency becomes 1 . cm=zeros(11. m=m+(m==0). Signals and Systems with MATLAB Computing and Simulink Modeling.*pi). % There are 11 terms from m=0 to m=10 cm(:. disp('m cm'). % This statement avoids division by 0 cm(:. Therefore.

22508 0.02501 0.03183 Using the relation c m – i = a i .03215 0.05305 7 -0. * Refer to equation (E. a 17 a 4.04502 0.15915 0.15915 3 0. a 19 a 2.22508 2 0.05305 0.25000 1 0. ai a 0. a 12 a 9. a 14 a 7.25000 The window coefficients are applied to the non−causal form of the transfer function centered at the origin.04502 6 -0.Appendix E Window Functions m cm ================ 0 0. a 20 a 1. a 15 a 6. we obtain the table below.07503 4 0.00000 0.* for 0 ≤ i ≤ 2M .00000 9 0.03183 0. These coefficients represent the unmodified transfer function and thus they correspond to the coefficients of the rectangular window. a 18 a 3.07503 0.02501 10 0. a 11 a 10 Rectangular window 0. and thus the 10th coefficient a 10 is considered as the origin.00000 0. a 13 a 8. Fourth Edition Copyright © Orchard Publications .18) E−20 Signals and Systems with MATLAB Computing and Simulink Modeling.03215 8 -0.00000 5 -0. a 16 a 5.

2). a18=a2.4 0.2). a19=a1. The magnitude and phase response for the low−pass filter in Example E. a8=cm(3. a9=cm(2.4 0.1 Check with the fvtool MATLAB function: Signals and Systems with MATLAB Computing and Simulink Modeling.3 0. 50 Magnitude (dB) 0 -50 -100 0 0. a11=a9.2). Fourth Edition Copyright © Orchard Publications E−21 . Then.23) Next.6 0.8 Normalized Frequency (×π rad/sample) 0.2). These values are entered at the MATLAB command prompt. a1=cm(10.2 0. a5=cm(6.1 0. a20=a0.7 0. at the MATLAB command prompt we enter AR=[a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 a20].1 0.Fourier Series Method for Approximating an FIR Amplitude Response We will use the values shown below to plot the components of the transfer function H ( z ) . a0=cm(11.2).7 0.2).5 0.6 0.2).2).2 0.5 0.2).2).2). freqz(AR) and we obtain the plot shown in Figure E.9 1 0 Phase (degrees) -200 -400 -600 0 0. a13=a7. a12=a8.3 0.27. a10=cm(1. a16=a4. a6=cm(5. a7=cm(4. a17=a3. a14=a6. a4=cm(7.9 1 Figure E.27. the transfer function is expressed as H(z) = ∑ i=0 2M ai z –1 = i=0 ∑ ai z 20 –1 = a 0 + a 1 z + a 2 z + … + a 20 z –1 –2 – 20 (E.8 Normalized Frequency (×π rad/sample) 0. a2=cm(9. a15=a5. a3=cm(8.

27 because the filter in this example is a “brick−wall” digital low−pass filter.1) and MATLAB outputs the normalized magnitude response shown in Figure E.25.. high−pass. e.8 0. the function fir1 uses a Hamming window.3 0.'low'.2 0.Appendix E Window Functions b=0.g. Fourth Edition Copyright © Orchard Publications . and band elimination (band−stop) FIR digital filters. Magnitude Response (dB) 0 -5 -10 Magnitude (dB) -15 -20 -25 -30 -35 -40 0 0. blackman. with 1. rectwin(21)). ‘high’. Normalized frequency plot created with the MATLAB function fvtool The MATLAB function fir1 uses the Fourier series approach in designing low−pass.’ftype’. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E.1 0. E−22 Signals and Systems with MATLAB Computing and Simulink Modeling. window) where n is the filter order. The normalized gain of the filter at Wn is – 6 dB . and must be n+1 elements long. hann.28. ‘bandpass’. or ‘stop’.9 Figure E. If no window is specified.4 0.Wn. The syntax is b=fir1(n.7 Normalized Frequency ( ×π rad/sample) 0.5 0. ’ftype’ is the filter type specified as ‘low’. The filter b is real and has linear phase.28 using the fir1 function as follows: b=fir1(20. fvtool(b.6 0.0.* * The magnitude response is the same as that in Figure E.27 or E.25*sinc(0. and window is the window type.0 corresponding to half the sample (Nyquist) rate. band−pass. Wn is the cut−off frequency and must be between 0 < Wn < 1 .25*(−10:10)). We can obtain the normalized frequency plot in Figure E.29.28.

Figure E.4 0.2 0.1.1 0.25) Signals and Systems with MATLAB Computing and Simulink Modeling. Hanning c.5 0.7 0.3 0.9 1 0 Phase (degrees) -200 -400 -600 0 0.4 0.24) = 0 otherwise Letting t = mT and τ = 20T we obtain mmT = 1 – ------------------W ( m ) triang = 1 – 2 10 20T = 0 otherwise for |m| ≤ 10 (E.29.2 Compare the frequency response in Example E.Fourier Series Method for Approximating an FIR Amplitude Response 50 Magnitude (dB) 0 -50 -100 0 0. triangular We recall from (E.1 0.27.7 0. Normalized frequency plots for the rectwin window created with the MATLAB function fir1 Example E.2 0.5 0.4) that the triangular window function is defined as 2t f ( t ) triang = 1 – ------τ τ for |t| < -2 (E. Fourth Edition Copyright © Orchard Publications E−23 . when it is multiplied by the following window functions: a. triangular b.6 0.8 Normalized Frequency (×π rad/sample) 0.8 Normalized Frequency (×π rad/sample) 0.9 1 Figure E. Hamming Solution: a.3 0.6 0.

30000 8 0.*eps.0531 −0.5f\n'. Fourth Edition Copyright © Orchard Publications .2500 0.80000 3 0. For the computations we use the MATLAB script below.26) For this example. Wm=[1.7000 0.*Wm and MATLAB outputs the modified coefficients below.1000 0.5000 0.0225 −0. wm(:.wm') MATLAB outputs the values shown below.8000 0.4000 0. 0.9000 0.90000 2 0.00000 From (E.0450 −0.2026 0. E−24 Signals and Systems with MATLAB Computing and Simulink Modeling. Cm=[0. m=m+(m==0).20000 9 0.00000 1 0. wm=zeros(11.0318].2251 0. disp('m wm') disp('=================') m=0:10.0000 0.2).0097 0 0.0025 0 and we add these coefficients in the table below.10000 10 0. B=Cm. wm(:.70000 4 0.1592 0.0322 −0.19) c' m = w m c m (E.0525 0 −0.1)=m'.3000 0.1274 0.0000 −0.2)=1−m/10.Appendix E Window Functions As before.0750 0. the window coefficients are applied to the non−causal form of the transfer function centered at the origin.6000 0.0250 0.0f\t %12.0000].50000 6 0.2500 0. fprintf('%2. m wm =============== 0 1. and thus the 10th coefficient is considered as the origin.0000 0.0212 −0.2000 0.60000 5 0.40000 7 0.

freqz(AT) we obtain the magnitude and phase response of the low−pass filter in Example E. a 16 a 5. a3=wm(8.2). a14=a6.2)*cm(3. a2=wm(9.00000 0. a12=a8.03183 0.2).2)*cm(7. a13=a7. we enter the a i values at the MATLAB command prompt as shown below. a19=a1.0525 0. a6=wm(5.2)*cm(11.2). a15=a5. a 18 a 3. a10=wm(1.04502 0. a 12 a 9.00000 0. a1=wm(10. a16=a4.25000 Triangular 0 0.2)*cm(10.2).2)*cm(9.02501 0. Signals and Systems with MATLAB Computing and Simulink Modeling.2).2)*cm(4. and with AT=[a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 a20].2500 Next.2)*cm(5.05305 0.1274 0.2)*cm(6.1 modified with the triangular window function shown in Figure E.2).03215 0. a4=wm(7.2)*cm(2. a 20 a 1.Fourier Series Method for Approximating an FIR Amplitude Response ai a 0. a 15 a 6.2)*cm(1. a7=wm(4. a 14 a 7.2)*cm(8. a9=wm(2. a 13 a 8.07503 0. a 11 a 10 Rectangular 0.30.2026 0. a17=a3.2).2). a18=a2.0225 0 0.2). a0=wm(11. Fourth Edition Copyright © Orchard Publications E−25 .0097 −0.0025 0 −0. a11=a9.22508 0. a 17 a 4. a 19 a 2.15915 0. a20=a0. a5=wm(6.2).2). a8=wm(3.0212 −0.

3 0.1 0.0.8 Normalized Frequency (×π rad/sample) 0.2 0.6 0. Fourth Edition Copyright © Orchard Publications .31.2 0.8 Normalized Frequency (×π rad/sample) 0.32.7 0. We can obtain the normalized frequency plot in Figure E. fvtool(b.25.30 shows that the cutoff is worse than that in Figure E.4 0.6 0.4 0. triang(21)).29.*triang(21)’.3 0.9 1 Figure E.1) and MATLAB outputs the amplitude response shown in Figure E. Check with the fvtool MATLAB function: b=0.'low'. b=b. the amplitude response with the triangular window function in Figure F. Magnitude and phase response of the low−pass filter modified with the triangular window function In comparison with the amplitude response with the rectangular window function in Figure E.25*(−10:10)).29 but the sidelobes are reduced significantly.9 1 0 Phase (degrees) -500 -1000 -1500 -2000 0 0. E−26 Signals and Systems with MATLAB Computing and Simulink Modeling.5 0.7 0. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E.Appendix E Window Functions 0 Magnitude (dB) -10 -20 -30 -40 0 0.25*sinc(0.30 using the fir1 function as follows: b=fir1(20.1 0.5 0.30.

5 0.1 0.6) that the Hanning window function is defined as 1 2 πt .27) Signals and Systems with MATLAB Computing and Simulink Modeling.4 0.Fourier Series Method for Approximating an FIR Amplitude Response 20 Magnitude (dB) 0 -20 -40 0 0.9 1 Figure E.8 Normalized Frequency (×π rad/sample) 0.7 Normalized Frequency ( ×π rad/sample) 0.7 0.2 0.5 0.3 0.6 0.6 0. Hanning We recall from (E.1 0.2 0.31.9 1 0 Phase (degrees) -500 -1000 -1500 -2000 0 0.4 0.32.3 0.2 0.1 0.6 0.4 0.8 Normalized Frequency (×π rad/sample) 0. Magnitude response for the triang window created with the MATLAB function fvtool b. Fourth Edition Copyright © Orchard Publications E−27 .5 0.7 0.3 0.8 0.9 Figure E. 1 + cos 2 f ( t ) Hann = cos ( π t ⁄ τ ) = ------- 2 τ = 0 otherwise τ for |t| < -2 (E. Normalized frequency plots for the triang window created with the MATLAB function fir1 Magnitude Response (dB) 0 -5 -10 Magnitude (dB) -15 -20 -25 -30 -35 -40 0 0.

disp('m wm') disp('=================') m=0:10.29) Then.0322 −0. Next.1 + cos -------------------------.wm') and MATLAB outputs m wm ================= 0 1. Wm=[1.50000 0.02447 10 0.79389 4 0.65451 0.0318].97553 2 0.*Wm and MATLAB outputs E−28 Signals and Systems with MATLAB Computing and Simulink Modeling.0250 0.2).*(1 +cos(pi. wm(:.90451 0. fprintf('%2.0000 −0.Appendix E Window Functions Letting t = mT and τ = 20T we obtain 1 1 m 2π m T . wm(:.0000 0. Cm=[0.20611 0.79389 0.0f\t %12.97553 0.20611 8 0.*m.1592 0.2251 0. For the computations we use the MATLAB script below.00000].1 + cos π . the window coefficients are applied to the non−causal form of the transfer function centered at the origin.00000 From (E./10)).19) c' m = w m c m (E. wm=zeros(11.00000 0.90451 3 0.65451 5 0.34549 0. C=Cm.2500 0.50000 6 0.1)=m'.02447 0.5f\n'.2)=0.0750 0. m=m+(m==0).00000 1 0. Fourth Edition Copyright © Orchard Publications .09549 9 0.*eps.= -w ( m ) Hann = - 2 2 10 20T = 0 otherwise for |m| ≤ 10 (E.28) As before. and thus the 10th coefficient is considered as the origin.0531 −0.09549 0.5.34549 7 0.0450 −0.

a17=a3.2).00000 0. a 17 a 4.07503 0.2).2)*cm(5.2500 0.22508 0. a 16 a 5.15915 0. a16=a4.1274 0. ai a 0.1 modified with the Hanning window function shown in Figure E.0225 -0.2026 0.2196 0.0097 −0.25000 Triangular 0 0.2)*cm(4. a15=a5.0225 0 0. a5=wm(6.2). a10=wm(1. a13=a7.2)*cm(2.2)*cm(9. a20=a0. Fourth Edition Copyright © Orchard Publications E−29 .Fourier Series Method for Approximating an FIR Amplitude Response C = 0. a 19 a 2. a12=a8. a1=wm(10.02501 0. a11=a9.03183 0. a 14 a 7.1440 0.04502 0.2)*cm(6.2)*cm(11.0595 0 -0. and with AHn=[a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 a20].2)*cm(10. a6=wm(5.2).2)*cm(3. we enter the a i values at the MATLAB command prompt as shown below.2).0595 0.0025 0 −0.03215 0.2).2).2). a18=a2. a7=wm(4.2)*cm(8. a4=wm(7.2)*cm(7.2)*cm(1.05305 0.0183 −0.2500 Next.2). Signals and Systems with MATLAB Computing and Simulink Modeling.0006 0 We add these coefficients in our table shown below.33.0066 −0. a 11 a 10 Rectangular 0. freqz(AHn) we obtain the magnitude and phase response of the low−pass filter in Example E.0212 −0.1440 02196 0.2). a8=wm(3.0006 0 −0. a 12 a 9.2500 Hanning 0 0. a3=wm(8.0225 0 0. a0=wm(11. a 13 a 8.0183 -0.0066 0 0. a 15 a 6. a19=a1.0525 0. a 18 a 3.00000 0. a14=a6. a2=wm(9. a 20 a 1. a9=wm(2.2).

Check with the fvtool MATLAB function: b=0.34.25*sinc(0. hann(21)).1) and MATLAB outputs the amplitude response shown in Figure E.0.25*(−10:10)).9 1 0 Phase (degrees) -200 -400 -600 -800 0 0.7 0.6 0.6 0.1 0.2 0.30 using the fir1 function as follows: b=fir1(20.9 1 Figure E.1 0.*hann(21)’.5 0.2 0. E−30 Signals and Systems with MATLAB Computing and Simulink Modeling.25.8 Normalized Frequency (×π rad/sample) 0.35. Fourth Edition Copyright © Orchard Publications .Appendix E Window Functions 50 Magnitude (dB) 0 -50 -100 -150 0 0.4 0.3 0.4 0. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E. fvtool(b.'low'.8 Normalized Frequency (×π rad/sample) 0.7 0.5 0.3 0.33. b=b. Magnitude and phase response of the low−pass filter modified with the Hanning window function We can obtain the normalized frequency plot in Figure E.

35.9 1 0 Phase (degrees) -200 -400 -600 -800 0 0.4 0.Fourier Series Method for Approximating an FIR Amplitude Response 50 Magnitude (dB) 0 -50 -100 -150 0 0.7 0.34.7 0.8 0.5 0.8) that the Hamming window function is defined as 2 πt f ( t ) Hamm = 0.1 0.9 Figure E.54 + 0.30) Signals and Systems with MATLAB Computing and Simulink Modeling.4 0.1 0.2 0.3 0.2 0. Fourth Edition Copyright © Orchard Publications E−31 .3 0.6 0.1 0.5 0.2 0.8 Normalized Frequency (×π rad/sample) 0.3 0.9 1 Figure E.8 Normalized Frequency (×π rad/sample) 0.46 cos ------τ = 0 otherwise τ for |t| < -2 (E.4 0. Magnitude response for the hunn window created with the MATLAB function fvtool c.6 0. Normalized frequency plots for the hann window created with the MATLAB function fir1 Magnitude Response (dB) 0 -10 -20 Magnitude (dB) -30 -40 -50 -60 -70 -80 -90 0 0.5 0.6 0. Hamming We recall from (E.7 Normalized Frequency ( ×π rad/sample) 0.

54000 6 0.2251 0.16785 0.0000 0. wm=zeros(11.91215 0.1592 0.wm') and MATLAB outputs m wm ============== 0 1.*m.00000 1 0.97749 0.68215 0. Cm=[0.0531 −0. fprintf('%2. the window coefficients are applied to the non−causal form of the transfer function centered at the origin.46 cos π ---------w ( m ) Hamm = 0.1)=m'.0000 −0.26962 0.Appendix E Window Functions Letting t = mT and τ = 20T we obtain 2π m T m.2)=0.31) As before.0322 −0.19) c' m = w m c m (E./10)). disp('m wm') disp('=================') m=0:10.*Wm and MATLAB outputs E−32 Signals and Systems with MATLAB Computing and Simulink Modeling.32) Then.2500 0.91215 3 0.68215 5 0.39785 7 0.= 0.81038 4 0.08000]. Next.39785 0.54000 0.5f\n'.0450 −0.54 + 0. wm(:. For the computations we use the MATLAB script below. and thus the 10th coefficient is considered as the origin.46 cos ----------------20T 10 = 0 otherwise for |m| ≤ 10 (E. Wm=[1.54 + 0. wm(:.10251 0.81038 0.*(cos(pi. D=Cm.0750 0.0250 0.00000 0.0f\t %12. m=m+(m==0).2).46.54+0.*eps.10251 10 0.16785 9 0.97749 2 0. Fourth Edition Copyright © Orchard Publications .0318].26962 8 0.08000 From (E.

2)*cm(6.2500 Next.0183 −0.0525 0. a 16 a 5. a7=wm(4.03183 0.03215 0.0225 0 0.2). a2=wm(9.2)*cm(3.2)*cm(1.2)*cm(2.2500 Hamming 0. ai a 0.2). a 19 a 2. a15=a5. a 12 a 9. we enter the a i values at the MATLAB command prompt as shown below.02501 0.2). a20=a0. a4=wm(7.00000 0.0066 −0. a5=wm(6. a9=wm(2.1452 0.2200 0.0025 and we add these coefficients in our table shown below.2)*cm(9.2)*cm(5. a16=a4. a17=a3. a11=a9.0595 0.2).0097 −0.15915 0.2).1440 02196 0.0006 0 −0.2).0243 -0. a0=wm(11.36.2)*cm(10. a14=a6. a 13 a 8.0225 0 0.2).0608 0.0025 0 −0. a18=a2.2)*cm(7.25000 Triangular 0 0.1 modified with the Hanning window function shown in Figure E. Signals and Systems with MATLAB Computing and Simulink Modeling.2200 0.Fourier Series Method for Approximating an FIR Amplitude Response D = 0. a12=a8.2). a1=wm(10.2500 Hanning 0 0.0608 0 -0. a19=a1.0243 0 0.0087 0 0.0212 −0.1452 0.2)*cm(4.2500 0.2)*cm(11. and with AHm=[a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 a20]. a10=wm(1. Fourth Edition Copyright © Orchard Publications E−33 .22508 0.0026 0.2). a 11 a 10 Rectangular 0.0087 −0.05305 0.2026 0. a 14 a 7.2)*cm(8. a8=wm(3.2).07503 0.04502 0. a 18 a 3.0211 −0.2). a13=a7. a3=wm(8. a6=wm(5.0211 -0. a 17 a 4. a 15 a 6.1274 0.0026 0 −0. freqz(AHm) we obtain the magnitude and phase response of the low−pass filter in Example E. a 20 a 1.00000 0.0025 0.

9 1 0 Phase (degrees) -500 -1000 0 0.1 0.6 0. fir1 applies a Hamming window.4 0.38.36 using the fir1 function* as follows: b=fir1(20.4 0.2 0. fvtool(b.25*(−10:10)).6 0.Appendix E Window Functions 50 Magnitude (dB) 0 -50 -100 0 0.1) and MATLAB outputs the amplitude response shown in Figure E.25.36.0.5 0.*hamming(21)’.8 Normalized Frequency (×π rad/sample) 0.25*sinc(0.3 0.1 0. Fourth Edition Copyright © Orchard Publications .37. * As stated earlier. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E. if we do not specify a window. Magnitude and phase response of the low−pass filter modified with the Hamming window function We can obtain the normalized frequency plot in Figure E.9 1 Figure E.7 0.'low'). E−34 Signals and Systems with MATLAB Computing and Simulink Modeling.2 0.3 0.7 0. Check with the fvtool MATLAB function: b=0.8 Normalized Frequency (×π rad/sample) 0.5 0. b=b.

1 0.37.4 0.6 0.Fourier Series Method for Approximating an FIR Amplitude Response 0 Magnitude (dB) -50 -100 0 0. the fir1 MATLAB function b.6 0.7 Normalized Frequency ( ×π rad/sample) 0.9 1 Figure E.8