# 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

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

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

1 where the switch is closed at time t = 0 . we obtain 0 –∞ < t < 0 v out = vS 0 < t < ∞ (1.. when one example follows immediately after a previous example.Chapter 1 Elementary Signals T his chapter begins with a discussion of elementary signals that may be applied to electric networks. The unit step. (1.1) and (1. and a right justified horizontal bar will denote the end of the example. The sampling and sifting properties of the delta function are defined and derived. Several examples for expressing a variety of waveforms in terms of these elementary signals are provided. (1.e. and 0 < t < ∞ . Also. These bars will not be shown whenever an example begins at the top of a page or at the bottom of a page.1 Signals Described in Math Form Consider the network of Figure 1.3) Signals and Systems with MATLAB Computing and Simulink Modeling. – ∞ < t < 0 . unit ramp. For the time interval – ∞ < t < 0 . the output voltage v out is zero. the switch is closed. and delta functions are then introduced. i. it is convenient to divide the time interval into two parts. Then. Fourth Edition Copyright © Orchard Publications 1−1 .2) v out = v S for 0 < t < ∞ Combining (1. Throughout this text. A switched network with open terminals We wish to describe v out in a math form for the time interval – ∞ < t < + ∞ .1) v out = 0 for – ∞ < t < 0 For the time interval 0 < t < ∞ . To do this. In other words. a left justified horizontal bar will denote the beginning of an example. the right justified bar will be omitted. R t = 0 v out open terminals − + vS − + Figure 1. the switch is open and therefore.2) into a single relationship. the input voltage v S appears at the output.1. 1.

that is. the unit step function u 0 ( t ) changes abruptly from 0 to 1 at t = 0 . it is denoted as u 0 ( t – t 0 ) . vS 0 v out t Figure 1.Chapter 1 Elementary Signals We can express (1. Waveform for u 0 ( t ) In the waveform of Figure 1. without the subscript 0. Fourth Edition Copyright © Orchard Publications . 1 0 t0 u0 ( t – t0 ) t Figure 1.2 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. 1−2 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 0 u0 ( t ) t Figure 1.2. however.4) It is also represented by the waveform of Figure 1.3) by the waveform shown in Figure 1.3. we will reserve the u ( t ) designation for any input when we will discuss state variables in Chapter 5. 1.3) The waveform of Figure 1. Waveform for u 0 ( t – t 0 ) * In some books.3.3. its waveform and definition are as shown in Figure 1.4. Waveform for v out as defined in relation (1.5) respectively. that is. the unit step function is denoted as u ( t ) . A function is said to be discontinuous if it exhibits points of discontinuity. the function jumps from one value to another without taking on any intermediate values. In this text. In this case.2 is an example of a discontinuous function. But if it changes at t = t 0 instead.2.4 and relation (1.

1 Consider the network of Figure 1.7.5 and relation (1. Fourth Edition Copyright © Orchard Publications 1−3 . the output voltage v out = 0 for t < T . R t = T v out open terminals − + vS − + Figure 1. 1 − t0 0 u0 ( t + t0 ) t Figure 1.The Unit Step Function 0 u0 ( t – t0 ) = 1 t < t0 t > t0 (1. its waveform and definition are as shown in Figure 1. Solution: For this example.5) If the unit step function changes abruptly from 0 to 1 at t = – t 0 . Waveform for u 0 ( t + t 0 ) 0 u0 ( t + t0 ) = 1 t < –t0 t > –t0 (1. it is denoted as u 0 ( t + t 0 ) .5.6) respectively. and sketch the appropriate waveform.1 Express the output voltage v out as a function of the unit step function.7) and the waveform is shown in Figure 1. Therefore. v out = v S u 0 ( t – T ) (1.6. In this case. where the switch is closed at time t = T . and v out = v S for t > T . Network for Example 1.6.6) Example 1. Signals and Systems with MATLAB Computing and Simulink Modeling.

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. Fourth Edition Copyright © Orchard Publications .9. 1 0 1 (a) u0 ( t ) t 0 (b) t 1 0 (c) t –u0 ( t – 1 ) Figure 1.8. Waveform for Example 1.Chapter 1 Elementary Signals v out 0 T vS u0 ( t – T ) t Figure 1.8.7. A rectangular pulse expressed as the sum of two unit step functions 1−4 Signals and Systems with MATLAB Computing and Simulink Modeling. 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 1.9.1 Other forms of the unit step function are shown in Figure 1.

This segment is expressed as v 3 ( t ) = A [ u 0 ( t – 2T ) – u 0 ( t – 3T ) ] (1. Also. starts at t = 2T and terminates at t = 3T .The Unit Step Function Thus.9) Line segment } has height A . and so on. v(t) A { T 2T } 3T 0 –A t | ~ Figure 1. as in Example 1. or any other recurring pulse.8) Line segment | has height – A . and terminates at t = T .10 as a sum of unit step functions. The vertical dotted lines indicate the discontinuities at T. 3T . can be denoted as 24u 0 ( t ) V . a sinusoidal voltage source v ( t ) = V m cos ω t V that is applied to a circuit at t = t0 . the pulse of Figure 1.9(a) is the sum of the unit step functions of Figures 1. This segment is expressed as v 2 ( t ) = – A [ u 0 ( t – T ) – u 0 ( t – 2T ) ] (1. it can be represented as a sum (difference) of unit step functions. Likewise.2 Express the square waveform of Figure 1. this segment is expressed as v1 ( t ) = A [ u0 ( t ) – u0 ( t – T ) ] (1. Square waveform for Example 1. Then. a constant voltage source of 24 V applied at t = 0 . Example 1.10. and terminates at t = 4T . Fourth Edition Copyright © Orchard Publications 1−5 . can be described as v ( t ) = ( V m cos ω t ) u 0 ( t – t 0 ) V .1. starts at t = T and terminates at t = 2T . starts at t = 0 . It is expressed as v 4 ( t ) = – A [ u 0 ( t – 3T ) – u 0 ( t – 4T ) ] (1.2 Solution: Line segment { has height A . The unit step function offers a convenient method of describing the sudden application of a voltage or current source. For example.9(b) and 1. starts at t = 3T . 2T. or sawtooth.11) Signals and Systems with MATLAB Computing and Simulink Modeling.10) Line segment ~ has height – A .9(c) and it is represented as u 0 ( t ) – u 0 ( t – 1 ) . if the excitation in a circuit is a rectangular. or triangular.

11. Symmetric rectangular pulse for Example 1.12.– Au 0 t – -. and terminates at t = T ⁄ 2 . A i(t) –T ⁄ 2 0 T⁄2 t Figure 1.13) Example 1. 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 ) ] (1.4 Express the symmetric triangular waveform of Figure 1. Symmetric triangular waveform for Example 1.– u 0 t – -i ( t ) = Au 0 t + - 2 2 2 2 (1. with reference to Figures 1. that is.12) Combining like terms. the square waveform of Figure 1. Fourth Edition Copyright © Orchard Publications .10 can be expressed as the summation of (1. we obtain v ( t ) = A [ u 0 ( t ) – 2u 0 ( t – T ) + 2u 0 ( t – 2T ) – 2u 0 ( t – 3T ) + … ] (1.4 Solution: 1−6 Signals and Systems with MATLAB Computing and Simulink Modeling.8 (b).14) Example 1.12 as a sum of unit step functions. starts at t = – T ⁄ 2 .5 and 1. 1 v(t) –T ⁄ 2 0 T⁄2 t Figure 1.Chapter 1 Elementary Signals Thus.8) through (1. Therefore.11). we obtain T T T T .3 Express the symmetric rectangular pulse of Figure 1.11 as a sum of unit step functions.= A u 0 t + -.3 Solution: This pulse has height A .

15) and (1.13. – u0 ( t ) v 1 ( t ) = -T 2 (1.16) Combining (1.15) and for line segment | .16). Equations for the linear segments of Figure 1.t + 1 u 0 t + T = --. 2 v 2 ( t ) = – -.t + 1 u 0 t + T -.t+1 T –T ⁄ 2 t Figure 1. we obtain v ( t ) = v1 ( t ) + v2 ( t ) 2 2 .12 For line segment { .t + 1 u 0 ( t ) – u 0 t – T -- T 2 T 2 (1. 2 -.5 Express the waveform of Figure 1. 2 .5 Solution: Signals and Systems with MATLAB Computing and Simulink Modeling.14. – u 0 ( t ) + – -. Waveform for Example 1.17) Example 1.t+1 T 1 v( t) { 0 | T⁄2 2 – -. 3 v( t) 2 1 0 1 2 3 t Figure 1.14 as a sum of unit step functions.The Unit Step Function We first derive the equations for the linear segments { and | shown in Figure 1. Fourth Edition Copyright © Orchard Publications 1−7 .t + 1 u 0 ( t ) – u 0 t – T -- T 2 (1.13.

and the unit impulse or delta function. Express the capacitor voltage v C ( t ) as a function of the unit step. 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. Example 1. 1−8 Signals and Systems with MATLAB Computing and Simulink Modeling.6 In the network of Figure 1.16 i S is a constant current source and the switch is closed at time t = 0 . 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.Chapter 1 Elementary Signals As in the previous example.18) Two other functions of interest are the unit ramp function. 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. Equations for the linear segments of Figure 1.15. We will introduce them with the examples that follow. Fourth Edition Copyright © Orchard Publications .14 Following the same procedure as in the previous examples. we first find the equations of the linear segments linear segments { and | shown in Figure 1.15.

19) as 1 v C ( t ) = --C (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.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 (1.22) Therefore. Voltage across a capacitor when charged with a constant current source * Since the initial condition for the capacitor voltage was not specified. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 1−9 .21) (1. and the capacitor voltage v C ( t ) is 1 v C ( t ) = --C ∫– ∞ i t C ( τ ) dτ * (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 . vC ( t ) slope = i S ⁄ C 0 t Figure 1.19) where τ is a dummy variable.17.16. we see that when a capacitor is charged with a constant current.20) ∫– ∞ t or iS . we can write (1.The Unit Step Function R t = 0 + iS C − vC ( t ) Figure 1. the voltage across it is a linear function and forms a ramp with slope i S ⁄ C as shown in Figure 1. Since the switch closes at t = 0 . Network for Example 1.17.6 Solution: The current through the capacitor is i C ( t ) = i S = cons tan t .

Fourth Edition Copyright © Orchard Publications . 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. is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t (1. Area = 1 × τ = τ = t 1 τ t Figure 1. we define u 1 ( t ) as 0 u1 ( t ) = t t<0 t≥0 (1.e. d ---. integrating u 0 ( t ) twice and multiplying by 2 .23) by considering the area under the unit step function u 0 ( t ) from – ∞ to t as shown in Figure 1. 0 u3 ( t ) = 3 t 0 un ( t ) = n t or u3 ( t ) = 3 (1..23) where τ is a dummy variable. Area under the unit step function from – ∞ to t Therefore.Chapter 1 Elementary Signals 1.28) Also.27) and in general. i. denoted as u 1 ( t ) .25) Higher order functions of t can be generated by repeated integration of the unit step function. 1−10 Signals and Systems with MATLAB Computing and Simulink Modeling. We can evaluate the integral of (1.18.26) Similarly.3 The Unit Ramp Function u 1 ( t ) The unit ramp function.24) Since u 1 ( t ) is the integral of u 0 ( t ) .18. For example. then u 0 ( t ) must be the derivative of u 1 ( t ) .u ( t ) = u0 ( t ) dt 1 (1. or un ( t ) = 3 ∫– ∞ u n – 1 ( τ ) d τ (1.

34) δ ( t ) = 0 for all t ≠ 0 Signals and Systems with MATLAB Computing and Simulink Modeling.7 In the network of Figure 1. Network for Example 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 .19.30) (1.31) and since the switch closes at t = 0 . as we know. The derivative of the unit step function is defined in the next section. u 0 ( t ) is constant ( 0 or 1 ) for all time except at t = 0 where it is discontinuous.30) as d -u (t) v L ( t ) = Li S ---dt 0 (1. 1.The Delta Function 1d -u (t) .4 The Delta Function δ ( t ) The unit impulse or delta function. denoted as δ ( t ) .19. is the derivative of the unit step u 0 ( t ) . Express the inductor current i L ( t ) in terms of the unit step function. we can write (1. It is also defined as and ∫– ∞ δ ( τ ) d τ t = u0 ( t ) (1. Fourth Edition Copyright © Orchard Publications 1−11 .7 Solution: The voltage across the inductor is di L v L ( t ) = L ------dt (1. R t = 0 iL ( t ) vL ( t ) L − + iS Figure 1. Since the derivative of any constant is zero.33) (1.29) Example 1.---u n – 1 ( t ) = -n dt n (1. iL ( t ) = iS u0 ( t ) Therefore.32) But.

37) (1. when a = 0 . Therefore. Representation of the unit step as a limit The function of Figure 1. Fourth Edition Copyright © Orchard Publications .20 (a).38).20 (b) is the derivative of Figure 1. Two useful properties of the delta function are the sampling property and the sifting property. f ( t )δ ( t ) = f ( 0 )δ ( t ) that is. f ( t )δ ( t ) = 0 for t < 0 and t > 0 (1.Chapter 1 Elementary Signals To better understand the delta function δ ( t ) . where we see that as ε → 0 . in the limit.20 (a). but the area of the rectangle remains 1 . 1 ⁄ 2 ε becomes unbounded. we can think of δ ( t ) as approaching a very large spike or impulse at the origin. zero width. Figure 1. 1. and area equal to 1 .37) over the interval – ∞ to t and using (1. Proof: Since δ ( t ) = 0 for t < 0 and t > 0 then.35) (1. let us represent the unit step u 0 ( t ) as shown in Figure 1.36) or. The study of discrete−time systems is based on this property.4.20. we obtain 1−12 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 −ε Area =1 −ε 0 ε 0 Figure (a) ε t 1 2ε Figure (b) t Figure 1.20 (a) becomes the unit step as ε → 0 . with unbounded amplitude.38) We rewrite f ( t ) as f(t) = f(0) + [f(t) – f(0)] Integrating (1.1 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. 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.

43) that is. Fourth Edition Copyright © Orchard Publications 1−13 .4.40) The second integral of the right side of (1.44) We will use integration by parts to evaluate this integral.39) contains the constant term f ( 0 ) . (1.42) 1.39) reduces to t f ( 0 )δ ( τ ) dτ = f ( 0 ) ∫– ∞ δ ( τ ) d τ (1. Proof: Let us consider the integral ∫a f ( t )δ ( t – α ) dt b where a < α < b (1.45) and integrating both sides we obtain Signals and Systems with MATLAB Computing and Simulink Modeling. We recall from the derivative of products that d ( xy ) = xdy + ydx or xdy = d ( xy ) – ydx (1. this can be written outside the integral. we obtain f ( t )δ ( t ) = f ( 0 )δ ( t ) Sampling Property of δ ( t ) (1.2 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. and integrate from – ∞ to + ∞ . we will obtain the value of f ( t ) evaluated at t = α . that is.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. ∫– ∞ and Therefore. and replacing τ with t .41).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 (1.39) The first integral on the right side of (1. if we multiply any function f ( t ) by δ ( t – α ) .41) Differentiating both sides of (1.

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 .[f( t) ] f ( t )δ ( t – α ) dt = ( – 1 ) ------n –∞ dt ∞ n (1.5 Higher Order Delta Functions An nth-order delta function is defined as the nth derivative of u 0 ( t ) .48) ∫–∞ f ( t )δ ( t – α ) dt = f ( α ) Sifting Property of δ ( t ) 1. Fourth Edition Copyright © Orchard Publications . then. we let x = f ( t ) . and therefore.47) reduces to f ( b ) . We can now rewrite (1.46) Now.51) t=α 1−14 Signals and Systems with MATLAB Computing and Simulink Modeling. and thus the first term of the right side of (1. that is. δ n -[u (t)] δ ( t ) = ---dt 0 n (1.49) The function δ' ( t ) is called doublet. we can show that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) (1. therefore.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 < ∞ ∞ . we can replace the lower limit of integration a by α . u 0 ( t – α ) = 0 for α < a .44). and so on. 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. y = u 0 ( t – α ) . Also.Chapter 1 Elementary Signals ∫ x dy = xy – y dx ∫ (1. δ'' ( t ) is called triplet.47) We have assumed that a < α < b . dx = f ′( t ) .50) Also. the integral on the right side is zero for α < a . By a procedure similar to the derivation of the sampling property of the delta function. we obtain (1. By substitution into (1.

Signals and Systems with MATLAB Computing and Simulink Modeling. Using the result of part (a). f ( t ) = 3t and a = 1 . t δ' ( t – 3 ) = t 2 2 t=3 d. Fourth Edition Copyright © Orchard Publications 1−15 . for this example. t δ' ( t – 3 ) 2 a. we use the relation f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) Then. Then. The sifting property states that α = 2 . f ( t ) = t and b.Higher Order Delta Functions Example 1.21 as a sum of unit step functions for the time interval – 1 < t < 7 s .8 Evaluate the following expressions: a. Solution: ∫ – ∞ t δ ( t – 2 ) dt ∞ c. compute the derivative of v ( t ) and sketch its waveform.2 δ' ( t – 3 ) – ---t dt t=3 δ ( t – 3 ) = 9 δ' ( t – 3 ) – 6 δ ( t – 3 ) Example 1. therefore.9 a. The sampling property states that f ( t )δ ( t – a ) = f ( a )δ ( t – a ) For this example. 3t δ ( t – 1 ) 4 b. 4 3t δ ( t – 1 ) = { 3t 4 4 t=1 }δ ( t – 1 ) = 3 δ ( t – 1 ) = f ( α ) . b. The given expression contains the doublet. Then. For this example. ∞ ∫–∞ f ( t )δ ( t – α ) dt ∞ ∫–∞ t δ ( t – 2 ) dt = f ( 2 ) = t t = 2 = 2 c. Express the voltage waveform v ( t ) shown in Figure 1.

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. 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. Waveform for Example 1. Fourth Edition Copyright © Orchard Publications . 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 1.22. we obtain 1−16 Signals and Systems with MATLAB Computing and Simulink Modeling. we express v ( t ) in terms of the unit step function u 0 ( t ) . Equations for the linear segments of Figure 1.9 Solution: a.52) Multiplying and collecting like terms in (1.22.21 Next.52).21. We begin with the derivation of the equations for the linear segments of the given waveform as shown in Figure 1.

The derivative of v ( t ) is dv ----. we obtain dv ----.54) The plot of dv ⁄ dt is shown in Figure 1. Also. and t = 7 . δ ( t – 1 ) = 0 . Therefore. we observe that discontinuities occur only at t = – 1 . by application of the sampling property.23. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 1−17 .= 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 ) (1.53) From the given waveform. and the terms that contain these delta functions vanish.= 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. and δ ( t – 5 ) = 0 . t = 2 . δ ( t – 4 ) = 0 . 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.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.53).

21 We observe that a negative spike of magnitude 2 occurs at t = – 1 . please refer to Introduction to Simulink with Engineering Applications. Fourth Edition Copyright © Orchard Publications . It would be interesting to observe the given signal and its derivative on the Scope block of the Simulink* model of Figure 1. and t = 7 .24. These spikes occur because of the discontinuities at these points. and two positive spikes of magnitude 1 occur at t = 2 . * A brief introduction to Simulink is presented in Appendix B.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. Plot of the derivative of the waveform of Figure 1. Simulink model for Example 1.24.9 The waveform created by the Signal Builder block is shown in Figure 1.23. For a detailed procedure for generating piece-wise linear functions with Simulink’s Signal Builder block.25. Figure 1.25. They are shown in Figure 1. ISBN 0−9744239−7−1 1−18 Signals and Systems with MATLAB Computing and Simulink Modeling.

2. Initially. 4. That line segment is now shown as a thick line indicating that it is selected. 5. From the Sources library. and the Scope block into this model.25 and Simulink appends the . We save it with the name Figure_1.5.5.24 The waveform in Figure 1. the name Untitled appears on the top of this new model. and Max time: 8. We also drag the Derivative block from the Continuous library. 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. We double−click on the Signal Builder block in Figure 1. To deselect it. we press the Esc key. To select a particular point. Piece−wise linear waveform for the Signal Builder block in Figure 1. we click on the y−axis and we enter Minimum: −2. we drag the Signal Builder block into this new model. To select a line segment. we position the mouse cursor over that point and we left−click. A circle is drawn around that point to indicate that it is selected.25.24. Signals and Systems with MATLAB Computing and Simulink Modeling. the Bus Creator block from the Commonly Used Blocks library. and we interconnect these blocks as shown in Figure 1.Higher Order Delta Functions Figure 1.25 is created with the following procedure: 1. Likewise we right−click anywhere on the plot and we specify the Change Time Range at Min time: −2. and Maximum: 3. Fourth Edition Copyright © Orchard Publications 1−19 . we left−click on that segment.mdl extension to it. and on the plot which appears as a square pulse. 3.24.

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. To drag a line segment to a new position.26. 9. Fourth Edition Copyright © Orchard Publications . we can move that point in a direction parallel to the x−axis. and t = 7 . Their use is illustrated with the examples below. we select that point. are clearly shown in Figure 1.24 The two positive spikes that occur at t = 2 . 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. Then.Chapter 1 Elementary Signals 6. Figure 1. 7. and the delta functions. 8. We can then reshape the given waveform by specifying the Time (T) and Amplitude (Y) points. and the cursor changes to a circle indicating that we can drag that point. and the delta function δ ( t ) is referred to as Dirac(t). To drag a point along the x−axis. and we hold down the Shift key while dragging that point. 1−20 Signals and Systems with MATLAB Computing and Simulink Modeling. To drag a point along the y−axis. we move the mouse cursor over that point. syms k a t. These are denoted by the names of the mathematicians who used them in their work. The unit step function u 0 ( t ) is referred to as Heaviside(t). MATLAB* has built-in functions for the unit step.26. we place the mouse cursor over that line segment and the cursor shape shows the position in which we can drag the segment. Waveforms for the Simulink model of Figure 1.

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.

denoted as δ ( t ) . • The unit ramp function. 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. 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. Fourth Edition Copyright © Orchard Publications .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. 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. is the derivative of the unit step u 0 ( t ) . denoted as u 1 ( t ) .

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

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

5 δ t – -δ t – - 6 6 6 6 π -δt – π δt – π -- = cos --- = 0 4 2 4 1 π = 1 . sin t δ t – - 6 t = π⁄6 π π = sin π --δt – π -- = 0.= sin t 2 t = π⁄2 d 2 1 π ---. π = sin t a. Fourth Edition Copyright © Orchard Publications 1−25 . ∫–∞ f ( t )δ ( t – α ) dt ∞ = f ( α ) . We recall that the sampling property states that f ( t )δ ( t – a ) = f ( a )δ ( t – 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.– .( 1 + cos π )δ t – π -- = 0 -- = -δ t – - 2 2 2 2 2 t =π⁄2 t–π -- = cos 2t b. a.δt – π tan --. Thus.( 1 – cos 2t ) = -2 1 π . ∫– ∞ t e ∞ 2 –t δ ( t – 2 ) dt = t e 2 –t t=2 = 4e –2 = 0. = δ t – -δ t – - 8 8 4 8 We recall that the sampling property states that e.– sin 2t δ t – - 2 π δ t – - 2 1 1 π π .( 1 + cos 2t ) t – -c. cos 2t δ 4 2 t = π⁄4 π = -. For part (f) we apply the sampling property of the doublet.( 1 – 1 )δ t – π -. cos t δ 2 2 1 π = d.( 1 + 1 )δ 1 t – π .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 . tan 2t δ t – -tan 2t 8 t = π⁄8 π π π = . – sin πδ t – - 2 2 2 2 2. 2 1 2 π sin t δ t – -.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. Thus.= δ t – -= --.sin t δ t – - 2 dt t = π⁄2 t = π⁄2 π δ t – - 2 t = π⁄2 f.

Therefore. δ ( t ) = 0 and δ ( t – 7 ) = 0 . Also. t = 3 . and t = 5 . 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. – 2t – 2t – 2t – 2t dv ----.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.= – 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 . 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. Fourth Edition Copyright © Orchard Publications .

1) L –1 1{ F ( s ) } = f ( t ) = ------2πj F ( s ) e ds –1 st (2.Chapter 2 The Laplace Transformation T his chapter begins with an introduction to the Laplace transformation. s = σ + j ω . that is. say t = t 0 = 0 .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. Fourth Edition Copyright © Orchard Publications 2−1 .1) and (2.4) The Laplace Transform of (2. definitions. and since the initial conditions are generally known. and concludes with the derivation of the Laplace transforms of common waveforms. and imaginary part ω . that is.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 ) .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. 2. the two−sided Laplace transform pair of (2. we are concerned with values of time t greater than some reference time. In most problems. and s is a complex variable whose real part is σ . The initial value and final value theorems are also discussed and proved. if Signals and Systems with MATLAB Computing and Simulink Modeling.3) has meaning only if the integral converges (reaches a limit). and properties of the Laplace transformation. It continues with the derivation of the Laplace transform of common functions of time.

4) involves contour integration in the complex plane. it will not be attempted in this chapter. and thus the con- The term e in the integral of (2. Therefore.7) Fortunately.6) = 1 . i.3) converges. in most engineering applications the functions f ( t ) are of exponential order*. e dition for convergence becomes ∫0 f ( t ) e ∞ –σ t dt < ∞ (2.8).1 through 2.9) where Re { s } denotes the real part of the complex variable s .4) to obtain the Inverse Laplace transform. ∫0 f(t)e –σ t dt < ∫0 ∞ ke σ0 t –σ t e dt (2. we will denote transformation from the time domain to the complex frequency domain. as f(t) ⇔ F(s) (2. and thus there is no need to use (2. Then.2.. we conclude that if f ( t ) is of exponential order. we can express (2.e.2 Properties and Theorems of the Laplace Transform The most common properties and theorems of the Laplace transform are presented in Subsections 2.Chapter 2 The Laplace Transformation ∫0 f ( t ) e ∫0 f ( t ) e –j ω t ∞ ∞ ∞ – st dt < ∞ (2.6) has magnitude of unity. we rewrite (2. and vice versa. In our subsequent discussion. We will see in the next chapter that many Laplace transforms can be inverted with the use of a few standard pairs. Fourth Edition Copyright © Orchard Publications . and thus. σ0 t * A function f ( t ) is said to be of exponential order if f ( t ) < ke for all t ≥ 0 . converges if σ > σ 0 .5) as –σ t –j ω t e dt < ∞ –j ω t (2.10) 2. L { f ( t ) } exists if Re { s } = σ > σ 0 (2.2. 2−2 Signals and Systems with MATLAB Computing and Simulink Modeling.13 below.8) and we see that the integral on the right side of the inequality sign in (2. Evaluation of the integral of (2.7) as.5) To determine the conditions that will ensure us that the integral of (2.

2. f ( t – a ) u0 ( t – a ) ⇔ e – as F(s) ∞ (2. c 2 .1 Linearity Property The linearity property states that if f 1 ( t ).13) Now. the second integral on the right side of (2. c n are arbitrary constants. F n ( s ) respectively. f 2 ( t ). c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) ⇔ c 1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) (2. 2. …. then. we let t – a = τ . and c 1 .12) – st Proof: L { f ( t – a ) u0 ( t – a ) } = ∫0 a 0e – st dt + ∫ a f( t – a )e dt (2. corresponds to multiplication by e – as in the complex frequency domain. Thus.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. …. Fourth Edition Copyright © Orchard Publications 2−3 . t = τ + a and dt = d τ . f n ( t ) have Laplace transforms F 1 ( s ).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 . With these substitutions and with a → 0 .2 Time Shifting Property The time shifting property states that a right shift in the time domain by a units. …. then. F 2 ( s ).Properties and Theorems of the Laplace Transform 2.2.

− 2. Thus. we obtain L { f ( at ) } = ∫0 ∞ f(τ )e –s ( τ ⁄ a ) 1 τ . then.= -d a a ∫0 f ( τ ) e –( s ⁄ a ) τ 1 s -F d ( τ ) = -a a Note 3: Generally.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 . this multiplication will produce a shift of the s variable in the complex frequency domain by a units. Fourth Edition Copyright © Orchard Publications .15) Proof: L { f ( at ) } = ∫0 f ( at ) e ∞ ∞ – st dt and letting t = τ ⁄ a . the scaling property states that 1 s -F f ( at ) ⇔ -a a (2.2. we simply interpret f ( 0 ) as f ( 0 ) . the function f ( t ) after scaling the time axis.Chapter 2 The Laplace Transformation 2. Thus.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. e – at – at f(t) ⇔ F(s + a ) – st (2.2. − 2−4 Signals and Systems with MATLAB Computing and Simulink Modeling. becomes f ( at ) . Thus. If it is known that no such discontinuity exists at t = 0− . 2.4 Scaling Property Let a be an arbitrary positive constant.2. the initial value of f ( t ) is taken at t = 0 − to include any discontinuity that may be present at t = 0 . minus the initial value of f ( t ) at t = 0 .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.

we let d . u = f ( t ) . Then. Then. 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 ------.19) and in general d ------.19) and (2. 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.f ( t ) ⇔ s 2 F ( s ) – sf ( 0 − ) – f ' ( 0 − ) 2 dt d3 ------.Properties and Theorems of the Laplace Transform d− f ' ( t ) = ---f ( t ) ⇔ sF ( s ) – f ( 0 ) dt (2.20) To prove (2.f ( t ) ⇔ s n F ( s ) – sn – 1 f ( 0− ) – sn – 2 f ' ( 0− ) – … – f n dt n n–1 (0 ) − (2.f(t) g ( t ) = f ' ( t ) = ---dt and as we found above. and thus f(t)e − .20) can be proved by similar procedures. Fourth Edition Copyright © Orchard Publications 2−5 . Signals and Systems with MATLAB Computing and Simulink Modeling.f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt (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 (2.17) .18) (2.18).

dx . we obtain d d ---. f '' ( 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. also divided by s .F(s ) tf ( t ) ⇔ – ---ds (2. Fourth Edition Copyright © Orchard Publications . and so on. corresponds to multiplication of f ( t ) by t in the time domain. 2. ∫a ---------------∂( α ) ∂( x. In other words. That is. f ' ( 0 − ). * This rule states that if a function of a parameter α is defined by the equation F ( α ) = b ∫a f ( x.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 − . and the partial derivative dF ∂f ⁄ ∂α exists and it is continuous.2. α ) 2−6 Signals and Systems with MATLAB Computing and Simulink Modeling. α ) dx b where f is some known function of integration x and the parameter α . when all initial conditions are zero. a and b are constants independent of x and α .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.Chapter 2 The Laplace Transformation We must remember that the terms f ( 0 − ).6 Differentiation in Complex Frequency Domain Property This property states that differentiation in complex frequency domain and multiplication by minus one. n nd -F(s) t f ( t ) ⇔ ( – 1 ) ------n ds n (2.2. then -----. this corresponds to F ( s ) multiplied by s to the nth power. represent the initial conditions. Therefore. and we differentiate a time function f ( t ) n times. 2.22) The proof for n ≥ 2 follows by taking the second and higher−order derivatives of F ( s ) with respect to s .= dα . d .

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

i. Fourth Edition Copyright © Orchard Publications .8 Integration in Complex Frequency Domain Property This property states that integration in complex frequency domain with respect to s corresponds to (t) -------. 3. division of a time function f ( t ) by the variable t .26) and the proof of (2. Thus.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.25) and (2. 2. … we obtain the transform pair 2−8 Signals and Systems with MATLAB Computing and Simulink Modeling. that is. if we let f ( t ) be a periodic function with period T . 2. Thus..exists.27) Proof: F(s) = dt Integrating both sides from s to ∞ .⇔ t ∫s F ( s ) ds ∫0 f ( t ) e ∞ ∞ ∞ – st ∞ (2.e. we interchange the order of integration. f ( t ) = f ( t + nT ) .2. 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 . for n = 1. we obtain ∫s ∫s ∫s ∞ ∞ F ( s ) ds = ∫s ∫0 f ( t ) e ∫0 ∫ s ∞ ∞ – st dt ds Next.26).23) follows from (2.2. 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.Chapter 2 The Laplace Transformation L ∫ F(s) f ( τ ) d τ = ---------s 0 t (2.

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 → ∞ . t→0 lim f ( t ) = lim sF ( s ) = f ( 0 ) s→∞ − (2. The areas under each period of f ( t ) are equal.Properties and Theorems of the Laplace Transform dt f ( t + nT ) ⇔ ----------------------------– sT 1–e ∫0 f ( t ) e T – st (2.e.30) reduces to f(τ)e dτ L { f ( τ ) } = --------------------------------– sT 1–e ∫0 T –s τ 2. that is. and thus the upper and lower limits of integration are the same for each integral..29) as L {f(τ)} = (1 + e – sT +e – 2sT + …) ∫0 f ( τ ) e –s τ dτ (2.28) 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.32) Signals and Systems with MATLAB Computing and Simulink Modeling. in the second t = τ + T .31) we find that expression (2.30) By application of the binomial theorem. Fourth Edition Copyright © Orchard Publications 2−9 . in the third t = τ + 2T . we can write (2. 2 3 1 1 + a + a + a + … = ---------1–a (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. Then.29) Since the function is periodic. f ( τ ) = f ( τ + T ) = f ( τ + 2T ) = … = f ( τ + nT ) . i. and so on. we let t = τ .2.That is.

Fourth Edition Copyright © Orchard Publications . we obtain lim [ sF ( s ) – f ( 0 ) ] = lim − s→∞ s→∞ ∫ ----.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt or 2−10 Signals and Systems with MATLAB Computing and Simulink Modeling. then.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 .Chapter 2 The Laplace Transformation Proof: From the time domain differentiation property.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.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 . t→∞ lim f ( t ) = lim sF ( s ) = f ( ∞ ) s→0 (2.2. That is. we obtain s→∞ lim [ sF ( s ) – f ( 0 ) ] = lim − ---.f ( t ) = sF ( s ) – f ( 0 − ) = L --- dt ∫0 ∞ d ---.33) Proof: From the time domain differentiation property. d ---.f ( t ) e –st dt dt Taking the limit of both sides by letting s → ∞ . letting s → 0 . d ---.

f ( t ) = sF ( s ) – f ( 0 − ) = L --- dt ∫0 ∞ d ---.Properties and Theorems of the Laplace Transform d . Convolution is discussed in detail in Chapter 6.2.f ( t ) dt = lim dt T→∞ ε→0 ∫ε f ( t ) T = lim [ f ( T ) – f ( ε ) ] = f ( ∞ ) – f ( 0 ) T→∞ ε→0 − Therefore. and by definition.34) * Convolution is the process of overlapping two time functions f 1 ( t ) and f 2 ( t ) . f 1 ( t ) *f 2 ( t ) ⇔ F 1 ( s ) F 2 ( s ) (2. since it reduces to s→0 s→0 lim e = 1 lim [ sF ( s ) – f ( 0 ) ] = lim − ∫ T→∞ ε ε→0 T d ---. the expression above is written as s→0 lim [ sF ( s ) – f ( 0 ) ] = lim − . 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 ) . ∫– ∞ f 1 ( τ ) f 2 ( t – τ ) d τ ∞ where τ is a dummy Signals and Systems with MATLAB Computing and Simulink Modeling.12 Convolution in Time Domain Property Convolution* in the time domain corresponds to multiplication in the complex frequency domain. 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. we obtain lim [ sF ( s ) – f ( 0 ) ] = lim − s→0 s→0 . f 1 ( t ) *f 2 ( t ) = variable.f ( t ) e –st dt dt Taking the limit of both sides by letting s → 0 . s→0 lim sF ( s ) = f ( ∞ ) 2.f(t) ∫ ---dt T→∞ ε ε→0 – st T d s→0 lim e – st dt Also. that is.

2) is 1 f 1 ( t ) = ------2πj F1 ( µ ) e d µ µt by substitution into (2. 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 ) .F ( s ) *F 2 ( s ) f 1 ( t ) f 2 ( t ) ⇔ ------2πj 1 L { f1 ( t ) f2 ( t ) } = (2.36) ∫0 f 1 ( t ) f 2 ( t ) e ∫σ – j ω σ + jω ∞ – st dt (2. Fourth Edition Copyright © Orchard Publications .37) and recalling that the Inverse Laplace transform from (2. the Laplace transform pairs and theorems are summarized in Table 2.37). Proof: 1 . t = λ + τ . 2−12 Signals and Systems with MATLAB Computing and Simulink Modeling. and dt = d λ . Then. corresponds to multiplication in the time domain.1. then.35).13 Convolution in Complex Frequency Domain Property Convolution in the complex frequency domain divided by 1 ⁄ 2 π j . by substitution into (2.2. 1 L { f 1 ( t ) f 2 ( t ) } = ------2πj ∫σ – j ω F 1 ( µ ) F 2 ( s – µ ) d µ σ + jω 1 . therefore.35) ∫0 f 1 ( τ ) ∫0 f 2 ( t – τ ) e ∫0 ∞ dt d τ We let t – τ = λ . 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.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.F ( s ) *F 2 ( s ) = ------2πj 1 For easy reference. That is.

20) Frequency 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. Fourth Edition Copyright © Orchard Publications 2−13 .18) through (2.1 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 (2.22) 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 – ---.

that is.Chapter 2 The Laplace Transformation 2.3.39) u = t and dv = e –e du = 1 and v = ---------s * This condition was established in relation (2. we have obtained the transform pair 1 u 0 ( t ) ⇔ -s (2.2 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. = uv – v du – st ∫ (2. we will derive the Laplace transform of common functions of time.3.3 The Laplace Transform of Common Functions of Time In this section.1 The Laplace Transform of the Unit Step Function u 0 ( t ) We begin with the definition of the Laplace transform.3. 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. They are presented in Subsections 2.9).1 through 2.3.38) for Re { s } = σ > 0 .* 2. Fourth Edition Copyright © Orchard Publications . Page 2−2. 2. – st 2−14 Signals and Systems with MATLAB Computing and Simulink Modeling.11 below.

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 . say a. such as ---------g(x) f( x ) around this problem. To work Often.40) 0 Since the upper limit of integration in (2.– L { t } = -----------s 0 – st ∞ ∫0 ∞ – e .f ( x ) ⁄ ----.= lim --------------.= lim -------. that is.– e ---------------2 s s s – st – st – st ∞ (2.dt = -----------–t e . if it exists.g ( x ) lim ---------.= 0 st st t→∞ e t→∞ d t → ∞ se st (e ) dt 1Evaluating the second term of (2.40). Signals and Systems with MATLAB Computing and Simulink Modeling. 2. and if the limit ----dx dx x→a d d f(x) . we use x→a g(x) ddf ( x ) ⁄ ----g ( x ) as x approaches a exists.39).40) produces an indeterminate form. and we wish to find this limit. b. L’Hôpital’s rule which states that if f ( a ) = g ( a ) = 0 .. –t e . To find this limit.3 The Laplace Transform of t u0 ( t ) n Before deriving the Laplace transform of this function.= lim ---- dx g( x) x → a dx † Improper integrals are two types and these are: a. we consider the limit lim ---------. we have obtained the transform pair 1 t ⇔ --s2 (2. results in an indeterminate form.3. ∫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. the ratio of two functions.The Laplace Transform of Common Functions of Time By substitution into (2.. then. we obtain L { t } = --2 s Thus. for some value of x. we apply L’ Hôpital’s rule*. Fourth Edition Copyright © Orchard Publications 2−15 . lim te – st t→∞ d (t) t dt 1 = lim ----.41) for σ > 0 . It is defined as * f( x) .

in (2.= lim -----------------------------------.Chapter 2 The Laplace Transformation Γ(n) = ∫0 x ∞ n – 1 –x e dx (2.= 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. we have Γ(n) = ∫0 ∞ x n – 1 –x 1 e dx = -n ∫0 x e ∞ n –x dx (2. Thus.43) reduces to 1 Γ ( n ) = -n ∫0 x e ∞ n –x dx and with (2.= … 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 .42) we let u = e –x and dv = x n–1 Then. d n –x n m m x dx dx x e .= lim ------------------. This can be proved with L’ Hôpital’s rule by differentiating both numerator and denominator m times.44) By comparing the integrals in (2. and its relation to the well known factorial function n! = n ( n – 1 ) ( n – 2 ) ⋅ ⋅ 3 ⋅ 2 ⋅ 1 The integral of (2.42).= lim ------lim -----------.43) vanishes at the lower limit x = 0 .42) is written as x e Γ ( n ) = -----------n n –x ∞ 1 + -n x=0 ∫0 x e ∞ n –x dx (2. (2. It also vanishes at the upper limit as x → ∞ . Fourth Edition Copyright © Orchard Publications .42) can be evaluated by performing integration by parts.42) We will now derive the basic properties of the gamma function. –x ---du = – e dx and v = x n n and (2. where m ≥ n .43) With the condition that n > 0 . Then.44). we observe that 2−16 Signals and Systems with MATLAB Computing and Simulink Modeling. the first term on the right side of (2.

and thus dt = dy ⁄ s .46). From (2. 3.42) yields Γ(1) = ∫0 ∞ e dx = – e –x –x ∞ 0 = 1 (2.51) as L { t u0 t } = n ∫0 ∞ n 1y -.50) is a noteworthy relation.46) It is convenient to use (2. we let st = y .50) The formula of (2. we obtain Γ(2) = 1 ⋅ Γ(1) = 1 Γ ( 3 ) = 2 ⋅ Γ ( 2 ) = 2 ⋅ 1 = 2! (2. 2.47) and thus we have obtained the important relation. we have obtained the transform pair Signals and Systems with MATLAB Computing and Simulink Modeling. and (2.45). 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 . we see that Γ ( n ) becomes infinite as n → 0 . (2.45) or nΓ(n) = Γ(n + 1) (2. n L { t u0 t } = n ∫0 t ∞ n – st e dt (2. … Γ ( 4 ) = 3 ⋅ Γ ( 3 ) = 3 ⋅ 2 = 3! Γ ( n + 1 ) = n! (2.49) and in general for n = 1. that is. Fourth Edition Copyright © Orchard Publications 2−17 . For n = 1 .= ---------n+1 n+1 s s Therefore.51) To make this integral resemble the integral of the gamma function. we rewrite (2. = ---------n+1 s s s ∫0 y e ∞ n –y Γ(n + 1) n! dy = ------------------.48) From the recurring relation of (2. or t = y ⁄ s .The Laplace Transform of Common Functions of Time (n + 1) Γ(n) = Γ -------------------n (2.46) for n > 0 . e–y d y -.45) for n < 0 . Now. Γ(1) = 1 (2.

* The sifting property of the δ ( t ) is described in Subsection 1. Fourth Edition Copyright © Orchard Publications .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. we obtain L {δ(t – a)} = ∫0 δ ( t – a ) e – as ∞ dt = e – as Thus.Chapter 2 The Laplace Transformation n! n t u 0 ( t ) ⇔ ---------n+1 s (2.53) for all σ .* we obtain L { δ ( t )} = ∫0 δ ( t ) e δ(t) ⇔ 1 ∞ dt = e –s ( 0 ) = 1 Thus. 2. 2.3. Page 1−13. we have the transform pair (2. Chapter 1.52) for positive integers of n and σ > 0 . 2−18 Signals and Systems with MATLAB Computing and Simulink Modeling.54) for σ > 0 . we have the transform pair δ(t – a) ⇔ e (2.4.4 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. using the sifting property of the delta function.3.

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 .3.59) for σ > – a .52).The Laplace Transform of Common Functions of Time 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. and σ > – a . we will use the transform pair of (2.7 The Laplace Transform of t e u 0 ( t ) For this derivation. n! n t u 0 ( t ) ⇔ ---------n+1 s n – at (2.56) and the frequency shifting property of (2.57) Then.60) and in general. we obtain the transform pair t e n – at n! u 0 ( t ) ⇔ -----------------------n+1 (s + a) (2. Fourth Edition Copyright © Orchard Publications 2−19 . e – at f(t) ⇔ F(s + a ) (2. that is.14). For n = 2 . for n = 1 .55) for σ > – a .3. replacing s with s + a in (2.e dt = – --------- s+a 0 1 = ---------s+a Thus.58) where n is a positive integer. Thus. Signals and Systems with MATLAB Computing and Simulink Modeling. we obtain the transform t e 2 – at 2! u 0 ( t ) ⇔ ----------------3 (s + a) (2.56).. i.e. 2.

3.62) for σ > 0 . 2.= ---------------2 2 2 2 2 2 s +ω s +ω s +ω Thus.Chapter 2 The Laplace Transformation t e n – at n! u 0 ( t ) ⇔ -----------------------n+1 (s + a) (2. 1L [ sin ω tu 0 ( t ) ] = ---j2 1 .j ω t – j ω t 1– at This can also be derived from sin ω t = ---(e –e ) . and the use of (2.8 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. Fourth Edition Copyright © Orchard Publications .55) where e u 0 ( t ) ⇔ ---------.61) for σ > – a .+ ---------------.3. we have obtained the transform pair ω sin ω t u 0 t ⇔ ---------------2 2 s +ω (2.9 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. 2. By the linearity property.– -------------1 = ----------------ω ------------ s – j ω s + j ω s2 + ω2 j2 s+a 2−20 Signals and Systems with MATLAB Computing and Simulink Modeling. the sum of these terms corresponds to the sum of their Laplace transforms. 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 ) ------------------------------------------------------------. Therefore.

that is. Fourth Edition Copyright © Orchard Publications 2−21 . e – at f(t) ⇔ F(s + a ) (2.( e j ω t + e – j ω t ) and the linearity property.14).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. We can also use the transform pair ---f ( t ) ⇔ sF ( s ) – f ( 0 ) . 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 . we have the fransform pair s cos ω t u 0 t ⇔ ---------------2 2 s +ω (2.63) for σ > 0 .64) we replace s with s + a .62). ω sin ω tu 0 t ⇔ ---------------2 2 s +ω – at Using the frequency shifting property of (2.= ---------------s e ------------------------------------------------------------. * 1 .The Laplace Transform of Common Functions of Time and from tables of integrals* ∫ Then.16).65) for σ > 0 and a > 0 . and we obtain e – at ω sin ω t u 0 ( t ) ⇔ -----------------------------2 2 (s + a) + ω (2. 2.10 The Laplace Transform of e sin ω t u 0 ( t ) From (2.3. this is the time dt differentiation property of (2. Applying this transform pair for this derivation.L ---.+ ---------------2 2 2 2 2 2 s +ω s +ω s +ω Thus. 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. we obtain 1 d1 d1 ω s .---.

Chapter 2 The Laplace Transformation 2.3.14). TABLE 2. For easy reference. s cos ω t u 0 ( t ) ⇔ ---------------2 2 s +ω and using the frequency shifting property of (2. we replace s with s + a .63).66) for σ > 0 and a > 0 .2. we have summarized the above derivations in Table 2. and we obtain e – at s+a cos ω t u 0 ( t ) ⇔ -----------------------------2 2 (s + a) + ω (2. Fourth Edition Copyright © Orchard Publications .11 The Laplace Transform of e –at cos ω t u 0 ( t ) From (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.

Fourth Edition Copyright © Orchard Publications 2−23 .4.4.The Laplace Transform of Common Waveforms 2.2.1 The Laplace Transform of a Pulse The waveform of a pulse.67) fP ( t ) = A [ u0 ( t ) – u0 ( t – a ) ] From Table 2. f ( t – a ) u0 ( t – a ) ⇔ e – as t F(s) and from Table 2.2 The Laplace Transform of a Linear Segment The waveform of a linear segment. Signals and Systems with MATLAB Computing and Simulink Modeling. the Laplace transform of the pulse of Figure 2. Page 2−13. is shown in Figure 2. denoted as f L ( t ) .4. Waveform for a pulse We first express the given waveform as a sum of unit step functions as we’ve learned in Chapter 1.1. denoted as f P ( t ) .1.4 The Laplace Transform of Common Waveforms In this section.1 is A . in accordance with the linearity property. we will present procedures for deriving the Laplace transform of common waveforms using the transform pairs of Tables 1 and 2.4. Page 2−22 u0 ( t ) ⇔ 1 ⁄ s Thus. 2. Then.2. The derivations are described in Subsections 2.( 1 – e –as ) A [ u 0 ( t ) – u 0 ( t – a ) ] ⇔ --s s s 2. (2. Au 0 ( t ) ⇔ A ⁄ s and Au 0 ( t – a ) ⇔ e – as A --s Then.1 through 2.5 below.– e –as A ---=A --. fP ( t ) A a 0 Figure 2.1. is shown in Figure 2.

Page 2−13.3. Page 2−22. f ( t – a ) u0 ( t – a ) ⇔ e – as F(s) and from Table 2.3.4.5. fL ( t ) 1 0 1 2 t–1 t Figure 2.4. Waveform for a linear segment We must first derive the equation of the linear segment. Triangular waveform The equations of the linear segments are shown in Figure 2. 1tu 0 ( t ) ⇔ --2 s Therefore.1. denoted as f T ( t ) .4.68) 2. 2−24 Signals and Systems with MATLAB Computing and Simulink Modeling. fT ( t ) 1 0 1 2 t Figure 2. Waveform for a linear segment with the equation that describes it Next.2. is shown in 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 2.2 is –s 1 ( t – 1 ) u 0 ( t – 1 ) ⇔ e --s2 (2.3 The Laplace Transform of a Triangular Waveform The waveform of a triangular waveform. the Laplace transform of the linear segment of Figure 2.2.Chapter 2 The Laplace Transformation fL ( t ) 1 0 1 2 t Figure 2. This is shown in Figure 2. Fourth Edition Copyright © Orchard Publications .

The Laplace Transform of Common Waveforms fT ( t ) 1 t 0 1 –t+2 2 t Figure 2. 1– 2s 1 1.69) 2. Page 2−22. 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. is shown in Figure 2. we obtain f T ( t ) = tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 ) From Table 2. This is a periodic waveform with period T = 2a .6. 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.2. Page 2−13.4 The Laplace Transform of a Rectangular Periodic Waveform The waveform of a rectangular periodic waveform.4 is 1–s 2 (1 – e ) f T ( t ) ⇔ --2 s (2.1. Fourth Edition Copyright © Orchard Publications 2−25 . Triangular waveform with the equations of the linear segments Next. denoted as f R ( t ) . we express the given waveform in terms of the unit step function. 1tu 0 ( t ) ⇔ --2 s Then.5. the Laplace transform of the triangular waveform of Figure 2.4. 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.

70) 2. 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 ) .( 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 . fR ( t ) A t 0 a 2a 3a −A Figure 2.4.tanh ---f R ( t ) ⇔ --2 s (2.– e –st e ---------------= ------------------+ – 2as s 0 s 1–e a 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. denoted as f HW ( t ) . This is a periodic waveform with period T = 2a . Rectangular periodic waveform For this waveform. Fourth Edition Copyright © Orchard Publications .7.6.Chapter 2 The Laplace Transformation where the denominator represents the periodicity of f ( t ) . = --= --– as ⁄ 2 as ⁄ 2 – as ⁄ 2 s e s cosh ( as ⁄ 2 ) e +e as A . is shown in Figure 2.( – e –as + 1 + e –2as – e –as ) L { f R ( t ) } = --------------------------– 2as ) s(1 – e – as A A(1 – e ) .5 The Laplace Transform of a Half−Rectified Sine Waveform The waveform of a half-rectified sine waveform.

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

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 ) . Fourth Edition Copyright © Orchard Publications . and imaginary part ω .Chapter 2 The Laplace Transformation 2. L { F ( s ) } denotes the Inverse Laplace transform. • 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. and s is a complex variable whose real part is σ .f ( t ) ⇔ sF ( s ) – f ( 0 − ) f ' ( t ) = ---dt – at – as F(s) f(t) ⇔ F(s + a ) Also. 2−28 Signals and Systems with MATLAB Computing and Simulink Modeling. that is. s = σ + j ω . 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 vice versa.

f ' ( 0 − ). and so on.exists.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 ⇔ ---------.Summary d 2− − ------f ( t ) ⇔ s 2 F ( s ) – sf ( 0 ) – f ' ( 0 ) 2 dt d3 ------. represent the initial conditions.+ -----------s s –∞ t − • The integration in complex frequency domain property states that f (t) -------⇔ t (t) -------.f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt and in general d ------. 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 − ) . n nd .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 − ). Fourth Edition Copyright © Orchard Publications 2−29 .

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. 1 . 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. corresponds to multiplica- tion in the time domain.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. Fourth Edition Copyright © Orchard Publications .1.2. that is. f 1 ( t ) *f 2 ( t ) ⇔ F 1 ( s ) F 2 ( s ) • Convolution in the complex frequency domain divided by 1 ⁄ 2 π j . Page 2−13 • The Laplace transforms of some common waveforms are shown in Table 2.

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

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

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

= -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 ------------.= -------------------------= 2 ⋅ ---------------------= 2 ⋅ 3 3 3 2 2 2 (s + 9) (s + 9) (s + 9) 2×5 10 -----------------------------.= -----------------------------2 2 2 (s + 5) + 5 ( s + 5 ) + 25 8(s + 3) 8(s + 3) ----------------------------. e.= 2 ---. δ ( t – π ⁄ 4 ) = ( 2 ⁄ 2 )δ ( t – π ⁄ 4 ) and ( 2 ⁄ 2 )δ ( t – π ⁄ 4 ) ⇔ ( 2 ⁄ 2 ) e –( π ⁄ 4 ) s 5. a.---------------------------------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 ) -------------------------. (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 2 2 s d –s +9 d s + 3 – s ( 2s ) 2 d .+ 15 -e -.= -----------------------------2 2 2 ( s + 3 ) + 16 (s + 3) + 4 cos t π⁄4 3 2 2 2 3 3 2 2 2 2 c. 2 2 2 2 2 5 –3s 1 5. Fourth Edition Copyright © Orchard Publications .= 2 ---- . 5tu 0 ( t – 3 ) = [ 5 ( t – 3 ) + 15 ] u 0 ( t – 3 ) ⇔ e – 3s b.--------------.+ -3 2 s s s c.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.+ 3 ------.= e ⋅e -----------------.+ --. 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 ) .= -------------------------3 3 3 2 2 2 (s + 4) (s + 4) (s + 4) 2 2 3 3 2 Thus. 3 sin 3t ⇔ --------------2 2 s +3 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. Fourth Edition Copyright © Orchard Publications 2−35 .= ----------------------------------⇔ – 4 ----------------------------------------------------------------------------2 2 2 2 ( s + 6s + 13 ) ( s + 6s + 13 ) 2 2 2 6.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt f ( 0 ) = sin 3t − t=0 = 0 3 3s d . s cos 2t ⇔ --------------2 2 s +2 2 2 s 2 2 d .= 2e ⋅ e -----------------. 4te – 3t s+4 –2 – 3s 2 2 -----------------.= ---------------------------------------------------.-------------------------------. 3e – 4t 3 ⇔ ---------s+4 d ---.---------------------------------s+3 1 d .------------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 ) .= ( -----------------------------------------------------------------------------------------------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 ) = ----------------------------------------------------------------------. 2s ( s – 12 ) 2 t cos 2t ⇔ -------------------------3 2 (s + 4) 2 and Signals and Systems with MATLAB Computing and Simulink Modeling.+ --------------2 2 ( s + 3 ) (s + 3) (s + 3) s+3 d.----------------------.Solutions to End−of−Chapter Exercises d.= ---.= ---------( 3e ) ⇔ s ---------s+4 s+4 s+4 s+4 dt c.---------------------------.= – 4 ----------------------------------------------------------------------⇔ – 4 ---2 2 ds s 2 + 6s + 13 ( s + 6s + 13 ) 2 s + 6s + 13 – 2s – 6s – 6s – 18 4 ( s + 6s + 5 ) .f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt f ( 0 ) = 3e − – 4t t=0 = 3 3 – 4t 3 ( s + 4 ) – 12 3s d .– 3 = ---------.– 0 = ------------( sin 3t ) ⇔ s --------------2 2 2 dt s +3 s +9 b. a.– ------------------.

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

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

– ------dt = – --------2 s s – st – st a 0 e te . Page 2-14.[ ( 1 + as ) – ( 1 + as ) e –as – as ] = --. and limits of integration 0 to 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.⋅ ----------------------------------------F ( s ) = ----------------–π s 2 s +1 1–e –π s 0 1 1+e . plot(t.te –st dt = ------------------------– as a 0 a(1 – e ) ∫0 te a – st dt (1) and from (2.– ---------------------.⋅ [ ( 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 ) .= ---2 – as – as as s as ( 1 – e ) as (1 – e ) 9.= ------------. ax e ( asin bx – b cos bx ) sin bxe dx = ----------------------------------------------------2 2 a +b – st π ax 1 e ( s sin t – cos t ) .( -----------------. x=sin(t).[ 1 – ( 1 + as ) e –as ] = --2 2 2 s s s s Adding and subtracting as in the last expression above.= --1.⋅ -----------------.– -------. we obtain L {t} a 0 = ∫0 te a – st e te .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.+ ------= --------2 s s – st – st 0 a – as – as 1 e .41). Fourth Edition Copyright © Orchard Publications .--A – as .[ ( 1 + as ) ( 1 – e –as ) – as ] = --2 2 s s By substitution into (1) we obtain 1A . we obtain L {t} a 0 1 1 .– --------------------------= ----------------------.abs(x)).⋅ -----------------= ----------------–π s 2 1–e s +1 –π s 1+e 1 πs 1 .– ----------ae . axis([0 4*pi 0 1]) 2−38 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 2 The Laplace Transformation 1 F ( s ) = ----------------– as 1–e ∫ a A A --. 1 dt = ---------------------–π s (1 – e ) ∫0 sin te – st dt ∫ Then.

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

p 2. that is. 3.2.4) can be real and distinct. and p 1. we are mostly interested in the nature of the poles. the Fourier transform.4) The zeros and poles of (3. we can factor the denominator of F ( s ) in the form N(s) F ( s ) = -----------------------------------------------------------------------------------------------( s – p1 ) ⋅ ( s – p2 ) ⋅ ( s – p3 ) ⋅ … ⋅ ( s – pn ) (3. using the partial fraction expansion method. we multiply both sides of (3.1 through 3.5) as rn r2 r3 r1 . complex conjugates. thus.8) below. then. 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 let s → p k . p n are the poles of F ( s ) .5) where p k is distinct from all other poles. p 3. or combinations of real and complex conjugates. r n are the residues.*we can express (3.2.7) Example 3.+ ----------------.+ … + ----------------F ( s ) = ----------------( s – p1 ) ( s – p2 ) ( s – p 3 ) ( s – pn ) (3.6) by ( s – p k ) . To evaluate the residue r k . so we will consider each case separately. However.2. r k = lim ( s – p k ) F ( s ) = ( s – p k ) F ( s ) s → pk s = pk (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 . r 3. and in finding the inverses of the Laplace transform. p n of F ( s ) are distinct (different from each another). It is used extensively in integration. repeated. ….s + ---s + ---------+ ---------+ … + ---an an an an (3.Chapter 3 The Inverse Laplace Transformation nient to make the coefficient of s unity. …. p 3.6) where r 1. ….3 below.+ ----------------. Fourth Edition Copyright © Orchard Publications . we rewrite F ( s ) as n 1 ---. and find the time domain function f 1 ( t ) corresponding to F 1 ( s ) . as indicated in Subsections 3. * The partial fraction expansion method applies only to proper rational functions. Next. r 2.1 Use the partial fraction expansion method to simplify F 1 ( s ) of (3.1 Distinct Poles If all the poles p 1. This method is also being taught in intermediate algebra and introductory calculus courses. p 2. and the z-transform. 3−2 Signals and Systems with MATLAB Computing and Simulink Modeling.

Page 2−22.9) The residues are 3s + 2 r 1 = lim ( s + 1 ) F ( s ) = --------------(s + 2) s → –1 = –1 s = –1 (3.Partial Fraction Expansion 3s + 2 F 1 ( s ) = ------------------------2 s + 3s + 2 (3. Ds = [1.12) and from Table 2.= --------------F 1 ( s ) = ------------------------2 ( s + 1 ) ( s + 2) s + 3s + 2 (3.11) Therefore.8). For this example.+ --------------. k] = residue(Ns.= --------------.8) Solution: Using (3. – 1 .9) as – 1 .b) function. Chapter 2.14) Therefore. can be found easily using the MATLAB residue(a. we obtain r1 r2 3s + 2 3s + 2 .⇔ ( – 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. we express (3.+ --------------4 . 3. we find that e – at 1 u 0 ( t ) ⇔ ---------s+a (3. we use the script Ns = [3. [r. 2].13) (3.+ --------------4 3s + 2 .2. Fourth Edition Copyright © Orchard Publications 3−3 . p. 2]. Ds) and MATLAB returns the values r = 4 -1 p = -2 -1 k = [] Signals and Systems with MATLAB Computing and Simulink Modeling.6).10) and 3s + 2 r 2 = lim ( s + 2 ) F ( s ) = --------------(s + 1) s → –2 = 4 s = –2 (3.= -------------------------------F 1 ( s ) = ------------------------2 (s + 1)(s + 2) (s + 1) (s + 2) s + 3s + 2 (3.

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. that is. When this script is executed. we use the MATLAB factor(s) symbolic function to express the denominator polynomial of F 2 ( s ) in factored form. MATLAB displays the expression 4 exp(-2 t).exp(-t) Example 3. we observe that the highest power of the denominator is s 2 . 3s + 2s + 5 F 2 ( s ) = -----------------------------------------------2 3 s + 12s + 44s + 48 2 (3. MATLAB displays the r and p vectors that represent the residues and poles respectively. Fourth Edition Copyright © Orchard Publications . For this example.Chapter 3 The Inverse Laplace Transformation For the MATLAB script above. Fs=(3*s+2)/(s^2+3*s+2). This is done with the script that follows. and find the time domain function f 2 ( t ) corresponding to F 2 ( s ) . We can also use the MATLAB ilaplace(f) function to obtain the time domain function directly from F ( s ) . For this example.15) Solution: First. when the highest degree of the denominator is larger than that of the numerator.= ------------------------------------------------2 3 ( s + 2)( s + 4 )( s + 6) (s + 2) (s + 4) (s + 6) s + 12s + 44s + 48 (3. syms s t. 2 2 r1 r2 r3 3s + 2s + 5 3s + 2s + 5 . factor(s^3 + 12*s^2 + 44*s + 48) ans = (s+2)*(s+4)*(s+6) Then. ft=ilaplace(Fs).+ --------------. we defined Ns and Ds as two vectors that contain the numerator and denominator coefficients of F ( s ) . the second value of r is associated with the second value of p. The first value of the vector r is associated with the first value of the vector p.2 Use the partial fraction expansion method to simplify F 2 ( s ) of (3. and so on.+ --------------. pretty(ft) When this script is executed. whereas the highest power of the numerator is s and therefore the direct term is empty.= --------------F 2 ( s ) = -----------------------------------------------.16) The residues are 3−4 Signals and Systems with MATLAB Computing and Simulink Modeling.15) below. syms s.

The partial fraction expansion method can also be used in this case.* and since complex poles occur in complex conjugate pairs. Fs = (3*s^2 + 4*s + 5) / (s^3 + 12*s^2 + 44*s + 48).17) s = –4 37 = – ----4 89 = ----8 (3. the poles of F ( s ) are complex. e – at 1 u 0 ( t ) ⇔ ---------s+a (3. – 4t 89 – 6t 9 ⁄ 8 .20) From Table 2. by substitution into (3. is also a root of D ( s ) . its complex conjugate pole.+ --------------.+ --------------u ( t ) = f2 ( t ) 8 0 8 4 (s + 2) (s + 4) (s + 6) (3.21) Therefore. the number of complex poles is even. Chapter 2.19) s = –6 Then.16) we obtain 9⁄8 – 37 ⁄ 4 89 ⁄ 8 3s + 2s + 5 . but it may be necessary to manipulate the terms of the expansion in order to express them in a recognizable form.2.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. ft = ilaplace(Fs) ft = -37/4*exp(-4*t)+9/8*exp(-2*t)+89/8*exp(-6*t) 3. Thus. then.+ --------------– 37 ⁄ 4 89 ⁄ 8.⇔ 9 -e -.= --------------.22) Check with MATLAB: syms s t. The procedure is illustrated with the following example. if p k is a complex root of D ( s ) .2 Complex Poles Quite often.+ --------------F 2 ( s ) = -----------------------------------------------2 3 (s + 2) (s + 4) (s + 6) s + 12s + 44s + 48 2 (3.e + ----. Page 2−22. denoted as p k∗ .18) 3s + 2s + 5 r 3 = -------------------------------(s + 2)(s + 4) (3.2. Fourth Edition Copyright © Orchard Publications 3−5 .e –2t – 37 F 2 ( s ) = ------------------. * A review of complex numbers is presented in Appendix C Signals and Systems with MATLAB Computing and Simulink Modeling.

s+3 F 3 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 (3.25) s = – 2 – j2 1 – j2 1 – j2 = -----------------------------------. syms s. 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.= -----------------------------------------------------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j2 ) s + 5s + 12s + 8 or r 2∗ r1 r2 s+3 F 3 ( s ) = -----------------------------------------.0000 + 2. Fourth Edition Copyright © Orchard Publications .= -----------------------.0000 .2. s+3 s+3 F 3 ( s ) = -----------------------------------------.Chapter 3 The Inverse Laplace Transformation Example 3.23) below.+ ----r 2∗ = – - 5 20 5 20 (3.0000i Then.+ ----( – 8 + j4 ) ( – 8 – j4 ) 5 20 80 j3 1 j3 ∗ = 1 – ----– -.27) 3−6 Signals and Systems with MATLAB Computing and Simulink Modeling.= --------------+ -----------------------. Then. and find the time domain function f 3 ( t ) corresponding to F 3 ( s ) .0000i -2. roots_p=roots(p) roots_p = -2.24) 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.= -----------------– 8 + j4 ( – 1 – j2 ) ( – j4 ) ( 1 – j2 ) ( – 8 – j4 ) – 16 + j12 j3 .= – 1 . We will use the roots(p) function.26) (3.+ --------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j 2 ) s + 5s + 12s + 8 (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. p=[1 4 8].3 Use the partial fraction expansion method to simplify F 3 ( s ) of (3.---------------------= ----------------------.

⋅ -----------------------------2 5 ( s + 4s + 8 ) (3. and the second as (3. Page 2−22.= –2 -. after several simplification tools that were displayed on the screen.e –t = f 31 ( t ) F 31 ( s ) = --------------5 (s + 1) (3. 2⁄5.Partial Fraction Expansion By substitution into (3. we express F 32 ( s ) as 1 3 3 . do not resemble any Laplace transform pair that we derived in Chapter 2. returned (-2*s-1)/(5*s^2+20*s+40). Then.2.31) From Table 2.-------------------------------.28) The last two terms on the right side of (3.29) For convenience. --------------------------------. Therefore.33) Addition of (3. 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.⋅ -----------------------------F 3 ( s ) = --------------( s + 1 ) 5 ( s 2 + 4s + 8 ) F 32 ( s ) . Fourth Edition Copyright © Orchard Publications 3−7 . = –2 + . ----.30) with (3. – 1 ⁄ 5 – j3 ⁄ 20 2 ⁄ 5 + – 1 ⁄ 5 + j3 ⁄ 20 + ---------------------------------.⇔2 -.33) yields * Here. Chapter 2.30) Next. The simple function.– -. Signals and Systems with MATLAB Computing and Simulink Modeling. we used MATLAB function simple((−1/5 +3j/20)/(s+2+2j)+(−1/5 −3j/20)/(s+2−2j)). + ------------ = – -2 ( s + 2 )2 + 22 ) 5 ( s + 2 )2 + 22 ) 3 2 s + 2 . and now (3. for F 32 ( s ) ( 2s + 1 ) F 32 ( s ) = – 1 -. we will express them in a different form.28) is written as 2⁄5 1 ( 2s + 1 ) .----------------------------------F 3 ( s ) = --------------( s + 2 –j 2 ) ( s + 2 + j2 ) (s + 1) (3.+ -.32) Accordingly.29) as F 31 ( s ) .+ -------------------------------- 2 2 2 2 5 (s + 2 ) + 2 ) 5 ( s + 2 ) + 2 ) ( s + 2 )2 + 22 ) 2 6 ⁄ 10 s+2 2 -------------------------------. We combine them into a single term*.28). -------------------------------2 2 10 ( s + 2 ) 2 + 2 2 ) 5 (s + 2 ) + 2 ) (3. we denote the first term on the right side of (3. -------------------------------F 32 ( s ) = – -.– -- s + -2 2 2 s+2 2 -------------------------------–3 ⁄ 2 .24).

2. r 13. r 13.Chapter 3 The Inverse Laplace Transformation s+2 2 2⁄5 3 -–2 . r 12.e – -⇔ -10 5 5 Check with MATLAB: syms a s t w. p 2.+ … + ----------------+ ( s – p 1 ) ---------------- ( s – p2 ) ( s – p3 ) ( s – p n ) (3.+ … + ----------------m m–1 m–2 ( s – p1 ) ( s – p1 ) ( s – p1 ) ( s – p1 ) rn r2 r3 . we find the residues from r k = lim ( s – p k ) F ( s ) = ( s – p k ) F ( s ) s → pk s = pk (3. r 1m corresponding to the repeated poles. the partial fraction expansion of (3.35) by ( s – p ) . 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. -------------------------------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 . say p 1 . 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 .+ … + ----------------+ ----------------( s – p2 ) ( s – p3 ) ( s – pn ) (3.3 Multiple (Repeated) Poles In this case. has a multiplicity m . we express it as N(s) F ( s ) = ----------------------------------------------------------------------------------------m ( s – p 1 ) ( s – p 2 )… ( s – p n – 1 ) ( s – p n ) (3.+ --------------------------. Then.e sin 2t = f 3 ( t ) . but one of the poles.+ ----------------.e cos 2t + ----.36) The residues r 11.35) For the simple poles p 1.+ ----------------. …. p n . that is. Fourth Edition Copyright © Orchard Publications . are found by multiplication of both sides of (3. F ( s ) has simple poles.-------------------------------. For this condition. we proceed as before. % Define several symbolic variables Fs=(s + 3)/(s^3 + 5*s^2 + 12*s + 8). + ----. -. …. ….37) 3−8 Signals and Systems with MATLAB Computing and Simulink Modeling.34) is expressed as r 11 r 12 r 13 r 1m + --------------------------F ( s ) = --------------------. r 1m . r 12.34) Denoting the m residues corresponding to multiple pole p 1 as r 11.

that is. is found by differentiating (3. The residue r 12 for the second repeated pole p 1 . and thus in partial fraction expansion form.39) In general.38) and thus (3.43) Solution: We observe that there is a pole of multiplicity 2 at s = – 1 . Fourth Edition Copyright © Orchard Publications 3−9 . taking the limit as s → p 1 on both sides of (3.42) Example 3. 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 .[ ( s – p1 )m F ( s ) ] ( k – 1 )! r 1k = lim -----------------.37) with respect to s and again. 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.------------s → p 1 ( k – 1 )! ds k – 1 k–1 (3. we let s → p 1 . s+3 F 4 ( s ) = ----------------------------------2 (s + 2)(s + 1) (3. F 4 ( s ) is written as Signals and Systems with MATLAB Computing and Simulink Modeling.37).40) whose ( m – 1 ) th derivative of both sides is 1 d .[ ( s – p1 ) F ( s ) ] r 12 = lim ---s → p 1 ds (3.+ ----------------. and find the time domain function f 4 ( t ) corresponding to F 4 ( s ) .38) yields the residue of the first repeated pole.43) below.41) or d m 1 r 1k = lim -----------------.Partial Fraction Expansion Next.4 Use the partial fraction expansion method to simplify F 4 ( s ) of (3. m d .+ … + ----------------( s – p 1 ) ---------------- ( s – p2 ) ( s – p3 ) ( s – p n ) m or r 11 = lim ( s – p 1 ) F ( s ) s → p1 (3.------------[ ( s – p1 ) F ( s ) ] k – 1 s → p 1 ( k – 1 )! ds k–1 (3.

+ 2 + r 22 2 2 s+3 1 .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.+ -----------------+ --------------F 4 ( s ) = ----------------------------------. Fs=(s+3)/((s+2)*(s+1)^2).d2). and letting s = 0 *.p. expand((s + 1)^2). 3 -. 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.45) Check with MATLAB: syms s t.44) is an identity. Fourth Edition Copyright © Orchard Publications . [r. Finally.= 1 -.= --------------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. 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.⇔ 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. % Coefficients of the numerator N(s) of F(s) % Expands (s + 1)^2 to s^2 + 2*s + 1. d2 = [0 1 2]. s +3 ---------- r 22 = ---ds s + 2 = 1 s = –2 (3.Chapter 3 The Inverse Laplace Transformation r 21 r1 r 22 s+3 .k]=residue(Ns.+ -----------------2 – 1 . Ds=conv(d1. syms s Ns = [1 3]. d1 = [1 2 1].44).Ds) * This is permissible since (3.

and a pole of multiplicity 2 at s = – 2 .0000 p = -2.0000 -1. F 5 ( s ) is written as r 21 r 11 r 12 r 13 r 22 F 5 ( s ) = -----------------+ -----------------+ --------------.+ -----------------+ --------------3 2 2 ( s + 1 ) ( s + 2) (s + 1) (s + 1) (s + 2) (3.47) The residues are s + 3s + 1 r 11 = ------------------------2 (s + 2) 2 d.46) below. Then.0000 -1. s + 3s + 1 F 5 ( s ) = ------------------------------------3 2 (s + 1) (s + 2) 2 (3. Fourth Edition Copyright © Orchard Publications 3−11 . and find the time domain function f 5 ( t ) corresponding to the given F 5 ( s ) .0000 -1.46) Solution: We observe that there is a pole of multiplicity 3 at s = – 1 . in partial fraction expansion form.5 Use the partial fraction expansion method to simplify F 5 ( s ) of (3.Partial Fraction Expansion r = 1. ------------------------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 k = [] Example 3.0000 2.

0000 3−12 Signals and Systems with MATLAB Computing and Simulink Modeling.---- = - 2 ds ds ( s + 2 ) 2 3 2 s = –1 s = –1 1 d s+4 . [r.0000 -4.k]=residue(Ns.0000 1.---d. ------------------------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.--------------------------------------------------------------= -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.+ --------------F 5 ( s ) = -----------------.---= -2 ds ( s + 2 ) 3 s = –1 1 (s + 2) – 3(s + 2) (s + 4) .-----------------.0000 -1. we obtain 1 –1 3 –4 4 .+ -----------------.48) We will check the values of these residues with the MATLAB script below. s + 3s + 1 r 21 = ------------------------3 (s + 1) 2 = 1 s = –2 2 2 and 2 d.+ --------------3 2 2 ( s + 1 ) ( s + 2) (s + 2) (s + 1) (s + 1) (3.0000 3. for the pole at s = – 2 . syms s. Ds=[1 7 19 25 16 4].Ds) r = 4.------d -s + 3s + 1 ------------------------- r 13 = --- 2! ds 2 ( s + 2 ) 2 2 1 d. Fourth Edition Copyright © Orchard Publications .+ -----------------.p. % 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 .Chapter 3 The Inverse Laplace Transformation 2 2 1.47).

0000 -1.0000 -1. However.49) with MATLAB as follows: syms s t. was based on the condition that F ( s ) is a proper rational function.t e + 3te – 4e + te + 4e f 5 ( t ) = – -2 (3. 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) 3.6 Derive the Inverse Laplace transform f 6 ( t ) of s + 2s + 2 F 6 ( s ) = ------------------------s+1 2 (3.48) as –t –t – 2t – 2t 1 2 –t . if F ( s ) is an improper rational function.49) We can verify (3. 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) (3.3 Case where F(s) is Improper Rational Function Our discussion thus far. Fourth Edition Copyright © Orchard Publications 3−13 . we derive f 5 ( t ) from (3.0000 k = [] From Table 2. Page 2−22.0000 -2.50) where N ( s ) ⁄ D ( s ) is a proper rational function. if m ≥ n .0000 -1.51) Signals and Systems with MATLAB Computing and Simulink Modeling.Case where F(s) is Improper Rational Function p = -2.4/(s+1) + 1/((s+2)^2) + 4/(s+2). Chapter 2. that is. Fs=-1/((s+1)^3) + 3/((s+1)^2) .2. Example 3.

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

then equating the numerators.7 Express F 7 ( s ) of (3. We repeat step 1 for each of the distinct linear and quadratic factors of D ( s ) 3. we assign the sum of n partial fractions. 3. r1 s + k1 rn s + kn r2 s + k2 .+ --------------------------------2 2 n 2 s + α s + β ( s2 + α s + β ) (s + αs + β) 2. and we assume that ( s – a ) is the highest power of ( s – a ) that divides D ( s ) . Signals and Systems with MATLAB Computing and Simulink Modeling. We solve the resulting equations for the residues Example 3. We clear the resulting expression of fractions and arrange the terms in decreasing powers of s 5. We set the given F ( s ) equal to the sum of these partial fractions 4. We equate the coefficients of corresponding powers of s 6.4 Alternate Method of Partial Fraction Expansion Partial fraction expansion can also be performed with the method of clearing the fractions. As before. that is.6. we can express F ( s ) as m r2 r1 rm ( s ) = ---------. we let ( s – a ) be a linear factor of D ( s ) . Fourth Edition Copyright © Orchard Publications 3−15 . making the denominators of both sides the same.+ … -----------------F( s) = N ----------m 2 s – a (s – a) D(s) (s – a) 2 2 n (3. and then work with the quotient and the remainder as we did in Example 3.+ … + ---------------------------------------------------------.55) Let s + α s + β be a quadratic factor of D ( s ) . and suppose that ( s + α s + β ) is the highest power of this factor that divides D ( s ) . we perform the following steps: 1. We also assume that the denominator D ( s ) can be expressed as a product of real linear and quadratic factors. we assume that F ( s ) is a proper rational function. Now. If these assumptions prevail. To this factor. If not.+ ----------------.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.56) below as a sum of partial fractions using the method of clearing the fractions. that is. Then. we first perform a long division.

= -----------------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).62) Next. substitution of (3.59) will be an identity is s if each power of s is the same on both sides of this relation. and with Step 5. we obtain 3−16 Signals and Systems with MATLAB Computing and Simulink Modeling.60) from the fourth.+ --------------F 7 ( s ) = ------------------------------------.61) By substitution of (3. we obtain 0 = 2 + r 22 or r 22 = – 2 (3. and (3.Chapter 3 The Inverse Laplace Transformation – 2s + 4 F 7 ( s ) = ------------------------------------2 2 (s + 1)(s – 1) (3. Fourth Edition Copyright © Orchard Publications .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 (3.61) into the first equation of (3. we obtain 4 = 2r 1 or r1 = 2 (3. we obtain r1 s + A r 22 r 21 – 2s + 4 + ----------------. (3.56) Solution: Using Steps 1 through 3 above.63) into the fourth equation of (3. 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 (3.60) yields – 2 = 2 – 2A – 2 or A = 1 (3.62) into the third equation of (3.62).57) With Step 4.63) Finally by substitution of (3.61) and (3.59) Relation (3.60). (3.61).60) Subtracting the second equation of (3. Therefore.

66) Solution: This is the same transform as in Example 3. and find the time domain function f 8 ( t ) corresponding to F 8 ( s ) .70) Since r 1 is already known.– --------------F 7 ( s ) = ------------------------------------.8 Use partial fraction expansion to simplify F 8 ( s ) of (3.3. we obtain 0 = r1 + r2 (3. Equating the coefficient of s 2 on the left side.68) As in Example 3. Page 3−6.71) Signals and Systems with MATLAB Computing and Simulink Modeling.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. we only need two equations in r 2 and r 3 . Fourth Edition Copyright © Orchard Publications 3−17 .= ---------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) and using the method of clearing the fractions.57) yields – 2s + 4 2s + 1 2 1 . s+3 F 8 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 (3.66) below. Thus. (3.69) s = –1 Next. with the coefficients of s 2 on the right side of (3.= -----------------.67) as r2 s + r3 r1 s+3 .70). to compute r 2 and r 3 .+ ----------------2 2 2 2 (s – 1) (s + 1)(s – 1) (s + 1) (s – 1) (3.65) Example 3. we express (3. which is zero.Alternate Method of Partial Fraction Expansion 4 = 1 + 2 + r 21 or r 21 = 1 (3. we write F 8 ( s ) as s+3 F 8 ( s ) = ----------------------------------------------2 ( s + 1 ) ( s + 4s + 8 ) (3.+ ------------------------. 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 (3.3.

we equate the constant terms of (3. or r 3 = – 1 ⁄ 5 . that is.⋅ -----------------------------. 2 –t 2 –2t 3 –2t .e cos 2t + ----. and thus f 8 ( t ) is the same as f 3 ( t ) .70). To obtain the third residue r 3 . it follows that r 2 = – 2 ⁄ 5 . by substitution into (3.e – -. Then.– -F 8 ( s ) = --------------2 ( s + 1 ) 5 ( s + 4s + 8 ) (3. The remaining steps are the same as in Example 3.68).72) as before. we obtain ( 2s + 1 ) 2⁄5 1 . Then.Chapter 3 The Inverse Laplace Transformation and since r 1 = 2 ⁄ 5 . Fourth Edition Copyright © Orchard Publications .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 .

m < n . or a combination of these.+ … + ----------------( s – p1 ) ( s – p2 ) ( s – p3 ) ( s – pn ) r 1. if m ≥ n . complex conjugates. ….+ ----------------. p 3. The direct term is always empty (has no value) whenever F ( s ) is a proper rational function. • The partial fraction expansion method can be applied whether the poles of F ( s ) are distinct. • 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. 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 ) . • The residues and poles of a rational function of polynomials can be found easily using the MATLAB residue(a. p 2.5 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. r 3. If m ≥ n . • If the highest power m of the numerator N ( s ) is less than the highest power n of the denominator D ( s ) . repeated. F ( s ) is an improper rational function..e.b) function. • For most engineering problems we can refer to Tables of Properties. i. • The Laplace transform F ( s ) must be expressed as a proper rational function before applying the partial fraction expansion. and Common Laplace transform pairs to lookup the Inverse Laplace transform. p n are the poles of F ( s ) .+ ----------------. If F ( s ) is an improper rational function. F ( s ) is said to be expressed as a proper rational function. Signals and Systems with MATLAB Computing and Simulink Modeling. that is. r 2. Fourth Edition Copyright © Orchard Publications 3−19 . r n are called the residues and p 1. ….Summary 3. • We can use the MATLAB factor(s) symbolic function to convert the denominator polynomial form of F 2 ( s ) into a factored form. 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. • When F ( s ) is expressed as rn r1 r2 r3 F ( s ) = ----------------.

s ⇔ δ' ( t ) d ------. 3−20 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .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.δ ( t ) ⇔ sn n dt n • The method of clearing the fractions is an alternate method of partial fraction expansion. • In this chapter we introduced the new transform pair and in general.

------------------------5 (s + 3) 2 2. Fourth Edition Copyright © Orchard Publications 3−21 .6 Exercises 1. Find F ( s ) and t→∞ f(t) . -----------------------------------------3 2 s + 6s + 11s + 6 3. --------------------------------------------2 s + 6s + 8 3 e. Find the Inverse Laplace transform of the following: 3s + 4 a. --------------------------------------------3 2 s + 8s + 24s + 32 s+1 e.25s + 1 s + 8s + 24s + 32 d. ---------------2 s + 25 5s + 3b.Exercises 3.5s + 9 2 s – 16 d. Use the Initial Value Theorem to find f ( 0 ) given that the Laplace transform of f ( t ) is 2s + 3 -------------------------------2 s + 4.5 s + 3s + 2 c. and we know that lim f ( t ) = 10 . -------------------------------2 s + 4. -------------------------------2 s + 5s + 18. e 3 --------------------3 ( 2s + 3 ) 4. one at s = 0 . the other at s = – 1 . Signals and Systems with MATLAB Computing and Simulink Modeling. 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. It also has a single zero at s = 1 . Find the Inverse Laplace transform of the following: 4 a. -------------------2 (s + 4) 2 2 2s + 3 c. ----------s+3 4 b. -----------------5 (s + 3) s + 6s + 3 e. ----------------------------------------------3 2 s + 5s + 10. -----------------4 (s + 3) 3s + 4 d.25s + 1 Compare your answer with that of Exercise 3(c). 5. -----------------2 (s + 3) 4 c. ---------------------------2 2 s + 4s + 85 4s + 5 b. It is known that the Laplace transform F ( s ) has two distinct poles.

⋅ -----------------------------.3 –3t ---5 4 –3t 1 5.25 + 12.5 3.⇔ 4e –2. 1 2 –3t 6 4 –3t 1 2 –3t 1 4 –3t .= 4 ⋅ -------------------------------------.5 ) 10 –2.= ---------------------------------------------------------.5t cos 3. -----------------2 (s + 3) 4 3 4 -t e ⇔ ---c. s+5⁄4 4s + 5 .5 ) + 3.⇔ 4e s+3 4 – 3t ⇔ 4te b. 2×9 (s + 2) – 2 ⁄ 3 (s + 2) 1 (s + 4 ⁄ 3 + 2 ⁄ 3 – 2 ⁄ 3) 3s + 4 .2 – 2t .7 Solutions to End−of−Chapter Exercises 1.= ( -----------------5 5 5 5 5 3 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) e.– -----= 4 ⋅ -------------------------------------------------------⋅ 2 2 2 2 3.--------------------------------------5 × 3.5t – ----2 2 2 2 7 7 ( s + 2.5 ( s + 2.t e – -.= ---------------------------------------------------4s + 5 4s + 5 -------------------------------.– -. 4 – 3t a.5 ) + 3. a.5 ) + 3.5 c.5t – ----= 4 ⋅ --------------------------------------sin 3.5 s + 5s + 6. Using the MATLAB factor(s) function we obtain: syms s.t e – ---.5 ) + 3.t e = --t e ⇔ --- 2 2! 4! 2 2.5 ( s + 2.5 2 2 ( s + 2. -----------------4 (s + 3) 3! – 3t 2 3 –3t -t e = -3 d.t e = -t e ⇔ --- 3! 4! 12 2 2 2 2 1 + 6s + 3 + 6s + 9 – 6 s + 3 ) – -----------------6 1 s = -----------------– 6 ⋅ -----------------------------------------.= 3 ⋅ ------------------------------5 4 5 5 5 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) 3.5 s + 2.e –2t sin 9t = 3 ⋅ ----------------------------– -⇔ 3e cos 9t – -2 2 9 2 2 9 (s + 2) + 9 (s + 2) + 9 b.5 s + 10 ⁄ 4 – 10 ⁄ 4 + 5 ⁄ 4 .= --------------------------------------= 4 ⋅ --------------------------------------2 2 2 2 2 2 ( s + 2.5t 10 -e .= 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) .5 ( s + 2. ----------.5*s+9) ans = (s+2)*(s+1) ans = 1/2*(s+2)*(2*s^2+6*s+9) Then.5 ) + 3.= 3 ⋅ ----------------------------.– 5 ⋅ ----------------------------------.= 3 ⋅ -----------------.5 1 .4 –3t .25 ( s + 2.= s ---------------------------------.5 ) + 3.5 ( s + 2. factor(s^2+3*s+2).5 ) + 3. Fourth Edition Copyright © Orchard Publications . 1 1 (s + 3) – 5 ⁄ 3 3(s + 4 ⁄ 3 + 5 ⁄ 3 – 5 ⁄ 3) 3s + 4 .⋅ --------------------------------------.⋅ ----------------------------------------------------------------------------------------------------------------.5 s + 5s + 18.Chapter 3 The Inverse Laplace Transformation 3. 3−22 Signals and Systems with MATLAB Computing and Simulink Modeling. t 3 e –3t – ----t e – . factor(s^3+5*s^2+10.= 3 .

= ----------------------.5t .– -= ------------------------------------------⇔e cos 1.⋅ ------------------------------------------= ------------------------------------------.+ -----------------------------------------------.– ---------. ---------------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 .= --------------------------------------2s + 3 .= ---------.5 1 s + 1.5 1 – 1.5 + 1 s + 1.5 ) + ( 1.= --------------------------------------------------.⇔ e –2t cos 2t – 3e –2t sin 2t = -----------------------------.25 – 2.– 3 ⋅ ----------------------------2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 e.⇔ 5 ⋅ ----------2 2 2 2×8 2×2 2 2 2 2 2 ( + 4 ) ( s + 2 ) ( + 2 ) s s b.= --------------3s .= ---------2 s+4 s+1⁄4 (s + 4)(s + 1 ⁄ 4) s + 4. s .5 ) + ( 1.= -15 ⁄ 4 3 Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ --------------= 3 ⋅ --------------+ -⇔ 3 cos 5t + -a.5 ( s + 1.5 0.+ 1 . 17 3- sin 2t + 5 3- 2t cos 2t = 23 ----.25 + 4.= ------------------------------------------------------------------------.5 ) s + 3s + 2.sin 2t + ----.5 – 1.– ---- 4 16 4 16 8 16 c.( sin 2t – 2t cos 2t ) .⇔e –e .= ----------------------------s+2–2–4 --------------------------------------------.5 ) ( s + 1.5t – -2 2 2 2 3 3 ( s + 2.( sin 2t + 2t cos 2t ) + 3 ⋅ -----------------------------. s – 16 ( s + 4 ) ( s – 4 ) .= ---------------------------------.5 × 1.5 ) + 3. 1 s+1 (s + 1) .= ------------------------------------------.t cos 2t ⇔ 5 -.5 ) ( s + 3s + 4. r2 r1 2s + 3 .5 ) 2 d.5t s + 1.5 .= -3 – 15 ⁄ 4 2s + 3 r 2 = -------------s+4 s = –1 ⁄ 4 2 5⁄2 = -----------. Fourth Edition Copyright © Orchard Publications 3−23 .e –1.sin 5t -.5 ) ( s + 1.= --------------------------------------------------------------3 2 2 2 2 s + 5s + 10.5 ( s + 1.5s + 9 ( s + 2 ) ( s + 3s + 4.25s + 1 2s + 3 r 1 = ----------------s+1⁄4 s = –4 4 –5 = --------------.+ ---------= -------------------------------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 .= ----------------------------( s – 4 ) .+ -----.5t sin 1.5 ) 1 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 .2 5 2 2 × 53s + 2.5 .⋅ -----------------------------= -----------------------------.– -----2 2 2 2 2 2 1.= ------------------------------------------------3 2 ( s + 2 ) (s + 3) ( s + 1 ) ( s + 2 ) ( s + 3 ) s + 6s + 11s + 6 r2 r1 1 .Solutions to End−of−Chapter Exercises s + 3s + 2 (s + 1)(s + 2) (s + 1) s+1 ----------------------------------------------.5 ) + ( 1.5 ) + ( 1.= ---------= -------------------------------s+2 s+3 (s + 2)(s + 3) 3.– -2 2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 s+2 .

= lim -------------------------------------------=2 2 2 2 2 s → ∞ s ⁄ s + 4. ---t e .+ ---------.Chapter 3 The Inverse Laplace Transformation 2 2⁄3 4⁄3 . The initial value theorem states that lim f ( t ) = lim sF ( s ) .= --------------------------------. Fourth Edition Copyright © Orchard Publications .= -----------------------------.= A lim --------------. t→0 s→∞ 2 2s + 3 2s + 3s .= 10 ----.= ------------------------⇔ -= -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 .= s + 2 + ---------s+2 s+2 2 3 2 2 2 d. A(s – 1) (s – 1) lim s -------------------. A ( s – 1 ) and lim f ( t ) = lim sF ( s ) = 10 .( 2e –4t + e – t ⁄ 4 ) . e – 2s 3 --------------------3 ( 2s + 3 ) e – 2s F ( s ) ⇔ f ( t – 2 ) u0 ( t – 2 ) 3 3 1.( t – 2 ) 2 e –( 3 ⁄ 2 ) ( t – 2 ) u 0 ( t – 2 ) .= lim -------------------------------f ( 0 ) = lim s -------------------------------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).25s + 1 s → ∞ s 2 + 4.– ---------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.= – A = 10 s(s + 1) s → 0 (s + 1) r2 20 .= -----------------------------. that is.2 – ( 3 ⁄ 2 ) t ----3⁄8 3 2 –( 3 ⁄ 2 ) t 3⁄8 3⁄2 3 .⇔ ----------.= ----------------------------------------------2 (s + 2)(s + 4) (s + 2) s + 6s + 8 s + 4s + 8 4 . 5. We are given that F ( s ) = -------------------s(s + 1) t→∞ s→0 s→0 Therefore.25s + 1 2+3⁄s 2s ⁄ s + 3s ⁄ s = lim ----------------------------------------------------------.⇔ ( 10 – 20e –t ) u ( t ) – 10 ( s – 1 )=r 1 --.⇔ δ' ( t ) + 2 δ ( t ) + 4e –2t ------------------------.and by long division --------------------------------------------.+ ----------------3 s+4 s+1⁄4 s + 8s + 24s + 32 ( s + 4 ) ( s + 4s + 8 ) ( s + 4s + 8 ) . Then.⇔ ----e F ( s ) = e --------------------3 16 ( 2s + 3 ) 4. Then. e.25s ⁄ s + 1 ⁄ s s → ∞ 1 + 4.

3 below.1 Resistive Network Transformation The time and complex frequency domains for purely resistive networks are shown in Figure 4.2. 4.1.1. 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. 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.Chapter 4 Circuit Analysis with Laplace Transforms T his chapter presents applications of the Laplace transform. They are shown in Subsections 4.1.1 Circuit Transformation from Time to Complex Frequency In this section we will show the voltage−current relationships for the three elementary circuit networks. resistive.2. Several examples are presented to illustrate how the Laplace transformation is applied to circuit analysis. inductive.e.1.3.. 4. Fourth Edition Copyright © Orchard Publications 4−1 . Inductive network in time domain and complex frequency domain 4. Resistive network in time domain and complex frequency domain 4. i.2 Inductive Network Transformation The time and complex frequency domains for purely inductive networks are shown in Figure 4.1. Complex impedance. Signals and Systems with MATLAB Computing and Simulink Modeling. and transfer functions are also defined.1 through 4.1.3 Capacitive Network Transformation The time and complex frequency domains for purely capacitive networks are shown in Figure 4. complex admittance. and capacitive in the time and complex frequency domains.+ -------------I L ( s ) = ------------Ls s − − ∫ t Figure 4.

Fourth Edition Copyright © Orchard Publications .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 ) = ----------. Likewise.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 4.4. given that v C ( 0 ) = 6 V . the terms and sC and 1 ⁄ sL are called complex capacitive admittance and complex inductive admittance respectively. iR + iC = 0 or 4− 2 Signals and Systems with MATLAB Computing and Simulink Modeling. and complex capacitive impedance respectively.4.3.+ --------------sC s − − ∫–∞ iC dt t + vC ( 0− ) − --------------s Figure 4. the terms sL and 1 ⁄ sC are referred to as complex inductive impedance.1 Then. R iR A vS + 1Ω C − − 1F 12u 0 ( t ) V + iC vC ( t ) Figure 4. Example 4. Circuit for Example 4.5.1 Solution: We apply KCL at node A as shown in Figure 4.5. R − vS + 1Ω − 12u 0 ( t ) V v (t) C − C 1F + Figure 4. Capacitive circuit in time domain and complex frequency domain Note: In the complex frequency domain. Application of KCL for the circuit of Example 4.

6. Signals and Systems with MATLAB Computing and Simulink Modeling. given that v C ( 0 ) = 6 V .= --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. Fourth Edition Copyright © Orchard Publications 4−3 . = –6 s = –1 Therefore.+ v C ( t ) = 12u 0 ( t ) dt (4.+ --------------.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 .– ---------V C ( s ) = ----s s+1 Example 4.6.= 0 -----------------------------------.Circuit Transformation from Time to Complex Frequency dv C v C ( t ) – 12u 0 ( t ) . R − vS + 1Ω C 1F + − 12u 0 ( t ) V v (t) − C Figure 4. –t –t 6 12 .2 Solution: This is the same circuit as in Example 4.1) The Laplace transform of (4. Circuit for Example 4.+ 1 ⋅ -------dt 1 dv C -------. We apply KVL for the loop shown in Figure 4.1.7.2 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.⇔ 12 – 6e = ( 12 – 6e ) u 0 ( t ) = v C ( t ) .

2). 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) Next.= -------. we obtain IC ( s ) vC ( 0 ) . dv C dv C –t –t .1. switch S 2 opens.+ --------------.8. Application of KVL for the circuit of Example 4. Use the Laplace transform method to find v out ( t ) for t > 0 .– - s s C s s s+1 6 ---------.3 In the circuit of Figure 4.= 12 ----I C ( s ) + ----------s s s 12 6 = 6 1 + 1 --. I ( s ) = ----. 4− 4 Signals and Systems with MATLAB Computing and Simulink Modeling.2 1 Ri C ( t ) + --C ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) and with R = 1 and C = 1 . Example 4. switch S 1 closes at t = 0 . while at the same time.3) The presence of the delta function in (4.I s C ( s ) = -s − or –t 6 . Fourth Edition Copyright © Orchard Publications . taking the Laplace transform of both sides of (4. v C ( t ) = ( 12 – 6e ) u 0 ( t ) –t Then.⇔ i C ( t ) = 6e u 0 ( t ) I C ( s ) = ---------s+1 Check: From Example 4.= d ( 12 – 6e ) u 0 ( t ) = 6e u 0 ( t ) + 6 δ ( t ) i C ( t ) = C -------dt dt dt (4.3) is a result of the unit step that is applied at t = 0 .7.

9 the current in inductor L 1 has been replaced by a voltage source of 1 V .Circuit Transformation from Time to Complex Frequency t = 0 t = 0 C iS ( t ) 2A 2Ω R1 S2 L1 0. + 1 − 2 1/s 0.5 H + v out ( t ) − + − − S1 vC ( 0 ) = 3 V 1F Figure 4. Therefore. Transformed circuit of Example 4.9 so that it is consistent with the direction of the current i L1 ( t ) in the circuit of Figure 4. Fourth Edition Copyright © Orchard Publications 4−5 .3 Solution: Since the circuit contains a capacitor and an inductor.4) The polarity of this voltage source is as shown in Figure 4.9. we transform the circuit of Figure 4.3 In Figure 4. * Henceforth.9. this is provided by the 2 A current source just before switch S 2 opens. The initial capacitor voltage is replaced by a voltage source equal to 3 ⁄ s .5s 1V 1 0.8 just before switch S 2 opens. we will refer the time domain as t−domain and the complex frequency domain as s−domain. we must consider two initial conditions One is given as v C ( 0 − ) = 3 V . Signals and Systems with MATLAB Computing and Simulink Modeling.8. For t > 0 . The other initial condition is obtained by observing that there is an initial current of 2 A in inductor L 1 . for convenience. This is found from the relation 1 − -×2 = 1 V L 1 i L1 ( 0 ) = -2 (4.5s + V out ( s ) − + − 3/s Figure 4.5 H i L1 ( t ) R2 1Ω L2 0.8 into its s−domain* equivalent shown in Figure 4. our second initial condition is i L1 ( 0 − ) = 2 A . Circuit for Example 4.

43s + 0.= --------------------------------------------------------------------V out ( s ) = -----------------------------------------3 2 2 ( s + 6.57 ) ( s + 1.61 2s ( s + 3 ) r 1 = ---------------------------------------2 s + 1.9) The residues r 2 and r 3 are found from the equality 4− 6 Signals and Systems with MATLAB Computing and Simulink Modeling.7146 + 0.36 s = – 6. r2 s + r3 r1 2s ( s + 3 ) .3132j)*(s + 0.43s + 0.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 ) ----------------------------------------.57 (4.6087 Therefore.43s + 0. r=roots(p) % Find the roots of D(s) r = -6. we perform partial fraction expansion.= 0 1⁄s+2+s⁄2 1 s⁄2 2s ( s + 3 ) V out ( s ) = -----------------------------------------3 2 s + 8s + 10s + 4 (4.0.6) We will use MATLAB to factor the denominator D ( s ) of (4.+ ----------------. p=[1 8 10 4].7146 − 0.5) and after simplification (4.7) Next.4292 3043737/5000000 % Simplify constant term ans = 0.= -----------------V out ( s ) = --------------------------------------------------------------------2 2 ( s + 6.3132j)) % Find quadratic form y = s^2+3573/2500*s+3043737/5000000 3573/2500 % Simplify coefficient of s ans = 1.8) (4.6) into a linear and a quadratic factor.61 ) s + 6.+ ---------------------------------------.+ ----------------.7146 + 0. Fourth Edition Copyright © Orchard Publications .3132i -0.57 s + 1.61 ) s + 8s + 10s + 4 (4.43s + 0.7146 .3132i y=expand((s + 0. 2s ( s + 3 ) 2s ( s + 3 ) .61 = 1.5708 -0.57 ) ( s + 1.

36 . we obtain r 3 = – 0.64 (4.13) above.46 – 0.+ ( 0.64s – 0. we obtain 2 = r1 + r2 and using the known value of r 1 .36 .9).61 ) + ( r 2 s + r 3 ) ( s + 6.11) By substitution into (4.61r 1 + 6. 1. 0.84e – 0.61 – at s + a ω and e sin ω tu0 ( t ) ⇔ ------------------------------.12 Similarly.715t cos 0.57 ( s + 0.57 ) 2 (4.57 ( s + 0.91 1.57 s 2 + 1.84 × 0.715t sin 0.12).715 ) 2 + ( 0. we obtain r 2 = 0.64s – 0.36 0.+ ------------------------------------------------------= -----------------.316 ) 0.57t + 0.64 ) ------------------------------------------------------V out ( s ) = -----------------2 2 s + 6.43s + 0.715 ) 2 + ( 0.57r 3 and by substitution of the known value of r 1 from (4.715 – 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.43s + 0.9.64 ( s + 0.+ -----------------------------------------------------0.36 .= -----------------1. we observe that as t → ∞ . 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.* V out ( s ) = -----------------s + 6.715 ) + ( 0.64s + 0.– ------------------------------------------------------s + 6. Fourth Edition Copyright © Orchard Publications 4−7 . The remaining steps are carried out in (4.715 ) 1.316 ) 2 ( s + 0.– ------------------------------------------------------2 2 s + 6.715 ) 1.12 .+ ---------------------------------------0.61 s + 6.10). equating coefficients of s 2 .36 .13).64e – 0.316 ) ( s + 0.316 ) 2 0.57 ( s + 0.8).316t – 1.1 or s + 0.Circuit Transformation from Time to Complex Frequency 2s ( s + 3 ) = r 1 ( s + 1.12) Taking the Inverse Laplace of (4. The MATLAB script below will plot the relation (4.51 + 0.715 ) + ( 0.12). we obtain 0 = 0. we obtain v out ( t ) = ( 1.316t ) u 0 ( t ) (4.64 ( s + 0.43s + 0.43s + 0.+ ------------------------------------------------------= -----------------.58 .715 ) 2 + ( 0.13) From (4.10) Equating constant terms of (4.316 1.12 * We perform these steps to express the term ---------------------------------------in a form that resembles the transform pairs 2 e – at s + 1.316 ) 2 (4. v out ( t ) → 0 .57 s 2 + 1.36e – 6.58 .

.. the sum R + sL + ----sC VS ( s ) I ( s ) = -----------------------------------R + sL + 1 ⁄ sC (4.316. where the initial conditions are assumed to be zero.*exp(−0.316.64. For this circuit..36..*sin(0.5 0 -0.*t).Chapter 4 Circuit Analysis with Laplace Transforms t=0:0.5 1 0.*cos(0.. grid 2 1.715.represents the total opposition to current flow.*t).57. Plot of v out ( t ) for the circuit of Example 4.= R + sL + ----Z ( s ) ≡ ------------I(s) sC (4.*t).715.11.3 4. Vout=1.84.5 0 1 2 3 4 5 6 7 8 9 10 Figure 4.Vout).14) and defining the ratio V s ( s ) ⁄ I ( s ) as Z ( s ) .01:10. Fourth Edition Copyright © Orchard Publications .*t)−1. R sL + 1 ----sC V out ( s ) − VS ( s ) − + I(s ) Figure 4. Series RLC circuit in s−domain 1. Then.*exp(−0.11.15) 4− 8 Signals and Systems with MATLAB Computing and Simulink Modeling. plot(t.10.*t)+0. we obtain VS ( s ) 1..2 Complex Impedance Z(s) Consider the s – domain RLC series circuit of Figure 4.*exp(−6.

4 By nodal analysis. nodal analysis b. We assign the voltage V A ( s ) at node A as shown in Figure 4. Therefore. Find Z ( s ) using: a.12.4 We will first find I ( s ) .17) We recall that s = σ + j ω . Network for finding I ( s ) in Example 4.16) below.16) where 1 Z ( s ) = R + sL + ----sC (4.12. successive combinations of series and parallel impedances 1 1⁄s s s + VS( s ) − Solution: a. Z ( s ) is the ratio of the voltage excitation V s ( s ) to the current response I ( s ) under zero state (zero initial conditions). Circuit for Example 4. + VS ( s ) 1 VA ( s ) I(s) A 1⁄s s s − Figure 4.4 For the network of Figure 4. Example 4. Figure 4. all values are in Ω (ohms). and we will compute Z ( s ) using (4. the s – domain current I ( s ) can be found from the relation (4.13.15). In other words. Signals and Systems with MATLAB Computing and Simulink Modeling. Z ( s ) is a complex quantity.Complex Impedance Z(s) and thus. and it is referred to as the complex input impedance of an s – domain RLC series circuit. VS ( s ) I ( s ) = ------------Z(s ) (4.13. Fourth Edition Copyright © Orchard Publications 4−9 .

+ 1 = --------------------------Z ( s ) = ------------------------. Fourth Edition Copyright © Orchard Publications . as it is done with series and parallel resistances.+ ----------------.+ 1 = ---------------. Z ( s ) = [ ( Z 3 + Z 4 ) || Z 2 ] + Z 1 s +1 s(s + 1 ⁄ s ) s +s s + 2s + s + 1 . Z 2.= 1 – -----------------------------------.+ ---------------- s s+1⁄s A s +1 .18). Z 3 and Z 4 shown in Figure 4.= -----------------------------------2 I(s) 2s + 1 (4. 3 2 VS ( s ) s + 2s + s + 1 Z ( s ) = ------------. For convenience.14.+ 1 = -----------------------------------2 2 2 s+s+1⁄s 2s + 1 2s + 1 ( 2s + 1 ) ⁄ s 2 3 3 2 (4.19) We observe that (4.= 0 1 s s+1⁄s 1 1 + 1 .4 by series − parallel combinations To find the equivalent impedance Z ( s ) .19) is the same as (4. looking to the right of terminals a and b .⋅ VS ( s ) I ( s ) = ---------------------------------. Computation of the impedance of Example 4. a Z(s) b 1 Z1 1⁄s s Z3 Z2 s Z4 Figure 4. 4−10 Signals and Systems with MATLAB Computing and Simulink Modeling. Then.14.Chapter 4 Circuit Analysis with Laplace Transforms VA ( s ) – VS ( s ) VA ( s ) VA ( s ) ----------------------------------. 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. V S ( s ) = -----------------------------------3 2 3 2 1 s + 2s + s + 1 s + 2s + s + 1 and thus.+ -------------.⋅ 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 . The impedance Z ( s ) can also be found by successive combinations of series and parallel impedances. we denote the network devices as Z 1. V ( s ) = VS ( s ) -.18) b.

+ sC = ---------Y ( s ) ≡ ----------. All values are in Ω (ohms). Parallel GLC circuit in s−domain For the circuit of Figure 4. In other words.22) We recall that s = σ + j ω .15. Therefore.+ sC ( V ( s ) ) = I ( s ) sL Defining the ratio I S ( s ) ⁄ V ( s ) as Y ( s ) .= G + ----V(s) Z(s) sL (4.15. we obtain I(s) 1 1 .+ sC Y ( s ) = G + ----sL (4.20) and thus the s – domain voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s) (4. Fourth Edition Copyright © Orchard Publications 4−11 . 1 . Verify your answers with MATLAB. Signals and Systems with MATLAB Computing and Simulink Modeling.21) where 1.16.5 Compute Z ( s ) and Y ( s ) for the circuit of Figure 4. Y ( s ) is the ratio of the current excitation I S ( s ) to the voltage response V ( s ) under zero state (zero initial conditions). + V(s) G IS ( s ) 1----sL sC − Figure 4. Example 4.3 Complex Admittance Y(s) Consider the s – domain GLC parallel circuit of Figure 4.15 where the initial conditions are zero.Complex Admittance Y(s) 4.V ( s ) + sCV ( s ) = I ( s ) GV ( s ) + ----sL 1 G + ----. Y ( s ) is a complex quantity. and it is referred to as the complex input admittance of an s – domain GLC parallel circuit.

+ ---------------------------------------------------.+ --------------------------------------------------. Fourth Edition Copyright © Orchard Publications . z3 = 20 + 16/s. Z1 Z ( s ).+ -----------------------------------------= 13s 2 2 s 5s + 30s + 16 s ( 5s + 30s + 16 ) 2 2 4 3 2 Check with MATLAB: syms s.5 where 13s + 8 8 .16.5 Solution: It is convenient to represent the given circuit as shown in Figure 4. Circuit for Example 4. z2 = 5*s + 10.17.17. 4 ( 5s + 4 ) 4 ( 5s + 4 ) ( 10 + 5s ) ---------------------( 10 + 5s ) ---------------------2 2 Z2 Z3 s s 13s + 8 + 8 13s .= ---------------------Z 3 = 20 + ----s s 2 Then. Simplified circuit for Example 4. Y ( s ) Z2 Z3 Figure 4. % Define symbolic variable s z1 = 13*s + 8/s.Chapter 4 Circuit Analysis with Laplace Transforms 8⁄s 10 5s 20 16 ⁄ s 13s Z(s) Y(s) Figure 4.= ------------------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 ------------------.= ------------------Z 1 = 13s + -s s Z 2 = 10 + 5s 16 4 ( 5s + 4 ) .= ------------------Z ( s ) = Z1 + ----------------. 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.

I out ( s ) G i ( s ) ≡ --------------I in ( s ) (4.23) 4. i. we can compute its output by multiplication of the transfer function by its input. let us express relation (4. from now on.4 Transfer Functions In an s – domain circuit. is of great interest* in network analysis. is called the current transfer function denoted as G i ( s ) . V out ( s ) G v ( s ) ≡ ----------------V in ( s ) (4.24) Similarly. the ratio of the output current I out ( s ) to the input current I in ( s ) under zero state conditions. that is.. In the time domain this concept is known as the impulse response. therefore. the transfer function will have the meaning of the voltage transfer function. * To appreciate the usefulness of the transfer function. This ratio is referred to as the voltage transfer function and it is denoted as G v ( s ) . the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero state conditions.24) as V out ( s ) = G v ( s ) ⋅ V in ( s ) .25) The current transfer function of (4. This relation indicates that if we know the transfer function of a network. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 4−13 .e. and it is discussed in Chapter 6 of this text.= -----------------------------------------------------------------------------------s ( 5s + 30s + 16 ) Y ( s ) = ---------4 3 2 Z(s ) 65s + 490s + 528s + 400s + 128 2 (4.25) is rarely used. 1 . We should also remember that the transfer function concept exists only in the complex frequency domain. that is. that is.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 ) .

4−14 Signals and Systems with MATLAB Computing and Simulink Modeling. and R L represents the resistance of the load that consists of R L .19. where R g represents the internal resistance of the applied (source) voltage V S .6 The transfer function G ( s ) is readily found by application of the voltage division expression of the s – domain circuit of Figure 4.26) Example 4. Fourth Edition Copyright © Orchard Publications .18. The s−domain circuit for Example 4.6 Derive an expression for the transfer function G ( s ) for the circuit of Figure 4. and C . Thus. 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.19. + RL Rg L v out + vg − C − Figure 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. L . Circuit for Example 4. and even if they were.6 Solution: No initial conditions are given.19. + RL Rg V out ( s ) sL + V in ( s ) − 1 ----sC − Figure 4.18.

28) 4−15 .27) Example 4.7 Compute the transfer function G ( s ) for the circuit of Figure 4. The s−domain circuit for Example 4.21. and C 2 Then.= --------------------------------------------------G ( s ) = ----------------V in ( s ) R g + R L + Ls + 1 ⁄ sC (4.7 Next. R2 R1 Vin (s) 1/sC2 1 R3 V1 ( s ) 1/sC1 V2 ( s ) Vout (s) 2 Figure 4. Circuit for Example 4. we write nodal equations at nodes 1 and 2. R 2.= 0 .+ -------------+ -------------------------------. V 1 ( s ) – V in ( s ) V 1 ( s ) – V out ( s ) V 1 ( s ) – V 2 ( s ) V1 ----------------------------------. R 3.Transfer Functions R L + sL + 1 ⁄ sC -V (s) V out ( s ) = --------------------------------------------------R g + R L + sL + 1 ⁄ sC in Therefore.20 in terms of the circuit constants R 1. C 1.21.+ -------------------------------------R1 1 ⁄ sC 1 R2 R3 Signals and Systems with MATLAB Computing and Simulink Modeling. At node 1. replace the complex variable s with j ω .20. Fourth Edition Copyright © Orchard Publications (4. 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 L + Ls + 1 ⁄ sC V out ( s ) .7 The complex frequency domain equivalent circuit is shown in Figure 4. R2 R1 200 K C1 40 K C2 R3 50K 25 nF 10 nF vin vout Solution: Figure 4.

30) into (4.0050 Therefore. R2=4*10^4.V in ( s ) R1 R2 R3 R1 R2 (4.5 × 10 ω – j5 × 10 ω + 5 (4.= -----------------------------------------------------------------------–6 2 –3 V in ( j ω ) 2.31) To simplify the denominator of (4..31).= ------------------------------------------------------------------------------------------------------------------------------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 ) = ----. we express (4.= ------------------------------------------------------------------G ( s ) = ----------------– 6 2 –3 V in ( s ) 2.30) or V out ( s ) –1 G ( s ) = -----------------. rearranging. and collecting like terms.5000e-006 1/200 % Simplify coefficient of s^2 ans = 0.5 × 10 s + 5 × 10 s + 5 By substitution of s with j ω we obtain V out ( j ω ) –1 G ( j ω ) = --------------------.Chapter 4 Circuit Analysis with Laplace Transforms At node 2. Fourth Edition Copyright © Orchard Publications . R3=5*10^4.29) (4. C2=10*10^(-9). C1=25*10^(-9). simplify(DEN) ans = 1/200*s+188894659314785825/75557863725914323419136*s^2+5 188894659314785825/75557863725914323419136 % Simplify coefficient of s^2 ans = 2..28). syms s. % Define symbolic variable s R1=2*10^5. V out ( s ) V2 ( s ) – V1 ( s ) -------------------------------.29) as V 1 ( s ) = ( – sR 3 C 2 ) V out ( s ) and by substitution of (4. we use the MATLAB script below with the given values of the resistors and the capacitors. DEN=R1*((1/R1+1/R2+1/R3+s*C1)*(s*R3*C2)+1/R2).32) 4−16 Signals and Systems with MATLAB Computing and Simulink Modeling.= -----------------1 ⁄ sC 2 R3 Since V 2 ( s ) = 0 (virtual ground). V out ( s ) –1 ..

ylabel('|Vout/Vin|').21.. semilogx(w. Gs=−1..22.7 4.*10. grid The plot is shown in Figure 4..22. G ( j ω ) versus ω for the circuit of Example 4.5. title('Magnitude Vout/Vin vs. Radian Frequency').32) on a semilog scale with the following script: w=1:10:10000. xlabel('Radian Frequency w').15 |Vout/Vin| 0.*10.Using the Simulink Transfer Fcn Block We use MATLAB to plot the magnitude of (4.*j. 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 .33) Example 4.8 Let us reconsider the active low−pass filter op amp circuit of Figure 4.. Magnitude Vout/Vin vs.^(−6).*w+5). Radian Frequency 0.5 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. Page 4-15 where we found that the transfer function is Signals and Systems with MATLAB Computing and Simulink Modeling./(2..1 0..05 0 0 10 10 1 10 Radian Frequency w 2 10 3 10 4 Figure 4.^(−3).abs(Gs)).2 0. Fourth Edition Copyright © Orchard Publications 4−17 .^2−5.*w.

171.01:10.1708 -1. let R 1 = R 2 = R 3 = 1 Ω .= -------------------------V out ( s ) = G ( s ) ⋅ V in ( s ) = -3 2 s s 2 + 3s + 1 s + 3s + s (4. By substitution into (4. and it is shown in Figure 4.171 1 -.= ------------------------------------------------------------------------------------------------------------------------------R 1 [ ( 1 ⁄ R 1 + 1 ⁄ R 2 + 1 ⁄ R 3 + sC 1 ) ( sR 3 C 2 ) + 1 ⁄ R 2 ] V in ( s ) (4.37) s ⋅ s 2 + 3s + 1 s s + 0.= -----------------------(4.*t)−0. we use the MATLAB residue function as follows: num=−1.+ --------------------– 0.24.1708 1.= – 1 . and C 1 = C 2 = 1 F .23.den) r = -0. and as we know from Chapter 2.382.*t). and [ 1 3 1 ] for the denominator.171e . Fourth Edition Copyright © Orchard Publications . After the simulation command is executed.382t – 2.6180 -0. den=[1 3 1 0].171e = v out ( t ) (4.382 s + 2.25.– ---------------------.*exp(−2. –1 1 –1 .⋅ ------------------------.36) To find v out ( t ) . Therefore.Chapter 4 Circuit Analysis with Laplace Transforms V out ( s ) –1 G ( s ) = -----------------. and for convenience.171 1.⇔ – 1 + 1. the Scope block displays the waveform of Figure 4.618 The plot for v out ( t ) is obtained with the following MATLAB script. t=0:0.------------------------.3820 0 k = [] Therefore. we perform partial fraction expansion.618.ft). u 0 ( t ) ⇔ 1 ⁄ s .34) we obtain V out ( s ) –1 G ( s ) = -----------------. ft=−1+1. –1 – 0. grid The same plot can be obtained using the Simulink model of Figure 4. where in the Function Block Parameters dialog box for the Transfer Fcn block we enter – 1 for the numerator.35) 2 V in ( s ) s + 3s + 1 Next. 4−18 Signals and Systems with MATLAB Computing and Simulink Modeling.171. plot(t.34) and for simplicity.618t 0.0000 p = -2.*exp(−0. we let the input be the unit step function u 0 ( t ) .[r p k]=residue(num.

Fourth Edition Copyright © Orchard Publications 4−19 . Plot of v out ( t ) for Example 4.8 -1 0 2 4 6 8 10 Figure 4.23. Figure 4.4 -0.Using the Simulink Transfer Fcn Block 0 -0.2 -0.8.24 Signals and Systems with MATLAB Computing and Simulink Modeling.24.8 Figure 4.25. Waveform for the Simulink model of Figure 4. Simulink model for Example 4.6 -0.

• In the s – domain the voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s) • In an s – domain circuit. • In the s – domain the terms sL and 1 ⁄ sC are called complex inductive impedance. 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 ) .+ sC Y ( s ) = G + ----sL • The expression is a complex quantity. Fourth Edition Copyright © Orchard Publications . that is. V out ( s ) G ( s ) ≡ ----------------V in ( s ) 4−20 Signals and Systems with MATLAB Computing and Simulink Modeling.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. 1Z ( s ) = R + sL + ----sC • The expression is a complex quantity. and complex capacitive impedance respectively. • In the s – domain the current I ( s ) can be found from VS( s ) I ( s ) = ------------Z(s) 1 . the terms and sC and 1 ⁄ sL are called com- plex capacitive admittance and complex inductive admittance respectively.Chapter 4 Circuit Analysis with Laplace Transforms 4. and it is referred to as the complex input impedance of an s – domain RLC series circuit.

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

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. Derive the transfer functions for the networks (a) and (b) below.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. Fourth Edition Copyright © Orchard Publications . 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. Derive the transfer functions for the networks (a) and (b) below. Derive the transfer function 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. + + C + V in ( s ) R + L C V in ( s ) L R − V out ( s ) V out ( s ) (a) − − (b) − 8.

6 kΩ R3 R1 V in ( s ) R2 C1 C2 R4 R3=R4 = 68. Derive the transfer function for the network below. Using MATLAB.1 kΩ C1=C2 = 0. Fourth Edition Copyright © Orchard Publications 4−23 . plot G ( s ) versus frequency in Hertz. R1 = 11.Exercises 9.3 kΩ R2 = 22. on a semilog scale.01 µF V out ( s ) Signals and Systems with MATLAB Computing and Simulink Modeling.

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

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

(1) 3 2 2s + 9s + 6s + 3 4s + s + 1 . disp('root2 ='). pretty(Is(2)) Is1 = 2 2 s .8170 root2 = -0. fprintf(' \n').5257i 4−26 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . fprintf(' \n')... r=roots(p).. disp('root1 =').. pretty(Is(1))..------------------------------2 3 (6 s + 3 + 9 s + 2 s ) conj(s) Therefore. disp('root2 + root3 =').3415 + 0.. disp(r(2)).(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. Vs=[1/s −2/s]'. −z2 z2+z3].. disp('root2 * root3 =').1 + s ------------------------------2 3 (6 s + 3 + 9 s + 2 s ) Is2 = 2 4 s + s + 1 . s + 2s – 1 I 1 ( s ) = ------------------------------------------. disp(r(2)*r(3)) root1 = -3. Z=[z1+z2 −z2. disp(r(2)+r(3)). disp('Is1 = '). disp(r(3))... p=[2 9 6 3]. disp('root3 ='). disp('Is2 = '). Is=Z\Vs. disp(r(1)).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.

= -------------------------.Solutions to End−of−Chapter Exercises root3 = -0.52 r3 = -0.393 ) By inspection. B=[1 2 −1]'.2f \t'. r=A\B.683s + 0.48 r2 = 0.817 1. fprintf('r3 = %5.683s + 0.817 ) ⋅ ( s + 0.2f'.817 ) ( s 2 + 0.393 0 3. 0.48 .683r 1 + 3..52*s-0.+ --------------------------------------------------. s .393 ) + ( r 2 s + r 3 ) ( s + 3. syms s t IL=ilaplace((0.r(3)) r1 = 0.52s – 0.r(2)).817 ) ( s 2 + 0.(3) 2 ( s + 3.3930 and with these values (1) is written as 2 r2 s + r3 r1 s + 2s – 1 .82t ----------------------(5) ⇔ 0.6830 root2 * root3 = 0.2f \t'.48 – 3. fprintf('r2 = %5.393 ) Multiplying every term by the denominator and equating numerators we obtain s + 2s – 1 = r 1 ( s + 0. Fourth Edition Copyright © Orchard Publications 4−27 . pretty(IL) Signals and Systems with MATLAB Computing and Simulink Modeling.+ --------------------------------------------------I 1 ( s ) = -------------------------.3415 .48e ( s + 3. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.817 ) 2 2 Equating s .683 3.31 By substitution of these values into (3) we obtain r2 s + r3 r1 0.(4) ( s + 3.393 ) ( s + 3.31 0.68*s+0.683s + 0.82 ) The second term on the right side of (4) requires some manipulation.r(1)). and constant terms we obtain 2 r1 + r2 = 1 0. the Inverse Laplace of first term on the right side of (4) is 0..393 ) ( s + 3.817r 2 + r 3 = 2 0.393r 1 + 3.39)). fprintf(' \n').+ --------------------------------------------------I 1 ( s ) = ---------------------------------------------------------------------------------. 0. A=[1 1 0.817 ) ( s 2 + 0.31)/(s^2+0.683s + 0.0. Therefore.817]..683s + 0. fprintf('r1 = %5.= -------------------------.5257i root2 + root3 = -0.817r 3 = – 1 We will use MATLAB to find these residues.

49 r3 = 0.48e – 3.r(1)). we obtain 2 r1 + r2 = –4 0.393 ) + ( r 2 s + r 3 ) ( s + 3..exp(.exp(25 Thus. r=A\B. s .+ --------------------------------------------------I 1 ( s ) = -------------------------.20 By substitution of these values into (6) we obtain r2 s + r3 r1 0.34t sin 0.---. fprintf('r1 = %5. fprintf('r3 = %5..+ --------------------------------------------------. fprintf('r2 = %5.683 3.817 ) 2 2 Equating s .93e – 0.Chapter 4 Circuit Analysis with Laplace Transforms 1217 17 .393 0 3.20 – 4.683s + 0.393 ) ( s + 3.. Fourth Edition Copyright © Orchard Publications .2f \t'.-4900 50 13 + -.393 ) By inspection. and constant terms.49 .683s + 0.817].53t Next. 0.= -------------------------.683s + 0.817 ) ⋅ ( s + 0.2f'. B=[−4 −1 −1]'.49s + 0.49 r2 = 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.817r 3 = – 1 We will use MATLAB to find these residues.393 ) ( s + 3.393r 1 + 3.683r 1 + 3. i 1 ( t ) = 0. 0.+ --------------------------------------------------.817 ) ( s + 0. fprintf(' \n').683s + 0. we will find I 2 ( s ) .53t + 0.52e – 0. A=[1 1 0.(7) 2 2 ( s + 3.82t 1/2 1/2 t) 14 sin(7/50 14 t) 17 1/2 -.393 ) Multiplying every term by the denominator and equating numerators we obtain – 4s – s – 1 = r 1 ( s + 0.2f \t'.817 ) ( s + 0.= -------------------------.817r 2 + r 3 = – 1 0.r(3)) r1 = -4.r(2)).t) cos(7/50 14 t) 50 – 0.34t cos 0.817 1.683s + 0. 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 .817 ) ( s + 0.(6) I 2 ( s ) = ---------------------------------------------------------------------------------2 2 ( s + 3.

-.47 e –3. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.49*s+0.exp(. Therefore.= ----------------6s Y ( s ) = ------------.⇔ – 4.Solutions to End−of−Chapter Exercises 0.39)).49e – 0.82 ) The second term on the right side of (7) requires some manipulation.82t + 0.34t cos 0.t) cos(7/50 14 t) 100 50 Thus.exp(. syms s t IL=ilaplace((0. + 1 1⁄s V1 ( s ) I1 ( s ) 2 a.68*s+0.48 ----------------------.-.47 e – 3.34t sin 0.t) 14 9800 50 1/2 sin(7/50 14 t) 49 17 1/2 + --.20)/(s^2+0. 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 .= -------------------V 1 ( s ) 11 + 8 ⁄ s 11s + 8 Signals and Systems with MATLAB Computing and Simulink Modeling.53t + 0.06e – 0.53t 4. pretty(IL) 167 17 1/2 ---. Fourth Edition Copyright © Orchard Publications − − 1 I2 ( s ) + V 2 ( s ) = 2V C ( s ) + − VC ( s ) 3 4−29 . i 2 ( t ) = – 4.82t (8) ( s + 3.

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

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

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

V 2 ( s ) (2) .6 KΩ R3=R4 = 68.+ ----1. Fourth Edition Copyright © Orchard Publications 4−33 .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 ) ------------.= 0 R3 R4 11.+ ------------------------------------R1 R2 1 ⁄ C2 s V1 ( s ) 1.+ C 2 sV out ( s ) (3) 2 2 R R2 R1 R2 1 Signals and Systems with MATLAB Computing and Simulink Modeling.+ C s V ( s ) = V in ( s ) ------------------+ ------------.+ ----1.3 KΩ R4 R3 R1 V in ( s ) V2 V1 V3 R2 = 22.= 0 ----------------------------------.= 0 --------------------------------. we express the last relation above as V1 ( s ) – V2 ( s ) --------------------------------. V ( s ) = ---- ----V out ( s ) (1) R 1 R R 4 3 4 At Node V 3 : V3 ( s ) – V2 ( s ) V3 ( 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 ) .+ --------------R2 1 ⁄ C1 s and since V 3 ( s ) ≈ V 1 ( s ) .1 KΩ C1=C2 = 0. R1 = 11.+ C 1 sV 1 ( s ) = 0 R2 1 1 ----.+ --------------------------------.+ ------------------------------------.Solutions to End−of−Chapter Exercises 9.

*10.– ----R R2 ( R3 + R4 ) ( R3 + R4 ) R2 1 By substitution of the given values and after simplification we obtain 7.----------------------R 1 ----.abs(Gs)).^7.V ( s ) = ----------------------.V ( s ) + C 2 sV out ( s ) ./(s.= ---------------------------------------------------------------------------------------------------------------------------------------------G ( s ) = ----------------V in ( s ) R3 ( 1 + R2 C1 s ) 1 R3 1 1 .+ ----1.. Fourth Edition Copyright © Orchard Publications .– C 2 s V out ( s ) = ----.^2+1.77.*10..^4.+ ----..^7). Radian Frequency').----------------------2 -----------------------------------.77 × 10 s + 5.V out ( s ) = --------------.83 × 10 G ( s ) = --------------------------------------------------------------------2 4 7 s + 1.----------------------V (s) . s=j. grid 4−34 Signals and Systems with MATLAB Computing and Simulink Modeling.83.*w.87..+ 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 ) = -----------------------------------.+ C s R ----..+ ----. ylabel('|Vout/Vin|').Chapter 4 Circuit Analysis with Laplace Transforms From (1) ( 1 ⁄ R4 ) R3 . semilogx(w.. xlabel('Radian Frequency w'). Gs=7. w=1:10:10000.+ ----R ( R3 + R4 ) R 2 ( R 3 + R 4 ) out R2 R1 1 R3 ( 1 + R2 C1 s ) 1 R3 11 1 ----.– ----R ( R3 + R4 ) R2 ( R3 + R4 ) R 1 in R2 1 and thus V out ( s ) 1 .+ C 2 s -----------------------------------.87 × 10 7 We use the MATLAB script below to plot this function.*s+5.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.*10. title('Magnitude Vout/Vin vs.– C2 s .V ( s ) (4) V 1 ( s ) = ---------------------------------------( R 3 + R 4 ) ⁄ R 3 R 4 out ( R 3 + R 4 ) out From (2) 1 .+ C 2 s -----------------------------------.

6 0.8 0.Solutions to End−of−Chapter Exercises Magnitude Vout/Vin vs.2 |Vout/Vin| 1 0.4 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. Radian Frequency 1. Fourth Edition Copyright © Orchard Publications 4−35 .

Thus. when we apply Kirchoff’s Current Law (KCL) or Kirchoff’s Voltage Law (KVL) in networks that contain energy−storing devices. a first order linear. Also. but these will not be discussed in this text*. Signals and Systems with MATLAB Computing and Simulink Modeling. we obtain integro−differential equations. and the state−space to transfer function equivalence is presented. If it contains two such devices. However.1 A series RLC circuit with excitation vS ( t ) = e jωt (5. Third Edition. our discussion will be limited to linear. 5.1) A second order circuit can be described by a second−order differential equation of the same form as (5. The resulting first−order differential equations are called state−space equations. when a network contains just one such device (capacitor or inductor). time−invariant circuits. State equations can also be solved with numerical methods such as Taylor series and Runge− Kutta methods. Several examples are presented to illustrate their application.1 Expressing Differential Equations in State Equation Form As we know.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.2) * These are discussed in “Numerical Analysis Using MATLAB and Excel”. The state transition matrix is defined. The state variable method offers the advantage that it can also be used with non−linear and time−varying devices. provided that the state variables are chosen appropriately. time−invariant circuit can be described by a differential equation of the form dy . and so on. An nth−order differential equation can be resolved to n first−order simultaneous differential equations with a set of auxiliary variables called state variables. Example 5. ISBN 978-1-934404-03-4. Fourth Edition Copyright © Orchard Publications 5−1 .1) where the highest order is a second derivative. These equations can be obtained either from the nth−order differential equation. it is said to be a first−order circuit. it is said to be second−order circuit. The state variable method is best illustrated with several examples presented in this chapter. or simply state equations.+ a0 y ( t ) = x ( t ) a 1 ----dt (5. or directly from the network.

From (5.+ --Ri + L ---dt C ∫–∞ i dt t = e jωt (5.6) (5.--------. we obtain the where x k k state equations · 1 = x2 x 1 1 ·2 = – R -. we write the state equations of (5.= – --2 L L dt LC dt jωt (5.x 2 – -----.= x x 2 = ---dt dt Then.8).Chapter 5 State Variables and State Equations is described by the integro−differential equation di 1 .10) We usually write (5.5) Next. 5− 2 Signals and Systems with MATLAB Computing and Simulink Modeling.9) It is convenient and customary to express the state equations in matrix* form.4) or 2 1 1 R di ------d t .jωe . we define two state variables x 1 and x 2 such that x1 = i (5.x 1 + -.i + -.3) Differentiating both sides and dividing by L we obtain 2 11 t+R d --.9) as 0 ·1 x = 1 ·2 – -----x LC 1 x 0 1 + u 1 –R -. · 2 = d 2 i ⁄ dt 2 x · denotes the derivative of the state variable x .– .10) in a compact form as · = Ax + bu x (5.+ -------jωe -----i = -2 L L dt LC dt jωt (5.= ------.di ---.x2 -. Thus.jωe jωt x L LC L (5.jωe jωt L L (5. please refer to Appendix D.8) and dx 1 di ·1 .7) (5.5) through (5. Fourth Edition Copyright © Orchard Publications .11) where * For a review of matrix theory.

therefore.14) in the subsequent sections. we must define four state variables which will be used with the resulting four first−order state equations.15) is of fourth−order.2 A fourth−οrder network is described by the differential equation 4 y y d y+a d ----.+ a2 d ------. u b + + Σ · x ∫ dt A d x C + + Σ y Figure 5.14) The state space equations of (5.13) where C is another matrix. x ·2 x A = 0 1 – -----LC 1 . Signals and Systems with MATLAB Computing and Simulink Modeling.14) We will learn how to solve the matrix equations of (5. and u ( t ) is any input.Expressing Differential Equations in State Equation Form · · = x1 .1.12) The output y ( t ) is expressed by the state equation y = Cx + du (5.15) as a set of state equations. Express (5. Example 5.1. 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. Fourth Edition Copyright © Orchard Publications 5−3 . Solution: The differential equation of (5.jωe jωt L 0 (5. and u = any input -. In general.+ a0 y ( t ) = u ( t ) .+ a 1 dy --------3 -------3 2 4 dt dt dt dt 3 2 (5.15) where y ( t ) is the output representing the voltage or current of the network.14) can be realized with the block diagram of Figure 5. b= 1 . Block diagram for the realization of the state equations of (5. and d is a column vector. –R -L x = x1 x2 .

Chapter 5 State Variables and State Equations We denote the state variables as x 1. x 3 .2. x= . we assign state variables to energy storing devices. We choose the state variables to represent inductor currents and capacitor voltages.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 ) --------. In other words. 1 –a3 x2 x3 x4 · = x . 5− 4 Signals and Systems with MATLAB Computing and Simulink Modeling.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. Example 5. 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. Fourth Edition Copyright © Orchard Publications . and u 0 ( t ) is the unit step function. x 2.19) x1 0 b= 0.18) In compact form. (5.= x 4 dt 4 (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 .3 Write state equation(s) for the circuit of Figure 5. given that v C ( 0 − ) = 0 .18) is written as · = Ax + bu x (5. and x 4 . and u = u ( t ) We can also obtain the state equations directly from given circuits.

= 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.3 with state variable x assigned to it For this circuit.4 Write state equation(s) for the circuit of Figure 5.2. Circuit for Example 5. and By KVL. dv C · .3. and the output y is defined as y = i ( t ) . The output is defined as the voltage across the capacitor.3. Therefore. the state equations are 1 · = – ------. the capacitor.x + vS u0 ( t ) x RC (5.Expressing Differential Equations in State Equation Form R + − vS u0 ( t ) v C ( t ) = v out ( t ) C − + Solution: Figure 5. We choose the state variable to denote the voltage across the capacitor as shown in Figure 5.20) y = x Example 5.3 This circuit contains only one energy−storing device. R + v (t) − R + C i − vS u0 ( t ) + − v C ( t ) = v out ( t ) = x Figure 5. we need only one state variable. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 5−5 .4 assuming i L ( 0 − ) = 0 . Circuit for Example 5.

β . therefore. R + − i(t) = x vS u0 ( t ) L Figure 5.5. if non−zero.21) y = x 5. the inductor.= vS u0 ( t ) Ri + L ---dt or · = v u0 ( t ) Rx + Lx S Therefore. vR + vL = vS u0 ( t ) or di .vS u0 ( t ) x L L (5. Circuit for Example 5. we need only one state variable. and the initial condition.x + -. and k 2 are scalar constants. the state equations are 1 · = –R --.22) where α . Fourth Edition Copyright © Orchard Publications . is denoted as x0 = x ( t0 ) (5. Circuit for Example 5.4 with assigned state variable x By KVL.23) 5− 6 Signals and Systems with MATLAB Computing and Simulink Modeling. k 1 .2 Solution of Single State Equations If a circuit contains only one energy−storing device.4.4 This circuit contains only one energy−storing device.5. the state equations are written as · = αx + βu x y = k1 x + k2 u (5.Chapter 5 State Variables and State Equations R − + i( t) L vS u0 ( t ) Solution: Figure 5. We choose the state variable to denote the current through the inductor as shown in Figure 5.

· = αx + βu x and this is the same as the first equation of (5. Next.28) Signals and Systems with MATLAB Computing and Simulink Modeling. we differentiate (5. In summary.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. we must prove that (5. (5.Solution of Single State Equations We will now prove that the solution of the first state equation in (5.23). Then.22).25) The first term in the right side of (5. x ( t0 ) = e α ( t0 – t0 ) x0 + e αt ∫t t0 e 0 –α τ β u ( τ ) dτ (5. Therefore.25) reduces to x 0 since e α ( t0 – t0 ) x0 = e x0 = x0 0 (5. we must show that (5.26) The second term of (5. if α and β are scalar constants. To prove this.24) with respect to t and we obtain d. α t d.27) We observe that the bracketed terms of (5. This is done by substitution of t = t0 in (5. the solution of · = αx + βu x (5.25) reduces to x ( t 0 ) = x 0 and thus the initial condition is satisfied.27) are the same as the right side of the assumed solution of (5. Therefore.22). Fourth Edition Copyright © Orchard Publications 5−7 .24).24) satisfies the initial condition of (5.24) Proof: First.22) is x(t) = e α ( t – t0 ) x0 + e αt ∫t e 0 t – ατ β u ( τ ) dτ (5.25) is zero since the upper and lower limits of integration are the same.24).24) satisfies also the first equation in (5.

3.= ---------------.5 F − vC ( t ) Solution: Figure 5. given that the initial condition is v C ( 0 − ) = 1 V R + 2Ω C − 2u 0 ( t ) + 0.31) Assuming that the output y is the capacitor voltage. Circuit for Example 5. the output state equation is 5− 8 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 · = – ------.30) Example 5.5 From (5. x(t) = e α ( t – t0 ) –1 2 × 0.30).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 ) (5.20) of Example 5.30) to find the capacitor voltage v C ( t ) of the circuit of Figure 5.28) through (5.x + vS u0 ( t ) x RC and by comparison with (5.= – 1 1 RC and Then.5 Use (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).Chapter 5 State Variables and State Equations with initial condition x0 = x ( t0 ) (5. α = – ------.6.6 for t > 0 . from (5. Page 5−5. Fourth Edition Copyright © Orchard Publications .

From (5.32) 5. is said to be the state transition matrix of (5. A and C are 2 × 2 or higher order matrices.38) Differentiation of (5. we find that ϕ(0) = e A0 = I + A0 + … = I (5.The State Transition Matrix y ( t ) = x ( t ) = ( 2 – e ) u0 ( t ) –t (5.35) 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. and b and d are column vectors with two or more rows.37).34). Then. we defined the state equations pair · = Ax + bu x y = Cx + du (5.1.39) and by comparison with (5.34) (5.14). if it is related to the matrix A as the matrix power series ϕ(t) ≡ e At 1 33 1.37) where I is the n × n identity matrix. relation (5.36) Proof: Let A be any n × n matrix whose elements are constants. Fourth Edition Copyright © Orchard Publications 5−9 .n n = I + At + ---A t + .37) we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.37) with respect to t yields d At .3 The State Transition Matrix In Section 5. another n × n matrix denoted as ϕ ( t ) .2 2 ---1.A t + … + ---A t 3! 2! n! (5.e = 0 + A ⋅ 1 + A2 t + … = A + A2 t + … ϕ' ( t ) = ---dt (5. In this section we will introduce the state transition matrix e .33) where for two or more simultaneous differential equations. and we will prove that the solution of the matrix differential equation At · = Ax + bu x (5.

and the last term as bu ( t ) .43) with initial condition x0 = x ( t0 ) (5. To prove that (5. we must prove that it satisfies both the initial condition and the matrix differential equation. the expression (5.34). 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 (5.42) We recognize the bracketed terms in (5. 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. and integration of (5. n ≥ 2 .40).42) reduces to · ( t ) = Ax + bu x In summary.Chapter 5 State Variables and State Equations d At ---.36) is the solution of (5. if A is an n × n matrix whose elements are constants. The integral is zero since the upper and lower limits of integration are the same.e = Ae At dt (5. and b is a column vector with n elements. entails the computation of the state transition matrix e .40) To prove that (5. that is.34) is also satisfied. Thus. the solution of · ( t ) = Ax + bu x (5. Fourth Edition Copyright © Orchard Publications .e = Ae At dt Then.45) Therefore. At 5−10 Signals and Systems with MATLAB Computing and Simulink Modeling. the solution of second or higher order circuits using the state variable method.44) is x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.42) as x ( t ) .45). 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 (5.41) where we have used (5. d At ---.38) for the initial condition.

4.1 Distinct Eigenvalues (Real of Complex) If λ 1 ≠ λ 2 ≠ λ 3 ≠ … ≠ λ n . We accept (5. (5. Fourth Edition Copyright © Orchard Publications 5−11 . the eigenvalues λ i . n of A are the roots of the nth order polynomial det [ A – λ I ] = 0 At Let A be an n × n matrix. Since the coefficients a i are functions of the eigenvalues λ . that is. 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. 5.1 and 5.4.Computation of the State Transition Matrix 5.4.6 Compute the state transition matrix e At given that Signals and Systems with MATLAB Computing and Simulink Modeling.46) can be real (unequal or equal). 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 (5.48) = e λn t Example 5.47) without proving it.46) We recall that expansion of a determinant produces a polynomial. The roots of the polynomial of (5. or complex numbers.47) where the coefficients a i are functions of the eigenvalues λ .4 Computation of the State Transition Matrix e i = 1. we must consider the two cases discussed in Subsections 5. Evaluation of the state transition matrix e is based on the Cayley−Hamilton theorem. 2. The proof can be found in Linear Algebra and Matrix Theory textbooks. if all eigenvalues of a given matrix A are distinct. ….2 below. and I be the n × n identity matrix. By definition.

51) Simultaneous solution of (5. = (– 2 – λ)(– 1 – λ) = 0 (λ + 1 )( λ + 2) = 0 λ 1 = – 1 and λ 2 = – 2 (5. Since A is a 2 × 2 matrix.52) and by substitution into (5. 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 must find the coefficients a i of (5.47).51) yields a 0 = 2e – e a1 = e – e –t –t – 2t – 2t (5.50) The coefficients a 0 and a 1 are found from (5. a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t or a0 + a1 ( –1 ) = e a0 + a1 ( –2 ) = e –t – 2t (5. Fourth Edition Copyright © Orchard Publications . e At = a0 I + a1 A (5. 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.50).49) Next. we only need to consider the first two terms of that relation.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 . For this example. These are found from the expansion of For this example.48). that is.

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 can write [ A – λ I ] at once by subtracting λ from each of the main diagonal elements of A . If the dimension of A is a 2 × 2 matrix. we perform steps 2 through 4. Fourth Edition Copyright © Orchard Publications 5−13 . if it is a 3 × 3 matrix.54) If A matrix is a 3 × 3 matrix. it will yield three eigenvalues. and we solve for the coefficients ai . and we simplify. 3. and so on. otherwise we refer to Subsection 5.7 Compute the state transition matrix e At given that Signals and Systems with MATLAB Computing and Simulink Modeling. Example 5.4.54).54). 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. If the eigenvalues are distinct.2 below. and so on. We find the eigenvalues λ from det [ A – λ I ] = 0 . We substitute the a i coefficients into the state transition matrix of (5. 4. we use the first 3 terms of (5.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. it will yield two eigenvalues. 2.53) 0 In summary. we compute the state transition matrix e procedure: At for a given matrix A using the following 1.

57).59) 3.2f \t'. fprintf('lambda2 = %5. We first compute the eigenvalues from det [ A – λ I ] = 0 . a 1. Then.. fprintf('lambda3 = %5.00 lambda2 = 2.2f \t'.00 and thus the eigenvalues are λ1 = 1 λ2 = 2 λ3 = 3 (5. by subtracting λ from each of the main diagonal elements of A . fprintf('lambda1 = %5. r(2)). r=roots(p). r(1))..00 lambda3 = 1.60) 5−14 Signals and Systems with MATLAB Computing and Simulink Modeling.. that is. e At = a0 I + a1 A + a2 A 2 (5. det [ A – λ I ] = det 5–λ 0 2 7 –5 = 0 4–λ –1 8 –3–λ (5.58) 2.57) We will use MATLAB roots(p) function to obtain the roots of (5. 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. fprintf(' \n').55) Solution: 1. we use the first 3 terms of (5. r(3)) lambda1 = 3. We obtain the coefficients a 0. Since A is a 3 × 3 matrix.54). Fourth Edition Copyright © Orchard Publications . p=[1 −6 11 −6].56) and expansion of this determinant yields the polynomial λ – 6 λ + 11 λ – 6 = 0 3 2 (5. We obtain [ A – λ I ] at once.2f'.Chapter 5 State Variables and State Equations 5 A = 0 2 7 –5 4 –1 8 –3 (5.

syms t. B=sym('[1 1 1.. -6*exp(t)+5*exp(2*t)+exp(3*t). a0 = 3*exp(t)+exp(3*t)−3*exp(2*t). 4*exp(t)-3*exp(2*t)-exp(3*t)] [-exp(t)+2*exp(2*t)-exp(3*t).. exp(3*t)]'). 1 2 4. fprintf(' \n'). a 0 = 3e – 3e + e t 2t 3t 5 ..60).. 2*exp(t)-3*exp(2*t)+exp(3*t)] [-3*exp(t)+4*exp(2*t)-exp(3*t). A = [5 7 −5.. eAt=a0*eye(3)+a1*A+a2*A^2 eAt = [-2*exp(t)+2*exp(2*t)+exp(3*t).. a1 = −5/2*exp(t)−3/2*exp(3*t)+4*exp(2*t)..Computation of the State Transition Matrix We will use the following MATLAB script for the solution of (5. – 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. disp('a1 = '). disp(a(2)). -9*exp(t)+10*exp(2*t)-exp(3*t). a=B\b.62) Signals and Systems with MATLAB Computing and Simulink Modeling.e t + 4e 2t – 3 -. disp('a2 = ').e – e + --e a 2 = -2 2 (5. a2 = 1/2*exp(t)+1/2*exp(3*t)−exp(2*t). 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.2 Multiple (Repeated) Eigenvalues In this case. disp('a0 = '). 1 3 9]'). disp(a(1)).. and to perform the matrix multiplications..61) 4. 2 8 -3]. exp(2*t).e 3t a 1 = – -2 2 1 t 2t 1 3t .4. -3*exp(t)+5*exp(2*t)-exp(3*t). 0 4 −1. Fourth Edition Copyright © Orchard Publications 5−15 . 6*exp(t)-6*exp(2*t)+exp(3*t)] Thus. b=sym('[exp(t). we will assume that the polynomial of det [ A – λ I ] = 0 (5. The script is shown below. We also use MATLAB to perform the substitution into the state transition matrix.

For this example.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. We first find the eigenvalues λ of the matrix A and these are found from the polynomial of det [ A – λ I ] = 0 .64) are found from the simultaneous solution of the system of equations of (5. 5−16 Signals and Systems with MATLAB Computing and Simulink Modeling. λm + 1 .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 -------------. Fourth Edition Copyright © Orchard Publications . In other words.65) below. a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 2 n–1 = e λ1 t dd . the roots are λ1 = λ2 = λ3 … = λm . λn (5. 0 = 0 det [ A – λ I ] = det – 1 – λ 2 –1–λ (– 1 – λ)(– 1 – λ) = 0 (λ + 1) = 0 2 and thus.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 5.8 Compute the state transition matrix e At given that A = –1 0 2 –1 Solution: 1.( 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. and m of these roots are equal.Chapter 5 State Variables and State Equations has n roots.

66) 3.Computation of the State Transition Matrix λ1 = λ2 = –1 2. 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. we invoke the help eig command.65).67) into (5. For this example. We find a 0 and a 1 from (5. that is.66). 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. e At = a0 I + a1 A (5.68) 2te We can use the MATLAB eig(x) function to find the eigenvalues of an n × n matrix. Fourth Edition Copyright © Orchard Publications 5−17 . we only need the first two terms of the state transition matrix. By substitution of (5. To find out how it is used.( 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 . Signals and Systems with MATLAB Computing and Simulink Modeling.67) 4. Since A is a 2 × 2 matrix. a0 + a1 λ1 = e λ1 t d λ1 t d -------.

and we will briefly discuss eigenvectors in the next section. X is a column vector. (5.5 Eigenvectors Consider the relation AX = λ X (5.0000 Example 5. Example 5.Chapter 5 State Variables and State Equations We will first use MATLAB to verify the values of the eigenvalues found in Examples 5.70) We write (5.6: A= [−2 1.69) where A is an n × n matrix. lambda=eig(A) lambda = -2 -1 Example 5.0000 3. 0 4 −1. and λ is a scalar number.0000 2.8. 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 (5.7: B = [5 7 −5. lambda=eig(C) lambda = -1 -1 5. 2 8 −3].6 through 5.8: C = [−1 0. 2 −1].71) can be written as 5−18 Signals and Systems with MATLAB Computing and Simulink Modeling. lambda=eig(B) lambda = 1.70) as ( A –λ I ) X = 0 (5. 0 −1].71) Then. Fourth Edition Copyright © Orchard Publications .

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

9 Given the matrix 5 A = 0 2 7 –5 4 –1 8 –3 a. We start with and we let Then. where we found the eigenvalues to be λ1 = 1 λ2 = 2 AX = λ X x1 X = x2 x3 λ3 = 3 b.7.55). Solution: a.76) Equating corresponding rows and rearranging. Fourth Edition Copyright © Orchard Publications . 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.Chapter 5 State Variables and State Equations The example below illustrates the relationships between a matrix A . and eigenvectors. Example 5. Page 5−14. Form a set of unit eigenvectors using the eigenvectors of part (b). we obtain 5−20 Signals and Systems with MATLAB Computing and Simulink Modeling.75) or 5x 1 0 2x 1 (5. Find eigenvectors corresponding to each eigenvalue of A c. Find the eigenvalues of A b. its eigenvalues. This is the same matrix as in Example 5. relation (5.

an eigenvector for λ = 1 is x1 Xλ = 1 = x2 = x3 2x 2 x2 3x 2 2 2 = x2 1 = 1 3 3 (5. These are: Signals and Systems with MATLAB Computing and Simulink Modeling. and x 3 = x 2 .78) By Crame’s rule. Then. Then. Then. x 2. we can assume that one of these.80). Fourth Edition Copyright © Orchard Publications 5−21 .77) For λ = 1 . Therefore.82) c. 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. we obtain x 1 = x 2 .79) Since the unknowns x 1. and x 3 = 3x 2 . is known. Similarly. we obtain the indeterminate values x1 = 0 ⁄ 0 x2 = 0 ⁄ 0 x3 = 0 ⁄ 0 (5. say x 2 . for λ = 3 . (5.81) Finally.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 = 2x 2 . and solve x 1 and x 3 in terms of x 2 . an eigenvector for λ = 2 is x1 Xλ = 2 = x2 = x3 x2 x2 2x 2 1 1 = x2 1 = 1 2 2 (5.77) reduces to 4x 1 + 7x 2 – 5x 3 = 0 3x 2 – x 3 = 0 2x 1 + 8x 2 – 4x 3 = 0 (5. for λ = 2 . and x 3 are scalars. an eigenvector for λ = 3 is x1 Xλ = 3 = x2 = x3 –x2 x2 x2 –1 –1 = x2 1 = 1 1 1 (5. we obtain x 1 = – x 2 . we obtain x 1 = 2x 2 .80) since any eigenvector is a scalar multiple of the last vector in (5. or MATLAB.

+ ----9.= 1 --------+ + = ---- 14 14 14 14 14 14 (5.7.2 4. that is.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. Example 5. Use the state variable method to compute i L ( t ) and v C ( t ) . 2 . and v C ( 0 − ) = 0. the initial conditions are i L ( 0 − ) = 0 . Circuit for Example 5.83) We observe that for the first unit eigenvector the sum of the squares is unity.7.10 5−22 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .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.5 V .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. 2 --------3 .83).+ ----1. 2 --------1 .84) and the same is true for the other two unit eigenvectors in (5.

from (5. di L · 1 = -----x dt (5. yields di L 1 . ·1 x x = –4 –4 1 + 4 u0 ( t ) ·2 x 3 ⁄ 4 0 x2 0 (5.85). Then.+ vC = u0 ( t ) Ri L + L -----dt Substitution of given values and rearranging.85) Next. dv C · ·2 = 4 --x . and (5.88) Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 5−23 . we define the state variables x 1 = i L and x 2 = v C . dv C i L = C -------dt and thus. (5.= ( –1 ) iL – vC + 1 -.= – 4i L – 4v C + 4 dt (5.= Cx x 1 = i L = C -------3 2 dt or ·2 = 3 --x x 4 1 (5.87).87) Therefore. i = iL and di L .-----4 dt or di L -----. we obtain the state equations · = – 4x – 4x + 4 x 1 1 2 · = 3 --x x 2 4 1 and in matrix form.86) and C · 2 = dv -------x dt Also.Circuit Analysis with State Variables Solution: For this example.86).

λ 1 = – 1 and λ 2 = – 3 The next step is to find the coefficients a i . Since A is a 2 × 2 matrix.92) yields a 0 = 1.5e –t –t – 3t – 3t (5.Chapter 5 State Variables and State Equations We will compute the solution of (5.93) We now substitute these values into (5. and we obtain 5−24 Signals and Systems with MATLAB Computing and Simulink Modeling. e At = a0 I + a1 A (5.5e a 1 = 0.90) First.88) using x( t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5. Fourth Edition Copyright © Orchard Publications .5e – 0. we compute the state transition matrix e .91). We find the eigenvalues from Then.5e – 0. we obtain a0 –a1 = e –t – 3t a 0 – 3a 1 = e (5. that is. we only need the first two terms of the state transition matrix.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 . 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.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.

5e –2t ) – 4 – 4 1 3⁄4 0 0 – 2 e + 2e + – 3t 3 --e -.5 e + 1.5e – 0.Circuit Analysis with State Variables e At = ( 1.89) becomes – 0.5e e x0 = – 3t 3 --e -.5e –t – 3t ) 1 0 0 + ( 0.5 e + 1.25e We also need to evaluate the integral on the right side of (5.5e 3 –( t – τ ) 3 –3 ( t – τ ) --e -e – -8 8 –( t – τ ) –3 ( t – τ ) –2 e 1.5e = – 3t 3 --e -.5e –3 ( t – τ ) 1 4 dτ 0 or Int = ∫t t 0 – 0.5e 0 –t – 3t –t – 2 e + 2e 0 –t – 3t 1.5 e + 1. the first term of (5.89).e–t – 3 8 8 –t –t – 3t = 1.5e –t – 0.5e –( t – τ ) + 2e –3 ( t – τ ) –( t – τ ) – 0.5e –t – 3t – 3t The initial conditions vector is the second vector in (5.95) Signals and Systems with MATLAB Computing and Simulink Modeling.5e –t –t – 3t – 3t 0 1⁄2 or e x0 = At –e +e –t –t – 3t – 3t (5.e –t – 3 8 8 At –t – 3t – 2 e + 2e 1. From (5.90) b = 4 = 0 1 4 0 and denoting this integral as Int .75e – 0.94) 0.5e 3 –( t – τ ) 3 –3 ( t – τ ) --e -e – -8 8 –( t – τ ) –3 ( t – τ ) 4 dτ (5.5e – 0.90). then.5e – 3t or e At – 0.e–t – 3 8 8 –t – 3t – 2 e + 2e 1.5 e + 1.5e – 0.5e – 0. we obtain Int = ∫t t 0 – 0.5e – 0. Fourth Edition Copyright © Orchard Publications 5−25 .

75e + 0..8.*exp(−t)+0.25 – 0.5 e + 0.125e 0.125e x1 = iL = e –e –t – 3t 1 – 0. the voltage across the inductor is di L 1 d.25e 0.Chapter 5 State Variables and State Equations The integration in (5..25.5 e –t –t – 3t – 3t = e –e –t –t – 3t – 3t 0.25e –t (5.01:10.---. we obtain t Int = 4 – 0.x2). Fourth Edition Copyright © Orchard Publications .375 e + 0.e–t + 3 -.375 – 0.*exp(−3. 5−26 Signals and Systems with MATLAB Computing and Simulink Modeling. integrating the column vector under the integral.375e –( t – τ ) + 0.75. (5.375 e + 0. plot(t.e –3t ( e – e ) = – -v L = L ------.96) – 3t and x 2 = v C = 1 – 0.25 – 0. grid The plot is shown in Figure 5.*t).96) and (5.5e – 0. 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 0.97).5e –3 ( t – τ ) –3 ( t – τ ) τ=0 –( t – τ ) – 0.5 e 0.375e – 0.–t –3t 1 .75e – 0.5e – 0.75 e + 0. For example.125 0.5e 0.25e Then.95) is with respect to τ . t=0:0.97). x2=1−0. then.5 + 0.97) Other variables of the circuit can now be computed from (5.5 e = 4 – t – 3t –t – 3t 0.125e –t – 3t By substitution of these values.= -dt 4 dt 4 4 We use the MATLAB script below to plot the relation of (5.125e or Int = 4 –t – 3t – 0.5 – 4 – 0..

7 0. and the capacitor voltage as the output displayed on the Scope block as shown in the model of Figure 5.5 0 1 2 3 4 5 6 7 8 9 10 Figure 5.10 where we observe that the initial condition v C ( 0 − ) = 0.6 0. Fourth Edition Copyright © Orchard Publications 5−27 .8.Circuit Analysis with State Variables 1 0. 3/4 0] B: [4 0]’ C: [0 1] D: [ 0 ] Initial conditions: [0 1/2] Figure 5. Simulink model for Example 5. Signals and Systems with MATLAB Computing and Simulink Modeling.5 V is also displayed.9 where for the State−Space block Function Block Parameters dialog box we have entered: A: [−4 −4.8 0. Plot for relation (5.9 0.10 The waveform for the capacitor voltage for the simulation time interval 0 ≤ t ≤ 10 seconds is shown in Figure 5.97) We can obtain the plot of Figure 5.9.8 with the Simulink State−Space block with the unit step function as the input using the Step block.

we only need the first two terms of the state transition matrix to find the coefficients a i .9 Example 5. det [ A – λ I ] = 0 det [ A – λ I ] = det 1 – λ 0 = 0 1 –1 –λ ( 1 –λ ) ( – 1 – λ ) = 0 Then. that is. λ 1 = 1 and λ 2 = – 1 Since A is a 2 × 2 matrix. Fourth Edition Copyright © Orchard Publications .11 A network is described by the state equation · = Ax + bu x (5.10.100) The constants a 0 and a 1 are found from 5−28 Signals and Systems with MATLAB Computing and Simulink Modeling.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. e At = a0 I + a1 A (5.Chapter 5 State Variables and State Equations Figure 5. Input and output waveforms for the model of Figure 5.98) and u = δ ( t ) (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 (5.104) 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.102) yields + e = cosh t ---------------a0 = e 2 – e .100).= sinh t --------------a1 = e 2 t –t t –t By substitution of these values into (5.102) and simultaneous solution of (5. we obtain a0 + a1 = e a0 –a1 = e t –t (5. Fourth Edition Copyright © Orchard Publications 5−29 . 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.104) Using the sifting property of the delta function we find that (5. x = x1 x2 = 0 0 = –t cosh t – sinh t e (5.101) and with λ 1 = 1 and λ 2 = – 1 .Circuit Analysis with State Variables a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t (5.

Consider the state equation · = Ax + bu x (5.108) with x ( t ) = e x0 + e At At ∫0 e t –A τ bu ( τ ) dτ (5. we will show that the state transition matrix can be computed from the Inverse Laplace transform. we obtain or sX ( s ) – x ( 0 ) = AX ( s ) + bU ( s ) ( sI – A ) X ( s ) = x ( 0 ) + bU ( s ) (5.106) Taking the Laplace of both sides of (5.113) Y ( s ) = C ( sI – A ) x ( 0 ) + [ C ( sI – A ) b + d ] U ( s ) If the initial condition x ( 0 ) = 0 . Fourth Edition Copyright © Orchard Publications . (5.Chapter 5 State Variables and State Equations 5. we obtain Y ( s ) = CX ( s ) + dU ( s ) –1 –1 (5.112) (5. we obtain and using (5. We will also show that the transfer function can be found from the coefficient matrices of the state equations. Therefore.111) Taking the Laplace of both sides of (5. that is.107) Multiplying both sides of (5.113) 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.109) we observe that the right side of (5.109). we can use –1 = L { ( sI – A ) } –1 (5.108). we consider the output state equation y = Cx + du (5.111). we can compute the state transition matrix e the relation e At At from the Inverse Laplace of ( sI – A ) –1 .108) Comparing (5.110) Next.106).107) by ( sI – A ) –1 .7 Relationship between State Equations and Laplace Transform In this section.108) is the Laplace transform of (5. we obtain X ( s ) = ( sI – A ) x ( 0 ) + ( sI – A ) bU ( s ) –1 –1 (5.

115) Example 5.117) and C · 2 = dv -------x dt Also. we define the state variables x1 = iL and x2 = vC Then. Signals and Systems with MATLAB Computing and Simulink Modeling. R L 1H C + vS ( t ) = u0 ( t ) 3Ω + − i(t) 1⁄2 F − vC ( t ) Figure 5.= –3 iL – vC + 1 dt (5.11.114).12 In the circuit of Figure 5.Relationship between State Equations and Laplace Transform In (5. Fourth Edition Copyright © Orchard Publications 5−31 .116) Now. di L · 1 = -----x . all initial conditions are zero.= –3 iL – vC + 1 dt (5. division of both sides by U ( s ) yields the transfer function ( s ) = C ( sI – A ) –1 b + d G(s) = Y ----------U(s) (5. Compute the state transition matrix e At using the Inverse Laplace transform method.11. Circuit for Example 5.12 Solution: For this circuit. U ( s ) is the Laplace transform of the input u ( t ) . yields di L -----. i = iL and di L . then.+ vC = u0 ( t ) Ri L + L -----dt Substitution of given values and rearranging.

e At = L –1 –1 { ( sI – A ) } = – e + 2e –t – 2t 2e – 2e –t – 2t –e +e 2e – e –t –t – 2t – 2t Now.Chapter 5 State Variables and State Equations dv C dv C .118) and thus. Fourth Edition Copyright © Orchard Publications . 1 adj ( sI – A ) .5x x 1 = i L = 0.123) 0 – –3 –1 = s + 3 s 2 0 –2 Then. ·1 x1 x = –3 –1 + 1 1 · 2 0 x2 0 x2 (5.121) By inspection.122) Now.s = --------------------------.5 -------dt or · 2 = 2x 1 x (5. 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. A = –3 –1 2 0 (5.119) Therefore. we will find the state transition matrix from e At where ( sI – A ) = = L s 0 –1 { ( sI – A ) } 1 s –1 (5.= ------------------------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.5 -------i L = C -------dt dt (5. dv C ·2 . Thus.119) we obtain the state equations · 1 = – 3x 1 – x 2 + 1 x · 2 = 2x 1 x (5.= 0. from (5.117) and (5.120) and in matrix form.= 0.

124) and iu is 1 if there is only one input. Signals and Systems with MATLAB Computing and Simulink Modeling.= C(sI-A) B + D DEN(s) of the system: x = Ax + Bu y = Cx + Du from the iu'th input.D]=tf2ss(num. It is used with the statement [A.124) to the rational transfer function form N(s) G ( s ) = ----------D(s) (5. D are the matrices of (5. The MATLAB help command provides the following information: help ss2tf SS2TF State-space to transfer function conversion.iu) where A. den are N ( s ) and D ( s ) of (5. [NUM. to transfer function (s−domain).D. converts the transfer function of (5.D.den]=ss2tf(A.125) This is used with the statement [num. and num.124). and vice versa. and D are the matrices of (5. B.124).125) to the state−space equations of (5.iu) calculates the transfer function: NUM(s) -1 G(s) = -------. Fourth Edition Copyright © Orchard Publications 5−33 .DEN] = SS2TF(A. tf2ss. The function ss2tf (state−space to transfer function) converts the state space equations · = Ax + Bu x * y = Cx + Du (5.den) where A.C. B.B.B.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. See also TF2SS The other function. Vector DEN contains the coefficients of the denominator in descending powers of s.C. C.125) respectively. The numerator coefficients are returned in matrix NUM with as many rows as there are outputs y.11.B.C. MATLAB provides two very useful functions to convert state−space (state equations). 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. C.

To avoid confusion when using this function with discrete systems.B. Fourth Edition Copyright © Orchard Publications .D] = TF2SS(NUM.12.Chapter 5 State Variables and State Equations help tf2ss TF2SS Transfer function to state-space conversion. This calculation also works for discrete systems. Circuit for Example 5.C. [A. Derive the transfer function c. R L 1H C 1F + vS ( t ) = u0 ( t ) 1Ω + − − i( t) v C ( t ) = v out ( t ) Figure 5. See the User's guide for more details. Verify your answers with MATLAB.C.12. Vector DEN must contain the coefficients of the denominator in descending powers of s. Example 5.13 a. N(s) G ( s ) = ----------D(s) 5−34 Signals and Systems with MATLAB Computing and Simulink Modeling. The A.D matrices are returned in controller canonical form.B.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. See also SS2TF. always use a numerator polynomial that has been padded with zeros to make it the same length as the denominator. Derive the state equations and express them in matrix form as · = Ax + Bu x y = Cx + Du b.13 For the circuit of Figure 5. all initial conditions are zero. Matrix NUM must contain the numerator coefficients with as many rows as there are outputs y.

i + di ---.13 below. Fourth Edition Copyright © Orchard Publications 5−35 .126) b.+ 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. Signals and Systems with MATLAB Computing and Simulink Modeling. · 1 = di ---x dt and dv c · 2 = ------x .Relationship between State Equations and Laplace Transform Solution: a.+ vC = u0 ( t ) dt or di ---. 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. The s – domain circuit is shown in Figure 5.= –i – vC + u0 ( t ) dt We let x1 = iL = i and x 2 = v C = v out Then.

= --------------------G ( s ) = ----------------2 V in ( s ) s +s+1 or Therefore.127) % Verify the matrices of (5. 1 0].13. Fourth Edition Copyright © Orchard Publications . [A B C D] = tf2ss(num. [num.0000 1.126) % Verify coefficients of G(s) in (5. c. B = [1 0]'.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. Transformed circuit for Example 5.127) num = 0 0 den = 1.0000 1 1. D.= --------------------2 V in ( s ) s +s+1 V out ( s ) 1 .126) num = [0 0 1]. den) A = -1 1 B = 1 0 C = 0 D = 0 -1 0 1 The equivalence between the state−space equations of (5.0000 % The coefficients of G(s) in (5. B.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. 1⁄s V out ( s ) = -------------------------V (s) 1 + s + 1 ⁄ s in V out ( s ) 1 ----------------. D = [0]. (5. 1) % The matrices of (5. C = [0 1]. den = [1 1 1].127) A = [−1 −1. C.127) is also evident from the Simulink models shown in Figure 5.13 By the voltage division expression. den] = ss2tf(A.

15.127) After the simulation command is executed. 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 5.15.14.Relationship between State Equations and Laplace Transform A: [−1 −1.14 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 5−37 . Figure 5.126) and (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. Waveforms displayed by Scope 1 and Scope 2 blocks for the models in Figure 5.

k 1 . Fourth Edition Copyright © Orchard Publications . or simply state equations. where i = 1. ….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 . • The state−space equations can be obtained either from the nth−order differential equation. if non−zero. • When we obtain the state equations directly from given circuits. 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. 2. is denoted as x0 = x ( t0 ) · = α x + β u with initial condition x = x ( t ) • If α and β are scalar constants. the state equations are written as · = αx + βu x y = k1 x + k2 u where α . to represent inductor currents and capacitor voltages. 5−38 Signals and Systems with MATLAB Computing and Simulink Modeling. and b and d are column vectors with two or more rows. The resulting first−order differential equations are called state−space equations. β . • If a circuit contains only one energy−storing device. entails the computation of the state transition matrix e . and k 2 are scalar constants. 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. or directly from the network. and the initial condition. 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.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 . provided that the state variables are chosen appropriately.

Fourth Edition Copyright © Orchard Publications 5−39 .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 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.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 . • If all eigenvalues of a given matrix A are distinct. if λ1 = λ2 = λ3 … = λm . 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 -------. λm + 1 . that is.( 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.( a0 + a1 λ1 + a2 λ2 -e ) = ------1 + … + an – 1 λ1 d λ1 d λ1 d d .

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

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

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

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 2.10 Solutions to End−of−Chapter Exercises 1. Differentiating the given integrodifferential equation with respect to t we obtain 3 dv dv dv .= x3 = x2 2 dt Then.+ 4 ------3 2 4 dt dt dt dt 3 2 Signals and Systems with MATLAB Computing and Simulink Modeling.= – k 3 ------2 3 dt dt dt 2 We let v = x1 · dv ----. 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 . Fourth Edition Copyright © Orchard Publications 5−43 .+ k 1 v = 3 cos 3t – 3 sin 3t = 3 ( cos 3t – sin 3t ) .– k 2 ----------.+ 2 ----------.= x2 = x1 dt 3 · dv ------.= x3 3 dt 2 · dv ------.+ y = u(t) .+ 3 ------.– k 1 v + 3 ( cos 3t – sin 3t ) (1) .Solutions to End−of−Chapter Exercises 5.+ k 3 ------2 3 dt dt dt 2 or 3 dv dv dv .+ k 2 ----------.

By KCL.Chapter 5 State Variables and State Equations 3. By KCL. v C1 = x 2 .= i L + C -------dt R or Also.+ iL = 0 -----------------------------------------------. u ( t ) – x2 · -------------------. 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 2 + -.+ 2 ----------dt 1 or or By KVL.x – ------.x and x 2 = – --. · x 2 – V p cos ω tu 0 ( t ) + 2x 2 + x 1 = 0 1 1 1 · .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.x 1 – -. Fourth Edition Copyright © Orchard Publications . R + u( t) − iT L iL i + C vC C − We let i L = x 1 and v C = x 2 . dv C1 v C1 – V p cos ω tu 0 ( t ) .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 1 + Cx 2 R · x 2 = Lx 1 · 1 · 1 1 1 .x + ------. i T = i L + i C or dv C u ( t ) – vC --------------------. Then. and v C2 = x 3 .

+ 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 −1/2 0.x (3) x 3 = -2 1 Combining (1). The model is shown below where for the State−Space block Function Block Parameters dialog box we have entered: A: [0 1 −1. Fourth Edition Copyright © Orchard Publications 5−45 . 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 . (2).Solutions to End−of−Chapter Exercises di L v C1 = L ------. 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. Signals and Systems with MATLAB Computing and Simulink Modeling.

Chapter 5 State Variables and State Equations 5. a.4. 1 · = –R --. 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.21) of Example 5. α = – R ⁄ L = – 1 and b = 10 × ( 1 ⁄ L ) = 5 . R 2Ω − 10u 0 ( t ) + L 2H From (5. Then. Page 5−6.x + -. Fourth Edition Copyright © Orchard Publications .vS u0 ( t ) x L L For this exercise.

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 . Signals and Systems with MATLAB Computing and Simulink Modeling. Matrix A is the same as Matrix C in Exercise 6.= λ + 5λ + 6 ⇒ (λ + 1 )( λ + 2)( λ + 3 ) = 0 (λ + 1) 3 2 and thus λ1 = –1 λ2 = –2 λ1 = –3 7. Then. a. 2 λ + 6 λ + 11 λ + 6 --------------------------------------------. Then. Fourth Edition Copyright © Orchard Publications 5−47 . 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. 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.Solutions to End−of−Chapter Exercises –1–λ+λ+λ –6 = 0 2 and thus λ1 = 7 λ = 7 λ2 = – 7 2 b.

we compute e At of (1) with the following MATLAB script: syms t. a 0 = 3e – 3e –t –t –t – 2t + 3e – 3t – 3t a 1 = 2..5e – 4e –t –t – 2t + 1. a2=1/2*exp(−t)-exp(−2*t)+1/2*exp(−3*t).5 e + 8e 2.5e – 2t + 4.. Fourth Edition Copyright © Orchard Publications . x=A\a..5e – e – 2t + 1. disp(x(2)).5e – 4e a 2 = 0.5e – 3t Now.. A=[0 1 0. disp('a2 = ').. −6 −11 −6].5e – 0. A=[1 −1 1.5e – e –t –t –t – 2t + 0. a0=3*exp(−t)−3*exp(−2*t)+exp(−3*t). disp(x(1)). fprintf(' \n').. -5/2*exp(-t)+8*exp(-2*t)9/2*exp(-3*t).. 1 −3 9].5 e + 2e 0.5e – 3t 5−48 Signals and Systems with MATLAB Computing and Simulink Modeling. exp(−2*t). 5/2*exp(-t)-4*exp(-2*t)+3/ 2*exp(-3*t). a=sym('[exp(−t)..5e – 3t – 3t – 3t 0.. exp(−3*t)]').5e + 9e – 3t – 2t + 13. a1=5/2*exp(−t)−4*exp(−2*t)+3/2*exp(−3*t).5e – 3t – 3t = – 3 e –t + 6e –2t – 3e –3t 3e – 12e –t – 2t – 2. 1 −2 4.5e – 16e –t – 2t – 4. disp('a0 = ').. eAt=a0*eye(3)+a1*A+a2*A^2 eAt = [3*exp(-t)-3*exp(-2*t)+exp(-3*t).5e – 4e – 2t – 1. 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. 0 0 1. disp('a1 = '). 1/2*exp(-t)-exp(-2*t)+1/2*exp(-3*t)] [-3*exp(-t)+6*exp(-2*t)-3*exp(-3*t). 5/2*exp(-t)-16*exp(2*t)+27/2*exp(-3*t).5e – 2t + 0.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. -1/2*exp(-t)+2*exp(-2*t)-3/2*exp(-3*t)] [3*exp(-t)-12*exp(-2*t)+9*exp(-3*t)... fprintf(' \n'). 1/2*exp(-t)-4*exp(-2*t)+9/2*exp(-3*t)] Thus. 3e – 3e e At –t – 2t +e – 3t 2.

−2 2]. fprintf('lambda2 = %4.. A= 1 0 . fprintf(' \n'). A=[1 0.00 a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t ⇒ a0 + a1 = e t 2t ⇒ a 0 + 2a 1 = e 2t Then.. 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 . lambda=eig(A).2f \t'. 2 x0 = –1 . fprintf('lambda1 = %4.lambda(1)).2f \t'. 0 At u = δ ( t ). –2 2 x0 + e At At b= 1 .lambda(2)) lambda1 = 2.00 Next. 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.Solutions to End−of−Chapter Exercises 8.. lambda2 = 1. Fourth Edition Copyright © Orchard Publications 5−49 .

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

5 e + 1. disp('a11 = '). Fs4=s/ (s^2+s+3/16).75t 0.75t – 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. Fs1=(s+1)/(s^2+s+3/16).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.25t – 0.5e + 1.75t – 0. Fs2=(1/4)/(s^2+s+3/16). e At = 1.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 .25t – 0.5e – 0. disp(simple(ilaplace(Fs1))).25t – 0. disp('a12 = ').. disp(simple(ilaplace(Fs3))). Fourth Edition Copyright © Orchard Publications 5−51 ..5 e – 0.5e – 0...25t Signals and Systems with MATLAB Computing and Simulink Modeling. fprintf(' \n').75t – 1.5e – 0. disp('a21 = '). disp('a22 = ').5e – 0. disp(simple(ilaplace(Fs2))). Fs3=(−3/4)/(s^2+s+3/16)..5e – 0.adj [ sI – A ] = ---------------------------------------------.

5e – 0.75t – 1.5e – 0.5e – 0.25t – 0.5e + 1.25t – 0.5 e + 1.5 e – 0.5e – 0.5e – 0.25t – 0.5e – 0.75t and thus for t > 0 .25t = 1. Fourth Edition Copyright © Orchard Publications .5e – 0.Chapter 5 State Variables and State Equations c. x 1 = i L = 0. 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 0.25t – 0.75t x 2 = v C = – 0.75t – 0.25t + 1.25t – 0.5e – 0.25t – 0.75t – 0.75t 5−52 Signals and Systems with MATLAB Computing and Simulink Modeling.75t – 0.5 e – 0.5e – 0.5e 0 = 0.75t 1 – 0.5e – 0.5 e + 1.

that is.. the solution of (6. ∫–∞ f ( t )δ ( τ ) dτ At ∞ = f(0) (6.3) Using the sifting property of the delta function. the response of a circuit that is subjected to the excitation of the impulse function. Fourth Edition Copyright © Orchard Publications 6−1 . we obtain h ( t ) = e bu 0 ( t ) (6. Evaluation of the convolution integral using graphical methods is also presented and illustrated with several examples. i. and with the input u ( t ) = δ ( t ) .e.1) –A τ has the solution x( t) = e A ( t – t0 ) x0 + e At ∫0 e t bu ( τ ) dτ (6. Of course. The computation of the impulse response assumes zero initial conditions.5) where the unit step function u 0 ( t ) is included to indicate that this relation holds for t > 0 . with initial condition x 0 = 0 .4) and denoting the impulse response as h ( t ) . 6.2) reduces to x(t) = e At ∫0 e t –A τ b δ ( τ ) dτ (6.2) Therefore. it defines convolution and how it is applied to circuit analysis. that is. the output can be any voltage or current that we choose as the output. Then. the output (voltage or current) of a network when the input is the delta function.Chapter 6 The Impulse Response and Convolution T his chapter begins with the definition of the impulse response.1 The Impulse Response in Time Domain In this section we will discuss the impulse response of a network. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. We learned in the previous chapter that the state equation · = Ax + bu x (6.

Fourth Edition Copyright © Orchard Publications .1 in terms of the constants R and C .Chapter 6 The Impulse Response and Convolution Example 6.+ -------------------.1 Compute the impulse response of the series RC circuit of Figure 6. R − δ(t) + C + − h ( t ) = v C ( t ) = v out ( t ) Solution: Figure 6.= 0 C -------dt R vC = x dv C · -------. or Figure 6. R iR C + δ(t) − + iC − h ( t ) = v C ( t ) = v out ( t ) Then.1 We assign currents i C and i R with the directions shown in Figure 6.6) is written as or Equation (6.7) has the form and as we found in (6. Application of KCL for the circuit for Example 6. compute the current through the capacitor.7) 6− 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Circuit for Example 6.= --------Cx R R 1 1 · = – ------.2.= x dt δ(t) x · + --. (6. where the response is considered to be the voltage across the capacitor. Then. and we apply KCL.6) We assign the state variable Then.δ(t) .1.x + ------x RC RC · = ax + bu x h ( t ) = e bu 0 ( t ) a = – 1 ⁄ RC At (6. and (6.5). and v C ( 0 − ) = 0 .1 iR + iC = 0 dv C v C – δ ( t ) . For this example.2.

and v C ( 0 − ) = 0 . h ( t ) = vC ( t ) = e – t ⁄ RC b = 1 ⁄ RC 1------RC or 1 –t ⁄ RC -e h ( t ) = ------u0 ( t ) RC (6. compute the impulse response h ( t ) = v C ( t ) given that the initial conditions are zero.10.2 and Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.9) Example 6. we obtain 1 1 .– t ⁄ RC . where we found that b = 4 0 Figure 6.2 For the circuit of Figure 6. dd. Chapter 5. Page 5−22.δ ( t ) – ---------i C = --e 2 R R C (6.The Impulse Response in Time Domain and Therefore. 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 5.3. that is. Circuit for Example 6.3.⎛ ------1 . Fourth Edition Copyright © Orchard Publications 6−3 . i L ( 0 − ) = 0 .– 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.

For instance.5 e + 1. this answer is not the same as that of Example 5.5e – 0.5e – 1.+ ---t . polynomials with even exponents only. Page 6−1. that is.5e = 3 –t 3 –3t -.10) In Example 5. because the inputs and initial conditions were defined differently. 6. Chapter 5. the cosine function is an even function because it can be written as the power series t . are even functions.10.4.e – --e 2 2 –t – 3t (6.5e –t –t – 3t – 3t 4 u ( t ) = – 2 e + 6e u ( t ) 0 3 –t 3 –3t 0 0 -.– ---t.+ … cos t = 1 – ---2! 4! 6! 2 4 6 Other examples of even functions are shown in Figure 6. h ( t ) = x ( t ) = e bu 0 ( t ) At then.5e = – 3t 3 --e -.5 ( e – e –t – 3t ) (6.5 e + 1.e – --e 8 8 –t – 3t – 2 e + 2e 1.2 Even and Odd Functions of Time A function f ( t ) is an even function of time if the following relation holds.5e –t –t – 3t – 3t The impulse response is obtained from (6. and with or without constants. Thus.12) that is. h( t)= x(t) = x1 x2 – 0. h ( t ) = x 2 = v C ( t ) = 1.5).11) Of course. if in an even function we replace t with – t . we defined x1 = iL and x2 = vC Then.5e – 0.10. the function f ( t ) does not change.e–t – 3 8 8 –t – 3t e At – 2 e + 2e 1. Page 5−22. f ( –t ) = f ( t ) (6. Fourth Edition Copyright © Orchard Publications .5e –t – 3t or h ( t ) = v C ( t ) = 1.Chapter 6 The Impulse Response and Convolution – 0. 6− 4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

Even and Odd Functions of Time f(t) t2 0 f(t) t2 + k k t 0 f(t) t 0 t Figure 6. the reverse is not always true. However. the sine function is an odd function because it can be written as the power series t t t sin t = t – ---.4. f ( 0 ) = 0 . Thus. polynomials with odd exponents only. Thus.– ----+… 3! 5! 7! 3 5 7 Other examples of odd functions are shown in Figure 6. 2 The product of two even or two odd functions is an even function. is an odd function. we will denote an even function with the subscript e . we should not conclude that f ( t ) is an odd function. Examples of even functions A function f ( t ) is an odd function of time if the following relation holds. if in an odd function we replace t with – t . if f ( 0 ) = 0 . T f e ( t ) dt = 2 ∫0 T f e ( t ) dt (6.5.4. and the product of an even function times an odd function. Fourth Edition Copyright © Orchard Publications 6−5 . ∫– T and for an odd function f o ( t ) . Henceforth. and an odd function with the subscript o .5. we obtain the negative of the function f ( t ) . and no constants are odd functions. –f ( –t ) = f ( t ) (6. f(t) mt 0 f(t) t3 t 0 f(t) t 0 t Figure 6. An example of this is the function f ( t ) = t in Figure 6.+ ---. that is. f e ( t ) and f o ( t ) will be used to represent even and odd functions of time respectively.14) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.13) that is. For an even function f e ( t ) . Examples of odd functions We observe that for odd functions. For instance.

that is. ∫–∞ fo ( t )δ ( t ) dt 6− 6 ∞ = fo ( 0 ) = 0 (6. Fourth Edition Copyright © Orchard Publications . any function of time can be expressed as the sum of an even and an odd function.Chapter 6 The Impulse Response and Convolution ∫– T T f o ( t ) dt = 0 (6.[ f ( t ) –f ( –t ) ] f o ( t ) = -2 (6. Then.16) with (6. and ∫–∞ f ( t )δ ( t ) dt ∫–∞ fe ( t )δ ( t ) dt ∫–∞ fo ( t )δ ( t ) dt from the last relation above. Therefore.16) or as 1 . by the sifting property of the delta function ∫–∞ f ( t )δ ( t – t ) dt 0 ∞ = f ( t0 ) and for t 0 = 0 .15) A function f ( t ) that is neither even nor odd can be expressed as 1 . an odd function f o ( t ) evaluated at t = 0 is zero. f o ( 0 ) = 0 .17) Addition of (6.18) that is.[ f ( t ) + f ( –t ) ] f e ( t ) = -2 (6. Also.19) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Example 6.17) yields f ( t ) = fe ( t ) + fo ( t ) (6. ∞ ∞ ∞ = f(0 ) = fe ( 0 ) = fo ( 0 ) As stated earlier. Solution: Let f ( t ) be an arbitrary function of time that is continuous at t = t 0 .3 Determine whether the delta function is an even or an odd function of time.

and its output is the impulse response h ( t ) . we let u ( t ) be any input whose value at t = τ is u ( τ ) . it follows that δ ( t ) must be an even function of t for (6. Then. Fourth Edition Copyright © Orchard Publications 6−7 .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.e. δ(t – τ) Network h( t – τ) Next. since f o ( t ) is odd. u ( τ )δ ( t – τ ) u(τ)h( t – τ) Network Multiplying both sides by the constant d τ . i..19) to hold. integrating from – ∞ to + ∞ .3 Convolution Consider a network whose input is δ ( t ) .Convolution and this indicates that the product f o ( t )δ ( t ) is an odd function of t . 6. and making use of the fact that the delta function is even. δ(t) Network h(t) In general. δ ( t – τ ) = δ ( τ – t ) . Then. We can represent the input−output relationship as the block diagram shown below. 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. 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.

**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

is an odd function. • The determination of the impulse response assumes zero initial conditions. and the product of an even function times an odd function. • If we know the impulse response of a network. can be expressed as 1 . f ( –t ) = f ( t ) • A function f ( t ) is an odd function of time if the following relation holds. • Any function of time can be expressed as the sum of an even and an odd function. • The integral ∞ ∫– ∞ u ( τ ) h ( t – τ ) d τ or ∫– ∞ u ( t – τ ) h ( τ ) d τ is known as the convolution integral.6 Summary • The impulse response is the output (voltage or current) of a network when the input is the delta function. 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. that is.Summary 6. –f ( –t ) = f ( t ) • The product of two even or two odd functions is an even function.[ f ( t ) + f ( –t ) ] f e ( t ) = -2 or as 1 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.[ f ( t ) –f ( –t ) ] f o ( t ) = -2 where f e ( t ) denotes an even function and f o ( t ) denotes an odd function. • 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. Fourth Edition Copyright © Orchard Publications 6−21 .

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

Use the convolution integral to find the response when the input is the unit step u 0 ( t ) . 4. given that v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) .4. Then. R − δ(t) + vL ( t ) − + iL ( t ) L 2. Page 6−12.7 Exercises 1. that is. Repeat Example 6. use the convolution integral ∫–∞ u ( τ )h( t – τ ) dτ 3. For the series RL circuit shown below. Fourth Edition Copyright © Orchard Publications 6−23 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Page 6−8. R 1Ω iL ( t ) L 1H + u0 ( t ) − 6. Compute v out ( t ) for the network shown below using the convolution integral.Exercises 6. the response is the current i L ( t ) . Compute v 1 ( t ) *v 2 ( t ) given that ⎧ 4t v1 ( t ) = ⎨ ⎩0 t≥0 t<0 ∞ 5.5. by forming h ( t – τ ) instead of u ( t – τ ) . Compute the impulse response h ( t ) = i L ( t ) in terms of R and L for the circuit below. Repeat Example 6. compute the voltage v L ( t ) across the inductor. by forming h ( t – τ ) instead of u ( t – τ ) .

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

the above relation reduces to vL = ( –R ⁄ L ) e –( R ⁄ L ) t u0 ( t ) + δ ( t ) 2. Page 6−1. 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.= δ(t) Ri + L ---dt Letting state variable x = i .5). Alternately. using the convolution integral we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Solutions to End−of−Chapter Exercises 6. Fourth Edition Copyright © Orchard Publications 6−25 .8 Solutions to End−of−Chapter Exercises 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 . the above relation is written as · = ( – R ⁄ L ) x + ( 1 ⁄ L )δ ( t ) x · = Ax + bu where A = – R ⁄ L . R − i (t) L δ(t) + vL ( t ) − L + di .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 . 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. b = 1 ⁄ L . and then decreases to zero at t = 2 . and u = δ ( t ) .

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

V1 ( s ) = 4 ⁄ s .= -----------------V 1 ( s ) ⋅ V 2 ( s ) = -------------------2 3 2 s + 2s s (s + 2) syms s t. ∫ 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 ) . ilaplace(4/(s^3+2*s^2)) ans = 2*t-1+exp(-2*t) 5. To use the convolution integral. Fourth Edition Copyright © Orchard Publications 6−27 . It was found in Exercise 1 as h( t) = i( t) = (1 ⁄ L )e –( R ⁄ L ) t u0 ( t ) and with the given values. we must first find the impulse response.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. V2 ( s ) = 1 ⁄ ( s + 2 ) 2 4 4 . h ( t ) = e u0 ( t ) –t Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

by KVL di L L ------. the output when the input is the delta function. L + 1H + R 1Ω v in ( t ) − v out ( t ) − We will first compute the impulse response.e. v in ( t ) = δ ( t ) . Then.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 ) .+ 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. 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. i. that is. Fourth Edition Copyright © Orchard Publications ..

that is.5 and are shown below. we observe that A = – 1 and b = 1 . 0< t<1 ⎧(1 – (1 – e ) = e ) v out = v L = ⎨ ⎩ 0 – e –t ( e – 1 ) = ( 1 – e ) e –t = – 1. By comparison with x From (6.732e –t t>1 The plot for the time interval 0 < t < 5 is shown below. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The remaining steps are as in Exam- ple 6. for this circuit. 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 ) . 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. 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.Solutions to End−of−Chapter Exercises or · = – x + δ(t) x · = Ax + bu . Fourth Edition Copyright © Orchard Publications 6−29 . 0< t<1 ⎧1 – e vR = ⎨ ⎩ e –t ( e – 1 ) t>1 –t –t –t Then. v out ( t ) = v in ( t ) *h ( t ) .5) h ( t ) = e bu 0 ( t ) = e ⋅ 1 = e At –t –t Now.

01:1.2 0 -0.. t1=0:0. plot(t1.5 4 4.718.8 0 0.Chapter 6 The Impulse Response and Convolution 1 0. axis([1 5 0 1]).x.6 -0. y=−1.. axis([0 1 0 1]). t2=1:0.. Fourth Edition Copyright © Orchard Publications .4 -0.6 0. x=exp(−t1).5 5 The plot above was obtained with the MATLAB script below.2 -0.8 0.5 2 2.4 0.5 1 1.t2.01:5.y).*exp(−t2).5 3 3. grid 6−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

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

2.[ sin ( x + y ) + sin ( x – y ) ] sin x cos y = -2 This is also obvious from the plot of Figure 7. 7−2 Signals and Systems with MATLAB Computing and Simulink Modeling. ∫0 ∫0 ∫0 2π 2π sin mt dt = 0 (7.5) The integrals of (7.4) are zero since the net area over the 0 to 2 π area is zero.2 Evaluation of the Coefficients Evaluations of a i and b i coefficients of (7. Generally. Let us consider the functions sin mt and cos m t where m and n are any integers.3) and (7.1. and so on. the product of the sine and cosine functions under the integral evaluated from 0 to 2 π is zero. Total 2nd Harmonic 3rd Harmonic Fundamental Figure 7. that is. Then. This will be shown shortly. Summation of a fundamental. the second harmonic.1.Chapter 7 Fourier Series the DC .1) is not a difficult task because the sine and cosine are orthogonal functions. the sum of two or more sinusoids of different frequencies produce a waveform that is not a sinusoid as shown in Figure 7. The integral of (7. the fundamental.4) ( sin mt ) ( cos nt ) dt = 0 (7. must produce the waveform f ( t ) .5) is also is zero since 1 .3) 2π cos m t dt = 0 (7. Fourth Edition Copyright © Orchard Publications . where we observe that the net shaded area above and below the time axis is zero. second and third harmonic 7.

[ cos ( x – y ) – cos ( x – y ) ] ( sin x ) ( sin y ) = -2 The integral of (7. ∫0 since 2π ( sin mt ) ( sin nt ) dt = 0 (7.3.Evaluation of the Coefficients sin x sin x ⋅ cos x cos x Figure 7. then. Graphical proof of ∫0 2π ( sin mt ) ( sin nt ) dt = 0 for m = 2 and n = 3 Also. Fourth Edition Copyright © Orchard Publications 7−3 .2. if m and n are different integers. then. Signals and Systems with MATLAB Computing and Simulink Modeling.6) 1 . 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. if m and n are different integers. Graphical proof of ∫0 2π ( sin mt ) ( cos nt ) dt = 0 Moreover. where m = 2 and n = 3 .3. sin 2x sin 3x sin 2x ⋅ sin 3x Figure 7.

The simplification obtained by application of the orthogonality properties of the sine and cosine functions.6) and (7.10) 7−4 Signals and Systems with MATLAB Computing and Simulink Modeling. Page 7−1.7) can also be confirmed graphically as shown in Figure 7.7). 1 . we let ω = 1 . ∫0 and ( sin mt ) dt = π 2 (7. In (7. then. Then.9) The integrals of (7. Graphical proof of ∫0 2π 2π ( cos m t ) ( cos nt ) dt = 0 for m = 2 and n = 3 However. cos 3x cos 2x cos 2x ⋅ cos 3x Figure 7.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 + … (7.9) can also be seen to be true graphically with the plots of Figures 7.1).4. where m = 2 and n = 3 . Fourth Edition Copyright © Orchard Publications .6. becomes apparent in the discussion that follows.5 and 7. It was stated earlier that the sine and cosine functions are orthogonal to each other. for simplicity.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. if in (7.Chapter 7 Fourier Series ∫0 since 2π ( cos m t ) ( cos nt ) dt = 0 (7.4.[ cos ( x + y ) + cos ( x – y ) ] ( cos x ) ( cos y ) = -2 The integral of (7.8) and (7. m = n .

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. Then. say b 2 . we multiply both sides of the above expression by dt .10). and we integrate over the period 0 to 2 π .Evaluation of the Coefficients 2 sin x sin x Figure 7. Graphical proof of ∫0 2π ( cos m t ) dt = π 2 To evaluate any coefficient in (7.5. we multiply both sides of (7. Graphical proof of ∫0 2π ( sin mt ) dt = π 2 cos x cos x 2 Figure 7. 1 . Then. ∫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. Fourth Edition Copyright © Orchard Publications 7−5 .6.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.10) by sin 2t .

7.a 0 = ----2 2π 1 a n = -π 2π ∫0 2π f ( t ) dt (7. it is possible to predict which terms will be present in the trigonometric Fourier series. cosine. and sine terms all present. Fourth Edition Copyright © Orchard Publications . while others have sine terms only. Fortunately. do not have the average. a n . Still other waveforms have or have not DC components.6) and (7. Page 7−17. by observing whether or not the given waveform possesses some kind of symmetry.12) yields the average ( DC ) value of f ( t ) . (7.11) except the term b2 ∫0 2π ( sin 2t ) dt 2 is zero as we found in (7. The coefficients a 0 .Chapter 7 Fourier Series We observe that every term on the right side of (7. 1 1-.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 ) .7). Therefore. Some waveforms have cosine terms only. the most common waveforms that are used in science and engineering. and b n are found from the following relations.13) 1 b n = -π ∫0 2π f ( t ) sin nt dt (7.3 Symmetry in Trigonometric Fourier Series With a few exceptions such as the waveform of the half−rectified waveform. The remaining coefficients can be evaluated similarly.12) ∫0 f ( t ) cos nt dt (7. 7−6 Signals and Systems with MATLAB Computing and Simulink Modeling.14) The integral of (7.

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

We will test the most common waveforms for symmetry in Subsections 7.3. the shape of the negative half−cycle of the waveform is the same as that of the positive half-cycle. the waveform will have neither odd nor even symmetry.3. Fourth Edition Copyright © Orchard Publications .Chapter 7 Fourier Series that is. 7. the average value over one period T is zero.5 below.3. and observe the values of f ( t ) at the left and right points on the time axis. and has half−wave symmetry since f ( – t ) = f ( t ) and – f ( t + T ⁄ 2 ) = f ( t ) . 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 ) .7 we shift the ordinate axis π ⁄ 2 radians to the right. 7. 7−8 Signals and Systems with MATLAB Computing and Simulink Modeling.8. if the ordinate axis is shifted by any other value other than an odd multiple of π ⁄ 2 . as shown in Figure 7.7. and therefore.1 Symmetry in Square Waveform For the waveform of Figure 7. a 0 = 0 . such as f ( a ) and f ( b ) . we will observe that the square waveform now becomes an even function. Obviously.3.7.2 Symmetry in Square Waveform with Ordinate Axis Shifted If in the square waveform of Figure 7. If there is half−wave symmetry.1 through 7. It is also an odd function and has half − wave symmetry since – f ( – t ) = f ( t ) and –f ( t + T ⁄ 2 ) = f ( t ) . Also.7. 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. T A T/2 f(b) π 2π 0 T/2 f(a) ωt −A Figure 7. but inverted. a 0 = 0 .

3.9. the average value over one period T is zero and therefore. T A −2π −π T/2 0 π T/2 2π ωt −A Figure 7. it has half−wave symmetry because – f ( t + T ⁄ 2 ) = f ( t ) . Triangular waveform test for symmetry Signals and Systems with MATLAB Computing and Simulink Modeling.3.3 Symmetry in Sawtooth Waveform For the sawtooth waveform of Figure 7.10. a 0 = 0 . a 0 = 0 . Moreover. Sawtooth waveform test for symmetry 7.Symmetry in Trigonometric Fourier Series T A −π/2 π/2 2π π −2π −π 0 ωt T/2 −A T/2 Figure 7. the average value over one period T is zero and therefore.4 Symmetry in Triangular Waveform For this triangular waveform of Figure 7. 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 7.8. It is also an odd function since – f ( – t ) = f ( t ) .9. Fourth Edition Copyright © Orchard Publications 7−9 . It is also an odd function because – f ( – t ) = f ( t ) .10. Square waveform with ordinate shifted by π ⁄ 2 7.

4. Fundamental.1 through 7.11. when separated by T ⁄ 2 are equal and opposite.2. Moreover. are equal and opposite. However. and Third Harmonics Figure 7. and third harmonic test for symmetry In Figure 7. that is. The fundamental has half−wave symmetry since the a and – a values. if the given waveform is an odd function. Page 7−14. This is necessary in order to test the fundamental. it is important to remember that when using these shortcuts. The second harmonic has no half−wave symmetry because the ordinates b on the left and b on the right. These waveforms can be either odd or even depending on the position of the ordinate. 7−10 Signals and Systems with MATLAB Computing and Simulink Modeling. if the waveform has half−wave symmetry and is also an odd or an even function. we can compute the non−zero coefficients a n and b n by integrating from 0 to π only. In the expressions of the integrals in (7. and third harmonic of a typical sinewave. the half period T ⁄ 2 . we must evaluate the coefficients a n and b n for the integer values of n that will result in non−zero coefficients. all three waveforms have zero average value unless the abscissa axis is shifted up or down. Of course.5 below.4 Trigonometric Form of Fourier Series for Common Waveforms The trigonometric Fourier series of the most common periodic waveforms are derived in Subsections 7. there are not opposite in sign. Also. one period T . we can choose the limits of integration from 0 to π ⁄ 2 and multiply the integral by 4 . The third harmonic has half−wave symmetry since the c and – c values.5 Symmetry in Fundamental.11. and third harmonics for half−wave symmetry.3. second.4. and also that the product of two odd functions results also in an even function. when separated by T ⁄ 2 .Chapter 7 Fourier Series 7.12) through (7. Also. Second. or has half−wave symmetry. although are equal. This point will be illustrated in Subsection 7. the limits of integration for the coefficients a n and b n are given as 0 to 2 π . or an even function. Fourth Edition Copyright © Orchard Publications . Page 7−6.11 shows a fundamental. the product of two even functions is another even function. and multiply the integral by 2 . Τ/2 a b Τ/2 b c Τ/2 −a −c Fundamental Second harmonic Third harmonic Figure 7. second.4. is chosen as the half period of the period of the fundamental frequency. second. 7. The proof is based on the fact that. we can choose the limits of integration as – π to + π .14).

but if we attempt to verify this using (7. Fourth Edition Copyright © Orchard Publications 7−11 . all a i coefficients are zero. To work around this problem.14).19) are zero and therefore. we will assume that ω = 1 T A π 0 −A 2π ωt Figure 7. 1 a 0 = -π ∫0 π A dt + ∫π 2π A . Also. 1 b n = -π ∫0 2π 1 f ( t ) sin nt dt = -π ∫0 π A sin nt dt + ∫π 2π A . Moreover.12.4. Also. we will compute all coefficients to verify this. for brevity. only odd harmonics will be present since this waveform has also half−wave symmetry. 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 .20) The b i coefficients are found from (7. as expected since the square waveform has odd symmetry.12).19) A A .(π – 0 – 2π + π) = 0 ( – A ) dt = --π (7.12.1 Trigonometric Fourier Series for Square Waveform For the square waveform of Figure 7.19). the terms inside the parentheses on the second line of (7. the average ( DC ) value is zero. Page 7−6.( – cos n t π ( – A ) sin nt dt = ----+ cos nt 0 nπ 2π ) π (7.Trigonometric Form of Fourier Series for Common Waveforms 7.21) AA= ----( – cos n π + 1 + cos 2n π – cos n π ) = ----( 1 – 2 cos n π + cos 2n π ) nπ nπ For n = even .( sin n π – 0 – sin n2 π + sin n π ) = ----= ----nπ nπ and since n is an integer (positive or negative) or zero.21) yields Signals and Systems with MATLAB Computing and Simulink Modeling.( 2 sin n π – sin n2 π ) . as we already know from Page 7−8. that is. Page 7−6. the trigonometric series consist of sine terms only because. However. we will obtain the indeterminate form 0 ⁄ 0 . Thus. (7.( sin nt π ( – A ) cos nt dt = ----– sin nt 0 nπ 2π ) π (7. we will evaluate a 0 directly from (7. this waveform is an odd function. by inspection.

– cos n π -. Fourth Edition Copyright © Orchard Publications .+ 1 ) = ----- nπ 2 (7. it still has half−wave symmetry. Since the waveform is an odd function and has half−wave symmetry.( – 0 + 1 ) = -----b n = -----nπ nπ (7. we can integrate from 0 to π ⁄ 2 . the trigonometric Fourier series for the square waveform with odd symmetry is 4A 1 1 4A .23) becomes 4A 4A . and multiply the integral by 4 .( 1 –2 + 1 ) = 0 b n = ----nπ as expected. Next let us consider the square waveform of Figure 7. and thus the series is as we found earlier.sin 3 ω t + -. (7. 7−12 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 b n = 4 -π ∫0 π⁄2 4A . This property is verified with the following procedure. and it is also an odd or an even function.sin n ω t n (7. if the given waveform has half−wave symmetry.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.sin ω t + -. and has become an even function.( – cos n t f ( t ) sin nt dt = -----nπ π⁄2 0 4A .13 where the ordinate has been shifted to the right by π ⁄ 2 radians.Chapter 7 Fourier Series A . Therefore. Then. we are only concerned with the odd b n coefficients. However. (7.22) It was stated above that. the trigonometric Fourier series will consist of odd cosine terms only.sin 5 ω t + … = -----f ( t ) = ----- π 3 5 π ∑ n = odd 1 -.24) as before. For n = odd . Therefore.23) For n = odd . since the square waveform has half−wave symmetry.

26) For n = 1.26) becomes 4A a n = -----nπ and for n = 3. the trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A . Fourth Edition Copyright © Orchard Publications 7−13 . and so on.cos ω t – 1 -. 4A a n = ± -----nπ (7.cos 3 ω t + -f ( t ) = ----- π 5 π 3 ∑ n = odd ( –1 ) (n – 1 ) ---------------2 1 -. 11. and multiply the integral by 4 .13. 9. 7.Trigonometric Form of Fourier Series for Common Waveforms T A 0 π/2 π 3π / 2 2π ωt −A Figure 7. will alternate between +1 and – 1 depending For n = odd .27) The trigonometric series of (7. by inspection.25) that sin n -π 2 on the odd integer assigned to n . we observe from (7. and thus all even harmonics are zero as expected. 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 . it becomes – 4A a n = ---------nπ Then. . and so on.( sin nt A cos nt dt = -----nπ π⁄2 ) 0 4A . 13 . the average ( DC ) value is zero. (7.25) We observe that for n = even . Square waveform as even function Since the waveform has half−wave symmetry and is an even function. sin n π -- = -----nπ 2 (7. Thus. Also..cos 5 ω t – … = -----.27) can also be derived as follows: Signals and Systems with MATLAB Computing and Simulink Modeling. 15 . it will suffice to integrate from 0 to π ⁄ 2 .cos n ω t n (7. all a n coefficients are zero. 5.

sin 5 ωτ + 5 = ------. sin ( x + 3 π ⁄ 2 ) = – cos x . With this substitution. that is. i.28) and substitute ω t with ω t + π ⁄ 2 . we will need to perform two integrations 7−14 Signals and Systems with MATLAB Computing and Simulink Modeling. + ------ + … π 2 3 2 5 2 (7. we let ω t = ωτ + π ⁄ 2 . + --. the DC component is zero. and so on. sin ω t + 1 -. As before. Accordingly. and afterwards we want to recompute the series with reference to a different ordinate.12 is the same as that of Figure 7.Chapter 7 Fourier Series Since the waveform of Figure 7. relation (7.cos 5 ωτ – … .sin 3 ωτ + π .14 is an odd function with no half−wave symmetry. Sawtooth waveform By inspection. we can use the relation (7. 7. Fourth Edition Copyright © Orchard Publications .e.sin ωτ + π . Therefore.cos ωτ – -f ( τ ) = -----5 3 π (7.29) as 1 1 4A . + --- +… π 3 5 2 2 2 4A 1 1 3π π .28) becomes 4A 1 1 .sin ωτ + π . 4A .4. A T −π −2π −A π 0 2π ωt Figure 7.13.14. If we choose the limits of integration from 0 to 2 π . but shifted to the right by π ⁄ 2 radians. we rewrite (7.29) and using the identities sin ( x + π ⁄ 2 ) = cos x .sin 5 ωτ + π f ( τ ) = ------. we will assume that ω = 1 ..cos 3 ωτ + -. therefore. if we compute the trigonometric Fourier series with reference to one ordinate.22).30) and this is the same as (7. Page 7−12. we can use the above procedure to save computation time.27).sin 3 ω t + 1 -.sin 3 ωτ + ----.2 Trigonometric Fourier Series for Sawtooth Waveform The sawtooth waveform of Figure 7. + -.sin 5 ω t + … f ( t ) = ----- π 3 5 (7. we only need to find all b n coefficients. it contains sine terms only with both odd and even harmonics.

cos n π = – 1 .Trigonometric Form of Fourier Series for Common Waveforms since A ---t π f(t) = A --. Thus. Fourth Edition Copyright © Orchard Publications 7−15 .32) reduces to 2A . the odd harmonics have positive coefficients. (7. If n = odd .sin nt – -t sin nt dt = -----2 2 n π n 0 (7. we can choose the limits from – π to + π .sin a x – x = ----. Then. sin n π = 0 and cos n π = 1 .cos nt .sin 3 ω t – 1 -.( sin nt – nt cos nt ) = ---------n2 π2 π 0 2A . sin ω t – 1 -.32) 2A .---. since the waveform is an odd function.33) Signals and Systems with MATLAB Computing and Simulink Modeling. 2A 2A . and thus we will only need one integration since A -t f ( t ) = --π –π < t < π Better yet. and multiply the integral by 2 . this is what we will do. 2 b n = -π 1 . Then.t – 2A π 0<t<π π < t < 2π However. If n = even . ∫ x sin ax dx Then.sin 4 ω t + … = 2A -----f ( t ) = ----- π 2 3 4 π ∑ ( –1 ) n–1 1 -.cos ax 2 a a π (7.( n π ) = -----b n = ---------n2 π2 nπ that is. the even harmonics have negative coefficients.( sin n π – n π cos n π ) = ---------n2 π2 We observe that: 1.sin n ω t n (7.sin 2 ω t + 1 -.( – n π ) = – 2A -----b n = ---------n2 π2 nπ that is. 2.31) π ∫0 π A 2A --. sin n π = 0 . we can integrate from 0 to π . From tables of integrals. the trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A .t sin nt dt = -----π π2 ∫0 t 2A 1 .

the DC component is zero. … then.sin 5 ω t – ----. Fourth Edition Copyright © Orchard Publications .Chapter 7 Fourier Series 7. we only need to evaluate the b n coefficients. 11. b = ---------n 2 2 n π π . the trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 1 1 8A . and will multiply the integral by 4 . 4 b n = -π 1 x = --.sin 7 ω t + … = -----f ( t ) = ------.3 Trigonometric Fourier Series for Triangular Waveform The sawtooth waveform of Figure 7.= sin n -2 8A – 1 for n = 3. we will assume that ω = 1 .15.sin 3 ω t + ----( –1 ) 2 2 25 49 9 π π n = odd ∑ (n – 1) ---------------2 1 ---.---.= 0 cos n -2 For odd integers of n . From tables of integrals. the trigonometric Fourier series will contain sine terms only with odd harmonics. As before.sin nt – -t sin nt dt = -----2 2 n n π 0 8A = ---------( sin nt – nt cos nt ) 2 2 n π 8A π .35) We are only interested in the odd integers of n . then.– nπ -. Triangular waveform By inspection.34) π⁄2 ∫0 π⁄2 2A 8A -----. 7.sin ω t – 1 . We will choose the limits of integration from 0 to π ⁄ 2 .cos ax sin a x – -2 a a π⁄2 (7.15 is an odd function with half−wave symmetry. … then. and we observe that: π . 5. 9. ∫ x sin ax dx Then.cos n π -- = ---------sin n -2 2 2 2 2 n π (7.cos nt .sin n ω t (7. A −2π −π −A π/2 T ωt 0 π 2π Figure 7.36) 2 n 7−16 Signals and Systems with MATLAB Computing and Simulink Modeling. the sine term yields 8A 1 for n = 1.t sin nt dt = -----2 π π π⁄2 0 ∫0 t 8A 1 . b = – ---------n 2 2 n π Thus. Accordingly.4.

Trigonometric Form of Fourier Series for Common Waveforms 7.18 respectively.17.18.19.16.16 1 f HW ( t ) 0 π 2π 3π 4π 5π Figure 7. Fourth Edition Copyright © Orchard Publications 7−17 . Output v out ( t ) for the circuit of Figure 7.4 Trigonometric Fourier Series for Half−Wave Rectifier Waveform The circuit of Figure 7. Circuit for half−wave rectifier We will express v out ( t ) as a trigonometric Fourier series.17 and 7. and we will assume that ω = 1 . The input and output waveforms are shown in Figures 7.37) + R v in ( t ) v out ( t ) − Figure 7. 1 0 −1 Figure 7.16 We choose the ordinate at point 0 as shown in 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. Signals and Systems with MATLAB Computing and Simulink Modeling.16 is a half−wave rectifier whose input is the sinusoid v in ( t ) = sin ω t .4. Input v in ( t ) for the circuit of Figure 7.

+ ----------------------------.– -a n = --π 1+n 1–n 2 0 A cos ( π – n π ) cos ( π + n π ) 1 1 = – ----.+ --------------------------.16 By inspection. ---------------------------. – cos n π – cos n π 2 . the average is a non−zero value.– ------------ 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. 2π 1–n 1+n 1–n n+1 (7.– ----------.38). cos n π cos n π A. Therefore. Fourth Edition Copyright © Orchard Publications . we expect all terms to be present.--------------------------. by substitution into (7.19. A.+ -----------------. 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. cos ( m + n ) x cos ( m – n ) x – -----------------------------. Half−wave rectifier waveform for the circuit of Figure 7. = ----2 - a n = – -----------------+ -------------+ ------------ -----------------.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.+ ----------. and the waveform has neither odd nor even symmetry.Chapter 7 Fourier Series –2 π –π 0 π 2π 3π Figure 7.( m2 ≠ n2 ) = – -----------------------------2(m + n) 2(m – n) π A 1 cos ( 1 – n ) t cos ( 1 + n ) t .

40) We cannot use (7. except a 1 . ∫ ( sin ax ) ( cos ax ) dx and thus. 3. we will evaluate the integral A a 1 = --π ∫0 sin t cos t dt 1 . we obtain A cos 2 π + 1 2A .--------------------------------------------------------------------------------------.( sin ax ) 2 = ----2a π From tables of integrals. the DC value is 1 --a = A --2 0 π (7.44) (7.39) with n = 2.= – -------2 35 π π(1 – 6 ) (7.39) Now.39).45) Signals and Systems with MATLAB Computing and Simulink Modeling.-----------------------. we obtain A ( cos 4 π + 1 ) 2A a 4 = --------------------------------. from (7.= – -------2 15 π π(1 – 4 ) A ( cos 6 π + 1 ) 2A a 6 = --------------------------------. for n = even . 5.43) We see that for odd integers of n. we can evaluate all the a n coefficients.39) to obtain the value of a 1 because this relation is not valid for n = 1 . we will evaluate a 0 to obtain the DC value. 4. By substitution of n = 0 .42) (7. First.+ ------------= --a n = ----2 2 π 2π 1–n 1–n cos n π + 1 -----------------------n≠1 ( 1 – n2 ) (7.= – -----a 2 = --π ( 1 – 22 ) 3π ( cos 3 π + 1 ) = 0 --------------------------------a3 = A 2 π(1 – 3 ) (7. therefore.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 . … . a n = 0 . A2 a 1 = ----( sin t ) 2π π 0 = 0 (7.41) From (7. Fourth Edition Copyright © Orchard Publications 7−19 . we obtain a 0 = 2A ⁄ π Therefore. However.

= --. For this waveform.14). Page 7−6.– -----------( sin t ) dt = --π 2 4 π 0 A π sin 2 π A . sin ( m + n ) x sin ( m – n ) x – ----------------------------. we need to evaluate the b n coefficients. Fourth Edition Copyright © Orchard Publications . all the b n coefficients.sin ( 1 – n )π sin ( 1 + n )π = ------------------------------.-= --.20 shows a full−wave rectifier circuit with input the sinusoid v in ( t ) = A sin ω t .47).⋅ -b n = --π 2 1+n 1–n 0 A.48) 7. We will find b 1 by direct substitution into (7. Next.42) through (7.sin t – A --. 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.40).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 . 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 + … .47) Combining (7. A b 1 = --π ∫0 π A t sin 2t 2 .– ------------π 2 2 4 (7.= – -------2 63 π π(1 – 8 ) (7. with (7.– 0 + 0 = 0 ( n ≠ 1 ) 2π 1–n 1+n that is.46) and so on.------------f(t) = A --.4. ∫ ( sin mx ) ( sin nx ) dx Therefore. for n = 1 . except b 1 .-. are zero. 7−20 Signals and Systems with MATLAB Computing and Simulink Modeling.5 Trigonometric Fourier Series for Full−Wave Rectifier Waveform Figure 7.+ --π π 2 3 15 35 63 (7. The output of that circuit is v out ( t ) = A sin ω t .– -------------------------.– ---------------------------.-------------------------. Thus.

6 0 . 1 0 .21. Full-wave rectifier circuit The input and output waveforms are shown in Figures 7. 7 0 . We will express v out ( t ) as a trigonometric Fourier series.23. 2 0 . 4 0 . 5 0 . 2 0 . A 0 π 2π 3π 4π −A Figure 7. 8 0 . 5 0 .20. 1 0 0 0 2 π 4 2π 6 8 3π 1 0 1 2 4π Figure 7.20 A 1 0 .22 respectively. 4 0 . Input sinusoid for the full−rectifier circuit of Figure 7.22. Output waveform for full−rectifier circuit of Figure 7. 3 0 . 8 0 . 3 0 .20 We choose the ordinate as shown in Figure 7. Fourth Edition Copyright © Orchard Publications 7−21 .21 and 7. 9 A 0 .23. 7 0 . 6 0 . and we will assume that ω = 1 .Trigonometric Form of Fourier Series for Common Waveforms − v in ( t ) R + + v out ( t ) − Figure 7. 9 0 . Full−wave rectified waveform with even symmetry Signals and Systems with MATLAB Computing and Simulink Modeling. 1 –2 π 0 0 2 –π 4 6 8 0 π 1 0 1 2 2π Figure 7.

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

To obtain the value of a 1 .+ ----------------.52) From (7. combining the terms of (7.56) (7. First.+ ----------------.+ … π π 3 15 35 63 (7. a n = 0 . we must evaluate the integral 1 a 1 = -π ∫0 sin t cos t dt 12 ( sin ax ) = ----2a π From tables of integrals.( sin t ) 2 a 1 = ----2π π = 0 0 (7.58) Signals and Systems with MATLAB Computing and Simulink Modeling. from (7.----------------f ( t ) = 2A -----.– -----.57) we obtain cos 2 ω t cos 4 ω t cos 6 ω t cos 8 ω t 4A . By substitution of n = 0 . we will evaluate a 0 to obtain the DC value.51) we observe that for all n = odd . except a 1 .= – -------2 63 π π(8 – 1) (7. Then. other than n = 1 . Fourth Edition Copyright © Orchard Publications 7−23 .Trigonometric Form of Fourier Series for Common Waveforms Now.52) with (7.= – -----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 = ---------------------------------------.55) (7.57) and so on. from (7.51).= – -------2 35 π π(6 – 1) – 2A ( cos 8 π + 1 ) 4A a 8 = ---------------------------------------.54) through (7. the DC value is 1 -.+ ----------------. we can evaluate all the a n coefficients.51) we obtain – 2A ( cos 2 π + 1 ) 4A a 2 = ---------------------------------------. ∫ ( sin ax ) ( cos ax ) dx and thus.54) (7. we obtain 4A a 0 = -----π Therefore.53) For n = even .a = 2A -----2 0 π (7. 1 .

However.5 Gibbs Phenomenon In Subsection 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 + … (7.59) shows that there is no component of the input (fundamental) frequency.cos n ω t 2 n ( – 1 ) n = 2. we found that the trigonometric form of the Fourier series of the square waveform is 4A 1 1 4A . … ∑ ∞ (7. 6. it is very unlikely that a Fourier series will consist of even harmonic terms only.sin 3 ω t + -. 4. Crest (Gibbs Phenomenon) Sum of first 11 harmonics Figure 7.24 shows the first 11 harmonics and their sum.4. Gibbs phenomenon 7. the crests do not become flattened. 7.24. Fourth Edition Copyright © Orchard Publications .59) This series of (7. 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 . Page 7−12. In any waveform where the period is chosen appropriately. Generally.sin 5 ω t + … = -----. This is because we chose the period to be from – π and + π .sin ω t + -f ( t ) = ----- π 5 3 π ∑ n = odd 1 -.– -----f ( t ) = -----π π 1 -----------------. the sum looks more and more like the square waveform. As we add more and more harmonics. the trigonometric form of the Fourier series for the full-wave rectifier with even symmetry is 2A 4A .6 Alternate Forms of the Trigonometric Fourier Series We recall that the trigonometric Fourier series is expressed as 1 .Chapter 7 Fourier Series Therefore.60) 7−24 Signals and Systems with MATLAB Computing and Simulink Modeling. the period is defined as the shortest period of repetition.1.sin n ω t n Figure 7.

either cosine or sine.sin 2t + … f ( t ) = -cos t + ---cos 2t + --- c1 c2 2 0 c1 c2 an bn . ϕn bn cn = an + bn bn bn sin θ n = --------------------.= ----cn an + bn an ϕ n = atan ----bn cn θn an an an .Alternate Forms of the Trigonometric Fourier Series If a given waveform does not have any kind of symmetry. for ω ≠ 1 . 3. Fourth Edition Copyright © Orchard Publications 7−25 . 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 ∞ (7.25. we rewrite (7. 2. we still need to compute the a n and b n coefficients separately.61) Similarly. and the sum is combined to a single term. Derivation of the alternate form of the trigonometric Fourier series We assume ω = 1 .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. in general.= ----cos θ n = --------------------cn an + bn bn θ n = atan ----an cos θ n = sin ϕ n Figure 7. … . 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.60) as b1 b2 a1 a2 1 . However.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. where ω ≠ 1 . sin ϕ 1 cos t + cos ϕ 1 sin t 1 .25. and for n = 1. in general.sin nt + c n --- cn cn 1 . For the derivation of the alternate forms.cos nt + ---. we will use the triangle shown in Figure 7. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.a + c 1 ---.sin t + c 2 ---.

sin nt + ----nπ 2π π⁄2 π 2 π 1 π 1 3 . 7−26 Signals and Systems with MATLAB Computing and Simulink Modeling.sin n -= ----2 2 nπ nπ 2 nπ nπ (7.64) We observe that for n = even .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. a n = 0 .1 Find the first 5 terms of the alternate form of the trigonometric Fourier series for the waveform of Figure 7. the DC value. Then. (7.26. f(t) 3 2 1 ω = 1 t π/2 π 3π/2 2π Figure 7.1 Solution: The given waveform has no symmetry.sin n -. 1 --a + 2 0 ∑ n=1 ∞ b n 1 -a + c n cos n ω t – atan ---.63). For n = odd .sin n2 π – ----.62) When used in circuit analysis. Fourth Edition Copyright © Orchard Publications .61) and (7.62) can be expressed as phasors.sin nt ( 1 ) cos nt dt = ----n π π⁄2 2π π⁄2 0 1 .sin n -. we choose to use the transformation of (7.63) below.63) Example 7. by inspection the DC value is not zero. We will compute the a n and b n coefficients. thus. Waveform for Example 7. Since it is customary to use the cosine function in the time domain to phasor transformation.= ----.⇔ - 2 0 a n ∑ n=1 ∞ bn c n ∠– atan ---an (7. we expect both cosine and sine functions with odd and even terms present.+ ----. Also. and we will combine them to obtain an expression in the form of (7.26. 1 a n = -π ∫0 π⁄2 1 ( 3 ) cos nt dt + -π ∫ 3 .

+ 2 π – - 2π 2π 2 2 2 (7.72) ∑ cn ∠– atan ---an ∞ From (7.cos nt + ----nπ 2π π⁄2 –3 –1 1π 123.= a 1 – jb 1 = -π π = 2 2 2 2 -- π + π ∠– 45 ° (7. and 4 .63). b1 = 2 ⁄ π b2 = 1 ⁄ π b3 = 2 ⁄ 3 π b4 = 1 ⁄ 2 π (7.cos n2 π + ----.= an 2 2 bn where n=1 bn c n ∠– atan ---.70) (7.74) 2 2 2 2 8 .∠– 45 ° ⇔ -----------.a = ----2 0 2π ∫0 π⁄2 1 ( 3 ) dt + ----2π ∫ π ⁄ 2 ( 1 ) dt 2π 1 .+ ----= ----cos n -( 3 – cos n2 π ) = ----nπ 2 nπ nπ nπ 2 nπ nπ (7.= ----.68) Then.cos nt ( 1 ) sin nt dt = ----nπ π⁄2 2π π⁄2 0 –1 .Alternate Forms of the Trigonometric Fourier Series 2 a 1 = -π (7.71) (7.cos ( ω t – 45 ° ) . 3.65) (7.( 3t = ----2π π⁄2 0 +t 2π ) π⁄2 1 1 3π π = -----(π + 2π) = 3 .+ ----.∠–45 ° = --------2 π π π Similarly.⇔ - 2 0 an bn 2 2 a n + b n ∠– atan ---. 1 --a + 2 0 ∑ n=1 ∞ b n 1 -a + c n cos n ω t – atan ---.cos n π -.69) (7.67) The b n coefficients are 1 b n = -π ∫0 π⁄2 1 ( 3 ) sin nt dt + -π ∫ –3 .66) and 2 a 3 = – ----3π The DC value is 1 1 -. Signals and Systems with MATLAB Computing and Simulink Modeling.----= -----.73) Thus.= an a n + b n ∠– θ n = a n – jb n (7. Fourth Edition Copyright © Orchard Publications 7−27 . for n = 1. we obtain: 2 2 --–j. 2.

Circuit for Example 7.27.∠– 135 ° ⇔ --------.= -a 2 – jb 2 = 0 – j -π π π 2 2 2 2 2 2. Fourth Edition Copyright © Orchard Publications . Example 7.76) and 1 1 1 . R 1Ω C 1F + v in ( t ) vC ( t ) − Figure 7.75) (7. Consider only the first three terms of the series.– j ----. and assume ω = 1 .77) Combining the terms of (7. Compute the voltage v C ( t ) across the capacitor. The procedure is illustrated with the examples that follow.cos ( 4 ω t – 90 ° ) .2 The input to the series RC circuit of Figure 7.= ----a 4 – jb 4 = 0 – j ----2π 2π 2π (7. we can use Fouries series to determine the response of a circuit.2 7−28 Signals and Systems with MATLAB Computing and Simulink Modeling.cos ( 3 ω t – 135 ° ) a 3 – jb 3 = – ----3 π 3 π 3π 3π (7.cos ( 2 ω t – 90 ° ) . is the square waveform of Figure 7.78) 2 2 .= --------.cos ( 3 ω t – 135 ° ) + 1 -.77).28.74) through (7.∠– 90 ° ⇔ ----.Chapter 7 Fourier Series 1 1 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 ° ) (7.7 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.∠– 90 ° ⇔ -.67) with (7.cos ( 4 ω t – 90 ° ) + … + --------3 2 ] 7.27.

79) Since this series is the sum of sinusoids.79) the phasors of the first 3 odd terms of (7.sin 3t = 4A ------⋅1 -. we are only interested in the first three odd terms.2 We let n represent the number of terms in the Fourier series.29.28 can be represented by the trigonometric Fourier series as 1 1 4A . For this example.cos ( 3t – 90 ° ) ⇔ V -⋅1 -. that is.80) With reference to (7. we will use phasor analysis to obtain the solution.81) (7. By the voltage division expression.28.1.sin ω t + -f ( t ) = ----- 5 3 π (7. Page 7−11. Fourth Edition Copyright © Orchard Publications 7−29 .29.sin 5 ω t + … .4. and 5 . 3.82) Signals and Systems with MATLAB Computing and Simulink Modeling.Circuit Analysis with Trigonometric Fourier Series v in ( t ) A T π 0 −A 2π ωt Figure 7. Input waveform for the circuit of Figure 7.27 Solution: In Subsection 7. n = 1. The equivalent phasor circuit is shown in Figure 7. 1 ⁄ ( jn ω ) 1 V in n = ------------V V C n = ----------------------------1 + 1 ⁄ ( jn ω ) 1 + jn in n (7.80) are 4A -----.sin t = 4A -----.∠– 90 ° -----.sin 3 ω t + -.∠– 90 ° = -----in3 π 3 π 3 π 3 (7.cos ( t – 90 ° ) ⇔ V in1 = 4A π π π 4A 4A ------⋅1 -. R 1 V in C + V 1 − C ----jω Figure 7. Phasor circuit for Example 7. we found that the waveform of Figure 7.

81) through (7./130).∠– 168./2).7.⋅ --------.∠– 90 ° ⋅ -----V C3 = ------------1 + j3 π 3 π 3 10 ∠71.6 ° ⇔ 4A -----.sin 5t = -----.86) Thus.cos ( t – 135 ° ) + --------v C ( t ) = -----30 130 π 2 (7.⋅ ------.*pi. 4A 1 1 4A .83) into (7./30).30.*cos(5.87) 7−30 Signals and Systems with MATLAB Computing and Simulink Modeling.7 ° ⇔ 4A -----.Chapter 7 Fourier Series 4A 1 4A 1 4A 1 .*((sqrt(2).7 ° ) + … .∠– 90 ° = -------------------.Vc) Figure 7.⋅ --------./180)+(sqrt(26). plot(t.∠– 90 ° = --------------------------. we obtain the phasor and time domain voltages indicated in (7.∠– 90 ° .*cos(3. Let us plot relation (7. Fourth Edition Copyright © Orchard Publications . we expect that capacitor voltage will consist of alternating rising and decaying exponentials.84) (7.∠– 135 ° ⇔ 4A -----.6./180)+.cos ( t – 135 ° ) = -----π 2 π 2 1 .∠– 161.*pi.-----.cos ( 3t – 161.87) Assuming that in the circuit of Figure 7.4A 1 -⋅1 -.⋅ --------.80).⋅ -----.cos ( 5t – 168.*pi.83) By substitution of (7.⋅ -----.85) (7.7 ° ) = -----π 130 π 130 (7. Waveform for relation (7.⋅ -----V C 1 = ---------1+j π 2 ∠45 ° π 4A 2 2 .⋅ -= -----in5 π 5 π 5 π 5 (7.27 the capacitor is initially discharged.∠– 90 ° .*cos(t−135.4A ------⋅1 -.*t−168.*t−161.⋅ -----.cos ( 5t – 168. Vc=(4.86) below.6 ° ) = -----π 30 π 30 1 ./180)).⋅ -.7 ° 4A 26 26 .cos ( 3t – 161.⋅ --------. t=0:pi/64:4*pi..6 ° ) + --------.∠– 90 ° = --------------------------.6 ° 4A 10 10 .4A ------⋅1 -.4A 1 -⋅1 -./pi).∠– 90 ° ⋅ -----V C5 = ------------1 + j5 π 5 π 5 26 ∠78. the capacitor voltage in the time domain is 10 26 4A 2 .cos ( 5t – 90 ° ) ⇔ V .84) through (7. (sqrt(10)..87) using the MATLAB script below assuming that A = 1 .

Simulink model for the circuit of Figure 7. We can obtain a more accurate waveform for the capacitor voltage of Figure 7.32. The advantage of the exponential form is that we only need to perform one integration rather than two. Figure 7. and another for the b n coefficients in the trigonometric form of the series.27.8 The Exponential Form of the Fourier Series The Fourier series are often expressed in exponential form.88) (7.89) Signals and Systems with MATLAB Computing and Simulink Modeling. Input and output waveforms for the model of Figure 7. However.31. Fourth Edition Copyright © Orchard Publications 7−31 . it will improve if we add a sufficient number of harmonics in (7. 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. one for the a n .27 The input and output waveforms are shown in Figure 7. in most cases the integration is simpler.31 7. Figure 7.30 is a rudimentary presentation of the capacitor voltage for the circuit of Figure 7.87).27 with the Simulink model of Figure 7.31.32.The Exponential Form of the Fourier Series The waveform of Figure 7. Moreover.

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 . except C 0 . Thus.+ ---. (7.97) ∫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.– ---+ - 2 j2 2 j2 2 j2 2 0 2 j2 (7. by multiplying both sides of (7. Therefore.Chapter 7 Fourier Series into f ( t ) . 7−32 Signals and Systems with MATLAB Computing and Simulink Modeling. that is.95) by e – jn ω t and integrating over one period.– ---. + a 2 -------------------------------- + . Then.= -C n = - 2 n n 2 j 1 -a C 0 = -2 0 (7.e + ---.96) are zero except the last.92) (7.a n + ---.90) and grouping terms with same exponents.e + ---.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.= - 2 2 n j b n 1 1 . ∫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. with ω = 1 .95) We must remember that the C i coefficients.96) We can derive a general expression for the complex coefficients C n .( a –j b ) . C –n = C n∗ (7.91) The terms of (7. as we did in the derivation of the a n and b n 2π 2π coefficients of the trigonometric form.e .91) in parentheses are usually denoted as b n 1 1 .e + ---.94) Then.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. a n – ---.93) (7.a + ---f ( t ) = … + --. are complex and occur in complex conjugate pairs. e +e e +e 1 .( a + jb n ) C –n = -. Fourth Edition Copyright © Orchard Publications .

9.102) (7.( a – jb n + a n + jb n ) C n + C –n = -2 n or a n = C n + C –n (7. all coefficients C i are real. we can use the properties in Subsections 7. Fourth Edition Copyright © Orchard Publications 7−33 . 1 .1 Even Functions For even functions.101) (7. 1 C n = ----2π ∫0 ∫0 T f(t)e – jn ω t d( ω t ) (7.92) and (7.93) that b n 1 1 . for ω ≠ 1 .103) Similarly.92) and (7.98) and. in general. from (7. 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 (7.93).a n – ---.104) Signals and Systems with MATLAB Computing and Simulink Modeling. or 1 .( a + jb n ) .9.9 Symmetry in Exponential Fourier Series Since the coefficients of the Fourier series in exponential form appear as complex numbers. Thus.99) or 1 C n = -T f(t)e – jn ω t d( ω t ) (7.1 through 7.( a – jb – a – j b ) C n – C –n = -2 n n n n b n = j ( Cn – C–n ) 7.= -C –n = -2 n 2 j (7.9.5 below to determine the symmetry in the exponential Fourier series.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 . We recall from (7.

Fourth Edition Copyright © Orchard Publications . Assume that ω = 1 . both C –n and C n are real.9.3 Half−Wave Symmetry If there is half−wave symmetry. in (7.104) and (7. all even harmonics are zero. the b n coefficients in (7.9.1 and 7. Therefore.104) and (7.105) are zero. 7. 7.a + ---. Therefore. Since odd functions have no cosine terms. and thus. Therefore.104) and (7.105) are zero.3 Compute the exponential Fourier series for the square waveform of Figure 7. Example 7. all coefficients C i are imaginary. 7.Chapter 7 Fourier Series and b n 1 1 .9. 7. We recall from the trigonometric Fourier series that if there is half−wave symmetry.2 Odd Functions For odd functions. This is evident from Subparagraphs 7. f ( t ) is complex. This is evident from (7.9.( a –j b ) C n = -.4 No Symmetry If there is no symmetry. the a n coefficients in (7. 7−34 Signals and Systems with MATLAB Computing and Simulink Modeling.105). both C –n and C n are also zero for n = even .105) Since even functions have no sine terms.105).= -2 n j 2 n n (7. and relations (7.104) and (7.5 Relation of C –n to C n∗ C –n = C n∗ always. both C –n and C n are imaginary.9.9.105) the coefficients a n and b n are both zero for n = even .104) and (7.2.33 below. C n = 0 for n = even .

------dt = ----2 π – jn π 0 – A –jnt -e + ------– jn 2π π 1 A –jn π A – jn2 π – jn π A -(e .3 Solution: This is the same waveform as in Subsection 7. e – jn π = – 1 .(π – 2π + π) = 0 ( – A ) e dt = ----2π as expected. with ω = 1 . For n = odd . Therefore. 1 C 0 = ----2π ∫0 π Ae dt + –0 ∫π A –0 . Signals and Systems with MATLAB Computing and Simulink Modeling. Therefore.– jn π A2 (1 – 1) = 0 = ----------(e – 1 ) = ----------n = even 2j π n 2j π n Cn (7.33.-------(e .107) as expected. Page 7−33. Page 7−11.Symmetry in Exponential Fourier Series T A π 0 2π ωt −A Figure 7. e – jn π = 1 .( 1 – e –jn π + e – jn2 π – e – jn π ) = ----– 1 ) + ---–e ) = ----------2 π – jn jn 2j π n 2 A A .( e – jn π – 1 ) = ----------2j π n 2j π n (7.4. 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 . it is an odd function. C n = 0 for n = even . Waveform for Example 7. and C 0 = 0 . Fourth Edition Copyright © Orchard Publications 7−35 .1.99). For n ≠ 0 . 2 A .( 1 + e – jn2 π – 2e – jn π ) = ----------. has half−wave symmetry. 1 C n = ----2π ∫0 π Ae – jnt dt + ∫π 2π –A e – jnt 1 A –jnt -e . the C n coefficients will be imaginary. and its DC component is zero. and as we know. then.106) For n = even . Using (7.

… – 1 -.4. as expected. 7−36 Signals and Systems with MATLAB Computing and Simulink Modeling.34.94).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.( – 2 ) 2 = ------= ----------n = odd 2j π n 2j π n 2j π n jπn Cn (7.34 shows the line spectrum of the square waveform in Subsection 7.4. * An instrument that displays the spectral lines of a waveform. For instance.109) The minus (−) sign of the first two terms within the parentheses results from the fact that C –n = C n∗ . this will produce the fundamental frequency sin ω t . Page 7−12 are the same.( – 1 – 1 ) 2 = ----------.4. bn 4/π 0 1 2 3 4 5 6 7 8 9 nωt Figure 7. Line spectrum for square waveform in Subsection 7. and so on. it follows that C –3 = C 3∗ = – 2A ⁄ j3 π .22). and this will produce the third harmonic sin 3 ω t . Then.Chapter 7 Fourier Series 2 A A A 2A .109) for which n = 1 . we group the two terms for which n = 3 .4. 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 . we group the two terms inside the parentheses of (7. that is. Figure 7.108) Using (7. 7.1. Page 7−11. it is useful to plot the amplitudes of the harmonics on a frequency scale that shows the first (fundamental frequency) harmonic. since the waveform is an odd function. Page 7-32. Page 7−18. since C 3 = 2A ⁄ j3 π . Such a plot is known as line spectrum and shows the spectral lines that would be displayed by a spectrum analyzer*. We observe that f ( t ) is purely imaginary. Fourth Edition Copyright © Orchard Publications .10 Line Spectra When the Fourier series are known.35 shows the line spectrum for the half−wave rectifier in Subsection 7.109) above and (7. and the higher harmonics times the amplitude of the fundamental.( e – jn π – 1 ) = ----------. To prove that (7.1 Figure 7.

Page 7−17 The line spectra of other waveforms can be easily constructed from the Fourier series.+ -2π k k or Signals and Systems with MATLAB Computing and Simulink Modeling. from (7. Solution: This recurrent rectangular pulse is used extensively in digital communications systems. is k times the pulse duration. it is necessary to know the frequency components. Waveform for Example 7.35.110) we obtain A -t C 0 = ----2π π⁄k –π ⁄ k Aπ π . For this example.Line Spectra A/ 2 A/π DC 2 4 6 8 0 1 nωt Figure 7.-= ----. A T T /κ −2π −π −π/κ 0 π/κ π 2π ωt Figure 7. k is the ratio of the pulse repetition time to the duration of each pulse.4 Compute the exponential Fourier series for the waveform of Figure 7. Fourth Edition Copyright © Orchard Publications 7−37 . 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 (7.36.110) The value of the average ( DC component) is found by letting n = 0 .36. To determine how faithfully such pulses will be transmitted. Thus. In other words. and plot its line spectra.36. Then. Assume ω = 1 .4 As shown in Figure 7. Example 7. the recurrence interval (period) T . Line spectrum for half−wave rectifier. the pulse duration is T ⁄ k .

⋅ ------------------------C n = --nπ ⁄ k k jn π ⁄ k – jn π ⁄ k or (7.4 -4 K=2 -3 -2 -1 0 1 2 3 4 Figure 7.110) yields A .2]) fplot('sin(5.8 0.–jnt C n = -------------e – jn2 π π⁄k –π ⁄ k A.39.37 through 7.[−4 4 −0.112) and thus.113) The relation of (7. Fourth Edition Copyright © Orchard Publications .2 1 0.*x)'. for k = 2 . integration of (7.[−4 4 −0.Chapter 7 Fourier Series A C 0 = --k (7.*x)'.6 0.2]) fplot('sin(10. Line spectrum of (7.111) For the values for n ≠ 0 .4 1.*x).113) has the sin x ⁄ x form.⋅ ------------------------nπ ⁄ k k (7. k = 5 and k = 10 respectively by using the MATLAB scripts below./(2.2]) 1. and the line spectra are shown in Figures 7.= ----- = A ------------------------= ----⋅ -----------------------------------⋅ sin ---- k nπ j2 nπ nπ A sin ( n π ⁄ k ) .*x)'.[−4 4 −0. f(t) = ∑ n = –∞ ∞ A sin ( n π ⁄ k ) --./(5.2 -0.*x).4 1.37.4 0.*x)./(10. fplot('sin(2.4 1.2 0 -0.e –e Anπ sin ( n π ⁄ k ) .113) for k = 2 7−38 Signals and Systems with MATLAB Computing and Simulink Modeling.

5 Use the result of Example 7.2 -0. as k becomes larger. Signals and Systems with MATLAB Computing and Simulink Modeling.112).4 to compute the exponential Fourier series of the unit impulse train A δ ( t ± 2 π n ) shown in Figure 7.6 0.113) for k = 5 1. Page 7−38. the lines get closer together while the lines are further apart as k gets smaller.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. Line spectrum of (7.8 0.38.40.2 -0.8 0. Line spectrum of (7.113) for k = 10 The spectral lines are separated by the distance 1 ⁄ k and thus. Example 7.4 0.2 0 -0.Line Spectra 1.39.2 0 -0.2 1 0.6 0. Solution: From relation (7. Fourth Edition Copyright © Orchard Publications 7−39 .2 1 0.4 0.

we see that (7.40.. T 2π -. Recurrent pulse with amplitude A = ------------ By substitution of (7.. that is.------------------------sin ( n π ⁄ k ) . we obtain k ⁄ 2π sin ( n π ⁄ k ) 1.⋅ ------------------------C n = --nπ ⁄ k k (7.= ----- k k (7. .Chapter 7 Fourier Series A . we observe from Figure 7. 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 7.40.41. and the total number of the pulses reduce to a unit impulse train.41. 1 A = -----------2π ⁄ k A T (7.114) and the pulse width was defined as T ⁄ k ..117) reduces to C n = ----x 2π Fourier series have the same amplitude and thus. Fourth Edition Copyright © Orchard Publications .4 A sin ( n π ⁄ k ) .= 1 .117) and as π ⁄ k → 0 . all coefficients of the exponential lim ---------. that is. recalling that x→0 sin x 1 . 7−40 Signals and Systems with MATLAB Computing and Simulink Modeling. as a recurrent pulse with amplitude k1 = ------------1 = ----A = ---------2π T⁄k 2π ⁄ k as shown in Figure 7..114).41.116) into (7. ωt −8π −6π −4π −2π 0 2π 4π 6π 8π Figure 7.115) Next. that each recurrent pulse becomes a unit impulse.. Impulse train for Example 7. Moreover.⋅ ------------------------= ----C n = -----------k nπ ⁄ k 2π nπ ⁄ k (7.

. the frequency difference between consecutive harmonics becomes smaller. . let us suppose that the pulses to the left and right of the pulse centered around zero.40. the period T approaches infinity.118) The series of (7. Line spectrum for Example 7. Accordingly.42.118) reveals that the line spectrum of the impulse train of Figure 7.43. In this case.. if Signals and Systems with MATLAB Computing and Simulink Modeling. the fundamental frequency approaches zero.11 Computation of RMS Values from Fourier Series The RMS value of a waveform consisting of sinusoids of different frequencies.42. the lines in the line spectrum come closer together.Computation of RMS Values from Fourier Series 1 f ( t ) = ----2π ∑ n = –∞ ∞ e jn ω t (7. the bandwidth approaches infinity. Let us reconsider the train of recurrent pulses shown in Figure 7. 7.5 Since these spectral lines extend from – ∞ to + ∞ . ω → 0 as T approaches infinity.43. This forms the basis of the Fourier transform that we will study in the next chapter. −4 −3 −2 −1 0 1 2 3 4 N Figure 7. Recurrent pulse with T → ∞ Now. there is only one pulse left (the one centered around zero). become less and less frequent. consists of a train of equal amplitude. 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. is equal to the square root of the sum of the squares of the RMS values of each sinusoid. In this case. that is. 1 ⁄ 2π . As T → ∞ . Thus... or in other words. Fourth Edition Copyright © Orchard Publications 7−41 . and the line spectrum becomes a continuous spectrum.

for each harmonic.44. and I 1. I N represent the amplitudes of the sinusoids. A brief description of the proof of (7. we will state this theorem in the next chapter.120) follows.121). Fourth Edition Copyright © Orchard Publications . is defined as I RMS = 1 -T ∫0 T i dt 2 (7.120) is based on Parseval’s theorem. Example 7. 1 ωt −1 Figure 7. and other similar terms representing higher order harmonics. I 2.119) into (7. or other cosine terms of different harmonic frequencies.120) or I RMS = (7. such as current i ( t ) . the integration of (7. from the orthogonality principle. will be 2T I m -2 = 1 --I 2 --------2 m T (7.44. 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 ) (7.119) where I 0 represents a constant current. …. 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. The result will also contain products of cosine functions multiplied by a constant.122).6 7−42 Signals and Systems with MATLAB Computing and Simulink Modeling. But as we know.122) 2 2 2 Substitution of (7. Waveform for Example 7.121) The proof of (7.122).123) as in (7. I 1m [ cos ( ω 1 t – θ 1 ) ] . We recall that the RMS (effective) value of a function. will produce all zero terms except the cosine squared terms which.6 Consider the waveform of Figure 7.

the period is T = 2 π as shown in Figure 7.121) Solution: a. we found that the given waveform may be written as 4 .[2π ] = 1 = ----2π I RMS = 1 or b. considering that higher harmonics have been neglected.( 1 ) 2 + -. 4 1 1 1 2 1 1 2 . 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 .124).+ -. 1 π 2π ωt −1 Figure 7.707 times its maximum value.0 + -.122) b. that is. Waveform of Example 7.sin 5 ω t + … i ( t ) = - π 3 5 (7. relation (7.121) and (7. Signals and Systems with MATLAB Computing and Simulink Modeling.6 showing period T = 2 π Then.707I max .sin 3 ω t + 1 -.45. I RMS = 0. relation (7.97 . the RMS value of a sinusoid is a real number independent of the frequency and the phase angle. Fourth Edition Copyright © Orchard Publications 7−43 .+ … = 0.4.125) This is a good approximation to unity.Computation of RMS Values from Fourier Series Find the I RMS value of this waveform by application of a.-. Page 7−11.45.1.124) and as we know. In Subsection 7. from (7.-I RMS = -π 2 23 25 (7. By inspection. and it is equal to 0.[ωt π + ωt = ----0 2π 2π ] π 1 . sin ω t + 1 -. Then.

127) and the expression for the alternate trigonometric Fourier series.128) where f ( t ) can represent voltages and currents. We will use the subscripts 1 and 3 to represent the quantities due to the fundamental and third harmonic frequencies respectively. we can use phasor quantities. i. The average power P ave delivered by the voltage source.cos 3 ω t V where ω = 1000 r ⁄ s . Since the excitation consists of two sinusoids of different frequencies.126) The proof is obtained from the definition of average power. 7−44 Signals and Systems with MATLAB Computing and Simulink Modeling. Then. R 1Ω C iC ( t ) v in ( t ) –3 10 -----------F 3 Figure 7. 1 P ave = -T ∫0 T 1 p dt = -T ∫0 vi dt T (7. and we will denote them with capital letters.e.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 + … (7.126). will be zero. and only the products of the same frequency terms will have non-zero values. compute: .127). Circuit for Example 7. by substitution of these series for v and i into (7. Fourth Edition Copyright © Orchard Publications .7 For the circuit of Figure 7.Chapter 7 Fourier Series 7. The current i c ( t ) given that v in ( t ) = 6 3 1 b..7 Solution: a. we will find that the products of v and i that have different frequencies. Example 7. cos ω t – -a. The non−zero values will represent the average power for each harmonic in (7.46. 1 -a + f ( t ) = -2 0 ∑ cn cos ( n ω t – θn ) n=1 ∞ (7.46. that is.

The average power absorbed by the resistor is 1 2 1 1 2 2 -(I .90 cos ( ω t + 71.6 ° ⇔ i ( t ) = 1.130).= 1.41 2 ) = 0.cos ( – 135 ° ) .90 . 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. the average power absorbed by the resistor.131) b.132) or Check: P ave = 0.⋅ --------.( 1.133) The average power absorbed by the capacitor is zero.8 w (7.cos ( 71.8 w . Fourth Edition Copyright © Orchard Publications 7−45 .41 ∠225 ° = 1. must be equal to the average power delivered by the source.= – j3 3 –3 ω1 C 10 × 10 ⁄ 3 Z 1 = 1 – j3 = 10 ∠– 71.⋅ --------. and therefore.41 ∠( 225 – 135 )° I C3 = ---------= ----------------------Z3 2 ∠– 45 ° ⇔ i C3 ( t ) = 1.130) From (7.6 ° ) + 1.41 6 1.Computation of Average Power from Fourier Series Then. i c ( t ) = i c1 ( t ) + i c3 ( t ) = 1.I R = -–I ) = -P ave = -2 1max 3max 2 2 max Signals and Systems with MATLAB Computing and Simulink Modeling.6 ° ) A I C1 = ---------= -----------------------------C1 Z1 10 ∠– 71.90 cos ( ω t + 71.6 ° (7.90 2 – 1.6 ° V in1 6 ∠0 ° . v in1 ( t ) = 6 cos ω t ⇔ V in1 = 6 ∠0 ° V –j – j = ---------------------------------------.41 cos ( 3 ω t – 135 ° ) (7.= 1.129) and (7.129) Next. v in3 ( t ) = – 2 cos 3 ω t = 2 cos ( 3 ω t + 180 ° ) ⇔ V in3 = 2 ∠180 ° V –j – j = ------------------------------------------------.41 cos ( 3 ω t – 135 ° ) A (7.90 ∠71.= –j1 3 –3 ω3 C 3 × 10 × 10 ⁄ 3 Z 3 = 1 – j1 = 2 ∠– 45 ° V in3 2 ∠180 ° .6 ° ) + -----= -----2 2 2 2 (7.

We enter these in Column B and we denote them as x . we enter the values of sin x and y sin x in Columns F and G respectively.) and divide by 180 to perform the conversion. Examples are meteorological or economic quantities whose period may be a day. and we divide by π to obtain the coefficients a 1 and b 1 . In these situations.13 Evaluation of Fourier Coefficients Using Excel® The use of Fourier series is not restricted to electric circuit analysis.47. Obviously. we 7−46 Signals and Systems with MATLAB Computing and Simulink Modeling. the more pulses we use. Quite often. and enter these values in Column A of the spreadsheet.5 ° intervals. In Column C we enter the corresponding values of y = f ( x ) as measured from the waveform. a month or even a year.. it is necessary to construct the Fourier expansion of a function based on observed values instead of an analytic expression. f(x) x Figure 7. the better the approximation. we need to evaluate the integral(s) using numerical integration. Examples include cable stress analysis in suspension bridges. were we have divided it into small pulses of width ∆ x .1459. To compute the coefficients of the higher order harmonics. will work for both the waveforms that have an analytical solution and those that do not. It is also applied in the analysis of the behavior of physical systems subjected to periodic disturbances. we can divide the period 0 ° to 360 ° in 2. If the time axis is in degrees. Fourth Edition Copyright © Orchard Publications . we multiply these by ∆ x . Next. Then. a week.Chapter 7 Fourier Series 7. The procedure presented here. using a spreadsheet.. and mechanical vibrations. Consider the waveform of f ( x ) shown in Figure 7.5 ° and it is convenient to start at the zero point of the waveform. Even though we may already know the Fourier series from analytical methods. we can choose ∆ x to be 2. we multiply degrees by π (3. we form the sums of y cos x and y sin x . In Columns D and E we enter the values of cos x and the product y cos x respectively. Waveform whose analytical expression is unknown Since the arguments of the sine and the cosine are in radians. such as Microsoft Excel. Similarly.47. we can use this procedure to check our results.

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

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

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

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

Summary • The trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A . are complex.( a + jb n ) .+ … f(t) = A --.sin 5 ω t – ----.sin 7 ω t + … = -----.sin 4 ω t + … = 2A -----f ( t ) = ----- π π 2 3 4 ∑ ( –1 ) ∑ n–1 1 -.= -C –n = - 2 n 2 j b n 1 1 .= -C n = - 2 2 n n j 1 -a C 0 = -2 0 • The C i coefficients. … ∑ ∞ • 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 .cos n ω t n • The trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A .cos 5 ω t – … = -----. for ω ≠ 1 .( a –j b ) . Signals and Systems with MATLAB Computing and Simulink Modeling. that is.+ ------------.a n – ---. except C 0 . Fourth Edition Copyright © Orchard Publications 7−51 . 4.cos ω t – 1 -.cos 3 ω t + -f ( t ) = ----- π 5 π 3 ∑ n = odd ( –1 ) (n – 1) ---------------2 1 -.+ ------------.------------.sin 3 ω t – 1 -.sin t – --. sin ω t – 1 -. 6.sin n ω t n • The trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 1 1 8A . and appear as complex conjugate pairs.+ ------------. a n + ---.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 .sin 3 ω t + ----f ( t ) = -----( –1 ) 2 2 49 25 9 π n = odd π (n – 1) ---------------2 1 ---. C – n = C n∗ • In general.sin 2 ω t + 1 -.sin ω t – 1 -.cos n ω t 2 n ( – 1 ) n = 2.+ --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 .– -----f ( t ) = -----π π 1 -----------------.

Thus. • Τhe line spectrum of an impulse train consists of a train of equal amplitude. and are equally spaced harmonics. 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.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. • Τhe RMS value of a waveform consisting of sinusoids of different frequencies. all coefficients C i are real • For odd functions. Fourth Edition Copyright © Orchard Publications . • The frequency components of a recurrent rectangular pulse follow a sin x ⁄ x form. 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. 7−52 Signals and Systems with MATLAB Computing and Simulink Modeling. 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.

Compute the first 5 components of the trigonometric Fourier series for the waveform shown below. Assume ω = 1 . f(t) A 0 ωt 2.Compute the first 5 components of the exponential Fourier series for the waveform shown below.Exercises 7. Assume ω = 1 . Assume ω = 1 . f(t) A 0 ωt 4. Fourth Edition Copyright © Orchard Publications 7−53 . f( t) A⁄2 0 –A ⁄ 2 ωt Signals and Systems with MATLAB Computing and Simulink Modeling. Assume ω = 1 . Compute the first 5 components of the exponential Fourier series for the waveform shown below. f(t) A ωt 0 3. Compute the first 5 components of the trigonometric Fourier series for the waveform shown below.16 Exercises 1.

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

---. f(t) A A ---t π –2 π –π 0 π 2π ωt This is an even function.⋅ --t dt = ---2 π 2 2 π 0 A π . we must use (1).t cos nt dt = -----2 π π ∫0 t cos nt dt π (1) From tables of integrals. 2A 1 -.sin nt π – ---.sin nt . 2 a n = -π ∫0 π A 2A --. a 3 = ---------for n = 1.sin a x . for n = 3.17 Solutions to End−of−Chapter Exercises 1. therefore. There is no half− wave symmetry and the average ( DC component) is not zero. ---cos n π – ---( cos n π – 1 ) (2) .= ---------a n = -----2 2 2 2 2 π n n n π We cannot evaluate the average ( 1 ⁄ 2 ) a 0 from (2). Then.cos ax + -= ---2 a a π 0 t 2A 1 1 .– 0 2 2 2 n π n n and since sin nt π = 0 for all integer n . the series consists of cosine terms only. for n = 5. a5 = – ---------------.Solutions to End−of−Chapter Exercises 7. Then.cos n π + -= -----.---. We will integrate from 0 to π and multiply by 2 . ∫ x cos ax dx and thus (1) becomes t 2A 1 .⋅ ---= ---2 π 2 2 or ( 1 ⁄ 2 ) ⁄ a0 = A ⁄ 2 We observe from (2) that for n = even . for n = 7. Then. a n = even = 0 . 2A 12A1 .a 0 = -------2 2 2π ∫0 π A t . – 4A 4A-. for n = 0 .cos nt + -a n = -----2 2 n π n x 1 . Fourth Edition Copyright © Orchard Publications 7−55 . a = ---------– 4A -. 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.

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

Then. The average ( DC component) is not zero.cos 3t + … f ( t ) = 3A -----.( 1 – e –jn π ) = ----------j2n π Recalling that e – jn π = cos n π – j sin n π – jn π for n = even . A C n = ----2π ∫0 π e – jnt A –jnt -e dt = -------------– j2 n π A .Solutions to End−of−Chapter Exercises 4A . f(t) A 0 π 2π ωt This is neither an even nor an odd function and has no half−wave symmetry. A(1 – 1) = 0 C n = even = ----------j2n π and A A .– -----2 2 9 4 π 3. 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 .cos 2t + 1 -. Then. e = – 1 . cos t + 1 -. the series consists of both cosine and sine terms. e – jn π = 1 and for n = odd .[ 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. Fourth Edition Copyright © Orchard Publications 7−57 . therefore.

+ ---–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∗ .= ---. π π A = ----. 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. 5. since C 1 = 2A ⁄ j π . Fourth Edition Copyright © Orchard Publications . f(t) A⁄2 0 –A ⁄ 2 ωt This is the same waveform as in Exercise 3 where the DC component has been removed. for this waveform C n is real. This waveform is an odd function and thus the expression for f ( t ) is imaginary. 4.Chapter 7 Fourier Series A 1 – j3 ω t – j ω t j ω t 1 j3 ω t -e .… – --e f(t) = A --. Then. it follows that C –1 = C 1∗ = – 2A ⁄ j π . We observe that f ( t ) is complex. 1 – j3 ω t – j ω t A j ω t 1 j3 ω t -e . Then.3. as expected. 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. For instance. 7−58 Signals and Systems with MATLAB Computing and Simulink Modeling. since there is no symmetry.+ -2 π 2 2 2 For n ≠ 0 . Therefore. Page 7−34. except that the amplitude is halved.… – --e f ( t ) = ---–e + e + -+ … 3 jπ 3 It is also the same waveform as in Example 7.

( e jn π ⁄ 2 – e –jn π ⁄ 2 ) = ----- = ----. 5. A -+ f ( t ) = --2 ∑ n = odd A. 11. 9. that is. 9.sin n . … C n = ----nπ A . C n = 0 For n = odd . 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. … . 11. … C n = – ----nπ Thus.jn ω t ----e nπ 6. 7.if n = 3. … and the minus (−) sign is used with n = 3.------------------------------------= -------------- nπ j2n π j2 nπ 2 jn π ⁄ 2 and we observe that for n = even . 5.jn ω t ± ----e nπ where the plus (+) sign is used with n = 1. 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.–jnt e dt = -------------– j2 n π π⁄2 –π ⁄ 2 A .Solutions to End−of−Chapter Exercises AC n = ----2π ∫– π ⁄ 2 π⁄2 e – jnt A . We can express f ( t ) in a more compact form as A -+ f ( t ) = --2 ∑ n = odd ( –1 ) (n – 1) ⁄ 2 A. 7.– jn π ⁄ 2 jn π ⁄ 2 = -------------(e –e ) – j2 n π – jn π ⁄ 2 A A –e A e π . Aif n = 1. Fourth Edition Copyright © Orchard Publications 7−59 .

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

The Fourier transforms of the most common functions are derived. and F F {f(t)} = F(ω) –1 (8.4) (8. such as those we discussed on the previous chapter. also known as the Fourier Integral.1) and assuming that it exists for every value of the radian frequency ω . We can express it as the sum of its real and imaginary components. Fourth Edition Copyright © Orchard Publications 8−1 . the system function is defined. a complex function.5) { F(ω )} = f( t) Signals and Systems with MATLAB Computing and Simulink Modeling. 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 definition. However. and several examples are provided to illustrate its application in circuit analysis.1 Definition and Special Forms We recall that the Fourier series for periodic functions of time. the unit ramp. theorems.2) The Inverse Fourier transform is defined as 1 f ( t ) = ----2π ∫– ∞ F ( ω ) e ∞ jωt dω (8. Then. other functions of interest such as the unit step. 8. and a single rectangular pulse are not periodic functions. and properties are presented and proved. for a signal that is a function of time with period from – ∞ to + ∞ .Chapter 8 The Fourier Transform T his chapter introduces the Fourier Transform. we call the function F ( ω ) the Fourier transform or the Fourier integral. produce discrete line spectra with non-zero values only at specific frequencies referred to as harmonics. as F ( ω ) = Re { F ( ω ) } + jIm { F ( ω ) } = F ( ω ) e jϕ(ω) (8.3) We will often use the following notation to express the Fourier transform and its inverse. that is. The Fourier transform is. the unit impulse. or in exponential form. We may think of a non-periodic signal as one arising from a periodic signal in which the period extents from – ∞ to + ∞ . in general.

as f ( t ) = f Re ( t ) + j f Im ( t ) (8. and thus we can express it as the sum of its real and imaginary parts.9) and F Im ( ω ) = – (8.12) 1+ j ----2π Therefore. that is. 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 ∞ ∞ ∞ (8.13) and 8− 2 Signals and Systems with MATLAB Computing and Simulink Modeling.6) The subscripts Re and Im will be used often to denote the real and imaginary parts respectively. By substitution of (8. we obtain F(ω ) = ∫– ∞ ∞ f Re ( t ) e –j ω t dt + j ∫–∞ fIm ( t ) e ∞ ∞ –j ω t dt (8. complex.1).2 Special Forms of the Fourier Transform The time function f ( t ) is. Fourth Edition Copyright © Orchard Publications . 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. These notations have the same meaning as Re { f ( t ) } and Im { f ( t ) } . in general.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 (8.3) yields 1f ( t ) = ----2π ∞ ∫–∞ [ FRe ( ω ) + jFIm ( ω ) ] e jωt dω (8.6) into the Fourier integral of (8.2) into (8.8) From (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 ∞ ∞ (8.11) and by Euler’s identity.8).10) We can derive similar forms for the Inverse Fourier transform as follows: Substitution of (8.

9) and (8.Special Forms of the Fourier Transform 1f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∞ (8. even. while the sine is an odd function.1 and 8.1 Real Time Functions If f ( t ) is real. We indicate this result with a check mark in Table 8.16) Conclusion: If f ( t ) is real.2. Also. we will also consider the cases when f ( t ) is real and even.2. whereas the product of an odd function and an even function will result in an odd function. complex. and odd functions in both the time and the frequency domains.7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω ) Complex Even Odd 8.1. in general. we will make use of the fact that the cosine is an even function.2. (8.14) Now. Signals and Systems with MATLAB Computing and Simulink Modeling. * In our subsequent discussion. we will use the above relations to derive the time to frequency domain correspondence for real.1 Time Domain and Frequency Domain Correspondence (Refer to Tables 8. and when f ( t ) is real and odd*. Therefore. We know that any function f ( t ) can be expressed as the sum of an even and an odd function.2 − 8.10) reduce to F Re ( ω ) = ∞ ∫–∞ fRe ( t ) cos ω t dt ∫–∞ fRe ( t ) sin ω t dt ∞ (8. imaginary.2.15) and F Im ( ω ) = – (8. We will show these in tabular form. the product of two odd functions or the product of two even functions will result in an even function. F ( ω ) is. TABLE 8. The derivations are shown in Subsections 8.2. Fourth Edition Copyright © Orchard Publications 8−3 . as indicated in Table 8.

is odd. fRe ( t ) is odd If – f Re ( – t ) = f Re ( t ) .Chapter 8 The Fourier Transform TABLE 8. the product f Re ( t ) cos ω t .2 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. is even. We indicate this result in Table 8. In this case. Thus. substitution of – ω for ω in (8.17) and F Im ( ω ) = – ∫–∞ fRe ( t ) sin ω t dt ∞ = 0 f Re ( t ) = even (8.17).15) and (8.3 − 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. if f Re ( t ) = even .19) Conclusion: If f ( t ) is real and even. (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. with respect to t . Fourth Edition Copyright © Orchard Publications .16) reduce to: F Re ( ω ) = 2 ∫0 ∞ f Re ( t ) cos ω t dt f Re ( t ) = even (8. (8. F ( ω ) is real as seen in (8. To determine whether F ( ω ) is even or odd when f Re ( t ) = even . f Re ( t ) is even If f Re ( – t ) = f Re ( t ) . the product f Re ( t ) cos ω t . while the product f Re ( t ) sin ω t is even.18) Therefore.17). with respect to t .3. while the product f Re ( t ) sin ω t is odd.16) reduce to: 8− 4 Signals and Systems with MATLAB Computing and Simulink Modeling. b. In this case.15) and (8. F ( ω ) is also real and even. we must perform a test for evenness or oddness with respect to ω .

Fourth Edition Copyright © Orchard Publications 8−5 .21) Therefore.4 − 8.3 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. TABLE 8. F ( ω ) is imaginary.4 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8.Special Forms of the Fourier Transform TABLE 8. substitution of – ω for ω in (8. 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. F ( ω ) is imaginary and odd.22) Conclusion: If f ( t ) is real and odd.5 − 8.7) 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. To determine whether F ( ω ) is even or odd when f Re ( t ) = odd .20) and F Im ( ω ) = – 2 f Re ( t ) sin ω t dt f Re ( t ) = odd (8. if f Re ( t ) = odd .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. Thus. We indicate this result in Table 8.21).4. we perform a test for evenness or oddness with respect to ω .

F ( ω ) is. the product f Im ( t ) cos ω t .25) and F Im ( ω ) = 2 f Im ( t ) cos ω t dt f Im ( t ) = even (8. TABLE 8.24) Conclusion: If f ( t ) is imaginary.23) and (8.26) yields 8− 6 Signals and Systems with MATLAB Computing and Simulink Modeling.2. in general.Chapter 8 The Fourier Transform 8.23) and F Im ( ω ) = (8.26) Therefore.9) and (8. We indicate this result in Table 8.5 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8.2 Imaginary Time Functions If f ( t ) is imaginary.10) reduce to F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫–∞ fIm ( t ) cos ω t dt ∞ (8. if f Im ( t ) = even . with respect to t . a. f Im ( t ) is even If f Im ( – t ) = f Im ( t ) . substitution of – ω for ω in (8. we will consider the cases where f ( t ) is imaginary and even. In this case. complex.5.24) reduce to: F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫0 ∞ = 0 f Im ( t ) = even (8. we perform a test for evenness or oddness with respect to ω . To determine whether F ( ω ) is even or odd when f Im ( t ) = even . (8. is even while the product f Im ( t ) sin ω t is odd.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. and f ( t ) is imaginary and odd.6 − 8. F ( ω ) is imaginary. Fourth Edition Copyright © Orchard Publications . Thus. (8.

Fourth Edition Copyright © Orchard Publications 8−7 . We indicate this result in Table 8.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 ) (8.24) 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. F ( ω ) is real and odd. f Im ( t ) is odd If – f Im ( – t ) = f Im ( t ) . if f Im ( t ) = odd .6.28) 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 ) (8.30) Conclusion: If f ( t ) is imaginary and odd. we perform a test for evenness or oddness with respect to ω . is odd. with respect to t . while the product f Im ( t ) sin ω t is even. F ( ω ) is also imaginary and even. In this case.29) Therefore. (8. the product f Im ( t ) cos ω t . To determine whether F ( ω ) is even or odd when f Im ( t ) = odd . Thus. substitution of – ω for ω in (8.6 Time Domain and Frequency Domain Correspondence (Refer also to Table 8. Signals and Systems with MATLAB Computing and Simulink Modeling.27) Conclusion: If f ( t ) is imaginary and even. We indicate this result in Table 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 b. F ( ω ) is real. TABLE 8.23) and (8.28) and F Im ( ω ) = ∫–∞ fIm ( t ) cos ω t dt ∞ = 0 f Im ( t ) = odd (8.7.

Then. Therefore.31) (8. F Re ( – ω ) = F Re ( ω ) f ( t ) = Real f ( t ) = Real (8. the real part of F ( ω ) is even.32) above.7 is now complete and shows that if f ( t ) is real (even or odd). Fourth Edition Copyright © Orchard Publications .31) and (8. Page 8−3. and the imaginary part is odd.14). f Im ( t ) = 0 . f ( t ) is real.35) is zero since it is an odd function with respect to ω because both products inside the brackets are odd functions*. we can verify this with (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. and F ( ω ) is such that F ( – ω ) = F∗ ( ω ) . can we conclude that f ( t ) is real? The answer is yes.33) and F Im ( – ω ) = – F Im ( ω ) Since.35) We observe that the integrand of (8. 1f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∞ (8.32) (8. that is. if F ( ω ) of some function of time f ( t ) is known. * In relations (8.Chapter 8 The Fourier Transform TABLE 8. we determined that F Re ( ω ) is even and F Im ( ω ) is odd. 8− 8 Signals and Systems with MATLAB Computing and Simulink Modeling. which is repeated here for convenience. 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 (8.34) Now.

and so on. F 2 ( ω ) is the transform of f 2 ( t ) .1 Linearity If F 1 ( ω ) is the Fourier transform of f 1 ( t ) .1 through 8.3) can be simplified as follows: From (8.38) where a i is some arbitrary real constant.3. Proof: The proof is easily obtained from (8.14 below.3. Page 8−1.13). we can state that a necessary and sufficient condition for f ( t ) to be real . 8. the definition of the Fourier transform. Page 8−2. if it is known that f ( t ) is real. the symmetry property of the Fourier transform states that F ( t ) ⇔ 2 π f ( –ω ) (8.36) and since the integrand is an even function with respect to ω . 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. we rewrite (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 . Fourth Edition Copyright © Orchard Publications 8−9 . that is. 1 f Re ( t ) = ----2π ∫–∞ [ FRe ( ω ) cos ω t –FIm ( ω ) sin ω t ] dω ∞ (8. is that F ( – ω ) = F∗ ( ω ) . 8.39) Signals and Systems with MATLAB Computing and Simulink Modeling.3 Properties and Theorems of the Fourier Transform The most common properties and theorems of the Fourier transform are described in Subsections 8.2 Symmetry If F ( ω ) is the Fourier transform of f ( t ) . Also.3.3. the Inverse Fourier transform of (8. The procedure is the same as for the linearity property of the Laplace transform in Chapter 2.Properties and Theorems of the Fourier Transform Accordingly.1).Re A ( ω ) cos [ ω t + ϕ ( ω ) ] dω = -π ∫0 ∞ (8.37) F(ω)e j[ωt + ϕ(ω)] dω 8.

F --dτ = -a a F { f ( –at ) } 8−10 = ∫–∞ f ( –at ) e dt Signals and Systems with MATLAB Computing and Simulink Modeling.3 Time Scaling If a is a real constant. and divide F ( ω ⁄ a ) by the absolute value of a . For a > 0 . and (8.Chapter 8 The Fourier Transform that is.41) becomes F {f(τ)} For a < 0 . Proof: We must consider both cases a > 0 and a < 0 . then. then.3. we obtain the Fourier transform pair of (8.= -d a a ∞ ∫– ∞ f ( τ ) e –j ω t ∞ ω - τ – j -- a 1 ω . t = τ ⁄ a . 8. we replace ω with t .40) that is.F --f ( at ) ⇔ ---a a (8. 1 ω . we must replace the variable ω in the frequency domain by ω ⁄ a . 2 π f ( –t ) = –j ω t dω Interchanging t and ω . Proof: Since 1 f ( t ) = ----2π ∫– ∞ F ( ω ) e ∫– ∞ F ( ω ) e ∞ ∞ ∞ jωt dω then. the time scaling property of the Fourier transform states that if we replace the variable t in the time domain by at . if in F ( ω ) .39) follows.39). and F ( ω ) is the Fourier transform of f ( t ) . ∞ F { f ( at ) } = ∫–∞ f ( at ) e –j ω t dt (8. Fourth Edition Copyright © Orchard Publications . we obtain 2 π f ( –ω ) = ∫– ∞ F ( t ) e –j ω t dt and (8.41) We let at = τ . = ∫– ∞ f ( τ ) e ∞ τ - –j ω a τ 1 .

then. Fourth Edition Copyright © Orchard Publications 8−11 . 8. the time shifting property of the Fourier transform states that if we shift the time function f ( t ) by a constant t 0 . t = τ + t 0 .40). then. the Fourier transform magnitude does not change. dt = d τ . e j ω0 t = e F(ω) f ( t ) ⇔ F ( ω – ω0 ) j ω0 t (8. for 1 ⁄ a we obtain (8.3.4 Time 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 ) } 8.3.43) = ∫– ∞ f( t)e –j ( ω – ω0 ) dt = F ( ω – ω 0 ) Signals and Systems with MATLAB Computing and Simulink Modeling. 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. multiplication of the time function f ( t ) by e the Fourier transform by ω 0 . we find that the multiplying factor is – 1 ⁄ a . then. Proof: F { f ( t – t0 ) } = ∫– ∞ f ( t – t ) e 0 ∞ –j ω t dt We let t – t 0 = τ .40) and (8. Proof: .42) that is. from (8. where ω 0 is a constant. but the term ω t 0 is added to its phase angle. Therefore.Properties and Theorems of the Fourier Transform and making the above substitutions.43) that is. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 (8.5 Frequency Shifting If F ( ω ) is the Fourier transform of f ( t ) .

f ( t ) ⇔ ( j ω )n F ( ω ) n dt dn f ( t ) . that is.46) 8. 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. that is. is ( j ω ) F ( ω ) .6 Time Differentiation If F ( ω ) is the Fourier transform of f ( t ) .Chapter 8 The Fourier Transform j ω0 t e 1 ω – ω0 .f ( t ) = ------.----n n dt dt 2 π 1= ----2π n n ∫– ∞ F ( ω ) e n ∞ jωt 1 dω = ---- 2π ∫ d .F --------------f ( at ) ⇔ --- a a (8. d ------. then.43) is also used to derive the Fourier transform of the modulated signals f ( t ) cos ω t and f ( t ) sin ω t .44) The Frequency Shifting Property.45) Similarly. 8−12 Signals and Systems with MATLAB Computing and Simulink Modeling. Thus. (8. if it exists. the Fourier transform of ------n dt n n (8. F ( ω – ω0 ) –F ( ω + ω0 ) f ( t ) sin ω 0 t ⇔ ------------------------------------------------------j2 (8.47) Proof: Differentiating the Inverse Fourier transform.3. we obtain d 1 d ------. Fourth Edition Copyright © Orchard Publications .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 (8.47) follows.

50) and this is easily proved by integrating both sides of the Inverse Fourier transform.48) Proof: Using the Fourier transform definition.Properties and Theorems of the Fourier Transform 8.9 Conjugate Time and Frequency Functions If F ( ω ) is the Fourier transform of the complex function f ( t ) . then. then.3.+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω ) (8. then. Page 8−23.3.7 Frequency Differentiation If F ( ω ) is the Fourier transform of f ( t ) . if the Fourier transform of f ( t ) = f Re ( t ) + f Im ( t ) is F ( ω ) . and the proof for the Time Integration Property. f∗ ( t ) ⇔ F∗ ( – ω ) (8. d n F(ω ) ( – j t ) f ( t ) ⇔ --------n dω n (8. 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. 8.48) follows. then. Page 8−22. ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω) (8.8 Time Integration If F ( ω ) is the Fourier transform of f ( t ) .51) that is.49) F ( 0 ) = 0 .6. the Fourier transform of f∗ ( t ) = f Re ( t ) – f Im ( t ) is F∗ ( – ω ) . then.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. Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 8−13 . . In the special case where in (8.4. 8.3.

52) that is.51) follows. convolution in the time domain. and F 2 ( ω ) is the Fourier transform of f 2 ( t ) . Fourth Edition Copyright © Orchard Publications . then. we obtain F∗ ( – ω ) = ∫–∞ [ fRe ( t ) – jfIm ( t ) ] e ∞ dt and (8. 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. corresponds to multiplication in the frequency domain. We can apply the time shifting property f ( t – t 0 ) ⇔ F ( ω ) e (8. 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 ) . dt = d σ . we obtain 8−14 Signals and Systems with MATLAB Computing and Simulink Modeling. f 1 ( t )∗ f 2 ( t ) ⇔ F 1 ( ω ) F 2 ( ω ) (8. F∗ ( ω ) = ∫– ∞ f Re ( t ) e jωt dt – j ∫–∞ fIm ( t ) e –j ω t jωt dt Replacing ω with – ω . then. replacing it with F 2 ( ω ) e –j ω t0 –j ω t0 into the bracketed integral of .10 Time Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) .52) follows.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. then. and by substitution into (8.53).53) dt dτ –j ω t and letting t – τ = σ .3.53). 8. and thus (8.

3.55) that is. the area under a time function f ( t ) is equal to the value of its Fourier transform evaluated at ω = 0 . then. 1 .13 Area Under F ( ω ) If F ( ω ) is the Fourier transform of f ( t ) . and F 2 ( ω ) is the Fourier transform of f 2 ( t ) . multiplication in the time domain. Signals and Systems with MATLAB Computing and Simulink Modeling. 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 ) . 8.54) that is. then.3. Proof: Using the definition of F ( ω ) and that e –j ω t ω=0 = 1 . F( 0) = ∞ ∫– ∞ f ( t ) d t (8.54) follows. corresponds to convolution in the frequency domain divided by the constant 1 ⁄ 2 π . Fourth Edition Copyright © Orchard Publications 8−15 . we observe that (8.55) follows.F ( ω )∗ F 2 ( ω ) f 1 ( t ) f 2 ( t ) ⇔ ----2π 1 (8. then.3.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. 8.11 Frequency Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) .

we obtain: 8−16 Signals and Systems with MATLAB Computing and Simulink Modeling.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. by substitution into (8.56) that is. and (8.57) then. v 2 ⁄ 1 .59) For the special case where f 2 ( t ) = f 1∗ ( t ) . is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2 π . Then. the value of the time function f ( t ) . it must also be true for ω = 0 .Chapter 8 The Fourier Transform 1f ( 0 ) = ----2π ∫–∞ F ( ω ) dω ∞ (8.58) Since (8. represents the energy (in watt-seconds or joules) dissipated by the resistor. the integral is called the energy of the signal. we let e jωt t=0 = 1 . Proof: In the Inverse Fourier transform of (8. v 2 . For this reason. Relation (8. or the current through an 1 Ω resistor. i 2 . it reduces to ∫ 1 [ f 1 ( t ) f 2 ( t ) ] dt = ----2 π –∞ ∞ ∫– ∞ F ( χ ) F ( – χ ) d χ 1 2 ∞ (8. Parseval’s theorem states that ∞ ∞ ∫– ∞ 12 f ( t ) dt = ----2π ∫– ∞ F ( ω ) 2 dω (8.57) that is. we can compute the energy without the need to evaluate the Inverse Fourier transform.58) must hold for all values of ω .14 Parseval’s Theorem If F ( ω ) is the Fourier transform of f ( t ) .56) follows. 8. or i 2 R . the instantaneous power absorbed by this resistor is either v 2 ⁄ R . Proof: From the frequency convolution property.59). the integral of the magnitude squared. and the conjugate functions property f∗ ( t ) ⇔ F∗ ( – ω ) .3). evaluated at t = 0 . states that if we do not know the energy of a time function f ( t ) . Fourth Edition Copyright © Orchard Publications . if the time function f ( t ) represents the voltage across. 1 . but we know the Fourier transform of this function. and under this condition.3.

TABLE 8.8.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 -------. Fourth Edition Copyright © Orchard Publications 8−17 .f(t) n dt n ( – jt ) f ( t ) Frequency Differentiation n d ---------.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.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 ) .+ 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 ----. For convenience. the Fourier transform properties and theorems are summarized in Table 8.F( ω) n dω F( ω) ----------.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 ---. Parseval’s theorem is proved.

1. (8.Chapter 8 The Fourier Transform 8.1 through 8. The Fourier transform of the delta function 8.4. f(t) δ(t) 0 F(ω) 1 t 0 ω Figure 8.4.60) 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 . then. the Fourier transform for the shifted delta function δ ( t – t 0 ) is δ ( t – t0 ) ⇔ e –j ω t 0 (8.4 Fourier Transform Pairs of Common Functions The Fourier transform pair of the most common functions described in Subsections 8. Thus.4.60) may also be denoted as in Figure 8. Fourth Edition Copyright © Orchard Publications . ∫–∞ 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 (8.61) We will use the notation f ( t ) ↔ F ( ω ) to show the time domain to frequency domain correspondence.1 The Delta Function Pair δ(t) ⇔ 1 (8. 8.62) 8−18 Signals and Systems with MATLAB Computing and Simulink Modeling.1.60) follows.9 below.2 The Constant Function Pair A ⇔ 2A πδ ( ω ) (8.4. Likewise.

63) The transform pairs of (8.4. by direct application of the Inverse Fourier transform. Fourth Edition Copyright © Orchard Publications 8−19 .63) can also be derived from (8. f( t) A F(ω) 2A πδ ( ω ) ω 0 t 0 Figure 8.62) follows.63). The Fourier transform of constant A Also.62).62) and (8.61) by using the symmetry property F ( t ) ⇔ 2 π f ( – ω ) 8.60) and (8. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.3.3. or the frequency shifting property and (8.64) Proof: This transform pair follows directly from (8.3 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 (8.2.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. we derive the transform e j ω0 t ⇔ 2 πδ ( ω – ω 0 ) (8. The Fourier transform of f ( t ) = cos ω 0 t Signals and Systems with MATLAB Computing and Simulink Modeling. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. cos ω 0 t t t π −ω0 0 F Re ( ω ) π ω0 ω Figure 8.2.

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. and we found out that its Fourier transform is an imaginary and odd function of frequency. and we found out that its Fourier transform is a real and even function of frequency.66) where sgn ( t ) denotes the signum function shown in Figure 8.4.5. sin ω 0 t tt −ω0 0 −π Figure 8.5.4.65) Proof: This transform pair also follows directly from (8. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. 8.4 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 (8.4. Fourth Edition Copyright © Orchard Publications .4.63). 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.7. 8. f(t) 1 t −1 Figure 8.7. This is consistent with the result in Table 8.5 The Signum Function Pair 2 sgn ( t ) = u 0 ( t ) – u 0 ( – t ) ⇔ ----jω (8. The signum function 8−20 Signals and Systems with MATLAB Computing and Simulink Modeling.

f(t) 1 0 F Im ( ω ) t 0 −1 ω Figure 8.= -------.Fourier Transform Pairs of Common Functions Proof: To derive the Fourier transform of the sgn ( t ) function. The Fourier transform of sgn ( t ) We now know that sgn ( t ) is real and odd function of time.7.67) 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. Signals and Systems with MATLAB Computing and Simulink Modeling.6.68) a→0 2 1 1 –1 –1 . and we found out that its Fourier transform is an imaginary and odd function of frequency. f(t) 1 e – at u0 ( t ) 0 – at –e u0 ( –t ) −1 Figure 8. it is convenient to express it as an exponential that approaches a limit as shown in Figure 8. Fourth Edition Copyright © Orchard Publications 8−21 .7. sgn ( t ) = lim [ e a→0 – at u0 ( t ) – e u0 ( –t ) ] ∞ at (8.= ----.6.+ -------------–j ω j ω j ω a – jω a + jω The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. This is consistent with the result in Table 8.+ -----------------. The signum function as an exponential approaching a limit Then.7.

Alternate expression for the signum function We rewrite (8.71) This expression is derived from the waveform of Figure 8. Since the upper limit cannot be evaluated.71) as 1 1 . 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.+ -u 0 ( t ) = -2 2 2 (8.69) Proof: If we attempt to verify the transform pair of (8. and its angle changes continuously as t assumes greater and greater values.70) 0 but we cannot say that e –j ω t –j ω t approaches 0 as t → ∞ . This is a complex function in the frequency domain whose real part is π δ ( ω ) and imaginary part – 1 ⁄ ω .sgn ( t ) . by substitution of these into (8.72) we obtain 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω and this is the same as(8.70) does not converge. the integral of (8. To work around this problem.69). because e = 1 ∠– ω t .8 below. Fourth Edition Copyright © Orchard Publications .72) and since we know that 1 ⇔ 2 π δ ( ω ) and sgn ( t ) ⇔ 2 ⁄ ( j ω ) . we will make use of the sgn ( t ) function which we express as sgn ( t ) = 2u0 ( t ) – 1 (8.4. f(t) 2 0 t −1 Figure 8. that is.69) by direct application of the Fourier transform definition.8.Chapter 8 The Fourier Transform 8.6 The Unit Step Function Pair 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω (8.[ 1 + sgn ( t ) ] = 1 -. 8−22 Signals and Systems with MATLAB Computing and Simulink Modeling. the magni- tude of e is always unity.

+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω ) as follows: By the convolution integral. the above integral reduces to u 0 ( t )∗ f ( t ) = ∫–∞ f ( τ ) dτ t Next.Fourier Transform Pairs of Common Functions The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.F ( ω ) = = πδ ( ω ) F ( ω ) + ----------.9. we will prove the time integration property of (8. Now. Fourth Edition Copyright © Orchard Publications 8−23 . the time integration property is proved. f(t) 1 F Im ( ω ) t π F Re ( ω ) F Im ( ω ) ω Figure 8. Signals and Systems with MATLAB Computing and Simulink Modeling.= π F ( 0 )δ ( ω ) + ----------U 0 ( ω ) ⋅ F ( ω ) = πδ ( ω ) + ---- jω jω jω Thus. its Fourier transform is a complex function of frequency as shown in (8. we obtain F(ω) 1 F(ω) . by the time convolution property.69). u 0 ( t )∗ f ( t ) = ∫– ∞ f ( τ ) u ( t – τ ) d τ 0 t and since u 0 ( t – τ ) = 1 for t > τ . 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.9.7. . This is consistent with the result in Table 8.49). that is. Page 8−13. and it is zero otherwise. The Fourier transform of the unit step function Since u 0 ( t ) is real but neither even nor odd function of time.

4.8 The ( cos ω0 t ) u 0 ( t ) Function Pair π 1 1 . 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. 8.[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ------------------------( cos ω 0 t ) ( u 0 t ) ⇔ -. e j ω0 t f ( t ) ⇔ F ( ω – ω0 ) we obtain (8.Chapter 8 The Fourier Transform 8.74) Proof: We express the cosine function as –j ω0 t 1 j ω0 t -(e cos ω 0 t = -+e ) 2 From (8. Fourth Edition Copyright © Orchard Publications . 8−24 Signals and Systems with MATLAB Computing and Simulink Modeling.4.73).[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------⇔ -2 2 2 ω –ω 0 (8.73).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.+ -------------------------2 2 j ( ω – ω 0 ) 2j ( ω + ω 0 ) π jω .74). using we obtain (8. 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω and the frequency shifting property.73) Proof: From the Fourier transform of the unit step function.

75).75) Proof: We express the sine function as 1 j ω0 t –j ω0 t -(e sin ω 0 t = ---–e ) j2 From (8. 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.76) Signals and Systems with MATLAB Computing and Simulink Modeling. we can obtain the Fourier transform of f ( t ) from the onesided Laplace transform of f ( t ) by substitution of s with j ω . we have obtained the following Fourier transform pair.5 Derivation of the Fourier Transform from the Laplace Transform If a time function f ( t ) is zero for t ≤ 0 . 8. Example 8.4.9 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 (8.73). 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 (8.1 It is known that L [ e Solution: –α t 1 . Fourth Edition Copyright © Orchard Publications 8−25 ..Derivation of the Fourier Transform from the Laplace Transform 8. e –α t 1 u 0 ( t ) ⇔ --------------jω + α (8.

we must first express the negative time function in the t > 0 domain.77) We can also find the Fourier transform of a time function f ( t ) that has non−zero values for t < 0 . Then. But because the one−sided Laplace transform does not exist for t < 0 . Fourth Edition Copyright © Orchard Publications . when f ( t ) = 0 for t ≥ 0 . we obtain 8−26 Signals and Systems with MATLAB Computing and Simulink Modeling. (e –α t jω + α cos ω 0 t ) u 0 ( t ) ⇔ ----------------------------------2 2 ( j ω + α ) + ω0 (8.3 = L [ f ( –t ) ] s = –j ω (8.Chapter 8 The Fourier Transform Example 8. using the Fourier transform definition –a t b. In other words. the Fourier transform of f ( t ) can be found by substituting s with – j ω . and it is zero for all t > 0 . and compute the one−sided Laplace transform. we use the substitution F { f(t) } Example 8. Using the Fourier transform definition.78) Compute the Fourier transform of f ( t ) = e a. and f ( t ) ≠ 0 for t < 0 . we have obtained the following Fourier transform pair. by substitution into the Laplace transform equivalent Solution: a.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.

79) b.10.6 Fourier Transforms of Common Waveforms In this section. F ( ω ) is also real and even.By substitution into the Laplace transform equivalent.+ -----------------= -------------2 j ω + a – j ω + a ω + a2 and this result is the same as (8. 8.6.6. f(t) A −T 0 t T Figure 8. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling. These are described in Subsections 8.80) is shown in Figure 8. We observe that since f ( t ) is 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 (8.10.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 . 8.6.79). Rectangular pulse waveform f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] Using the definition of the Fourier transform. 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 .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. Fourth Edition Copyright © Orchard Publications 8−27 .6 below.= ----------------= -------------. we will derive the Fourier transform of some common time domain waveforms.1 through 8.

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.12. and has its maximum value 2AT at ω T = 0 . f(t) A 0 t 2T Figure 8.82) is shown in Figure 8.81) The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. where we observe that the ω axis crossings occur at values of ω T = ± n π where n is an integer.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.= 2A --------------ωT ω jω We observe that the transform of this pulse has the sin x ⁄ x form. we have the waveform pair sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT (8. F(ω) f(t) A −π 0 π 2π ωT −T 0 t T −2π Figure 8.12.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 ) .11.6. F ( ω ) is also real and even. 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. 8.= 2AT --------------= -----------------------------------.11. Fourth Edition Copyright © Orchard Publications .* Thus.

f(t) 2A A −T 0 T t 2T Figure 8.1. we obtain (8.Fourier Transforms of Common Waveforms Using the definition of the Fourier transform. 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.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 ) ] (8.82) using the time shifting property. 8.by e and the result of Subsection 8.85) is shown in Figure 8. We observe that F ( ω ) is complex* since f ( t ) is neither an even nor an odd function. Signals and Systems with MATLAB Computing and Simulink Modeling. e – j ω T sin ω T -----------------------------------------.6.13.6. multiplying 2AT --------------- sin ω T ωT –j ω T .83) we obtain – e - sin ω T Ae . Fourth Edition Copyright © Orchard Publications 8−29 .= 2ATe – j ω T --------------- = 2Ae F ( ω ) = --------------- ω ωT j ω –j ω T jωT –j ω T (8. 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. Thus.84) Alternate Derivation: We can obtain the Fourier transform of (8.2.6. i.e. 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 (8.6.13.1 and 8. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 .84).

F ( ω ) is also real and even.--------------cos ------ 2 ωT We observe that F ( ω ) is complex since f ( t ) of (8.87) can be obtained from (8. we will apply the linearity property to obtain the Fourier transform of this waveform.12.88) We also observe that since f ( t ) is real and even. Page 8−12. that is.1 and 8.6.81).j ------2 2 e +e ωT – j ------2 sin ω T -------------- ωT (8.86) = 4ATe ω T sin ω T .+ 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 .6.+ ------------------------------------( ω – ω0 ) T ( ω + ω0 ) T (8. Therefore.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 ) ] (8.2 as F 1 ( ω ) and F 2 ( ω ) respectively.10 and 8. Page 8−28.6. Fourth Edition Copyright © Orchard Publications .* * The sin x ⁄ x is an even function.= 2ATe ) --------------ωT ωT ωT ------.85) is neither an even nor an odd function. F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ --------------------------------------------------------2 and from (8.Chapter 8 The Fourier Transform 8. 8−30 Signals and Systems with MATLAB Computing and Simulink Modeling. that is. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT Then. sin [ ( ω – ω 0 ) T ] sin [ ( ω + ω 0 ) T ] A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ AT ------------------------------------. We denote the transforms of Subsections 8.45). 8. and we obtain sin ω T sin ω T - .

91) The line spectrum of the Fourier transform of (8. that is.89). consists of a train of equally spaced delta functions. Line spectrum for relation (8.89) where ω 0 = 2 π ⁄ T . 2 π C2 2 π C3 2 π C –3 2 π C4 ..Fourier Transforms of Common Waveforms 8.14 reveals that the Fourier transform of a periodic time function with period T . F(ω) 2 π C0 2 π C–1 2 π C1 2 π C –2 2 π C–4 .. Signals and Systems with MATLAB Computing and Simulink Modeling.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..14. and applying the linearity property for the transforms of (8. The strength of each δ ( ω – n ω 0 ) is equal to 2 π times the coefficient C n .91) is shown in Figure 8.6.14. 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 ) (8.90).. Fourth Edition Copyright © Orchard Publications 8−31 . Page 8-19. that is. f(t) = ∑ n = –∞ ∞ Cn e jn ω 0 t (8. and from (8. –4 ω0 –3 ω0 –2 ω0 –ω0 0 ω0 2 ω0 3 ω0 4 ω0 ω Figure 8.91) The line spectrum of Figure 8.63).90) Cn e jn ω 0 t Taking the Fourier transform of (8.. 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... e j ω0 t ⇔ 2 πδ ( ω – ω 0 ) Then..

Chapter 8 The Fourier Transform 8.91). 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. replacing f ( t ) with δ ( t ) and using the sifting property of the delta function. and each has the same strength A . we see that all C n coefficients are equal to 1 ⁄ T .5.95) Thus. Therefore. Fourth Edition Copyright © Orchard Publications . there is only the impulse δ ( t ) at the origin.. −4Τ −3Τ −2Τ −Τ 0 Τ 2Τ 3Τ 4Τ t Figure 8.94) From the waveform of Figure 8.6 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. relation (8. we observe that.. Waveform for f ( t ) = A n = –∞ ∑ ∞ δ ( t – nT ) Since this is a periodic function of time. f(t) Α .6. F(ω) = 2π n = –∞ ∑ ∞ Cn δ ( ω – n ω0 ) (8.15...93) where ω 0 = 2 π ⁄ T . as shown in Figure 8..6. within the limits of integration from – T ⁄ 2 to +T ⁄ 2 ... its Fourier transform is as derived in Subsection 8.15. we obtain 1 C n = -T ∫– T ⁄ 2 δ ( t ) e ∑ T⁄2 – jn ω 0 t 1 dt = -T (8.96) 8−32 Signals and Systems with MATLAB Computing and Simulink Modeling. and (8.15. Then.93) is expressed as 2π ∞ F ( ω ) = ----δ ( ω – n ω0 ) T n = –∞ (8.92) consists of a train of equally spaced delta functions in the time domain. . that is..

Fourth Edition Copyright © Orchard Publications 8−33 .16.97) This time function. 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.7 we present some Fourier transform pairs... 8. –4 ω0 –3 ω0 –2 ω0 –ω0 0 ω0 2 ω0 3 ω0 4 ω0 ω Figure 8.6.. In examples 8. syms t v w x.Using MATLAB for Finding the Fourier Transform of Time Functions The Fourier transform of the waveform of Figure 8.4 e 1 2 -t – -2 ⇔ 2πe 1 2 -ω – -2 (8.4 through 8.7 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. Their descriptions and examples.. . Example 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. is its own Fourier transform multiplied by the constant 2 π .. like the time function of Subsection 8.. F(ω) Α ..16 shows that the Fourier transform of a periodic train of equidistant delta functions in the time domain.16.15 is shown in Figure 8. is a periodic train of equally spaced delta functions in the frequency domain. ft=exp(−t^2/2). can be displayed with the help fourier and help ifourier commands.6.. 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(. The Fourier transform of a train of equally spaced delta functions Figure 8. and how they are verified with MATLAB.

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. Fourth Edition Copyright © Orchard Publications . 8.98) syms t v w x. ft=t*exp(−t^2). Fw=fourier (ft) Fw = -1/2*i*pi^(1/2)*w*exp(-1/4*w^2) pretty(Fw) 1/2 . the convolution integral is h ( t ) *u(t) = ∞ ∫– ∞ u ( t – τ ) h ( τ ) d τ (8. Fw=fourier(u0) (8. u0=sym('Heaviside(t)').j πω e 4 ⇔ -2 1 -- 2 (8. fourier(sym('−exp(−t)*Heaviside(t)+3*Dirac(t)')) ans = -1/(1+i*w)+3 Example 8.7 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω syms t v w x.99) syms t v w x.101) We let g ( t ) = f ( t )∗ h ( t ) (8.6 2 w exp(.102) 8−34 Signals and Systems with MATLAB Computing and Simulink Modeling.5 te –t 2 – ω 1 .1/2 i pi Example 8.Chapter 8 The Fourier Transform Example 8.100) Fw = pi*Dirac(w)-i/w We have summarized the most common Fourier transform pairs in Table 8. by definition.9.

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.+ 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. Fourth Edition Copyright © Orchard Publications 8−35 . From (8.103).103) We call H ( ω ) the system function. we obtain f ( t )∗ h ( t ) = g ( t ) ⇔ G ( ω ) = F ( ω ) ⋅ H ( ω ) (8.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.

Chapter 8 The Fourier Transform h(t) ⇔ H(ω) (8. Figure for Example 8. Use the Fourier transform method to compute the response g ( t ) when the input f ( t ) is as shown in Figure 8. we can compute the response g ( t ) of any input f ( t ) .8. F { f1 ( t ) } Then. if we know the impulse response h ( t ) .17 (a) below. Example 8. Fourth Edition Copyright © Orchard Publications . Solution: To facilitate the computations.8 For the linear network of Figure 8. we take the Inverse Fourier transform of G ( ω ) to obtain the response g ( t ) .17. 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 ) . that is. by multiplication of the Fourier transforms H ( ω ) and F ( ω ) to obtain G ( ω ) . it is known that the impulse response is as shown in Figure 8.104) Therefore. 1 = F 1 ( ω ) = 2 πδ ( ω ) + ---- jω 3 1 . Then. 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 ) .⋅ 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. Thus.17 (c).17 (b).

and the system function H ( ω ) to compute v L ( t ) .5 ( 1 – e – 2t ) u0 ( t ) (8. use the Fourier transform method.108) Now.– ------------------- 0. Signals and Systems with MATLAB Computing and Simulink Modeling. X(ω) ⋅ δ( ω) = X(0) ⋅ δ(ω) and this term reduces to 3 πδ ( ω ) or 1. Fourth Edition Copyright © Orchard Publications 8−37 .75 sgn ( t ) – 1.9 For the circuit of Figure 8.75 + 1.105).5 + F -----j ω ( j ω + 2) – 2t –1 2 1. we denote the response due to the second term of the input as g 2 ( t ) . we apply the sampling property of the delta function.106) To find the Inverse Fourier transform of the second term in (8.5 (8.105). Assume i L ( 0 − ) .The System Function and Applications to Circuit Analysis 6π 3 G 1 ( ω ) = -------------δ ( ω ) + -------------------------jω + 2 jω( jω + 2 ) (8. and replacing u 0 ( t ) in (8.5e u 0 ( t ) = 0.– ------------------jω( jω + 2 ) jω (jω + 2) and therefore.5 [ 2 πδ ( ω ) ] } = 1.107) Next.– ------------------.75 [ 2u 0 ( t ) – 1 ] – 1.5 1.5 { ( 1 – e – 2t ) u0 ( t ) – ( 1 – e –2 ( t – 3 ) ) u0 ( t – 3 ) } Example 8.5 + 0.75 + 1.75 ----j ω ( j ω + 2) or g 1 ( t ) = 1.5e u0 ( t ) – 2t = 1. i..107) with (8.5 -------------------------= 1. the Inverse Fourier transform of this term is F –1 { 1. and we obtain g ( t ) = g1 ( t ) –g2 ( t ) or g ( t ) = 1.108). Thus. we obtain g 2 ( t ) = 0.5 ( 1 – e –2 ( t – 3 ) ) u0 ( t – 3 ) (8.105) To evaluate the first term of (8. g 1 ( t ) = 1.5 + 0. we use partial fraction expansion. = 1. Since 1 ⇔ 2 πδ ( ω ) .5 + F – 1 1.5 [ 2 πδ ( ω ) ] .107) with u 0 ( t – 3 ) .5 -----.5 .5 . 3 1. we combine (8.e.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 ) (8.109) 8−38 Signals and Systems with MATLAB Computing and Simulink Modeling. 10 15 . Then. Circuit for Example 8. R 4Ω L + + V in ( ω ) − j2 ω − V L ( ω ) = V out ( ω ) Figure 8.= -------------. j2 ω jω -V (ω) V out ( ω ) = -----------------.– -------------V out ( ω ) = -------------jω + 3 jω + 2 and v L ( t ) = v out ( t ) = F –1 – 3t – 2t – 10 15 . we find that r 1 = – 10 and r 2 = 15 .19.Chapter 8 The Fourier Transform R + − v in ( t ) = 5e – 3t 4Ω L + vL ( t ) 2H u0 ( t ) − Figure 8. Thus. = 15e – 10e .= -------------V in ( ω ) jω + 2 v in ( t ) = 5e – 3t 5 u 0 ( t ) ⇔ V in ( ω ) = -------------jω + 3 r1 r2 5 jω .19.9 Solution: We will find the system function H ( ω ) from the phasor equivalent circuit shown in Figure 8.+ -------------V out ( ω ) = H ( ω ) V in ( ω ) = -------------jω + 2 jω + 3 jω + 2 jω + 3 and by partial fraction expansion.18. Phasor circuit for Example 8. V out ( ω ) jω H ( ω ) = -------------------.V in ( ω ) = -------------4 + j2 ω j ω + 2 in and the system function is Also.⋅ -------------. Fourth Edition Copyright © Orchard Publications .19.

15 . 3 v in ( t ) − + Linear Network + v out ( t ) − v in ( t ) = 3e – 2t 0 t Figure 8. j ω V out ( ω ) + 4V out ( ω ) = 10V in ( ω ) or ( j ω + 4 ) V out ( ω ) = 10V in ( ω ) and thus.10 Solution: Taking the Fourier transform of both sides of (8.+ -------------– 15 V out ( ω ) = -------------jω + 2 jω + 4 (8.+ -------------⋅ jω + 4 jω + 2 jω + 4 jω + 2 By partial fraction expansion. Signals and Systems with MATLAB Computing and Simulink Modeling.20. Network for Example 8.112) and r2 r1 10 . V in ( ω ) = F { v in ( t ) } = F ( 3e – 2t 3 u 0 ( t ) ) = -------------jω + 2 (8. the input−output relationship is d---v ( t ) + 4v out ( t ) = 10v in ( t ) dt out (8.110) where v in ( t ) is as shown in Figure 8.113) Therefore. Fourth Edition Copyright © Orchard Publications 8−39 .20. we find that r 1 = – 15 and r 2 = 15 .The System Function and Applications to Circuit Analysis Example 8.111) Also. Then.20. and the system function H ( ω ) to compute the output v out ( t ) .110). V out ( ω ) 10 . Use the Fourier transform method.= -------------H ( ω ) = ------------------jω + 4 V in ( ω ) (8.f ( t ) ⇔ ( j ω )n F ( ω ) n dt n we obtain.-------------3 V out ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------= -------------. and recalling that d -----.10 For the linear network of Figure 8.

+ ------------- -------------j ω + 4 j ω + 2 (8.120) We observe that the integrand of (8.114) Example 8.25 joules (8. and integrate from 0 to ∞ .117) we obtain 1 W R = ----2π ∫– ∞ ∞ 9 ----------------. – 2t Solution: The instantaneous power absorbed by the resistor is p R = v R ⁄ 1 = v R = 9e 2 2 – 4t u0 ( t ) (8. Fourth Edition Copyright © Orchard Publications .116) Parseval’s theorem states that ∫– ∞ Since 1 2 f ( t ) dt = ----2π ∫– ∞ F ( ω ) ∞ 2 dω (8.Chapter 8 The Fourier Transform v out ( t ) = F –1 – 2t – 4t – 15 15 . = 15 ( e – e ) u 0 ( t ) .11 The voltage across an 1 Ω resistor is known to be v R ( t ) = 3e u 0 ( t ) .119) by substitution into the right integral of (8. therefore.e –4t = -4 0 ∞ = 2. 8−40 Signals and Systems with MATLAB Computing and Simulink Modeling.118) and F(ω ) 2 9 = F ( ω ) ⋅ F∗ ( ω ) = ----------------2 2 ω +2 (8. 2W R = ----2π ∫0 ∞ 9 9 ----------------dω = -2 2 π ω +2 ∫0 ∞ 1 ----------------dω 2 2 ω +2 (8. we can multiply the integral by 2 .117) F(ω) = F { 3e–2t u0 ( t ) } 3 = -------------jω + 2 (8. Then.121) From tables of integrals. the energy is WR = ∫0 ∞ v R dt = 2 ∫0 ∞ ∞ 9e – 4t e dt = 9 -------–4 – 4t ∞ 0 9 .120) is an even function of ω .115) and thus.dω 2 2 ω +2 (8. and verify the result by application of Parseval’s theorem. Compute the energy dissipated in this resistor for 0 < t < ∞ .

9 .π .25 joules = ----⋅ -2π 2 (8.The System Function and Applications to Circuit Analysis dx ∫ ---------------2 2 a +x 1 1 .atan ω W R = ---- π 2 2 ∞ 0 9.116).atan x = ---+C a a Thus.= 2. Fourth Edition Copyright © Orchard Publications 8−41 . Signals and Systems with MATLAB Computing and Simulink Modeling.1 -.122) is in agreement with (8.122) We observe that (8.

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. F ( ω ) is real and odd. • If f ( t ) is imaginary and even. F ( ω ) is imaginary and odd. F ( ω ) is. F ( ω ) is. • If f ( t ) is real and even. complex. in general. F ( ω ) is also imaginary and even. • If f ( t ) is imaginary and odd. F F {f(t)} = F(ω) –1 {F(ω)} = f(t) • If f ( t ) is real. complex. Fourth Edition Copyright © Orchard Publications . We can express it as the sum of its real and imaginary components. • If f ( t ) is imaginary. • If F ( – ω ) = F∗ ( ω ) .F --f ( at ) ⇔ ---a a 8−42 Signals and Systems with MATLAB Computing and Simulink Modeling. in general. 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. f ( t ) is real. • If f ( t ) is real and odd. F ( ω ) is also real and even. • 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 . in general.Chapter 8 The Fourier Transform 8. a complex function.

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 . In other words.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 . t n n F(ω ) Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 8−43 .+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω • If F ( ω ) is the Fourier transform of the complex function f ( t ) .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 . then.

⇔ 2 πδ ( ω – ω 0 ) • The Fourier transforms of the time functions cos ω 0 t .Chapter 8 The Fourier Transform F(0) = ∫–∞ f ( t ) dt ∞ • The value of a time function f ( t ) . 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. Fourth Edition Copyright © Orchard Publications . evaluated at t = 0 . 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. and sin ω 0 t 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. is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2 π . In other words. 1 t 0 ω • The unity time function and its Fourier transform are as shown below.

Signals and Systems with MATLAB Computing and Simulink Modeling. 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 . 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 . f(t) 1 0 F Im ( ω ) F Im ( ω ) π ω0 ω t 0 −1 ω . Fourth Edition Copyright © Orchard Publications 8−45 .[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------u 0 ( t ) cos ω 0 t ⇔ -2 2 2 ω0 – ω 2 π ω . • The unit step function and its Fourier transform are as shown below.[ 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 . 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 ) . 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.

Fourth Edition Copyright © Orchard Publications . 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 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. is a periodic train of equally spaced delta functions in the frequency domain. •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 .

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

8−48 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 8 The Fourier Transform 10. 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 ) . Page 8-28.6. 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. In Subsection 8. In Subsection 8.1. Fourth Edition Copyright © Orchard Publications .6. Page 8−27. 11.2.

i. u 0 ( t ) = 1 whereas at t = – ∞ . Fourth Edition Copyright © Orchard Publications 8−49 . u 0 ( t ) = 0 . Then. ∫ 2. –( j ω + a ) t e ax . ∫– ∞ ∞ 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 = + ∞ . [(jω + a)t + 1] --------------------------------------------(jω + a)t 2 e ⋅ (jω + a) d ---.= 0 = lim ------------------------------------------------------.Solutions to End−of−Chapter Exercises 8.( 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. we apply L’Hôpital’s rule..= 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.e. 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.11 Solutions to End−of−Chapter Exercises 1.[(jω + a)t + 1] dt (jω + a) . we replace the limits of integration with 1 and 0 .

Page 8−30.2 1./x'.4 1. From Subsection 8. Page 8−27.[−2*pi 2*pi −1.6. 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. Fourth Edition Copyright © Orchard Publications .1. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 8−50 Signals and Systems with MATLAB Computing and Simulink Modeling.4.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 3.2]) fplot('sin(x). fplot('cos(x)'.+ ------------------------------------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]) we obtain the plots below.6. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT and from the time shifting property. sin [ ( ω – ω 0 ) T ] sin [ ( ω + ω 0 ) T ] . AT f(t) ω F(ω) A t –T 0 T –ω0 0 ω0 2 π ----T 4.[−20 20 −0.

Solutions to End−of−Chapter Exercises Then.⋅ [ –( 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.⋅ (– jωt – 1) ⋅ ---------2 –ω –j ω t = –T A --T e .t [ u0 ( t + T ) –u0 ( t – T ) ] f ( t ) = --T –T 0 –A ∞ –j ω t T –j ω t A --. F ( ω ) is imaginary and odd. Fourth Edition Copyright © Orchard Publications 8−51 . ∫ Then.⋅ (– jωt – 1) ⋅ -----------2 (jω) –j ω t T = –T A --T e .⋅ e F ( ω ) = 4AT -------------- 2 ωT ωT j2 ω t –j 2 ω t 5. = 4AT cos 2 ω T --------------. A .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.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. sin ω T . Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ ( 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 -----------------------------. F(ω) = A --T e ax xe dx = -----( ax – 1 ) 2 a T T ax e .

We denote the given waveform as f 1 ( t ) .= 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 .6.= 2A --------------.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 ) . that is.= --------.( ω T cos ω T – sin ω T ) = j2A ---------------------------------------------------------------2 2 (ωT) ω T 6. F d sin ω T sin ω T d . Fourth Edition Copyright © Orchard Publications .48). transform pair (8. Page 8−27.T --------------f 2 ( t ) ⇔ 2 --ωT ωT T From the frequency differentiation property. A T . 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. Page 8−13.1. sin ω T A sin ω 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. From Subsection 8.----------------------------.t + A [ u 0 ( t + T ) – u 0 ( t ) ] + – A --.

and using F 3 ( ω ) and the time shifting and linearity properties. 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 --------------------------. = j2A ----------------------------= j2A --------------------------.⋅ 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 --------------------------.⋅ ---------------------------------------------- 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.5]) 0 ω Signals and Systems with MATLAB Computing and Simulink Modeling.Solutions to End−of−Chapter Exercises We observe that f 1 ( t ) is the integral of f 2 ( t ) . We begin by finding the Fourier Transform of the pulse denoted as f 3 ( t ) . Fourth Edition Copyright © Orchard Publications 8−53 ./x'. = ------= --.⋅ ( e ωT ⁄ 2 sin ( ω T ⁄ 2 ) e –e sin ( ω T ⁄ 2 ) .⋅ e ωT ⁄ 2 Likewise. Therefore. A --- e ---------- --./2).---------------------------------------------.[0 16*pi 0 0.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 . we will find F 2 ( ω ) . and by integration we will find F 1 ( ω ) .= 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 --------------------------.^2. we will find F 2 ( ω ) .sin ------.

2A sin ( ω T ⁄ 2 ) 2A 1 sin ( ω T ⁄ 2 ) .5 Ω By KCL dv C v C ( t ) v C ( t ) – v in ( t ) .[-8*pi 8*pi 0 1]) 1 2 ω 0 7.Chapter 8 The Fourier Transform Now.= -----.⋅ ----------------------------.5 dv C -------. fplot('(sin(x).^2'.= ---------------.⋅ j2A ----------------------------.+ ------------------------------------------+ 1 ⋅ -------. 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. Thus. 8−54 Signals and Systems with MATLAB Computing and Simulink Modeling. 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 ./x). Then. Fourth Edition Copyright © Orchard Publications .⋅ 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 .+ 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 ) . 1Ω + v in ( t ) 1F − vC ( t ) 0.= 0 dt 1 0.

collect((s+1)*(s+2)*(s+3)) Signals and Systems with MATLAB Computing and Simulink Modeling.= 10 cos ( 4t – 53. dd2 –t -----.1 ° ) 8.1 ° – j 4t j53.1 ° ) = 10 -----------------------------------------------------------2 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. syms s.1 ° ) – j ( 4t – 53. using the sifting property of δ ( ω ) .1 ° 5e 5e +e e .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 .1 ° e .⋅ e j ω t dω + 25 j ω + 3 –∞ dω Next. Fourth Edition Copyright © Orchard Publications 8−55 . = 5(e ⋅ e +e ⋅e ) v C ( t ) = 25 ------------ j53. we simplify the above to j4t – j 4t j4t – j 4t j4t – j 53.+ ------------e + ------------------. = 25 ----------------e e .1 ° j4 + 3 j4 + 3 – j 53.Solutions to End−of−Chapter Exercises ( j ω + 3 ) V out ( ω ) = V in ( ω ) and V out ( ω ) 1 . 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) -------------------.

+ ------------------10 V out ( ω ) = --------------------------------------------------------------------.00 r2 = -20.00 p3 = -1.. fprintf('r1 = %4.den]=residue(num. den(3)) r1 = 10..Chapter 8 The Fourier Transform ans = s^3+6*s^2+11*s+6 num=[0 0 0 20]. fprintf(' \n')... [num.2f \t'. p1 = -3.atan x = --a a Then.dω 2 2 ω +2 and from tables of integrals dx ∫ ---------------2 2 x +a 1 1 .00 p2 = -2.00 r3 = 10. fprintf('p2 = %4. num(1)).2f \t'. den(1)). Fourth Edition Copyright © Orchard Publications . den=[1 6 11 6].den). fprintf(' \n'). num(3)).+ ------------------(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('p3 = %4.2f'.+ ------------------– 20 . fprintf(' \n')..2f'. fprintf('r2 = %4. 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 = -.2f \t'. den(2)).2f'.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 . fprintf('p1 = %4. fprintf('r3 = %4... 8−56 Signals and Systems with MATLAB Computing and Simulink Modeling.= 2.00 Then.2 dω = -----------------2 π jω + 2 ∫4 π 12 π 9 ----------------. num(2)).

W total = ∫– ∞ T ∞ f ( t ) dt = 2 ∫– T A d t 2 2 T and since f ( t ) is an even function.52 and thus atan(2*pi) = 1. 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. 4 π 12 π = ----( atan 6 π – atan 2 π ) .52 – 1.2f'. fprintf('atan(6*pi) = %4.41 9 .( 1.Solutions to End−of−Chapter Exercises 9.× 100 = 0.08 --------.25 10. atan(6*pi)).– atan ----4π 4π 2 2 fprintf(' \n').atan ω ⋅ ---W out = ----2π 2 2 12 π 4π 99. the percentage of the input appearing at the output is W out ----------.41 ) = 0. atan(2*pi)) atan(6*pi) = 1.08 J W out = ----4π Therefore. 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.2f \t'.= 3. Fourth Edition Copyright © Orchard Publications 8−57 . we compute the total energy of the pulse in terms of f ( t ) .56% W in 2. fprintf('atan(2*pi) = %4.= ----atan -------.1 . W total = 2 ∫0 A dt = 2A t 2 2 T 0 = 2A T Next.

sin 2y dy = ------------.dy 2y The last integral in (3) is also an improper integral. W out 1 = 2 ----2π ∫0 π⁄T sin ω T 4A T . Fourth Edition Copyright © Orchard Publications .dy = 4A 2 π y 2 2 ∫0 π sin y -----------. we let ω T = y . Then. y = π .dω = ---------------4A T ----------------2 π (ωT) 2 2 2 2 2 ∫0 π⁄T sin ω T ----------------.dy (2) 2 y 2 But the last integral in (2) is an improper integral and does not appear in tables of integrals. 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 -----------------------. when ω = 0 . Also.dω (1) 2 (ωT) 2 For simplicity. and when ω = π ⁄ T or ω T = π . 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 . then ∫0 but for other finite limits are not equal. we will attempt to simplify (2) using integration by parts.dx = π -2 2 x 2 8−58 Signals and Systems with MATLAB Computing and Simulink Modeling. y = 0 .* Therefore.dy = ------------2y π ∫0 π sin 2y ------------.0+ y π 2 2 ∫0 π sin 2y ------------. Fortunately.Chapter 8 The Fourier Transform and since F ( ω ) is an even function.-----------= ------------π –y 4A T = 2 ⋅ ------------π 2 2 2 π – 0 ∫0 π 4A T –1 ----. ∞ sin x ---------dx = x ∫0 ∞ sin x -----------.dy y (3) ∫0 π sin 2y 8A T ------------. With these substitutions (2) is written as W out 4A T sin y . it follows that du = 2 cos y sin y = sin 2y and v = – 1 ⁄ y . 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 ∞ . ω = y ⁄ T and dω = ( 1 ⁄ T ) dy .

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

pi) value2 = 1.^2.5 0 0 2 4 6 8 10 12 8−60 Signals and Systems with MATLAB Computing and Simulink Modeling.dx 2 0 x π 2 thereby avoiding the integration by parts procedure. function y2=fourierxfm2(x) x=x+(x==0)*eps. Fourth Edition Copyright © Orchard Publications .5 1 0.[0 4*pi 0 2]) 2 1. we execute the statement below observing that the limits of integration are from 0 to π . value2=quad('fourierxfm2'.Chapter 8 The Fourier Transform We could also have used numerical integration with the integral ∫ sin x -----------. Shown below are the function fourierxfm2 which is saved as an .m file and the program execution using this function.*exp(−j.4182 11./x). and after this file is saved. y2=(sin(x).0. fplot('abs(2.*w)*(sin(w)/w))'.

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

5). the only values of f ( t ) which are not zero.6) 9−2 Signals and Systems with MATLAB Computing and Simulink Modeling. letting f [ nT ] = f [ n ] . after multiplication by δ [ n ] . for simplicity. 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 (9.1. and thus we can express (9. Therefore. are those for which t = nT .4) as g ( t ) = f [ nT ] n=0 ∑ ∞ δ [ t – nT ] = n=0 ∑ f [ nT ]δ [ t – nT ] ∞ (9. f(t) 0 (a) δ[n] t n 0 (b) f ( t )δ [ n ] 0 (c) Figure 9. Formation of discrete−time signals t Of course. Fourth Edition Copyright © Orchard Publications .1. that the t – domain to s – domain transform pairs for the delta function are δ ( t ) ⇔ 1 and δ ( t – T ) ⇔ e . and. taking the Laplace transform of both sides of (9.Chapter 9 Discrete−Time Systems and the Z Transform These signals are shown in Figure 9. we recall from Chapter 2.5) Next.

sT The Z and Inverse Z transforms are denoted as F(z ) = Z {f [n]} Z –1 (9.2.1).1 through 9.6). … are arbitrary real or complex constants. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling. In our subsequent discussion. the radius R is known as the radius of absolute convergence.7) (9. b.1 Linearity af 1 [ n ] + bf 2 [ n ] + cf 3 [ n ] + … ⇔ aF 1 ( z ) + bF 2 ( z ) + cF 3 ( z ) + … (9.10) Proof: Applying the definition of the Z transform.8) and f [n] = {F(z)} The function F ( z ) . 9. In this section. 9. becomes the same as (9. we will denote the discrete unit step function as u 0 [ n ] . we will state and prove the most common Z transforms listed in Subsections 9. Fourth Edition Copyright © Orchard Publications 9−3 . as defined in (9. In the complex z – plane the region of convergence is the set of z for which the magnitude of F ( z ) is finite. that is.9) where a. c.2. and the region of divergence is the set of z for which the magnitude of F ( z ) is infinite. is a series of complex numbers and converges outside the circle of radius R . with the substitution z = e .2 Shift of f [ n ] u 0 [ n ] in the Discrete−Time Domain f [ n – m ] u0 [ n – m ] ⇔ z –m F(z) (9. Proof: The proof is easily obtained by application of the definition of the Z transform to each term on the left side. it converges (approaches a limit) when z > R . z is also a complex variable.Properties and Theorems of the Z Transform Relation (9. In complex variables theory.12 below. 9.2.2 Properties and Theorems of the Z Transform The properties and theorems of the Z transform are similar to those of the Laplace transform.2. and like s .1).

Then. we let n – m = k . by substitution into the last summation term above. n = k + m .11) Proof: By application of the definition of the Z transform. k = – m . Therefore. and when n – m = 0 or n = m . n = k + 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 . The transform pair is f [n – m] ⇔ z –m F(z) + m–1 n=0 ∑ f [n – m]z –n (9. n = m – 1 .2. 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. and when k = – 1 . we obtain Z { f [n – m]} = ∞ ∑ f [n – m]z n=0 ∞ –n We let n – m = k . Therefore. 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. k = 0 . and when n = 0 . then. Fourth Edition Copyright © Orchard Publications . the above expression reduces to Z { f [n – m]} = ∑ f [n – m]z n=0 ∞ –n Now. n = 0 . 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 . then. and allows use of non−zero values for n < 0 .3 Right Shift in the Discrete−Time Domain This property is a generalization of the previous property.

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

2.19) Proof: By definition. Fourth Edition Copyright © Orchard Publications .f [ n ] z–n = –n a ∑ k=0 z –n z = F f [n] a a 9.7 Multiplication by n and n 2 in the Discrete−Time Domain d . F(z) = ∑ f [n]z n=0 ∞ –n and taking the first derivative of both sides with respect to z .5 Multiplication by a in the Discrete−Time Domain n z n - a f [n] ⇔ F a (9.F ( z ) + z 2 ------.16) 9.F(z ) nf [ n ] ⇔ – z ----dz d d .2.17) ∞ Proof: Z {a f [n]} = n ∑ k=0 ∞ a f [n ]z n –n = ∑ k=0 ∞ 1 -----.6 Multiplication by e – naT in the Discrete−Time Domain e – naT f [n ] ⇔ F( e z) ∞ aT (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. reduces to Z { f [n + 2]} = z F(z ) – f [0]z – f [1]z 2 2 (9.Chapter 9 Discrete−Time Systems and the Z Transform and for m = 2 .2.F( z) n f [ n ] ⇔ z ----2 dz dz 2 2 (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.

22) Since the summation symbol in (9. and thus we can write (9.21) as y[n] = n–1 m=0 ∑ x[ m] + x[n] (9. 9. we take the Z transform of both sides of (9.21) and let us express (9. is equal to z ⁄ ( z – 1 ) times the Z transform of the signal. then the summation symbol in (9.22) is y [ n – 1 ] .21) is y [ n ] .19).22) as y[ n] = y[n – 1] + x[n ] (9.23) Next. Fourth Edition Copyright © Orchard Publications 9−7 . (9.2. 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 ] .23). we obtain the second pair in (9. F( z) f [ m ] ⇔ ---------∑ z–1 m=0 z n (9.8 Summation in the Discrete−Time Domain .20) that is. 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. This property is equivalent to time integration in the continuous time domain since integration in the discrete−time domain is summation. and using the property x [ n – m ] u0 [ n – m ] ⇔ z –m X(z) Signals and Systems with MATLAB Computing and Simulink Modeling. the similarity of the Laplace and Z transforms becomes apparent.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. the Z transform of the sum of the values of a signal.

for any other input x [ 0 ].20). that is. then. an impulse δ [ n ] .26) Proof: Taking the Z transform of both sides of (9. Therefore.2. and so on. produces a response h [ n ] . a delayed impulse δ [ n – m ] produces a delayed response h [ n – m ] . Likewise.25) We will now prove that convolution in the discrete−time domain corresponds to multiplication in the Z domain.Chapter 9 Discrete−Time Systems and the Z Transform we obtain Y(z) = z Y(z) + X(z) –1 or 1 z . 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.24) or y[ n] = ∑ h[ n – m]x[ m] m=0 (9. ….9 Convolution in the Discrete−Time Domain Let the impulse response of a discrete−time system be denoted as h [ n ] . if y [ n ] is the output due to the input x [ m ] convolved with h [ n ] . we obtain 9−8 Signals and Systems with MATLAB Computing and Simulink Modeling. is obtained by summing all the components that have occurred up to that point.X ( z ) = ---------. Then. any discrete−time input signal can be considered as an impulse train. in which each impulse has a weight equal to its corresponding sampled value. 9. x [ 2 ]. x [ 1 ].24). that is. y[ n] = ∑ x[ m]h[n – m ] m=0 n n (9. that is. x [ m ] . Fourth Edition Copyright © Orchard Publications . f 1 [ n ]∗ f 2 [ n ] ⇔ F 1 ( z ) ⋅ F 2 ( z ) (9.X(z) Y ( z ) = --------------–1 z–1 1–z and this relation is the same as (9.

f 1 [ n ] ⋅ f 2 [ n ] ⇔ -------j2π where v is a dummy variable. n = k + m . ∫ is a closed contour inside the overlap convergence regions ° 9. 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. The proof requires contour integration.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. then.28) for X 1 ( v ) and X 2 ( z ⁄ v ) . as z → ∞ z –n –n 1. and thus. Taking the limit as z → ∞ in F( z) = ∑ f [n] z n=0 ∞ –n Signals and Systems with MATLAB Computing and Simulink Modeling.2.2. it will not be provided here.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. then. 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. Fourth Edition Copyright © Orchard Publications 9−9 .→ 0 = ---n z and under these conditions f [ n ] z → 0 also.29) Proof: For all n ≥ 1 .27) 9. and 1 -- v xF ( v ) F ∫ v ° z 1 2 –1 dv (9. we let k = n – m .11 Initial Value Theorem f [ 0 ] = lim X ( z ) z→∞ (9.

Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z (9. 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. and we let k → ∞ .32) and by substitution of (9. Z { f [ n + 1 ] – f [ n ] } = lim k→∞ ∑ ( f [n + 1] – f [n])z n=0 –n (9.30) Proof: Let us consider the Z transform of the sequence f [ n + 1 ] – f [ n ] .32) into (9.31) From (9.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 .31). z→∞ lim X ( z ) = f [ 0 ] 9. Then.2. 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. Then. Fourth Edition Copyright © Orchard Publications . n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 (9. and taking the limit of the product as z → 1 . i.12 Final Value Theorem This theorem states that if f [ n ] approaches a limit as n → ∞ . That is. by multiplying the Z transform of f [ n ] by ( z – 1 ) . 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.e. ∑ f [n]z n=0 ∞ –n = f [0] z –0 = f [0] Therefore.15). we can find that limit. if it exists..

however.34) To evaluate this infinite summation.1 through 9. Signals and Systems with MATLAB Computing and Simulink Modeling. we form a truncated version of F ( z ) which contains the first k terms of the series. that if the sequence f [ n ] does not approach a limit. the final value theorem is invalid. … n = 0.30) may exist even though f [ n ] does not approach a limit. 1. Fourth Edition Copyright © Orchard Publications 9−11 .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. 9. For convenience. F(z) = ∑ f [n]z n=0 ∞ –n = ∑a z n=0 ∞ n –n = ∑ ( az n=0 ∞ –1 n ) (9.3.3. – 3.1 The Transform of the Geometric Sequence The geometric sequence is defined as 0 f [n] = n a n = – 1. 3.5 below. … (9.3. Then.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. 9.33) From the definition of the Z transform. – 2. 2. We denote this truncated version as F k ( z ) .1. The right side of (9. we will derive the Z transforms of the most common discrete−time functions in Subsections 9. In this section. we summarize the properties and theorems of the Z transform in Table 9. In instances where we cannot determine whether f [ n ] exists or not. 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.

35) n=0 and we observe that as k → ∞ .34).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 . (9. we multiply both sides by az . Then. Fourth Edition Copyright © Orchard Publications .35) in a closed form.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 .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 (9.35) becomes the same as (9.F ( z ) + z 2 ------.Chapter 9 Discrete−Time Systems and the Z Transform TABLE 9.F(z ) – z ----dz d d .F( z) z ----2 dz dz z ---------. To express (9. –1 9−12 Signals and Systems with MATLAB Computing and Simulink Modeling.

38) ( az ) = az –1 k – 1 k jk θ e From (9.= ------------------------–1 –1 1 – az 1 – az k –k –1 k (9.= ---------–1 z – a k→∞ 1 – az (9. and therefore. the magnitude of the com- 1 z F ( z ) = lim F k ( z ) = -----------------.39) for az –1 <1 –1 For the values of z for which az > 1 . a a. we examine the behavior of the term ( az ) in the numerator of (9. Also.37). Signals and Systems with MATLAB Computing and Simulink Modeling. that is. We write the terms az and ( az ) in polar form.38) we observe that. –1 k –1 < 1 .37) for az ≠ 1 –1 To determine F ( z ) from F k ( z ) .36) from (9. az –1 < 1 implies that z > a . the transform F( z) = ∞ > 1. while az > 1 implies z < a and thus.= ---= z z –1 then. az –1 –1 k –1 –1 k = az –1 e jθ and (9. we obtain F k ( z ) – az F k ( z ) = 1 – a z –1 k –k or 1–a z 1 – ( az ) F k ( z ) = --------------------.35).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. Fourth Edition Copyright © Orchard Publications 9−13 . for the values of z for which az plex number ( az ) → 0 as k → ∞ and therefore. ∑ n=0 ( az ) –1 –1 n converges to the complex number z ⁄ ( z – a ) for az since az –1 < 1 . F ( z ) = lim F k ( z ) is unbounded for az In summary.36) Subtracting (9. the magnitude of the complex number ( az ) becomes –1 k→∞ –1 k unbounded as k → ∞ . and diverges for az –1 > 1 .

9−14 Signals and Systems with MATLAB Computing and Simulink Modeling.. the circumference of the circle lies in the region of divergence.. u0 [ n ] 0 u0 [ n ] = 1 n<0 n≥0 0 1 .. 9.3. and therefore. we evaluate the sequence F k ( z ) at z = a . The discrete unit step function u 0 [ n ] From the definition of the Z transform.3.3.40) are shown in Figure 9.2. Regions of convergence and divergence for the geometric sequence a n To determine whether the circumference of the circle. where z = a |. Im[z] Region of Convergence z F ( z ) = ---------z–a |a| Region of Divergence Re[z] F( z) → ∞ Figure 9.2. lies in the region of convergence or divergence. Then.41) = 1+1+1+…+1 = k We see that this sequence becomes unbounded as k → ∞ .for z > a z – a = unbounded for z < a (9. Fourth Edition Copyright © Orchard Publications . 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.Chapter 9 Discrete−Time Systems and the Z Transform ∞ Z { a u0 [ n ] } = n ∑a z n=0 n –n z ---------.40) The regions of convergence and divergence for the sequence of (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. n Figure 9.

we obtain Fk ( z ) – z Fk ( z ) = 1 – z –1 –k or 1–z 1 – (z ) F k ( z ) = --------------. and the region of convergence lies outside the unit circle.43) n=0 and we observe that as k → ∞ .47) Signals and Systems with MATLAB Computing and Simulink Modeling. and we denote this truncated version as F k ( z ) .for z > 1 z–1 = unbounded for z < 1 (9. 1 .42) As in Subsection 9. Fk ( z ) = k–1 ∑z –1 –n = 1+z –1 +z –2 +…+z –( k – 1 ) (9. ( z ) → 0 .43) in a closed form. Therefore. by substitution into (9.45) for z ≠ 1 –1 Since ( z ) = z –1 k – 1 k jk θ e . as k → ∞ . Fourth Edition Copyright © Orchard Publications 9−15 . To express (9.44) from (9.= ---------z F ( z ) = lim F k ( z ) = --------------– 1 z–1 k→∞ 1–z –1 k (9. Alternate Derivation: The discrete unit step u 0 [ n ] is a special case of the sequence a with a = 1 .43).43) becomes the same as (9.The Z Transform of Common Discrete−Time Functions F(z) = ∑ n=0 ∞ f [n]z –n = ∑ [1 ]z n=0 ∞ –n (9. Then. and since 1 = 1 .40) we obtain n n Z { u0 [ n ] } = ∑ [1]z n=0 ∞ –n z ---------.3.= ---------------------–1 –1 1–z 1–z –k –1 k (9. we multiply both sides by z –1 and we obtain –1 z Fk ( z ) = z +z –2 +z –3 +…+z –k (9. (9. to evaluate this infinite summation.42).44) Subtracting (9.1.46) for z > 1 . we form a truncated version of F ( z ) which contains the first k terms of the series.

3. 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 .48) for e – aT – 1 z < 1.3 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.= -----------------– aT – aT – 1 z–e 1–e z (9.3.48) of Subsection 9. 9.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. we obtain the transform pairs z – z cos aT cos naT ⇔ ----------------------------------------2 z – 2z cos aT + 1 2 (9.3.3.Chapter 9 Discrete−Time Systems and the Z Transform 9. Fourth Edition Copyright © Orchard Publications .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 ] . we use (9. 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 ] ] = -------------------------.49) 9−16 Signals and Systems with MATLAB Computing and Simulink Modeling. that is.

50) To define the regions of convergence and divergence. Fourth Edition Copyright © Orchard Publications 9−17 . since the circumference of the circle lies on the region of divergence.4.49) and (9. the poles lie on the unity circle as shown in Figure 9.The Z Transform of Common Discrete−Time Functions and z cos aT sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 (9.50) as (z – e jaT ) ⋅ (z – e – j aT ) jaT (9.4. Also. as we have seen before. one at z = e z = e – j aT .51) and the other at We see that both pairs of (9. the poles lie on the region of divergence.52) and z sin a T sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 for z > 1 (9. Im[z] Region of Convergence ×Pole 1 Region of Divergence Re[z] ×Pole Figure 9. we see that the poles separate the regions of convergence and divergence. Therefore.50) have two poles.53) It is shown in complex variables theory that if F ( z ) is a proper rational function*. that is.49) or (9. but the zeros can lie anywhere on the z -plane. Signals and Systems with MATLAB Computing and Simulink Modeling. we express the denominator of (9. Regions of convergence and divergence for cos n aT and sin n aT From Figure 9. * This was defined in Chapter 3.4. 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. all poles lie outside the region of convergence. page 3−1.

2.3. Fourth Edition Copyright © Orchard Publications . 9−18 Signals and Systems with MATLAB Computing and Simulink Modeling. in Table 9.54) We can express (9.Chapter 9 Discrete−Time Systems and the Z Transform 9.56) We summarize the transform pairs we have derived. 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) (9.55) with respect to z .55) Differentiating both sides of (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. Z { nu 0 [ n ] } = ∑ nz n=0 ∞ ∞ –n = 0+z –1 + 2z –2 + 3z –3 +… (9. and others. given as exercises at the end of this chapter.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.

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 ---------------------------------------------. Fourth Edition Copyright © Orchard Publications 9−19 .The Z Transform of Common Discrete−Time Functions TABLE 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 >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.

the following examples will show that this procedure is not difficult. * This section may be skipped without loss of continuity. and replacing v with s .Chapter 9 Discrete−Time Systems and the Z Transform 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 (9.1 Derive the Z transform of the discrete unit step function u 0 [ n ] using the residue theorem. that L [ u0 ( t ) ] = 1 ⁄ s Then. we use Cauchy’s Residue Theorem to express (9. Solution: We learned in Chapter 2.59) Next.58) into (9. We can compute the Z transform of a discrete−time function f [ n ] using the transformation F ( z ) = F∗ ( s ) z=e sT (9.57). by residue theorem of (9.4 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 ) .57) where C is a contour enclosing all singularities (poles) of F ( s ) .58) By substitution of (9. we obtain 1F ( z ) = ------j2 π ∫C ° F(s ) ----------------------ds – 1 sT 1–z e (9. 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) -------------------------.dv – sT vT 1–e e (9.60). It is intended for readers who have prior knowledge of complex variables theory. 9−20 Signals and Systems with MATLAB Computing and Simulink Modeling. and v is a dummy variable for s . However.60) Example 9.

Solution: From Chapter 2.61) Signals and Systems with MATLAB Computing and Simulink Modeling. Page 9−15. Example 9. 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 . by residue theorem of (9. ( s – p k ) ------------n – 1 – 1 sT ( n – 1 ) ! s → pk 1–z e ds n–1 (9.= 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 .= ---------= lim s ----------------------= lim ------------------------. Fourth Edition Copyright © Orchard Publications 9−21 . Solution: From Chapter 2.= --------------– 1 sT – 1 sT – 1 z–1 s→0 1 – z e s→0 1 – z e 1–z for z > 1 . Page 9−16.47).2 Derive the Z transform of the discrete exponential function e rem. This theorem states that F(s) 1 d .60). 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 -----------------------= -----------------. L [ tu 0 ( t ) ] = 1 ⁄ s 2 Since F ( s ) has a second order pole at s = 0 . and this is the same as (9.= -------------------------– 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. we need to apply the residue theorem applicable to a pole of order n.48).3 Derive the Z transform of the discrete unit ramp function nu 0 [ n ] using the residue theorem.----------------------F ( z ) = lim -----------------. Example 9.

expressing z in magnitude-phase form and using (9. 9. G(s) = and F( z) = ∑ f [n]e n=0 ∞ n=0 ∞ – nsT (9. for this example. F( z) = G(s) 1 .67) Since s .63). and this is the same as (9. Page 9−18.62) ∑ f [n]z –n (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 .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 .6) and (9.ln z s = -T (9.66) Therefore. relation (9.1).ln z s = -T (9.62) with (9.Chapter 9 Discrete−Time Systems and the Z Transform Thus. we will investigate the mapping of the plane of the complex variable s .65). the variables s and z are related as z = e sT (9. which are repeated here for convenience. G(s) = F(z) z=e sT (9.64) Thus. into the plane of the complex variable z .63) By comparison of (9. and z are both complex variables. We find this transformation by recalling that s = σ + j ω and therefore. Fourth Edition Copyright © Orchard Publications . we obtain 9−22 Signals and Systems with MATLAB Computing and Simulink Modeling.67) allows the mapping (transformation) of regions of the s -plane into the z -plane. Pages 9−2 and 9−1 respectively. Let us reconsider expressions (9.65) and 1 . In this section.56). 1⁄s 1 d ----------------------z d 2 ----------------------.

For illustration purposes. we see that z = e j2 π ( ω ⁄ ωs ) and all values of ω lie on the circumference of the unit circle.= 2 π ----θ = ω ----ωs ωs (9. defines the unity circle.69). and these are shown in Table 9. and for different negative values of σ .68) (9. we see that z > 1 . we obtain z = e σT e j2 π ( ω ⁄ ω s ) (9. therefore.5. in digital signal processing the unit circle represents frequencies from zero to the sampling frequency.71) and by substitution of (9. or positive. we obtain concentric circles with radius less than unity.72) The quantity e j2 π ( ω ⁄ ωs ) in (9. and thus the right half of the s -plane maps outside the unit circle of the z -plane. we express (9.70) where. from (9. we have mapped several fractional values of the sampling radian frequency ω s .Transformation Between s and z Domains z = z ∠θ = z e jθ = e σT e jωT (9. Signals and Systems with MATLAB Computing and Simulink Modeling. and thus the left half of the s -plane maps inside the unit circle of the z -plane. we see that z < 1 . and T = ( 2 π ) ⁄ ωs Therefore. Case I σ < 0 : When σ is negative.72). Case II σ > 0 : When σ is positive. from (9. from (9. Fourth Edition Copyright © Orchard Publications 9−23 .70) as 2π ω . 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.3. maps on the circumference of the unit circle in the z −plane as shown in Figure 9.3.71) into (9.69).68). we see that the portion of the j ω axis for the interval 0 ≤ ω ≤ ω s in the s −plane. and for different positive values of σ we obtain concentric circles with radius greater than unity.72). Thus.69) and (9. ω s = 2 π f s or f s = ω s ⁄ 2 π . and the frequency response is the discrete−time transfer function evaluated on the unit circle. Then. zero.69) (9. From Table 9.

as we have seen.5.5 ω s 0.875 ω s 0. Fourth Edition Copyright © Orchard Publications .625 ω s 0.75 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. and it is shown in complex variables textbooks that ln z = ln z + j2n π (9.25 ω s 0.125 ω s ω = 0 x z =1 ω = 0.375 ω s 0.125 ω s σ<0 σ = 0 σ>0 ω = 0.625 ω s 0.375 ω s 0.75 ω s Figure 9.875 ω s σ ω = 0.25 ω s x 0.Chapter 9 Discrete−Time Systems and the Z Transform TABLE 9. s = ( 1 ⁄ T ) ln z .5 ω s x 0 x x x ω = ωs Re [ z ] 0.73) 9−24 Signals and Systems with MATLAB Computing and Simulink Modeling. Mapping of the s−plane to z−plane The mapping from the z −plane to the s −plane is a multi−valued transformation since.

6. ------------k. -------------------.74) where k is a constant.= -+ ------------+… z z – p1 z – p2 z (9.78) Signals and Systems with MATLAB Computing and Simulink Modeling.6.75) as r2 z r1 z + ------------+… F ( z ) = k + ------------z – p1 z – p2 (9. we must express it as a proper rational function. It can be found by any of the following three methods: a.6 The Inverse Z Transform The Inverse Z transform enables us to extract f [ n ] from F ( z ) . Fourth Edition Copyright © Orchard Publications 9−25 . and r i and p i represent the residues and poles respectively.+ ---------------------. Partial Fraction Expansion b. we expand it as r1 r2 k F(z) . we expand F ( z ) into a summation of terms whose inverse is known.3 below.4 Use the partial fraction expansion method to compute the Inverse Z transform of 1 F ( z ) = ----------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0. This is done by expanding F ( z ) ⁄ z instead of F ( z ) . Before we expand F ( z ) into partial fractions.1 through 9.. These terms have the form r1 z r2 z r3 z .76) z = pk we rewrite (9.= ( z – pk ) F ---------r k = lim ( z – p k ) ---------z z z → pk (9.77) Example 9. 9.75) and after the residues are found from F( z) (z) .The Inverse Z Transform 9. that is.75 z ) ( 1 – z ) (9.6.1 Partial Fraction Expansion This method is very similar to the partial fraction expansion method that we used in finding the Inverse Laplace transform. … z – p1 ( z – p )2 z – p2 1 (9. these can be real or complex. The Inversion Integral c. ------------. Long Division of polynomials These methods are described in Subsections 9. that is.5 z ) ( 1 – 0.

5 ) ( z – 0.5 ) ( z – 0.75)*(z−1) collect(Dz).75 ) ( z – 1 ) The residues are z r 1 = ---------------------------------------( z – 0. the discrete−time sequence is f [ n ] = 2 ( 0.5 ) = ------------------------------------------------.+ ----------------------.5 ( 0.5 ) ( z – 1 ) 2 2 2 z = 0. we form F ( z ) ⁄ z .75 ) z=1 Then. % 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 ) ( z – 1 ) ( z – 0.+ --------------.+ --------------8z F ( z ) = ------------------------------------------------------------.+ --------------z ( z – 0.75 ) ( z – 1 ) z r 2 = ------------------------------------( z – 0.75 ) ( z – 1 ) ( z – 0.75 – 0.= -------------------( z – 0.75 ) ( z – 1 ) 2 and multiplication of both sides by z yields z 2z .75 z r 3 = -------------------------------------------( z – 0.+ -------------------------------------------------------------------------------------------.= -------------------.= 8 ( 1 – 0.= –9 ( 0. z F ( z ) = ------------------------------------------------------------( z – 0.5)*(z−0.5 ) ( z – 0. 8 –9 z 2 F( z) = .5 ) ( 1 – 0.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 .75 ) ( z – 1 ) z ( z – 0.5 – 1 ) ( 0.= -------------------( z – 0.80) Check with MATLAB: Dz=(z−0.= ------------------------------------------------------------.75 ) = ---------------------------------------------------. and we expand in partial fractions as 2 r1 r2 r3 z F( z) ---------.= 2 ( 0. we recall that zn a ⇔ ---------z–a for z > a .5 ) – 9 ( 0.79).75 ) + 8 n n (9.25 ) 2 2 2 z = 0. Therefore.5 ) ( 0. Fourth Edition Copyright © Orchard Publications .5 ) ( z – 0.75 ) ( z – 1 ) 3 (9.75 ) ( z – 1 ) 3 Next.5 – 0.5 ) ( z – 0.79) To find the Inverse Z transform of (9.+ ----------------------– 9z .75 – 1 ) 1 = --------------------------------------------.75 ) ( 0.5 ) ( z – 0.5 ) ( z – 0.5 ) ( z – 0. Then.

79) fprintf('r1 = %4.4 n n Signals and Systems with MATLAB Computing and Simulink Modeling.2500 2. 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 ] .5 ) – 9 ( 0. fprintf('p3 = %4.00 syms n z fn=2*(0.000 1.429 7. The spreadsheet of Figure 9. fprintf('r3 = %4.2f \t'.000 2. simple(Fz) r2 = -9. [num.000 7.000 3.000 7.. Fourth Edition Copyright © Orchard Publications 9−27 .00 p1 = 1.2f \t'.2f \t'.000 7.000 5.2f \t'.z). num(2)).00 p2 = 0.88 Discrete Time Sequence f[n] = 2(0.6 shows the first 25 values of n but only part of the spreadsheet is shown.621 12.000 4.75)^n+8.2f \t'.50 % This is the answer in (9.107 9.000 5.6.2f \t'.786 14.715 13.75 ) + 8 for Example 9. Fz=ztrans(fn.den]=residue(num.. num(3)). den(3)) r1 = 8.den).84 15.The Inverse Z Transform num=[0 1 0 0]. num(1)). % The coefficients of the denominator fprintf(' \n')..000 7. den(2)). % The coefficients of the numerator den=[1 −9/4 13/8 −3/8].277 5.80) % 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..n..453 4.000 7.5) − 9(0.75) + 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 9.438 3..0000 1.814 8. The discrete−time sequence f [ n ] = 2 ( 0. fprintf('r2 = %4.5)^n−9*(0.000 6.000 7.75 r3 = 2. % Verify the residues in (9. fprintf('p2 = %4.000 7. n f[n] 0. den(1)).927 6.000 7.000 6.00 p3 = 0.495 11. fprintf('p1 = %4.328 10.

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

7.den.den) displays the plot of Figure 9. dimpulse(num. fn=dimpulse(num. The following script will display the first 20 values of f [ n ] in (9.20) % The coefficients of the numerator of F(z) in (9. Fourth Edition Copyright © Orchard Publications 9−29 . den=[1 −1 −1 1].82). Thus. % First.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 . den=[1 −1 −1 1].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. the MATLAB script num=[0 0 12 0]. Signals and Systems with MATLAB Computing and Simulink Modeling.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 . 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].

05 + j0.5 –2 z=0 = 2 -.= -------------------------------------------------2 z z – 1 (z + 1 – j) (z + 1 + j) z z ( z – 1 ) ( z + 2z + 2 ) (9.15 0.+ ----------------------.15 ( – 1 + j ) ( – 2 + j ) ( j2 ) Then.= --------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.7. we obtain r2 r3 r4 r1 F(z) z+1 .05 – j0.5 Example 9.15 z+1 F(z) = – 0.05 – j0.+ ---------.4 5 z=1 z+1 r 3 = -----------------------------------------------(z)(z – 1)(z + 1 + j) r 4 = r∗ 3 = 0.= -----------. The impulse response for Example 9.+ ------------------------------------.5 + 0. 0.= 0.05 + j0.15 z = –1+j j = -------------------------------------------------.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.+ -----------------------.= – 0.Chapter 9 Discrete−Time Systems and the Z Transform Figure 9.84) 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 + ---------------------------.

15 ) ( 2e jn135 ° – j 135 ° n n j135 ° n ) ) = – 0.5 δ [ n ] + 0.85).den. we find that the discrete−time sequence is f [ n ] = – 0.+ -----------------------------------= – 0.4 ( 1 ) + ( 0.15 ( 2 e n n – j n135 ° or 3 2 2cos n135 ° – -----------.05 + j0.05 – j0. num=[0 0 1 1].+ -----------------------------------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 .4z ( 0.11).+ -----------------------------------.+ -----------------------------------z–1 z – (– 1 + j) z – (– 1 – j) 0. dimpulse(num.8.05 ( 2 e + j0. fn=dimpulse(num.4z ( 0. 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. syms n z collect((z−1)*(z^2+2*z+2)) % First.16) fn = 0 0 1 Signals and Systems with MATLAB Computing and Simulink Modeling. den=[1 1 0 −2].5 δ [ n ] + 0.05 – j 0.5 + ---------(z + 1 + j) (z + 1 – j) z–1 0.sin n135 ° f [ n ] = – 0.15 ) ( 2e + ( 0. Fourth Edition Copyright © Orchard Publications 9−31 .05 + j0.05 + j0.-----------------------------------F ( z ) = – 0.4z + ( 0.15 ( 2 e n n jn135 ° ) + 0.The Inverse Z Transform 0.15 ) z = – 0.5 + ---------.4 + 0.05 – j0.05 ( 2 e ) n – j n135 ° ) ) – j0.5 δ [ n ] + 0.15 ) z 0.5 + ---------.4 + -------10 10 n (9.den.05 + j0.85) We will use the MATLAB dimpulse function to display the first 8 values of f [ n ] in (9.15 ) z ( 0.05 – j0.-----------------------------------.15 ) z ( 0.15 ) z . We recall that his function requires that F ( z ) is expressed as a ratio of polynomials in descending order.15 ) z + ( .

and by Cauchy’s residue theorem. It is intended for readers who have prior knowledge of complex variables theory. Fourth Edition Copyright © Orchard Publications . this integral can be expressed as f [n] = ∑ Res [ F ( z ) z k n–1 ] z = pk (9.86) where C is a closed curve that encloses all poles of the integrant.Chapter 9 Discrete−Time Systems and the Z Transform 0 0 2 -2 2 -6 10 Figure 9.87) 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 .6 9. 9−32 Signals and Systems with MATLAB Computing and Simulink Modeling. 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. * This section may be skipped without loss of continuity.8.6.

Thus.88) Solution: Multiplication of the numerator and denominator by z 3 yields z + 2z + 1 F ( z ) = ------------------------------------------z ( z – 1 ) ( z – 0.75 ) z = 0. (9.90) z = pk We are interested in the values f [ 0 ].75 ) 3 2 at z = 0 .91) has a pole of order 2 at z = 0 .75 ) z = pk 3 2 n–1 = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------( z – 1 ) ( z – 0.75 ) 3 2 n–2 (9.87). 2. for n = 0 .90) becomes f[0] = ∑ k ( z + 2z + 1 ) Res --------------------------------------------2 z ( z – 1 ) ( z – 0.75 ) 3 2 z=0 ( z + 2z + 1 ) + Res --------------------------------------------2 z ( z – 1 ) ( z – 0. For n = 0 . therefore.91) z=1 ( z + 2z + 1 ) + Res --------------------------------------------2 z ( z – 1 ) ( z – 0.91) reduces to d ( z + 2z + 1 ) .89) and by application of (9. values of n = 0.75 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res --------------------------------------------2 z ( z – 1 ) ( z – 0. that is. 1. we must evaluate the first derivative of ( z + 2z + 1 ) ---------------------------------------( z – 1 ) ( z – 0.75 ) 3 2 ( z + 2z + 1 ) + --------------------------------2 z ( z – 0. f [n] = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------z ( z – 1 ) ( z – 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 – 0.75 The first term on the right side of (9.---------------------------------------f [ 0 ] = ----dz ( z – 1 ) ( z – 0. f [ 2 ].75 or Signals and Systems with MATLAB Computing and Simulink Modeling.75z ) –1 –3 (9. f [ 1 ]. Fourth Edition Copyright © Orchard Publications 9−33 . … . (9.75 ) 3 2 (9.The Inverse Z Transform Example 9.75 ) 3 2 (9.

75 for n ≥ 2 .+ -----------------------------------------------------------------------------= --------0.94) 3 2 n–2 ( z + 2z + 1 ) z = ---------------------------------------------( z – 0.92) For n = 1 . but varies for values z ≠ 1 .75 ) z = pk 3 2 3 2 ( z + 2z + 1 ) = Res ------------------------------------------z ( z – 1 ) ( z – 0.75 + 2 ( 0.Chapter 9 Discrete−Time Systems and the Z Transform 163 28 .+ 16 – -------f [ 0 ] = ----9 9 (9.94).75 (9. ( z + 2z + 1 ) f [ n ] = --------------------------------( z – 0.75 ) z = 0. Therefore.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 = 0.75 3 2 ( z + 2z + 1 ) + --------------------------------z ( z – 0.95) 4 [ 0.75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0. f[n] = ∑ k 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------Res ( z – 1 ) ( z – 0.75 ) z=1 3 2 n–2 ( z + 2z + 1 ) z + ---------------------------------------------(z – 1) z = 0. Then.75 .75 ) z=0 3 2 ( z + 2z + 1 ) + ---------------------------------z(z – 1) z=1 z = 0. the only poles are at z = 1 and z = 0. Fourth Edition Copyright © Orchard Publications .75 ) 3 2 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0.25 – 0. that is. From (9. the exponential factor z z = 1 .75 ) 163 15 = 4 .93) z = 0.75 (9.25 9−34 Signals and Systems with MATLAB Computing and Simulink Modeling. we observe that for all values of n ≥ 2 .= -----.75 ) ( z + 2z + 1 ) = ---------------------------------------( z – 1 ) ( z – 0.75 ) z=1 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------+ Res ( z – 1 ) ( z – 0.75 For n ≥ 2 there are no poles at z = 0 .90) becomes f [1] = ∑ k ( z + 2z + 1 ) Res ------------------------------------------z ( z – 1 ) ( z – 0.= 1 .+ 16 – -------4 12 3 3 2 (9.75 ) .75 ) + 1 ] ( 0. (9.75 ) z = pk 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------= Res ( z – 1 ) ( z – 0.

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.The Inverse Z Transform or n 163 ⁄ 64 ) ( 0.187 14.7 Example 9.8 Use the inversion integral method to find the Inverse Z transform of Signals and Systems with MATLAB Computing and Simulink Modeling.75.25 ) ( 0. The discrete−time sequence for Example 9.96) where the coefficients of δ [ n ] and δ [ n – 1 ] are the residues that were found in (9. We can express f [ n ] for all n ≥ 0 as 28 -δ[n] + 4 -.813 8.9. f[1] = 3.( 0.359 10.777 13.75 ) n f [ n ] = ----9 3 9 (9.270 11.426 15.75 ) n f [ n ] = 16 + ( ----------------------------------------2 9 ( – 0.= 16 – 163 -------.92) and (9.δ [ n – 1 ] + 16 – 163 -------.9. 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 12.75 ) for n ≥ 2 .235 15. n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 f[n] 1.75 ) .750 5.93) for n = 0 and n = 1 respectively at z = 0 .75)). 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. Fourth Edition Copyright © Orchard Publications 9−35 . This is shown on the spreadsheet of Figure 9.570 Discrete Time Sequence of f[0] = 1.980 15.000 3.640 14.582 14.( 0. Check with MATLAB: syms z n. Fz=(z^3+2*z^2+1)/(z*(z−1)*(z−0.

Then by (9. we multiply numerator and denominator by z 3 .9 Use the long division method to determine f [ n ] for n = 0.+ ----------------------0. The poles are at z = 1 and z = 0.75 ) z = pk n+1 2 n–1 = ∑ k z Res ---------------------------------------( z – 1 ) ( z – 0. 9−36 Signals and Systems with MATLAB Computing and Simulink Modeling.75 ( 0.25 ) ( 0. and arrange the numerator and denominator polynomials in descending powers of z .6.75z ) –1 –2 –3 (9.75 ) 1 = ----------.( 0. and the numerator and denominator must be polynomials arranged in descending powers of z . 1.25z ) ( 1 – 0. Example 9. given that 1 + z + 2z + 3z F ( z ) = --------------------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0.87).98) This function has no poles at z = 0 .25 ( – 0.Chapter 9 Discrete−Time Systems and the Z Transform 1 F ( z ) = ----------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0.75 ) z=1 n+1 n+1 z = 0.75 ) 9.5z ) ( 1 – 0.99) z + --------------(z – 1) z=1 n z = 0.100) Solution: First.75 ) .75 ) z = pk n+1 n+1 z = Res ---------------------------------------( z – 1 ) ( z – 0.= 4 – ----= 4 – -----------------------------3 ( 0. Then. F ( z ) must be a rational function.75z ) (9.75 .75 ) z = ----------------------( z – 0. expand the denominator to a polynomial.3 Long Division of Polynomials To apply this method.75 n+1 (9. and 2 .25 ) 16 ( 0.97) Solution: Multiplication of the numerator and denominator by z 2 yields z F ( z ) = ---------------------------------------( z – 1 ) ( z – 0.75 ) 2 (9. Fourth Edition Copyright © Orchard Publications .75 ) n .75 ) n+1 z + Res ---------------------------------------( z – 1 ) ( z – 0. f[n] = ∑ k z z Res ---------------------------------------( z – 1 ) ( z – 0.

25)*(z−0.z–…+… 16 2nd Remainder Figure 9.10.z + -----z +… 1 + -2 16 z + z + 2z + 3 3 3 2 11 3.101) Now.75 ) 3 2 Next. Long division for the polynomials of Example 9.z – ----z – -2 16 32 3 2 Quotient Dividend 5 -.z 2 + 21 ----. we perform long division as shown in Figure 9.102) By definition of the Z transform. Divisor 3 3 2 11 3 .z + 35 ----2 16 32 1st Remainder 5 2 15 55 15 .102) and (9.5)*(z−0.75)) den = z^3-3/2*z^2+11/16*z-3/32 Thus. we obtain f [ 0 ] = 1.z + ----. Fourth Edition Copyright © Orchard Publications 9−37 .z – ----z – -2 16 32 5 –1 81 –2 .104) Signals and Systems with MATLAB Computing and Simulink Modeling.z + ----Q ( z ) = 1 + -16 2 (9.z – ----.103) Equating like terms in (9.z + ----2 32 64 4 81 ----. z + z + 2z + 3 F ( z ) = ------------------------------------------------------------------------------3 2 z – ( 3 ⁄ 2 ) z + ( 11 ⁄ 16 ) z – 3 ⁄ 32 3 2 (9.10.– ----. f [ 1 ] = 5 ⁄ 2 and f [ 2 ] = 81 ⁄ 16 (9.25 ) ( z – 0.z + ----.103). den=collect((z−0. syms z.z–1 -.The Inverse Z Transform z + z + 2z + 3 F ( z ) = --------------------------------------------------------------------( z – 0. we use the MATLAB collect function to expand the denominator to a polynomial.9 We find that the quotient Q ( z ) is 5 –1 81 –2 -z +… .5 ) ( z – 0. F( z) = ∑ f [n] z n=0 ∞ –n = f [0 ] + f [1]z –1 + f [2]z –2 +… (9.

.0625 8.4024 1.12.3115 4.3727 1.9 Table 9. den=[1 −3/2 11/16 −3/32].15).1195 3. and to obtain the sequence of the first 15 values of f [ n ] . 9. dimpulse(num.11..den.6191 8.16) fn = 1.9688 10. can be described by the linear difference equation 9−38 Signals and Systems with MATLAB Computing and Simulink Modeling.7 The Transfer Function of Discrete−Time Systems The discrete−time system of Figure 9.1577 2.8189 1.den.. num=[1 1 2 3].4 lists the advantages and disadvantages of the three methods of evaluating the Inverse Z transform.Chapter 9 Discrete−Time Systems and the Z Transform We will use the MATLAB dimpulse function to verify the answers.7220 5.2070 9. Fourth Edition Copyright © Orchard Publications .2522 6. fn=dimpulse(num.0000 2.0338 Figure 9. Impulse response for Example 9.5000 5.

taking the Z transform of both sides of (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 ] (9.105) is expressed as y [n] = ∑ i=0 k ai x [ n – i ] – ∑ bi y [ n – i ] i=0 k (9.107) Signals and Systems with MATLAB Computing and Simulink Modeling.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 9.12. Fourth Edition Copyright © Orchard Publications 9−39 . In a compact form.105) where a i and b i are constant coefficients.The Transfer Function of Discrete−Time Systems TABLE 9.106).106) Assuming that all initial conditions are zero. 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.

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 ) . is y [ n ] – 0. The discrete−time impulse response h [ n ] c.108) a0 + a1 z + a2 z + … + ak z . Fourth Edition Copyright © Orchard Publications .= -------------------------------------------------------------------------H ( z ) = ----------–1 –2 –k D(z) 1 + b1 z + b2 z + … + bk z –1 –2 –k (9. The transfer function H ( z ) b. we obtain Y(z) = H(z)X(z) (9.5y [ n – 1 ] + 0.X(z) Y ( z ) = -------------------------------------------------------------------------–1 –2 –k 1 + b1 z + b2 z + … + bk z (9. h[ n] = Z –1 {H(z)} (9.112) Example 9.109).113) Compute: a.10 The difference equation describing the input−output relationship of a discrete−time system with zero initial conditions. The response when the input is the discrete unit step u 0 [ n ] 9−40 Signals and Systems with MATLAB Computing and Simulink Modeling.125y [ n – 2 ] = x [ n ] + x [ n – 1 ] (9.110) into (9.109) We define the discrete−time system transfer function H ( z ) as a0 + a1 z + a2 z + … + ak z N(z) . that is.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 (9.111) The discrete impulse response h [ n ] is the response to the input x [ n ] = δ [ n ] .110) and by substitution of (9.

0. We first divide both sides by z and we obtain: z+1 H(z) ----------.2500 and thus. disp('p2 = ')..113). we obtain Y ( z ) – 0.5 ) z ( 0. Fourth Edition Copyright © Orchard Publications 9−41 .5z + 0.5z + 0. Taking the Z transform of both sides of (9.5 ) z ( 0.+ ------------------------------------0.25 + j0..5 + j2. disp('r2 = ').25 z – 0.= ---------------------------------------2 z z – 0. disp(den(2)) r1 = 0.5 + j2.= ---------------------------------------H(z) = Y ----------.= -------------------------------------H ( z ) = -----------------------------------------.125 (9.25 or ( 0.25 – j0.5 ) z ( 0. disp('p1 = ').+ ----------------------------------------.5000 p2 = 0. [num.5 0. den=[1 −0.= -----------------------------------z z – 0.fprintf(' \n').25 2e z – 0.The Transfer Function of Discrete−Time Systems Solution: a.5 z + 0. the discrete impulse response sequence h [ n ] is Signals and Systems with MATLAB Computing and Simulink Modeling.5 z Y ( z ) + 0.5 + j2.2.5 – j2.2500i H (z) 0.2500 r2 = 0.25 + j0.114).125z z – 0. disp(num(2)).den).115) Using the MATLAB residue function.5000 p1 = 0..+ --------------------------------------j45 ° – j 45 ° z – ( 0.25 2e (9. we need to compute the Inverse Z transform of (9.= -----------------------------------------------–1 –2 2 X(z) 1 – 0.25 ) z – ( 0.5 – j2.5 . we obtain the residues and the poles of (9.5000i .114) b.5 ) z .2500i + 2.116) Recalling that zn a u 0 [ n ] ⇔ ---------z–a for z > a ..115) as follows: num=[0 1 1].25 – j0.25 ) z – 0. To obtain the discrete−time impulse response h [ n ] . .125].125 –1 2 (9..5 ----------..5 – j2. disp(den(1)).125z Y ( z ) = X ( z ) + z X ( z ) –1 –2 –1 and thus z +z (z) 1+z . disp('r1 = ').5000i + 0.den]=residue(num. disp(num(1)).

disp(den(1)).= -------------------------------------------------------------2 z ( z – 0. From Y ( z ) = H ( z ) X ( z ) . disp(den(3)) r1 = 3.25 2 ) e n jn45 ° n j45 ° n ) + ( 0.( cos n45 ° + 5 sin n45 ° ) h [ n ] = ----- 4 z z–1 n (9. disp('p2 = ').125 ) ( z – 1 ) 2 (9..Chapter 9 Discrete−Time Systems and the Z Transform h [ n ] = ( 0.5 [ ( 0.25 2 ) e ] ] n jn45 ° – j2.5 [ ( 0.5 – j2.den]=residue(num.2000 p1 = 1.5*z+0.119) Now.5 ( 0.125 ) ( z – 1 ) 2 or (z + z) Y (z) ----------. fprintf(' \n').. we compute the residues and poles.⋅ ---------Y ( z ) = ---------------------------------------2 2 z – 0.5 ) ( 0. disp('r3 = ').= ----------------------------------------------------------------------3 z z – ( 3 ⁄ 2 )z2 + ( 5 ⁄ 8 )z – 1 ⁄ 8 2 (9.5 [ ( 0. and using the result of part (a) we obtain: 2 z +z z z(z + z) . disp('r2 = '). disp(num(2)).25 2 ) e – j n45 ° n – j n45 ° jn45 ° +e ) ] – j2.. disp(num(1)).5 + j2.5z + 0.5z + 0.5z + 0.125 z – 1 ( z – 0.25 2 ) ( e –e – j n45 ° ) or 2 . disp(num(3)).5 ) ( 0... disp('p1 = '). [num.5 [ ( 0. Fourth Edition Copyright © Orchard Publications .25 2e = 0. the transform u 0 [ n ] ⇔ ----------. First.117) c. num=[0 1 1 0]..den).. we must express the denominator as a polynomial.117). disp('p3 = ').. denom=(z^2−0. collect(denom) ans = z^3-3/2*z^2+5/8*z-1/8 Then.25 2e n – j n45 ° – j 45 ° n ) ] + 0.5 [ ( 0.= -------------------------------------------------------------.125)*(z−1). disp('r1 = ').25 2 ) ( e n jn45 ° ] + j2. z +z Y(z) ----------. den=[1 −3/2 5/8 −1/8]. syms z.0000 r2 = 9−42 Signals and Systems with MATLAB Computing and Simulink Modeling. disp(den(2)).118) We will use the MATLAB residue function to compute the residues and poles of expression (9...25 2 ) e = 0.

1 – j 0.6 sin n45 ° ) = 3.1000 p3 = 0.25 2e –j 45 ° (9.5 0.3 ) z ( – 1.----------------------------------Y ( z ) = ---------z – 1 z – 0.120) or ( – 1.2500i .2 ----- 4 4 2 .1000 p2 = 0.25 2e ) ] + j0.25 3.5z + 0.1 [ ( 0.3 ) ( 0.114).25 z – 1 z z – (3 ⁄ 2)z + (5 ⁄ 8)z – 1 ⁄ 8 2 (9.3 [ ( 0.2500 + 0.= ---------3 2 z – 0.125 ] respectively in accordance with the transfer function of relation (9.25 – j 0.---------------------------------------------------------------------------------------------------------------.25 – j 0.25 z – 0.2z ( – 1.1 + j0.2 + – 1.3 ) ( 0.3000i + 0.25 2 ) ( e n n – j 45 ° n ) +e n – j n45 ° jn45 ° –e – j n45 ° )] or 2 2 .3 z +z 3.2500 r3 = -1.= -----------------------------------------------H ( z ) = ----------.13.3000i .sin n45 ° y [ n ] = 3.25 2 ) ( e n jn45 ° j45 ° n ) – ( 1. where we found that 1+z Y(z) z +z . we find that the discrete output response sequence is y [ n ] = 3.3 ) z + ---------------------------------.1 + j0.25 + j0.1 + j0.119) as – 1.2 + ( – 1.14 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 – 0.5 z + 0.cos n45 ° –0.6 -----.2 – ----- 4 n (9.2 – 2.25 2e j45 ° z – 0.25 + j0.1 – j 0.The Transfer Function of Discrete−Time Systems -1. Page 9−41.+ -------------------------------------= ---------.2 – 1.25 2e = 3.3 + ---------------------------------Y(z) = .1 – j 0.125 –1 2 Signals and Systems with MATLAB Computing and Simulink Modeling.= ---------------------------------------–1 –2 2 X(z) 1 – 0.2z + ( – 1.1 + j0.3 ) z .2 cos n45 ° + 0.3 ) z 3.125z z – 0. The plot for y [ n ] can be readily obtained with the Simulink model shown in Figure 9.2500i With these values.0.+ --------------------------------------z – 1 z – 0. Fourth Edition Copyright © Orchard Publications 9−43 .( 2.121) Recalling that zn a u 0 [ n ] ⇔ ---------z–a for z > a |. we express (9.0.122) The plots for the discrete−time sequences h [ n ] and y [ n ] are shown in Figure 9.1 + j0.25 z – 0.

201 3.625 0.199 3.000 9. Model for Example 9.199 3.0 0.10 Figure 9.0 2.5 3.000 3.125 3.000 2.000 7.5 1 2 3 4 5 6 7 8 9 10 11 Figure 9.14 9−44 Signals and Systems with MATLAB Computing and Simulink Modeling.000 4.Chapter 9 Discrete−Time Systems and the Z Transform n 0.0 1.200 3.000 2. Output waveform for the model of Figure 9. displayed on the Scope block of Figure 9.000 0.000 6. is shown in Figure 9.5 1.000 0.200 3.000 3E-05 -0 -0 y[n] 1.000 12.200 3.5 0.02 -0.500 3.000 1.234 3.14.15.14.13.200 3.0 -0.000 13.02 -0.10 The plot for y [ n ] .000 5. Figure 9.125 -0.000 h[n] 1.211 3.250 3.200 h[n] and y[n] for Example 9.000 11.500 0. Plots of h [ n ] and y [ n ] for Example 9.5 2.000 8.10 3.000 1.010 -0 0. Fourth Edition Copyright © Orchard Publications .000 10.15.

Signals and Systems with MATLAB Computing and Simulink Modeling. either from block diagrams that relate the input−output information.17.16. Consider the block diagram of Figure 9. the integrator is replaced by a delay device. Fourth Edition Copyright © Orchard Publications 9−45 . Write the discrete−time state equations for this system.123) In a discrete−time block diagram.State Equations for Discrete−Time Systems 9. Analogy between integration and delay devices Example 9.8 State Equations for Discrete−Time Systems As with continuous time systems.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. 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. we choose state variables for discrete−time systems. and y [ n ] is the output.16. The analogy between an integrator and a unit delay device is shown in Figure 9.124) where u [ n ] is any input. or directly from a difference equation. u b + Σ + · x ∫ dt A d x C + Σ + y Figure 9.17. · (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.

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.129) to the discrete−time state space equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] (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. Fourth Edition Copyright © Orchard Publications .128) We can use the MATLAB c2d function to convert the continuous−time state−space equation · ( t ) = Ax ( t ) + bu ( t ) x (9. x3 [ n + 1 ] = y [ n + 3 ] x2 [ n + 1 ] = y [ n + 2 ] = x3 [ n ] x1 [ n + 1 ] = y [ n + 1 ] = x2 [ n ] Thus.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.130) 9−46 Signals and Systems with MATLAB Computing and Simulink Modeling.125) Then. 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. Thus. we choose the discrete state variables as x1 [ n ] = y [ n ] x2 [ n ] = y [ n + 1 ] x3 [ n ] = y [ n + 2 ] (9.127) 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.

2460 bdisc = 0.State Equations for Discrete−Time Systems where the subscript disc stands for discrete.0820 x2 [ n ] (9. [Adisc.1 s .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.131) to discrete−time state space equation with sampling period T S = 0. Fourth Edition Copyright © Orchard Publications 9−47 .0044 0.0820 0.0820 ⋅ x 1 [ n ] + 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 (9.1) Adisc = 0.6588 0.bdisc]=c2d(Adisc. the equivalent discrete−time state−space equation is x1 [ n + 1 ] x2 [ n + 1 ] = 0. bdisc=[0 1]'. −3 −4].2460 0.0. Solution: Adisc=[0 1.0044 u [ n ] – 0.9868 -0.0820 0. and n + 1 indicates the next sample. Example 9.9868 0.bdisc.6588 and therefore. Signals and Systems with MATLAB Computing and Simulink Modeling. n indicates the present sample.

It is used with discrete−time signals. Fourth Edition Copyright © Orchard Publications . the same way the Laplace and Fourier transforms are used with continuous−time signals. • 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 . to another domain which we call z – domain .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.9 Summary • The Z transform performs the transformation from the domain of discrete−time signals. 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. 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 . this transform pair reduces to f [ n – 1 ] ⇔ z F ( z ) + f [ –1 ] –1 and for m = 2 .Chapter 9 Discrete−Time Systems and the Z Transform 9.

produces the Z transform pair f [n + m] ⇔ z F(z) + m ∑ n = –m –1 f [n + m]z –n For m = 1 . the above expression reduces to Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z and for m = 2 . 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 . Fourth Edition Copyright © Orchard Publications 9−49 . that n 2 is.F ( z ) + z 2 -------F(z) n f [ n ] ⇔ z ----2 dz dz • The summation property of the Z transform states that . F(z) f [ m ] ⇔ ---------∑ z–1 m=0 z • Convolution in the discrete−time domain corresponds to multiplication in the z -domain. that is.Summary • The mth left shifting of f [ n ] where m is a positive integer. 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 1 [ n ]∗ f 2 [ n ] ⇔ F 1 ( z ) ⋅ F 2 ( z ) • Multiplication in the discrete−time domain corresponds to convolution in the z -domain.

… 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 . 3. 1. – 2.= -----------------– 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.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 = -------------------------. n is Z [ u0 [ n ] ] = ∑ [1 ]z n=0 ∞ –n z ---------. … n = 0.. 2. Fourth Edition Copyright © Orchard Publications .. – 3.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..

• The variables s and z are related as ∫C ° F(v) -------------------------dv – sT vT 1–e e z = e sT and 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. • The Inverse Z transform can be found by partial fraction expansion.ln z s = -T • The relation F(z) = G(s) 1 . the inversion integral. • The discrete−time system transfer function H ( z ) is defined as a0 + a1 z + a2 z + … + ak z N(z) . Fourth Edition Copyright © Orchard Publications 9−51 .= -------------------------------------------------------------------------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. and long division of polynomials.ln z s = -T allows the mapping (transformation) of regions of s -plane to z -plane.

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.

Use the partial fraction expansion method to compute the Inverse Z transform of z F ( z ) = -----------------------------------------2 ( z + 1 ) ( z – 0. Compute the response y [ n ] when the input is x [ n ] = e – naT Signals and Systems with MATLAB Computing and Simulink Modeling. 1. Prove the following Z transform pairs: a. Fourth Edition Copyright © Orchard Publications 9−53 . a. Use the Inversion Integral to compute the Inverse Z transform of 1 + 2z + z F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. 2. 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. m – 1 otherwise 2.Exercises 9. [ n + 1 ] u 0 [ n ] ⇔ -----------------2 (z – 1) –1 z 4. 3.5z ) 5. …. δ [ n – 1 ] ⇔ z –m c.10 Exercises 1. Find the Z transform of a p [ n ] where p [ n ] is defined as in Exercise 1. δ [ n ] ⇔ 1 d. na u 0 [ n ] ⇔ ----------------2 n az (z – a) 2 az ( z + a ) 2 n n a u 0 [ n ] ⇔ --------------------3 (z – a) e.5z ) –1 –3 7. Find the Z transform of the discrete−time pulse p [ n ] defined as 1 p[ n] = 0 n n = 0.75 ) 2 6. Compute the transfer function of the difference equation y [ n ] – y [ n – 1 ] = Tx [ n – 1 ] b. b. Use the partial fraction expansion to find f [ n ] = Z [ F ( z ) ] given that A F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0.

Compute the response when the input is x [ n ] = 10 for n ≥ 0 11. 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 ] .Chapter 9 Discrete−Time Systems and the Z Transform 9.{x[ n] + x[n – 1]} y [ n ] – y [ n – 1 ] = -2 a. Fourth Edition Copyright © Orchard Publications . Compute the response to the input x [ n ] = e – naT 10. Compute the transfer function H ( z ) b. 9−54 Signals and Systems with MATLAB Computing and Simulink Modeling. Compute the impulse response h [ n ] c. Compute the discrete transfer function H ( z ) b. 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 .

= ( ) = ----------------------a – z ) ⁄ a .= ---------------= ---------–1 z–1 z–1 z–1 1–z z n a f [n] ⇔ F a and from Exercise 1. Z{δ[n – m]} = ∑ δ[n – m]z n=0 ∞ ∞ –n and since δ [ n – m ] is zero for all n except n = m . –m –m –m z z(1 – z ) 1–z z . 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) . Fourth Edition Copyright © Orchard Publications 9−55 .= ----------------------------------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. 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. 1. 1 p[ n] = 0 n = 0. …. a.– z ---------. 2. Z{δ[n]} = ∑ δ[n ]z n=0 ∞ –n = δ[0]z –0 = 1 b.11 Solutions to End−of−Chapter Exercises 1.Solutions to End−of−Chapter Exercises 9.= -----------------------. 1–z p [ n ] ⇔ ---------------–1 1–z –m Then.

from the multiplication by n property d2 2 n 2d .Chapter 9 Discrete−Time Systems and the Z Transform c.(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 . n z .---------2 2 z – a z – a dz dz dz dz 2 2 2 –a d (z – a) 2a . Fourth Edition Copyright © Orchard Publications .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. from the multiplication by n property d n .(2) . From (9. n z .40).----.3(c).F ( z ) = ------.(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 . Page 9−14.F ( z ) = ----------------z ----.(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.= 2a = ------------------------. relation (2) d –a z .F ( z ) (3) n f [ n ] = n ( a u 0 [ n ] ) ⇔ z ----F ( z ) + z ------2 dz dz 2 From Exercise 9. From (9.= ----------------– z ----F ( z ) = – z ------------------2 2 dz (z – a) (z – a) Also.(2) 4 3 dz ( z – a ) 2 (z – a) (z – a) Also.= ----------------.40).= ----------.----------------. Page 9−14.

Signals and Systems with MATLAB Computing and Simulink Modeling.+ z ----------------= --------------------------------------.= -----------------.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.= --------------------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.⋅ ---------. it follows that u1 [ n ] = ( n + 1 ) u0 [ n ] where u 1 [ n ] represents the discrete unit ramp. Now.(1) u 0 [ n ] ⇔ ---------z–1 The term ( n + 1 ) u 0 [ n ] represents the sum of the first n values. Let f [ n ] = u 0 [ n ] and we know that z . ---------. including n = 0 . 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. Fourth Edition Copyright © Orchard Publications 9−57 .= -------------------------------------n ( a u 0 [ n ] ) ⇔ ----------------. 2 Then. F(z) ∑ f [k] ⇔ z–1 z n and with (1) above k=0 2 z z z z . we multiply the numerator and denominator by z to eliminate the negative exponents of z .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 ) . First. from the summation in time property.

75 ) 2 ( z + 1 ) ( z – 0.(1) 2 z z + 1 z – 0.= ------------------------------------= ---------.5 Since z ---------⇔1 z–1 zn ---------⇔a z–a it follows that Z 5.75 ) r 1 = – 1 from which r 1 = – 16 ⁄ 49 2 With z = 0 (2) reduces to ( – 0.+ ------------------------.5z ) 2 or r1 r2 F (z) Az ---------.5 = 2A z=1 Azr 2 = ---------z–1 = –A z = 0. –1 1n 1n [ F ( z ) ] = f [ n ] = 2A – A -= A 2 – - 2 2 r1 r2 r3 z F( z) ---------.5 ) ( 1 – z ) ( 1 – 0.Chapter 9 Discrete−Time Systems and the Z Transform A Az F ( z ) = ------------------------------------------------.75 ( z – 0.75 ) 9−58 Signals and Systems with MATLAB Computing and Simulink Modeling.– --------------z – 1 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.+ --------------z ( z – 1 ) ( z – 0.= ------------------------------------–1 –1 ( z – 1 ) ( z – 0.75 ) + r 3 ( z + 1 ) = z (2) 2 With z = 0. Fourth Edition Copyright © Orchard Publications .5 z 2Az Az F ( z ) = ---------.75r 3 = 0.5 ) z – 1 z – 0.75 ) r 1 – 0.+ -----------------.75 from which r 3 = 3 ⁄ 7 With z = – 1 (2) reduces to ( – 1.75 ) and clearing of fractions yields r 1 ( z – 0.5 A F ( z ) = 2A – --------------------------------z – 1 z – 0.= -----------------------------------------.75 (2) reduces to 1.= ----------.75 ) + r 2 ( z + 1 ) ( z – 0.75 ( z – 0.5 Az r 1 = --------------z – 0.75z ) -----------------------------------F ( z ) = --------------------------+( ----------------------2 z – ( –1 ) z – 0.

87). we examine z to find out if there are any values of n for which there is a pole at the origin.. f [n] = ∑ Res [ F ( z ) z k 3 2 n–1 ] z = pk n–2 and for this exercise.5 ) 3 2 z = 0. Page 9−32.5 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res -----------------------------------------2 z ( z – 1 ) ( z – 0. Fz=z^2/((z+1)*(z−0.n ( 0. Multiplication by z yields 3 z + 2z + 1 F ( z ) = ---------------------------------------z ( z – 1 ) ( z – 0. ( – 1 ) + ---- 49 49 7 Check with MATLAB: syms z n. following the same procedure as in Example 9.5 ) 3 2 From (9.5 Signals and Systems with MATLAB Computing and Simulink Modeling.( 0.75 ) n f [ n ] = – 16 ----.5 ) z=0 ( z + 2z + 1 ) + Res -----------------------------------------2 z ( z – 1 ) ( z – 0. a u 0 [ n ] = ---------0 2 n n z z–1 z–a (z – a) 16 4 n .we obtain Using the transforms u 0 [ n ] ⇔ ----------. and na u [ n ] = ----------------az .75 ) n + -. Fourth Edition Copyright © Orchard Publications 9−59 . for n = 1 there is a simple pole at z = 0 .5 . iztrans(Fz) ans = -16/49*(-1)^n+16/49*(3/4)^n+4/7*(3/4)^n*n 6.5 ) z = pk Next. Then. But for n ≥ 2 the only poles are z = 1 and z = 0..Solutions to End−of−Chapter Exercises z . f [n] = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------( z – 1 ) ( z – 0.75)^2). for n = 0 we obtain: f[0] = ∑ k ( z + 2z + 1 ) Res -----------------------------------------2 z ( z – 1 ) ( z – 0.5 ) 3 2 z=1 ( z + 2z + 1 ) + Res -----------------------------------------2 z ( z – 1 ) ( z – 0. 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.12.

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

Fz=(z^3+2*z^2+1)/(z*(z−1)*(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 .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. 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. Check with MATLAB: syms z n. Multiplication of each term by z yields 3 z +z –z z +z–1 F ( z ) = ----------------------------------------------. iztrans(Fz) ans = 2*charfcn[1](n)+6*charfcn[0](n)+8-13*(1/2)^n 7.5 ) 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 .5)). 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. Fourth Edition Copyright © Orchard Publications 9−61 .= ---------------------------------–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. F ( z ) = z –2 z –1 –3 + z –4 + … (1) + f[3] z –3 Also.

= ------------------------------------------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. a.– --------------------------------Y ( z ) = --------------------------------– aT (z – 1) (z – e ) z z . a.= --------------–1 X(z) z –1 1–z x[n] = e – naT –1 z ⇔ X ( z ) = -----------------– aT z–e Then. 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.= ---------TH(z) = Y ----------.= ------------------------------------------. T .⇔ u 0 [ n ] and ---------Recalling that ---------z–1 z–a – naT T – naT T .= ---------– 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 ) .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.+ -----------------(1) .{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.– -----------------Te y [ n ] = -----------------. Fourth Edition Copyright © Orchard Publications . or T z Tz . (z) Tz .⇔ a n u 0 [ n ] we obtain .

= -= -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 . Fourth Edition Copyright © Orchard Publications 9−63 .+ ------------------------------------------------------------------------------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 .⋅ -----------------.⋅ ------------------e .e .– -y [ n ] = -----------------= -----------------– aT – aT 2 2 – aT 2 e –1 1–e 1–e – aT – aT – aT – aT 10.coth -----. 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.⋅ -----------------r 1 = -2 z – e –aT T z+1 . x[ n] = e – naT z ⇔ X ( z ) = -----------------– aT z–e Then. a. 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 ----------.⋅ ----------r 2 = -2 z–1 2 T T .⋅ -----------------= ----------------------------------------------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) ----------.⋅ -----------------.+ -----------------.Solutions to End−of−Chapter Exercises T –1 .= -----------------= -– aT 2 1 – e –aT 1–e T e +1 T .= -----------------= -– 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 ) .[ X ( z ) + z –1 X ( z ) ] Y ( z ) – z Y ( z ) = -2 T –1 .

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

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

1.1) Its value on the unit circle of the z -plane.4) m=0 for n = 0. 2.7) n=0 10−2 Signals and Systems with MATLAB Computing and Simulink Modeling.5) for m = 0.3) 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 ∑ (10.6) we can express (10. N – 1 . Since e mn – j2 π ------N π mn π mn = cos 2 -------------. N – 1 .– j sin 2 -------------N N (10. 2. the discrete frequency transform X [ m ] is complex. it must be truncated before it can be computed. and thus we can express it as X [ m ] = Re { X [ m ] } + Im { X [ m ] } (10.Chapter 10 The DFT and the FFT Algorithm F(z) = ∑ f [n ]z n=0 ∞ ∞ –n (10. Let this truncated version be represented by X[m] = N–1 ∑ x[ n ]e mn – j2 π ------N (10.3) as the N – point DFT of X [ m ] . 1. 1.3) 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. and 2π .m ω = ------ NT for m = 0. …. ….2) This represents an infinite summation. N – 1 . …. 2. In general. is F( e jωT ) = ∑ f [n]e n=0 – nj ω T (10. We refer to relation (10. The Inverse DFT is defined as j2 π 1 N–1 x [ n ] = --X [m]e N ∑ mn ------N (10. Fourth Edition Copyright © Orchard Publications .

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. 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. we will use a 4 −point DFT. x [ 1 ] = 2. 1.8) and (10. For this example. 1.8).7) reduces to X [ m ] = x [ 0 ] .+ 2 cos m π + cos 3m ---------2 2 (10. N = 4 . Solution: Since we are given four discrete values of x [ n ] . 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 ------------------.8) with n = 0. 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. and x [ 3 ] = 1 and x [ n ] = 0 for all other n . …. Example 10. 2. 2. Compute the frequency components X [ m ] .11) Now. ….9) is from n = 1 to n = N – 1 since x [ 0 ] appears in (10.1 A discrete time signal is defined by the sequence x [ 0 ] = 1. Signals and Systems with MATLAB Computing and Simulink Modeling. N – 1 (10. Then. and 3 . 2.+ cos ------------------4 4 4 π π = 1 + 2 cos m ------. and 3 . Fourth Edition Copyright © Orchard Publications 10−3 . for this example. x [ 2 ] = 2.+ 2 cos ------------------. that is. N – 1 (10. 1. for m = 0. 2.The Discrete Fourier Transform (DFT) For n = 0 . (10. Using (10.9) We observe that the summation in (10.10) Next. we compute the imaginary components using (10.9).

2.X [0] + X [1]e = -4 n j π -2 + X [2]e The discrete frequency components x [ n ] for n = 0. and 3 . to compute the values of the discrete time sequence x [ n ] . Solution: Since we are given four discrete values of x [ n ] . X [ 0 ] = 6 + j0 = 6 X [1] = – 1 – j X [ 2 ] = 0 + j0 = 0 X [3] = – 1 + j (10.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 ------. and the results of Example 10.4). Then.12). we will use a 4 −point DFT.1. 2. 2 .– 2 sin m π – sin ---------2 2 and for m = 0. and 3 . Fourth Edition Copyright © Orchard Publications . (10. relation (10. that is. 1.2 Use the Inverse DFT. N = 4 . Thus.{ 6 + ( – 1 – j ) + 0 + ( – 1 + j ) }= 1 = -4 10−4 Signals and Systems with MATLAB Computing and Simulink Modeling.12) The discrete frequency components X [ m ] for m = 0. 2.11) and X im [ i ] of (10. 1.e. 1. 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. and 3 . are: 1 -{X [0] + X [1] + X [2] + X [3]} x [ 0 ] = -4 1 . and 3 are found by addition of the real and imaginary components X re [ i ] of (10. 1.14) + X [3]e 3n j π ----2 1 . i.13) Example 10. 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 (10.4) for m = 0. for this example..

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. the Analysis ToolPak must have been installed.0000i 2. xn=[1 2 2 1].{ 6 + ( – 1 – j ) ⋅ ( –1 ) + 0 ⋅ 1 + ( – 1 + j ) ⋅ ( –1 ) } = 2 = -4 1 . where the range 0 ≤ θ ≤ 2 π is divided into 360 ⁄ N equal segments. are given on the spreadsheet. Therefore. and the ifft(x) function to compute the Inverse DFT.{ X [ 0 ] + X [ 1 ] ⋅ ( –j ) + X [ 2 ] ⋅ ( –1 ) + X [ 3 ] ⋅ j } x [ 3 ] = -4 1 . If not. we get the spreadsheet shown in Figure 10. With MATLAB.{ X [ 0 ] + X [ 1 ] ⋅ j + X [ 2 ] ⋅ ( –1 ) + X [ 3 ] ⋅ ( –j ) } x [ 1 ] = -4 1 .0000-1.1 and 10.0000 2. that is.2 with MATLAB and Excel. it is convenient to represent it as W N .0000+0. Xm=fft(xn) % The discrete time sequence of Example 10. The term e –( j2 π ) ⁄ N is a rotating vector.{ 6 + ( – 1 – j ) ⋅ j + 0 ⋅ ( –1 ) + ( – 1 + j ) ⋅ ( –j ) } = 2 = -4 1 . We will check the answers of Examples 10.0000-0.1 % Compute the FFT of this discrete time sequence Xm = 6.{ X [ 0 ] + X [ 1 ] ⋅ ( –1 ) + X [ 2 ] ⋅ 1 + X [ 3 ] ⋅ ( –1 ) } x [ 2 ] = -4 1 . xn=ifft(Xm) % The discrete frequency components of Example 10. The instructions on how to use it.1. and following the instructions on the screen.0000+1.The Discrete Fourier Transform (DFT) 1 .0000i To use Excel for the computation of the DFT. we let WN = e j2 π – -------N (10.1.15) Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 10−5 . With Excel’s Fourier Analysis Tool.0000 1.0000i Xm = [6 −1−j 0 −1+j].0000i 0 -1. we use the fft(x) function to compute the DFT. it can installed it by clicking Add−Ins on the Tools drop menu.2 % Compute the Inverse FFT xn = 1.

1.16) Henceforth. we select Data Analysis and from it. the DFT pair will be denoted as X[m] = N–1 ∑ x ( n ) WN mn (10. Fourth Edition Copyright © Orchard Publications .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 10.1 and are entered in cells A11 through A14 From the Tools drop down menu. 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.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 10.18) n=0 10−6 Signals and Systems with MATLAB Computing and Simulink Modeling. Using Excel to find the DFT and Inverse DFT and consequently WN = e –1 j2 π -------N (10.17) n=0 and 1N–1 –m n x [ n ] = --X ( m ) WN N ∑ (10. we select Inverse from the Fourier Analysis menu Input data are the same as in Example 10.

2f \t'.7 4.42 Now...7 3.2f \t'.7 4. magXm(2)).2f \t'. xn=[1 1.3 2.19) In Example 10..2f \t'. fprintf(' \n').41 magXm3 = magXm6 = magXm9 = magXm12 = magXm15 = 0.. we use Excel to plot the x [ n ] and X [ m ] values.. fprintf('magXm4 = %4. Then.5 2 2.4 4.07 magXm10 = 0. fprintf('magXm13 = %4.. we found that. magXm(3)). Fourth Edition Copyright © Orchard Publications 10−7 . fprintf('magXm5 = %4. fprintf(' \n').0 2.8].3 2. fprintf('magXm14 = %4..10 1... magXm(7)). magXm(9)). magXm(6)). fprintf('magXm6 = %4.2.. fprintf('magXm2 = %4. magXm(13)).2f \t'. However. fprintf('magXm8 = %4. fprintf('magXm9 = %4.2 2.8 3.2 3.19 0.6 3.07 magXm14 = 2.7 3 3.5 1.42 1.0 1. magXm(8)). fprintf('magXm15 = %4. fprintf(' \n').9 2.2 2.41 magXm7 = 0. fprintf('magXm1 = %4. in most applications we are interested in X [ m ] . that is. magXm(12)). Example 10. magXm(14))..3 Use MATLAB to compute the magnitude of the frequency components of the following discrete time function. Signals and Systems with MATLAB Computing and Simulink Modeling. magXm(11))..0 3. the correspondence between x [ n ] and X [ m ] will be denoted as x [n] ⇔ X [m] (10.8 3. magXm(1)). fprintf('magXm11 = %4. .1 4. magXm(10)).22 magXm2 = 11. use Excel to display the time and frequency values.. fprintf('magXm3 = %4.2f \t'.2f \t'. fprintf(' \n')..The Discrete Fourier Transform (DFT) Also.2f \t'.. magXm=abs(fft(xn))..4 4.2f \t'... fprintf('magXm10 = %4.6 3. magXm(15)) magXm1 = 46. the discrete frequency sequence X [ m ] is complex. fprintf(' \n').2f \t'.47 magXm13 = 0.2f \t'. the magnitude of X [ m ] ...22 magXm8 = 0.19 0..1. although the discrete time sequence x [ n ] is real.5 2. magXm(4)).70 magXm4 = 2.2f \t'. 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. These are shown in Figure 10... fprintf('magXm7 = %4.8 Solution: We compute the magnitude of the frequency spectrum with the MATLAB script below..5 1..2 3..2f \t'.9 2. fprintf('magXm12 = %4.2f \t'.2f \t'.47 magXm11 = 0. magXm(5)).1 4.03 magXm5 = 0.

42 15 1. the magnitude of the frequency components for the range 9 ≤ m ≤ 15 .2 3.5 14 0.03 .1 3.0 2.3 3 2.3 46.70 represents the DC component. for a N = 16 −point DFT.03 2.41 0.10 Figure 10. Figure 10.41 1. the first value X [ 0 ] = 46.42 0.2.19 2. We observe that after the X [ 8 ] = 0.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 1.6 3.2 12 0.22 13 2.70 |X(m)| 11.6 11 1.4 2.7 8 0.2.42 3 2.47 8 4. only N ⁄ 2 of the frequency components of X [ m ] are unique. 10−8 Signals and Systems with MATLAB Computing and Simulink Modeling.47 10 3.8 2.47 1.9 2.1 7 0.7 4.0 5 1.5 1 11.07 0.9 13 2. are the mirror image of the components in the range 1 ≤ m ≤ 7 .19 6 3.47 0.10 9 4.3 shows typical discrete time and frequency magnitude waveforms.22 5 3. This is not a coincidence.10 value.2 9 0.0 H I J 4.07 0.0 0 46.19 12 3.07 7 4.22 0.7 3.42 11.8 3.2 2. Plots of x [ n ] and X [ m ] values for Example 10.41 4 2. Fourth Edition Copyright © Orchard Publications 0. it is a fact that if x [ n ] is an N −point real discrete time function.3 On the plot of X [ m ] in Figure 10.70 1 1.03 E F G x(n) 4.7 4 0.8 10 0.22 0.07 11 3.19 0.0 2 0.03 2 2.8 15 11.5 1.41 14 2.5 1.0 1.4 6 0.

3.22) (10.21) (10.2 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. 10. we will examine the even and odd properties of the DFT.20) (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. x [ n ] and X [ m ] for a N = 16 −point DFT Next.23) Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications 10−9 .

For brevity. TABLE 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. Fourth Edition Copyright © Orchard Publications .25) 10. For instance.2 shows the even and odd properties of the DFT. Table 10.2 can be proved by methods similar to those that we have used for the continuous Fourier transform. this entry is proved. since the real part contains the cosine. Page 8−8.1 through 10.26) 10−10 Signals and Systems with MATLAB Computing and Simulink Modeling. 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. and we equate these with the real and imaginary parts of X [ m ] = X re [ m ] + jX im [ m ] . Now.3.3.3 Common Properties and Theorems of the DFT The most common properties and theorems of the DFT are presented in Subsections 10. showing the even and odd properties of the Fourier transform.1 Linearity D {X [m]} ax 1 [ n ] + bx 2 [ n ] + … ⇔ aX 1 [ m ] + bX 2 [ m ] + … (10. we developed Table 8-7.5 below. we will denote the DFT and Inverse DFT as follows: X[m] = and x[ n] = D{x [n]} –1 (10. and cos ( – m ) = cos m while sin ( – m ) = – sin m .24) (10. and the imaginary contains the sine function.3. 10.Chapter 10 The DFT and the FFT Algorithm In Chapter 8.

Common Properties and Theorems of the DFT where x 1 [ n ] ⇔ X 1 [ m ] . x 2 [ n ] ⇔ X 2 [ m ] . and a and b are arbitrary constants. 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 . 10. Taking the DFT of both sides of this relation. and from N – 1 to N + k – 1 respectively.3. µ = 0 . and when n = k . 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. Therefore.29) µ=0 µ=0 We must remember. we must change the lower and upper limits of the summation from 0 to k . To prove this.27) Proof: By definition. Fourth Edition Copyright © Orchard Publications 10−11 . we let n – k = µ . 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. Proof: The proof is readily obtained by using the definition of the DFT. Then. a phase shift of 2 π km ⁄ N radians is introduced as a result of the time shift. we obtain D{x[n – k]} N+k–1 = ∑ x [ n – k ] WN mn (10. we obtain Y [ m ] = WN X [ m ] = X [ m ] e km 2 π km – j -------------N – 2 π km = X [ m ] ∠----------------N (10. that although the magnitudes of the frequency components are not affected by the shift. let us consider the relation y [ n ] = x [ n – k ] .30) Since both X [ m ] and Y [ m ] are complex quantities.2 Time Shift x [ n – k ] ⇔ WN X [ m ] km (10. however.28) n=k Now. then n = k + µ .

k=0 D { x [ n ]∗ h [ n ] } N–1 = ∑ N–1 ∑ x[k]h[n – k] (10.32) 10.33) Proof: – kn D { WN x[ n]} N–1 = ∑ WN –k m x [ n ] WN mn N–1 = ∑ x [ n ] WN (m – k)n (10. interchanging the order of the indices n and k in the lower limit of the summation. we obtain 10−12 Signals and Systems with MATLAB Computing and Simulink Modeling.35) 10. Fourth Edition Copyright © Orchard Publications .3. we obtain – 2 π km Y [ m ] ∠ϕ = X [ m ] ∠θ ∠----------------N (10.37) n=0 k=0 Next. Therefore.3 Frequency Shift WN –k m x [ n ] ⇔ X [ m –k ] (10.Chapter 10 The DFT and the FFT Algorithm By substitution of these into (10.36) Proof: Since x [ n ]∗ h [ n ] = N–1 ∑ x[ n]h[n – k] WN mn then.31) and since Y [ m ] = X [ m ] .34) n=0 n=0 and we observe that the last term on the right side of (10.3.4 Time Convolution x [ n ]∗ h [ n ] ⇔ X [ m ] ⋅ H [ m ] (10. –k m D { WN x[n]} = X[m – k] (10. it follows that π km ϕ = θ–2 -------------N (10.37).30).34) is the same as D { x [ n ] } except that m is replaced with m – k . and also changing the range of summation from N – 1 to N + k – 1 for the bracketed term on the right side of (10.

39) and by substitution into (10. The highest frequency allowed by the pre−sampling filter is referred to as the Nyquist frequency.41) k=0 Proof: The proof is obtained by taking the Inverse DFT. then f ( t ) can be completely recovered from its sampled values. to ensure that the highest frequency allowed into the system. this signal must be sampled at 2 × 18 KHz = 36 KHz or higher so that it can be completed specified by its sampled values.38) k=0 n=k Now. A typical digital signal processing system contains a low−pass analog filter. also known as Shannon’s Sampling Theorem. from the time shifting theorem. and it is denoted as f n .40) k=0 10. will be equal or less the sampling rate so that the signal can be recovered. N+k–1 ∑ n=k h [ n – k ] WN = WN H [ m ] kn kn (10. changing the order of the summation. if the sampling frequency if equal to or greater than 2W . 10. i. this signal cannot be recovered by any digital− to−analog converter. 36 KHz . and letting m – k = µ .3.e.4 The Sampling Theorem The sampling theorem.X [ m ]∗ Y [ m ] N (10. states that if a continuous time function f ( t ) is band−limited with its highest frequency component less than W . For example. D { x [ n ]∗ h [ n ] } N–1 = ∑ x [ k ] [ WN kn ] H[m] = X[k] ⋅ H[m] = X[m] ⋅ H[m] (10. If the sampled frequency remains the same.The Sampling Theorem D { x [ n ]∗ h [ n ] } N–1 = ∑ x[k] ∑ N+k–1 h [ n – k ] WN kn (10. and the highest frequency of this signal is increased to. Signals and Systems with MATLAB Computing and Simulink Modeling.38).. Fourth Edition Copyright © Orchard Publications 10−13 . often called pre−sampling filter.5 Frequency Convolution 1 x [ n ] ⋅ y [ n ] ⇔ --N N–1 ∑ X[k]Y[m – k]= 1 --. say 25 KHz . if we assume that the highest frequency component in a signal is 18 KHz .

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

Compute the sampling frequency f s d.4. and it is sampled at 1024 equally spaced points.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. Fourth Edition Copyright © Orchard Publications 10−15 . c. b. Intervals between samples and periods in discrete time and frequency domains Example 10.125 millisecond. It is assumed that with this number of samples. Compute the interval between frequency components in KHz . a. Compute the period of the frequency spectrum in KHz . the sampling theorem is satisfied and thus there will be no aliasing. 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.

2 MHz –6 tt 0.= -----------------------.= 20.= 8 kHz t f = ---1024 N c.= 8. the sampling frequency is 50 KHz . that is. N = 1024 .e. Therefore.122 × 10 b. the time between successive time components is –3 Tt × 10 .125 ms and N = 1024 points .. the Nyquist frequency must be equal or less than half the sampling frequency. 1 .= 8192 kHz ≈ 8. the period Tf of the frequency spectrum is 1 1 T f = -.× 8.Chapter 10 The DFT and the FFT Algorithm Solution: For this example.44) n=0 10−16 Signals and Systems with MATLAB Computing and Simulink Modeling. let us expand the N −point DFT defined as X[m] = N–1 ∑ x [ n ] WN mn (10. and 1024 samples are taken. The time required to compute the entire DFT would be 1024 samples t = --------------------------------------------------------------------------.122 × 10 d.125 t t = ---1024 N Then.1 MHz f n ≤ -2 2 10.= 0.122 µ s ----------------------------.48 ms 3 50 × 10 samples per sec ond (10.2 MHz ≤ 4.fs ≤ 1 -.= 0. i. the sampling frequency f s is 1 1 f s = -.= ----------------------------.= ----------------------------. the interval t f between frequency components is Tf 8192 kHz .2 MHz –6 tt 0. T t = 0. a.43) To compute the number of operations required to complete this task.5 Number of Operations Required to Compute the DFT Let us consider a signal whose highest (Nyquist) frequency is 18 KHz . Fourth Edition Copyright © Orchard Publications .

and it is very well documented. 2 2 Fortunately. If we assume that x [ n ] is real.46) Since W N is a complex number. and these would have to be completed within 20.The Fast Fourier Transform (FFT) Then. that is. we would require 2N × N ⁄ 2 = N complex operations to compute the entire frequency spectrum. 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. Therefore. This algorithm is the subject of the next section. many of the W N terms in (10.47) and the additional properties of W N in (10. Fourth Edition Copyright © Orchard Publications 10−17 . 2N complex arithmetic operations are required to compute any frequency component of X [ k ] . such as the one with 18 KHz signal. we will be making extensive use of the complex rotating vector WN = e π – j2 -------N (10. because of some symmetry properties. Although the means of doing this task may be possible with today’s technology. Thus.48 ms as we found in (10.45) (N – 1) 2 + x [ 2 ] WN π –j 2 ----.48) below.43). the number of complex operations can be reduced considerably. for an N = 1024 −point 2 DFT.45) are unity. Signals and Systems with MATLAB Computing and Simulink Modeling. 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.(0) N 2(N – 1) + … + x [ N – 1 ] WN and it is worth remembering that 0 WN i = e = 1 (10. we would require N = 1024 = 1048576 complex operations. Moreover. then only N ⁄ 2 of the | X [ m ] components are unique. the computation of any frequency component X [ k ] . it seems impractical.6 The Fast Fourier Transform (FFT) In this section. 10.

where the matrix W N in (10. Fourth Edition Copyright © Orchard Publications .51) contains only two non-zero terms.50) The algorithm that was developed by Cooley and Tukey. is based on matrix decomposition methods. the vector X [ m ] is obtained from k 10−18 Signals and Systems with MATLAB Computing and Simulink Modeling.45) in matrix form as shown in (10. 1.50) is factored into L smaller matrices.49) This is a complex Vandermonde matrix and it is expressed in a more compact form as X [ m ] = WN ⋅ x [ n ] (10. L Each row of the matrices on the right side of (10.51) where L is chosen as L = log 2 N or N = 2 .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. unity and W N . WN = W1 ⋅ W2 ⋅ … ⋅ WL (10.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. 2. … = 1 ⋅ WN = WN r r = e = e = e –j π N⁄4 –j π ⁄ 2 3N ⁄ 4 = e = e – j3 π ⁄ 2 (10. 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) below. Then. that is.

5 64 256 1024 4096 16384 65536 262144 1048576 4194304 A plethora of FFT algorithms has been developed and published. and other reductions. then on [ W L – 2 ] . However. 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 0.3 to compare the percentage of computations achieved by the use of FFT versus the DFT.52) The FFT computation begins with matrix W L in (10. It appears that the entire computation would require NL = N log 2 N complex multiplications. W N 0 2 N⁄2 = –1 . Fourth Edition Copyright © Orchard Publications 10−19 .52). Since there are N components on x [ n ] .5 3. until the entire computation is completed. is obtained by one multiplication and one addition. Decimation in Frequency Signals and Systems with MATLAB Computing and Simulink Modeling. Under those assumptions. we construct Table 10.5 25 15. They are divided into two main categories: Category I a.1 1. and so on.4 5. Decimation in Time b. and also N log 2 N additions for a total of 2N log 2 N arithmetic operations.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.The Fast Fourier Transform (FFT) X [ m ] = W1 ⋅ W2 ⋅ … ⋅ WL ⋅ x [ n ] (10. This is because there are only two non−zero elements on a given row. it is estimated that only about half of these. there will be N complex additions and N complex multiplications. TABLE 10. since W N = 1 . that is. This new vector is then operated on by the [ W L – 1 ] matrix. This matrix operates on vector x [ n ] producing a new vector.6 9. and one of these elements is unity.

If the DFT algorithm is developed in terms of the direct DFT of (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. In the latter case. it is referred to as decimation in frequency. Fourth Edition Copyright © Orchard Publications .54) n=0 We observe that (10.Chapter 10 The DFT and the FFT Algorithm Category II a.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. it is referred to as decimation in time.54).53). and the multiplication by the factor 1 ⁄ N can be done either at the input or output. the vector –1 WN = e 2π – j ----N is replaced by its complex conjugate –1 WN = 2π j ----e N that is. we need to refer to the DFT and Inverse DFT definitions. In−Place b. the sine terms are reversed in sign.53) and n=0 1N–1 –m n X [ m ] WN x [ n ] = --N ∑ (10. TABLE 10. Natural Input−Output (Double−Memory Technique) To define Category I. X [m] = N–1 ∑ x [ n ] WN mn (10.be re−ordered.53) and (10.54) differ only by the factor 1 ⁄ N . and the replacement of W N with W N . They are repeated below for convenience. The Category II algorithm schemes are described in the Table 10. and if it is developed in terms of the Inverse DFT of (10.4 along with their advantages and disadvantages.

2. 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 (10.56) for n = 0.2 N WN ⁄ 2 = = e = WN 2 (10.58) For an 8 −point DFT. and 3 and recalling that W N = 1 . In other words. respectively.The Fast Fourier Transform (FFT) Now.57) where n=0 2π – j ---------N e ⁄2 n=0 π –j 2 ----. 2. we can decompose the sequence f [ n ] into two subsequences. N = 8 .59) + f [ 5 ] WN 5m + f [ 6 ] WN + f [ 7 ] WN 0 Expanding (10. and f odd [ n ] which contains the odd components. Consider the discrete time sequence f [ n ] .55) We assume that N is a power of 2 and thus. 1.56) 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. we will explain how the unnatural order occurs and how it can be re−ordered. we obtain Signals and Systems with MATLAB Computing and Simulink Modeling. F even [ m ] = N⁄2–1 ∑ f even [ n ] W N ⁄ 2 = mn N⁄2–1 ∑ f [ 2n ] W N ⁄ 2 mn (10. Fourth Edition Copyright © Orchard Publications 10−21 . its DFT is found from F[m] = N–1 ∑ f [ n ] WN n=0 mn (10.55) for n = 1. … N ⁄ 2 – 1 Each of these subsequences has a length of N ⁄ 2 and thus. Then. 1. 2. we choose these as f even [ n ] = f [ 2n ] and f odd [ n ] = f [ 2n + 1 ] for n = 0. it is divisible by 2 . …. 3. f even [ n ] which contains the even components. Expanding (10. their DFTs are.

59). 2. 2.61) by W N . f [ 4 ] } and { f [ 2 ].64) (10. Then.4 N = WN 4 (10. and N = 8 . 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. and using the relation WN ⁄ 4 = e 2π – j ---------N⁄4 =e π –j 2 ----.61). f [ 2 ].59).60) and (10. f [ 4 ]. 1. 7 . we observe that F [ m ] = F even [ m ] + W N F odd [ m ] m (10.60) + f [ 4 ] WN + f [ 6 ] WN 0 Expanding also (10. Fourth Edition Copyright © Orchard Publications .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. (10. and 3 and using W N = 1 .60) and (10. 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. we decompose { f [ 0 ]. Continuing the process. 3. …. Denoting their DFTs as F even1 [ m ] and F even2 [ m ] . (10.62). 1 .65) (10.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. and f [ 6 ] } into { f [ 0 ].63) for n = 1.57) for n = 0.66) for n = 0. 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. These are sequences of length N ⁄ 4 = 2 . f [ 6 ] } . WN = W8 = m 2π – j ----e N = e 2π – j ----8 Multiplying both sides of (10.

60).The Fast Fourier Transform (FFT) The sequences of (10. Signal flow graph of a decimation in time.66) into (10.65) and (10. where the input is shuffled in accordance with the above procedure. 1.5 shows the signal flow graph of a decimation in time. This is often referred to as a butterfly operation.65) and (10. for N = 8 Signals and Systems with MATLAB Computing and Simulink Modeling.66) cannot be decomposed further.68) for N = 8 . this procedure can be extended for any N that is divisible by 2. 2.67) Likewise. …. yields F even [ m ] = F even1 [ m ] + W N 2m F even2 [ m ] (10. in-place FFT algorithm. Fourth Edition Copyright © Orchard Publications 10−23 . in−place FFT algorithm for N = 8 . 7 is obtained by one multiplication and one addition. then. Figure 10. 7 m (10. The subscript N in W has been omitted for clarity. Substitution of (10. 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. Of course. 3. for n = 1. F odd [ m ] can be decomposed into DFTs of length 2. 2.5. …. They justify the statement made earlier. F [ m ] can be computed from F ( m ) = F even ( m ) + W N F odd ( m ) m = 0. that each computation produces a vector where each component of this vector.

5.5.5. C – 1 ] Dash line where 0 ≤ R ≤ 7 . N ⁄ 2 . indicated as Y ( R. C ) . Fourth Edition Copyright © Orchard Publications + W Y [ Rj .69) with the signal flow graph of Figure 10. 0 ≤ C ≤ 3 . C – 1 ] Solid line m m (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. the output of the node associated with row R and column C . The N ⁄ 4 . compute the spectral component X [ 3 ] in terms of the inputs x [ i ] and vectors W . Using (10. and N −point FFTs are in Columns 1 . C ] = Y [ Ri . . are shown in Table 10.69) with the following example. the input x [ n ] appears in Column 0 . Then.Chapter 10 The DFT and the FFT Algorithm In the signal flow graph of Figure 10. and 3 respectively. j Solution: The N ⁄ 4 −point FFT appears in Column 1. and the exponent m in W The binary input words and the bit−reversed words applicable to the this signal flow graph. Example 10.69) is indicated on the signal flow graph.69) we obtain: 10−24 Signals and Systems with MATLAB Computing and Simulink Modeling. 2 . TABLE 10. is found from Y [ R. In simplified form.5 Binary words for the signal flow graph of Figure 10.5 Using (10.

2 ] = Y [ 0. 0 ] 0 4 0 0 4 4 0 0 4 4 0 0 4 4 0 0 (10. 1 ] + W Y [ 3. 2 ] Y [ 4. 1 ] + W Y [ 7. 1 ] Y [ 3. 0 ] Y [ 5. 3 ] = Y [ 3. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6. 2 ] + W Y [ 6. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 1 ] + W Y [ 2. 0 ] + W Y [ 5. 0 ] Y [ 6. 0 ] Y [ 3. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. Fourth Edition Copyright © Orchard Publications 10−25 . 2 ] = Y [ 5. 2 ] 7 6 5 4 3 2 1 0 (10. 3 ] = Y [ 3.69) we obtain: Y [ 0. 2 ] = Y [ 5. 0 ] + W Y [ 7.The Fast Fourier Transform (FFT) Y [ 0. 0 ] + W Y [ 5. 3 ] = Y [ 0. 2 ] + W Y [ 4. 2 ] Y [ 5. 1 ] Y [ 5. 1 ] + W Y [ 2. 1 ] Y [ 6. Using (10. 2 ] = Y [ 1. 2 ] Y [ 2. where Y [ 0. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 0 ] + W Y [ 3. 0 ] Y [ 7. 0 ] + W Y [ 3. 1 ] 6 4 2 0 6 4 2 0 (10. 0 ] Y [ 1. 1 ] Y [ 7. 3 ] = Y [ 1.71) The N −point FFT appears at the outputs of Column 3. 0 ] Y [ 4. 2 ] + W Y [ 5. 2 ] Y [ 3. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6. 2 ] Y [ 7. 1 ] + W Y[ 7. 2 ] + W Y [ 7. 1 ] + W Y [ 6. 0 ] + W Y [ 1. 2 ] = Y [ 4. 3 ] = Y [ 0.70) The N ⁄ 2 −point FFT appears in Column 2. 3 ] = Y [ 2. 1 ] + W Y [ 6. 2 ] + W Y [ 5. 3 ] = Y [ 2. 3 ] = Y [ 1. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 0 ] + W Y [ 7. 1 ] Y [ 4. 2 ] + W Y [ 6. 2 ] + W Y [ 4. 2 ] = Y [ 1.72) Signals and Systems with MATLAB Computing and Simulink Modeling. 2 ] + W Y [ 7. 0 ] Y [ 2. 2 ] = Y [ 4. 1 ] Y [ 2. 2 ] = Y [ 0. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 0 ] + W Y [ 1. 2 ] Y [ 1. 1 ] Y [ 1. 1 ] + W Y [ 3. 2 ] Y[ 6.

0 ] Y [ 3. 0 ] + W 7 9 10 3 4 6 Y [ 3. 0 ] + W Y [ 1. 3 ] = Y [ 3. 2 ] + W Y [ 7.71). 0 ] = x [ 5 ] Y [ 3.74) (10. 0 ] = x [ 6 ] Y [ 4. 0 ] (10. 2 ] = Y [ 1. from (10. 1 ] + W Y [ 7. 2 ] = Y [ 5. 0 ] Y [ 5. 1 ] Y [ 7. 1 ] Y [ 1.71) and Finally. 0 ] + W Y [ 2. 0 ] + W Y [ 4. 0 ] = x [ 7 ] and Therefore. 0 ] ) } = Y [ 0. we obtain Y [ 3. we obtain Y [ 3. 1 ] + W { Y [ 5. we express (10. 0 ] + W Y [ 6. we observe that Y [ 0. 0 ] + W Y [ 4. 0 ] = x [ 0 ] Y [ 1. 0 ] = x [ 1 ] Y [ 2.Chapter 10 The DFT and the FFT Algorithm With the equations of (10. and (10.5. 0 ] } + W { ( Y [ 4. 1 ] + W Y [ 3 . 2 ] 3 (10. 0 ] = x [ 4 ] Y [ 5. 0 ] + W Y [ 5. 0 ] Y [ 7. 0 ] + W Y [ 5. 1 ] } = Y [ 0. 2 ] + W Y [ 7. 1 ] + W Y [ 3. with reference to the signal flow chart of Figure 10. 0 ] ) + W ( Y [ 6.70).73) (10. 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 ] = x [ 3 ] Y[ 7.72). 0 ] + W Y [ 5 .76) and making these substitutions into (10. 0 ] + W Y [ 3. from (10. 0 ] + W Y [ 7 .73). 0 ] + W Y [ 3 . 1 ] = Y [ 4. Fourth Edition Copyright © Orchard Publications . 0 ] + W Y [ 2. 3 ] = Y [ 0. 0 ] + W Y [ 3.72). 0 ] + W Y [ 1. (10. 3 ] = X [ 3 ] 10−26 Signals and Systems with MATLAB Computing and Simulink Modeling.77) as Y [ 3. 1 ] + W Y [ 7. then. 0 ] + W Y [ 6. 0 ] + W { Y [ 2. 0 ] + W Y [ 1 .5 and the fourth of the equations in (10. 0 ] + W Y [ 1.77) From the signal flow graph of Figure 10. 0 ] = x [ 2 ] Y[ 6.75) Also.70) Y [ 3. 0 ] + W 13 Y [ 7. 1 ] = Y [ 6. we can determine any of the 8 spectral components. Our example calls for X [ 3 ] . 1 ] = Y [ 2. 0 ] 4 4 4 4 6 6 (10. 0 ] + W Y [ 7. 0 ] + W Y [ 5. 1 ] = Y [ 0. 2 ] = Y [ 1. X [ 3 ] = Y [ 3. 3 ] = Y [ 3. 0 ] + W Y [ 7.

X[m] = N–1 ∑ x ( n ) WN n=0 6 mn For m = 3 and n = 0. shuffled output. 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. Signals and Systems with MATLAB Computing and Simulink Modeling.79) and from (10. The signal flow graph of Figure 10. or natural input. W 12 = W .80) We observe that (10. natural output algorithm.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 (10.79). …. Fourth Edition Copyright © Orchard Publications 10−27 . and decimation in frequency algorithms. W kN + r = W Now. represents a shuffled input. and k = 1 . natural output. 2.78). 4 W 15 =W . These combinations occur in both decimation in time.80) is the same as (10. Then. Others are natural input. 1. with N = 8 . we obtain kN = 8 . that is. 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. 7 W 18 =W 10 and W 21 = W 13 and by substitution into (10. 7 .17).5.78) 13 + x [7]W We will verify that this expression is correct by the use of the direct DFT of (10.48).

…. 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. that is. …. • The term e –( j2 π ) ⁄ N is a rotating vector. N – 1 . …. 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. and the ifft(x) function to compute the Inverse DFT. N – 1 • We can use the fft(x) function to compute the DFT.Chapter 10 The DFT and the FFT Algorithm 10. 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. WN = e π – j2 -------N and consequently WN = e –1 j2 π -------N Accordingly. N – 1 . 2. …. the discrete frequency transform X [ m ] is complex. • 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 = 0.7 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. 1. the DFT pair is normally denoted as 10−28 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications . 1. • In general. 2. and m = 0. 1. 1.

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.X [ m ]∗ Y [ m ] N k=0 Signals and Systems with MATLAB Computing and Simulink Modeling. • The discrete time and frequency functions are defined as even or odd. • 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.2. Fourth Edition Copyright © Orchard Publications 10−29 . 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 Category II FFT algorithms are classified either as in-place or natural input−output. otherwise. the sequence will be terminated abruptly producing the effect of leakage lines and goes undetected. to ensure that the highest frequency allowed into the system. However. thereby changing the period. FFT algorithm. the picket-fence effect is produced. • 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. Fourth Edition Copyright © Orchard Publications . • If a signal is not band-limited. then f ( t ) can be completely recovered from its sampled values. whereas decimation in frequency implies that the DFT is developed in terms of the Inverse DFT. The highest frequency allowed by the presampling filter is referred to as the Nyquist frequency. will be equal or less the sampling rate so that the signal can be recovered. signal will overlap each another and this condition is called aliasing. 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. Natural input−output refers to the process where the output appears in same (natural) order as the input. and it is denoted as f n . the spectral components of the • If a discrete time signal has an infinite length. or if the sampling rate is too low. by multiplying it by a window function. and decimation in frequency algorithms. also known as Shannon’s Sampling Theorem. we can terminate the signal at a desired finite number of terms. often called pre-sam- pling filter. This effect can be alleviated by adding zeros at the end of the discrete signal. and in others the input is natural and the output is shuffled. These combinations occur in both decimation in time. • A typical digital signal processing system contains a low-pass analog filter. states that if a continuous time function f ( t ) is band-limited with its highest frequency component less than W . • The FFT algorithms are usually shown in a signal flow graph. In some signal flow graphs the 10−30 Signals and Systems with MATLAB Computing and Simulink Modeling. which in turn changes the location of the spectral lines.Chapter 10 The DFT and the FFT Algorithm • The sampling theorem. Decimation in time implies that DFT algorithm is developed in terms of the direct DFT. we must choose a suitable window function. if the sampling frequency if equal to or greater than 2W . input is shuffled and the output is natural.

The second equation is Y sol ( R. Verify that this is the same as that found in Example 10. compute the frequency component X [ 3 ] . C – 1 ) and it is used with the nodes where two dashed lines terminate on them. shuffled−output type FFT algorithm. 3. 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. natural input. natural−input. C – 1 ) – Y sol ( R j . The first is Y dash ( R.69). There are two equations that relate successive columns. Using this graph and relation (10. C ) = Y dash ( R i . Prove that π kn -{X [m – k] + X [m + k]} -----------.5.8 Exercises 1. C – 1 ) + Y dash ( R j . The signal flow graph below is a decimation in frequency. x [ n ] sin 2 N 1 j2 4.⇔ ---b. shuffled output type FFT algorithm. The signal flow below is a decimation in time. x [ 2 ] = x [ 3 ] = – 1 2. C – 1 ) ] m Signals and Systems with MATLAB Computing and Simulink Modeling. x [ n ] cos 2 N 1 2 π kn -{X [m – k] + X [m + k]} -----------. C ) = W [ Y sol ( R i .⇔ -a. Fourth Edition Copyright © Orchard Publications 10−31 . Compute the DFT of the sequence x [ 0 ] = x [ 1 ] = 1 . 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.Exercises 10.

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

0000 . Fourth Edition Copyright © Orchard Publications 10−33 . 2.0000i 0 2.– cos π + j sin π – cos -----.– cos 3 π + j sin 3 π – cos 3 ----.– 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 ----. 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 . 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.+ j sin 3 ----2 2 2 2 = 1 + 0 + j + 1 + 0 – 0 + j = 2 + j2 Check with MATLAB: fn=[1 1 −1 −1].Solutions to End−of−Chapter Exercises 10. 1. F[ m] = N–1 ∑ f ( n ) WN mn n=0 where N = 4 and f [ 0 ] = f [ 1 ] = 1 .– j sin ----. Then.2.+ j sin ----.0000i Signals and Systems with MATLAB Computing and Simulink Modeling. f [ 2 ] = f [ 3 ] = – 1 . Fm=fft(fn) Fm = 0 2.0000 + 2.

For this Exercise we use the script fn=[1 1 1 1 −1 −1 −1 −1]. fprintf('magXm1 = %4.2f \t'. fprintf('magXm3 = %4. magXm(6)).2f \t'.. magXm(8)) magXm0 = 0.23 The MATLAB stem command can be used to plot discrete sequence data. fprintf('magXm6 = %4. magXm(3)).00 magXm3 = 2.2f \t'. fprintf('magXm7 = %4. 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].2f \t'. fprintf('magXm4 = %4.2f \t'... Fourth Edition Copyright © Orchard Publications . magXm(5)). stem(abs(fft(fn))) and we obtain the plot below. fprintf('magXm0 = %4..2f \t'.. magXm(2)).. fprintf('magXm5 = %4. magXm=abs(fft(fn)).. 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. fprintf(' \n'). 1 2 π kn -{X [m – k] + X [m + k]} .00 magXm7 = 5. magXm(7)).Chapter 10 The DFT and the FFT Algorithm 2...⇔ -x [ n ] cos -----------2 N 1 2 π kn -{X [m – k] + X [m + k]} .16 magXm4 = 0.. fprintf('\n').⇔ ---x [ n ] sin -----------j2 N From the frequency shift property of the DFT WN –k m x [ n ] ⇔ X [ m – k ] (1) Then. fprintf('magXm2 = %4. magXm(1)).23 magXm2 = 0.16 magXm6 = 0.00 magXm5 = 2.00 magXm1 = 5.. 3.. magXm(4)).2f \t'.2f \t'.

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

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

1 ) Y [ 5. 1 ) ] 2 0 2 0 (2) Column 3 (C=3): Y ( 0. 3 ] = W N [ Y ( 4. 2 ) ] Y ( 2. Column 1 (C=1): Y ( 0. 1 ) + Y ( 3. 2 ] = W N [ Y ( 4. 2 ) = W N [ Y ( 1. 2 ) Y ( 3 . 1 ) = Y ( 0. 2 ) + Y ( 1. 1 ) Y ( 1. 0 ) – Y ( 7. 3 ] = Y ( 6.5. 2 ] = Y ( 5. 1 ) + Y ( 7. 0 ) ] Column 2 (C=2): Y ( 0. 2 ) ] F ( 3 ) = X ( 3 ) = Y ( 6. 2 ) ] Y [ 4. 2 ) = Y ( 1. 0 ) – Y ( 4. 2 ) – Y ( 3. 1 ) Y [ 6. 2 ) Y [ 5 . 2 ) ] Y [ 6. 2 ) – Y ( 1. 0 ) – Y ( 6. we will derive all equations as we did in Example 10. 2 ) – Y ( 7. 3 ) = Y ( 0. 2 ) = W N [ Y ( 0. 2 ) – Y ( 5. 1 ] = W N [ Y ( 1. 1 ] = W N [ Y ( 2. 0 ) ] (1) 0 1 2 3 Y [ 5. 3 ) = W N [ Y ( 0. 1 ) – Y ( 3. 1 ) ] Y [ 4. 1 ] = W N [ Y ( 3. 1 ) ] Y ( 3. 3 ) = W N [ Y ( 2. 0 ) + Y ( 7. 2 ) + Y ( 3. 0 ) + Y ( 6. 2 ] = W N [ Y ( 5. 3 ] = Y ( 4. 0 ) Y ( 1. 0 ) Y ( 2. 1 ) Y ( 2. 2 ) Y [ 7 . 0 ) Y [ 4. 1 ) + Y ( 6. 1 ) ] Y [ 7. 2 ) (4) 0 0 0 0 (3) Signals and Systems with MATLAB Computing and Simulink Modeling. 1 ] = W N [ Y ( 0. 1 ) – Y ( 7. 2 ) + Y ( 7. 3 ] = W N [ Y ( 6. 0 ) – Y ( 5.Solutions to End−of−Chapter Exercises We are asked to compute F ( 3 ) only. 2 ) = Y ( 0. 0 ) + Y ( 4. 1 ) – Y ( 6. 1 ) + Y ( 2. 3 ) = Y ( 6. 0 ) + Y ( 5. 1 ) – Y ( 2. 2 ) Y ( 1 . 2 ] = Y ( 4. 2 ) + Y ( 5. However. 0 ) ] Y [ 6. 2 ) + Y ( 7. 1 ) = Y ( 2. Fourth Edition Copyright © Orchard Publications 10−37 . 3 ) = Y ( 2. 0 ) ] Y [ 7. 0 ) Y ( 3. 1 ) = Y ( 3. 1 ) = Y ( 1.

100) linspace(1. x=[linspace(−2.−1.1. Fourth Edition Copyright © Orchard Publications .100)]. 0 ) ] Y [ 7. 1 ] = W N [ Y ( 2. 0 ) ] Y [ 6.y) and the FFT is produced with plot(x. 0 ) – Y ( 7. W 8 = W 8 . 1 ) – Y ( 6. 0 ) = x ( k ) . 0 ) + W N Y ( 1. 0 ) 0 – W N Y ( 4. 0 3 2 5 0) + 2 W N Y ( 6. (5) and (6) are the same. 0) (5) From Exercise 4. 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. 1 ] = W N [ Y ( 1. Therefore. 1 ) ] 0 and Y ( 7. 0 ) ] 3 2 1 0 and by substitution into (4) F ( 3 ) = X ( 3 ) = W N Y ( 0. we see that n 3 18 2 21 5 W 8 = – W 8 . 1 ) ] 2 From (1) Y [ 4. 1 ) – Y ( 7. 1 ] = W N [ Y ( 0.ifft(fft(y))) 10−38 Signals and Systems with MATLAB Computing and Simulink Modeling. The rectangular pulse is produced with the MATLAB script below.0. 0 ) – Y ( 6. 2 ) = W N [ Y ( 5. 0 ) – Y ( 5.100) linspace(−1. 0) + 5 W N Y ( 7. 0 ) – Y ( 4. 1 ] = W N [ Y ( 3.100) linspace(1. W 8 = – W 8 . 2 ) = W N [ Y ( 4. 0 ) – W N Y ( 3. and W 8 = W N .. W 8 6 2 9 5 8i + n 12 = W 8 and W 8 n 0 15 n±4 = – W 8 (see proof below).2.100)].Chapter 10 The DFT and the FFT Algorithm where Y ( 6..0. y=[linspace(0. 0 ) ] Y [ 5.. plot(x. 3 0 ) – W N Y ( 5. 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 ) – W N Y ( 2. W 8 = – W 8 .100) linspace(0.1. W 8 = – W 8 . fft(y)) The Inverse FFT is produced with plot(x.

5 1 1.50)].ifft(fft(y))) Signals and Systems with MATLAB Computing and Simulink Modeling.6 0. The triangular pulse is produced with the MATLAB script below. fft(y)) The Inverse FFT is produced with plot(x.5 -1 -0. its FFT. x=linspace(−1. y=[linspace(0.1.5 2 7.100). Fourth Edition Copyright © Orchard Publications 10−39 .4 0.8 0.0. 1 -1 100 50 0 -50 -100 -2 1. plot(x. and the Inverse FFT are shown below.2 1 0.2 -2 -1.1.y) and the FFT is produced with plot(x.50) linspace(1.5 0 1 -1 0 1 2 0 0.Solutions to End−of−Chapter Exercises The original rectangular pulse.2 0 -0.

its FFT.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. Fourth Edition Copyright © Orchard Publications . and the Inverse FFT are shown below.

The magnitude characteristics of Butterworth and Chebychev filters and conversion of analog to equivalent digital filters using the bilinear transformation is presented.1. transfer functions. It concludes with design examples using MATLAB® and Simulink® when applicable. is a computational process. They are classified as low−pass.1 Filter Types and Classifications Analog filters are defined over a continuous range of frequencies. 11. A digital filter. It has a constant magnitude response but is phase varies with frequency. in general. Fourth Edition Copyright © Orchard Publications 11−1 . and frequency response. we will see that practical filters can be designed to approximate these characteristics. high−pass. The ideal characteristics are not physically realizable. Signals and Systems with MATLAB Computing and Simulink Modeling. The ideal magnitude characteristics of each are shown in Figure 11. Magnitude characteristics of the types of filters Another. band−pass and band−elimination (stop−band).Chapter 11 Analog and Digital Filters T his chapter is an introduction to analog and digital filters. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. at the end of this chapter. Please refer to Exercise 4.1. 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. less frequently mentioned filter. Page 11−94. is the all−pass or phase shift filter. It begins with the basic analog filters.

a digital filter can perform functions as differentiation. is V out –1 θ = arg { G ( j ω ) } = arg ---------.2. Analog filter functions have been used extensively as prototype models for designing digital filters and. Basic low−pass RC network Application of the voltage division expression yields 1 ⁄ jωC V out = --------------------------.1 RC Low−Pass Filter The RC network shown in Figure 11. 11.2. therefore. integration. Passive filters consist of passive devices such as resistors. like an analog filter.2 Basic Analog Filters An analog filter can also be classified as passive or active.1) . etc.Chapter 11 Analog and Digital Filters Accordingly. it can filter out unwanted bands of frequency. We can find out whether a filter.2. 11.= -------------------------------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 (11.2 is a basic analog low−pass filter. is a low−pass. generally. R + V in − C + − V out Figure 11.2) and the phase angle. passive or active. high−pass. operational amplifiers with resistors and capacitors connected to them externally. We will derive expressions for its magnitude and phase. The procedure is illustrated in Subsections 11.V in R + 1 ⁄ jωC or V out –1 1 1 1 . Fourth Edition Copyright © Orchard Publications . capacitors and inductors. and. Active filters are. also known as the argument. of course.3) 11−2 Signals and Systems with MATLAB Computing and Simulink Modeling.∠– tan ( ω RC ) (11.= ------------------------------------------------------------------------= ----------------------G ( j ω ) = ---------.2.. we will present them first. = – tan ( ω RC ) V in (11.1 through 11.4 below. from its the frequency response that can be obtained from its transfer function. estimation.1) is V out 1 G ( j ω ) = ---------= -------------------------------2 2 2 V in 1+ω R C (11.

.Basic Analog Filters We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11.. as ω → 0 . Thus. semilogx(w. ω = – 1 ⁄ RC .707 and as ω → ∞ .5 0. G(jω) ≅ 0 We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω .*RC).. ω = 1 ⁄ RC . and ω → ∞ .. title('Magnitude Characteristics of basic RC low−pass filter'). magGjw=1.9 Magnitude of Vout/Vin 0.log scale -1 0 10 1 Figure 11. ω → – ∞ and ω → ∞ . ω = 1 ⁄ RC .6 0. RC=1. for convenience. we let RC = 1 .. w=0:0.4 Half-power point 10 -2 10 10 Frequency in rad/sec .02:10.8 0..magGjw). G ( j ω ) = 1 ⁄ 2 = 0./sqrt(1+w.3) at ω = 0 . θ ≅ – atan 0 ≅ 0 ° For ω = 1 ⁄ RC . Magnitude characteristics of the basic RC low−pass filter with RC = 1 We can also obtain a quick sketch for the phase angle. i. Fourth Edition Copyright © Orchard Publications 11−3 . This is shown in Figure 11.2) at ω = 0 .3. θ = – atan ( – 1 ) = 45 ° Signals and Systems with MATLAB Computing and Simulink Modeling. θ = arg { G ( j ω ) } versus ω by evaluating (11. ylabel('Magnitude of Vout/Vin'). G(jω) ≅ 1 for ω = 1 ⁄ RC . Thus.7 0.e. θ = – atan 1 = – 45 ° For ω = – 1 ⁄ RC .. grid Magnitude Characteristics of basic RC low-pass filter 1 0. As ω → 0 .3 where. xlabel('Frequency in rad/sec − log scale').

.. grid Phase Characteristics of basic RC low-pass filter 0 -10 Phase of Vout/Vin . 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.02:10. ylabel('Phase of Vout/Vin − degrees').2. w=0:0. RC=1...phaseGjw).5. θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB script below to plot the phase angle θ versus radian frequency ω .4. phaseGjw=−atan(w.degrees -20 -30 -40 -50 -60 -70 -80 -90 -2 10 -1 0 1 10 10 Frequency in rad/sec . Phase characteristics of the basic RC low−pass filter with RC = 1 11. + V in − C R + − V out Figure 11.Chapter 11 Analog and Digital Filters As ω → – ∞ . θ = – atan ( – ∞ ) = 90 ° and as ω → ∞ . We will derive expressions for its magnitude and phase. title('Phase Characteristics of basic RC low−pass filter').4 where. for convenience.5 is a basic analog high−pass filter./pi. Fourth Edition Copyright © Orchard Publications .*180.log scale 10 Figure 11. This is shown in Figure 11..*RC).. semilogx(w. xlabel('Frequency in rad/sec − log scale').2 RC High−Pass Filter The RC network shown in Figure 11. we let RC = 1 .

and ω → ∞ .= j ω RC + ω R C ω RC ( j + ω RC ) G ( j ω ) = ---------= -------------------------------------------------------------.4) is 1 G ( j ω ) = -------------------------------------------2 2 2 1 + 1 ⁄ (ω R C ) (11.4) The magnitude of (11. G(jω) ≅ 0 G ( j ω ) = 1 ⁄ 2 = 0.log scale 0 1 10 2 Figure 11.4 0.5) at ω = 0 . we let RC = 1 . is θ = arg { G ( j ω ) } = tan ( 1 ⁄ ( ω RC ) ) –1 (11. As ω → 0 .6.Basic Analog Filters 2 2 2 V out j ω RC . Fourth Edition Copyright © Orchard Publications 11−5 . This is shown in Figure 11. Thus. for convenience.5) and the phase angle or argument.∠ tan –1( 1 ⁄ ( ω RC ) ) --------------------------------------------------------------------------------------------.= -------------------------------------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 basic RC high-pass filter 1 Half−power point 0.6 0.6) We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11. ω = 1 ⁄ RC . and as ω → ∞ .= -------------------------------------------= ω 2 2 2 2 2 2 1+ω R C 1 + 1 ⁄ (ω R C ) 2 2 2 –1 (11.6 where. For ω = 1 ⁄ RC .707 G(jω) ≅ 1 We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω .2 0 -2 10 10 -1 10 10 Frequency in rad/sec .8 Magnitude of Vout/Vin 0. Magnitude characteristics of the basic RC high−pass filter with RC = 1 Signals and Systems with MATLAB Computing and Simulink Modeling.

This is shown in Figure 11. ω → – ∞ . Fourth Edition Copyright © Orchard Publications . w=0:0. θ = arg { G ( j ω ) } versus ω . by evaluating (11.. semilogx(w.*180.. As ω → 0 . θ = – atan ( – ∞ ) = 90 ° and as ω → ∞ . i. RC=1. semilogx(w.7 where. Phase characteristics of an RC high−pass filter with RC = 1 11−6 Signals and Systems with MATLAB Computing and Simulink Modeling.. grid Phase Characteristics of basic RC high-pass filter 90 80 Phase of Vout/Vin .. xlabel('Frequency in rad/sec − log scale')./(w. ω = 1 ⁄ RC .magGjw). phaseGjw=atan(1. θ ≅ – atan 0 ≅ 0 ° For ω = 1 ⁄ RC . θ = – atan 1 = – 45 ° For ω = – 1 ⁄ RC . xlabel('Frequency in rad/sec − log scale')./(w.. magGjw=1. ylabel('Phase of Vout/Vin − degrees').. title('Phase Characteristics of basic RC high−pass filter').phaseGjw). we let RC = 1 .log scale 10 Figure 11../pi.02:10. for convenience. ylabel('Magnitude of Vout/Vin').*RC))... θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB script below to plot the phase angle θ versus radian frequency ω ..e. title('Magnitude Characteristics of basic RC high−pass filter').*RC).^2).degrees 70 60 50 40 30 20 10 0 -2 10 -1 0 1 10 10 Frequency in rad/sec . and ω → ∞ . θ = – atan ( – 1 ) = 45 ° As ω → – ∞ . ω = – 1 ⁄ RC .7.02:100.. RC=1.6) at ω = 0 ../sqrt(1+1.Chapter 11 Analog and Digital Filters w=0:0. Thus.. grid We can also obtain a quick sketch for the phase angle.

2. grid The plot for the phase of (11. phaseGjw=angle(−j. grid (11./pi. for convenience..⋅ V in V out = ------------------------------------------jωL + 1 ⁄ jωC + R and thus V out R j ω RC –j ω ( R ⁄ L ) . w=0:0.. Signals and Systems with MATLAB Computing and Simulink Modeling. xlabel('Frequency in rad/sec − log scale').02:100.02:100. jωL 1 ⁄ jωC + V in − R + V out − Figure 11. ylabel('Magnitude of Vout/Vin'). * This is the same network as (a) in Exercise 7.8.^2−j. Chapter 4.*w. semilogx(w.magGjw). semilogx(w./(w.8 is a basic analog band−pass filter.. title('Magnitude Characteristics of basic RLC band−pass filter'). Basic band−pass RLC network Application of the voltage division expression yields R ...*w−1))..*w−1)).*180.= -----------------------------------------------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 (11.8) is shown in Figure 11..phaseGjw).7) simplifies to: –j ω G ( j ω ) = -------------------------2 ω – jω – 1 w=0:0. Page 4−22.8).Basic Analog Filters 11.7) There is no need to express relation (11. magGjw=abs(−j. We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω ....9 where.* We will derive expressions for its magnitude and phase. This is shown in Figure 11.*w. xlabel('Frequency in rad/sec − log scale').8) The plot for the magnitude of (11.. we let R = L = C = 1 . title('Phase Characteristics of basic RLC band−pass filter'). To plot the phase of (11. We will make use of the abs(x) and angle(x) MATLAB functions for the magnitude and phase plots.8) is shown in Figure 11. ylabel('Phase of Vout/Vin − degrees').3 RLC Band−Pass Filter The RLC network shown in Figure 11. and thus (11.10..7) in magnitude and phase form. Fourth Edition Copyright © Orchard Publications 11−7 .9./(w. we use the MATLAB script below.^2−j.

11 is a basic analog band−elimination filter.8 Magnitude of Vout/Vin 0.⋅ V in V out = ------------------------------------------jωL + 1 ⁄ jωC + R * This is the same network as (b) in Exercise 7.6 0.9.* We will derive expressions for its magnitude and phase. Phase characteristics of the basic RLC band−pass filter with R = L = C = 1 11. Application of the voltage division expression yields jωL + 1 ⁄ jωC . 11−8 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .log scale 0 1 10 2 Figure 11.log scale 0 1 10 2 Figure 11. Chapter 4.4 0. Page 4−22.2 0 -2 10 10 -1 10 10 Frequency in rad/sec .2.degrees 50 0 -50 -100 -2 10 10 -1 10 10 Frequency in rad/sec . 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 .4 RLC Band−Elimination Filter The RLC network shown in Figure 11.Chapter 11 Analog and Digital Filters Magnitude Characteristics of basic RLC band-pass filter 1 0. A band−elimination filter is also referred to as a band−stop filter or notch filter.10.

For convenience.. and thus (11. semilogx(w. w=0:0. grid 2 (11.4 0. semilogx(w.11. Fourth Edition Copyright © Orchard Publications 11−9 .^2−j.*180.10) The plot for the magnitude of (11.*w−1)). magG=abs((w../(w.9) There is no need to express relation (11. we will make use of the abs(x) and angle(x) MATLAB functions for the magnitude and phase plots.= ------------------------------------------------------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. phaseGjw=angle((w. As in the previous subsection./pi.^2−1). we let R = L = C = 1 .Basic Analog Filters + V in − R + jωL V out − 1 ⁄ jωC Figure 11.02:100.log scale 0 1 10 2 Figure 11.^2−1).10) is shown in Figure 11.9) simplifies to: ω –1 G ( j ω ) = -------------------------2 ω – jω – 1 w=0:0.phaseGjw)..6 0.= -----------------------------------------------. Magnitude Characteristics of basic RLC band-elimination filter 1 0.2 0 -2 10 10 -1 10 10 Frequency in rad/sec . Magnitude characteristics of the basic RLC band−elimination filter with R = L = C = 1 To plot the phase of (11. we use the MATLAB script below.*w−1)).12.^2−j.02:100. Signals and Systems with MATLAB Computing and Simulink Modeling.12.10). Basic band−elimination RLC network and thus 2 2 V out jωL + 1 ⁄ jωC – ω LC + 1 ω –1 . We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω .magG)./(w.9) in magnitude and phase form.8 Magnitude of Vout/Vin 0.

We will see later that. We will discuss the Butterworth. and at the end of this chapter. the square of the magnitude of a complex number can be expressed as that number and its complex conjugate. 11. using transformations. we can derive high−pass and the other types of filters from a basic low−pass filter.20.12) Now.Chapter 11 Analog and Digital Filters xlabel('Frequency in rad/sec − log scale'). if the magnitude is A ..3 Low−Pass Analog Filter Prototypes In this section.11) is justified. Thus. 11−10 Signals and Systems with MATLAB Computing and Simulink Modeling. and from it derive a G ( s ) function such that 2 A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω (11. Chebyshev Type II also known as Inverted Chebyshev. Chebyshev Type I. Page 4−15. and Cauer also known as elliptic filters. 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. Also. G ( j ω ) can be considered as G ( s ) evaluated at s = j ω . The first step in the design of an analog low−pass filter is to derive a suitable magnitude−squared function A ( ω ) . Chapter 4.. grid The plot for the phase of (11. since A is understood to represent the magnitude.11) Since ( j ω )∗ = ( – j ω ) . it needs not be enclosed in vertical lines.10) is shown in Figure 11.log scale 0 1 10 2 Figure 11. Examples of active low−pass filters are presented in Figure 4. Fourth Edition Copyright © Orchard Publications .. we will use the analog low−pass filter as a basis. and thus (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'). then A ( ω ) = G ( j ω ) = G ( j ω ) G∗ ( j ω ) = G ( j ω ) ⋅ G ( – j ω ) 2 (11. Phase Characteristics of basic RLC band-elimination filter 100 Phase of Vout/Vin .13.13. In the next section we introduce filter prototypes and use these as a basis for filter design. ylabel('Phase of Vout/Vin − degrees').

and proper rational functions* can satisfy (11. Once the magnitude−square function A ( ω ) is known.1 It is given that 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 2 Compute A ( ω ) .⋅ ------------------------. 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 . only even functions of ω . Signals and Systems with MATLAB Computing and Simulink Modeling.Low-Pass Analog Filter Prototypes Not all magnitude−squared functions can be decomposed to G ( s ) and G ( – s ) rational functions.13) where C is the DC gain. Example 11. positive for all ω . we can derive G ( s ) 2 from (11. 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. and k is a positive integer denoting the order of the filter.= 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. 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 (11.11) with the substitution ( j ω ) = – ω = s or ω = – s . a and b are constant coefficients.11). Fourth Edition Copyright © Orchard Publications 11−11 . 2 2 2 2 2 * It was stated earlier. that is.

is illustrated with the Example 11. we obtain 20log 10 A ( ω ) = 20log 10 B – 20log 10 ω = – 20klog 10 ω + 20log 10 B k (11. we say that they are separated by one decade. To compute the attenuation rate of (11. and intercept = B as shown in Figure 11. we say that these frequencies are separated by one octave.13) reduces to b0 2 A ( ω ) = ----------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 (11.15) and at high frequencies can be approximated as b0 ⁄ ak 2 A ( ω ) ≈ ------------2k ω (11.18) and multiplying by 20. In this case (11. Fourth Edition Copyright © Orchard Publications . To understand this.14. Then.17) If these frequencies are such that ω 2 = 2 ω 1 .20) or A ( ω ) dB = – 20klog 10 ω + 20log 10 B Relation (11.= Cons ---------------------k k k ω ω ω (11. The procedure of finding the transfer function G ( s ) from the magnitude−square function A ( ω ) .16).Chapter 11 Analog and Digital Filters G ( s ) ⋅ G ( –s ) = A ( ω ) 2 ω = –s 2 2 (11. the DC gain of the magnitude−square function is unity. let us review the definitions of octave and decade. Consider two frequencies u 1 and u 2 .19) (11.2 below.16) The attenuation rate of this approximation is 6k dB ⁄ octave or 20k dB ⁄ decade . 2 11−12 Signals and Systems with MATLAB Computing and Simulink Modeling. b0 ⁄ ak tan t = ----BA ( ω ) = ----------------.18) Taking the common log of both sides of (11.14) In the simplest low−pass filter.20) is is an equation of a straight line with slope = – 20k dB ⁄ decade . and let ω2 u 2 – u 1 = log 10 ω 2 – log 10 ω 1 = log 10 ----ω1 (11. we take the square root of both sides. and if ω 2 = 10 ω 1 .

21) derive a suitable transfer function G ( s ) Solution: From relation (11.14. Let K(s + 1) G ( s ) = -------------------------------(s + 2)(s + 3) 2 (11.22) This function has zeros at s = ± j1 . There is no restriction on the zeros but. Signals and Systems with MATLAB Computing and Simulink Modeling. From (11. * Generally. The – 20 dB ⁄ decade = – 6 dB ⁄ octave line Example 11. Stability is discussed in Feedback and Control Systems textbooks. Alternately. and poles at s = ± 2 and s = ± 3 .2 Given the magnitude−square function 2 16 ( – ω + 1 ) A ( ω ) = ----------------------------------------2 2 (ω + 4)(ω + 9) 2 (11. G ( s ) G ( –s ) = A ( ω ) 2 ω = –s 2 2 16 ( s + 1 ) = -------------------------------------------2 2 ( –s + 4 ) ( –s + 9 ) 2 (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 ) .21). we select the left−half s −plane poles.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. Fourth Edition Copyright © Orchard Publications 11−13 . We must also select the gain constant such that G ( 0 ) = A ( 0 ) . a system is said to be stable if a finite input produces a finite output.14). for stability*.

and 8 1 Magnitude A (square root of relation (11.5 Normalized Frequency (ratio of actual to cutoff) 3 Figure 11.24) for k = 1. 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. and for G ( 0 ) = A ( 0 ) we must have.5 1 1. and 8 . Figure 11.Chapter 11 Analog and Digital Filters A ( 0 ) = 16 ⁄ 36 = 4 ⁄ 9 2 or From (11. Butterworth Analog Low-Pass Filter characteristics for k=1.15.1 Butterworth Analog Low−Pass Filter Design In this subsection.6 0. 11−14 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .4 k=4 0. 2. or By substitution into (11.23).24) 0. Butterworth low−pass filter magnitude characteristics * The frequency response of the Butterworth filter is maximally flat (has no ripples) in the passband.24) where k is a positive integer.8 k=1 k=2 0. 4. When viewed on a logarithmic Bode plot.2 K=8 0 0 0. 4. the response slopes off linearly towards negative infinity.3. we will consider the Butterworth low−pass filter* whose magnitude−squared function is 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 (11. and ω C is the cutoff ( 3 dB ) frequency.15 is a plot of the relation (11. 2.5 2 2.23). and rolls off towards zero in the stopband.

ylabel('Magnitude A (square root of relation (11.26) With the substitution ω = – s . if k = odd .^16+1)). Signals and Systems with MATLAB Computing and Simulink Modeling. and 8').. and if k = even . 6 j0 6 0 + 2k π j ----------------- 6 1e = 1e k = 0.. 5 Thus. Fourth Edition Copyright © Orchard Publications 11−15 . Solution: With k = 3 and ω C = 1 rad ⁄ s ./(w_w0... … (11..w_w0.Low-Pass Analog Filter Prototypes The plot of Figure 11. s = 6 1 ∠0 ° and by DeMoivre’s theorem.24) simplifies to 2 1 A ( ω ) = --------------6 ω +1 (11. the poles are distributed in symmetry with respect to the j ω axis.w_w0.. grid All Butterworth filters have the property that all poles of the transfer functions that describes them. the poles start at zero radians... Aw2k4=sqrt(1. they start at 2 π ⁄ 2k . 1. we choose the left half−plane poles to form G ( s ) .Aw2k4.Aw2k1.27) Then. We can find the nth roots of a the complex number s by DeMoivre’s theorem. This theorem states that n re jθ = n re θ + 2k π j ----------------- n k = 0..Aw2k2./(w_w0. 2..24)').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 ./(w_w0. Aw2k2=sqrt(1.15 was created with the following MATLAB script: w_w0=0:0..Aw2k8). ± 1.. (11.. But regardless whether k is odd or even.25) Example 11. Aw2k1=sqrt(1../(w_w0. 2. 4. ± 2. with n = 6 . xlabel('Normalized Frequency (ratio of actual to cutoff)').^8+1)). For stability.^4+1)). (11. 4. Thus. plot(w_w0. 3.02:3. title('Butterworth Analog Low−Pass Filter characteristics for k=1. Aw2k8=sqrt(1. and they are 2 π ⁄ 2k radians apart.^2+1)).. lie on a circumference of a circle of radius ω C .26) becomes 2 2 1 G ( s ) ⋅ G ( – s ) = ----------------6 –s +1 (11.w_w0.

+ j -----.29) The gain K is found from A ( 0 ) = 1 or A ( 0 ) = 1 and G ( 0 ) = K . and s 5 . Im { s } s3 ¥ ¥2 ¥ s1 Re { s } s s4 ¥ ¥ s5 ¥s 6 Figure 11.– j -----2 2 3 1 -----s 3 = 1 ∠120 ° = – --+j 2 2 1 3 . K = 1 and 2 1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11.– j ----- 2 2 2 2 (11. 11−16 Signals and Systems with MATLAB Computing and Simulink Modeling.16. s 4 .28) simplifies to K G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11. Then. K G ( s ) = ---------------------------------------------------------------------------------3 3 1 1 s + -- - ( s + 1 ) s + -. 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.– j -----s 6 = 1 ∠300 ° = -2 2 As expected. Location of the poles for the transfer function of Example 11.28) We use MATLAB to express the denominator as a polynomial.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 . Thus.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 -. syms s.3 The transfer function G ( s ) is formed with the left half−plane poles s 3 . these six poles lie on the circumference of the circle with radius ω C = 1 as shown in Figure 11. Fourth Edition Copyright © Orchard Publications .16. (11.

6131259 3.6131259 1 5 1 3.Low-Pass Analog Filter Prototypes The general form of any analog low−pass (Butterworth.2360680 a0 1 1 1 1 1 We can also use the MATLAB buttap and zp2tf functions to derive the coefficients. 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.2360680 5.4 Use MATLAB to derive the numerator b and denominator a coefficients for the third−order Butterworth low−pass filter prototype with normalized cutoff frequency*. have been derived and tabulated by Weinberg in Network Analysis and Synthesis.p. McGraw−Hill. Chebyshev.0000 2. The zp2tf function performs the zero−pole to transfer function conversion. * Henceforth.31) The pole locations and the coefficients of the corresponding denominator polynomials.1. and gain for an Nth order normalized prototype Butterworth analog low−pass filter.p. The resulting filter has N poles around the unit circle in the left half plane.1442136 2.2360680 3. Elliptic.k) b = 0 a = 1. Fourth Edition Copyright © Orchard Publications 11−17 . Example 11. Solution: [z.0000 1.2360680 5. The buttap function returns the zeros. and no zeros. [b. 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 .a]=zp2tf(z.0000 We observe that the denominator coefficients are the same as in Table 11.4142136 3 1 2 2 4 2. Table 11.k]=buttap(3).1 Values for the coefficients a i in (11. etc.) filter is G(s) lp b0 = --------------------------------------------------------------k 2 ak s + … + a2 s + a1 s + a0 (11. TABLE 11.31) Coefficients of Denominator Polynomial for Butterworth Low-Pass Filters Order a5 a4 a3 a2 a1 1 2 1 1.0000 2.

4142s + 1 (s + 1)(s + s + 1) ( s + 0.2 lists the factored forms of the denominator polynomials in terms of linear and quadratic factors with normalized frequency ω C = 1 rad ⁄ s .+ j cos ---------------------- 2k 2k (11.2 can be derived from 1 G ( s ) = ---------------------------------------n–1 ( –1 ) n (11. and s i denotes the poles on the left half of the s −plane.3896s + 1 ) ( s + 1.6180s + 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. We can convert to the actual transfer function using the relation ω norm × s G ( s ) actual = G --------------------- ω actual and since.8022s + 1 ) ( s + 0.2465s + 1 ) ( s + 1.33) We must remember that the factors in Table 11. If ω C ≠ 1 .27) The equations shown in Table 11.4142s + 1 ) ( s + 1. TABLE 11. 11−18 Signals and Systems with MATLAB Computing and Simulink Modeling.9318s + 1 ) ( s + 1 ) ( s + 0.1110s + 1 ) ( s + 1.7654s + 1 ) ( s + 1.2 apply only when the cutoff frequency is normalized to ω C = 1 rad ⁄ s .Chapter 11 Analog and Digital Filters Table 11.4449s + 1 ) ( s + 1. Fourth Edition Copyright © Orchard Publications .6630s + 1 ) ( s + 1. They can be found from ( 2i + 1 )π ( 2i + 1 )π s i = ω C – sin ---------------------. usually ω norm = 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 + 1.8478s + 1 ) ( s + 1 ) ( s + 0.6180s + 1 ) ( s + 05176s + 1 ) ( s + 1.– 1 ∏ s i s where the factor ( – 1 ) is to ensure that G ( 0 ) = 1 . we must scale the transfer function appropriately.32) i=0 n -.

that is. we require that ω ≥ ω C . xlabel('Normalized Frequency (rads/sec) − log scale')./(w_w0. in the stop band of the low−pass filter..*log10(sqrt(1.. we replace s with s ⁄ ω actual Quite often.*log10(sqrt(1.*log10(sqrt(1.Low-Pass Analog Filter Prototypes s - G ( s ) actual = G -------------- ω actual (11./(w_w0.17 using the MATLAB script below.w_w0.34) that is. Fourth Edition Copyright © Orchard Publications 11−19 ./(w_w0. dBk5=20.*log10(sqrt(1./(w_w0.. w_w0=1:0.15. dBk6=20. dBk8=20.^2+1))).dBk3../(w_w0.dBk7. Page 11−14...^10+1))).^16+1))). i. Attenuation for different values of k Figure 11. ylabel ('Magnitude Response (dB)').w_w0.w_w0.^8+1))).^6+1))). dBk1=20.. As we have seen from the plots of Figure 11. the attenuation to be larger than – 20 dB ⁄ decade .....02:10.*log10(sqrt(1.*log10(sqrt(1. the Butterworth low−pass filter cutoff becomes sharper for larger values of k .dBk4. title('Magnitude Attenuation as a Function of Normalized Frequency').^14+1))).w_w0. dBk2=20. and so on.. 'XTick'. Signals and Systems with MATLAB Computing and Simulink Modeling..dBk5.. set(gca... Accordingly.e.. 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]). we generate the plot for different values of k shown in Figure 11.../(w_w0.w_w0.dBk2.dBk6..^12+1)))./(w_w0. we require a sharper cutoff. semilogx(w_w0.w_w0. dBk7=20..dBk8). w_w0.. dBk4=20.^4+1)))..dBk1.*log10(sqrt(1. for k = 2 the attenuation is – 40 dB ⁄ decade ./(w_w0.17...log scale 7 8 9 10 Figure 11.17 indicates that for k = 1 the attenuation is – 20 dB ⁄ decade . dBk3=20.*log10(sqrt(1.

+ 1 25 25 5 5 625 G ( s ) actual = -------------------------------------------------------------------------------------------------2 2 ( s + 3. from Table 11. Solution: We refer to Figure 11.650s + 625 (11. Since we require that the attenuation be at least – 30 dB . is 1 G ( s ) norm = ---------------------------------------------------------------------------------------2 2 ( s + 0. Accordingly. derive the transfer function of a Butterworth low− pass analog filter with pass band bandwidth of 5 rad ⁄ s . the Reference Data for Engineers Handbook provides the circuit of Figure 11. our objective is to learn how to design a circuit (passive or active). we replace s with s ⁄ 5 . we see that the vertical line at this value crosses the k = 3 curve at approximately – 28 dB .17 and at ω ⁄ ω C = 15 ⁄ 5 = 3 . McGraw−Hill Electronic Engineers’ Handbook. Some good references are: Electronic Filter Design Handbook.35) and since ω C = 5 rad ⁄ s . that will satisfy a transfer function such as the one above.5 Using the attenuation curves of Figure 11.2. and attenuation in the stop band at least 30 dB ⁄ decade for frequencies larger than 15 rad ⁄ s . we use the attenuation corresponding to the k = 4 curve.8478s ----. 11−20 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 G ( s ) actual = -----------------------------------------------------------------------------------------------2 2 s 0. Fink and Christiansen.+ -----------------.066s + 85. and the k = 4 curve at approximately – 37 dB .+ -----------------. McGraw−Hill Reference Data for Engineers Handbook.7654s + 1 ) ( s + 1.8270s + 25 ) ( s + 9.2390s + 25 ) 625 G ( s ) actual = ----------------------------------------------------------------------------------------------------------4 3 2 s + 13.+ 1 ----.17. Van Valkenburgh. both passive and active. Then.358s + 326. Fourth Edition Copyright © Orchard Publications . Fortunately. we choose a fourth−order Butterworth low−pass filter whose normalized transfer function.36) Of course.8478s + 1 ) (11. the work for us has been done by others who have developed analog filter prototypes.18 which is known as Second Order Voltage Controlled Voltage Source (VCVS) low−pass filter.Chapter 11 Analog and Digital Filters Example 11.7654s s 1. Howard Sams As an example. Williams and Taylor.

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 (11.18 is given as Kb ω C G ( s ) = ---------------------------------------2 2 s + a ωC s + b ωC 2 (11. the s−plane is all poles and no zeros. For a non-inverting positive gain K .41) R4 = K ( R1 + R2 ) From (11. is to factor it into two second−order transfer functions of the form of relation (11.40) (11.39) (11. where K is the gain.37) This is referred to as a second order all−pole* approximation to the ideal low−pass filter with cutoff frequency ω C .18. Signals and Systems with MATLAB Computing and Simulink Modeling. A practical method of obtaining a fourth order transfer function.Low-Pass Analog Filter Prototypes R3 R4 vout R1 R2 C1 C2 vin Figure 11.37). that is. the circuit of Figure 11. i. VCVS low−pass filter (Courtesy Reference Data for Engineers Handbook) The transfer function of the second order VCVS low−pass filter of Figure 11. A fourth-order all−pole low−pass filter transfer function is a ratio of a constant to a fourth degree polynomial. * The terminology “all−pole” stems from the fact that the s−plane contains poles only and the zeros are at ± ∞ . and the coefficients a and b are provided by tables.41).38) (11. we observe that K = 1 + R 4 ⁄ R 3 .18 satisfies the transfer function of (11. Fourth Edition Copyright © Orchard Publications 11−21 .e..40) and (11.

we substitute the appropriate values for the coefficients a and b from Table 11.42) respectively.84776 1. and we substitute these in relations (11.0000 0. Cascaded stages Table 11.0000 1.42) can be realized by a stage (circuit).76537 1.19. we select standard values for capacitors C 1 and C 2 for the circuit of Figure 11.37) and (11.3. Stage 1 Stage 2 vin vout Figure 11.42) Each factor in (11. we choose desired values for the gain K and cutoff frequency ω C .41) to find the values of the resistors R 1 through R 4 . the two stages can be cascaded as shown in Figure 11. TABLE 11.6 Design a second−order VCVS Butterworth low−pass filter with gain K = 2 and cutoff frequency f C = 1 KHz .Chapter 11 Analog and Digital Filters K1 b1 ωC K2 b2 ωC .⋅ -------------------------------------------G ( s ) = -------------------------------------------2 2 2 2 s + a1 ωC s + b1 ωC s + a2 ωC s + b2 ωC 2 2 (11.19.0000 1.18.3 lists the Butterworth low−pass coefficients for second and fourth−order designs.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. where a and b apply to the transfer functions of (11.38) through (11. Example 11. Fourth Edition Copyright © Orchard Publications . 11−22 Signals and Systems with MATLAB Computing and Simulink Modeling.41421 For a practical design of a second−order VCVS circuit. Then.

0f \t'.. magGw=20.01 µ F = 10 –8 F .*wc.R2). to find the values of the resistors.0f \t'.... wc=2*pi*fc.. we must select standard resistor values as close as possible to the calculated values.20. R3=68100... with capacitors C 1 = C 2 = 0.*wc.34) through (11.^2).magGw).6 K Ω ..*b. a = 1.18. a=sqrt(2). C2=C1.^2). It will be interesting to find out what the frequency response of this filter looks like.R3). C1=10^(−8).01 µ F and standard 1% tolerance resistors with values R 1 = 11. xlabel('Frequency Hz').0f \t'. title ('2nd Order Butterworth Low−Pass Filter Response').. since the circuit of a non− inverting op amp. R3=K*(R1+R2)/(K−1).R1). R 2 = 2 × R 1 = 22....1 K Ω . semilogx(f. b=1. We now substitute these values into the equations of (11.41).*log10(abs(Gw)). f=1:10:10^5.38) through (11. R4=K*(R1+R2). We do this with the following MATLAB script that produces the plot.. a=sqrt(2).*wc. We observe that the cutoff frequency occurs at about 1 KHz .3. R4=R3. R1=2/((a*C2+sqrt((a^2+4*b*(K−1))*C2^2−4*b*C1*C2))*wc). wc=2*pi*10^3. and we solve the first equation of this set for the cutoff frequency ω C . R2=1/(b*C1*C2*R1*wc^2). Signals and Systems with MATLAB Computing and Simulink Modeling. w=2*pi*f.37). fprintf('R3 = %6. fc=sqrt(1/(b*R1*R2*C1*C2))/(2*pi). s=w*j..R4) R1 = 11254 R2 = 22508 R3 = 67524 R4 = 67524 These are the calculated values but they are not standard resistor values. We substitute these values into (11. the attenuation beyond 1 KHz is at the rate of – 40 dB ⁄ decade since this is a second−order low−pass filter..41421 = 2 and b = 1 . From Table 11..Low-Pass Analog Filter Prototypes Solution: We will use the second order VCVS prototype op amp circuit of Figure 11. K=1+R3/R4. its DC gain is 2 and thus K dB = 20 log 10 ( 2 ) ≈ 6 . R1=11300.. Fourth Edition Copyright © Orchard Publications 11−23 ..*s+b. fprintf('R1 = %6.. fprintf(' \n')...0f \t'. ylabel('|Vout/Vin| (dB)').41).37)./(s.. fprintf('R4 = %6..38) through (11. As expected. K=2. Then. We use MATLAB to do the calculations as follows: C1=10^(−8). b=1.... grid The frequency response of this low−pass filter is shown in Figure 11. fprintf('R2 = %6. R2=22600.^2+a. C2=C1. and R 3 = R 4 = 68. with capacitance values C 1 = C2 = 0.. % and from (11... we use ω C with the transfer function of (11.3 K Ω . Gw=(K.. Also.

..den).22.phase]=bode(b. b. % Display in polynomial rational form. title('Butterworth 2nd Order Low−Pass Filter'). The frequency is displayed in rad ⁄ sec and the cutoff frequency normalized to 1 rad ⁄ s . We can also display the Bode plots with the frequency specified in Hz .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 ... den=[1 sqrt(2) 1].k]= buttap(2).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 11.01:4.k). [b..4142 1. 'Hz'). grid 0 1 The Bode plots are shown in Figure 11. grid The Bode plots with the frequency specified in Hz are shown in Figure 11...w).. [z.p...0000 1. The following script will produce the Bode magnitude and phase plots for a two−pole Butterworth low-pass filter.0000 num=[0 0 1].. Plot for the VCVS low−pass filter of Example 11. h=bodeplot(tf(num. % Specify a two−pole filter.a % Display b and a coefficients b = 0 a = 1. Fourth Edition Copyright © Orchard Publications ..20. setoptions(h.'FreqUnits'. This can be done with the MATLAB script below.a]=zp2tf(z. [mag. w=0:0.den)).p.21. We can also use the bode function to display both the (asymptotic) magnitude and phase plots. 11−24 Signals and Systems with MATLAB Computing and Simulink Modeling.a.. bode(num...

for example. Bode plots for example 11. See. when multiplied together and integrated over the domain of interest.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 property of orthogonality is usually applied to a class of functions that differ by one or more variables.6 using MATLAB’s bode function in Hz 11. the integral becomes zero.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. Dover Publications.21. Bode plots for example 11. These polynomials are derived from the equations * Two functions are said to be orthogonal if.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 Handbook of Mathematical Functions.3.22. Fourth Edition Copyright © Orchard Publications 11−25 .

49) * We recall that if x = cos y .46) (11. Fourth Edition Copyright © Orchard Publications . 4.43) (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. and 5 .45) (11. with k = 0 .48) and so on. 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 . 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. 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.Chapter 11 Analog and Digital Filters C k ( x ) = cos ( kcos x ) –1 ( x ≤ 1) x >1 (11.47) With k = 1 . and for k = odd . C k ( x ) = odd . then y = cos x . The curves representing these polynomials are shown in Figure 11.23. syms x. C k ( x ) = even . expand(cos(2*acos(x))) ans = 2*x^2-1 Using this iterated procedure we can show that with k = 3.44) and C k ( x ) = cos h ( kcosh x ) –1 From (11. –1 11−26 Signals and Systems with MATLAB Computing and Simulink Modeling.43). For example. we obtain C 0 ( x ) = cos ( 0cos x ) = 1 –1 (11. We observe that for k = even . Then. and cos y = x .

Chebyshev Chebyshev Type I low−pass filter for even and odd values of k . Chebyshev Type I polynomials In relation (11. k=0 through k=5 6 5 4 k=4 k=5 k=3 k=2 Ck(x) 3 2 1 0 -1 0.0 k=1 k=0 x Figure 11. the quantity ε is a parameter chosen to provide the desired pass−band ripple.Low-Pass Analog Filter Prototypes Type I Chebyshev Polynomials.0 1. 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 11.24. This is 2 Signals and Systems with MATLAB Computing and Simulink Modeling. The magnitude at ω = 0 is α when k = odd and it is α ⁄ 1 + ε when k = even .5 1. Fourth Edition Copyright © Orchard Publications 11−27 .0 0.49).23.5 2. the parameter α is a constant chosen to determine the desired DC gain.24 shows Chebyshev Type I magnitude frequency responses for k = 3 and k = 4 . This filter produces a sharp cutoff rate in the transition band. 2 Figure 11. and ω C is the cutoff frequency. the subscript k denotes both the degree of the Chebyshev Type I polynomial and the order of the transfer function.

e.51) where A max and A min are the maximum and minimum values respectively of the magnitude A in the pass−band interval.1 0. is defined as r dB A max A max .390 1.53) To find A min .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 0.0 k=2 1.707 i. From (11. 2 α A ( ω ) = -----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.4 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.Chapter 11 Analog and Digital Filters shown in Figure 11. Then. From (11. Fourth Edition Copyright © Orchard Publications .5 1. we observe that only when ε = 1 the magnitude at the cutoff frequency is 0. 2 2 2 A max = α 2 (11.093 1. But when 0 < ε < 1 .52) and A max occurs when ε C k ( ω ⁄ ω C ) = 0 . we must first confirm that 2 C k ( ω ⁄ ω C) ≤ 1 2 11−28 Signals and Systems with MATLAB Computing and Simulink Modeling.218 f3 dB ⁄ fc k=4 1.053 The pass−band ripple r in dB . TABLE 11.= 20log 10 ----------= 10log 10 ----------2 A min A min 2 (11.24.. the pass−band is the range over which the ripple oscillates with constant bounds.50) Stated in other words.50).213 1. Table 11. this is the range from DC to ω C . the same as in other types of filters.943 1. the cutoff frequency is greater than the conventional 3 dB cutoff frequency ω C . The cutoff frequency is the largest value of ω C for which 1 A ( ω C ) = ----------------2 1+ε (11.49).

45). However.= -------------=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. Fourth Edition Copyright © Orchard Publications 11−29 .53) and (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. there is a maximum at ω = 0 .43). This is because at ω = 0 . for unity gain when k = even .49) reduces to A (0) = α 2 (11. we must have α = 1 + ε .55) or or ε = 10 2 r dB ⁄ 10 –1 (11.57) 2 and for a unity gain. C k ( x ) = cos ( kcos x ) –1 x ≤1 or C k ( x ) ≤ 1 for – 1 ≤ x ≤ 1 Therefore. (11. C k ( ω ⁄ ω C ) max = 1 2 and 2 α A min = ------------2 1+ε (11.54) Substitution of (11.51) yields r dB A max α . that is. At this frequency.54) into (11. we must have C k ( 0 ) = 1 in accordance with(11. Then. the relation 2 α A ( ω ) = ----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) reduces to 2 α α .56) We have seen that when k = odd .Low-Pass Analog Filter Prototypes This can be shown to be true by (11. α = 1 when k = odd .

259 ( 4 ω – 4 ω + 1 ) 11−30 Signals and Systems with MATLAB Computing and Simulink Modeling. the magnitude response at maxima.036 ω + 1.7 Derive the transfer function G ( s ) for the k = 2 .56).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. from (11. ε = 10 2 r dB ⁄ 10 – 1 = 10 1 ⁄ 10 – 1 = 1. we must have α = 1 + ε .Chapter 11 Analog and Digital Filters For this choice of α . Fourth Edition Copyright © Orchard Publications .= 1+ε A ( ω max ) = ------------1 2 or A ( ω max ) = 1+ε 2 Example 11.49). and normalized cutoff frequency at ω C = 1 rad ⁄ s . 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 .036 ω – 1.259 1 + 0. (11.259 A ( ω ) = -----------------------------------------------------------= ----------------------------------------------------------------4 4 2 1.58) and since k = even .259 1 + 0. 2 1. for unity DC gain.259 – 1 = 0. Chebyshev Type I function that has pass−band ripple r dB = 1 dB . Then.259 Then. unity DC gain. Solution: From (11.

8951i p3 = 0.Low-Pass Analog Filter Prototypes and with ω = – s .5488 . disp('p2 = ').0. simple(expand(den)) ans = s^2+686/625*s+22047709/20000000 686/625 ans = 1..5488 – j0.8951i p2 = -0.1024 Thus. 2 2 1. d=[1.. syms s.0.8951 .259 G ( s ) G ( – s ) = -------------------------------------------------------------4 2 1.259 We find the poles from the roots of the denominator using the MATLAB script below. disp('p1 = '). disp(p(4)) p1 = -0.5488 + j0.8951 ) We will use MATLAB script below to multiply the factors of the denominator.5488 + 0. disp(p(3)).036 0 1.5488 – j 0.8951 ) ( s + 0.5488+0. fprintf(' \n'). Fourth Edition Copyright © Orchard Publications 11−31 . p=roots(d).5488−0.036s + 1.5488 + 0.8951*j).8951 and p 2 = – 0.036s + 1. Then. disp('p4 = '). K K .5488 + j0.0976 22047709/20000000 ans = 1. disp(p(1)).8951i p4 = 0. disp(p(2)).5488 .036 0 1.= ------------------------------------------------------------------------------------------------------------G ( s ) = -----------------------------------( s – p1 ) ( s – p2 ) ( s + 0. disp('p3 = ').259].. Signals and Systems with MATLAB Computing and Simulink Modeling.8951i We now form the transfer function from the left half−plane poles p 1 = – 0.8951*j)*(s+0. den=(s+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

in addition of filtering out desired bands of frequency.78) or. Impulse Response Duration a. differentiation. 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. can also be used as a computational means of performing other functions such as integration. Digital filters are classified in terms of the duration of the impulse response. Fourth Edition Copyright © Orchard Publications 11−51 . 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. in the z −domain as i=0 N(z) .= ----------------------------G ( z ) = ----------k D(z) –i 1+ bi z ∑ ai z ∑ i=0 k –i (11. entails the determination of the coefficients a i and b i . 11. a digital filter. An Infinite Impulse Response (IIR) digital filter has infinite number of samples in its impulse Signals and Systems with MATLAB Computing and Simulink Modeling. and in forms of realization.Digital Filters TABLE 11. the design of a digital filter to perform a desired function.5 Digital Filters A digital filter is essentially a computational process (algorithm) that converts one sequence of numbers x [ n ] representing the input. 1.79) Therefore. Thus. and estimation.

Three well known transformation methods are the following: 1. whereas FIR filters are implemented by non−recursive realization. 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. b. Realization a. Recursive digital filter realization 11−52 Signals and Systems with MATLAB Computing and Simulink Modeling. and prototype circuits have been published.39.Chapter 11 Analog and Digital Filters response h [ n ] b. 2. both the coefficients a i and b i are present.37 shows third−order (3−delay element) recursive realization and Figure 11. The components of either realization are shown in Figure 11. In a non−recursive digital filter. 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. Generally. Thus. In a Recursive Realization digital filter the output is dependent on the input and the previous values of the output. i. a0 a1 a2 x[n] a3 y[n] + Z −b 1 −b2 –1 Z –1 Z –1 + -b 3 Figure 11. In a recursive digital filter. Transformation methods are also available to map an analog prototype to an equivalent digital filter. In a Non−Recursive Realization digital filter the output depends on present and past values of the input only.. we can choose the appropriate prototype to satisfy the requirements. Fourth Edition Copyright © Orchard Publications . only the coefficients a i are present.37. Figure 11. Filter design methods have been established.38 shows a third−order non−recursive realization. bi = 0 . IIR filters are implemented by recursive realization. A Finite Impulse Response (FIR) digital filter has a finite number of samples in its impulse response h [ n ] 2.e.

----------. We recall from (9.ln z is a multi−valued transformation and. as such.80) to transform the left−half of the s −plane into the interior of the unit circle in the z −plane.67) of Chapter 9. It can be approximated as 3 5 7 z–1 z–1 2 1 z–1 z–1 2.82) into (11. + … ≈ ----.82) Substitution (11.38. Fourth Edition Copyright © Orchard Publications 11−53 . The Bilinear Transformation which uses the transformation z–1 2. Page 9−22. We will discuss only the bilinear transformation. that is.----------1z–1 -.81) yields * T s is the sampling period.81) 1 .Digital Filters a0 a1 a2 x[n] a3 y[n] Z –1 Z –1 Z –1 + Figure 11. ----------- + 1 ln z = -.-----------* ⋅ s = ---Ts z + 1 (11.39.+ -⋅ s = ----5 z + 1 7 z + 1 T z + 1 3 z + 1 TS z + 1 TS (11. cannot be used to But the relation s = ----TS derive a rational form in z . Components of recursive and non−recursive digital filter realization 3. the reciprocal of the sampling frequency f s Signals and Systems with MATLAB Computing and Simulink Modeling. ----------- + 1 -. 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. that F( z) = G(z) = G(s ) 1 . ----------.ln z s = ----TS (11.

= ----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 . and for small ω a T s ⁄ 2 . For instance. 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. –1 ω a T S ω d T S = 2tan -----------2 –1 ω a T S ω a TS tan -----------.------------------–1 e . tity ---⋅ jω Ts e d j ωd +1 2 e –1 .1 2.≈ ω a T S 2 (11. the quan2. we obtain 2 e d S–1 .⋅ ---.83) and with the substitution z = e G(e j ωd TS . this condition is known as warping.⋅ ------------s = -----TS z + 1 (11.85) as ωd TS ωa TS tan -----------.= -----------2 2 Then. ωd ≈ ωa 11−54 Signals and Systems with MATLAB Computing and Simulink Modeling.⋅ ---------------------------------------------.and j ω must be equal to some point ω = ω a on the j ω axis.-----------------------–1 e 2. Therefore. that is.≈ -----------2 2 ωa TS ω d T S ≈ 2 -----------.⋅ ------------------------ ) = G ---- T S e j ωd TS + 1 jω T j ωd TS (11. To express ω d in terms of ω a .87) that is.= ----. for small frequencies.⋅ -----------------------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.Chapter 11 Analog and Digital Filters G(z) = G (s) 2 z– 1 .85) We see that the analog frequency to digital frequency transformation results in a non−linear mapping.84) Since the z → s transformation maps the unit circle into the j ω axis on the s −plane.86) (11. Fourth Edition Copyright © Orchard Publications .⋅ tan -----------ω a = ----TS 2 (11.--------------------------------. we rewrite (11.

denoted as G n ( s ) .85). Page 11−54. Compare the magnitude plot with that obtained by a low−pass analog filter with the same specifications. is 1 G n ( s ) = ----------------------------------2 s + 1. we must transform this transfer function to another with the actual cutoff frequency at 20 Hz .p. when used with MATLAB.Digital Filters In MATLAB. [b.17. 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.⋅ tan -----------ω a = ----TS 2 Signals and Systems with MATLAB Computing and Simulink Modeling.88) The effect of warping can be eliminated by pre−warping the analog filter prior to application of the bilinear transformation.5.0000 1. as we see from the curves of Figure 11. we arbitrarily choose a second order Butterworth low−pass filter which. The sampling frequency f s is 200 Hz .4142 1. Fourth Edition Copyright © Orchard Publications 11−55 . Solution: We will apply the bilinear transformation.18 Compute the transfer function G ( z ) of a low−pass digital filter with 3 dB cutoff frequency at 20 Hz . Example 11. the transfer function with normalized frequency. and attenuation of at least 10 dB for frequencies greater than 40 Hz . Page 11−20. becomes ωa TS ω d ≈ -----------π (11.0000 Thus. meets the stop−band specification.85). Page 11−19.k) b = 0 a = 1. Then (11. z is a function of normalized frequency and thus the range of frequencies in G ( z ) is from 0 to π . We will first pre−warp the analog frequency which. is related to the digital frequency as ωd TS 2 .414s + 1 0 1 (11.86). We denote it as G a ( s ) .a] = zp2tf(z.k]=buttap(2). and using the procedure of Example 11. by relation (11. This is accomplished with the use of (11.p.

90) applies only when the cutoff frequency is normalized to to ω C = 1 rad ⁄ s .414s ⁄ 130 + 1 We will use MATLAB to simplify this expression. simplify(1/((s/130)^2+1.89). we must scale the transfer function in accordance with relation (11.90) Relation (11.≈ 20. that is. Page 11−19. 1 G a ( s ) ≈ G n ( s ) = ----------------------------------2 s + 1. Page 11−55.1 π ) ≈ 130 rad/s 2 or 130 .87).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. ω actual = 130 rad/s . syms s. If ω C ≠ 1 .69 Hz f ac = -------2π As expected from relation (11.Chapter 11 Analog and Digital Filters where 1 1 T S = --.= 400 tan ( 0. s - G ( s ) actual = G -------------- ω actual For this example.= -------200 fS Denoting the analog cutoff ( 3 dB ) frequency as ω ac . we obtain 2 π ( 20 ) ⁄ 200 ω ac = 400 tan -----------------------------.34). and thus we replace s with s ⁄ 130 and we obtain 1 G a ( s ) = -----------------------------------------------------------------2 ( s ⁄ 130 ) + 1. this frequency is very close to the the discrete− time frequency f dc = 20 Hz . Fourth Edition Copyright © Orchard Publications .414s + 1 (11. and thus from (11.

20. [Gz..+ 16900 z + 1 (z + 1) (11..8200 Then.0675z G ( z ) = 0.. we obtain 2 + 0.Digital Filters 183. ylabel('Magnitude (dB)')..1428 0. simplify(16900/((400*(z−1)/(z+1))^2+183. but we must first express it in negative powers of z .40. grid The magnitude is shown on the plot of Figure 11.1350z + 0. 845000 16900 G a ( s ) = -------------------------------------------------------. az=[1 −1.. semilogx(fs.20.91) We use the MATLAB script below to simplify this expression.4128].93) The MATLAB script below will generate G ( z ) and will plot the magnitude of this transfer function.200).1350 0.= 400 ⋅ ----------. wT]=freqz(bz.92) by 62607z .92) We will use the MATLAB freqz function to plot the magnitude of G ( z ) . we obtain ⋅ and making the substitution of s = ----TS z + 1 z+1 16900 G ( z ) = -------------------------------------------------------------------------------------------------------------2 z–1 × 400 ( z – 1 ) 400 ⋅ ----------. title('Digital Low−Pass Filter.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.az.0675 0. Dividing each term of (11.82s + 16900 z–1 z–1 2.0675 ----------------------------------------------------------------------------–1 –2 1 – 1.18'). bz=[0. xlabel('Frequency in Hz − log scale').0675].*log10(abs(Gz))).1428 z + 0..+ 183. Example 11. Signals and Systems with MATLAB Computing and Simulink Modeling.4128z –1 –2 (11.----------. Fourth Edition Copyright © Orchard Publications 11−57 . syms z.82 ----------------------------------------------.= -------------------------------------------------2 2 50s + 9191s + 845000 s + 183..

a]=zp2tf(z.Chapter 11 Analog and Digital Filters Digital Low-Pass Filter.20. both the digital and analog low−pass filters meet the specified requirements. and is smaller than (– 10 dB) for frequencies larger than 40Hz .40. grid The frequency response for the analog low−pass equivalent is shown in Figure 11...an.. Frequency response for analog low−pass filter equivalent.41. Example 11.an]=lp2lp(b. [b. fc=20.k]=buttap(2)..p. [bn.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 . Example 11.41.*log10(abs(Gs))). semilogx(f.k). xlabel('Frequency in Hz log scale'). ylabel('Magnitude (dB)').log scale 1 10 2 Figure 11. 11−58 Signals and Systems with MATLAB Computing and Simulink Modeling.f). Frequency response for the digital low−pass filter of Example 11.fc). we observe that the magnitude is greater than0 – 3 dB for frequencies less than 20Hz .. title('Analog Low−Pass Filter.18'). Gs=freqs(bn. f=1:1:100. Therefore.. Fourth Edition Copyright © Orchard Publications .p.18 0 -5 -10 -15 -20 -25 -30 0 10 Magnitude (dB) 10 Frequency in Hz log scale 1 10 2 Figure 11. Example 11.18 Comparing the digital filter plot of Figure 11.40 with its equivalent the analog filter of Figure 11. The MATLAB script below produces the desired plot. Example 11.a.. [z.41. Analog Low-Pass Filter..

den. [num1.0640 0.e..94) MATLAB provides us with all the functions that we need to design digital filters using analog prototypes.k).k]=buttap(2).Rp.1/T) numd = 0.Rs..0640 dend = 1.1683z + 0.Wn) Signals and Systems with MATLAB Computing and Simulink Modeling.e. the transfer function G ( z ) for this filter is 0.dend]=bilinear(num1. The procedure is illustrated with the following example. [num.4241 2 (11..0000 0..A] = cheb2(N.1279 -1.A] = cheb1(N.A] = ellip(N. the denominator of the discrete transfer function G ( z ) For Low−Pass Filters [B.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 . T=1/500.0640 G ( z ) = --------------------------------------------------------------------z 2 – 1.Wn) [B..Rs.p. Example 11.Wn) [B.1279z + 0. Fourth Edition Copyright © Orchard Publications 11−59 .p.Digital Filters An analog filter transfer function can be mapped to a digital filter transfer function directly with the MATLAB bilinear function.den]=zp2tf(z. N = order of the filter Wn = normalized cutoff frequency Rp = pass band ripple Rs = stop band ripple B = B(z). i.4241 Therefore. and sampling rate f S = 500 Hz . [numd. These are listed below with the indicated notations.Rp.Wn) [B.den1. [z.A] = butter(N. the numerator of the discrete transfer function G ( z ) = B ( z ) ⁄ A ( z ) A = A(z).wc). i. Solution: We will use the following MATLAB script to produce the desired digital filter transfer function.1683 0.0640z + 0. wc=2*pi*50.den1]=lp2lp(num.

9270z G 4 ( z ) = ---------------------------------------------------------------------------–1 –2 1 – 1.1829z – 0.A] = cheb2(N.1390z + 0.1829 −0.Rp. i.3741z + 1.[Wn1.Wn. ( 2..[Wn1.Wn.8982z ) ⋅ 10 G 1 ( z ) = -------------------------------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 2. is given below where N = 512 .20 The transfer functions of (11.5828z – 0.[Wn1.Rs.Wn2]..Rp.a1). [G1z. [G2z.'high') [B.. a2=[1 −1.'high') [B..5828 −0.5828 z + 1.96) (11.9294z – 0.8482 – 13. Use the MATLAB freqz command to plot the magnitude versus radian frequency.7600 1.[Wn1.A] = butter(N.95) through (11.2033z + 4...8541z –1 –2 –2 –4 –4 –1 –2 –3 –1 –2 –3 –3 (11.A] = ellip(N.'stop') [B.A] = ellip(N.2781z ( 6.5321].7600z + 1. Fourth Edition Copyright © Orchard Publications .2079 z + 0.Rs.Rs.5276 z G 2 ( z ) = -------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 1.9270 – 1.'high') Band−Pass Filters [B.A] = cheb2(N.w2T]=freqz(b2.A] = cheb1(N.95) (11.A] = cheb1(N.Wn2]) [B.[Wn1.a2).Rp.97) (11.5828 1.Wn2]) [B.[Wn1.6946 2.Rs.Rp. describe different types of digital filters...[Wn1. 11−60 Signals and Systems with MATLAB Computing and Simulink Modeling.Wn2].8982 8.A] = butter(N. the default value.Chapter 11 Analog and Digital Filters For High−Pass Filters [B..6964 z + 6.Wn2].5244z + 3.8982 + 8.Wn.'stop') Example 11.9603z 0..2079z + 0..9294 −0.5276 – 1.Rs. b1=[2.6946 8.A] = cheb2(N.A] = cheb1(N.'stop') [B.Wn2]) [B.95) through (11.98) below.Rp.'stop') [B..A] = butter(N.Wn2]) Band−Elimination Filters [B..A] = ellip(N.w1T]=freqz(b1.3741 1.Rs. a1=[1 −2.2781]. % b2=[0.[Wn1.5321z 0.5276 −1.6946 z + 8.98).8982]*10^(−3).Wn2].e.98) Solution: The MATLAB script to plot each of the transfer functions of (11.Wn.8482z ) ⋅ 10 G 3 ( z ) = ---------------------------------------------------------------------------------------------------------------------------–1 –2 –3 –4 1 + 3.'high') [B.6946z + 2.Rp.5276].

.5 0...ylabel('Magnitude'). and band−elimination digital filters. and within this bandwidth we must accommodate four different signals.abs(G1z)).. high−pass.2033 4..a4)..abs(G4z)). a3=[1 3. axis([0.21 We are given a 165 KHz total bandwidth.42. xlabel(''). title('Filter for G1(z)'). We are asked to define the types of filters and cutoff frequencies to avoid interference among these signals.. Each of these signals requires 25 KHz bandwidth..42....5 0. title('Filter for G4(z)')..... clf..9603]. a4=[1 −1.1390 0. title('Filter for G3(z)'). band−pass. xlabel('')...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. title('Filter for G2(z)').. xlabel('')..2079 0... [G3z. semilogx(w1T.ylabel('Magnitude').1 1 0 1]). Plot for the transfer functions of Example 11. [G4z.. axis([0.abs(G2z)).ylabel('Magnitude').ylabel('Magnitude').9270 −1.. Signals and Systems with MATLAB Computing and Simulink Modeling. axis([1 10 0 1])...2079 0..abs(G3z)).1 10 0 1]).w3T]=freqz(b3. xlabel(''). % subplot(224)...grid.grid The plots are shown in Figure 11.20 Example 11.5244 3..grid. Filter for G1(z) 1 Magnitude Magnitude 1 Filter for G2(z) 0.w4T]=freqz(b4. semilogx(w3T. We observe that the given transfer functions are for low− pass. % subplot(222). Fourth Edition Copyright © Orchard Publications 11−61 . semilogx(w4T.a3). axis([0.9270].1 10 0 1])..6964 0 6... % clear current figure.8482]*10^(−4). % subplot(221)..8482 0 −13.5 0 0 10 10 1 0 -1 10 10 0 10 1 Figure 11. semilogx(w2T. % subplot(223)..grid..Digital Filters % b3=[6. % b4=[0.8541].

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

21 In the following example.+ … . To simplify this expression. in other words. to avoid aliasing.+ ------------. Example 11.+ ------------. and use the filter command to remove the cosine term in (11. Subsection 7.5 sin t – cos 2t (11. we will demonstrate the MATLAB filter function that is being used to remove unwanted frequency components from a function.2 0 0 2 4 6 8 Hz 10 12 14 16 x 10 4 Figure 11. the Signals and Systems with MATLAB Computing and Simulink Modeling. Thus.99) The problem now reduces to design a low−pass digital filter. since the highest frequency component is 2 rad ⁄ s .4.4. we let A = 3 π and we truncate it by eliminating all cosine terms except the cos 2t term. we must design a filter that is capable of removing those unwanted components. Frequency separations for the signals of Example 11. But before we use the filter function.99).+ ------------. we must specify a sampling frequency of ω S = 4 rad ⁄ s .--f ( t ) = --π 63 35 15 3 π 2 In this example. 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.------------.4 0. Also.22 In Chapter 7. to remove all cosine terms. 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.sin t – --.8 Magnitude 0. Fourth Edition Copyright © Orchard Publications 11−63 . Page 7−20. we want to filter out just the first 2 terms. Then. g ( t ) = 3 + 1.Digital Filters Four signals separated by four digital filters 1 0.6 0.

.Dz.abs(Gz)). 11−64 Signals and Systems with MATLAB Computing and Simulink Modeling..p. Will compute coefficients of the numerator and denominator of the transfer function with normalized cutoff frequency.5 rad ⁄ s in order to attenuate the cosine terms.75 r/s.5 . 4. ylabel('Magnitude of G(z)')..22')... % We must remember that when z is used as a function of. axis([0 2 0 1]). % Define sampling period.Chapter 11 Analog and Digital Filters sampling frequency must be fS = ω S ⁄ 2 π = 2 ⁄ π and therefore. % plot is wc*T=1.... % plot(w... % Chosen cutoff frequency.. % % Step 3. % xlabel('Radian Frequency w in rads/sec').a1]=lp2lp(b..a. this is sufficiently small.. % The digital filter transfer function.k]=buttap(6). Gz=freqz(Nz. Use the bilinear function to map the analog transfer function to a digital transfer function..5*0. % from zero to pi and the normalized cutoff frequency on the.w).. % Map to digital filter using the bilinear transformation. we choose the cutoff fre- quency of the filter to be ω C = 1. % % Step 2. [b. w=0:2*pi/300:pi...... % Convert to actual cutoff frequency.... % clf. Fourth Edition Copyright © Orchard Publications .. % T=0.. The MATLAB script below will perform the following steps: 1.. hold on.. We choose T S = 0.Dz]=bilinear(b1.5. % Define range for plot...... title('Digital Filter Response in Normalized Frequency... Will use the filter function to remove the cosine terms % Step 1.p... [Nz.. 2. 5...... Will recompute the digital filter transfer function to account for the warping effect.5. the range of frequencies of G(z) are.... grid.. Example 11..... % [z.k).. % normalized frequency. 3..5=0. the sampling period will be T S = 1 ⁄ f S = π ⁄ 2 . Also..a1. [b1..... Will recompute the coefficients for the desired frequency. % wc=1.1/T).a]=zp2tf(z. % fprintf('Press any key to continue \n')..... and will plot the frequency response of the digital filter..wc)..

.... wd=wc*T/pi.[Dzp])..4f \t'.wd).. % fprintf('The num N(z) coefficients in descending order of z are: \n\n')... fprintf('\n\n')..8 0...2 1.Dzp]=butter(p.[Nzp]). % Analog cutoff frequency in rad/sec.88)... wc=1..6 0..6 Radian Frequency w in rads/sec... [Nzp.4f \t'.. % p=6. T=0. fprintf('%8.. absolute values 0. % Normalized digital filter cutoff frequency by (11.4 0. fprintf('%8........ Fourth Edition Copyright © Orchard Publications 11−65 .... fprintf('\n\n').. Plot of the low-pass filter of Example 11... fprintf('\n\n')... % % Step 4...[Dz]).5.. fprintf('The den D(z) coefficients in descending order of z are: \n\n').44..22 1 Magnitude of G(z).8 2 Figure 11....[Nz]).44.8 1 1.4f \t'. % 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..4f \t'.. fprintf('WITH PREWARPING: \n\n'). fprintf('The den D(z) coefficients in descending order of z are: \n\n'). Digital Filter Response in Normalized Frequency.5. fprintf('\n\n')..Digital Filters % pause.6 0.. fprintf('Summary: \n\n').4 0.22 Signals and Systems with MATLAB Computing and Simulink Modeling. Example 11.. fprintf('%8........ Page 11−55. % Number of poles and Sampling period.. fprintf('WITHOUT PREWARPING: \n\n'). linear scale 1..4 1....2 0... fprintf('%8....2 0 0 0.

12. hold on.12.1:12. Fourth Edition Copyright © Orchard Publications .....0000 −3. 6]).. 0.. % fprintf('Press any key to continue \n').0000 -3.0007 0. ylabel('Filtered Output y(t)')...1138 4. hold on.0008 The den D(z) coefficients in descending order of z are: 1.. % % We will plot the unfiltered analog signal gta.4479 0.0125 0.1138 4..4528 −3. 6]).0100 0... xlabel('Discrete Time nT').. 0. axis([0. pause. 6]).yt). yt=filter(Nzp.9273 1..0050 0. T=0..7075 % Step 5. % % We will plot the unfiltered discrete time signal g(n*T)..0504].. ylabel('Discrete Function g(n*T)'). xlabel('Discrete Time nT'). 6]).. hold on.5957 1. xlabel('Continuous Time t')...7075 −0....Dzp.gta).. xlabel('Continuous Time t')...0100 0..5*sin(n*T)−cos(2*n*T). % % We will plot the filtered discrete time signal y(n*T).0008 0..0167 0.0578 WITH PREWARPING: The num N(z) coefficients in descending order of z are: 0.. axis([0.0050 0..5064 0.0050 0..5.0008]. axis([0. hold on.8999 -0...gt)..0125 0..0167 0... ylabel('Filtered Output y(n*T)') 11−66 Signals and Systems with MATLAB Computing and Simulink Modeling.0134 0.7566 -3.0007 The den D(z) coefficients in descending order of z are: 1.....0008 0. % t=0:0.yt). stem(n*T. axis([0.5*sin(t)−cos(2*t)... 0. gta=3+1..gt). plot(n*T..4528 -3.. plot(t.12.. 0..0000 -3..0125 0..12.0040 0.0040 0. % subplot(212). gt=3+1....0050 0.. n=0:150. subplot(212).5957 1.. % subplot(211)....Chapter 11 Analog and Digital Filters Summary: WITHOUT PREWARPING: The num N(z) coefficients in descending order of z are: 0. % % We will plot the filtered analog signal y(t).. ylabel('Function g(t)')...0125 0. subplot(211).2379 4. Dzp=[1. stem(n*T. % Nzp=[0...

22 We conclude this section with one more example to illustrate the use of the MATLAB find function. Continuous time input and output waveforms for Example 11.45. % Find the subscripts of the numbers for which x > 0.45 and 11. For example.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.Digital Filters The analog and digital inputs and outputs are shown in Figures 11. Fourth Edition Copyright © Orchard Publications 11−67 .8). This function displays the subscripts of an array of numbers where a relational expression is true. Discrete time input and output waveforms for Example 11.8 Signals and Systems with MATLAB Computing and Simulink Modeling.46 respectively. x=−2:5.22 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. % Display the integers in the range -2 <= x < =5 x = -2 -1 0 1 2 3 4 5 k=find(x>0.

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

..Digital Filters w=linspace(0... % % We will select the frequencies of interest with the "find" function:... % % The magnitude of the positive frequency components Xp are found from:.Xp). grid The signal is shown in Figure 11.47.title('Spectrum of Signal & Noise in Narrow Range')... % % Now we will plot this restricted range... % k=find(w<=20). The upper right plot indicates that the signal f ( t ) has frequency components in the lower range of frequencies. % Xp=abs(X(1:length(t)/2))... Fourth Edition Copyright © Orchard Publications 11−69 ... % xlabel('Frequency...47. rads/sec 14 16 18 20 Figure 11. Signals and Systems with MATLAB Computing and Simulink Modeling...length(t)/2). 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.. ylabel('Frequency Components'). labels and title.. title('Spectrum of Signal & Noise in Narrow Range')..... plot(w(k).. They were undistinguished in the time−domain of the upper left plot...Wn... % subplot(212). Xp(k)). but these cannot be identified precisely. rads/sec').. % subplot(222). % We want now to plot Xp versus radian frequency w... % % The last plot will have grid. Waveforms for Example 11. plot(w..23 We observe the appearance of the sinusoids at 2 and 5 rad ⁄ s in the lower plot.title('Spectrum of Signal & Noise in Wide Range').

A given transfer function H ( z ) of a digital filter can be realized in several forms. and Parallel.= -----------------------------------------–1 –2 X(z) 1 + b1 z + b2 z –1 –2 (11. –b2 –b1 x[n] z –1 z –1 a2 a1 a0 + z –1 z –1 y[n] Figure 11. is a computational process.6. Accordingly. a digital filter. the most common being the Direct Form I.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.6.1 through 11. like an analog filter. integration.6.4 below. of course. a digital filter can perform functions as differentiation.6 Digital Filter Design with Simulink As stated earlier in this chapter.5 describes the Simulink Digital Filter Design block. Subsection 11. Direct Form II . 11. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. and. it can filter out unwanted bands of frequency. We observe that the second−order ( k = 2 ) digital filter of Fig- 11−70 Signals and Systems with MATLAB Computing and Simulink Modeling.48. Direct Form I Realization of a second−order digital filter At the summing junction of Figure 11.1 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. In this section we provide several applications using Simulink models.48.Chapter 11 Analog and Digital Filters 11.6. estimation. Cascade (Series). These are described in Subsections 11.48 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 11.48 is a0 + a1 z + a2 z (z) H(z ) = Y ----------. in general. Fourth Edition Copyright © Orchard Publications .

that is.49 shows that whereas a Direct Form−I second−order digital filter is requires 2k registers.Digital Filter Design with Simulink ure 11. a Direct Form−II second−order digital filter requires only k register elements denoted as z .5z + 1.50 shows a Direct Form−II second−order digital filter whose transfer function is 1 + 1. Chapter 10. 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. Page 10−6. † The Direct Form−II is also known as the Canonical Form.102) A comparison of Figures 11.25z + 0.5. However. a0 + a1 z + a2 z H ( z ) = -----------------------------------------–1 –2 1 + b1 z + b2 z –1 –2 (11.49 is the same as for a Direct Form−I second−order digital filter of Figure 11. Direct Form-II Realization of a second−order digital filter The transfer function for the Direct Form−II second−order digital filter of Figure 11.2 The Direct Form II Realization of a Digital Filter Figure 11.24 Figure 11.6. where k represents the order of the filter.49.48 and 11. Section 10.48 requires 4 delay (register) elements denoted as z .48.* –1 11. Fourth Edition Copyright © Orchard Publications 11−71 .103) * For a detailed discussion on overflow conditions please refer to Digital Circuit Analysis and Design with an Introduction to CPLDs and FPGAs. 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.49 shows the Direct Form-II† Realization of a second−order digital filter. Signals and Systems with MATLAB Computing and Simulink Modeling. –1 Example 11.75z –1 –2 (11.02z H ( z ) = --------------------------------------------------–1 –2 1 – 0. ISBN 0−9744239−6−3. x[n] + z –1 b0 –a1 z –1 + y[n] + b1 + –a2 b2 Figure 11.

Figure 11. Input and output waveforms for the model of Figure 11.85z + 0.5z H ( z ) = ---------------------------------------------------------------------–1 –2 –3 1 – 0.Chapter 11 Analog and Digital Filters Figure 11.84z + 0.09z –1 –2 –3 11−72 Signals and Systems with MATLAB Computing and Simulink Modeling.50 A demo model using fixed−point Simulink blocks can be displayed by typing fxpdemo_direct_form2 in MATLAB’s Command prompt.51.24 The input and output waveforms are shown in Figure 11.5 z + 0. Model for Example 11. This demo is an implementation of the third−order transfer function 1 + 2. Fourth Edition Copyright © Orchard Publications .2z + 1.51.50.

104) below. a1 x[n] + –b1 z –1 z –1 a2 + y[n] –b2 Figure 11.53 is 1 + a1 z + a2 z H ( z ) = ----------------------------------------–1 –2 1 + b1 z + b2 z –1 –2 (11.52. X(z) H1( z ) H2( z ) HR ( z ) Y(z) Figure 11.53 shows the Series Form Realization of a second−order digital filter.25 The transfer function of the Series Form Realization of a certain second−order digital filter is 0. Series Form Realization Figure 11.104) Relation (11.6.53.52.5 ( 1 – 0.Digital Filter Design with Simulink 11. Fourth Edition Copyright © Orchard Publications 11−73 .72 z –2 * The Series Form Realization is also known as the Cascade Form Realization Signals and Systems with MATLAB Computing and Simulink Modeling.3 The Series Form Realization of a Digital Filter For the Series* Form Realization.105) Example 11. H ( z ) = H 1 ( z ) ⋅ H 2 ( ( z )… H R ( z ) ) (11.104) is implemented as the cascaded blocks shown in Figure 11. the transfer function is expressed as a product of first−order and second−order transfer functions as shown in relation (11.36 z ) H ( z ) = --------------------------------------------–1 –2 1 + 0.1z – 0. Series Form Realization of a second−order digital filter The transfer function for the Series Form second−order digital filter of Figure 11.

106) The model is shown in Figure 11. Figure 11.54 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.Chapter 11 Analog and Digital Filters To implement this filter.54.25 Figure 11.8z ) ( 1 – 0. we factor the numerator and denominator polynomials as ( 1 + 0.55.54.9z ) –1 –1 –1 –1 1 – 0.5 -----------------------------------------------------------------–1 –1 ( 1 + 0.9z ) 11−74 Signals and Systems with MATLAB Computing and Simulink Modeling. Model for Example 11.6z ) ( 1 – 0.55.6z ) ---------------------------.9z ) ( 1 – 0.8z ) ( 1 + 0.6z ) ( 1 – 0.8z ) –1 –1 (11.6z ) * H ( z ) = 0. Fourth Edition Copyright © Orchard Publications .6z ) 1 + 0.6z ) ----------------------------–1 ( 1 + 0. we can group the factors as ( 1 + 0. Input and output waveforms for the model of Figure 11.or as ( ----------------------------and ( and ----------------------------–1 –1 –1 ( 1 – 0. For instance. and the input and output waveforms are shown in Figure 11.

57 shows the Parallel Form Realization of a second−order digital filter.107) is implemented as the parallel blocks shown in Figure 11.57 is a1 + a2 z H ( z ) = ----------------------------------------–1 –2 1 + b1 z + b2 z –2 (11.7z + z ) H ( z ) = ----------------------------------------------------------------------------–1 –1 –2 ( 1 + 0.108) Signals and Systems with MATLAB Computing and Simulink Modeling. Parallel Form Realization As with the Series Form Realization. K H1 ( z ) X(z) H2 ( z ) + Y(z) HR ( z ) Figure 11. This demo is an implementation of the third−order transfer function ( 1 + 0.6.1z ) ( 1 – 0. Figure 11.56.6 z + 0. The transfer function for the Parallel Form second−order digital filter of Figure 11.56. Fourth Edition Copyright © Orchard Publications 11−75 .5z ) ( 1 + 1.Digital Filter Design with Simulink in MATLAB’s Command prompt. But because of the presence of the constant K .56 is immaterial.9z ) –1 –1 –2 11. we can simplify the transfer function expression by performing partial fraction expansion after we express the transfer function in the form H ( z ) ⁄ z .107) Relation (11.4 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. the ordering of the individual filters in Figure 11.

5 ( z + 0.9 = 0.103z .8 ) z Next.+ --------------------------------z + 0.6 ) ( z – 0.25 + --------------.8 ) 0.103 z = 0.8 ) 0.8 ) 0.+ -------------------z ( z + 0.5 ( z + 0.8 ) z ( z + 0.36 z ) H ( z ) = --------------------------------------------–1 –2 1 + 0.25 + --------------z + 0.57.26 The transfer function of the Parallel Form Realization of a certain second−order digital filter is 0.= --.9 ) ( z – 0.9 ) ( z – 0.1z – 0. we perform partial fraction expansion.5 ( 1 – 0.6 ) ( z – 0.5 ( z + 0.147 H ( z ) = 0.6 ) ( z – 0.103 0.9 z – 0.= ------------------------------------------------z ( z + 0.6 ) ( z – 0.6 ) r 2 = ------------------------------------------------z ( z – 0.147z 0.Chapter 11 Analog and Digital Filters a1 a2 x[n] + –b1 z –1 z –1 + y[n] –b2 Figure 11.6 ) r 3 = ------------------------------------------------z ( z + 0.9 ) ( z – 0.25 z=0 = 0.9 z – 0.5 ( z + 0.8 Therefore.9 ) ( z – 0.6 ) H(z) ----------. Parallel Form Realization of a second−order digital filter Example 11.147 z = – 0. 0.6 ) r 1 = ------------------------------------------------( z + 0.8 11−76 Signals and Systems with MATLAB Computing and Simulink Modeling.9 ) = 0.72 z –2 To implement this filter. we first express the transfer function as 0.+ --------------H ( z ) = 0.8 z z 0. r1 r2 r3 0.+ -------------------.6 ) ------------------------------------------------.6 ) ( z – 0. Fourth Edition Copyright © Orchard Publications .5 ( z + 0.

9z z – 0. Fourth Edition Copyright © Orchard Publications 11−77 .26 Figure 11.58. Model for Example 11.25 + ----------------------.59.58 A demo model using fixed−point Simulink blocks can be displayed by typing Signals and Systems with MATLAB Computing and Simulink Modeling.147 0.8z (11. Figure 11. and the input and output waveforms are shown in Figure 11.109) The model is shown in Figure 11.+ ----------------------–1 –1 1 + 0.103 H ( z ) = 0.Digital Filter Design with Simulink 0. Input and output waveforms for the model of Figure 11.59.58.

. This demo is an implementation of the third−order transfer function 3. When this is done.Chapter 11 Analog and Digital Filters fxpdemo_parallel_form in MATLAB’s Command prompt. Example 11.0916 + 3. Inc. grid During transmission of this signal from its source to its destination. Example 11. referred to as window function. Hamming.27 The signal represented by the waveform of Figure 11.5556 – ---------------------------. Maximally Flat.*t+pi/3). we will create a Simulink model that includes a digital filter to remove the Gaussian random noise. the Design Method (IIR or FIR) where an IIR filter can be Butterworth. y . Page 11− 68.+ -------------------------------------------------–1 –1 –2 1 – 0. y=2. we can choose the Response Type (Low− Pass. and z defined in the MATLAB script below.0086z H ( z ) = 5.6.mathworks. or Band− Elimination). and FIR can be Window. Chebyshev Type I. www. Natick. We must click on the Design Filter button at the bottom of the Block Parameters dialog box to update the specifications. x=sin(0.60. etc. This blockset can be obtained from The MathWorks.5. Band−Pass. t=0:pi/32:16*pi. High− Pass.61 is the summation of the sinusoidal signals x . and the Window† can be Kaiser. plot(t.com.x+y+z).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. † A window function multiplies the infinite length impulse response (IIR) by a finite width function. etc.*sin(0.1z ) –1 11.75. In this example.4639 – 1. the Block Parameters dialog box appears as shown in Figure 11. The functionality of this block can be observed by dragging this block into a model and double-clicking it.*sin(1.*t+pi/6). The most common window functions are described in the Signal Processing Toolbox User’s Guide The MathWorks. 11−78 Signals and Systems with MATLAB Computing and Simulink Modeling. or Elliptic. MA 01760-2098.23. Fourth Edition Copyright © Orchard Publications . 3 Apple Hill Drive. so that the infinite length series will be terminated after a finite number of terms in the series. * Blocksets are built-in blocks in Simulink that provide a comprehensive block library for different system components. Chebyshev Type II.27 below is very similar to that of Example 11.6z + 0. z=5.25. this signal is corrupted by the addition of unwanted Gaussian random noise.. Phone: 508-647-7000.9z ( 1 + 0.*t). FDA stands for Filter Design and Analysis. Inc. As indicated on the left lower part of this box.

Digital Filter Design with Simulink Figure 11.61. 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 11.60. Fourth Edition Copyright © Orchard Publications 11−79 . Signal to be transmitted for Example 11.27 Signals and Systems with MATLAB Computing and Simulink Modeling.

05. dis* For a detailed discussion on configuration of the Scope block. Simulink model for Example 11. Freq (Hz): 0.62. Phase: pi/3. Phase: pi/6. Sample Time: 0.27 The DSP Sine Wave blocks are configured as follows: DSP Sine Wave 1: Amplitude: 1.Chapter 11 Analog and Digital Filters The Simulink model of Figure11. the Scope 1 block in the model of Figure 11. Freq (Hz): 1.5.05. 11−80 Signals and Systems with MATLAB Computing and Simulink Modeling. ISBN 0−9744239−7−1. Fourth Edition Copyright © Orchard Publications . and the Scope 1 and Scope 2 blocks are configured* with four and two inputs (axes) respectively from the Scope Parameters dialog box. Sample Time: 0. Figure 11.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. The Add (Sum) and Scope blocks are dragged from the Commonly Used Blocks main Simulink Library. 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. Method: Ziggurat. Sample Time: 0. please refer to Introduction to Simulink with Engineering Applications. Sample Time: 0.25.05 When the simulation command is executed.75. Phase: 0. All other parameters in their DSP Sine Wave 2: default state Amplitude: 2. Freq (Hz): 0. Initial seed: [23341].05. DSP Sine Wave 3: Amplitude: 5.62.62 below contains a Random Source block to incorporate noise into the system.

Window. Input and output waveforms displayed in Scope 2 block of Figure 11. Design Method: FIR.62 Next. Figure 11. the Scope 2 block displays the waveforms shown in Figure Signals and Systems with MATLAB Computing and Simulink Modeling.65 to remove the unwanted noise created by the Random Source block.62 Figure 11.63.63. Fourth Edition Copyright © Orchard Publications 11−81 . Of course.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. we add an FDA Tool Digital Filter Design block as shown in Figure 11. Input and output waveforms displayed in Scope 1 block of Figure 11. we can choose any other design options.64.64. and all other unlisted parameters in their default state. and the Scope 2 block displays the input and output waveforms shown in Figure 11. With those specifications. Window: Rectangular.

Figure 11. Figure 11. Input and output waveforms displayed in Scope 2 block of Figure 11. 11−82 Signals and Systems with MATLAB Computing and Simulink Modeling.66.Chapter 11 Analog and Digital Filters 11. The model of Figure 11. we can remove the remaining noise with the addition of an adaptive filter.* The Signal Processing Blockset contains blocks that implement the Least−Mean−Square (LMS) block. 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.62 with the addition of an FDA Tool Digital Filter Design block.65 Figure 11.66 reveals that with the addition of the FDA Tool Digital Filter Design block. the Fast Block LMS. Fourth Edition Copyright © Orchard Publications . All filters we’ve considered thus far are non−adaptive filter and their characteristics are defined by their transfer function. However. most of the unwanted noise has been removed.66.65.

from the Signal Processing Blockset.65.68 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. we click on the Filtering Library. For our example.67.Digital Filter Design with Simulink adaptive filter algorithms. Model for Example 11. Waveforms displayed by Scope 3 block in the model of Figure 11.67 Signals and Systems with MATLAB Computing and Simulink Modeling. Figure 11. we will add an LMS adaptive filter to the model of Figure 11. Thus. The waveforms displayed by the Scope 3 block are shown in Figure 11. Fourth Edition Copyright © Orchard Publications 11−83 .68.27 with LMS Filter block Figure 11. and we drag the LMS Filter block into our model which is connected as shown in Figure 11.67 where the Wts (Weights) port of the LMS Filter block which outputs the filter weights is left unconnected. then on the Adaptive Filters sub−library.

and Open scope at start of simulation Axis Properties tab: Minimum Y−limit: −0. and the filter coefficients change with time and eventually approach their steady−state 11−84 Signals and Systems with MATLAB Computing and Simulink Modeling. and for the model of Figure 11. we choose Fixed−step.69 these are configured as follows: Scope Properties tab: Input domain: Time.27 with Vector Scope block The Block Parameters dialog box for the Vector Scope block contains four tabs.1.69. 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. the configuration parameters are specified as follows: From the Simulation drop menu. Time display span (number of frames): 1 Display Properties tab: Select the following check boxes: Show grid. Line colors: [1 0 0] Before execution of the simulation command. Frame Number. Model for Example 11. Y−axis title: Filter Weights Line Properties tab: Line visibilities: on. Line style: −−. Line markers: o. Figure 11. we observe that the Vector Scope window opens automatically.5. we enter inf. in the Solver pane. From the Type list. When the simulation command is issued. We close the configuration parameters dialog box by clicking OK. and from the Solver list we choose discrete (no continuous states). Compact Display. for the Stop time parameter.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. Maximum Y−limit: 0.69. Fourth Edition Copyright © Orchard Publications .

the simulation time goes on forever. Figure 11.71.69. and we observe that the waveforms in Figure 11. To stop the simulation. To Signals and Systems with MATLAB Computing and Simulink Modeling. and the output of the adaptive LMS filter is practically the same as the original input signal. The Stop simulation is active only when the Stop time is specified as inf and the simulation command has been issued.Digital Filter Design with Simulink values as shown in Figure 11. The filter coefficients displayed in the Vector Scope Window in the model of Figure 11.70. Fourth Edition Copyright © Orchard Publications 11−85 . 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.69 Next. Waveforms displayed in the Scope 3 in the model of Figure 11. Figure 11.70. we double−click on the Scope 3 block in the model of Figure 11. and after some time we observe that the error decreases to zero as shown in Figure 11.71.69 Since for the Stop time parameter we have specified inf.71 are updated continuously.

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. Fourth Edition Copyright © Orchard Publications . 11−86 Signals and Systems with MATLAB Computing and Simulink Modeling.

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

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

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

X) function can be used to remove unwanted frequency components from a function.a.Fs) function. • 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 ) . The Bilinear Transformation that uses the transformation 2 z–1 .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.a. 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. 3.a. • The MATLAB filter(b. the bilinear transformation. • 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. 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. 2.⋅ ----------s = ---Ts z + 1 • The analog frequency to digital frequency transformation results in a non−linear mapping. this condition is known as warping. • The effect of warping can be eliminated by pre−warping the analog filter prior to application of • We can use the MATLAB freqz(b. 11−90 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 11 Analog and Digital Filters 1. Fourth Edition Copyright © Orchard Publications .

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

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

Choose the capacitors as C 1 = C 2 = 0. but Q can be up to 10. Quality Factor Q = ω 0 ⁄ BW .Exercises 3. 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. ω 1 = lower cutoff frequency . Solution using MATLAB is highly recommended. R 1. Using these relations. and R 4 to achieve the desired centered frequency ω 0 and bandwidth BW . Fourth Edition Copyright © Orchard Publications 11−93 . C 2. R 3.1 µ F and C 3 = 2C 1 . compute the appropriate values of the resistors to achieve center frequency f 0 = 1 KHz . Plot G ( s ) versus frequency. For this circuit.= ---------------------------------------2 2 V in ( s ) s + [ BW ] s + ω 0 R3 C1 C2 C3 R2 vin R1 vout Let ω 0 = center frequency . Bandwidth BW = ω 2 – ω 1 . Signals and Systems with MATLAB Computing and Simulink Modeling. 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. ω 2 = upper cutoff frequency . Gain K = 1 and Q = 10 .

– 1 + 1 + -----------a = -------------------------------1–K 2K tan ( φ 0 ⁄ 2 ) and for – 180 ° < φ 0 < 0 ° . 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 ) .⋅ 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 .Chapter 11 Analog and Digital Filters 4.= --------------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + a ω0 s + b ω0 2 where the gain K = cons tan t . Fourth Edition Copyright © Orchard Publications . 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 ° . we compute the coefficient a from 4K 1–K . ( 0 < K < 1 ) . from 11−94 Signals and Systems with MATLAB Computing and Simulink Modeling.

20. Page 4−15.⋅ tan 2 ( φ 0 ⁄ 2 ) . compute the appropriate values of the resistors to achieve a time delay Signals and Systems with MATLAB Computing and Simulink Modeling.– 1 – 1 + -----------a = -------------------------------1–K 2K tan ( φ 0 ⁄ 2 ) Using these relations. 5. compute the appropriate values of the resistors to achieve a phase shift φ 0 = – 90 ° at f 0 = 1 KHz with K = 0.Exercises 4K 1–K . Therefore. 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. 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. Fourth Edition Copyright © Orchard Publications 11−95 .75 . Solution using MATLAB is highly recommended. The second-order transfer function of this filter is 2 V out ( s ) 3K ω 0 .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 .01 µ F and plot phase versus frequency.= -------------------------------------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 . This circuit achieves a relatively constant time delay over a range 0 < ω < ω 0 . Choose the capacitors as C 1 = C 2 = 0. Chapter 4. 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.

002 µ F . 11−96 Signals and Systems with MATLAB Computing and Simulink Modeling. Use capacitors C 1 = 0. Chebyshev Type I high−pass digital filter with sampling period T S = 0. Assume that RC = 1 9. Plot G ( s ) ver- sus frequency. Use MATLAB to derive the transfer function G ( z ) and plot G ( z ) versus ω for a two−pole. Page 4−30. In Chapter 4. Exercise 5. Derive the transfer function of a fourth−order Butterworth filter with ω C = 1 rad ⁄ s . 7. 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.5 dB pass band ripple and cutoff frequency ω C = 1 rad ⁄ s . The equivalent analog filter cutoff frequency is ω C = 4 rad ⁄ s and has 3 dB pass band ripple. 6.Chapter 11 Analog and Digital Filters T 0 = 100 µ s with K = 2 . Fourth Edition Copyright © Orchard Publications .25 s . Solution using MATLAB is highly recommended. 8.01 µ F and C 2 = 0. Compute the coefficients of the numerator and denominator and plot G ( z ) with and without pre−warping. Derive the magnitude−squared function for a third−order Chebyshev Type I low−pass filter with 1.

These are shown in the MATLAB script below.0f Ohms \t'.0 K.. xlabel('Frequency.^2+a. semilogx(f./b)..R3). fc=1000. R2=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*wc)..*s.. b =1. R3=40200. fprintf('R4 = %5. K=2. R2=20000. fprintf('R2 = %5.^2). grid 2nd Order Butterworth High-Pass Filter Response 2 |Vout/Vin| absolute values 1. R2=20. a=sqrt(2). R3=40.. fprintf('R1 = %5..R1). C2=C1. Fourth Edition Copyright © Orchard Publications 11−97 . Hz log scale 3 10 4 10 5 Signals and Systems with MATLAB Computing and Simulink Modeling.. wc=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*R2).abs(Gw)).5 0 1 10 10 2 10 Frequency. R4= R3 % f=10:10:20000. % PART II − Plot with standard resistors R1=12.*s. fprintf('R3 = %5. C1=10^(−8). Hz log scale’)./(s. R4=R3.0f Ohms \t'.2 K. % PART I − Find Resistor values for second order Butterworth filter..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..0f Ohms \t'. R1=12700. Gw=(K. wc=2*pi*fc.*wc.Solutions to End-of-Chapter Exercises 11. title('2nd Order Butterworth High−Pass Filter Response'). ylabel('|Vout/Vin| absolute values'). R1=b/(C1^2*R2*wc^2). w=2*pi*f.7 K. R4=K*R2. s=w*j. K=1+R4/R3. We will use MATLAB for all computations.0f Ohms \t'.9 Solutions to End−of−Chapter Exercises 1. b = 1 % a=sqrt(2).^2.R2).....5 1 0../b+wc.. fprintf(' \n'). R3=(K*R2)/(K−1).

1 K.0f Ohms \t'. R3=(1/(C1^2*w0^2))*(1/R1+1/R2).. f0=1000.^2). R3=3090. R4= 6. fprintf('R1 = %5.. fprintf('R2 = %5. R5=R4. R3=3.. fprintf(' \n')....*s). These are shown in the MATLAB script below. R2=1100.*B... B=w0/Q. R4=6190. f=10:10:10000.09 K. % PART I − Find Resistor values for second order band−pass filter f0 = 1 KHz % Q=10..19 K.. % % PART II − Plot with standard resistors R1=3.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.. semilogx(f. Hz − log scale').log scale 3 10 4 11−98 Signals and Systems with MATLAB Computing and Simulink Modeling. xlabel('Frequency. We will use MATLAB for all computations.. R2=(2*Q)/(C1*w0*(−1+sqrt((K−1)^2+8*Q^2)))..R3). w0=2*pi*f0. fprintf('R5 = %5. R2=1. axis([100 10000 0 10]).0f Ohms \t'./(s. R5=R4. Fourth Edition Copyright © Orchard Publications .R4).. title('2nd Order Butterworth Band−Pass Filter Response').. R4=2*R3. Hz .R2). C1=10^(−7). R1=3160.Chapter 11 Analog and Digital Filters 2. fprintf('R4 = %5.0f Ohms \t'...*s+w0.^2+B. w0=(2*Q)/(C1*R1*K). w=2*pi*f.R1). grid 2nd Order Butterworth Band-Pass Filter Response 10 |Vout/Vin| absolute values 8 6 4 2 0 2 10 10 Frequency. C2=C1. ylabel('|Vout/Vin| absolute values'). Q=10... fprintf('R3 = %5.16 K. R1=(2*Q)/(C1*w0*K)..0f Ohms \t'. Gw=(K... % R5=R4 % K=10.abs(Gw))...0f Ohms \t'. s=w*j. K=10.

. w0=2*pi*f0. R1=80. f0=1000. Hz − log scale ').. % PART I − Find Resistor values for second order Butterworth band−elimination filter % with f0 = 1 KHz % Q=10. f=10:10:10000.7 % K=1. w=2*pi*f. semilogx(f.. R3=78.. R2=31600. K=1.0f Ohms \t'. B=w0/Q.7.log scale 3 10 4 Signals and Systems with MATLAB Computing and Simulink Modeling.. s=w*j. C3=2*C1.16 K. R2=3. fprintf('R1 = %5..*s+w0.^2). R1=1/(2*w0*Q*C1).0f Ohms \t'.R2).^2)). Gw=(K.. fprintf('R3 = %5. Q=10.2 0 2 10 10 Frequency.^2+w0.abs(Gw)).0f Ohms \t'.. R2=(2*Q)/(w0*C1). C2=C1.*(s.4 0. % % PART II − Plot with standard resistors R1=80. These are shown in the MATLAB script below. ylabel('|Vout/Vin| absolute values'). axis([100 10000 0 1]).. Hz ...^2+B..6. R3=78.R1).. fprintf(' \n').8 0. R3=(2*Q)/(C1*w0*(4*Q^2+1))..6. grid 2nd Order Butterworth Band-Elimination Filter Response 1 |Vout/Vin| absolute values 0... title('2nd Order Butterworth Band−Elimination Filter Response'). Fourth Edition Copyright © Orchard Publications 11−99 .../(s. C1=10^(−7).Solutions to End-of-Chapter Exercises 3. fprintf('R2 = %5. xlabel('Frequency..6 0...R3) R1=80 Ohms R2=31831 Ohms R3=79 Ohms We choose standard resistors as close as possible to those found above. We will use MATLAB for all computations. w0=1/(2*R1*Q*C1).

. R4=165000.. a=0. fprintf('R4 = %6. b=(a+tan(−phi0/2))/tan(−phi0/2). R2=41. fprintf(' \n'). R3=54.*w0.0f Ohms \t'. 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.. w=2*pi*f.R4). a and b values % phi0=−pi/2. w0=2/(a*R2*C1).0f Ohms \t'.. R3=54900.9 K. grid 11−100 Signals and Systems with MATLAB Computing and Simulink Modeling. R3=R2/K.. C2=C1.R3)..Chapter 11 Analog and Digital Filters 4./(s. fprintf('a = %5. We rewrite the above relation as φ0 a - –1 = – ---tan ----------b – 1 2 then.^2))..^2+a../pi). fprintf('b = %5.R1). C2=C1. semilogx(f. R2=2/(a*w0*C1).48 K. fprintf('R1 = %6.. R1=3480. Gain must be 0<K<1 % % PART I − Find Resistor.... f0=1 KHz % phase shift phi=−pi/2 and gain K=3/4.768 R3=55292 Ohms R4=165875 Ohms We choose standard resistors as close as possible to those found above.3f \t'.0f Ohms \t'. R4=165 K % K=3/4.^2).*w0.768 b = 1... R2=41200. K=0.*180. b=1.. a=((1−K)/(2*K*tan(phi0/2)))*(−1−sqrt((1+4*K/(1−K))*(tan(phi0/2))^2)).. These are shown in the MATLAB script below. C1=10^(−8). R1=(1−K)*R2/(4*K). Gw=(K..= a + tan – ---btan – --- 2 2 a + tan ( – φ 0 ⁄ 2 ) b = -----------------------------------tan ( – φ 0 ⁄ 2 ) % MFB 2nd order all−pass filter.75.. R4=R2/(1−K).0f Ohms \t'. w0=2*pi*f0.*(s. fprintf(' \n').2 K.^2−a.768.R2). b) R1=3456 Ohms R2=41469 Ohms a = 0....*w0..*s+b.768. % % PART II − Plot with standard resistors R1=3.. title('2nd Order All−Pass Filter Phase Response'). f=10:10:100000.. φ0 a .*w0. C1=10^(−8). f0=1000.*s+b. Fourth Edition Copyright © Orchard Publications . xlabel('Frequency. fprintf('R3 = %6.. Hz − log scale').angle(Gw). a).. fprintf('R2 = %6.= ----------tan – --- 2 b–1 φ0 φ0 . ylabel('Phase Angle in degrees').. s=w*j.3f \t'.

C1=10^(−8). title('2nd Order Bessel Filter Response').Solutions to End-of-Chapter Exercises The plot shown below is the phase (not magnitude) response.0f Ohms \t'.. Fourth Edition 11−101 Copyright © Orchard Publications . C1=10^(−8).log scale 10 10 5. We will use MATLAB for all computations./pi). s=w*j.5 K. b=3. R1=R2/K.. fprintf('R3 = %5./(s. w0=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*R2). Hz')... Gw=(3. R2=15000. R2=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*w0). xlabel('Frequency.. R1=7500.*180.*w0.. % MFB 2nd order Bessel filter. R3=13000.^2+a.. fprintf('R2 = %5. b=3. ylabel('Phase Angle in degrees').^2). C2=2*10^(−9). Signals and Systems with MATLAB Computing and Simulink Modeling. R3=1/(b*C1*C2*R2*w0^2).. w=2*pi*f. semilogx(f.0 K % K=2... K=2 % PART I − Find resistor values T0=100*10^(−6)..*K.. The group delay (the slope at a particular frequency) is practically flat at frequencies near DC.angle(Gw). R2=15. K=2.0f Ohms \t'. These are shown in the MATLAB script below.*w0. fprintf(' \n').^2). a=3. This filter has very good phase response but poor magnitude response. a=3. f=1:10:100000... w0=12/(13*T0).R2). Hz ...*s+b..*w0. 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.. T0=100 microseconds. fprintf('R1 = %5..0f Ohms \t'.. Part II of the script is as follows: % % PART II − Plot with standard resistors R1=7.0 K. grid The plot shown below is the phase (not magnitude) response. C2=2*10^(−9). R3=13.R1)..R3) R1 = 7486 Ohms R2 = 14971 Ohms R3 = 13065 Ohms We choose standard resistors as close as possible to those found above.

disp(simple(y(6))). Hz 10 10 6. 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 and with ω C = 1 rad ⁄ s and k = 4 . disp(simple(y(7))). disp('s2 = ').. Page 11−14.24). 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. fprintf(' \n'). From (11. disp(simple(y(2))). 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(simple(y(4))). 8 syms s... disp('s7 = '). disp(simple(y(1))).... we obtain 2 1 A ( ω ) = --------------8 ω +1 Then. Fourth Edition Copyright © Orchard Publications . disp('s8 = ').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('s6 = ').... disp('s4 = '). disp('s5 = ').. disp(simple(y(5))).. y=solve('s^8+1=0'). disp('s3 = '). disp('s1 = '). disp(simple(y(3)))..

0004706353613841 and thus 1 G ( s ) = ---------------------------------------------------------------------------4 3 2 s + 2.. with 1. To express the denominator in polynomial form we use the following MATLAB script: denGs=(s−s2)*(s−s4)*(s−s6)*(s−s8). syms w. Page 11−26.41492978*s^2+2. denA=1+0. we choose the roots s 2 . Page 11−26.5 dB ripple.5 ⁄ 10 ) – 1 = 0.61s + 3.9240*i)*(s+. that Ck = C3 = ( 4 ω – 3 ω ) 2 2 3 2 Also.4) r = (s+.49). Fourth Edition 11−103 Copyright © Orchard Publications . we use the following MATLAB script. s 6 .4125 and with these values (1) is written as 2 α A ( ω ) = -----------------------------------------------------------2 3 1 + 0.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.9240+. ε = 10 2 ( 1.6134*s^3+3.61s + 1 7.3827−. From (11. s 4 .(1) A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) and with ω C = 1 and k = 3 .3827*i)*(s+.3827+. we find from (11.9240−.. from (11. and s 8 .56).9240*i) expand(r) ans = s^4+2. r=vpa(denGs. Page 11−29.3827*i)*(s+.4125*expand((4*w^3−3*w)^2).4125 ⋅ ( 4 ω – 3 ω ) To express the denominator in polynomial form. 2 α ..41s + 2. 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.48).614014906886*s +1.

% To obtain the digital cutoff frequency without prewarping we use the relation % wd=(wc*Ts)/pi.. wdp=2*atan(wc*Ts/2)/pi.6 ω – 9. sampling period Ts=0. 11−104 Signals and Systems with MATLAB Computing and Simulink Modeling. However.[Nz]).25 = 1 .= ------------------------------------------------2. fprintf(' \n').= ----------------------------------------------------G ( z ) = ---------------------------------. % We divide by pi to normalize the digital cutoff frequency. % N=2. Fourth Edition Copyright © Orchard Publications . using the exact relation of (11.25.25 sec. and solving for ω d we find that ω d = 2 tan –1 ( ω a T S ) ⁄ 2 = 0. [Nz. with ω C = ω a yields ω C = ω a ⋅ T S = 4 × 0. This frequency is related to % the continuous time radian frequency wc by wd=Ts*wc with no pre−warping. % # of poles Rp=3. with % pass band % ripple of 3 dB.----------z–1 z + ( TS – 2 ) ⁄ ( TS + 2 ) ----. Page 11−54. 1 ⁄ RC G ( s ) = ----------------------s + 1 ⁄ RC and with RC = 1 . Page 11−54.86).85).Dz]=cheby1(N. Therefore we will compute G 1 ( z ) with pre−warping using the following MATLAB script.Rp. % fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n'). % Sampling period wc=4.'high').+ 1 2 ( z – 1 ) + TS ( z + 1 ) ( TS + 2 ) z + ( TS – 2 ) ⋅ TS z + 1 9.Chapter 11 Analog and Digital Filters 2 α A ( ω ) = ------------------------------------------------------------------------6 4 2 6. The approximation of (11.⋅ ----------s = ----TS z + 1 TS ( z + 1 ) TS ( z + 1 ) ⁄ ( TS + 2 ) TS ( z + 1 ) 1 = ------------------------------------------------. % With prewarping it is related to wc by wdp=2*arctan(wc*Ts/2).7125 ω + 1 8. 1 G ( s ) = ---------s+1 G(z) = G(s) 2 z–1 . % This script designs a 2−pole Chebyshev Type 1 high−pass digital filter with % analog cutoff frequency wc=4 rads/sec. % Pass−band ripple in dB Ts=0. % Analog cutoff frequency % Let wd be the discrete time radian frequency.9273 and this value is not very close to unity. fprintf('%8.9 ω + 3.wdp.4f \t'.

0000 -0.abs(Gz)).w). fprintf('%8.4f \t'.Dz.7829z + 0.wd.4963 High--Pass Digital Filter with prewarping 1 2 0.7153 0. % Analog cutoff frequency wd=(wc*Ts)/pi.5 3 3. % Signals and Systems with MATLAB Computing and Simulink Modeling.Dz]=cheby1(N. [Nz.7829 0.3914 G 1 ( z ) = --------------------------------------------------------------------2 z – 0. grid. title('High−Pass Digital Filter with pre−warping') The numerator N(z) coefficients in descending powers of z are: 0. plot(w. fprintf(' \n'). Fourth Edition 11−105 Copyright © Orchard Publications .5 1 1.Rp.3914z – 0.6 |H| 0.Solutions to End-of-Chapter Exercises fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n'). ylabel('|H|'). % fprintf('Press any key to see the plot \n'). 0. % Pass band ripple in dB Ts=0. we will compute G 2 ( z ) without pre−warping using the following MATLAB script: N=2. % w=0:2*pi/300:pi.5 2 Frequency (rads/sec) 2.2 0 0 0.4 0. xlabel('Frequency (rads/sec)'). % Sampling period wc=4.5 Next.4963 and thus the transfer function and the plot with pre−warping are as shown below. Gz=freqz(Nz.'high').3914 -0. pause.3914 The denominator D(z) coefficients in descending powers of z are: 1.8 0.[Dz]). % # of poles Rp=3.25.7153z + 0.

6028z + 0.6 |H| 0. grid.4814 and thus the transfer function and the plot without pre-warping are as shown below.5 3 3. Fourth Edition Copyright © Orchard Publications .5 2 Frequency (rads/sec) 2. fprintf(' \n').5 1 1.3689 The denominator D(z) coefficients in descending powers of z are: 1. fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n'). plot(w. % fprintf('Press any key to see the plot \n').4814 High-Pass Digital Filter without prewarping 1 2 0. xlabel('Frequency (rads/sec)').Dz.0000 -0. title('High−Pass Digital Filter without pre−warping') The numerator N(z) coefficients in descending powers of z are: 0.3689z – 0.4 0.6028 0. pause.7377z + 0.5 11−106 Signals and Systems with MATLAB Computing and Simulink Modeling.Chapter 11 Analog and Digital Filters fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n'). 0.8 0. fprintf(' \n').w).[Nz]).4f \t'.7377 0. % w=0:2*pi/300:pi.abs(Gz)). fprintf('%8.3689 G 2 ( z ) = --------------------------------------------------------------------2 z – 0.[Dz]).4f \t'. fprintf('%8.2 0 0 0.3689 -0. Gz=freqz(Nz. ylabel('|H|').

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

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

Roots of Polynomials One of the most powerful features of MATLAB is the ability to do computations involving complex numbers. Fourth Edition Copyright © Orchard Publications A−3 . These are the coefficients of the polynomial in descending order.0000 Signals and Systems with MATLAB Computing and Simulink Modeling. 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 = 4.0000 3. and the roots as roots_ p1. p is a row vector containing the polynomial coefficients in descending order.0000−4. a polynomial is expressed as a row vector of the form [ a n a n – 1 … a 2 a 1 a0 ] .0000 2. We can use either i . For example. A. such as 3-4i or 3-4j. the statement z=3−4j displays z = 3.1 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. We must include terms whose coefficients are zero. However. We find the roots of any polynomial with the roots(p) function. we must use the multiplication sign.3 Roots of Polynomials In MATLAB. that is. we must type cos(x)*j or j*cos(x) for the imaginary part of the complex number. a multiplication (*) sign between 4 and j was not necessary because the complex number consists of numerical constants.0000i In the above example. Example A. or j to denote the imaginary part of a complex number. or variable such as cos ( x ) . if the imaginary part is a function.0000 1.

5014 2.Appendix A Introduction to MATLAB® We observe that MATLAB displays the polynomial coefficients as a row vector.3 It is known that the roots of a polynomial are 1. from a given set of roots. and the roots as a column vector. 3. Compute the coefficients of this polynomial.2 Find the roots of the polynomial p 2 ( x ) = x – 7x + 16x + 25x + 52 5 4 2 Solution: There is no cube term. therefore.3202i -0. Of course.3202i A. and 4 .5711 -0. and two complex roots. Example A. with the poly(r) function where r is a row vector containing the roots.3366 + 1. The roots are found with the statements below. Example A. p2=[1 −7 0 16 25 52] p2 = 1 -7 0 16 25 52 roots_ p2=roots(p2) roots_p2 = 6.1.4 Polynomial Construction from Known Roots We can compute the coefficients of a polynomial. and the roots of this polynomial as roots_ p2.7428 -1. 2. complex roots always occur in complex conjugate* pairs. where we have defined the polynomial as p2. Fourth Edition Copyright © Orchard Publications . The result indicates that this polynomial has three real roots. * By definition. 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 . we must enter zero as its coefficient.

– 2. we find the coefficients with the poly(r) function as shown below. r4=[ −1 −2 −3 4+5j 4−5j ] r4 = Columns 1 through 4 -1. Example A. 4 + j5. and we find the polynomial coefficients with the poly(r) function as shown below. and 4 – j5 .1.0000 Column 5 -4.5.0000i poly_r4 = 1 14 100 340 499 246 Therefore. – 3.0000i poly_r4=poly(r4) -4.0000 -2. Find the coefficients of this polynomial. 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.0000.0000+ 5. Solution: We form a row vector.4 It is known that the roots of a polynomial are – 1.0000 -3.Polynomial Construction from Known Roots Solution: We first define a row vector. say r3 . then. with the given roots as elements of this vector. 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. Fourth Edition Copyright © Orchard Publications A−5 . say r4 . with the given roots.

) after the right bracket suppresses the % display of the row vector that contains the coefficients of p5. polyder(p) − produces the coefficients of the derivative of a polynomial p. % These are the coefficients of the given polynomial % The semicolon (. −3) % Evaluate p5 at x=−3.d) − divides polynomial c by polynomial d and displays the quotient q and remainder r. A−6 Signals and Systems with MATLAB Computing and Simulink Modeling. Example A.1) at x = – 3 . Solution: p5=[1 −3 0 5 −4 3 2].b) function.5 Evaluation of a Polynomial at Specified Values The polyval(p.5 Evaluate the polynomial p 5 ( x ) = x – 3x + 5x – 4x + 3x + 2 6 5 3 2 (A. % val_minus3=polyval(p5.r]=deconv(c.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.b) − multiplies two polynomials a and b [q.Appendix A Introduction to MATLAB® A. Example A. 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. Fourth Edition Copyright © Orchard Publications .x) function evaluates a polynomial p ( x ) at some specified value of the independent variable x .

Compute the derivative ----d dx 6 4 2 Signals and Systems with MATLAB Computing and Simulink Modeling.r]=deconv(c.5000 r = 0 Therefore. -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 = 0.p2) % The coefficients of p1 % The coefficients of p2 % Multiply p1 by p2 to compute coefficients of the product p1p2 p1p2 = 2 -6 Therefore.p 5 using the polyder(p) function. p4=[2 −8 0 0 4 10 12].5 r = 4x – 3x + 3x + 2x + 3 5 4 2 4 -3 0 3 2 3 Example A.p4) q = 0.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]. Fourth Edition Copyright © Orchard Publications A−7 .r]=deconv(p3.8 Let p 5 = 2x – 8x + 4x + 10x + 12 . [q. p2=[2 0 −8 0 4 10 12]. p1p2=conv(p1.7 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.Evaluation of a Polynomial at Specified Values Solution: p1=[1 −3 0 5 7 9].

1633 A−8 Signals and Systems with MATLAB Computing and Simulink Modeling. roots_num=roots(num). Example A.9961i 2. if we separate them by commas or semicolons. that is.2) where some of the terms in the numerator and/or denominator may be zero.4186 + 1. 0 -32 0 8 10 d ----. den=[1 0 −4 0 2 5 6].3370 .9 Let 5 4 2 p num x – 3x + 5x + 7x + 9 R ( x ) = ----------.1. 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.0.7.4186 .9961i -1. roots_den=roots(den) % Do not display num and den coefficients % Display num and den roots roots_num = 2. As noted in the comment line of Example A.6 Rational Polynomials Rational Polynomials are those which can be expressed in ratio form. Commas will display the results whereas semicolons will suppress the display. We can find the roots of the numerator and denominator with the roots(p) function as before.0712i -0.= -------------------------------------------------------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].p 5 = 12x 5 – 32x 3 + 4x 2 + 8x + 10 dx A. Fourth Edition Copyright © Orchard Publications . Solution: num=[1 −3 0 5 7 9].0712i -0. der_p5=polyder(p5) % The coefficients of p5 % Compute the coefficients of the derivative of p5 der_p5 = 12 Therefore.3370 + 0. we can write MATLAB statements in one line. using the roots(p) function.

the negative sum of the roots is equal to the coefficient b of the x term.6760 + j0.0712i) ans = 6.3370−0.9870 ) ( x + 0.4922i) ans = 3.0186 ) ( x + 1.9961i)*(−0.6760 + 0. 2 2 p num ( x – 4.0000 ) ( x + 1.0000 ) We can also express the numerator and denominator of this rational function as a combination of linear and quadratic factors. that is.9971 ) ( x + 0.4922i -0.4922i)*(1.9870i)*(−0. Accordingly.9870 ) ( x + 1. then we multiply the complex conjugate roots to obtain the constant term c using MATLAB as follows: (2. we form the coefficient b by addition of the complex conjugate roots and this is done by inspection.2108 – j 0. Fourth Edition Copyright © Orchard Publications A−9 . that is. x 1 ⋅ x 2 = c .= ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------R ( x ) = ----------2 2 p den ( x – 3.Rational Polynomials roots_den = 1. in a quadratic equation of the form x 2 + bx + c = 0 whose roots are x 1 and x 2 . – ( x 1 + x 2 ) = b .2108−0.4922 ) ( x + 1.2108 .1633 ) ( x + 0.3370 – j0. We recall that.1633 ) . the complex roots occur in complex conjugate pairs.1058 (1.0.6760−0.9304 ) ( x + 0. we have the factored form p num = ( x – 2.0.4186 −1.0712i)*(2.4186 – j1.8372x + 6.0712 ) ( x + 1.6760 .2108 + j0.6760+ 0.9961 ) ( x + 0. we have p den = ( x – 1.9304 ) Signals and Systems with MATLAB Computing and Simulink Modeling.0512 (−0.4186 + j1.0186 Thus.2108+ 0.3520x + 3.3370+ 0.2108 + 0.9961i) ans = 1. For the numerator.4922i -0.6760 – j0.4186 + 1.9870i 1.9870i) ans = 1.0712 ) ( x – 2.3370 + j0. while the product of the roots is equal to the constant term c .0000 As expected.9870i -1.4922 ) ( x – 1.9304 -1.4216x + 1.6740x + 1.0512 ) ( x + 0.9971 (−0.9961 ) and for the denominator.1058 ) ( x + 1.

where the radian frequency ω (radians/second) of the applied voltage was varied from 300 to 3000 in steps of 100 radians/second.7 Using MATLAB to Make Plots Quite often. A. 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. They are discussed in detail in MATLAB’s Users Manual. y. Before using a symbolic expression. 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. Fourth Edition Copyright © Orchard Publications . For our example.q) function is used with numeric expressions only.Appendix A Introduction to MATLAB® We can check this result of Example A. Example A.1. Electric circuit for Example A. where x is the horizontal axis (abscissa) and y is the vertical axis (ordinate). we want to plot a set of ordered pairs.8372*x+6. 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. that is. polynomial coefficients. This is a very easy task with the MATLAB plot(x. while the amplitude was held constant.9971)*(x^2+0.9 above with MATLAB’s Symbolic Math Toolbox which is a collection of tools (functions) used in solving symbolic expressions. We must remember that the conv(p. we find that is the same as the numerator of the given rational expression in polynomial form.1. we must create one or more symbolic variables such as x. We can use the same procedure to verify the denominator.10 Consider the electric circuit of Figure A. A R1 R2 C V L Figure A.6740*x+1.y) command that plots y versus x.1058)*(x+1.10 A−10 Signals and Systems with MATLAB Computing and Simulink Modeling. t. and so on.

. The magnitude of the impedance |Z| was computed as Z = V ⁄ A and the data were tabulated on Table A.751 120.845 Plot the magnitude of the impedance..) to suppress the display of numbers that we do not care to see on the screen. as mentioned before.184 97.111. Also.339 52..481 58.588 67.032 187.182 40.10 ω (rads/s) 300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 |Z| Ohms 39. so we will use the English letter w instead.665 140. and we press Signals and Systems with MATLAB Computing and Simulink Modeling.052 145.056 1014.845].938 469. we simply type w or z. then pressing <enter> to start a new line.428 48. 90.437 222.182 436.240 54.481 58.432 38. This is illustrated below for the data of w and z.122 42.717 46.603 81. Solution: We cannot type ω (omega) in the MATLAB Command prompt...088 73.589 71.938 469. 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000].611 51. we use the semicolon (.353 103.122 42.717 46.1.513 62.751 120.286 44.339 52. |Z| versus radian frequency ω ..032 187.182 40.056. TABLE A.432 38.052 145.353 103.830 266.83 266.088 73.603 81. 1014. it can be continued to the next line by typing three or more periods.. Of course.Using MATLAB to Make Plots The ammeter readings were then recorded for each frequency.104 97. or a row vector is too long to fit in one line.789 71.665 140.. that is. if we want to see the values of w or z or both. If a statement.. and continue to enter data.1 Table for Example A.. The data are entered as follows: w=[300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 1700 1800 1900.111 ω (rads/s) 1700 1800 1900 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000 |Z| Ohms 90. % z=[39.437 222. Fourth Edition Copyright © Orchard Publications A−11 .468.182 436.286 44.240 54.588 67.513 62.611 51.. 48..

we select MATLAB Command Window. we use the plot(x. For this example.z). we press any key. that is.10 This plot is referred to as the magnitude frequency response of the circuit. The default* is off. box off: This command removes the box (the solid lines which enclose the plot). MATLAB displays the plot on MATLAB’s graph screen and MATLAB denotes this plot as Figure 1. and box on restores the box. This plot is shown in Figure A. The command grid toggles them. To see the graph again.y) command which is similar to the plot(x. changes from off to on or vice versa.y) command. The magnitude frequency response is usually represented with the x−axis in a logarithmic scale. The grid off command removes the grid. When this command is executed. title(‘string’): This command adds a line of the text string (label) at the top of the plot. the semilogy(x. we use plot(w. or any plot.2. The default is on. we click on the Window pull−down menu.2.Appendix A Introduction to MATLAB® <enter>. To return to the command window. We can make the above. The command box toggles them. Fourth Edition Copyright © Orchard Publications . A−12 Signals and Systems with MATLAB Computing and Simulink Modeling.y) command. or from the Window pull−down menu.y) command. except that the x−axis is represented as a log scale. 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. We can use the semilogx(x. xlabel(‘string’) and ylabel(‘string’) are used to label the x− and y−axis respectively. 1200 1000 800 600 400 200 0 0 500 1000 1500 2000 2500 3000 Figure A. more presentable with the following commands: grid on: This command adds grid lines to the plot. and the y−axis as a linear scale. Likewise. Plot of impedance z versus frequency ω for Example A. To plot z (y−axis) versus w (x−axis).y) command is similar to the plot(x. and we choose Figure 1.

and ln is the natural (base e) logarithm. Radian Frequency'). Magnitude of Impedance vs. For instance. and this will place a cross−hair in the Figure window. If the y−axis represents power. whereas the common logarithm is expressed as log10(x). For advanced MATLAB graphics. lines and arrows directly into the graph using the tools provided on the Figure Window. To display the voltage v in a dB scale on the y−axis. and the x−axis as a linear scale. The command gtext(‘string’)* switches to the current Figure Window. Signals and Systems with MATLAB Computing and Simulink Modeling. however. grid. The loglog(x. Throughout this text it will be understood that log is the common (base 10) logarithm. We must remember. Modified frequency response plot of Figure A. Let us now redraw the plot with the above options by adding the following statements: semilogx(w. xlabel('w in rads/sec'). we add the relation dB=20*log10(v). and the logarithm to the base 2 as log2(x). voltage or current. the x−axis of the frequency response is more often shown in a logarithmic scale. Radian Frequency 1200 1000 800 |Z| in Ohms 600 400 200 0 2 10 10 w in rads/sec 3 10 4 Figure A. and the y−axis in dB (decibels). Then.2.y) command uses logarithmic scales for both axes.z) command title('Magnitude of Impedance vs. and we replace the semilogx(w. we can add text. using * With the latest MATLAB Versions 6 and 7 (Student Editions 13 and 14). Fourth Edition Copyright © Orchard Publications A−13 . ylabel('|Z| in Ohms') After execution of these commands. and displays a cross−hair that can be moved around with the mouse. the plot is as shown in Figure A. % Replaces the plot(w. the function log(x) in MATLAB is the natural logarithm.z) command with semilogx(w.3.z).Using MATLAB to Make Plots log scale.dB). please refer to The MathWorks Using MATLAB Graphics documentation. we can use the command gtext(‘Impedance |Z| versus Frequency’).3.

0. Fourth Edition Copyright © Orchard Publications . Three−phase waveforms A−14 Signals and Systems with MATLAB Computing and Simulink Modeling. box on. number_of_values) This function specifies the number of data points but not the increments between data points.y.u. 'sin(x)'). The command text(x.5 -1 0 1 2 3 4 5 6 7 Figure A.65. text(4. 0. It places a label on a plot in some specific location specified by x and y. and string is the label which we want to place at that location. 'sin(x+4*pi/3)') These three waveforms are shown on the same plot of Figure A. 1 sin(x) 0.4. 0. we can move the cross−hair to the position where we want our label to begin. We will illustrate its use with the following example which plots a 3−phase sinusoidal waveform.x.Appendix A Introduction to MATLAB® the mouse.75. % we could have used x=0:0. % turn grid and axes box on text(0. last_value. 60). 2*pi. % The x−axis must be specified for each function grid on. The script for the 3−phase plot is as follows: x=linspace(0.5 sin(x+2*pi/3) sin(x+4*pi/3) 0 -0. % pi is a built−in function in MATLAB. text(2. and we press <enter>.y.02*pi:2*pi or x = (0: 0. 'sin(x+2*pi/3)').65. u=sin(x+2*pi/3). An alternate function is x=first: increment: last and this specifies the increments between points but not the number of data points.’string’) is similar to gtext(‘string’). v=sin(x+4*pi/3). y=sin(x).95.85.x.65.4.02: 2)*pi instead.v). plot(x. The first line of the script below has the form linspace(first_value.

y. yn and zn are vectors or matrices.y3. markers.x2. we must type plot(x.s1. MATLAB has also a three−dimensional (three−axes) capability and this is discussed next. The plots we have discussed thus far are two−dimensional.s3.2. and other options directly from the Figure Window.s) command. or line style. colors. MATLAB allows us to specify various line types. plot symbols. it starts with blue and cycles through the first seven colors listed in Table A. and colors for our plots. −− ∨ ∧ < > p h For example. we did not specify line styles.) where xn. that is.s2.. where s is a character string containing one or more characters shown on the three columns of Table A. These. However. The default line is the solid line. y and z are three vectors of the same length.y.z3. there is no default marker. Fourth Edition Copyright © Orchard Publications A−15 . or a combination of these. The plot3(x.y. Signals and Systems with MATLAB Computing and Simulink Modeling..y. no markers are drawn unless they are selected.z) command plots a line in 3−space through the points whose coordinates are the elements of x. 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(x. y and z. but does not draw any line because no line was selected. For additional information we can type help plot in MATLAB’s command screen. and colors.'m*:') plots a magenta dotted line with a star at each data point.z1. MATLAB has no default color.y2. If we want to connect the data points with a solid line. we can select the line color. TABLE A. Also.z2. These strings are the same as those of the two−dimensional plots.'rs') plots a red square at each data point.x3. o x + * s d − : −. they are drawn on two axes. line width.Using MATLAB to Make Plots In our previous examples. can be added with the plot(x.'rs−').y. The general format is plot3(x1. But with the latest MATLAB versions.2 for each additional line in the plot. marker symbol.y1.2 Styles. and sn are strings specifying color. where x.. and plot(x.

9. 3000 2000 1000 0 -1000 -2000 10 5 0 -5 -10 -10 -5 5 0 10 Figure A. and dot exponentiation where the multiplication. grid on and box off are the default states. z= −2.y.5. or on the same line without first executing the plot command. in a three−dimensional plot we can set the limits of all three axes with the axis([xmin xmax ymin ymax zmin zmax]) command.z) on the plot.*y.z.y.’string’) command will place string beginning at the co−ordinate (x. Likewise. For three−dimensional plots. Fourth Edition Copyright © Orchard Publications .y.11 Plot the function Solution: x= −10: 0. This must be done for each plot.5: 10.*x. It must be placed after the plot(x.y) or plot3(x. plot3(x. grid z = – 2x + x + 3y – 1 3 2 (A.y. we can set the limits of the x− and y−axes with the axis([xmin xmax ymin ymax]) command.z). The three−dimensional text(x. dot division.^2−1. Three dimensional plot for Example A. * This statement uses the so called dot multiplication.z) commands.Appendix A Introduction to MATLAB® Example A.3) We arbitrarily choose the interval (length) shown on the script below. division.11 In a two−dimensional plot. These important operations will be explained in Section A.5.^3+x+3. A−16 Signals and Systems with MATLAB Computing and Simulink Modeling. and exponential operators are preceded by a dot. y= x. % 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.

Z ( i.6 shows how the volume of the cone increases as the radius and height are increased.9. box on The three−dimensional plot of Figure A.Using MATLAB to Make Plots We can also use the mesh(x. [R.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. In this case. Signals and Systems with MATLAB Computing and Simulink Modeling..y) function that creates the matrix X whose rows are copies of the vector x. V=(pi . altitude h (meters)').5 and A.Y]=meshgrid(x. Fourth Edition Copyright © Orchard Publications A−17 . j ) } . the vertices of the mesh lines are the triples { x ( j )./ 3. and the matrix Y whose columns are copies of the vector y... radius r (meters)'). 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. and y corresponds to the rows.. We observe that x corresponds to the columns of Z. To produce a mesh plot of a function of two variables.. say z = f ( x. zlabel('z−axis. mesh(R. 0: 6).6 are rudimentary. V). dot division. and dot exponentiation..4) Plot the volume of the cone as r and h vary on the intervals 0 ≤ r ≤ 4 and 0 ≤ h ≤ 6 meters. as in the previous example. H. ylabel('y−axis. xlabel('x−axis.. title('Volume of Right Circular Cone').* H) .. h ) The three−dimensional plot is created with the following MATLAB script where. in the second line we have used the dot multiplication. n ] = size ( Z ) . The plots of Figure A..* R . We can generate the matrices X and Y with the [X. The MATLAB User’s Manual and the Using MATLAB Graphics Manual contain numerous examples. that is.y.H]=meshgrid(0: 4. V = f ( r. y ) . Example A. Solution: The volume of the cone is a function of both the radius r and the height h.z) command with two vector arguments. MATLAB can generate very sophisticated three−dimensional plots. volume (cubic meters)'). % Creates R and H matrices from vectors r and h. These must be defined as length ( x ) = n and length ( y ) = m where [ m. This will be explained in Section A. y ( i ).^ 2 .

8 Subplots MATLAB can display up to four windows of different plots on the Figure window using the command subplot(m. This command divides the window into an m × n matrix of plotting areas and chooses the pth area to be active. A−18 Signals and Systems with MATLAB Computing and Simulink Modeling. n and p. The possible combinations are shown in Figure A.9 Multiplication. and exponentiation. Fourth Edition Copyright © Orchard Publications . and the element−by−element multiplication. division. These are the matrix multiplication.p).7.n. and exponentiation. and exponentiation.6. radius r (meters) 4 3 y-axis. 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. division. They are explained in the following paragraphs. altitude h (meters) Figure A. No spaces or commas are required between the three integers m.n. and Exponentiation MATLAB recognizes two types of multiplication.Appendix A Introduction to MATLAB® Volume of Right Circular Cone z-axis. Division. volume (cubic meters) 150 100 50 0 6 4 2 2 0 1 0 x-axis. Volume of a right circular cone. Possible subplot arrangements in MATLAB A.7. division. A. We will illustrate the use of the subplot(m.p) command following the discussion on multiplication. division and exponentiation that follows.

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. We recall that the elements of a row vector are separated by spaces. the arrays [ a b c … ] . and thus are called row vectors. 1. multiplication of the row vector A by the column vector B . If an array has one column and multiple rows.5) Signals and Systems with MATLAB Computing and Simulink Modeling. To distinguish between row and column vectors. 6. it is called a column vector. b=[−1. Then. Division. MATLAB uses the single quotation character (′) to transpose a vector.Multiplication. a column vector can be written either as b=[−1. 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. An easier way to construct a column vector. consisted of one row and multiple columns. Here. such a those that contained the coefficients of polynomials. is performed with the matrix multiplication operator (*). 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. 11] or as b=[−1 3 6 11]' As shown below. 3. Fourth Edition Copyright © Orchard Publications A−19 . 6. the elements of a column vector must be separated by semicolons. A*B = [ a 1 b 1 + a 2 b 2 + a 3 b 3 + … + a n b n ] = sin gle value (A. and Exponentiation In Section A.2. and then transpose it into a column vector. as indicated by the transpose operator (′). is to write it first as a row vector. Thus.

that is. Fourth Edition Copyright © Orchard Publications . A*B % No transpose operator (‘) here When these statements are executed.∗ D = [ c 1 d 1 c2 d2 c3 d3 … cn dn ] (A. MATLAB expects vector B to be a column vector. multiplication of the row vector C by the row vector D is performed with the dot multiplication operator (. A*B % Observe transpose operator (‘) in B ans = 68 Now. not a row vector. Here. There is no space between the dot and the multiplication symbol. and warns us that we cannot perform this multiplication using the matrix multiplication operator (*). 2. 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. A=[1 2 3 4 5].Appendix A Introduction to MATLAB® For example. B=[ −2 6 −3 8 7]'.*). let us suppose that both A and B are row vectors. This operator is defined below. Accordingly. because we have used the matrix multiplication operator (*) in A*B. C. Here. Thus. It recognizes that B is a row vector. B=[−2 6 −3 8 7]. we must perform this type of multiplication with a different operator.6) A−20 Signals and Systems with MATLAB Computing and Simulink Modeling. 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]. MATLAB displays the following message: ??? Error using ==> * Inner matrix dimensions must agree. and we attempt to perform a row−by− row multiplication with the following MATLAB statements. if A = [1 2 3 4 5] and B = [ – 2 6 – 3 8 7 ]' the matrix multiplication A*B produces the single value 68.

* sin(2 ./ (t+1). plot(t. are used for matrix division and exponentiation.) and the multiplication. Example A. C. Note: A dot (.Multiplication.* t) + t . Division.* t) .11 and A.7) in the 0 ≤ t ≤ 5 seconds interval.01 increments y=3 . Fourth Edition Copyright © Orchard Publications A−21 .13') The plot for this example is shown in Figure A. C.12 above.* t) . and exponentiation operators. as the elements of C and D .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. xlabel('t'). and Exponentiation This product is another row vector with the same number of elements. As an example. % Define t−axis in 0. ylabel('y=f(t)'). Solution: The MATLAB script for this example is as follows: t=0: 0.*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.y).8.* t)−2 . Signals and Systems with MATLAB Computing and Simulink Modeling. whereas dot division (.^2 .^) are used for element− by−element division and exponentiation.∗ 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].* exp(−4 . We must remember that no space is allowed between the dot (. title('Plot for Example A.* cos(5 .* exp(−3 . D=[−2 6 −3 8 7]. 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. grid. division.) is never required with the plus (+) and minus (−) operators./) and dot exponentiation (. as illustrated in Examples A.01: 5. the division (/) and exponentiation (^) operators.

division. Example A. The command axis([xmin xmax ymin ymax]) scales the current plot to the values specified by the arguments xmin.5 5 Figure A. This is because the last term (the rational fraction) of the given expression.13 Had we. It will be used with the next example. A−22 Signals and Systems with MATLAB Computing and Simulink Modeling. z = cos 2x. This command must be placed after the plot command and must be repeated for each plot. To avoid division by zero. the axis([xmin xmax ymin ymax]) command. Use the subplot command to display these functions on four windows on the same graph. which is a number approximately equal to 2.8. and exponentiation. There are no commas between these four arguments.5 2 2. xmax. w = sin 2x ⋅ cos 2x. v = sin 2x ⁄ cos 2x in the interval 0 ≤ x ≤ 2 π using 100 data points.14 Plot the functions y = sin 2x.Appendix A Introduction to MATLAB® Plot for Example A.5 4 4.5 1 1. The following example illustrates the use of the dot multiplication. say as – 3 ≤ t ≤ 3 . is divided by zero when t = – 1 . Fourth Edition Copyright © Orchard Publications . ymin and ymax. we use the special MATLAB function eps. in this example. and also MATLAB’s capability of displaying up to four windows of different plots. defined the time interval starting with a negative value equal to or less than – 1 . MATLAB would have displayed the following message: Warning: Divide by zero.5 t 3 3. Plot for Example A.13 5 4 3 y=f(t) 2 1 0 -1 0 0.2 × 10 – 16 . the eps number.

9.r) function that produces a plot in polar coordinates.% add eps to avoid division by zero subplot(221).100). z=(cos(x).14 The next example illustrates MATLAB’s capabilities with imaginary numbers.3]). plot(x. where r is the magnitude. the abs(z).1 0 0 0 2 4 6 0 2 4 6 Figure A.y). We will introduce the real(z) and imag(z) functions that display the real and imaginary parts of the complex quantity z = x + iy. axis([0 2*pi 0 1]). We will also use the polar(theta. axis([0 2*pi 0 400]). and Exponentiation Solution: The MATLAB script to produce the four subplots is as follows: x=linspace(0. These subplots are shown in Figure A.% upper left of four subplots plot(x. subplot(223). axis([0 2*pi 0 0. subplot(224). Division.5 0 0 2 2 4 2 6 0 0 2 2 4 2 6 w=(sinx) *(cosx) v=(sinx) /(cosx) 400 0. axis([0 2*pi 0 1]).^ 2).2 200 0. y=(sin(x).* z.v).9.2*pi. plot(x. v=y. plot(x.z). % lower left of four subplots title('w=(sinx)^2*(cosx)^2').Multiplication./ (z+eps).5 0.^ 2). theta Signals and Systems with MATLAB Computing and Simulink Modeling. % Interval with 100 data points w=y. Subplots for the functions of Example A.w). % upper right of four subplots title('z=(cosx)^2'). and the angle(z) functions that compute the absolute value (magnitude) and phase angle of the complex quantity z = x + iy = r ∠θ. Fourth Edition Copyright © Orchard Publications A−23 . title('y=(sinx)^2'). % lower right of four subplots title('v=(sinx)^2/(cosx)^2'). y=(sinx)2 1 1 z=(cosx)2 0. subplot(222).

Plot Re { Z } (the real part of the impedance Z) versus frequency ω.. b.10. a 10 Ω 10 Ω Z ab 0. % % The first five statements (next two lines) compute and plot Re{z} real_part=real(z). % Define interval with one radian interval. and capacitance. 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.1 .8) a.. inductance. z=(10+(10 . are denoted as z .. Electric circuit for Example A. and plots these as two separate graphs (parts a & b).* w −10. Plot Im { Z } (the imaginary part of the impedance Z) versus frequency ω. for simplicity. grid A−24 Signals and Systems with MATLAB Computing and Simulink Modeling.* 10 ../ (w+eps))))../ (10 + j . ylabel('Real part of Z').real_part).Appendix A Introduction to MATLAB® is the angle in radians. Example A. xlabel('radian frequency w')./ (w+eps)) .. It also produces a polar plot (part c). w=0: 1: 2000. and the round(n) function that rounds a number to its nearest integer.10. plot(w.1 ω – 10 ⁄ ω ) 4 6 (A.15 Consider the electric circuit of Figure A. Plot the impedance Z versus frequency ω in polar coordinates...^ 4 −j .^ 6 . Fourth Edition Copyright © Orchard Publications .15 With the given values of resistance..1 H 10 µF b Figure A.* (0. Solution: The MATLAB script below computes the real and imaginary parts of Z ab which.^5.

.... Division. 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.. grid Signals and Systems with MATLAB Computing and Simulink Modeling.rndz). Fourth Edition Copyright © Orchard Publications A−25 . % Computes |Z|.. polar(theta.11. % Rounds |Z| to read polar plot easier... Plot for the imaginary part of the impedance in Example A. 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. Plot for the real part of the impedance in Example A. rndz=round(abs(z)).. ylabel('Imaginary part of Z').15 % The last six statements (next five lines) below produce the polar plot of z mag=abs(z).12.. theta=angle(z). plot(w.. % Angle is the first argument ylabel('Polar Plot of Z'). xlabel('radian frequency w').imag_part).Multiplication.15 % The next five statements (next two lines) compute and plot Im{z} imag_part=imag(z).. % Computes the phase angle of impedance Z.

A script file consists of two or more built−in functions such as those we have discussed thus far. and the input argument enclosed in parentheses.15 clearly illustrates how powerful. Fourth Edition Copyright © Orchard Publications . Thus. or returns NaN if the search fails. MATLAB searches for a value near a point where the function f changes sign.15 Example A. The function name and file name must be the same. fast.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.m extension. we will use the following MATLAB functions: fzero(f. A function file is a user−defined function using MATLAB.^ 3 + cos(3. We use function files for repetitive tasks.m For the next example.10 Script and Function Files MATLAB recognizes two types of files: script files and function files. The first line of a function file must contain the word function. where f is a string containing the name of a real−valued function of a single real variable.m. a script file is one which was generated and saved as an m−file with an editor such as the MATLAB’s Editor/Debugger. Both types are referred to as m−files since both require the . followed by the output argument. the equal sign ( = ). and flexible MATLAB is.13. accurate. A−26 Signals and Systems with MATLAB Computing and Simulink Modeling. A. For example. Generally.* x) is a function file and must be saved as myfunction. but the file name must have the extension .x) − attempts to find a zero of a function of one variable. the function file consisting of the two lines below function y = myfunction(x) y=x. make up a script file. and returns that value. the script for each of the examples we discussed earlier. Polar plot of the impedance in Example A.

16 Find the zeros. or inability to produce a result as described on the next paragraph. ∞ ⁄ ∞ . Using lims = [xmin xmax ymin ymax] also controls the y−axis limits.^ 2 + 0.2). 100 80 60 40 20 0 -20 -40 -1. We can avoid division by zero using the eps number.5 ≤ x ≤ 1. maxima.y).04) −10.5 0 0.5 Figure A./ ((x−0.2 ) + 0. plot(x. Example A.01: 1./ ((x−1.2.01 ( x – 1.5. such as those in Examples A.Script and Function Files Important: We must remember that we use roots(p) to find the roots of polynomials only.^ 2 + 0. NaN (Not−a−Number) is not a function.1 and A. and minima using the following script.– --------------------------------------.1 ) + 0.5 Solution: We first plot this function to observe the approximate zeros. it is MATLAB’s response to an undefined expression such as 0 ⁄ 0 .lims) − plots the function specified by the string fcn between the x−axis limits specified by lims = [xmin xmax].04 (A.14. grid The plot is shown in Figure A. which we mentioned earlier.5 -1 -0.– 10 2 2 ( x – 0. fplot(fcn. and the maximum values of the function 1 1 f ( x ) = --------------------------------------.1). the minimum.9) in the interval – 1.14. y=1.01) −1. x=−1.16 using the plot command Signals and Systems with MATLAB Computing and Simulink Modeling. Plot for Example A. Fourth Edition Copyright © Orchard Publications A−27 . The string fcn must be the name of an m−file function or a string with variable x .5: 0.5 1 1.

To save this file.4f \n'.5 1 1.04)−10. y min = – 34 . fprintf(' and r2= %3. Fourth Edition Copyright © Orchard Publications . The MATLAB script below will accomplish this. approximately.Appendix A Introduction to MATLAB® The roots (zeros) of this function appear to be in the neighborhood of x = – 0.x) function to compute the roots of f ( x ) in Equation (A.2 where. x1). Plot for Example A. As expected. from the File drop menu on the Command Window.15. −0. we can use the fplot(fcn.5]). x2= fzero('funczero01'.2). 0.3 .2 and x = 0. and when the Editor Window appears. y max = 90 .14 which was obtained with the plot(x. x2) A−28 Signals and Systems with MATLAB Computing and Simulink Modeling.15. approximately.5 0 0.3). Now. we define and save f(x) as the funczero01. 100 80 60 40 20 0 -20 -40 -1. x1= fzero('funczero01'. MATLAB appends the extension .14. [−1.y) command as shown in Figure A.lims) command to plot f ( x ) as follows: fplot('funczero01'.16 using the fplot command We will use the fzero(f.4f'.2)^2+0.m to it.9) more precisely. Next. grid This plot is shown in Figure A. and the minimum occurs at approximately x = 1.5 -1 -0.1)^2+0.m function m−file with the following script: function y=funczero01(x) % Finding the zeros of the function shown below y=1/((x−0. The maximum occurs at approximately x = 0.01)−1/((x−1.1 where. we choose New. we type the script above and we save it as funczero01. this plot is identical to the plot of Figure A. fprintf('The roots (zeros) of this function are r1= %3.5 Figure A.5 1.

04)−10. we substitute it into f ( x ) . ymax=−1.2012.x1.1812 We can find the maximum value from – f ( x ) whose plot is produced with the script x=−1. To find the value of y corresponding to this value of x..5.04) −10 ymin = -34. Thus.6585 + 0. ymin=1/((x−0.1919 and r2= 0.2) ^ 2 + 0.01:1.5:0.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 ) ..2)^2+0.2).15. Fourth Edition Copyright © Orchard Publications A−29 . 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 . produces the following: ans = 0.3437i ans = 0.01)−1/((x−1.1)^2+0.3437i ans = 1.^2+0. Signals and Systems with MATLAB Computing and Simulink Modeling..Script and Function Files MATLAB displays the following: The roots (zeros) of this function are r1= -0./((x−1.2012 The real value 1.1) ^ 2 + 0. we use the following MATLAB script: syms x ymin zmin.04)+10. that is.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.ymax).01)+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. From elementary calculus.01) −1 / ((x−1./((x−0. MATLAB displays a very long expression which when copied at the command prompt and executed. This can be visualized by flipping the plot of a function f ( x ) upside−down. grid and the plot is shown in Figure A. x=1.1).3788 The earlier MATLAB versions included the function fmin(f.16.6585 . ymin=1 / ((x−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.0.^2+0. For this example we use the diff(x) function which produces the approximate derivative of a function. plot(x.

2)^2+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. ymax=−(1/((x−0. Plot of – f ( x ) for Example A.01)−1/((x−1.6585 + 0.5 Figure A.5 1 1. syms x ymax zmax.6585 . This is accomplished with the MATLAB script below. 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. Accordingly. Fourth Edition Copyright © Orchard Publications .3437i ans = 0.15 and A. we execute the following script to obtain the value of ymin . produces the following: ans = 0.04)−10).16.16.0999 which is consistent with the plots of Figures A. A−30 Signals and Systems with MATLAB Computing and Simulink Modeling.0.Appendix A Introduction to MATLAB® 40 20 0 -20 -40 -60 -80 -100 -1.2012 ans = 0.5 -1 -0.1)^2+0.3437i ans = 1. MATLAB displays a very long expression which when copied at the command prompt and executed.0999 From the values above we choose x = 0.5 0 0.

format format format format format format short 33.33333333333334 16 digits short e 3.3333e+01 Four decimal digits plus exponent short g 33. negative.33 two decimal digits + only + or . FORMAT RAT Approximation by ratio of small integers. FORMAT BANK Fixed format for dollars and cents. LONG Scaled fixed point format with 15 digits. Some examples with different format displays age given below. The format displayed has nothing to do with the accuracy in the computations.333 Better of format short or format short e bank 33. SHORT G Best of fixed or floating point format with 5 digits.04) −10 ymax = 89. LONG G Best of fixed or floating point format with 15 digits. or in short floating point format with four decimals if it a fractional number. All computations in MATLAB are done in double precision. The available MATLAB formats can be displayed with the help format command as follows: help format FORMAT Set output format. Spacing: FORMAT COMPACT Suppress extra line-feeds. SHORT E Floating point format with 5 digits. LONG E Floating point format with 15 digits.2000 A. FORMAT may be used to switch between different output display formats as follows: FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT Default. The output format can changed with the format command.11 Display Formats MATLAB displays the results on the screen in integer format without decimals if the result is an integer number.0999.or zero are printed Signals and Systems with MATLAB Computing and Simulink Modeling. + The symbols +.1) ^ 2 + 0. Same as SHORT.01) −1 / ((x−1. MATLAB performs all computations with accuracy up to 16 decimal places.Imaginary parts are ignored. Fourth Edition Copyright © Orchard Publications A−31 . HEX Hexadecimal format. FORMAT LOOSE Puts the extra line-feeds back in. SHORT Scaled fixed point format with 5 digits.3335 Four decimal digits (default) long 33.and blank are printed for positive.Display Formats x=0. % Using this value find the corresponding value of ymax ymax=1 / ((x−0. and zero elements.2) ^ 2 + 0. .

* For more MATLAB applications. Thus. The fprintf(format. Fourth Edition Copyright © Orchard Publications . It uses specifiers to indicate where and in which format the values would be displayed and printed. please refer to Numerical Analysis Using MATLAB and Spreadsheets. Others can be bought directly from The MathWorks. If X is a string. the values will be displayed and printed in fixed decimal format. A−32 Signals and Systems with MATLAB Computing and Simulink Modeling. if %f is used. Inc. the values will be displayed and printed in scientific notation format.* This outstanding software package consists of many applications known as Toolboxes. The MATLAB Student Version contains just a few of these Toolboxes..array) command displays and prints both text and arrays. as add−ons. and if %e is used. the text is displayed. ISBN 0−9709511−1−6. With this command only the real part of each parameter is processed. This appendix is just an introduction to MATLAB.Appendix A Introduction to MATLAB® format rat 100/3 rational approximation The disp(X) command displays the array X without printing the array name.

+ vC = u0 ( t ) Ri L + L -----dt (B.Appendix B Introduction to Simulink T his appendix is a brief introduction to Simulink. Example B. simulate.1. di L . Some familiarity with MATLAB is essential in understanding Simulink.5 V .1 Simulink and its Relation to MATLAB The MATLAB and Simulink environments are integrated into one entity. We will introduce Simulink with a few illustrated examples.1 For the circuit of Figure B. Fourth Edition Copyright © Orchard Publications B−1 . This author feels that we can best introduce Simulink with a few examples. We invoke Simulink from within MATLAB. and thus we can analyze. the initial conditions are i L ( 0 − ) = 0 .2) yields Signals and Systems with MATLAB Computing and Simulink Modeling. B.1) into (B. R 1Ω L 1⁄4 H C + vC ( t ) − + − i(t) vs ( t ) = u0 ( t ) 4⁄3 F Figure B. and for this purpose. and revise our models in either environment at any point. Circuit for Example B. We will compute v c ( t ) . Appendix A is included as an introduction to MATLAB. dv C i = i L = i C = C -------dt (B.1) and by Kirchoff’s voltage law (KVL).2) Substitution of (B.1. and v c ( 0 − ) = 0.1 For this example.

three different methods of obtaining the solution are presented.+ 3v C = 3 ---------. and the solution using Simulink follows.Introduction to Simulink d vC dv C .+ vC = u0 ( t ) RC -------2 dt dt 2 (B. Also.+ 3v C = 3u 0 ( t ) ---------. decaying exponentials of the form ke where k and a are constants.+ 4 -------2 dt dt 2 2 (B. are possible candidates since their derivatives have the same form but alternate in sign.+ vC = u0 ( t ) . Appendix B for a thorough discussion.5) To appreciate Simulink’s capabilities. Fourth Edition Copyright © Orchard Publications .3) Substituting the values of the circuit constants and rearranging we obtain: 1 d v C 4 dv C -. and thus the complete solution will consist of the sum of the forced response and the natural response.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. ISBN 0−9709511−5−9. non−homogeneous differential equation with constant coefficients.4) t>0 (B.+ -3 dt 2 3 dt dv C d vC . 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. the solution cannot contain sinusoidal functions (sine and cosine) since the derivatives of these are also sinusoids. –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 .+ LC ---------. for comparison. First Method − Assumed Solution Equation (B. However. B−2 Signals and Systems with MATLAB Computing and Simulink Modeling.+ 4 -------2 dt dt 2 dv C d vC . Therefore. 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.5) is a second−order.---------.-------. – 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.

6) is written as vc ( t ) = k1 e + k2 e –t –3 t + v cf ( t ) (B.7) yields of s 1 = – 1 and s 2 = – 3 and with these values (B. First.5 V and evaluating (B. Thus.12) Also. i.9) Since the right side of (B.13) and (B.8). yields the total solution as v C ( t ) = v Cn ( t ) + v Cf = k 1 e + k 2 e –t –3 t +1 (B.5 0 0 (B.+ 4 -------2 dt dt t>0 (B.5). and dv C dv C i L -.e.9) we obtain 0 + 0 + 3k 3 = 3 or v Cf = k 3 = 1 (B. and equate it with (B. dv C -------dt = – k 1 – 3k 2 t=0 (B. -------.11) at t = 0 .14) we obtain Signals and Systems with MATLAB Computing and Simulink Modeling.14) By equating the right sides of (B.+ 3v C = 3 ---------.13) t=0 Next.13).Simulink and its Relation to MATLAB s + 4s + 3 = 0 2 (B.9) is a constant. using v C ( 0 ) = 0. we obtain v C ( 0 ) = k 1 e + k 2 e + 1 = 0.= --i L = i C = C -------dt dt C dv C -------dt iL ( 0 ) 0 = ----------.8) The forced component v cf ( t ) is found from (B. we evaluate it at t = 0 ..11). we differentiate (B. the forced response will also be a constant and we denote it as v Cf = k 3 .5 k 1 + k 2 = – 0.11) The constants k 1 and k 2 will be evaluated from the initial conditions. By substitution into (B. Fourth Edition Copyright © Orchard Publications B−3 . 2 dv C d vC .10) Substitution of this value into (B.7) Solution of (B.= ---=0 C C (B.

Transformed Circuit for Example B.Introduction to Simulink – k 1 – 3k 2 = 0 (B.75*exp(−t)+0. we find the expression for the current as dv C 4 3 –t 3 –3t – t – 3t . we obtain the total solution as v C ( t ) = ( – 0. R 1 L 0.25e –t –3 t + 1 ) u0 ( t ) (B. gives k 1 = – 0. Using the expression for v C ( t ) in (B.16). vc(t) % The first derivative of y(t) y1 = 3/4*exp(-t)-3/4*exp(-3*t) y2=diff(y0.16) Check with MATLAB: syms t y0=−0. for our example.75 and k 2 = 0.25*exp(−3*t)+1.15) Simultaneous solution of (B.= -.25 .75 e + 0. the solution has been verified by MATLAB. Fourth Edition Copyright © Orchard Publications .17) Second Method − Using the Laplace Transformation The transformed circuit is shown in Figure B.e – -i = i L = i C = C --------= e –e A -e dt 3 4 4 (B.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.-.25s C 3 ⁄ 4s + Vs ( s ) = 1 ⁄ s + − VC ( s ) I(s) 0.15).2. y1=diff(y0) % Define symbolic variable t % The total solution y(t).8). By substitution into (B.5 ⁄ s + V (0) C − − Figure B.12) and (B.2.

18) – 0. For a detailed discussion on State−Space and State Variables Analysis. ** Usually.25s + 3 ⁄ 4s ) s s(s + 1)(s + 3) s s s s ( s + 4s + 3 ) Using partial fraction expansion.75 s = –1 = 0.5 -----. ‡ For an introduction to Laplace Transform and Inverse Laplace Transform. 2 3 ⁄ 4s 0. For distinction.25 0. this text.+ --------------0.+ --------------s( s + 1 )( s + 3) s (s + 1) (s + 3) (B.= -----------------------------------.25e –t – 3t Third Method − Using State Variables di L .= r 1 ------------------------------------.+ v C = u 0 ( t ) ** Ri L + L -----dt * For derivation of the voltage division and current division expressions. Fourth Edition Copyright © Orchard Publications B−5 . please refer to Chapter 5.† we let 2 r2 r3 0. † Partial fraction expansion is discussed in Chapter 3.5s + 2s + 3.+ --------------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. Signals and Systems with MATLAB Computing and Simulink Modeling.5 . please refer Chapters 2 and 3.Simulink and its Relation to MATLAB By the voltage division* expression. please refer to Circuit Analysis I with MATLAB Applications.5s + 2s + 31. in State−Space and State Variables Analysis.+ 0.5s + 2s + 3 r 2 = --------------------------------s(s + 3) 0.5 ------ + 0.5s + 2s + 3 r 1 = --------------------------------(s + 1)(s + 3) 0. this text.5s + 2s + 3.– 0.5s + 2s + 3 r 3 = --------------------------------s(s + 1) 2 2 2 = 1 s=0 = – 0. we will denote the Unit Step Function as u0 ( t ) .⋅ 1 V C ( s ) = --------------------------------------------. u ( t ) denotes any input.+ --------------.25 s = –3 and by substitution into (B.5 -----.75e + 0.18) 0.= 1 -. this text.75. ISBN 0−9709511−2−4.= -------------------------------2 ( 1 + 0.

B−6 Signals and Systems with MATLAB Computing and Simulink Modeling.22).= Cx x 1 = i L = C -------3 2 dt ·2 = 3 --x x 4 1 (B. Fourth Edition Copyright © Orchard Publications . (B. Page 5−23. or dv C i L = C -------dt dv C · ·2 = 4 --x . and (B. we obtain the state equations · = – 4x – 4x + 4 x 1 1 2 · = 3 --x x 2 4 1 and in matrix form.23) is given in Chapter 5.23) Solution† of (B.Introduction to Simulink By substitution of given values and rearranging.19).-----.20). Example 5.19) Next. x · = dx ⁄ dt . L* · 1 = di -----x dt (B.21) Also. from (B. ·1 x x = –4 –4 1 + 4 u0 ( t ) · x2 3 ⁄ 4 0 x2 0 (B. * The notation x † The detailed solution of (B. Then.20) and dv C · 2 = -------x dt (B. we obtain di L 1 -. we define the state variables x 1 = i L and x 2 = v C . and thus. this text.= – 4i L – 4v C + 4 dt (B.= ( –1 ) iL – vC + 1 4 dt or di L -----.22) Therefore.10. that is.23) yields · (x dot) is often used to denote the first derivative of the function x .

In Figure B. Let us express the differential equation of Example B.= – 4 -------2 dt dt (B.3. the left side is referred to as the Tree Pane and displays all Simulink libraries installed. It appears on the top bar on MATLAB’s Command prompt.4. The Simulink icon Upon execution of the Simulink command. x1 = iL = e –e (B.25e –t – 3t Then. Figure B. we can click on the Simulink icon shown in Figure B.1 as 2 dv C d vC .3.25e –t (B.– 3v C + 3u 0 ( t ) ---------. In the MATLAB Command prompt. we must first invoke MATLAB. all Simulink block diagrams will be referred to as models. We will use Simulink to draw a similar block diagram.26) A block diagram representing relation (B. we type: simulink Alternately.4.75e + 0.75 e + 0. Fourth Edition Copyright © Orchard Publications B−7 . 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. Make sure that Simulink is installed in your system.Simulink and its Relation to MATLAB x1 x2 = e –e –t –t – 3t – 3t 1 – 0.5. the Commonly Used Blocks appear as shown in Figure B.25) Modeling the Differential Equation of Example B.1 with Simulink To run Simulink. Signals and Systems with MATLAB Computing and Simulink Modeling.26) above is shown in Figure B.* * Henceforth.24) – 3t and x 2 = v C = 1 – 0.

Block diagram for equation (B. we perform the following steps: 1.6. Fourth Edition Copyright © Orchard Publications . B−8 Signals and Systems with MATLAB Computing and Simulink Modeling. we click on the leftmost icon shown as a blank page on the top title bar.26) using Simulink. On the Simulink Library Browser.26) To model the differential equation (B. A new model window named untitled will appear as shown in Figure B.4.5. The Simulink Library Browser d vC ---------2 dt 2 u0 ( t ) 3 Σ ∫ dt −4 dv C -------dt ∫ dt vC −3 Figure B.Introduction to Simulink Figure B.

it can be recalled by clicking on the white page icon on the top bar of the Simulink Library Browser. The gain block in Simulink is under Commonly Used Blocks (first item under Simulink on the Simulink Library Browser). Model window for Equation_1_26.6.8).mdl. With the Equation_1_26 model window and the Simulink Library Browser both visible. We choose the gain block and we drag it to the right of the unit step function. we click on the Sources appearing on the left side list. and draw a straight line to connect the two Signals and Systems with MATLAB Computing and Simulink Modeling.mdl file 2.5. Simulink will add the extension .7. This is done from the File drop menu of Figure B. We save file Equation_1_26 using the File drop menu on the Equation_1_26 model window (right side of Figure B. 3.6 is the model window where we enter our blocks to form a block diagram.8. We select it.6 where we choose Save as and name the file as Equation_1_26. See Figure B. and we drag it into the Equation_1_26 model window which now appears as shown in Figure B.8. With reference to block diagram of Figure B.7. 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. See Figure B. Fourth Edition Copyright © Orchard Publications B−9 . If the Equation_1_26 model window is no longer visible. See Figure B. we observe that we need to connect an amplifier with Gain 3 to the unit step function block. 4. The window of Figure B. We save this as model file name Equation_1_26. and all saved files will have this appearance.8. Figure B. We point the mouse close to the connection point of the unit step function until is shows as a cross hair.Simulink and its Relation to MATLAB Figure B. The Untitled model window in Simulink. The new model window will now be shown as Equation_1_26. and on the right side we scroll down until we see the unit step function shown as Step.

* We double−click on the gain block and on the Function Block Parameters. then hold down the Ctrl key and left−click on the destination block.9. Fourth Edition Copyright © Orchard Publications .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.9.8. we change the gain from 1 to 3. See Figure B. Dragging the unit step function into File Equation_1_26 Figure B. Figure B. B−10 Signals and Systems with MATLAB Computing and Simulink Modeling.

and we label these as Gain 2 and Gain 3.12. Next.10. We click on the text “Integrator” under the first integrator block. We select it. Then. and we drag it into the Equation_1_26 model window. and on the Function Block Parameters window which appears. we change the text “Integrator 1” under the second Integrator to “Integrator 2” as shown in Figure B. To complete the block diagram. File Equation_1_26 complete block diagram Signals and Systems with MATLAB Computing and Simulink Modeling. We flip the pasted Gain blocks by using the Flip Block command from the Format drop menu. Fourth Edition Copyright © Orchard Publications B−11 . We double click it. we change the gains from to −4 and −3 as shown in Figure B. we drag it into the Equation_1_26 model window. Finally. we click on the Gain block. we add the Scope block which is found in the Commonly Used Blocks on the Simulink Library Browser. Figure B. The adder block appears on the right side of the Simulink Library Browser under Math Operations. we specify 3 inputs.10. we choose the Integrator block. Figure B. we double−click on these gain blocks and on the Function Block Parameters window. File Equation_1_26 with the addition of two integrators 7.12.Simulink and its Relation to MATLAB 5. From the Commonly Used Blocks of the Simulink Library Browser. and we connect it to the output of the Add block.11. and we change it to Integrator 1. We then connect the output of the of the gain block to the first input of the adder block as shown in Figure B.11. we need to add a thee−input adder. and we copy and paste it twice. Figure B. File Equation_1_26 with added gain block 6. We repeat this step and to add a second Integrator block.

9. Obtaining the function v C ( t ) for Example B.1 Another easier method to obtain and display the output v C ( t ) for Example B. Figure B. The waveform for the function v C ( t ) for Example B.13.5 for the second integrator. and v c ( 0 ) = 0. we double click on the Scope block. Fourth Edition Copyright © Orchard Publications .14. The initial conditions i L ( 0 − ) = C ( dv C ⁄ dt ) t=0 = 0 . we obtain the waveform shown in Figure B. To see the output waveform. is to use State− Space block from Continuous in the Simulink Library Browser.1 with the State−Space block.13. Figure B. and 0. B−12 Signals and Systems with MATLAB Computing and Simulink Modeling. We also need to specify the simulation time. as shown in Figure B. We can start the simulation on Start from the Simulation drop menu or by clicking on the icon.14.1.Introduction to Simulink 8. and then clicking on the Autoscale icon.5 V are entered by dou- − ble clicking the Integrator blocks and entering the values 0 for the first integrator. This is done by specifying the simulation time to be 10 seconds on the Configuration Parameters from the Simulation drop menu.

23. ·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. Fourth Edition Copyright © Orchard Publications B−13 . Page B−6. reside in the MATLAB Workspace. Signals and Systems with MATLAB Computing and Simulink Modeling.Simulink and its Relation to MATLAB The simout To Workspace block shown in Figure B. The Function block parameters for the State−Space block. The data and variables created in the MATLAB Command window.15. We issue the command who to see those variables. and in the Functions Block Parameters window we enter the constants shown in Figure B. This block writes its output to an array or structure that has the name specified by the block's Variable name parameter. From Equation B.15. Figure B.14 writes its input to the workspace. This gives us the ability to delete or modify selected variables.

and then clicking on the Autoscale obtain the waveform shown in Figure B. and u ( t ) is any input.16. Fourth Edition Copyright © Orchard Publications . we form. we double click on the Scope block.+ a 1 ----.16.5. to start the simulation we click clicking on the icon. We will express (B. Example B. a.Introduction to Simulink The initials conditions [ x1 x2 ]' are specified in MATLAB’s Command prompt as x1=0.27) where y ( t ) is the output representing the voltage or current of the network. As before.+ a0 y ( t ) = u ( t ) --------3 -------3 2 4 dt dt dt dt 3 2 (B. 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 . x2=0. and the initial conditions are y ( 0 ) = y' ( 0 ) = y'' ( 0 ) = y''' ( 0 ) = 0 .1 with the State−Space block.+ a 2 ------. 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. Figure B. The waveform for the function v C ( t ) for Example B.27) as a set of state equations B−14 Signals and Systems with MATLAB Computing and Simulink Modeling.

1. a 1.125 [ ( 3 – t ) – 3t cos t ] 2 (B.32) In compact form.32) is written as · = Ax + bu x (B. the output is where y = Cx + du Signals and Systems with MATLAB Computing and Simulink Modeling. (B.34) Also. we must define four state variables that will be used with the four first−order state equations. and x 4 . therefore. and a 0 so that the new set of the state equations will represent the differential equation of (B.+ 2 ------2 4 dt dt 2 (B. We denote the state variables as x 1.28) subject to the initial conditions y ( 0 ) = y' ( 0 ) = y'' ( 0 ) = y''' ( 0 ) = 0 .28). has the solution y ( t ) = 0. a 2. x 2. The differential equation of (B.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.28) is of fourth−order.29) In our set of state equations. x 3 . and using Simulink. Fourth Edition Copyright © Orchard Publications B−15 . 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. we will select appropriate values for the coefficients a 3.31) 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. It is known that the solution of the differential equation 4 d y d y . we will display the waveform of the output y ( t ) .Simulink and its Relation to MATLAB b.+ y ( t ) = sin t ------.33) (B.

and u = u ( t ) (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. 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.35) and since the output is defined as relation (B.34) is expressed as x1 y = [1 0 0 0] ⋅ x2 x3 x4 + [0 ]u( t) (B. 1 –a3 x1 x= x2 x3 x4 y ( t ) = x1 .36) 2. 0 1 · = x .27) will be reduced to the differential equation of (B.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 . 0 b= 0. 1 0 x1 x= x2 x3 x4 y ( t ) = x1 .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 . and u = sin t (B.28) if we let a3 = 0 a2 = 2 a1 = 0 a0 = 1 u ( t ) = sin t and thus the differential equation of (B. Fourth Edition Copyright © Orchard Publications . 0 b= 0. 0 1 · = x . By inspection.

we drag the Signal Generator block on the Example_1_2 model window. −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. 0 0 1 0.Simulink and its Relation to MATLAB x1 y = [1 0 0 0] ⋅ x2 x3 x4 + [ 0 ] sin t (B.17.17. on the Simulink Library Browser we click on the Create a new model (blank page icon on the left of the top bar). and we click and drag the Scope block from the Commonly Used Blocks on the Simulink Library Browser . Block diagram for Example B. Fourth Edition Copyright © Orchard Publications B−17 . we start Simulink by clicking on the Simulink icon. We also add the Display block found under Sinks on the Simulink Library Browser.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. On the Simulink Library Browser we select Sources. 0 0 0 1.39) We invoke MATLAB. 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. Figure B. We connect these four blocks and the complete block diagram is as shown in Figure B. we click and drag the State−Space block from the Continuous on Simulink Library Browser. and we save this model as Example_1_2.

then clicking on the Autoscale icon. and we start the simulation by clicking on the icon. To see the output waveform. Waveform for Example B. Fourth Edition Copyright © Orchard Publications .3 Using Algebraic Constraint blocks found in the Math Operations library.17 shows the value at the end of the simulation stop time. we switch to the MATLAB Command prompt and we type the following: >> a0=1. we obtain the waveform shown in Figure B. a3=0. We change the Simulation Stop time to 25 .1 and B. We could have obtained the solution of Example B. x0=[0 0 0 0]’. a1=0.2 using four Integrator blocks by this approach would have been more time consuming. The model will display the values for the unknowns z 1 . Display blocks found in the Sinks library.2 have clearly illustrated that the State−Space is indeed a powerful block. z 2 . we double click on the Scope block. a2=2. we will create a model that will produce the simultaneous solution of three equations with three unknowns. Figure B.Introduction to Simulink Absolute tolerance: auto Now.2 The Display block in Figure B.40) B−18 Signals and Systems with MATLAB Computing and Simulink Modeling. Example B. and Gain blocks found in the Commonly Used Blocks library.18. 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.18. Examples B.

Simulink and its Relation to MATLAB The model is shown in Figure B.. Model for Example B. z 2 = – 3 .These values are shown in the Display blocks of Figure B. a7=−6. the Initial guess parameter is zero.19. we observe the values of the unknowns as z 1 = 2 .3 Next.. The Algebraic Constraint block constrains the input signal f ( z ) to zero and outputs an algebraic state z . k1=−8. After clicking on the simulation icon. we go to MATLAB’s Command prompt and we enter the following values: a1=2. a6=4. and z 3 = 5 . a9=2. Signals and Systems with MATLAB Computing and Simulink Modeling.. Fourth Edition Copyright © Orchard Publications B−19 . k2=−7.19. a3=−1. a8=1. The output must affect the input through some feedback path. a2=−3.19. This enables us to specify algebraic equations for index 1 differential/algebraic systems (DAEs). The block outputs the value necessary to produce a zero at the input. a4=1. 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. By default. Figure B. a5=5. k3=5.

† The contents of the Subsystem block are not lost. Page 2−2. k1=14. the reader with no prior knowledge of Simulink. The Subsystem block replaces the inputs and outputs of the model with Inport and Outport blocks. Section 2.* For instance. Figure B. Fourth Edition Copyright © Orchard Publications . a5=6. a2=−1. It is highly recommended that the reader becomes familiar with the block libraries found in the Simulink Library Browser. ISBN 0−9744239−7−1. 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 Subsystem block is described in detail in Chapter 2. to be shown as a single Subsystem block. a6=9. a9=15. and this model will be shown as in Figure B. a8=4. B. Introduction to Simulink with Engineering Applications. and z 3 for the values specified in MATLAB’s Command prompt..Introduction to Simulink An outstanding feature in Simulink is the representation of a large model consisting of many blocks and lines. This model can be seen by typing thermo in the MATLAB Command prompt. we choose Create Subsystem from the Edit menu. B−20 Signals and Systems with MATLAB Computing and Simulink Modeling. The model of Figure B. should be ready to learn Simulink’s additional capabilities. k3=9. z 2 .19 represented as a subsystem The Display blocks in Figure B.20.1. Then. a3=4. Introduction to Simulink with Engineering Applications...19 except the display blocks. we can group all blocks and lines in the model of Figure B. These blocks are described in Section 2. ISBN 0−9744239−7−1. We can double−click on the Subsystem block to see its contents.2 Simulink Demos At this time. k2=−6. a7=−8.20† where in MATLAB’s Command prompt we have entered: a1=5. Chapter 2.20 show the values of z 1 . a4=11.1. Page 2−2.

In this case. we conclude that j = – 1 . 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. Thus. and thus its value is again A . 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. but it has been rotated counterclockwise by 90 ° . we denote i as j to avoid confusion with current i . the vector A has rotated 180 ° and its new value now is – A . In the electrical engineering field. its value becomes j ( – A ) = – j A . the square root of minus one is denoted as i . The basic operations are defined and illustrated with several examples. When this vector is rotated by another 90 ° for a total of 270 ° . Fourth Edition Copyright © Orchard Publications C− 1 . j = – j . and j = 1 . A fourth 90 ° rotation returns the vector to its original position. Also. and the exponential and polar forms are discussed and illustrated with examples. Essentially. another multiplication of the new vector jA by j will produce another 90 ° counterclockwise direction. if it is given that a vector A has the direction along the right side of the x−axis as shown in Figure C. Therefore. i = – 1 . The j operator Note: In our subsequent discussion. multiplication of this vector by the operator j will result in a new vector jA whose magnitude remains the same. j is an operator that produces a 90−degree counterclockwise rotation to any vector to which it is applied as a multiplying factor.1. C. that is.1.1 Definition of a Complex Number In the language of mathematics.Appendix C A Review of Complex Numbers T his appendix is a review of the algebra of complex numbers. we will designate the x−axis (abscissa) as the real axis. Applications using Euler’s identities are presented.

the imaginary axis is just as important as the real axis. the number A = a + jb where a and b are both real numbers. and also their imaginary parts are equal. Thus. r is a real number and jr is an imaginary number.A Review of Complex Numbers just as “real” as the real axis. Thus. Fourth Edition Copyright © Orchard Publications . say r . 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.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. 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. C. In other words. Thus. two complex numbers A and B where A = a + jb and B = c + jd . For example. and an imaginary component equal to the sum of the imaginary components. we change the signs of the components of the subtrahend and we perform addition. by the operator j . By definition.1 It is given that A = 3 + j 4 . is a complex number. A complex number is the sum (or difference) of a real number and an imaginary number. For subtraction. Then. C−2 Signals and Systems with MATLAB Computing and Simulink Modeling. are equal if and only if their real parts are equal. a = Re { A } and b = Im { A } where Re { A } denotes real part of A.* An imaginary number is the product of a real number. and b = Im { A } the imaginary part of A . and B = 4 – j 2 . A = B if and only if a = c and b = d .

Find A ⋅ B Solution: A ⋅ B = ( 3 + j 4 ) ⋅ ( 4 – j 2 ) = 12 – j 6 + j 16 – j 2 8 = 20 + j 10 (C. 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. it follows that A ⋅ B = ac + jad + jbc – b d = ( ac – bd ) + j ( ad + bc ) Example C. Thus.2 It is given that A = 3 + j 4 and B = 4 – j 2 . 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 . then A∗ = a – j b . Then. and with an imaginary component of opposite sign. Find A∗ Solution: The conjugate of the complex number A has the same real component.3 It is given that A = 3 + j 5 . is another complex number with the same real component.1) The conjugate of a complex number.Multiplication of Complex Numbers C. Example C. and making use of the fact that j 2 = – 1 . denoted as A∗ . Fourth Edition Copyright © Orchard Publications C− 3 . Thus. if A = a + jb . A∗ = 3 – j 5 If a complex number A is multiplied by its conjugate. but the imaginary component has opposite sign. Thus. the result is a real number. if A = a + jb .3 Multiplication of Complex Numbers Complex numbers are multiplied using the rules of elementary algebra.

+ j .28 --.= ( --. ∗ a + jb a + jb ) ( c – jd ) = A ac + bd ) + j ( bc – ad ) A ---⋅B -----. and it is done by multiplying the denominator by its conjugate.3) C−4 Signals and Systems with MATLAB Computing and Simulink Modeling.= ---------------.2) In (C. we see that the quotient is easily separated into a real and an imaginary part. This procedure is called rationalization of the quotient.= ------------2 2 25 25 25 B 4 + j3 (4 + j3)(4 – j3) 4 +3 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.= ----------------------------------------------------------------.A Review of Complex Numbers Example C.96 + j 0.5 It is given that A = 3 + j 4 .= ------------------------------------------. Using this procedure.= ----.= ( ------------------------------------2 2 B ∗ B c + jd ( c + jd ) ( c – jd ) B c +d bc – ad ) ( ac + bd ) ( = ---------------------.5 Exponential and Polar Forms of Complex Numbers The relations e jθ = cos θ + j sin θ (C. then. and B = 4 + j 3 . Fourth Edition Copyright © Orchard Publications .2).+ j ---------------------2 2 2 2 c +d c +d (C.4 Division of Complex Numbers When performing division of complex numbers.4 It is given that A = 3 + j 5 . Find A ⁄ B Solution: Using the procedure of (C. Find A ⋅ A∗ Solution: A ⋅ A∗ = ( 3 + j 5 ) ( 3 – j 5 ) = 3 + 5 = 9 + 25 = 34 2 2 C. if A = a + jb and B = c + jd . Thus. Example C. we obtain 7 3 + j 4 ( 3 + j 4 ) ( 4 – j 3 ) 12 – j 9 + j 16 + 12 24 + j 7 24 ----A .2).= 0.= -------------------------------------. it is desirable to obtain the quotient separated into a real part and an imaginary part.

**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

For example. 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 . the matrix obtained from A by replacing each element by its conjugate. A=[1 2 3. we use the apostrophe (′) symbol to denote and obtain the transpose of a matrix. for example. if 1 1 2 3 then A T = 2 4 5 6 3 4 5 6 A= (D. 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. for the above example. is the matrix that is obtained when the rows and columns of matrix A are interchanged.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 . the transpose of a matrix A is the same as A .10) † If a matrix A has complex numbers as elements. Fourth Edition Copyright © Orchard Publications . Thus. that is. denoted as A T . An example of a symmetric matrix is shown below. is called the conjugate of A . 1 2 3 2 4 –5 3 –5 6 T A = A = 1 2 3 2 4 –5 = A 3 –5 6 (D. and it is denoted as A∗ .9) In MATLAB.

matrix A above is skew−Hermitian. conj(A). and the second.0000 + 2. Signals and Systems with MATLAB Computing and Simulink Modeling.0000 . Fourth Edition Copyright © Orchard Publications D−9 .0000i 3. 0 2 –3 A = –2 0 –4 3 4 0 T A = 0 –2 2 0 –3 –4 3 4 = –A 0 Therefore. † A square matrix A such that A T∗ = – A is called skew−Hermitian.0000i 3.0000i 2.3.1. matrix A above is Hermitian.Special Forms of Matrices MATLAB has two built−in functions which compute the complex conjugate of a number.0000 0 . we obtain A = [1+2j j. † A square matrix A such that A T∗ = A is called Hermitian.2.0000 + 3. For example. computes the conjugate of a matrix A . matrix A above is skew symmetric.0000 conj_A=conj(A) 0 + 1. For example. For example. computes the complex conjugate of any complex number. The first.0000i % Compute and display the conjugate of A conj_A = 1.0000 . conj(x). 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.0000i † A square matrix A such that A T = – A is called skew-symmetric. Using MATLAB with the matrix A defined as above.0000i 2. 3 2−3j] % Define and display matrix A A = 1. 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.

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. 2 0].4 Matrices A and B are defined as A = 1 2 and B = 2 – 1 3 4 2 0 Compute detA and detB . the determinant of A . Let A be a determinant of order 2 . 3 4]. Fourth Edition Copyright © Orchard Publications . 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.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. that is. det(A).13) Then. denoted as detA .12) (D. detA = a 11 a 22 – a 21 a 12 (D. B=[2 −1. A = a 11 a 12 a 21 a 22 (D. Solution: detA = 1 ⋅ 4 – 3 ⋅ 2 = 4 – 6 = – 2 detB = 2 ⋅ 0 – 2 ⋅ ( – 1 ) = 0 – ( – 2 ) = 2 Check with MATLAB: A=[1 2.11) then.14) Example D.Appendix D Matrices and Determinants D.

then subtract the products formed by the diagonals from lower left to upper right as shown on the diagram of the next page.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. 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.16) above. that is. these will be defined shortly. 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. To evaluate higher order determinants. and add the products formed by the diagonals from upper left to lower right.15) then. When this is done properly. we must first compute the cofactors. Fourth Edition Copyright © Orchard Publications D−11 .Determinants ans = -2 ans = 2 Let A be a matrix of order 3 .16) A convenient method to evaluate the determinant of order 3 . Example D. a 11 a 12 a 13 A = a 21 a 22 a 23 a 31 a 32 a 33 (D. is to write the first two columns to the right of the 3 × 3 matrix.

17) D−12 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 0 −2.det(B) % Define matrix B and compute detB ans = -18 D. 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. 1 0 1. 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. 0 −5 −6]. 2 1 0]. 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.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. Fourth Edition Copyright © Orchard Publications .

M 32 . and it is denoted as M ij . The signed minor ( – 1 ) i+j M ij is called the cofactor of a ij and it is denoted as α ij . 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 . Fourth Edition Copyright © Orchard Publications D−13 .Minors and Cofactors If we remove the elements of its ith row. α 23. Signals and Systems with MATLAB Computing and Simulink Modeling. Example D. M 23 . M 33 and cofactors α 21. α 31. M 31 . α 32.6 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. M 22 . M 13 and the cofactors α 11 . Solution: M 11 = a 22 a 23 a 32 a 33 M 12 .18) Compute the minors M 11 . and jth column. the remaining n – 1 square matrix is called the minor of A . and α 33 are defined similarly. α 22. α 12 and α 13 .

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. D−14 Signals and Systems with MATLAB Computing and Simulink Modeling.22) α 31 = ( – 1 ) 3+1 2 – 3 = – 8. 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.24) It is useful to remember that the signs of the cofactors follow the pattern below + − − + + − − + + − + − − + + − − + + − + − + − + that is.Appendix D Matrices and Determinants Example 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. Let A be a square matrix of any size. the cofactors on the diagonals have the same sign as their minors. Fourth Edition Copyright © Orchard Publications .21) α22 = ( – 1 ) 2+2 α 23 = ( – 1 ) 2+3 (D.23) α 33 = ( – 1 ) 3+3 1 2 = –8 2 –4 (D.7 Compute the cofactors of matrix A defined as 1 2 –3 A = 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.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. 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.Minors and Cofactors Example D. 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.8 Matrix A is defined as A = 1 2 –3 2 –4 2 –1 2 –6 (D. Fourth Edition Copyright © Orchard Publications D−15 . 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. −1 2 −6].25) Compute the determinant of A using the elements of the first row. 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. Example D. Thus.

the determinant is zero.Appendix D Matrices and Determinants 2 –1 0 A = –1 1 0 4 0 3 –3 0 0 –3 –1 –2 1 (D.5 or Example D. For example. 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. [ 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. −1 1 0 −1.27) Solution: Using the above procedure. D−16 Signals and Systems with MATLAB Computing and Simulink Modeling. An example of this is the determinant of the cofactor [ c ] above. 4 0 3 −2. −3 0 0 1]. using the procedure of Example D. Then. Fourth Edition Copyright © Orchard Publications . delta = det(A) delta = -33 Some useful properties of determinants are given below. if 2 A = 3 1 4 6 2 1 1 1 (D. the determinant is zero. Property 1: If all elements of one row or one column are zero.28) then.8. [ c ] = 0 . we will multiply each element of the first column by its cofactor. we find [ a ] = 6 . [ b ] = – 3 . Property 2: If all the elements of one row or column are m times the corresponding elements of another row or column.

detA is zero because the second column in A is 2 times the first column. Check with MATLAB: A=[2 4 1. if A = B = C = 0 . and z can be found from the relations D1 x = ----- ∆ D2 y = ----- ∆ D3 z = ----- ∆ (D. D 1. Cramer’s rule applies to systems of two or more equations.30) is a homogeneous set of equations.29) Here. B . for the coefficients of the desired unknown. det(A) ans = 0 Property 3: If two rows or two columns of a matrix are identical. This follows from Property 2 with m = 1 .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.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.31) are determinants that are formed from ∆ by the substitution of the known values A . 3 6 1. and D 3 are all zero as we found in Property 1 above. Then. Signals and Systems with MATLAB Computing and Simulink Modeling. 1 2 1]. Fourth Edition Copyright © Orchard Publications D−17 . D. We observe that the numerators of (D. and C . then.31) provided that the determinant ∆ (delta) is not zero. that is. the determinant is zero. If (D.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. x = y = z = 0 also. D 2. y.

= – 11 ----35 7 ∆ (D.= 85 ----. 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. and transferring known values to the right side.Appendix D Matrices and Determinants Example D.31) we obtain D1 x 1 = ----. we obtain 2v 1 – v 2 + 3v 3 = 5 – 4v 1 – 3v 2 – 2v 3 = 8 3v 1 + v 2 – v 3 = 4 (D.10 Use Cramer’s rule to find v 1 . Fourth Edition Copyright © Orchard Publications .= – 34 ----35 7 ∆ D3 x 3 = ----.= 17 ----35 7 ∆ D2 x 2 = ----.32) and verify your answers with MATLAB.= – 55 ----. v 2 .33) By Cramer’s rule. Solution: Rearranging the unknowns v . ∆ = 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.= – 170 -------.34) D−18 Signals and Systems with MATLAB Computing and Simulink Modeling.

−4 −3 8. % The elements of D2 detd2=det(d2).disp(v2). % 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 D1 d2=[2 5 3.7 Gaussian Elimination Method We can find the unknowns in a system of two or more equations also by the Gaussian elimination method. Fourth Edition Copyright © Orchard Publications D−19 . % Compute he determinant of D3 v1=detd1/delta. % Compute the value of v2 v3=detd3/delta. Subsequently. 3 4 −1]. Signals and Systems with MATLAB Computing and Simulink Modeling. This method is best illustrated with the following example which consists of the same equations as the previous example. 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. % Compute the determinant of D2 d3=[2 −1 5. % Compute the determinant D of matrix B d1=[5 −1 3. by substitution to another equation with two unknowns. 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. −4 −3 −2. This procedure is repeated until all unknowns are found. v2 and v3. % Display the value of v2 disp('v3='). With this method. % The elements of D3 detd3=det(d3).disp(v3).34) D. % The elements of the determinant D of matrix B delta=det(B). % The elements of D1 detd1=det(d1).Gaussian Elimination Method We will verify with MATLAB as follows: % The following code will compute and display the values of v1. % Compute the value of v1 v2=detd2/delta. 3 1 −1]. 4 1 −1]. format rat % Express answers in ratio form B=[2 −1 3. % Compute the value of v3 % disp('v1='). −4 8 −2.disp(v1). the objective is to eliminate one unknown at a time. 8 −3 −2. 3 1 4]. we can find the second unknown. Then. % Display the value of v1 disp('v2=').

and we add it with the second to eliminate v 2 . 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.37) from (D. we add the first equation of (D. Fourth Edition Copyright © Orchard Publications . we can find the last unknown v 2 from any of the three equations of (D. we can find the unknown v 1 from either (D. D−20 Signals and Systems with MATLAB Computing and Simulink Modeling.37).36) or (D. and we obtain the equation 5v 1 – 5v 3 = 20 (D.36) yields 11 7v 3 = – 11 or v 3 = – ----7 (D. it becomes impractical if the coefficients are large or fractional numbers.11 Use the Gaussian elimination method to find v 1 .35) Solution: As a first step.38) Now. By substitution of (D.39) Finally.35) by 3.= 9 or v 1 = ----5v 1 + 2 ⋅ – ---- 7 7 (D.38) into (D.37) Subtraction of (D.= – ----.36) Next. The Gaussian elimination method works well if the coefficients of the unknowns are small integers.----. as in Example D.11. v 2 . By substitution into the first equation we obtain 34 34 33 – 35 .40) These are the same values as those we found in Example D.Appendix D Matrices and Determinants Example D.10.35). we multiply the third equation of (D. However.35) with the third to eliminate the unknown v2 and we obtain the equation 5v 1 + 2v 3 = 9 (D.– ----v 2 = 2v 1 + 3v 3 – 5 = ----7 7 7 7 (D.36) we obtain 11 17 .

Signals and Systems with MATLAB Computing and Simulink Modeling. 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. is defined as the n square matrix below. denoted as adjA . Example D.12 Compute adjA if Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (D. if detA ≠ 0 . A is called non−singular.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.The Adjoint of a Matrix D.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 . Then the adjoint of A . Fourth Edition Copyright © Orchard Publications D−21 .

denoted as B = A – 1 . 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. Fourth Edition Copyright © Orchard Publications . where I is the identity matrix. and likewise.Appendix D Matrices and Determinants Example D. D. that is. find A –1 D−22 Signals and Systems with MATLAB Computing and Simulink Modeling.10 The Inverse of a Matrix If A and B are n square matrices such that AB = BA = I .43) Determine whether this matrix is singular or non−singular.44) Example D. A is called the inverse of B . 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.13 Matrix A is defined as 1 A = 2 3 2 3 3 4 5 7 (D.45) Compute its inverse. B is called the inverse of A .14 Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (D. that is.

adjA = ----= ----------–2 detA 1 –2 1 – 0.5000 2 3 4 3 4 3 -3.5 .5 1 – 0. 1 4 3].1 0 – 1 = – 0. AA –1 = I or A A = I –1 (D. Fourth Edition Copyright © Orchard Publications D−23 . invA=inv(A) % Define matrix A and compute its inverse A = 1 1 1 invA = 3. and since this is a non-zero value.15 Prove the validity of (D.5000 -0.5000 Multiplication of a matrix A by its inverse A – 1 produces the identity matrix I .5000 -0. that is.46) Check with MATLAB: A=[1 2 3. –1 A –7 6 –1 3.0000 0 1.5 1 1 .5000 0.5 0 0.0000 0.12. detA = 9 + 8 + 12 – 9 – 16 – 6 = – 2 . it is possible to compute the inverse of A using (D. adjA = –7 6 –1 1 0 –1 1 –2 1 Then.44).5000 -0.5 (D. From Example D.47) for the Matrix A defined as A = 4 2 3 2 Signals and Systems with MATLAB Computing and Simulink Modeling.5 – 3 0.47) Example D. 1 3 4.The Inverse of a Matrix Solution: Here.

11 Solution of Simultaneous Equations with Matrices Consider the relation AX = B (D. x 2. A –1 1 1 2 –3 1 –3 ⁄ 2 .48) where A and B are matrices whose elements are known. D−24 Signals and Systems with MATLAB Computing and Simulink Modeling. We will refer to this method as the inverse matrix method of solution of simultaneous equations. Example D. Multiplication of both sides of (D. Fourth Edition Copyright © Orchard Publications . We assume that A and X are conformable for multiplication.50) to solve any set of simultaneous equations that have solutions.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. we can use (D. and X is a matrix (a column vector) whose elements are the unknowns.51) compute the unknowns x 1.49) (D.50) or X=A B –1 Therefore. and x 3 using the inverse matrix method.Appendix D Matrices and Determinants Proof: detA = 8 – 6 = 2 and adjA = 2 –3 –2 4 Then.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.48) by A – 1 yields: A AX = A B = IX = A B –1 –1 –1 (D.

we could use the MATLAB’s inv(A) function.7 1 –5 . = = B x2 2 3 6 1 2 8 x3 X = A B –1 (D.Solution of Simultaneous Equations with Matrices Solution: In matrix form. it is easier to use the matrix left division operation X = A \ B . the given set of equations is AX = B where 2 A= 1 3 x1 3 1 9 X .55) To verify our results. Signals and Systems with MATLAB Computing and Simulink Modeling.52) Then.53) we obtain the solution as follows: 35 35 ⁄ 18 1.54) Next. For this example.7 1 – 5 6 = ----X = x 2 = ----18 18 5 5 ⁄ 18 0. 1 –5 7 7 1 –5 –5 7 1 detA = 18 and adjA = Therefore.adjA = ----= ----------18 detA –5 7 1 and with relation (D. and then multiply A – 1 by B . and the adjoint adjA . A –1 1 –5 7 1 1 . .94 1 –5 7 9 1 1 .53) –1 or x1 x2 x3 2 = 1 3 3 1 2 3 1 2 9 6 8 (D. we find the determinant detA .61 . (D. However.28 –5 7 1 8 x3 x1 (D.29 = 29 ⁄ 18 = 1. this is MATLAB’s solution of A – 1 B for the matrix equation A ⋅ X = B . where matrix X is the same size as matrix B . Fourth Edition Copyright © Orchard Publications D−25 .

9444 1.2778 Example D. we find that D−26 Signals and Systems with MATLAB Computing and Simulink Modeling. 1 2 3. B=[9 6 8]'. For this example.6111 0. Electric circuit for Example D. and I 3 Solution: For this example.Appendix D Matrices and Determinants A=[2 3 1. the matrix equation is RI = V or I = R– 1 V . 1Ω 2Ω 9Ω 2Ω 9Ω 4Ω + − V = 100 v I1 I2 I3 Figure D. X=A \ B X = 1.56) Use the inverse matrix method to compute the values of the currents I 1 .1. Fourth Edition Copyright © Orchard Publications .17 the loop equations are 10I 1 – 9I 2 = 100 0 0 – 9I 1 + 20I 2 – 9I 3 = – 9I 2 + 15I 3 = (D. we must find the determinant and the adjoint of R .57) Therefore. V = 0 0 0 – 9 15 I1 and I = I 2 I3 The next step is to find R –1 . 3 1 2]. I 2 . where 100 10 – 9 0 R = – 9 20 – 9 . It is found from the relation R –1 1 = ----------adjR detR (D.17 For the electric circuit of Figure D.1.

I(3)). Then. adjR = 135 150 90 81 90 119 (D.135 150 90 = = I = I 2 = -------13. Next. R(2. R –1 219 135 81 1 1 -----------------= adjR = detR 975 135 150 90 81 90 119 and 22. −9 20 −9.2)=20. that is. % No need to make entry for A(1. Fourth Edition Copyright © Orchard Publications D−27 .85 0 975 135 975 8. I=R\V. fprintf('I3 = %4.17.Solution of Simultaneous Equations with Matrices 219 135 81 detR = 975..2f \t'. fprintf('I3 = %4. we enter the elements of matrix V in G3:G5. We begin with a blank spreadsheet and in a block of cells. 2. R(3.46 219 219 135 81 100 100 1 -------.31 81 0 81 90 119 I3 I1 Check with MATLAB: R=[10 −9 0. say B3:D5. 0 −9 15]. For instance. I(1)). R(1.58) Then.2)=−9. to obtain the values of the three currents in Example D.3)=−9. we enter the elements of matrix R as shown in Figure D. we compute and display the inverse of R . We choose B7:D9 for the elements of this inverted matrix. V=[100 0 0]'. fprintf(' \n'). I(2)). fprintf(' \n') I1 = 22. V=[100 0 0]'.. the MATLAB script above could also have been written as: R(1. fprintf(' \n') I1 = 22.2f \t'. I(2)). We format this block for number display with three decimal Signals and Systems with MATLAB Computing and Simulink Modeling. R(2. fprintf(' \n'). The procedure is as follows: 1. Accordingly.31 We can also use subscripts to address the individual elements of the matrix. I=R\V.. R(3.85 I3 = 8.31 Spreadsheets also have the capability of solving simultaneous equations with real coefficients using the inverse matrix method.46 I2 = 13.2)=−9. fprintf('I1 = %4. fprintf('I1 = %4. fprintf('I2 = %4.2f \t'..2f \t'. fprintf('I2 = %4.3) since it is zero.85 I3 = 8.46 I2 = 13.1)=−9.2f \t'.2f \t'.2. R(2..3)=15.1)=10. I(3)). we can use Microsoft Excel’s MINVERSE (Matrix Inversion) and MMULT (Matrix Multiplication) functions. R – 1 .. I(1)).

As before.462 7 -1 R = 0.154 0. 3. we type the formula =MMULT(B7:D9.138 0.Appendix D Matrices and Determinants places.3077 10 Figure D.122 8. With this range highlighted and making sure that the cell marker is in B7.3.17 with a spreadsheet Example D. we choose the block of cells G7:G9 for the values of the current I .18 170∠0° + 85 Ω V1 R1 C IX −j100 Ω V2 50 Ω VS − R3 = 100 Ω L R2 j200 Ω Figure D. Now.092 0. The values of I then appear in G7:G9.083 22.18 For the phasor circuit of Figure D.092 8 I= 13.225 0.138 0. We observe that R –1 appears in these cells.846 9 0. we highlight them. Fourth Edition Copyright © Orchard Publications . we type the formula =MININVERSE(B3:D5) and we press the Crtl-Shift-Enter keys simultaneously.18 D−28 Signals and Systems with MATLAB Computing and Simulink Modeling. Solution of Example D. Circuit for Example D.G3:G5) and we press the Crtl-Shift-Enter keys simultaneously.083 0.2. 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.

63) where the matrices Y . 1.01V 2 = 2 – 0. and I are as indicated. % 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 . disp(V(2)).7 (D.+ -----------------.005 ) V 1 – 0.03 + j0.+ -------------.03+0.01 ) V 2 = j1.60) and V 2 – 170 ∠0 ° V 2 – V 1 V 2 – 0 ------------------------------. and express the current I x in both rectangular and polar forms by first simplifying like terms.01 0.01 0. Y=[0.005j −0. V = Voltage .0218−0. disp(V(1)). and to do all other computations. Simplifying and rearranging the nodal equations of (D.9448e+001i Signals and Systems with MATLAB Computing and Simulink Modeling. I=[2. we write (D.01 – 0.01j]. V=Y\I.7j].62) Next.7 I (D.03 + j0.61) Compute. % Insert a line disp('V1 = ').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 ------------------------------. we obtain ( 0.60) and (D. Fourth Edition Copyright © Orchard Publications D−29 .005 – 0.= 0 – j100 100 50 (D. % Define Y. V .Solution of Simultaneous Equations with Matrices the current I X can be found from the relation V1 – V2 I X = -----------------R3 (D. and find V fprintf('\n'). disp('V2 = ').0218 – j0. I. and then writing the above relations in matrix form as YV = I . We will use MATLAB to compute the voltages V 1 and V 2 . where Y = Admit tan ce .+ -----------------.01.62) in matrix form as 0.= 0 85 100 j200 (D.61). collecting. The script is shown below.01 V 1 + ( 0.0490e+002 + 4.0218 – j0.+ -------------.01 Y V1 V2 V = 2 j1. −0.

For the polar form we use the MATLAB script magIX=abs(IX).0590i This is the rectangular form of I X . IX=(V(1)−V(2))/R3 % Compute the value of IX IX = 0.518 ∠– 6.0. Fourth Edition Copyright © Orchard Publications . and thus we cannot use them to compute matrices that include complex numbers in their elements as in Example D.5149 .5183 thetaIX = -6. D−30 Signals and Systems with MATLAB Computing and Simulink Modeling.53 ° Spreadsheets have limited capabilities with complex numbers.Appendix D Matrices and Determinants V2 = 53. in polar form I X = 0.3439i Next.4162 + 55.18.5326 Therefore. thetaIX=angle(IX)*180/pi % Compute the magnitude and the angle in degrees magIX = 0. we find I X from R3=100.

Blackman. the resulting amplitude response A' ( f ) will be subject to undesired oscillations and poor convergence as shown in Figure E. it appears that a rectangular function would be the ideal window function to terminate an impulse response with an infinite number of terms. Impulse response with an infinite number of terms Next. let us assume that the impulse response h [ n ] shown in Figure E. as shown in Figure E. triangular.1(b). and describes the shape of its graphical representation. Hamming. h[n] A(f) (a) t (b) f Figure E. 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.Appendix E Window Functions T his appendix is an introduction to window functions.2(a). When another function or a signal (data) is multiplied by a window function.1. An example using each is provided for illustration of their uses.1(a) below converges uniformly and is represented by a portion of the amplitude response A ( f ) shown in Figure E. Applications of window functions include spectral analysis. the product is also zero−valued outside the interval: all that is left is the “view” through the window. E. For instance. Hanning. Fourth Edition Copyright © Orchard Publications E−1 . E. Signals and Systems with MATLAB Computing and Simulink Modeling.2 Common Window Functions Based on the discussion in the previous section. When selecting an appropriate window function for an application. a comparison graph may be useful. The most important parameter is usually the stop band attenuation close to the main lobe. For instance.1 Window Function Defined A window function is a function that is zero−valued outside of some chosen interval. We discuss the rectangular. and Kaiser windows.2(b). and filter design. In this case. let us assume that the impulse response h [ n ] is terminated abruptly without changing any of its coefficients.

1 Rectangular Window Function The rectangular window function is defined as τ f ( t ) rect = 1 for |t| < -2 = 0 otherwise (E. Resultant amplitude response when the impulse response is abruptly truncated Therefore. so we begin with the description of the rectangular window function. However. 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.4. A(f) f Figure E.1) and its time−domain waveform is as shown in Figure E. Fourth Edition Copyright © Orchard Publications .4.2. Acceptable amplitude response Although an impulse response may converge uniformly.3. 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. E. E−2 Signals and Systems with MATLAB Computing and Simulink Modeling.2.Appendix E Window Functions h[n] A(f) (a) t (b) f Figure E.3. f(t) –τ ⁄ 2 τ⁄2 t Figure E. the rectangular window function is the basis in studying window functions.

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.f]=freqz(w/sum(w).5.512. only the positive half of the response is shown in all window functions. A typical amplitude response of the rectangular window function is shown in Figure E. 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.2) It is customary and convenient to express the amplitude of F ( ω ) in a decibel scale. w=rectwin(n).*x).2).*x)))'. Fourth Edition Copyright © Orchard Publications E−3 .grid * Generally. [W./(pi.1. and the script below. and thus we must decide on a suitable compromise between these two requirements. fplot('20.Common Window Functions The Fourier transform of the rectangular window function for τ = 1 is sin ( πω ⁄ 2 ) F ( ω ) rect = -------------------------πω ⁄ 2 (E. n=50. Typical amplitude response for the rectangular window function The amplitude response in Figure E. Figure E. plot(f.20*log10(abs(W))).5. Unfortunately. Signals and Systems with MATLAB Computing and Simulink Modeling.*log10(abs(sin(pi.3) and relation (F. Then F(ω) F ( ω ) rect ( dB ) = 20 log -------------F( 0) (E. both of these requirements cannot be optimized simultaneously. and it was created with the MATLAB script below.[0 5 5 −50]) Main lobe Side lobes 0 -10 -20 -30 -40 -50 0 1 2 3 4 5 Figure E.6 shows the normalized frequency domain plot for the rectangular window function created with the rectwin MATLAB function.3) is normalized with respect to the DC value F ( 0 ) .

The script below generates the plot shown in Figure E.4 0.8 Magnitude (dB) Amplitude 0.3 0.Appendix E Window Functions 0 -10 -20 -30 -40 -50 -60 -70 -80 0 0.7.8 Normalized Frequency ( ×π rad/sample) Figure E.2 0.7.4 0.1 0. Normalized frequency domain plot for the rectangular window function created with MATLAB We can also use the MATLAB Window Visualization Tool. Fourth Edition Copyright © Orchard Publications .6.9 1 Figure E.7 0. Rectangular window function generated with the MATLAB Window Visualization Tool E−4 Signals and Systems with MATLAB Computing and Simulink Modeling.2 0.2 0 30 20 10 0 -10 -20 -30 -40 10 20 30 Samples 40 50 -50 0 Frequency domain 0.5 0.4 0. L=50.6 0.6 0.8 0. wvtool(rectwin(L)) Time domain 40 1 0.6 0.

2.*pi.*x)).5. Triangular window function in time−domain The Fourier transform of the triangular window function for τ = 1 is 1 sin ( πω ⁄ 2 ) 2 .^2)'.5. f(t) –τ ⁄ 2 τ⁄2 t Figure E.4) = 0 otherwise and its time−domain waveform is as shown in Figure E.*pi.*log10(abs(sin(0.9. and the script below.2 Triangular Window Function The triangular window function is defined as 2t f ( t ) triang = 1 – ------τ τ for |t| < -2 (E.8. Signals and Systems with MATLAB Computing and Simulink Modeling.*x).9 and it was created with the MATLAB script below. Figure E. -------------------------F ( ω ) triang = -2 πω ⁄ 2 (E.10 shows the normalized frequency domain plot for the triangular window function created with the triang MATLAB function.8.Common Window Functions E. Fourth Edition Copyright © Orchard Publications E−5 .[0 5 5 −50]) 0 -10 -20 -30 -40 -50 Main lobe Side lobes 0 1 2 3 4 5 Figure E. fplot('20. 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. but the first side lobe is much lower./(0.5) A typical amplitude response of the triangular window function is shown in Figure E.

8 Normalized Frequency (×π rad/sample) Figure E.20*log10(abs(W))).6 0.8 0. wvtool(triang(L)) Time domain 40 1 20 0 Magnitude (dB) -20 -40 -60 -80 0.11. plot(f.1 0.2). Fourth Edition Copyright © Orchard Publications . The script below generates the plot shown in Figure E.4 0.6 0.6 0.1.f]=freqz(w/sum(w).5 0.4 0. Triangular window function generated with the MATLAB Window Visualization Tool E−6 Signals and Systems with MATLAB Computing and Simulink Modeling.3 0. [W.2 0.Appendix E Window Functions n=50. w=triang(n). Normalized frequency domain plot for the triangular window function created with MATLAB We can also use the MATLAB Window Visualization Tool. L=50.grid 0 -20 -40 -60 -80 -100 -120 -140 0 0.11.2 -100 0 -120 Frequency domain 0.7 0.4 10 20 30 Samples 40 50 0 0.9 1 Figure E.10.512.8 Amplitude 0.2 0.

[0 5 −50 0]) * This window function is also known as Hann window function or cosine−squared window function.*log10(abs(sin(pi.4 0. Signals and Systems with MATLAB Computing and Simulink Modeling.*(1.1 + cos 2 f ( t ) Hann = cos ( π t ⁄ τ ) = ------- 2 τ = 0 otherwise τ for |t| < -2 (E.^2)))'. 1 0./(1−(x+eps).1 0. Hanning window function in time−domain The Fourier transform of the Hanning window function for τ = 1 is 1 sin ( πω ) 1 .12.2.2 0 0 0.25 0.6 0. fplot('20.3 0./(pi. Fourth Edition Copyright © Orchard Publications E−7 .6) and its time−domain waveform is as shown in Figure E.13 and it was created with the MATLAB script below.35 0.05 0.-------------.45 0.7) A typical amplitude response of the Hanning window function is shown in Figure E.2 0.4 0.15 0.12.8 0.*x)).*x).Common Window Functions E.3 Hanning Window Function The Hanning* window function is defined as 1 2 πt .------------------F ( ω ) Hann = -2 πω 1 – ω 2 (E.5 Figure E.

Fourth Edition Copyright © Orchard Publications .14.15.2 0.f]=freqz(w/sum(w).13. Normalized frequency domain plot for the Hanning window function created with MATLAB We can also use the MATLAB Window Visualization Tool.6 0. wvtool(hann(L)) E−8 Signals and Systems with MATLAB Computing and Simulink Modeling. and the script below. The script below generates the plot shown in Figure E.4 0.512.20*log10(abs(W))). plot(f.2).8 1 Figure E.14 shows the normalized frequency domain plot for the Hanning window function created with the hann MATLAB function. L=50. w=hann(n).grid 0 -20 -40 -60 -80 -100 -120 -140 0 0. [W.1. Typical amplitude response for the Hanning window function Figure E. n=50.Appendix E Window Functions 0 -10 -20 -30 -40 -50 0 1 2 3 4 5 Figure E.

4 0.16.1 0.2 0.4 0.8 0.4 10 20 30 Samples 40 50 0 0. Hanning window function generated with the MATLAB Window Visualization Tool E.6 0.15.6 0.8 Amplitude 0.4 0.2 -100 0 -120 Frequency domain 0.3 0. Fourth Edition Copyright © Orchard Publications E−9 .2.6 0.2 0.4 Hamming Window Function The Hamming window function is defined as 2πt f ( t ) Hamm = 0. Hamming window function in time−domain Signals and Systems with MATLAB Computing and Simulink Modeling.8) and its time−domain waveform is as shown in Figure E.16.54 + 0.5 Figure E.2 0 0 0.8 Normalized Frequency (×π rad/sample) Figure E.46 cos ------τ = 0 otherwise τ for |t| < -2 (E. 1 0.Common Window Functions Time domain 40 1 20 0 Magnitude (dB) -20 -40 -60 -80 0.

w=hamming(n).*x.512.f]=freqz(w/sum(w).-------------------------------F ( ω ) Hamm = ------------------2 πω 1–ω 2 (E. Typical amplitude response for the Hamming window function Figure E.[0 5 −60 0]) 0 -10 -20 -30 -40 -50 -60 0 1 2 3 4 5 Figure E.2).*((0.17./(pi.54 – 0.*x). n=50.^2). [W.17 and it was created with the MATLAB script below.^2)))'.*x+eps)).54−0.9) A typical amplitude response of the Hamming window function is shown in Figure E. Fourth Edition Copyright © Orchard Publications ./(1−x.1. plot(f.20*log10(abs(W))).08. fplot('20.18 shows the normalized frequency domain plot for the Hamming window function created with the hamming MATLAB function.*log10(abs(sin(pi.grid E−10 Signals and Systems with MATLAB Computing and Simulink Modeling.Appendix E Window Functions The Fourier transform of the Hamming window function for τ = 1 is sin ( πω ) 0.08 ω . and the script below.

L=50. The script below generates the plot shown in Figure E. Hamming window function generated with the MATLAB Window Visualization Tool Signals and Systems with MATLAB Computing and Simulink Modeling.8 Normalized Frequency ( ×π rad/sample) Figure E. Normalized frequency domain plot for the Hamming window function created with MATLAB We can also use the MATLAB Window Visualization Tool. wvtool(hamming(L)) Time domain 40 1 20 0.19.8 Magnitude (dB) 0 Amplitude Frequency domain 0. Fourth Edition Copyright © Orchard Publications E−11 .19.6 0.2 0.4 0.4 -40 0.6 0.6 -20 0.8 1 Figure E.Common Window Functions 0 -20 -40 -60 -80 -100 -120 0 0.2 -60 0 10 20 30 Samples 40 50 -80 0 0.18.4 0.2 0.

1 0.08 cos 4 πt f ( t ) Black = 0.5.42 + 0.20./(1−x.^2.5 Blackman Window Function The Blackman window function is defined as πt + 0.^2)−0.6 0.*x.*x)).4 0. fplot('20. Fourth Edition Copyright © Orchard Publications ./(4−x.*x).4 0.20.*((0.^2).54+0.[0 5 −50 0]) E−12 Signals and Systems with MATLAB Computing and Simulink Modeling.21 and it was created with the MATLAB script below.5 Figure E.5 ω 0.Appendix E Window Functions E.1 0.42 + -------------F ( ω ) Black = ------------------– ---------------2 2 πω 1–ω 4–ω (E.*log10(abs(sin(pi.^2)))'.08 ω .8 0. Blackman window function in time−domain The Fourier transform of the Blackman window function for τ = 1 is 2 2 sin ( πω ) 0.2 0 0 0.3 0.11) A typical amplitude response of the Blackman window function is shown in Figure E.08./(pi.10) and its time−domain waveform is as shown in Figure E.0.2 0.*x.5 cos 2 ------------τ τ = 0 otherwise τ for |t| < -2 (E.2.

2).20*log10(abs(W))).22.6 0.512. plot(f. Normalized frequency domain plot for the Hamming window function created with MATLAB We can also use the MATLAB Window Visualization Tool.8 1 Figure E.4 0.21. Signals and Systems with MATLAB Computing and Simulink Modeling. n=50. and the script below.Common Window Functions 0 -10 -20 -30 -40 -50 0 1 2 3 4 5 Figure E.1.22 shows the normalized frequency domain plot for the Blackman window function created with the blackman MATLAB function.grid 0 -20 -40 -60 -80 -100 -120 -140 -160 0 0.2 0. w=blackman(n).f]=freqz(w/sum(w). Typical amplitude response for the Blackman window function Figure E. The script below generates the plot shown in Figure E.23. Fourth Edition Copyright © Orchard Publications E−13 . [W.

3 -80 0.5 0.9 0.2 0. and since I 0 ( 0 ) = 1 . Blackman window function generated with the MATLAB Window Visualization Tool E.5 β ----------- k! k 2 (E.2 0.. and it is given as I0 ( β ) = ∑ k=0 ∞ 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.4 0. and it is symmetric about its middle point n = L .6 0.L-1 (E.6 0.8 0 0.Appendix E Window Functions L=50.1.12) where I 0 is the modified Bessel function* of the first kind and order zero. wvtool(blackman(L)) Time domain 1 0. For a discussion on the Bessel equation and Bessel functions.. ISBN 978−1−934404−03−4.4 0..2.. please refer to Numerical Analysis Using MATLAB and Excel.1 0 10 20 30 Samples 40 50 -100 -120 -20 -40 -60 40 20 Frequency domain 0 0. In (E.23. 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.8 Normalized Frequency (×π rad/sample) Figure E. E−14 Signals and Systems with MATLAB Computing and Simulink Modeling. Fourth Edition Copyright © Orchard Publications .13) The series in (E.7 Magnitude (dB) Amplitude 0.6 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. the Kaiser window has the value 1 ⁄ I 0 ( β ) at the end points n = 0 and n = L – 1 .13) converges after about 20 terms in the summation. 12).

3 Other Window Functions Table E.6 0. w2=kaiser(n.24.512. E.1.2).2).512. Figure E.24. n=50.4). [W2.1. beta) and this returns an L−point Kaiser window* in the column vector w. MATLAB provides the Kaiser window function as w=kaiser(L. * When the expression under the radical in (E. kaiser(50. β = 4 . 1). [W3.grid.f]=freqz(w3/sum(w3). w1 =kaiser(n.9)]). 1). 24 shows the Kaiser functions for L = 50 with β = 1 . plot([kaiser(50.4 0. 1 0.9). the function can be expressed in terms of the hyperbolic sine function. kaiser(50. These plots were created with the MATLAB script below.Other Window Functions smaller side lobe levels. β = 4 .8 β=1 β=4 0.25 shows the corresponding frequency domain plots for the Kaiser window functions in Figure E.2 β=9 0 0 10 20 30 40 50 Figure E.2). These functions were plotted with the MATLAB script below. plot(f.4). [W1. Signals and Systems with MATLAB Computing and Simulink Modeling. and β = 9 .512.f]=freqz(w1/sum(w1). Kaiser window functions with L=50 and β = 1 .20*log10(abs([W1 W2 W3]))). w3=kaiser(n. and β = 9 Figure E.1 lists the window functions we’ve discussed in the previous sections.12) is negative.f]=freqz(w2/sum(w2).1. Fourth Edition Copyright © Orchard Publications E−15 . as well as others along with the MATLAB function names and are included in the MATLAB Signal Processing Toolbox.

6 0. β = 4 .Appendix E Window Functions 0 -20 -40 -60 -80 β=1 β=4 -100 -120 -140 -160 -180 0 0.4 0.2 0. Frequency domain plots for the Kaiser functions with L=50 and β = 1 . Fourth Edition Copyright © Orchard Publications .8 β=9 1 Figure E.25. and β = 9 TABLE E.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.

Signals and Systems with MATLAB Computing and Simulink Modeling. To obtain time constant delay easily. Then.. i. but not both. 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.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. if we denote this discrete transfer function as H 1 ( z ) and e obtain jm πν jm πν .15) with c –m = c m Relation (E. Fourth Edition Copyright © Orchard Publications E−17 . and the desired coefficients of the FIR transfer function can then be obtained. we * In Chapter 7 we studied the application of Fourier series by expanding a periodic time function in the time domain.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 let A ( ν ) represent the approximation. 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.† and f S is the sampling frequency. An advantage of FIR filter functions is the capability of obtaining linear phase (or constant time delay). 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.* The coefficients obtained from the Fourier series can then be related to the impulse response. the expression for A ( ν ) in exponential form is A(ν) = ∑ m M cm e jm πν (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.e. We can perform this evaluation by letting z = e j ω T = e Thus. with this arrangement the period must always be selected as 2 units on the ν scale.14) can be considered as the evaluation of some unknown discrete transfer function on the unit circle in the z−plane. It is equal to oneóhalf of the sampling frequency. † The folding frequency. let A d ( ν ) be the desired amplitude response. is substituted for z .14) = –M where M is a finite positive integer representing the terms after which the series is terminated. also known as Nyquist frequency. Also. f S = 1 ⁄ T .

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.Appendix E Window Functions H1 ( z ) = ∑ m M cm z m (E. Then. We do this by considering the sampling frequency which is given as f S = 1 KHz . the given function multiplied by some window function.18) Let w m denote the coefficients of a particular window function and let c' m denote the coefficients of the modified function. Accordingly.1 A low−pass FIR digital filter is to be designed using the Fourier series method. and this is.16) represents an FIR transfer function but it is non−causal because it includes positive powers of z.19) Example E.17) we let m – M = – i .20) The sampling frequency is 1 KHz and the impulse response is to be limited to 20 delays. Let us express it in terms of the normalized frequency scale. 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. i. The desired amplitude response is A ( f ) = 1 for 0 ≤ f ≤ 125 Hz 0 elsewhere in the range 0 < f < f0 (E.26 (a) in terms of the actual frequency. 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.16) = –M Relation (E. The modified coefficients are then computed from c' m = w m c m (E. Accordingly. Solution: To make this low−pass filter an even function of frequency.. the folding frequency* is f 0 = f S ⁄ 2 = 1000 ⁄ 2 = 500 Hz . of course. Fourth Edition Copyright © Orchard Publications .17) =M In (E.e. impossible. we represent it as shown in Figure E. Derive the transfer function using the Fourier series method. We can be overcome this problem by introducing a delay of M samples. and this implies that the filter would produce an output advanced in time with respect to the input.

25 0 elsewhere in the range – 1 < ν < 1 (E.1)=m'. Fourth Edition Copyright © Orchard Publications E−19 .25 < ν < 0.2).25. * We recall from Chapter 7 that the Fourier series of even functions consist only of cosine terms. cm = ∫ 1 0 sin ( m πν ) A d ( ν ) cos ( m πν ) dν = ----------------------mπ 0.26.*m. Signals and Systems with MATLAB Computing and Simulink Modeling. cm=zeros(11. For this example.*pi). m=m+(m==0). (E. the sampling frequency becomes 2 .20) can be expressed as A d ( ν ) = 1 for – 0./(m.25 0 sin ( 0. and for the computations we use the MATLAB script below.*eps. % This statement avoids division by 0 cm(:.0f\t %12. disp('================').25m π ) = ------------------------------mπ (E. m=0:10. and the cutoff frequency becomes f C = 125 ⁄ 500 = 0.22) with c –m = c m . fprintf('%2.2)=sin(0.5f\n'. 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 . The coefficients c m are computed from (E.1 The coefficients c m are computed from the integral of (E.25 ν (b) Figure E. cm') MATLAB outputs the values shown below.15).25 .26(b). disp('m cm'). Low−pass filter for Example E.21) and the low−pass filter in normalized frequency scale is as shown in Figure E. Therefore. % There are 11 terms from m=0 to m=10 cm(:.*pi).Fourier Series Method for Approximating an FIR Amplitude Response frequency.* that is. 1 A(f) f 0 125 (a) 1 Ad ( ν ) 0 0. the folding frequency becomes 1 .

02501 0.25000 1 0.03215 8 -0.00000 0. a 17 a 4. a 15 a 6.22508 2 0.15915 0.03215 0.* for 0 ≤ i ≤ 2M . a 13 a 8. ai a 0. a 12 a 9. a 14 a 7. a 16 a 5. and thus the 10th coefficient a 10 is considered as the origin. * Refer to equation (E.Appendix E Window Functions m cm ================ 0 0.02501 10 0.00000 0.00000 5 -0. a 20 a 1.04502 0.07503 0. a 18 a 3. a 19 a 2. we obtain the table below.04502 6 -0.07503 4 0.00000 9 0.15915 3 0. These coefficients represent the unmodified transfer function and thus they correspond to the coefficients of the rectangular window.05305 0.03183 Using the relation c m – i = a i . a 11 a 10 Rectangular window 0. Fourth Edition Copyright © Orchard Publications .22508 0.18) E−20 Signals and Systems with MATLAB Computing and Simulink Modeling.03183 0.25000 The window coefficients are applied to the non−causal form of the transfer function centered at the origin.05305 7 -0.

a17=a3.2).6 0.2). a19=a1.27. a14=a6. a12=a8.2). a7=cm(4.2). Then. a16=a4.8 Normalized Frequency (×π rad/sample) 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 ) .2 0. a5=cm(6.7 0. Fourth Edition Copyright © Orchard Publications E−21 .3 0. a10=cm(1. a1=cm(10.2). a11=a9. a9=cm(2.7 0.1 0.2).1 Check with the fvtool MATLAB function: Signals and Systems with MATLAB Computing and Simulink Modeling.9 1 Figure E.9 1 0 Phase (degrees) -200 -400 -600 0 0. a8=cm(3. a20=a0.2).1 0. a6=cm(5.2). a3=cm(8. a15=a5. 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. a0=cm(11. 50 Magnitude (dB) 0 -50 -100 0 0.27.8 Normalized Frequency (×π rad/sample) 0.2 0.2).5 0. a18=a2. a2=cm(9. a4=cm(7. freqz(AR) and we obtain the plot shown in Figure E.4 0. a13=a7.2).23) Next.5 0.2). The magnitude and phase response for the low−pass filter in Example E. These values are entered at the MATLAB command prompt.6 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].4 0.3 0.

25. The filter b is real and has linear phase. Normalized frequency plot created with the MATLAB function fvtool The MATLAB function fir1 uses the Fourier series approach in designing low−pass. with 1..28 using the fir1 function as follows: b=fir1(20.25*sinc(0.8 0.27 or E.Wn. E−22 Signals and Systems with MATLAB Computing and Simulink Modeling. blackman.28. If no window is specified. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E.28. We can obtain the normalized frequency plot in Figure E.27 because the filter in this example is a “brick−wall” digital low−pass filter.5 0. band−pass.3 0. high−pass.0 corresponding to half the sample (Nyquist) rate. ‘bandpass’.4 0. and band elimination (band−stop) FIR digital filters. or ‘stop’.1) and MATLAB outputs the normalized magnitude response shown in Figure E.* * The magnitude response is the same as that in Figure E.7 Normalized Frequency ( ×π rad/sample) 0. Wn is the cut−off frequency and must be between 0 < Wn < 1 . ’ftype’ is the filter type specified as ‘low’.2 0. and must be n+1 elements long. Magnitude Response (dB) 0 -5 -10 Magnitude (dB) -15 -20 -25 -30 -35 -40 0 0. window) where n is the filter order. ‘high’.'low'. hann. fvtool(b. The normalized gain of the filter at Wn is – 6 dB .29. and window is the window type.’ftype’.1 0. rectwin(21)).6 0.Appendix E Window Functions b=0. Fourth Edition Copyright © Orchard Publications . The syntax is b=fir1(n.g. e.9 Figure E.0. the function fir1 uses a Hamming window.25*(−10:10)).

4) that the triangular window function is defined as 2t f ( t ) triang = 1 – ------τ τ for |t| < -2 (E.4 0. Normalized frequency plots for the rectwin window created with the MATLAB function fir1 Example E.8 Normalized Frequency (×π rad/sample) 0. Fourth Edition Copyright © Orchard Publications E−23 .1 0.29.3 0.1.9 1 0 Phase (degrees) -200 -400 -600 0 0.6 0. triangular b.4 0.3 0.1 0.Fourier Series Method for Approximating an FIR Amplitude Response 50 Magnitude (dB) 0 -50 -100 0 0.2 0.2 Compare the frequency response in Example E.5 0.7 0.5 0. Hamming Solution: a. when it is multiplied by the following window functions: a.7 0.25) Signals and Systems with MATLAB Computing and Simulink Modeling.2 0.27.8 Normalized Frequency (×π rad/sample) 0. triangular We recall from (E.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. Hanning c.9 1 Figure E.6 0. Figure E.

0212 −0. Fourth Edition Copyright © Orchard Publications .9000 0.19) c' m = w m c m (E.7000 0.*Wm and MATLAB outputs the modified coefficients below.70000 4 0.80000 3 0.0525 0 −0.50000 6 0.0250 0.26) For this example.0000].0000 0. For the computations we use the MATLAB script below.1000 0.0531 −0.0750 0.0000 −0.0225 −0. wm=zeros(11.wm') MATLAB outputs the values shown below.2500 0.1)=m'. wm(:.*eps.00000 From (E.0450 −0. 0.2500 0.0097 0 0.90000 2 0.20000 9 0.5000 0.0f\t %12. Wm=[1.0318].40000 7 0.5f\n'.2)=1−m/10. B=Cm.4000 0. E−24 Signals and Systems with MATLAB Computing and Simulink Modeling.2026 0.60000 5 0. m wm =============== 0 1.2251 0. disp('m wm') disp('=================') m=0:10.Appendix E Window Functions As before.0025 0 and we add these coefficients in the table below.2). Cm=[0. m=m+(m==0). wm(:.0000 0.1592 0.10000 10 0.1274 0.8000 0. and thus the 10th coefficient is considered as the origin.30000 8 0.0322 −0. the window coefficients are applied to the non−causal form of the transfer function centered at the origin.00000 1 0. fprintf('%2.6000 0.3000 0.2000 0.

a9=wm(2.2). a 12 a 9.2)*cm(9. a 13 a 8. a 16 a 5.2).2).03183 0.2)*cm(6. a 17 a 4. freqz(AT) we obtain the magnitude and phase response of the low−pass filter in Example E. a14=a6. a2=wm(9. a5=wm(6.0212 −0.25000 Triangular 0 0. a 19 a 2. a 11 a 10 Rectangular 0. a16=a4.2)*cm(8.03215 0.2).0525 0.1 modified with the triangular window function shown in Figure E.2)*cm(3. a20=a0.00000 0.2)*cm(10.2).2)*cm(4.00000 0.2)*cm(7.2)*cm(5. a12=a8.07503 0. Fourth Edition Copyright © Orchard Publications E−25 . a13=a7. Signals and Systems with MATLAB Computing and Simulink Modeling.2026 0. a10=wm(1.0025 0 −0.2). a6=wm(5. a3=wm(8.0097 −0.2)*cm(1. and with AT=[a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 a20].2)*cm(2. a7=wm(4. a11=a9.22508 0.2).2)*cm(11.2). a8=wm(3. a 20 a 1. we enter the a i values at the MATLAB command prompt as shown below.2).0225 0 0.05305 0. a 15 a 6.1274 0. a18=a2.02501 0.04502 0. a4=wm(7.2).15915 0. a 18 a 3. a 14 a 7.Fourier Series Method for Approximating an FIR Amplitude Response ai a 0.2500 Next.2). a17=a3. a1=wm(10. a0=wm(11. a15=a5. a19=a1.30.

1 0.9 1 Figure E.6 0.4 0.7 0.0.2 0. 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)). the amplitude response with the triangular window function in Figure F. Check with the fvtool MATLAB function: b=0.25. Fourth Edition Copyright © Orchard Publications .29.2 0.'low'.7 0.5 0. E−26 Signals and Systems with MATLAB Computing and Simulink Modeling.6 0.9 1 0 Phase (degrees) -500 -1000 -1500 -2000 0 0.8 Normalized Frequency (×π rad/sample) 0.3 0. triang(21)). We can obtain the normalized frequency plot in Figure E. fvtool(b.1 0.Appendix E Window Functions 0 Magnitude (dB) -10 -20 -30 -40 0 0.30. b=b.30 using the fir1 function as follows: b=fir1(20.25*sinc(0.4 0. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E.29 but the sidelobes are reduced significantly.30 shows that the cutoff is worse than that in Figure E.5 0.1) and MATLAB outputs the amplitude response shown in Figure E.32.*triang(21)’.31.8 Normalized Frequency (×π rad/sample) 0.3 0.

7 0.27) Signals and Systems with MATLAB Computing and Simulink Modeling. 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 0.5 0.8 Normalized Frequency (×π rad/sample) 0. Fourth Edition Copyright © Orchard Publications E−27 .8 Normalized Frequency (×π rad/sample) 0.9 1 Figure E.Fourier Series Method for Approximating an FIR Amplitude Response 20 Magnitude (dB) 0 -20 -40 0 0.7 0.3 0.1 0. 1 + cos 2 f ( t ) Hann = cos ( π t ⁄ τ ) = ------- 2 τ = 0 otherwise τ for |t| < -2 (E.5 0.8 0.2 0.9 1 0 Phase (degrees) -500 -1000 -1500 -2000 0 0.1 0.4 0.32.2 0.7 Normalized Frequency ( ×π rad/sample) 0.4 0.3 0.31. Hanning We recall from (E.1 0.6 0.6 0.6 0.6) that the Hanning window function is defined as 1 2 πt . Magnitude response for the triang window created with the MATLAB function fvtool b.3 0.5 0.2 0.4 0.9 Figure E.

2).*Wm and MATLAB outputs E−28 Signals and Systems with MATLAB Computing and Simulink Modeling.20611 0. Wm=[1.29) Then.00000 0.00000 From (E. fprintf('%2. Next. Fourth Edition Copyright © Orchard Publications .2251 0.20611 8 0.65451 0./10)).*eps.90451 3 0.0f\t %12.97553 0.50000 0.0750 0.34549 7 0.90451 0.02447 10 0.79389 0. m=m+(m==0). C=Cm.1 + cos -------------------------.= -w ( m ) Hann = - 2 2 10 20T = 0 otherwise for |m| ≤ 10 (E.*(1 +cos(pi.0322 −0.5.09549 0.5f\n'. the window coefficients are applied to the non−causal form of the transfer function centered at the origin.*m.2500 0. wm(:. disp('m wm') disp('=================') m=0:10.2)=0.02447 0. wm=zeros(11.0000 −0.0450 −0.09549 9 0. wm(:.0000 0.0318].00000].19) c' m = w m c m (E.wm') and MATLAB outputs m wm ================= 0 1.65451 5 0. and thus the 10th coefficient is considered as the origin.50000 6 0.0531 −0.97553 2 0. Cm=[0.79389 4 0.34549 0.1)=m'.1 + cos π .00000 1 0.28) As before.Appendix E Window Functions Letting t = mT and τ = 20T we obtain 1 1 m 2π m T .1592 0.0250 0. For the computations we use the MATLAB script below.

00000 0.2)*cm(7.0025 0 −0. ai a 0. a 16 a 5. a 15 a 6. we enter the a i values at the MATLAB command prompt as shown below.33. a17=a3.00000 0. a16=a4.22508 0. a 13 a 8. a11=a9. a4=wm(7.2500 Hanning 0 0.1440 02196 0.2). Signals and Systems with MATLAB Computing and Simulink Modeling.0006 0 We add these coefficients in our table shown below.07503 0.0595 0. a7=wm(4.2)*cm(8.25000 Triangular 0 0. a18=a2. a 14 a 7.2500 Next.2)*cm(2.0525 0.2).0066 −0. a 11 a 10 Rectangular 0.02501 0.2)*cm(6. a 12 a 9.0183 -0.2).04502 0.2).2). 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(10.2)*cm(3. a0=wm(11.Fourier Series Method for Approximating an FIR Amplitude Response C = 0.2). a 19 a 2.2196 0. a19=a1. a6=wm(5.0066 0 0.05305 0. a8=wm(3.0225 -0.2).2500 0.03215 0. a 20 a 1.0595 0 -0.0097 −0. freqz(AHn) we obtain the magnitude and phase response of the low−pass filter in Example E. a9=wm(2. a 17 a 4. a5=wm(6. a 18 a 3.2)*cm(9. a15=a5. a14=a6.2)*cm(1. a10=wm(1. a3=wm(8.2).0212 −0.0225 0 0. a20=a0.03183 0.2)*cm(5. a2=wm(9.0006 0 −0. Fourth Edition Copyright © Orchard Publications E−29 .2).2)*cm(11.1274 0.15915 0.2)*cm(4. a1=wm(10.2). a12=a8.0225 0 0.2026 0. a13=a7.2).0183 −0.1 modified with the Hanning window function shown in Figure E.1440 0.

hann(21)). Check with the fvtool MATLAB function: b=0.34.5 0.1 0.1 0.9 1 0 Phase (degrees) -200 -400 -600 -800 0 0. b=b.3 0.0. Fourth Edition Copyright © Orchard Publications .3 0.*hann(21)’.Appendix E Window Functions 50 Magnitude (dB) 0 -50 -100 -150 0 0.9 1 Figure E.30 using the fir1 function as follows: b=fir1(20.6 0.7 0.6 0.33. E−30 Signals and Systems with MATLAB Computing and Simulink Modeling.4 0.25.1) and MATLAB outputs the amplitude response shown in Figure E.8 Normalized Frequency (×π rad/sample) 0.35.25*(−10:10)). fvtool(b.4 0.7 0. 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.5 0.'low'.2 0.25*sinc(0.2 0. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E.8 Normalized Frequency (×π rad/sample) 0.

3 0.8 Normalized Frequency (×π rad/sample) 0.Fourier Series Method for Approximating an FIR Amplitude Response 50 Magnitude (dB) 0 -50 -100 -150 0 0. Magnitude response for the hunn window created with the MATLAB function fvtool c.46 cos ------τ = 0 otherwise τ for |t| < -2 (E.9 1 0 Phase (degrees) -200 -400 -600 -800 0 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 0.34. Hamming We recall from (E.4 0.5 0.9 1 Figure E.54 + 0.8 0.7 0.4 0.30) Signals and Systems with MATLAB Computing and Simulink Modeling.1 0.6 0.2 0.1 0.1 0.7 Normalized Frequency ( ×π rad/sample) 0.3 0. Fourth Edition Copyright © Orchard Publications E−31 .5 0.35.3 0.2 0.2 0.9 Figure E.6 0.6 0.8) that the Hamming window function is defined as 2 πt f ( t ) Hamm = 0.4 0.5 0.8 Normalized Frequency (×π rad/sample) 0.7 0.

1592 0.0318].97749 0.68215 0. For the computations we use the MATLAB script below.32) Then.00000 1 0.31) As before.39785 0.1)=m'.0250 0.97749 2 0.16785 9 0.2). D=Cm. wm(:.0750 0.wm') and MATLAB outputs m wm ============== 0 1. fprintf('%2. disp('m wm') disp('=================') m=0:10.10251 0.2)=0.54+0.0000 −0.08000]. wm=zeros(11.91215 0.54000 0.81038 0. wm(:. Cm=[0.54 + 0.08000 From (E. and thus the 10th coefficient is considered as the origin.68215 5 0.46 cos π ---------w ( m ) Hamm = 0.54 + 0.*Wm and MATLAB outputs E−32 Signals and Systems with MATLAB Computing and Simulink Modeling.*m. Next.16785 0.91215 3 0./10)).5f\n'.39785 7 0.0450 −0.= 0.19) c' m = w m c m (E.10251 10 0.54000 6 0.*eps.Appendix E Window Functions Letting t = mT and τ = 20T we obtain 2π m T m. Fourth Edition Copyright © Orchard Publications .0000 0. Wm=[1.46 cos ----------------20T 10 = 0 otherwise for |m| ≤ 10 (E.0322 −0. m=m+(m==0).2500 0.26962 0.0531 −0.26962 8 0.0f\t %12.*(cos(pi.2251 0. the window coefficients are applied to the non−causal form of the transfer function centered at the origin.00000 0.46.81038 4 0.

ai a 0.0026 0.2)*cm(3.2).0225 0 0.2)*cm(10. a9=wm(2.15915 0. a16=a4. a1=wm(10.0025 and we add these coefficients in our table shown below.0243 -0.0006 0 −0. a13=a7.00000 0.2)*cm(6.2)*cm(7.2).04502 0.Fourier Series Method for Approximating an FIR Amplitude Response D = 0.2)*cm(9. a6=wm(5.0608 0 -0.0025 0 −0.1274 0.0097 −0.2)*cm(4. a 19 a 2.0525 0.2). a5=wm(6. we enter the a i values at the MATLAB command prompt as shown below.2). a 17 a 4.0212 −0.0211 −0.1 modified with the Hanning window function shown in Figure E.2).0595 0.0225 0 0. a7=wm(4.2500 Next. a 15 a 6.0087 0 0. a12=a8.05305 0. a0=wm(11. a8=wm(3. a11=a9.2)*cm(8.2)*cm(2.1440 02196 0.2). a19=a1. a15=a5. a10=wm(1. a17=a3.2500 Hanning 0 0.0211 -0.2200 0. a 14 a 7. a 13 a 8.0243 0 0.2)*cm(5.03215 0.0025 0.2).2500 0. a4=wm(7. a2=wm(9.2500 Hamming 0.02501 0.0183 −0.2).0066 −0.25000 Triangular 0 0. a3=wm(8. a 11 a 10 Rectangular 0. freqz(AHm) we obtain the magnitude and phase response of the low−pass filter in Example E. a 18 a 3.2)*cm(11. a 12 a 9. a 16 a 5.2).0026 0 −0. a20=a0.2026 0.2200 0. Fourth Edition Copyright © Orchard Publications E−33 .2). a14=a6.36. a18=a2.03183 0.0608 0.1452 0.2).2)*cm(1. and with AHm=[a0 a1 a2 a3 a4 a5 a6 a7 a8 a9 a10 a11 a12 a13 a14 a15 a16 a17 a18 a19 a20].07503 0. a 20 a 1.22508 0.1452 0.0087 −0. Signals and Systems with MATLAB Computing and Simulink Modeling.00000 0.

5 0.'low').7 0. E−34 Signals and Systems with MATLAB Computing and Simulink Modeling.*hamming(21)’.25.4 0.38. Check with the fvtool MATLAB function: b=0.5 0.0. if we do not specify a window.36.1 0.25*sinc(0.8 Normalized Frequency (×π rad/sample) 0.2 0.Appendix E Window Functions 50 Magnitude (dB) 0 -50 -100 0 0.6 0. fvtool(b.3 0.8 Normalized Frequency (×π rad/sample) 0.36 using the fir1 function* as follows: b=fir1(20. 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.2 0. freqz(b) and MATLAB outputs the magnitude and phase response shown in Figure E.7 0. fir1 applies a Hamming window.9 1 Figure E.1) and MATLAB outputs the amplitude response shown in Figure E. * As stated earlier.6 0.25*(−10:10)).9 1 0 Phase (degrees) -500 -1000 0 0.37. b=b.4 0.1 0.3 0. Fourth Edition Copyright © Orchard Publications .

1 0.4 0. Normali