# Signals and Systems

with MATLAB ® Computing and Simulink ® Modeling

Third Edition

Steven T. Karris

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

N –1

∑ x [n ] e

mn – j2 π ---N

procedures for designing analog and digital filters

n=0

Orchard Publications www.orchardpublications.com

**Signals and Systems
**

with MATLAB ® Computing and Simulink ® Modeling Third Edition

Students and working professionals will find Signals and

**Systems with MATLAB ® Computing and Simulink ®
**

Modeling, Third Edition, to be a concise and easy-to-learn text. It provides complete, clear, and detailed explanations of the principal analog and digital signal processing concepts and analog and digital filter design illustrated with numerous practical examples.

This text includes the following chapters and appendices: • Elementary Signals • The Laplace Transformation • The Inverse Laplace Transformation • Circuit Analysis with Laplace Transforms • State Variables and State Equations • The Impulse Response and Convolution • Fourier Series • The Fourier Transform • Discrete Time Systems and the Z Transform • The DFT and The FFT Algorithm • Analog and Digital Filters • Introduction to MATLAB ® • Introduction to Simulink Numbers • Review of Matrices and Determinants

®

• Review of Complex

Each chapter contains numerous practical applications supplemented with detailed instructions for using MATLAB and Simulink to obtain accurate and quick solutions.

Steven T. Karris is the president and founder of Orchard Publications, has undergraduate and graduate degrees in electrical engineering, and is a registered professional engineer in California and Florida. He has more than 35 years of professional engineering experience and more than 30 years of teaching experience as an adjunct professor, most recently at UC Berkeley, California.

Orchard Publications Visit us on the Internet www.orchardpublications.com or email us: info@orchardpublications.com

9744239-9 9-8 8 ISBN-10: 0-9

$74.95 U.S.A.

9744239-9 9-9 9 ISBN-13: 978 0-9

**Signals and Systems
**

with MATLAB® Computing and Simulink® Modeling

Third Edition Steven T. Karris

Orchard Publications www.orchardpublications.com

Signals and Systems with MATLAB® Computing and Simulink Modeling®, Third Edition Copyright © 2007 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: 2006932532

ISBN−10: 0−9744239−9−8 ISBN−13: 978−0−9744239−9−9 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. 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 u0 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 ) – u0 ( 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

......................10 A....9 A..... 11−37..... 11−55.....................11−7 11....................... A−3 Polynomial Construction from Known Roots ..3 A. 11−42..................................... 11−82.........11−71 11...........................6 A.. 11−41...........2............ A−10 Subplots ...............................................11−10 11........... 11−48................6.......2 A....................................3 11... 11−46.............................3 The Series Form Realization of a Digital Filter .....7 A................................... 11−19.................. Third Edition Copyright © Orchard Publications ....................... 11−64.................. and 11−97 through 11−106 Simulink Modeling Pages 11−71..........11−91 Solutions to End−of−Chapter Exercises ....2 Chebyshev Type I Analog Low−Pass Filter Design................................ 11−43................................................................... 11−35....... 11−24..4 Elliptic Analog Low−Pass Filter Design .... 11−15...4 11...............................11−97 MATLAB Computing Pages 11−3...3 RLC Band−Pass Filter......11−75 11.. A−18 Multiplication..................11−25 11........ 11−38....... 11−80...................... A−6 Rational Polynomials .......11−41 Digital Filters .. 11−84 A Introduction to MATLAB A................ 11−9..............3 Chebyshev Type II Analog Low−Pass Filter Design ....... A−18 Script and Function Files .............................................11−14 11............................ 11−50.......................... 11−31...............................6............. A−1 Roots of Polynomials ......... 11−2 11...........7 11............ 11−40................ 11−36....... 11−57................1 RC Low−Pass Filter ..11 A−1 MATLAB® and Simulink® ..11−38 11................................... 11−4................8 A................................................4 The Parallel Form Realization of a Digital Filter .....1 The Direct Form I Realization of a Digital Filter..... and Exponentiation .....11...............11−87 Exercises ......................1 Butterworth Analog Low−Pass Filter Design ....3.....................................1 A......11−39 High−Pass......................4 A.......................................................5 A...............5 11...............3. 11−23................................... A−1 Command Window ....... A−26 Display Formats ..........................................2 RC High−Pass Filter ...6 11..................................... 11−6................ A−31 viii Signals and Systems with MATLAB ® Computing and Simulink ® Modeling..........6.... 11−45............9 11............................................................ 11−60.....4 RLC Band−Elimination Filter ..... 11−68....3.......6.11−70 11........................5 The Digital Filter Design Block. A−8 Using MATLAB to Make Plots................................... 11−78.......................................... and Band−Elimination Filter Design.................... 11−77.........3.......................... 11−74............................... Division........8 11....................................................................11−73 11.............................. 11−7...............11−51 Digital Filter Design with Simulink......................................................11−8 Low−Pass Analog Filter Prototypes ..................... 11−62...............2 The Direct Form II Realization of a Digital Filter................. 11−56...................11−78 Summary ....... 11−67......... 11−4 11...2.................... 11−83..........................2.................................. Band−Pass...... A−4 Evaluation of a Polynomial at Specified Values ...............................................11−70 11.........6...2......

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

D−5. D−29 Simulink Modeling Page D−3 Excel Spreadsheet Page D−28 References Index R−1 IN−1 x Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. D−4. D−8. D−27. D−10. D−9. D−12. D−23. D−19. D−7. Third Edition Copyright © Orchard Publications .MATLAB Computing Pages D−3.

1 where the switch is closed at time t = 0 . Several examples for expressing a variety of waveforms in terms of these elementary signals are provided.3) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. v out = 0 for – ∞ < t < 0 (1.. Third Edition Copyright © Orchard Publications 1−1 . Also. it is convenient to divide the time interval into two parts. the switch is open and therefore. For the time interval – ∞ < t < 0 . unit ramp. – ∞ < t < 0 .1) For the time interval 0 < t < ∞ . the output voltage v out is zero. a left justified horizontal bar will denote the beginning of an example.1. To do this. the input voltage v S appears at the output. A switched network with open terminals We wish to describe v out in a math form for the time interval – ∞ < t < + ∞ . when one example follows immediately after a previous example. and a right justified horizontal bar will denote the end of the example. The unit step.1 Signals Described in Math Form Consider the network of Figure 1. These bars will not be shown whenever an example begins at the top of a page or at the bottom of a page. and 0 < t < ∞ . the switch is closed. R t = 0 v out open terminals − + vS − + Figure 1. we obtain ⎧ 0 –∞ < t < 0 v out = ⎨ ⎩ vS 0 < t < ∞ (1. Then. the right justified bar will be omitted. In other words. 1. and delta functions are then introduced.Chapter 1 Elementary Signals T his chapter begins with a discussion of elementary signals that may be applied to electric networks. Throughout this text. i. The sampling and sifting properties of the delta function are defined and derived.2) v out = v S for 0 < t < ∞ Combining (1.2) into a single relationship. (1.1) and (1.e.

But if it changes at t = t 0 instead. it is denoted as u 0 ( t – t 0 ) . 1−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. that is. vS 0 v out t Figure 1. the unit step function u 0 ( t ) changes abruptly from 0 to 1 at t = 0 . Waveform for u 0 ( t – t 0 ) * In some books.4) It is also represented by the waveform of Figure 1. however.2.2. 1 0 t0 u0 ( t – t0 ) t Figure 1. Third Edition Copyright © Orchard Publications . 1 0 u0 ( t ) t Figure 1. the function jumps from one value to another without taking on any intermediate values.2 is an example of a discontinuous function. A function is said to be discontinuous if it exhibits points of discontinuity. Waveform for v out as defined in relation (1.4 and relation (1.3) The waveform of Figure 1. without the subscript 0. 1. its waveform and definition are as shown in Figure 1.3. Waveform for u 0 ( t ) In the waveform of Figure 1.Chapter 1 Elementary Signals We can express (1.3) by the waveform shown in Figure 1. we will reserve the u ( t ) designation for any input when we will discuss state variables in Chapter 5. In this case. In this text.4.3.3.5) respectively. the unit step function is denoted as u ( t ) .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. that is.

5.5) If the unit step function changes abruptly from 0 to 1 at t = – t 0 .1 Consider the network of Figure 1.6.7. and v out = v S for t > T . In this case.The Unit Step Function ⎧0 u0 ( t – t0 ) = ⎨ ⎩1 t < t0 t > t0 (1.1 Express the output voltage v out as a function of the unit step function. the output voltage v out = 0 for t < T . Solution: For this example. Waveform for u 0 ( t + t 0 ) ⎧0 u0 ( t + t0 ) = ⎨ ⎩1 t < –t0 t > –t0 (1.7) and the waveform is shown in Figure 1. R t = T v out open terminals − + vS − + Figure 1.6) Example 1. its waveform and definition are as shown in Figure 1. Third Edition Copyright © Orchard Publications 1−3 . and sketch the appropriate waveform.6. 1 − t0 0 u0 ( t + t0 ) t Figure 1. v out = v S u 0 ( t – T ) (1. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.6) respectively. Network for Example 1. where the switch is closed at time t = T .5 and relation (1. it is denoted as u 0 ( t + t 0 ) . Therefore.

7.1 Other forms of the unit step function are shown in Figure 1.9.9. Other forms of the unit step function Unit step functions can be used to represent other time−varying functions such as the rectangular pulse shown in Figure 1. Waveform for Example 1. 1 0 1 (a) u0 ( t ) t 0 (b) t 1 0 (c) t –u0 ( t – 1 ) Figure 1. t (a) –A u0 ( t ) Au 0 ( – t ) Au 0 ( – t + T ) Τ 0 −A (b) –A u0 ( t – T ) −A 0 −A t −Τ 0 (c) t –A u0 ( t + T ) A A 0 Τ Τ 0 (h) −A (e) Au 0 ( – t – T ) A 0 (d) t t −Τ 0 (f) t 0 –A u0 ( –t ) −A (g) t t −Τ 0 −A (i) t –A u0 ( – t + T ) –A u0 ( – t – T ) Figure 1.8. A rectangular pulse expressed as the sum of two unit step functions 1−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.8. Third Edition Copyright © Orchard Publications .Chapter 1 Elementary Signals v out 0 T vS u0 ( t – T ) t Figure 1.

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

8) through (1.11 as a sum of unit step functions. starts at t = – T ⁄ 2 .12) Combining like terms.5 and 1.– Au 0 ⎛ t – -.= A u 0 ⎛ t + -. with reference to Figures 1. we obtain T ⎞ T ⎞ T ⎞ T ⎞ i ( t ) = Au 0 ⎛ t + -.8 (b). Symmetric rectangular pulse for Example 1.12.14) Example 1. Symmetric triangular waveform for Example 1.3 Solution: This pulse has height A .– u 0 ⎛ t – -⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ 2 2 2 2 ⎠ (1. 1 v(t) –T ⁄ 2 0 T⁄2 t Figure 1.12 as a sum of unit step functions.3 Express the symmetric rectangular pulse of Figure 1.4 Express the symmetric triangular waveform of Figure 1.10 can be expressed as the summation of (1. and terminates at t = T ⁄ 2 . A i(t) –T ⁄ 2 0 T⁄2 t Figure 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 ) ] (1.13) Example 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. Therefore.11).Chapter 1 Elementary Signals Thus. Third Edition Copyright © Orchard Publications . the square waveform of Figure 1.11. that is.

14 as a sum of unit step functions.5 Solution: Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.t + 1⎞ u 0 ⎛ t + T = ⎛ --.⎞ – u 0 ( t ) + ⎛ – -.16) Combining (1.17) Example 1. Waveform for Example 1. 2 -.t+1 T 1 v( t) 0 T⁄2 2 – -.The Unit Step Function We first derive the equations for the linear segments and shown in Figure 1.13. Equations for the linear segments of Figure 1.t + 1⎞ u 0 ( t ) – u 0 ⎛ t – T --⎞ v 2 ( t ) = ⎛ – -⎝ T ⎠ ⎝ 2⎠ (1.⎞ – u0 ( t ) ⎝T ⎠ ⎝ 2⎠ (1.5 Express the waveform of Figure 1.t + 1⎞ u 0 ( t ) – u 0 ⎛ t – T --⎞ ⎝T ⎠ ⎝ 2⎠ ⎝ T ⎠ ⎝ 2⎠ (1.14.15) and (1. 3 v( t) 2 1 0 1 2 3 t Figure 1. we obtain v ( t ) = v1 ( t ) + v2 ( t ) 2 2 . Third Edition Copyright © Orchard Publications 1−7 .16).t + 1⎞ u 0 ⎛ t + T v 1 ( t ) = ⎛ --. 2 .t+1 T –T ⁄ 2 t Figure 1.12 For line segment .15) and for line segment . 2 .13.

6 In the network of Figure 1.15. Third Edition Copyright © Orchard Publications .16 i S is a constant current source and the switch is closed at time t = 0 . 1−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 3 2 1 v(t) 2t + 1 –t+3 0 1 2 3 t Figure 1.18) Two other functions of interest are the unit ramp function. We will introduce them with the examples that follow. 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 ) (1.15. we first find the equations of the linear segments linear segments and shown in Figure 1. Express the capacitor voltage v C ( t ) as a function of the unit step. 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. Equations for the linear segments of Figure 1.14 Following the same procedure as in the previous examples. Example 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. and the unit impulse or delta function.Chapter 1 Elementary Signals As in the previous example.

the voltage across it is a linear function and forms a ramp with slope i S ⁄ C as shown in Figure 1. we see that when a capacitor is charged with a constant current.17.19) as 1 v C ( t ) = --C (1.16. we can express the current i C ( t ) as iC ( t ) = iS u0 ( t ) and assuming that v C ( t ) = 0 for t < 0 .The Unit Step Function R t = 0 + iS C − vC ( t ) Figure 1.6 Solution: The current through the capacitor is i C ( t ) = i S = cons tan t .20) ∫– ∞ t or iS . Since the switch closes at t = 0 .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. Voltage across a capacitor when charged with a constant current source * Since the initial condition for the capacitor voltage was not specified. and the capacitor voltage v C ( t ) is 1 v C ( t ) = --C ∫– ∞ i t C ( τ ) dτ * (1. Network for Example 1.22) Therefore. we can write (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. vC ( t ) slope = i S ⁄ C 0 t Figure 1. Third Edition Copyright © Orchard Publications 1−9 .21) (1.17. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.19) where τ is a dummy variable.

d ---. denoted as u 1 ( t ) .18.26) Similarly.. we define u 1 ( t ) as ⎧0 u1 ( t ) = ⎨ ⎩t t<0 t≥0 (1.18.u ( t ) = u0 ( t ) dt 1 (1. Third Edition Copyright © Orchard Publications .24) Since u 1 ( t ) is the integral of u 0 ( t ) . 1−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. For example. then u 0 ( t ) must be the derivative of u 1 ( t ) .25) Higher order functions of t can be generated by repeated integration of the unit step function. Area under the unit step function from – ∞ to t Therefore. i.3 The Unit Ramp Function u 1 ( t ) The unit ramp function. or un ( t ) = n ∫– ∞ u n – 1 ( τ ) d τ (1.Chapter 1 Elementary Signals 1.e.23) by considering the area under the unit step function u 0 ( t ) from – ∞ to t as shown in Figure 1. is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t (1. 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 (1.23) where τ is a dummy variable. ⎧0 u3 ( t ) = ⎨ 3 ⎩t ⎧0 un ( t ) = ⎨ n ⎩t or u3 ( t ) = 3 (1. 1 Area = 1 × τ = τ = t τ t Figure 1.27) and in general. We can evaluate the integral of (1. integrating u 0 ( t ) twice and multiplying by 2 .28) Also.

Express the inductor voltage v L ( t ) in terms of the unit step function.34) δ ( t ) = 0 for all t ≠ 0 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. R t = 0 iL ( t ) vL ( t ) L − + iS Figure 1. the switch is closed at time t = 0 and i L ( t ) = 0 for t < 0 .29) Example 1. denoted as δ ( t ) . we can write (1. is the derivative of the unit step u 0 ( t ) .30) as d -u (t) v L ( t ) = Li S ---dt 0 (1.7 In the network of Figure 1. The derivative of the unit step function is defined in the next section.The Delta Function 1d .30) (1.33) (1. iL ( t ) = iS u0 ( t ) Therefore.19. Since the derivative of any constant is zero.31) and since the switch closes at t = 0 . u 0 ( t ) is constant ( 0 or 1 ) for all time except at t = 0 where it is discontinuous. Third Edition Copyright © Orchard Publications 1−11 .----u (t) u n – 1 ( t ) = -n dt n (1. 1.7 Solution: The voltage across the inductor is di L v L ( t ) = L ------dt (1.32) But.19. the derivative of the unit step u 0 ( t ) has a non−zero value only at t = 0 . Network for Example 1.4 The Delta Function δ ( t ) The unit impulse or delta function. It is also defined as and ∫– ∞ δ ( τ ) d τ t = u0 ( t ) (1. as we know.

Third Edition Copyright © Orchard Publications .20. 1 −ε Area =1 −ε 0 ε 0 Figure (a) ε t 1 2ε Figure (b) t Figure 1. Representation of the unit step as a limit The function of Figure 1.37) over the interval – ∞ to t and using (1.20 (a) becomes the unit step as ε → 0 . we can think of δ ( t ) as approaching a very large spike or impulse at the origin. 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.4. Two useful properties of the delta function are the sampling property and the sifting property. and area equal to 1 . 1.35) (1. where we see that as ε → 0 . f ( t )δ ( t ) = f ( 0 )δ ( t ) that is. f ( t )δ ( t ) = 0 for t < 0 and t > 0 (1.37) (1. zero width. when a = 0 .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. with unbounded amplitude.36) or. we obtain 1−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.38) We rewrite f ( t ) as f(t) = f(0) + [f(t) – f(0)] Integrating (1.38).20 (a).20 (b) is the derivative of Figure 1. Proof: Since δ ( t ) = 0 for t < 0 and t > 0 then. but the area of the rectangle remains 1 .Chapter 1 Elementary Signals To better understand the delta function δ ( t ) . let us represent the unit step u 0 ( t ) as shown in Figure 1. in the limit. 1 ⁄ 2 ε becomes unbounded. Therefore. The study of discrete−time systems is based on this property. Figure 1.20 (a).

if we multiply any function f ( t ) by δ ( t – α ) . We recall from the derivative of products that d ( xy ) = xdy + ydx or xdy = d ( xy ) – ydx (1. Third Edition Copyright © Orchard Publications 1−13 .4.42) 1.39) reduces to t f ( 0 )δ ( τ ) dτ = f ( 0 ) ∫– ∞ δ ( τ ) d τ (1.39) 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 (1.43) that is.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. we obtain f ( t )δ ( t ) = f ( 0 )δ ( t ) Sampling Property of δ ( t ) (1.41). this can be written outside the integral. ∫– ∞ and Therefore. Proof: Let us consider the integral ∫a f ( t )δ ( t – α ) dt b where a < α < b (1. and integrate from – ∞ to + ∞ . we will obtain the value of f ( t ) evaluated at t = α .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 replacing τ with t .39) The first integral on the right side of (1.39) contains the constant term f ( 0 ) .44) We will use integration by parts to evaluate this integral. that is. (1.41) Differentiating both sides of (1.40) The second integral of the right side of (1.45) and integrating both sides we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

47) We have assumed that a < α < b . that is. Also.Chapter 1 Elementary Signals ∫ x dy = xy – y dx ∫ (1. and therefore. We also let dy = δ ( t – α ) . then. δ n -[u (t)] δ ( t ) = ---dt 0 n (1.51) t=α 1−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.47) reduces to f ( b ) . then. By a procedure similar to the derivation of the sampling property of the delta function.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 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. Third Edition Copyright © Orchard Publications . and thus the first term of the right side of (1. δ'' ( t ) is called triplet. We can now rewrite (1. y = u 0 ( t – α ) . dx = f ′( t ) . the integral on the right side is zero for α < a . and so on. 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. therefore. we can replace the lower limit of integration a by α . u 0 ( t – α ) = 0 for α < a . we obtain (1.48) ∫–∞ f ( t )δ ( t – α ) dt = f ( α ) Sifting Property of δ ( t ) 1. we can show that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) (1. we let x = f ( t ) .44).49) The function δ' ( t ) is called doublet.50) Also.46) Now. By substitution into (1.5 Higher Order Delta Functions An nth-order delta function is defined as the nth derivative of u 0 ( t ) .

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

52). we obtain 1−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.21 Next.22. We begin with the derivation of the equations for the linear segments of the given waveform as shown in 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. we express v ( t ) in terms of the unit step function u 0 ( t ) .52) Multiplying and collecting like terms in (1. Third Edition Copyright © Orchard Publications .Chapter 1 Elementary Signals v(t) 3 2 1 −1 0 1 2 3 4 5 6 7 t (s) −1 −2 (V) Figure 1.21. 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. Equations for the linear segments of Figure 1. Waveform for Example 1.9 Solution: a.

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

ISBN 0−9744239−7−1 1−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure 1. These spikes occur because of the discontinuities at these points. please refer to Introduction to Simulink with Engineering Applications. Third Edition Copyright © Orchard Publications . For a detailed procedure for generating piece-wise linear functions with Simulink’s Signal Builder block. * A brief introduction to Simulink is presented in Appendix B. They are shown in Figure 1.23.9 The waveform created by the Signal Builder block is shown in Figure 1.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 1.24. Simulink model for Example 1.24.25.25.21 We observe that a negative spike of magnitude 2 occurs at t = – 1 . 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 . Plot of the derivative of the waveform of Figure 1. and two positive spikes of magnitude 1 occur at t = 2 .

Third Edition Copyright © Orchard Publications 1−19 . We double−click on the Signal Builder block in Figure 1. Likewise we right−click anywhere on the plot and we specify the Change Time Range at Min time: −2. To deselect it. 2. and we interconnect these blocks as shown in Figure 1.24. the name Untitled appears on the top of this new model. and Max time: 8.5. we drag the Signal Builder block into this new model. We also drag the Derivative block from the Continuous library. To select a particular point. and Maximum: 3. That line segment is now shown as a thick line indicating that it is selected. 5. A circle is drawn around that point to indicate that it is selected. Initially. From the Sources library.Higher Order Delta Functions Figure 1. we click on the y−axis and we enter Minimum: −2. we press the Esc key.5. 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.24 The waveform in Figure 1.mdl extension to it. 3. the Bus Creator block from the Commonly Used Blocks library. we position the mouse cursor over that point and we left−click.25 is created with the following procedure: 1. and on the plot which appears as a square pulse. To select a line segment. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Piece−wise linear waveform for the Signal Builder block in Figure 1. and the Scope block into this model. 4.25 and Simulink appends the . we left−click on that segment. We save it with the name Figure_1.24.25.

MATLAB* has built-in functions for the unit step. and the cursor changes to a circle indicating that we can drag that point. Then.Chapter 1 Elementary Signals 6. To drag a point along the x−axis. Their use is illustrated with the examples below. 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.26. 7. are clearly shown in Figure 1. Waveforms for the Simulink model of Figure 1. To drag a line segment to a new position. we can move that point in a direction parallel to the x−axis. syms k a t. and the delta function δ ( t ) is referred to as Dirac(t). Third Edition Copyright © Orchard Publications . and we hold down the Shift key while dragging that point.24 The two positive spikes that occur at t = 2 . These are denoted by the names of the mathematicians who used them in their work. 1−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. To drag a point along the y−axis. We can then reshape the given waveform by specifying the Time (T) and Amplitude (Y) points. we place the mouse cursor over that line segment and the cursor shape shows the position in which we can drag the segment. 8. we move the mouse cursor over that point. we select that point. and the delta functions.26. and t = 7 . 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. Figure 1. The unit step function u 0 ( t ) is referred to as Heaviside(t). 9.

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

• The unit ramp 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. Third Edition Copyright © Orchard Publications .Chapter 1 Elementary Signals 1. 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 ) . when a = 0 . is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t • The unit impulse or delta function.6 Summary • The unit step function u 0 ( t ) is defined as ⎧0 u0 ( t ) = ⎨ ⎩1 t<0 t>0 • The unit step function offers a convenient method of describing the sudden application of a voltage or current source. denoted as δ ( t ) . denoted as u 1 ( t ) .

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

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

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

dv ⁄ dt 20 10 – 10 – 20 – 2e (V ⁄ s) 20 δ ( t – 3 ) 1 2 – 10 δ ( t – 2 ) – 2t 3 4 5 – 20 δ ( t – 5 ) 6 7 t (s) 1−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. δ ( t ) = 0 and δ ( t – 7 ) = 0 . and t = 5 . Also. Therefore. by the sampling property of the delta function ( –e – 2t + 10t – 30 )δ ( t – 2 ) = ( – e – 2t + 10t – 30 ) t=3 t=2 δ ( t – 2 ) ≈ – 10 δ ( t – 2 ) ( – 20t + 80 )δ ( t – 3 ) = ( – 20t + 80 ) ( 20t – 120 )δ ( t – 5 ) = ( 20t – 120 ) δ ( t – 3 ) = 20 δ ( t – 3 ) t=5 δ ( t – 5 ) = – 20 δ ( t – 5 ) and with these simplifications (1) above reduces to dv ⁄ dt = – 2e – 2t u 0 ( t ) + 2e – 2t u 0 ( t – 2 ) + 10u 0 ( t – 2 ) – 10 δ ( t – 2 ) – 20u 0 ( t – 3 ) + 20 δ ( t – 3 ) + 20u 0 ( t – 5 ) – 20 δ ( t – 5 ) – 10u 0 ( t – 7 ) = – 2e – 2t [ u 0 ( t ) – u 0 ( t – 2 ) ] – 10 δ ( t – 2 ) + 10 [ u 0 ( t – 2 ) – u 0 ( t – 3 ) ] + 20 δ ( t – 3 ) – 10 [ u 0 ( t – 3 ) – u 0 ( t – 5 ) ] – 20 δ ( t – 5 ) + 10 [ u 0 ( t – 5 ) – u 0 ( t – 7 ) ] The waveform for dv ⁄ dt is shown below. t = 3 . Third Edition Copyright © Orchard Publications .= – 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 . – 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.

and since the initial conditions are generally known.2) where L { f ( t ) } denotes the Laplace transform of the time function f ( t ) . we are concerned with values of time t greater than some reference time. s = σ + j ω . It continues with the derivation of the Laplace transform of common functions of time.2) simplifies to the unilateral or one−sided Laplace transform defined as L {f(t)}= F(s) = ∫t ∞ 0 f(t)e – st dt = ∫0 f ( t ) e ∞ – st dt (2. that is.1) L –1 1{ F ( s ) } = f ( t ) = ------2πj F ( s ) e ds –1 st (2. and properties of the Laplace transformation.1) and (2. and concludes with the derivation of the Laplace transforms of common waveforms. The initial value and final value theorems are also discussed and proved. say t = t 0 = 0 . and imaginary part ω . In most problems.3) L –1 1 σ + jω st { F ( s ) } = f ( t ) = ------F ( s ) e ds 2πj σ – jω ∫ (2. the two−sided Laplace transform pair of (2. 2. Third Edition Copyright © Orchard Publications 2−1 .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. that is.4) The Laplace Transform of (2. L { F ( s ) } denotes the Inverse Laplace transform.5) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. if ∫0 f ( t ) e ∞ – st dt < ∞ (2. and s is a complex variable whose real part is σ . definitions.Chapter 2 The Laplace Transformation T his chapter begins with an introduction to the Laplace transformation.3) has meaning only if the integral converges (reaches a limit).

.Chapter 2 The Laplace Transformation To determine the conditions that will ensure us that the integral of (2. i. In our subsequent discussion. we will denote transformation from the time domain to the complex frequency domain.7) Fortunately.9) where Re { s } denotes the real part of the complex variable s .4) to obtain the Inverse Laplace transform. and thus the con- The term e in the integral of (2.8).6) has magnitude of unity.3) converges. it will not be attempted in this chapter.5) as ∫0 f ( t ) e –j ω t ∞ ∞ –σ t –j ω t e dt < ∞ –j ω t (2.7) as. as f(t) ⇔ F(s) (2.1 through 2. and thus there is no need to use (2. L { f ( t ) } exists if Re { s } = σ > σ 0 (2.13 below. we conclude that if f ( t ) is of exponential order. and vice versa.2 Properties and Theorems of the Laplace Transform The most common properties and theorems of the Laplace transform are presented in Subsections 2. Evaluation of the integral of (2. Third Edition Copyright © Orchard Publications . converges if σ > σ 0 .e. and thus. ∫0 f(t)e –σ t dt < ∫0 ke ∞ σ0 t –σ t e dt (2. in most engineering applications the functions f ( t ) are of exponential order*.2.8) and we see that the integral on the right side of the inequality sign in (2.10) 2. Therefore. we rewrite (2. 2−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.6) = 1 . We will see in the next chapter that many Laplace transforms can be inverted with the use of a few standard pairs. e dition for convergence becomes ∫0 f ( t ) e ∞ –σ t dt < ∞ (2. we can express (2. Then.4) involves contour integration in the complex plane. * A function f ( t ) is said to be of exponential order if f ( t ) < ke σ0 t for all t ≥ 0 .2.

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

4 Scaling Property Let a be an arbitrary positive constant. Thus.15) Proof: L { f ( at ) } = ∫0 f ( at ) e ∞ ∞ – st dt and letting t = τ ⁄ a . If it is known that no such discontinuity exists at t = 0− . we obtain L { f ( at ) } = ∫0 ∞ f(τ )e –s ( τ ⁄ a ) τ⎞ 1 . this multiplication will produce a shift of the s variable in the complex frequency domain by a units. then. Thus. minus the initial value of f ( t ) at t = 0 . 2.2.5 Differentiation in Time Domain Property The differentiation in time domain property states that differentiation in the time domain corresponds to multiplication by s in the complex frequency domain. we simply interpret f ( 0 ) as f ( 0 ) .Chapter 2 The Laplace Transformation 2.2.2.= -d⎛ ⎝a ⎠ a ∫0 f ( τ ) e –( s ⁄ a ) τ 1 ⎛s⎞ -F d ( τ ) = -a ⎝a ⎠ Note 3: Generally. Thus. becomes f ( at ) . e – at – at f(t) ⇔ F(s + a ) – st (2.14) –( 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 .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. the initial value of f ( t ) is taken at t = 0 − to include any discontinuity that may be present at t = 0 . Third Edition Copyright © Orchard Publications . − 2−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. − 2. the scaling property states that 1 ⎛s⎞ -F f ( at ) ⇔ -a ⎝a ⎠ (2. the function f ( t ) after scaling the time axis.

f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt (2.f ( t ) ⇔ s n F ( s ) – sn – 1 f ( 0− ) – sn – 2 f ' ( 0− ) – … – f n dt n n–1 (0 ) − (2. Then.18).f(t) g ( t ) = f ' ( t ) = ---dt and as we found above.19) and in general d ------. we let d .18) (2. u = f ( t ) .Properties and Theorems of the Laplace Transform d− f ( t ) ⇔ sF ( s ) – f ( 0 ) f ' ( t ) = ---dt (2.20) To prove (2.20) can be proved by similar procedures. and thus f(t)e − . Third Edition Copyright © Orchard Publications 2−5 . 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 ------.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. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. dv = – se 0 L {f '(t )} = f(t )e +s − ∫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 (2. Then.17) .

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

we will show that ∫0 f ( τ ) d τ ⇔ ---------s We let g(t) = t F(s) ∫0 f ( τ ) d τ t then.23) as two integrals. 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. L {f (0 )} = − ∫0 f ( 0 ) e − ∞ – st dt = f ( 0 ) − − ∫0 e − ∞ – st e dt = f ( 0 ) ------–s − – st ∞ 0 (2.24) The first integral on the right side of (2.23) by the linearity property.= ----------⎝ s ⎠ s This is the value of the first integral in (2. and this constant is an initial condition denoted as f ( 0 − ) . and g' ( t ) = f ( τ ) g( 0) = ∫0 f ( τ ) d τ 0 = 0 Now. Third Edition Copyright © Orchard Publications 2−7 .Properties and Theorems of the Laplace Transform ∫ Proof: F(s) f (0 ) f ( τ ) d τ ⇔ ---------.24). Thus.+ -----------s s –∞ t − (2. and will prove (2.25) − f(0 ) ⎞ f(0 ) = f ( 0 ) × 0 – ⎛ – -----------. the transform of the second integral on the right side of (2. represents a constant value since neither the upper. that is.24).24). nor the lower limits of integration are functions of time. Next. ∫– ∞ t f(τ)dτ = ∫– ∞ 0 f(τ )dτ + ∫ 0 f(τ)dτ t (2. We will find the Laplace transform of this constant.23) We begin by expressing the integral on the left side of (2.

… we obtain the transform pair 2−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. for n = 1. Thus. Third Edition Copyright © Orchard Publications .e. if we let f ( t ) be a periodic function with period T . that is.25) and (2. i. 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. we interchange the order of integration..26).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.2.26) and the proof of (2. we obtain ∫s ∫s ∫s ∞ ∞ F ( s ) ds = ∫s ∫0 f ( t ) e ∫0 ∫s ∞ ∞ – st dt ds Next.8 Integration in Complex Frequency Domain Property This property states that integration in complex frequency domain with respect to s corresponds to f(t) division of a time function f ( t ) by the variable t . provided that the limit lim -------exists. 3. 2.⇔ t ∫s F ( s ) ds ∫0 f ( t ) e ∞ ∞ ∞ – st ∞ (2.2. t→0 t f( t) -------. Thus.27) Proof: F(s) = dt Integrating both sides from s to ∞ . 2.Chapter 2 The Laplace Transformation ⎧ L ⎨ ⎩ ∫ ⎫ F(s) f ( τ ) d τ ⎬ = ---------s 0 ⎭ t (2.23) follows from (2. ∞ F ( s ) ds = e – st ds f ( t ) dt and performing the inner integration on the right side integral with respect to s . f ( t ) = f ( t + nT ) .

we let t = τ . The areas under each period of f ( t ) are equal.2.29) Since the function is periodic. i. 2 3 1 1 + a + a + a + … = ---------1–a (2. and thus the upper and lower limits of integration are the same for each integral.That is.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 → ∞ .30) reduces to f(τ)e dτ L { f ( τ ) } = --------------------------------– sT 1–e ∫0 T –s τ 2. and so on.29) as L {f(τ)} = (1 + e – sT +e – 2sT + …) ∫0 f ( τ ) e –s τ dτ (2.Properties and Theorems of the Laplace Transform dt f ( t + nT ) ⇔ ----------------------------– sT 1–e ∫0 f ( t ) e T – st (2.32) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. that is. Then. 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.. Third Edition Copyright © Orchard Publications 2−9 .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. we can write (2. in the third t = τ + 2T . f ( τ ) = f ( τ + T ) = f ( τ + 2T ) = … = f ( τ + nT ) .e. in the second t = τ + T .30) By application of the binomial theorem. t→0 lim f ( t ) = lim sF ( s ) = f ( 0 ) s→∞ − (2.31) we find that expression (2.

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

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

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 (2.13 Convolution in Complex Frequency Domain Property Convolution in the complex frequency domain divided by 1 ⁄ 2 π j .35) ∫0 f 1 ( τ ) ∫0 f 2 ( t – τ ) e ∫0 ∞ dt d τ We let t – τ = λ .37) and recalling that the Inverse Laplace transform from (2.36) ∫0 f 1 ( t ) f 2 ( t ) e ∫σ – j ω σ + jω ∞ – st dt (2.1. by substitution into (2. corresponds to multiplication in the time domain.37).F ( s ) *F 2 ( s ) f 1 ( t ) f 2 ( t ) ⇔ ------2πj 1 L { f1 ( t ) f2 ( t ) } = (2. Then. 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 ) 2.2. t = λ + τ . 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 ) . the Laplace transform pairs and theorems are summarized in Table 2.2) is 1 f 1 ( t ) = ------2πj F1 ( μ ) e d μ μt by substitution into (2. 2−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.F ( s ) *F 2 ( s ) = ------2πj 1 For easy reference. and dt = d λ . Proof: 1 . Third Edition Copyright © Orchard Publications . therefore. then. 1 L { f 1 ( t ) f 2 ( t ) } = ------2πj ∫σ – j ω F 1 ( μ ) F 2 ( s – μ ) d μ σ + jω 1 .35). That is.

18) through (2.20) Frequency Differentiation See also (2. Third Edition Copyright © Orchard Publications 2−13 .Properties and Theorems of the Laplace Transform TABLE 2.F(s) ds (0 ) F (s) + f --------------------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 dt -----------------------------– sT 1–e lim sF ( s ) = f ( 0 ) s→∞ lim sF ( s ) = f ( ∞ ) s→0 F1 ( s ) F2 ( s ) 1------F ( s ) *F 2 ( s ) 2πj 1 − ∞ 9 Time Periodicity T – 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 ) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.22) Time Integration f ( t – a ) u0 ( t – a ) e – as f(t) e – as Complex Frequency Domain c1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) F(s) F( s + a) s 1 -⎞ --F ⎛ ⎝ a⎠ a sF ( s ) – f ( 0 ) d – ---.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.

Third Edition Copyright © Orchard Publications . Page 2−2. They are presented in Subsections 2.1 through 2. 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.38) for Re { s } = σ > 0 .3.Chapter 2 The Laplace Transformation 2.3.11 below.9). that is.* 2. – st 2−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.39) u = t and dv = e –e du = 1 and v = ---------s * This condition was established in relation (2.3.1 The Laplace Transform of the Unit Step Function u 0 ( t ) We begin with the definition of the Laplace transform.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.3 The Laplace Transform of Common Functions of Time In this section. we have obtained the transform pair 1 u 0 ( t ) ⇔ -s (2. = uv – v du – st ∫ (2. we will derive the Laplace transform of common functions of time. 2.3.

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

**Chapter 2 The Laplace Transformation
**

Γ(n) =

∫0 x

∞

n – 1 –x

e dx

(2.42)

We will now derive the basic properties of the gamma function, and its relation to the well known factorial function

n! = n ( n – 1 ) ( n – 2 ) ⋅ ⋅ 3 ⋅ 2 ⋅ 1

**The integral of (2.42) can be evaluated by performing integration by parts. Thus, in (2.42) we let
**

u = e

–x

and dv = x

n–1

Then,

–x xdu = – e dx and v = ---n n

and (2.42) is written as

x e Γ ( n ) = -----------n

n –x ∞

1 + -n x=0

∫0 x e

∞

n –x

dx

(2.43)

With the condition that n > 0 , the first term on the right side of (2.43) vanishes at the lower limit x = 0 . It also vanishes at the upper limit as x → ∞ . This can be proved with L’ Hôpital’s rule by differentiating both numerator and denominator m times, where m ≥ n . Then,

d

n –x n m m

**x e dx dx x - = lim ------lim ------------ = lim ------------------- = lim ------------------------------------ = … 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 ( n – 1 ) ( n – 2 )… ( n – m + 1 ) x - = lim ( = lim -----------------------------------------------------------------------------------------------------------------------------------------------------x x m – n x→∞ x→∞ ne x e
**

n–m

x

n

d

m–1

m–1

nx

n–1

Therefore, (2.43) reduces to

1 Γ ( n ) = -n

∫0 x e

∞

n –x

dx

**and with (2.42), we have
**

Γ(n) =

∫0

∞

x

n – 1 –x

1 e dx = -n

∫0 x e

∞

n –x

dx

(2.44)

By comparing the integrals in (2.44), we observe that

2−16

**The Laplace Transform of Common Functions of Time
**

(n + 1) -------------------Γ(n) = Γ n

(2.45)

or

nΓ(n) = Γ(n + 1)

(2.46)

**It is convenient to use (2.45) for n < 0 , and (2.46) for n > 0 . From (2.45), we see that Γ ( n ) becomes infinite as n → 0 . For n = 1 , (2.42) yields
**

Γ(1) =

∫0

∞

e dx = – e

–x

–x ∞ 0

= 1

(2.47)

**and thus we have obtained the important relation,
**

Γ(1) = 1

(2.48)

**From the recurring relation of (2.46), we obtain
**

Γ(2) = 1 ⋅ Γ(1) = 1 Γ ( 3 ) = 2 ⋅ Γ ( 2 ) = 2 ⋅ 1 = 2!

(2.49)

and in general for n = 1, 2, 3, …

Γ ( 4 ) = 3 ⋅ Γ ( 3 ) = 3 ⋅ 2 = 3! Γ ( n + 1 ) = n!

(2.50)

The formula of (2.50) is a noteworthy relation; 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 , that is,

L { t u0 t } =

n n

∫0 t

∞

n – st

e

dt

(2.51)

To make this integral resemble the integral of the gamma function, we let st = y , or t = y ⁄ s , and thus dt = dy ⁄ s . Now, we rewrite (2.51) as

L { t u0 t } =

n

∫0

∞

n 1⎛y -- ⎞ e–y d ⎛ y -- ⎞ = ---------n+1 ⎝s ⎠ ⎝s⎠ s

∫0 y e

∞

n –y

n! (n + 1) = ---------dy = Γ ------------------n+1 n+1 s s

Therefore, we have obtained the transform pair

2−17

**Chapter 2 The Laplace Transformation
**

n! n t u 0 ( t ) ⇔ ---------n+1 s

(2.52)

for positive integers of n and σ > 0 .

**2.3.4 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,* we obtain
**

L { δ ( t )} =

∫0 δ ( t ) e

δ(t) ⇔ 1

∞

dt = e

–s ( 0 )

= 1

Thus, we have the transform pair (2.53)

for all σ .

**2.3.5 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, using the sifting property of the delta function, we obtain
**

L {δ(t – a)} =

∫0 δ ( t – a ) e

– as

∞

dt = e

– as

**Thus, we have the transform pair
**

δ(t – a) ⇔ e

(2.54)

for σ > 0 .

* The sifting property of the δ ( t ) is described in Subsection 1.4.2, Chapter 1, Page 1−13.

2−18

**The Laplace Transform of Common Functions of Time 2.3.6 The Laplace Transform of e u 0 ( t )
**

We apply the definition

L {e

– at ∞ ∞ ∞ 0 – at

u0 ( t ) } =

∫0 e

– at – st

e

dt =

∫0 e

–( s + a ) t

1 ⎞ –( s + a ) t dt = ⎛ – ---------- e ⎝ s+a⎠

1 = ---------s+a

**Thus, we have the transform pair
**

e

– at

1 u 0 ( t ) ⇔ ---------s+a

(2.55)

for σ > – a .

**2.3.7 The Laplace Transform of t e u 0 ( t )
**

For this derivation, we will use the transform pair of (2.52), i.e.,

n! n t u 0 ( t ) ⇔ ---------n+1 s

n – at

(2.56)

**and the frequency shifting property of (2.14), that is,
**

e

– at

f(t) ⇔ F(s + a )

(2.57)

**Then, replacing s with s + a in (2.56), we obtain the transform pair
**

t e

n – at

n! u 0 ( t ) ⇔ -----------------------n+1 (s + a)

(2.58)

**where n is a positive integer, and σ > – a . Thus, for n = 1 , we obtain the transform pair
**

te

– at

1 u 0 ( t ) ⇔ ----------------2 (s + a)

(2.59)

**for σ > – a . For n = 2 , we obtain the transform
**

t e

2 – at

2! u 0 ( t ) ⇔ ----------------3 (s + a)

(2.60)

and in general,

2−19

**Chapter 2 The Laplace Transformation
**

t e

n – at

n! u 0 ( t ) ⇔ -----------------------n+1 (s + a)

(2.61)

for σ > – a .

**2.3.8 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,

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→∞

e ( – s sin ω a – ω cos ω a ) ω ω ------------------------------------------------------------- + ---------------- = ---------------2 2 2 2 2 2 s +ω s +ω s +ω

**Thus, we have obtained the transform pair
**

ω sin ω t u 0 t ⇔ ---------------2 2 s +ω

(2.62)

for σ > 0 .

**2.3.9 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- j ω t – j ω t 1– at This can also be derived from sin ω t = ---(e –e ) , and the use of (2.55) where e u 0 ( t ) ⇔ ---------. By the linearity

**property, the sum of these terms corresponds to the sum of their Laplace transforms. Therefore,
**

1L [ sin ω tu 0 ( t ) ] = ---j2 1 - – -------------1 ⎞ = ----------------ω ⎛ ------------⎝ s – j ω s + j ω⎠ s2 + ω2

j2

s+a

2−20

**The Laplace Transform of Common Functions of Time
**

and from tables of integrals*

ax

∫

Then,

ax e ( acos bx + b sin bx ) e cos bx dx = ----------------------------------------------------2 2 a +b a

**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 - = ---------------s e ( – s cos ω a + ω sin ω a ) + ---------------------------------------------------------------------------2 2 2 2 2 2 s +ω s +ω s +ω

**Thus, we have the fransform pair
**

s cos ω t u 0 t ⇔ ---------------2 2 s +ω

(2.63)

for σ > 0 .

**2.3.10 The Laplace Transform of e sin ω t u 0 ( t )
**

From (2.62),

ω sin ω tu 0 t ⇔ ---------------2 2 s +ω

– at

**Using the frequency shifting property of (2.14), that is,
**

e

– at

f(t) ⇔ F(s + a )

(2.64)

**we replace s with s + a , and we obtain
**

e

– at

ω sin ω t u 0 ( t ) ⇔ -----------------------------2 2 (s + a) + ω

(2.65)

for σ > 0 and a > 0 .

*

**1 - ( e j ω t + e – j ω t ) and the linearity property, as in the derivation of the transform of We can use the relation cos ω t = -2
**

− dsin ω t on the footnote of the previous page. We can also use the transform pair ---f ( t ) ⇔ sF ( s ) – f ( 0 ) ; this is the time dt

differentiation

property

of

(2.16).

Applying

this

transform

pair

for

this

derivation,

we

obtain

1 d1 d1 ω s - ---- L ---- 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

2−21

**Chapter 2 The Laplace Transformation 2.3.11 The Laplace Transform of e –at cos ω t u 0 ( t )
**

From (2.63),

s cos ω t u 0 ( t ) ⇔ ---------------2 2 s +ω

**and using the frequency shifting property of (2.14), we replace s with s + a , and we obtain
**

e

– at

s+a cos ω t u 0 ( t ) ⇔ -----------------------------2 2 (s + a) + ω

(2.66)

**for σ > 0 and a > 0 . For easy reference, we have summarized the above derivations in Table 2.2.
**

TABLE 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

**The Laplace Transform of Common Waveforms 2.4 The Laplace Transform of Common Waveforms
**

In this section, we will present procedures for deriving the Laplace transform of common waveforms using the transform pairs of Tables 1 and 2. The derivations are described in Subsections 2.4.1 through 2.4.5 below.

**2.4.1 The Laplace Transform of a Pulse
**

The waveform of a pulse, denoted as f P ( t ) , is shown in Figure 2.1.

fP ( t ) A

a 0 Figure 2.1. Waveform for a pulse We first express the given waveform as a sum of unit step functions as we’ve learned in Chapter 1. Then, (2.67) fP ( t ) = A [ u0 ( t ) – u0 ( t – a ) ] From Table 2.1, Page 2−13,

f ( t – a ) u0 ( t – a ) ⇔ e

– as

t

F(s)

**and from Table 2.2, Page 2−22
**

u0 ( t ) ⇔ 1 ⁄ s

Thus,

Au 0 ( t ) ⇔ A ⁄ s

and

Au 0 ( t – a ) ⇔ e

– as A

--s

**Then, in accordance with the linearity property, the Laplace transform of the pulse of Figure 2.1 is
**

A --- ( 1 – e – as ) - – e – as A ---=A A [ u 0 ( t ) – u 0 ( t – a ) ] ⇔ --s s s

**2.4.2 The Laplace Transform of a Linear Segment
**

The waveform of a linear segment, denoted as f L ( t ) , is shown in Figure 2.2.

2−23

**Chapter 2 The Laplace Transformation
**

fL ( t )

1 0 1 2

t

Figure 2.2. Waveform for a linear segment

**We must first derive the equation of the linear segment. This is shown in Figure 2.3.
**

fL ( t )

1 0 1 2 t–1

t

Figure 2.3. Waveform for a linear segment with the equation that describes it

**Next, we express the given waveform in terms of the unit step function as follows:
**

fL ( t ) = ( t – 1 ) u0 ( t – 1 )

**From Table 2.1, Page 2−13,
**

f ( t – a ) u0 ( t – a ) ⇔ e

– as

F(s)

**and from Table 2.2, Page 2−22,
**

1tu 0 ( t ) ⇔ --2 s

**Therefore, the Laplace transform of the linear segment of Figure 2.2 is
**

–s 1 ( t – 1 ) u 0 ( t – 1 ) ⇔ e --s2

(2.68)

**2.4.3 The Laplace Transform of a Triangular Waveform
**

The waveform of a triangular waveform, denoted as f T ( t ) , is shown in Figure 2.4.

fT ( t ) 1 0 1 2 t

Figure 2.4. Triangular waveform

The equations of the linear segments are shown in Figure 2.5.

2−24

**The Laplace Transform of Common Waveforms
**

fT ( t ) 1 t 0 1 –t+2 2 t

Figure 2.5. Triangular waveform with the equations of the linear segments

**Next, we express the given waveform in terms of the unit step function.
**

fT ( t ) = t [ u0 ( t ) – u0 ( t – 1 ) ] + ( – t + 2 ) [ u0 ( t – 1 ) – u0 ( t – 2 ) ] = tu 0 ( t ) – tu 0 ( t – 1 ) – tu 0 ( t – 1 ) + 2u 0 ( t – 1 ) + tu 0 ( t – 2 ) – 2u 0 ( t – 2 )

**Collecting like terms, we obtain
**

f T ( t ) = tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 )

**From Table 2.1, Page 2−13,
**

f ( t – a ) u0 ( t – a ) ⇔ e

– as

F(s)

**and from Table 2.2, Page 2−22,
**

1tu 0 ( t ) ⇔ --2 s

Then,

1– 2s 1 1- – 2e – s --tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 ) ⇔ --+ e --2 2 2 s s s

or

1–s – 2s tu 0 ( t ) – 2 ( t – 1 ) u 0 ( t – 1 ) + ( t – 2 ) u 0 ( t – 2 ) ⇔ --( 1 – 2e + e ) 2 s

**Therefore, the Laplace transform of the triangular waveform of Figure 2.4 is
**

1–s 2 (1 – e ) f T ( t ) ⇔ --2 s

(2.69)

**2.4.4 The Laplace Transform of a Rectangular Periodic Waveform
**

The waveform of a rectangular periodic waveform, denoted as f R ( t ) , is shown in Figure 2.6. This is a periodic waveform with period T = 2a , and we can apply the time periodicity property

dτ L { f ( τ ) } = ------------------------------– sT 1–e

T

∫0 f ( τ ) e

–s τ

2−25

**Chapter 2 The Laplace Transformation
**

where the denominator represents the periodicity of f ( t ) .

fR ( t )

A

t

0 a 2a 3a

−A Figure 2.6. Rectangular periodic waveform

**For this waveform,
**

1 L { f R ( t ) } = ------------------– 2as 1–e

∫0

2a

fR ( t ) e

a

– st

1 dt = ------------------– 2as 1–e

2a a

∫0

a

Ae

– st

dt +

∫a

2a

( –A ) e

– st

dt

– st A - – e –st e ---------------= ------------------+ – 2as s 0 s 1–e

**A - ( – e – as + 1 + e – 2as – e –as ) L { f R ( t ) } = --------------------------– 2as ) s(1 – e
**

– as A A(1 – e ) - ( 1 – 2e –as + e –2as ) = -----------------------------------------------= --------------------------– 2as – as – as s(1 – e ) s(1 + e )(1 – e ) – as as ⁄ 2 – as ⁄ 2 – as ⁄ 2 – as ⁄ 2⎞ A (1 – e ) A⎛ e e –e e - ---------------------- = --- ⎜ -------------------------------------------------------------⎟ = --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 ) - ------------- ⎜ ------------------------------- ⎟ = --- ---------------------------= --– as ⁄ 2 as ⁄ 2 – as ⁄ 2 s e s cosh ( as ⁄ 2 ) ⎝e ⎠ +e 2

A as ⎞ - tanh ⎛ ---f R ( t ) ⇔ --⎝2⎠ s

(2.70)

**2.4.5 The Laplace Transform of a Half−Rectified Sine Waveform
**

The waveform of a half-rectified sine waveform, denoted as f HW ( t ) , is shown in Figure 2.7. This is a periodic waveform with period T = 2a , and we can apply the time periodicity property

dτ L { f ( τ ) } = ------------------------------– sT 1–e

T

∫0 f ( τ ) e

–s τ

2−26

**Using MATLAB for Finding the Laplace Transforms of Time Functions
**

where the denominator represents the periodicity of f ( t ) .

f HW ( t )

π

2π

3π

4π

5π

Figure 2.7. Half-rectified sine waveform*

**For this waveform,
**

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

e ( s sin t – cos t ) 1 - ----------------------------------------= -------------------–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 )

(2.71)

**2.5 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. For examples, please type

help laplace

in MATLAB’s Command prompt. We will be using this function extensively in the subsequent chapters of this book.

* This waveform was produced with the following MATLAB script: t=0:pi/64:5*pi; x=sin(t); y=sin(t−2*pi); z=sin(t−4*pi); plot(t,x,t,y,t,z); axis([0 5*pi 0 1])

2−27

**Chapter 2 The Laplace Transformation 2.6 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

st

L

1{ F ( s ) } = f ( t ) = ------2πj

F ( s ) e ds

–1

where L { f ( t ) } denotes the Laplace transform of the time function f ( t ) , L { F ( s ) } denotes the Inverse Laplace transform, and s is a complex variable whose real part is σ , and imaginary part ω , that is, s = σ + j ω .

• 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 vice

versa, as

**f(t) ⇔ F(s) • The linearity property states that
**

c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) ⇔ c1 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 s 1 -⎞ -F ⎛ f ( at ) ⇔ -⎝ a a⎠ • The differentiation in time domain property states that d - f ( t ) ⇔ sF ( s ) – f ( 0 − ) f ' ( t ) = ---dt

– at – as

F(s)

f(t) ⇔ F(s + a )

Also,

2−28

f '' ( 0 − ) . represent the initial conditions.f ( t ) ⇔ s n F ( s ) – sn – 1 f ( 0− ) – sn – 2 f ' ( 0− ) – … – f n dt n n–1 (0 ) − where the terms f ( 0 − ). f ' ( 0 − ). 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. and so on. n nd .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 ⇔ ---------. • The differentiation in complex frequency domain property states that d tf ( t ) ⇔ – ----F(s) ds and in general. Third Edition Copyright © Orchard Publications 2−29 .Summary d 2− − ------f ( t ) ⇔ s 2 F ( s ) – sf ( 0 ) – f ' ( 0 ) 2 dt d3 ------.+ -----------s s –∞ t − • The integration in complex frequency domain property states that f (t) -------⇔ t f(t) provided that the limit lim -------exists.f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt and in general d ------.

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. f 1 ( t ) *f 2 ( t ) ⇔ F 1 ( s ) F 2 ( s ) • Convolution in the complex frequency domain divided by 1 ⁄ 2 π j .Chapter 2 The Laplace Transformation • The final value theorem states that t→∞ lim f ( t ) = lim sF ( s ) = f ( ∞ ) s→0 • Convolution in the time domain corresponds to multiplication in the complex frequency domain.1.2. Third Edition Copyright © Orchard Publications . Page 2−13 • The Laplace transforms of some common waveforms are shown in Table 2. That is. corresponds to multiplica- tion in the time domain. that is.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.

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

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

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

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

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

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

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

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

The partial fraction expansion method is explained thoroughly and it is illustrated with several exam- 3. i. Fortunately. n . N(s) F ( s ) = ----------D(s) (3. F ( s ) is an improper rational function.3) are found by setting N ( s ) = 0 . Then.2) can be expressed as + bm – 2 s + … + b1 s + b0 bm s + bm – 1 s N(s) F ( s ) = ----------. m < n . and Common Laplace transform pairs to lookup the Inverse Laplace transform.. it is customary and very conve- Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= ------------------------------------------------------------------------------------------------------------------n n – 1 n – 2 D(s) an s + an – 1 s + an – 2 s + … + a1 s + a0 m m–1 m–2 (3.1) This integral is difficult to evaluate because it requires contour integration using complex variables theory. We assume that F ( s ) in (3. L –1 1 { F ( s ) } = f ( t ) = ------2πj ∫σ – j ω σ + jω F ( s ) e ds st (3. If m ≥ n .2) where N ( s ) and D ( s ) are polynomials.Chapter 3 The Inverse Laplace Transformation T ples. F ( s ) is said to be expressed as a proper rational function.3) is a proper rational function. and thus (3. 3. are called the poles of F ( s ) . In a proper rational function. Third Edition Copyright © Orchard Publications 3−1 . The roots of D ( s ) .e.2 Partial Fraction Expansion Quite often the Laplace transform expressions are not in recognizable form. it is repeated here for convenience. for most engineering problems we can refer to Tables of Properties. the roots of N ( s ) in (3. his chapter is a continuation to the Laplace transformation topic of the previous chapter and presents several methods of finding the Inverse Laplace Transformation. these are called the zeros of F ( s ) . …. and if the highest power m of N ( s ) is less than the highest power n of D ( s ) .3) The coefficients a k and b k are real numbers for k = 1. but in most cases appear in a rational form of s . that is. 2.1 The Inverse Laplace Transform Integral The Inverse Laplace Transform Integral was stated in the previous chapter. found by setting D ( s ) = 0 .

we are mostly interested in the nature of the poles.8) below. and p 1. that is.4) The zeros and poles of (3. thus. It is used extensively in integration. the Fourier transform. p 2.6) where r 1. 3−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.2. and the z-transform. This method is also being taught in intermediate algebra and introductory calculus courses. p n are the poles of F ( s ) .6) by ( s – p k ) .7) Example 3.( bm sm + bm – 1 sm – 1 + bm – 2 sm – 2 + … + b1 s + b0 ) a ( s ) = -----------------------------------------------------------------------------------------------------------------------------n ----------F( s) = N D(s) a1 a0 n an – 1 n – 1 an – 2 n – 2 -s -s . …. However. or combinations of real and complex conjugates.4) can be real and distinct. * The partial fraction expansion method applies only to proper rational functions. r k = lim ( s – p k ) F ( s ) = ( s – p k ) F ( s ) s → pk s = pk (3. then.1 Use the partial fraction expansion method to simplify F 1 ( s ) of (3. p n of F ( s ) are distinct (different from each another).+ ----------------. so we will consider each case separately. we multiply both sides of (3. …. p 3.5) where p k is distinct from all other poles.Chapter 3 The Inverse Laplace Transformation nient to make the coefficient of s unity. To evaluate the residue r k .s + ---s + ---------+ ---------+ … + ---an an an an n (3.+ … + ----------------F ( s ) = ----------------( s – p1 ) ( s – p2 ) ( s – p 3 ) ( s – pn ) (3. r 3. 3. p 2. we rewrite F ( s ) as 1 ---. p 3. and in finding the inverses of the Laplace transform.1 through 3. r n are the residues. r 2.2. as indicated in Subsections 3.5) as rn r2 r3 r1 .1 Distinct Poles If all the poles p 1. using the partial fraction expansion method.2. complex conjugates. we can factor the denominator of F ( s ) in the form N(s) F ( s ) = -----------------------------------------------------------------------------------------------( s – p1 ) ⋅ ( s – p2 ) ⋅ ( s – p3 ) ⋅ … ⋅ ( s – pn ) (3. ….+ ----------------.*we can express (3. Third Edition Copyright © Orchard Publications . 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. and find the time domain function f 1 ( t ) corresponding to F 1 ( s ) . Next. we let s → p k . repeated.3 below.

p. Page 2−22. 2].6). [r.⇔ ( – e – t + 4e – 2t ) u ( t ) = f ( t ) – 1 .b) function. we express (3. can be found easily using the MATLAB residue(a. Chapter 2.= -------------------------------. 2].+ --------------F 1 ( s ) = ------------------------. For this example.= --------------2 (s + 1) (s + 2) (s + 1)(s + 2) s + 3s + 2 (3.10) and 3s + 2 r 2 = lim ( s + 2 ) F ( s ) = --------------(s + 1) s → –2 = 4 s = –2 (3.11) Therefore. 4 .Partial Fraction Expansion 3s + 2 F 1 ( s ) = ------------------------2 s + 3s + 2 (3.2.+ --------------F 1 ( s ) = --------------0 1 (s + 1) (s + 2) The residues and poles of a rational function of polynomials such as (3. Third Edition Copyright © Orchard Publications 3−3 .9) as 4 – 1 . Ds) and MATLAB returns the values r = 4 -1 p = -2 -1 k = [] Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 3.13) (3. we use the script Ns = [3.+ --------------3s + 2 .= --------------F 1 ( s ) = ------------------------2 ( s + 2) ( s + 1 ) s + 3s + 2 (3. we obtain r2 r1 3s + 2 3s + 2 .8) Solution: Using (3.14) Therefore.12) and from Table 2. we find that e – at 1 u 0 ( t ) ⇔ ---------s+a (3.9) The residues are 3s + 2 r 1 = lim ( s + 1 ) F ( s ) = --------------(s + 2) s → –1 = –1 s = –1 (3. Ds = [1.8). k] = residue(Ns.

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

The partial fraction expansion method can also be used in this case.18) 3s + 2s + 5 r 3 = -------------------------------(s + 2)(s + 4) (3. Fs = (3*s^2 + 4*s + 5) / (s^3 + 12*s^2 + 44*s + 48). by substitution into (3. but it may be necessary to manipulate the terms of the expansion in order to express them in a recognizable form.+ --------------F 2 ( s ) = ------------------. e – at 1 u 0 ( t ) ⇔ ---------s+a (3.17) s = –4 37 = – ----4 89 = ----8 (3.* and since complex poles occur in complex conjugate pairs.20) From Table 2.2.21) Therefore.16) we obtain 9⁄8 – 37 ⁄ 4 89 ⁄ 8 3s + 2s + 5 . Page 2−22. The procedure is illustrated with the following example. Third Edition Copyright © Orchard Publications 3−5 .+ --------------.= --------------. denoted as p k∗ . Thus.+ --------------F 2 ( s ) = -----------------------------------------------2 3 (s + 2) (s + 4) (s + 6) s + 12s + 44s + 48 2 (3. then.e – 2t – 37 -e . * A review of complex numbers is presented in Appendix C Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.+ ---------------.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.⇔ ⎛ 9 – 37 ⁄ 4 9 ⁄ 8 .2. its complex conjugate pole. Chapter 2. ft = ilaplace(Fs) ft = -37/4*exp(-4*t)+9/8*exp(-2*t)+89/8*exp(-6*t) 3.19) s = –6 Then.2 Complex Poles Quite often.22) Check with MATLAB: syms s t. the poles of F ( s ) are complex. – 4t 89 – 6t⎞ 89 ⁄ 8.e + ----u ( t ) = f2 ( t ) ⎝8 ⎠ 0 8 (s + 2) (s + 4) (s + 6) 4 (3. if p k is a complex root of D ( s ) . the number of complex poles is even. is also a root of D ( s ) .

0000 .3 Use the partial fraction expansion method to simplify F 3 ( s ) of (3.2. p=[1 4 8].Chapter 3 The Inverse Laplace Transformation Example 3.+ --------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j 2 ) s + 5s + 12s + 8 (3.0000i Then.23) below.26) (3.– ----r 2∗ = ⎛ – -⎝ 5 20⎠ 5 20 (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.= -----------------( – 1 – j2 ) ( – j4 ) – 8 + j4 ( 1 – j2 ) ( – 8 – j4 ) – 16 + j12 j3 . s+3 s+3 .= – -.0000i -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 (3.25) s = – 2 – j2 1 – j2 1 – j2 = -----------------------------------. Third Edition Copyright © Orchard Publications .+ ----.+ ----( – 8 + j4 ) ( – 8 – j4 ) 80 5 20 1 j3 ⎞ ∗ 1 j3 . Then.---------------------.0000 + 2.= – 1 = ----------------------. We will use the roots(p) function. syms s.27) 3−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= --------------+ -----------------------.= -----------------------------------------------------------------------F 3 ( s ) = -----------------------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j2 ) s + 5s + 12s + 8 or r 2∗ r1 r2 s+3 F 3 ( s ) = -----------------------------------------. s+3 F 3 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 (3. and find the time domain function f 3 ( t ) corresponding to F 3 ( s ) . roots_p=roots(p) roots_p = -2. 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.

33) Addition of (3. for F 32 ( s ) ( 2s + 1 ) -.⋅ -----------------------------F 32 ( s ) = – 1 2 5 ( s + 4s + 8 ) (3. 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 2 ⎝ ⎜ ⎟ 2 2 5 (s + 2 ) + 2 ) 5 ( s + 2 ) + 2 ) ( s + 2 )2 + 22 ) ⎠ ⎝ ⎠ s+2 6 ⁄ 10 ⎛ 2 2 ⎛ -------------------------------. after several simplification tools that were displayed on the screen. and now (3.--------------------------------⎞ = – -2 ⎝ ( s + 2 )2 + 22 ) ⎠ 5 ⎝ ( s + 2 )2 + 22 ) ⎠ 2 3 s + 2 .e – t = f 31 ( t ) F 31 ( s ) = --------------5 (s + 1) (3.28) is written as 2⁄5 1 ( 2s + 1 ) . we denote the first term on the right side of (3. and the second as (3.30) with (3.29) For convenience.2. 2⁄5 – 1 ⁄ 5 + j3 ⁄ 20 – 1 ⁄ 5 – j3 ⁄ 20 F 3 ( s ) = --------------. we express F 32 ( s ) as 1 3 3 . we will express them in a different form.32) Accordingly.Partial Fraction Expansion By substitution into (3.⋅ -----------------------------F 3 ( s ) = --------------( s + 1 ) 5 ( s 2 + 4s + 8 ) F 32 ( s ) . do not resemble any Laplace transform pair that we derived in Chapter 2.– -. Third Edition Copyright © Orchard Publications 3−7 .⎞ -----⎞ = –2 + . Therefore.33) yields * Here.29) as F 31 ( s ) .= –2 F 32 ( s ) = – -. We combine them into a single term*.+ ---------------------------------(s + 1) ( s + 2 + j2 ) ( s + 2 –j 2 ) (3.⎛ --------------------------------. returned (-2*s-1)/(5*s^2+20*s+40).28).⎛ -------------------------------2 2 ⎝ ⎠ ⎝ 10 ( s + 2 ) 2 + 2 2 ) ⎠ 5 (s + 2 ) + 2 ) (3. 2⁄5. 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.+ --------------------------------⎞ -.31) From Table 2.24).+ -. The simple function. Chapter 2. Then.28) The last two terms on the right side of (3.⇔2 -.30) Next.– --⎞ ⎛ s + -2 2 2⎟ 2 ⎜ -------------------------------–3 ⁄ 2 s+2 . Page 2−22.

F ( s ) has simple poles. are found by multiplication of both sides of (3.35) by ( s – p ) . we find the residues from r k = lim ( s – p k ) F ( s ) = ( s – p k ) F ( s ) s → pk s = pk (3.2. we express it as N(s) F ( s ) = ----------------------------------------------------------------------------------------m ( s – p 1 ) ( s – p 2 )… ( s – p n – 1 ) ( s – p n ) (3.+ … + ----------------m m–1 m–2 ( s – p1 ) ( s – p1 ) ( s – p1 ) ( s – p1 ) rn r2 r3 . the partial fraction expansion of (3. …. ft=ilaplace(Fs) ft = 2/5*exp(-t)-2/5*exp(-2*t)*cos(2*t) +3/10*exp(-2*t)*sin(2*t) 3.3 Multiple (Repeated) Poles In this case. r 12. Third Edition Copyright © Orchard Publications . has a multiplicity m .⎞ -. but one of the poles. r 1m . we proceed as before. ( s – p 1 ) F ( s ) = r 11 + ( s – p 1 ) r 12 + ( s – p 1 ) r 13 + … + ( s – p 1 ) m 2 m–1 m r 1m rn ⎞ r3 r2 m + ( s – p 1 ) ⎛ ----------------.+ ----------------. r 13.+ … + ----------------⎝ ( s – p2 ) ( s – p3 ) ( s – p n )⎠ (3.34) Denoting the m residues corresponding to multiple pole p 1 as r 11. p n . …. ….35) For the simple poles p 1.e sin 2t = f 3 ( t ) . r 1m corresponding to the repeated poles.+ --------------------------.⎞ + ----.+ ----------------. r 13. p 2. Then. that is.-------------------------------. say p 1 .e cos 2t + ----.36) The residues r 11.34) is expressed as r 11 r 12 r 13 r 1m + --------------------------F ( s ) = --------------------.⎛ -------------------------------F 3 ( s ) = F 31 ( s ) + F 32 ( s ) = --------------2 2 ⎝ ⎠ ⎝ (s + 1) 5 (s + 2 ) + 2 ) 10 ( s + 2 ) 2 + 2 2 ) ⎠ 3 –2t 2 –t 2 – 2t . % Define several symbolic variables Fs=(s + 3)/(s^3 + 5*s^2 + 12*s + 8).Chapter 3 The Inverse Laplace Transformation s+2 2⁄5 3 ⎛ 2 -–2 .e – -⇔ -10 5 5 Check with MATLAB: syms a s t w. r 12.+ … + ----------------+ ----------------( s – p2 ) ( s – p3 ) ( s – pn ) (3.37) 3−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. For this condition.

m d .43) Solution: We observe that there is a pole of multiplicity 2 at s = – 1 . is found by differentiating (3.41) or d m 1 r 1k = lim -----------------.40) whose ( m – 1 ) th derivative of both sides is 1 d .43) below. The residue r 12 for the second repeated pole p 1 .[ ( s – p1 )m F ( s ) ] ( k – 1 )! r 1k = lim -----------------. s+3 F 4 ( s ) = ----------------------------------2 (s + 2)(s + 1) (3. taking the limit as s → p 1 on both sides of (3.------------[ ( s – p1 ) F ( s ) ] k – 1 s → p 1 ( k – 1 )! ds k–1 (3.37).42) Example 3. we let s → p 1 .37) with respect to s and again. and find the time domain function f 4 ( t ) corresponding to F 4 ( s ) .[ ( s – p1 ) F ( s ) ] r 12 = lim ---s → p 1 ds (3. Third Edition Copyright © Orchard Publications 3−9 . and thus in partial fraction expansion form. 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 (3.38) and thus (3.+ … + ----------------( s – p 1 ) ⎛ ----------------⎝ ( s – p2 ) ( s – p3 ) ( s – p n )⎠ m or r 11 = lim ( s – p 1 ) F ( s ) s → p1 (3. F 4 ( s ) is written as Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.38) yields the residue of the first repeated pole.+ ----------------. 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 . that is.39) In general.Partial Fraction Expansion Next.------------s → p 1 ( k – 1 )! ds k – 1 k–1 (3.4 Use the partial fraction expansion method to simplify F 4 ( s ) of (3.

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

47) The residues are s + 3s + 1 r 11 = ------------------------2 (s + 2) 2 ⎞ s + 3s + 1 d. in partial fraction expansion form.0000 p = -2. 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) (3.0000 -1. Then. Third Edition Copyright © Orchard Publications 3−11 . s + 3s + 1 F 5 ( s ) = ------------------------------------3 2 (s + 1) (s + 2) 2 (3.46) below.0000 2.0000 -1.46) Solution: We observe that there is a pole of multiplicity 3 at s = – 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. and find the time domain function f 5 ( t ) corresponding to the given F 5 ( s ) . and a pole of multiplicity 2 at s = – 2 .0000 k = [] Example 3.0000 -1.5 Use the partial fraction expansion method to simplify F 5 ( s ) of (3.Partial Fraction Expansion r = 1.

Ds=[1 7 19 25 16 4].------+ 3s + 1 -------------------------⎟ r 13 = ---⎜ 2! ds 2 ⎝ ( s + 2 ) 2 ⎠ 2 ⎞ s + 3s + 1 d.+ --------------3 2 2 ( s + 1 ) ( s + 2) (s + 1) (s + 1) (s + 2) (3.0000 -1. for the pole at s = – 2 .Chapter 3 The Inverse Laplace Transformation 2 2 ⎞ d -⎛s 1.+ -----------------.47).k]=residue(Ns.--------------------------------------------------------------= -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.+ -----------------.-----------------= -2 ds ⎝ ( s + 2 ) 3 ⎠ s = –1 1 (s + 2) – 3(s + 2) (s + 4) . [r.p.⎛ ------------------------d.0000 -4. % 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)) syms s. we obtain –1 3 –4 1 4 F 5 ( s ) = -----------------.Ds) r = 4.⎛ -------------------------⎟ 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. s + 3s + 1 r 21 = ------------------------3 (s + 1) 2 = 1 s = –2 2 2 and 2 ⎞ s + 3s + 1 d.0000 3.----⎟ = -⎜ 2 ds ds ⎝ ( s + 2 ) 2 ⎠ 3 2 s = –1 s = –1 1d⎛ s+4 ⎞ .+ --------------.0000 1. Third Edition Copyright © Orchard Publications . Ds = s^5+7*s^4+19*s^3+25*s^2+16*s+4 Ns=[1 3 1].---.---1 .0000 3−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.48) We will check the values of these residues with the MATLAB script below.

6 Derive the Inverse Laplace transform f 6 ( t ) of s + 2s + 2 F 6 ( s ) = ------------------------s+1 2 (3. Example 3. that is.4/(s+1) + 1/((s+2)^2) + 4/(s+2). Chapter 2. we derive f 5 ( t ) from (3.0000 -2. if m ≥ n .2. Page 2−22. Fs=-1/((s+1)^3) + 3/((s+1)^2) . However. was based on the condition that F ( s ) is a proper rational function.t e + 3te – 4e + te + 4e 2 (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. Third Edition Copyright © Orchard Publications 3−13 .0000 k = [] From Table 2.51) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 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) 3.48) as –t –t – 2t – 2t 1 2 –t f 5 ( t ) = – -.50) where N ( s ) ⁄ D ( s ) is a proper rational function.49) with MATLAB as follows: syms s t.Case where F(s) is Improper Rational Function p = -2. if F ( s ) is an improper rational function.49) We can verify (3.0000 -1.0000 -1.0000 -1. e – at 1 ⇔ ---------s+a te – at 1 ⇔ ----------------2 (s + a) t n – 1 – at e ( n – 1 )! ⇔ -----------------n (s + a) and with these.3 Case where F(s) is Improper Rational Function Our discussion thus far.

= ---------F 6 ( s ) = ------------------------s+1 s+1 2 Now.+ 1 + s ⇔ e + δ ( t ) + δ' ( t ) = f 6 ( t ) . Third Edition Copyright © Orchard Publications . F 6 ( s ) is an improper rational function.50) before we use the partial fraction expansion method. Ds = [1 1]. k] = residue(Ns. we have the new transform pair and thus. d ------. By long division. Therefore. p.52) (3. by the time differentiation property 2 2 2 1 . Also.53) with MATLAB as follows: Ns = [1 2 2].⇔ e –t s+1 and but To answer that question. we obtain 1 -+1+s s + 2s + 2 .δ ( t ) ⇔ sn n dt n (3.54) We verify (3.= ---------F 6 ( s ) = ------------------------s+1 s+1 (3. 2 s ⇔ δ' ( t ) –t 1 s + 2s + 2 . we recognize that 1 ---------.53) In general. Ds) r = 1 p = -1 3−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we recall that and u 0'' ( t ) = δ' ( t ) 1 ⇔ δ(t) s⇔? u 0' ( t ) = δ ( t ) where δ' ( t ) is the doublet of the delta function. we must express it in the form of (3. [r.Chapter 3 The Inverse Laplace Transformation Solution: For this example.= s u 0'' ( t ) = δ' ( t ) ⇔ s F ( s ) – sf ( 0 ) – f ' (0 ) = s F ( s ) = s ⋅ -s Therefore.

we perform the following steps: 1. Now. To this factor. that is.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. that is. We also assume that the denominator D ( s ) can be expressed as a product of real linear and quadratic factors.+ … -----------------m 2 D(s) s – a (s – a) (s – a) 2 2 n m (3. we assign the sum of n partial fractions. we assume that F ( s ) is a proper rational function.4 Alternate Method of Partial Fraction Expansion Partial fraction expansion can also be performed with the method of clearing the fractions. and then work with the quotient and the remainder as we did in Example 3. We set the given F ( s ) equal to the sum of these partial fractions 4. then equating the numerators. We solve the resulting equations for the residues Example 3. We equate the coefficients of corresponding powers of s 6. and suppose that ( s + α s + β ) is the highest power of this factor that divides D ( s ) . Then. If not. 3. we can express F ( s ) as r1 r2 rm ( s ) = -------------------F( s) = N . making the denominators of both sides the same. We clear the resulting expression of fractions and arrange the terms in decreasing powers of s 5. Third Edition Copyright © Orchard Publications 3−15 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.+ --------------------------------2 2 n 2 s + α s + β ( s2 + α s + β ) (s + αs + β) 2.7 Express F 7 ( s ) of (3.56) below as a sum of partial fractions using the method of clearing the fractions. We repeat step 1 for each of the distinct linear and quadratic factors of D ( s ) 3.6. we first perform a long division. As before. we let ( s – a ) be a linear factor of D ( s ) .+ … + ---------------------------------------------------------. If these assumptions prevail. and we assume that ( s – a ) is the highest power of ( s – a ) that divides D ( s ) .+ ----------------.55) Let s + α s + β be a quadratic factor of D ( s ) . r1 s + k1 rn s + kn r2 s + k2 .

and with Step 5. we obtain r1 s + A r 22 r 21 – 2s + 4 + ----------------F 7 ( s ) = ------------------------------------.62). substitution of (3. we obtain 3−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.60) from the fourth.61) and (3.60). (3. (3.= -----------------. Third Edition Copyright © Orchard Publications .59) will be an identity is s if each power of s is the same on both sides of this relation. 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 (3.61) into the first equation of (3. Therefore.62) into the third equation of (3.63) Finally by substitution of (3.Chapter 3 The Inverse Laplace Transformation – 2s + 4 F 7 ( s ) = ------------------------------------2 2 (s + 1)(s – 1) (3.61) By substitution of (3. and (3. we obtain 0 = 2 + r 22 or r 22 = – 2 (3.60) Subtracting the second equation of (3.63) into the fourth equation of (3.57) With Step 4.59) Relation (3.60). we obtain 4 = 2r 1 or r1 = 2 (3.61).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.+ --------------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) yields – 2 = 2 – 2A – 2 or A = 1 (3.56) Solution: Using Steps 1 through 3 above.62) Next.

64) Substitution of these values into (3.+ ----------------2 2 2 2 (s – 1) (s + 1)(s – 1) (s + 1) (s – 1) (3.70) Since r 1 is already known.3.65) Example 3. we only need two equations in r 2 and r 3 .68) As in Example 3.= ---------2 2 s + 1 s + 4s + 8 ( s + 1 ) ( s + 4s + 8 ) s+3 r 1 = ------------------------2 s + 4s + 8 = 2 -5 (3.= -----------------. to compute r 2 and r 3 .+ ------------------------F 8 ( s ) = ----------------------------------------------. Thus.67) and using the method of clearing the fractions. Third Edition Copyright © Orchard Publications 3−17 . with the coefficients of s 2 on the right side of (3.66) Solution: This is the same transform as in Example 3. we express (3.8 Use partial fraction expansion to simplify F 8 ( s ) of (3.70). Equating the coefficient of s 2 on the left side.– --------------F 7 ( s ) = ------------------------------------. we obtain 0 = r1 + r2 (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. Page 3−6. (3. which is zero.67) as r2 s + r3 r1 s+3 .66) below. s+3 F 8 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 (3.57) yields – 2s + 4 2s + 1 2 1 .Alternate Method of Partial Fraction Expansion 4 = 1 + 2 + r 21 or r 21 = 1 (3.3.71) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. where we found that the denominator D ( s ) can be expressed in factored form of a linear term and a quadratic.69) s = –1 Next. we write F 8 ( s ) as s+3 F 8 ( s ) = ----------------------------------------------2 ( s + 1 ) ( s + 4s + 8 ) (3. and find the time domain function f 8 ( t ) corresponding to F 8 ( s ) .

by substitution into (3.3.e cos 2t + ----f 8 ( t ) = f 3 ( t ) = ⎛ -⎝5 ⎠ 10 5 3−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.70). To obtain the third residue r 3 . or r 3 = – 1 ⁄ 5 . we equate the constant terms of (3.72) as before.⋅ -----------------------------F 8 ( s ) = --------------2 ( s + 1 ) 5 ( s + 4s + 8 ) (3.68). Then.Chapter 3 The Inverse Laplace Transformation and since r 1 = 2 ⁄ 5 . it follows that r 2 = – 2 ⁄ 5 . Third Edition Copyright © Orchard Publications . 3 = 8r 1 + r 3 or 3 = 8 × 2 ⁄ 5 + r 3 .e – -. 2 –t 2 – 2t 3 –2t . The remaining steps are the same as in Example 3. and thus f 8 ( t ) is the same as f 3 ( t ) . Then. we obtain 2⁄5 1 ( 2s + 1 ) .– -. that is.e sin 2t⎞ u 0 ( t ) .

i. F ( s ) is said to be expressed as a proper rational function. If F ( s ) is an improper rational function. complex conjugates.b) function. Third Edition Copyright © Orchard Publications 3−19 . • We can use the MATLAB factor(s) symbolic function to convert the denominator polynomial form of F 2 ( s ) into a factored form. • The residues and poles of a rational function of polynomials can be found easily using the MATLAB residue(a. repeated. r n are called the residues and p 1. • The Laplace transform F ( s ) must be expressed as a proper rational function before applying the partial fraction expansion. r 2.5 Summary • The Inverse Laplace Transform Integral defined as L –1 1{ F ( s ) } = f ( t ) = ------2πj ∫σ – j ω σ + jω F ( s ) e ds st is difficult to evaluate because it requires contour integration using complex variables theory. we must first divide the numerator N ( s ) by the denominator D ( s ) to obtain an expression of the form F ( s ) = k0 + k1 s + k2 s + … + km – n s 2 m–n (s) +N ----------D(s) • In a proper rational function.e. F ( s ) is an improper rational function. that is. • The partial fraction expansion method offers a convenient means of expressing Laplace transforms in a recognizable form from which we can obtain the equivalent time−domain functions. p 3.+ ----------------. • When F ( s ) is expressed as rn r1 r2 r3 F ( s ) = ----------------.+ … + ----------------( s – p1 ) ( s – p2 ) ( s – p3 ) ( s – pn ) r 1. p 2. r 3. or a combination of these.+ ----------------. p n are the poles of F ( s ) . • The partial fraction expansion method can be applied whether the poles of F ( s ) are distinct. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 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 ) . • For most engineering problems we can refer to Tables of Properties. …. The direct term is always empty (has no value) whenever F ( s ) is a proper rational function. m < n ..Summary 3. and Common Laplace transform pairs to lookup the Inverse Laplace transform. • If the highest power m of the numerator N ( s ) is less than the highest power n of the denominator D ( s ) . if m ≥ n . …. If m ≥ n .

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. s ⇔ δ' ( t ) d ------. • In this chapter we introduced the new transform pair and in general. Third Edition Copyright © Orchard Publications . 3−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

Find the Inverse Laplace transform of the following: 4 a.5s + 9 2 s – 16 d.25s + 1 s + 8s + 24s + 32 d.Exercises 3.6 Exercises 1. and we know that lim f ( t ) = 10 . -------------------2 (s + 4) 2 2 2s + 3 c. Find the Inverse Laplace transform of the following: 3s + 4 a. -----------------5 (s + 3) s + 6s + 3 e. ------------------------5 (s + 3) 2 2. It is known that the Laplace transform F ( s ) has two distinct poles. Third Edition Copyright © Orchard Publications 3−21 . one at s = 0 . Use the Initial Value Theorem to find f ( 0 ) given that the Laplace transform of f ( t ) is 2s + 3 -------------------------------2 s + 4. -------------------------------2 s + 4. -------------------------------2 s + 5s + 18. Find F ( s ) and t→∞ f(t) . It also has a single zero at s = 1 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. -----------------2 (s + 3) 4 c. the other at s = – 1 . ---------------------------2 2 s + 4s + 85 4s + 5 b.5 s + 3s + 2 c. --------------------------------------------2 s + 6s + 8 3 e. e 3 --------------------3 ( 2s + 3 ) 4. -----------------------------------------3 2 s + 6s + 11s + 6 3. --------------------------------------------3 2 s + 8s + 24s + 32 s+1 e. ----------------------------------------------3 2 s + 5s + 10. -----------------4 (s + 3) 3s + 4 d.25s + 1 Compare your answer with that of Exercise 3(c). 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. 5. ----------s+3 4 b. ---------------2 s + 25 5s + 3b.

= ---------------------------------.= 3 ⋅ ----------------------------.25 ( s + 2.2 – 2t .= 3 ⋅ -----------------.= ( -----------------5 5 5 5 5 3 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) e.5 s + 5s + 6.e – 2t sin 9t = 3 ⋅ ----------------------------– -⇔ 3e cos 9t – -2 2 9 2 2 9 (s + 2) + 9 (s + 2) + 9 b.t e – ---.⋅ -----------------------------.= 3 .3 – 3t ---5 4 – 3t 1 5.4 – 3t⎞ .5 1 .t e = -t e ⇔ ---⎠ 3! 4! 12 2⎝ 2 2 2 1 s + 6s + 9 – 6 s + 3 ) – -----------------6 1 + 6s + 3 s = -----------------– 6 ⋅ -----------------------------------------.= ---------------------------------------------------------.5 ) + 3. 3−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. -----------------4 (s + 3) 3! – 3t 2 3 – 3t -t e = -3 d.--------------------------------------s + 10 ⁄ 4 – 10 ⁄ 4 + 5 ⁄ 4 .5 ) + 3.⇔ 4e s+3 4 – 3t ⇔ 4te b.– -----= 4 ⋅ -------------------------------------------------------⋅ 2 2 2 2 3. 4 – 3t a. 1 2 –3t 6 4 –3t 1 ⎛ 2 – 3t 1 4 – 3t⎞ .5t – -----e – ----= 4 ⋅ --------------------------------------sin 3.5t 2 2 2 2 7 ( s + 2. Using the MATLAB factor(s) function we obtain: syms s.Chapter 3 The Inverse Laplace Transformation 3. -----------------2 (s + 3) 4 4 3 -t e ⇔ ---c.5 ) + 3.5 ) 10 3.5 2 2 ( s + 2.= --------------------------------------= 4 ⋅ --------------------------------------2 2 2 2 2 2 ( s + 2. Third Edition Copyright © Orchard Publications .⋅ --------------------------------------.t e = --t e ⇔ ---⎠ 2! 2⎝ 4! 2 2.= ----------------------------------------------------------------------------------.5 s + 5s + 18.5 s + 2.25 + 12. s+5⁄4 4s + 5 4s + 5 4s + 5 .5 ) + 3.5*s+9) ans = (s+2)*(s+1) ans = 1/2*(s+2)*(2*s^2+6*s+9) Then.5 10 –2.5 ( s + 2.5 5 × 3. a.= 3 ⋅ ------------------------------5 4 5 5 5 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) 3. factor(s^3+5*s^2+10.⇔ 4e –2.5t .5 ) + 3.5 ( s + 2.5 ) + 3.5 ) + 3.= 4 ⋅ -------------------------------------.5t cos 3.– -.5 c.5 7 ( s + 2.t e – -. factor(s^2+3*s+2).5 ( s + 2.7 Solutions to End−of−Chapter Exercises 1. (s + 2) – 2 ⁄ 3 (s + 2) 1 2×9 (s + 4 ⁄ 3 + 2 ⁄ 3 – 2 ⁄ 3) = 3 ⋅ ------------------------------3s + 4 .⎛ t 3 e – 3t – ----t e – .⋅ ----------------------------------------------------------------------------------------------------------------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 ⋅ ----------------------------------. 1 1 (s + 3) – 5 ⁄ 3 3(s + 4 ⁄ 3 + 5 ⁄ 3 – 5 ⁄ 3) 3s + 4 . ----------.

= -15 ⁄ 4 3 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5 ) + ( 1.25 + 4.5t sin 1.t cos 2t ⇔ ⎛5 -.= ----------------------------------------------3 2 2 2 2 2 2 ( s + 4 ) ( s + 4s + 8 ) (s + 2) + 2 (s + 2) + 2 s + 8s + 24s + 32 6×2 1 s+2 .+ 1 3s + 2.5 + 1 s + 1.5 ) 2 d.5 ) s + 3s + 2.Solutions to End−of−Chapter Exercises s + 3s + 2 (s + 1)(s + 2) (s + 1) s+1 ----------------------------------------------.= -3 – 15 ⁄ 4 2s + 3 r 2 = -------------s+4 s = –1 ⁄ 4 5⁄2 2 = -----------.5 × 1.+ ----------------2 (s + 4)(s + 1 ⁄ 4) s+4 s+1⁄4 s + 4.= ----------------------.= --------------.⋅ ------------------------------------------= ------------------------------------------.+ ----------------------.( sin 2t + 2t cos 2t ) + 3 ⋅ -----------------------------.5 ) ( s + 3s + 4.5t .= ---------= -------------------------------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 .e – 1.5 ) ( s + 1.⋅ --------------.5 ) ( s + 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 .5t – -2 2 2 2 3 3 ( s + 2.⇔ 5 ⋅ ----------2 2 2 2×8 2×2 2 2 2 2 2 s ( + 4 ) ( s + 2 ) ( + 2 ) s b.5 ) + ( 1.+ ---------.( sin 2t – 2t cos 2t ) . r1 r2 2s + 3 .2 2 3s .= --------------------------------------------------.= ------------------------------------------.5 ) 1.25s + 1 2s + 3 r 1 = ----------------s+1⁄4 s = –4 4 –5 = --------------.– -= ------------------------------------------⇔e cos 1.⋅ --------------------------------------.5 ( s + 1. 5 2 × 5s .sin 2t + ----.⇔e –e = -------------------------------(s + 2)(s + 3) s+2 s+3 3.= ------------------------------------------------.= ---------------------------------.5 ( s + 1.5 1 0.25 – 2.5 1 1 – 1.– ---------.– -----2 2 2 2 2 2 1.= --------------------------------------------------------------3 2 2 2 2 s + 5s + 10. s+1 (s + 1) 1 -----------------------------------------.5 s + 1.sin 5t -.5 – 1.= ----------------------------------------.⋅ -----------------------------= -----------------------------.= -------------------------------3 2 ( s + 2 ) (s + 3) ( s + 1 ) ( s + 2 ) ( s + 3 ) s + 6s + 11s + 6 r2 r1 1 .= ----------------------------s+2–2–4 s – 16 --------------------------------------------. 17 3-⎞ 2t cos 2t = 23 3-⎞ sin 2t + ⎛ 5 ----. Third Edition Copyright © Orchard Publications 3−23 .5t s + 1.5 ) + 3.– -2 2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 s+2 .5s + 9 ( s + 2 ) ( s + 3s + 4.5 .– 3 ⋅ ----------------------------2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 e.⇔ e – 2t cos 2t – 3e –2t sin 2t = -----------------------------.⋅ --------------= 3 ⋅ --------------⇔ 3 cos 5t + -+ -a.+ ----⎝ 4 16⎠ ⎝ 4 16⎠ 16 8 c.= ---------.– -----.5 ) + ( 1.5 ) + ( 1.= ----------------------------( s – 4 ) . ( s + 4 ) ( s – 4 ) .5 .

( s – 1 ) and lim f ( t ) = lim sF ( s ) = 10 . e – 2s 3 --------------------3 ( 2s + 3 ) e – 2s F ( s ) ⇔ f ( t – 2 ) u0 ( t – 2 ) 3 1.( 2e – 4t + e – t ⁄ 4 ) ---------.– --------------------------------. Then.⎛ ---t e . -------------------5.2 – ( 3 ⁄ 2 ) t⎞ ----3 3 2 –( 3 ⁄ 2 ) t 3⁄8 3⁄8 3⁄2 3 .⇔ ----e F ( s ) = e --------------------3 16 ( 2s + 3 ) 4.+ ---------.( t – 2 ) 2 e –( 3 ⁄ 2 ) ( t – 2 ) u 0 ( t – 2 ) .+ ----------------.⇔ δ' ( t ) + 2 δ ( t ) + 4e – 2t ------------------------.= 10 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.= -----------------------------. Third Edition Copyright © Orchard Publications . e.= ----------------------------------------------2 (s + 2)(s + 4) (s + 2) s + 6s + 8 s + 4s + 8 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).= --------------------------------. The initial value theorem states that lim f ( t ) = lim sF ( s ) .Chapter 3 The Inverse Laplace Transformation 2 4⁄3 2⁄3 .= – A = 10 s(s + 1) s → 0 (s + 1) r1 r2 20 .= lim -------------------------------f ( 0 ) = lim s -------------------------------s → ∞ s 2 + 4.= lim -------------------------------------------=2 2 2 2 2 s → ∞ s ⁄ s + 4.= A lim --------------.25s + 1 2+3⁄s 2s ⁄ s + 3s ⁄ s = lim ----------------------------------------------------------.and by long division --------------------------------------------. A(s – 1) (s – 1) lim s -------------------.25s + 1 s → ∞ s 2 + 4.= s + 2 + ---------s+2 s+2 2 3 2 2 2 d.⇔ ( 10 – 20e – t ) u ( t ) 10 ( s – 1 ) ----.⇔ -3 s+4 s+1⁄4 s + 8s + 24s + 32 ( s + 4 ) ( s + 4s + 8 ) ( s + 4s + 8 ) .25s ⁄ s + 1 ⁄ s s → ∞ 1 + 4. Then.= --. t→0 s→∞ 2 2s + 3 2s + 3s .= ------------------------⇔ -= -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 . We are given that F ( s ) = A s(s + 1) t→∞ s→0 s→0 Therefore. that is.= -----------------------------.

e.1. resistive. i.1.2. Inductive network in time domain and complex frequency domain 4.+ -------------I L ( s ) = ------------Ls s − − ∫ t − Figure 4.1.3.2 Inductive Network Transformation The time and complex frequency domains for purely inductive networks are shown in Figure 4.1 Circuit Transformation from Time to Complex Frequency In this section we will show the voltage−current relationships for the three elementary circuit networks. They are shown in Subsections 4.1..1.2. 4. 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.1.1. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Resistive network in time domain and complex frequency domain 4.1 Resistive Network Transformation The time and complex frequency domains for purely resistive networks are shown in Figure 4.1 through 4. and capacitive in the time and complex frequency domains. complex admittance. 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 ) .3 below. Complex impedance.3 Capacitive Network Transformation The time and complex frequency domains for purely capacitive networks are shown in Figure 4. and transfer functions are also defined. inductive. 4. Third Edition Copyright © Orchard Publications 4−1 . Several examples are presented to illustrate how the Laplace transformation is applied to circuit analysis.

Likewise.3. the terms sL and 1 ⁄ sC are referred to as complex inductive impedance. Example 4.4. Third Edition Copyright © Orchard Publications . and complex capacitive impedance respectively.1 Use the Laplace transform method and apply Kirchoff’s Current Law (KCL) to find the voltage v C ( t ) across the capacitor for the circuit of Figure 4. the terms and sC and 1 ⁄ sL are called complex capacitive admittance and complex inductive admittance respectively. given that v C ( 0 ) = 6 V . Circuit for Example 4.4.1 Then.1 Solution: We apply KCL at node A as shown in 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.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 ) = ----------.5. iR + iC = 0 or 4−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. R − vS + 1Ω − 12u 0 ( t ) V v (t) C − C 1F + Figure 4.+ --------------sC s − − ∫–∞ iC dt t + vC ( 0− ) − --------------s Figure 4. R iR A vS + 1Ω C − − 1F 12u 0 ( t ) V + iC vC ( t ) Figure 4.5.

+ 1 ⋅ -------dt 1 dv C -------. Third Edition Copyright © Orchard Publications 4−3 . We apply KVL for the loop shown in Figure 4.2 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 4.1) 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) r1 r2 6s + 12 .1) The Laplace transform of (4.1.2 Solution: This is the same circuit as in Example 4.Circuit Transformation from Time to Complex Frequency dv C v C ( t ) – 12u 0 ( t ) . = –6 s = –1 Therefore.= --.+ --------------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.7. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.6.⇔ 12 – 6e = ( 12 – 6e ) u 0 ( t ) = v C ( t ) s s+1 Example 4.– ---------.+ v C ( t ) = 12u 0 ( t ) dt (4. given that v C ( 0 ) = 6 V . R − vS + 1Ω C 1F + − 12u 0 ( t ) V v (t) − C Figure 4.6.= 0 -----------------------------------. Circuit for Example 4. –t –t 12 6 V C ( s ) = ----.

= -⎝ s⎠ C s s s s+1 ⎞ ⎛ ---------.8.2 1 Ri C ( t ) + --C ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) and with R = 1 and C = 1 . 4−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. while at the same time. switch S 2 opens.2).+ --------------.I (s) = 6 -⎝ s ⎠ C s − or –t 6 I C ( s ) = ---------.= -------i C ( t ) = C -------.Chapter 4 Circuit Analysis with Laplace Transforms R vS 12u 0 ( t ) V + − 1Ω iC ( t ) C 1F + − vC ( t ) Figure 4.– -.⇔ i C ( t ) = 6e u 0 ( t ) s+1 Check: From Example 4.⎞ I ( s ) = ----.3) is a result of the unit step that is applied at t = 0 . switch S 1 closes at t = 0 .= 12 s s s 12 6 6 ⎛1 + 1 -.3) The presence of the delta function in (4.3 In the circuit of Figure 4. we obtain iC ( t ) + ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) (4. Third Edition Copyright © Orchard Publications . v C ( t ) = ( 12 – 6e ) u 0 ( t ) –t Then.7. dv C dv C –t –t d . Example 4.2) Next. Use the Laplace transform method to find v out ( t ) for t > 0 . we obtain IC ( s ) vC ( 0 ) ----I C ( s ) + ----------.1. Application of KVL for the circuit of Example 4.= ( 12 – 6e ) u 0 ( t ) = 6e u 0 ( t ) + 6 δ ( t ) dt dt dt (4. taking the Laplace transform of both sides of (4.

For t > 0 .5s + V out ( s ) − + − 3/s Figure 4.9. Transformed circuit of Example 4. + 1 − 2 1/s 0.9 so that it is consistent with the direction of the current i L1 ( t ) in the circuit of Figure 4. * Henceforth.5 H + v out ( t ) − + − − S1 vC ( 0 ) = 3 V 1F Figure 4. Circuit for Example 4. This is found from the relation 1 − -×2 = 1 V L 1 i L1 ( 0 ) = -2 (4.3 Solution: Since the circuit contains a capacitor and an inductor.3 In Figure 4. our second initial condition is i L1 ( 0 − ) = 2 A .8.8 just before switch S 2 opens. The other initial condition is obtained by observing that there is an initial current of 2 A in inductor L 1 . Third Edition Copyright © Orchard Publications 4−5 . Therefore.9 the current in inductor L 1 has been replaced by a voltage source of 1 V . we must consider two initial conditions One is given as v C ( 0 − ) = 3 V .4) The polarity of this voltage source is as shown in Figure 4.8 into its s−domain* equivalent shown in Figure 4. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we will refer the time domain as t−domain and the complex frequency domain as s−domain.9. we transform the circuit of Figure 4.5s 1V 1 0. for convenience. The initial capacitor voltage is replaced by a voltage source equal to 3 ⁄ s .5 H i L1 ( t ) R2 1Ω L2 0. this is provided by the 2 A current source just before switch S 2 opens.Circuit Transformation from Time to Complex Frequency t = 0 t = 0 C iS ( t ) 2A 2Ω R1 S2 L1 0.

61 ) s + 8s + 10s + 4 (4.43s + 0.57 s + 1.43s + 0.7) Next.3132i -0.61 ) s + 6. 2s ( s + 3 ) 2s ( s + 3 ) .6) into a linear and a quadratic factor.3132i y=expand((s + 0.3132j)) % Find quadratic form y = s^2+3573/2500*s+3043737/5000000 3573/2500 % Simplify coefficient of s ans = 1.7146 .= --------------------------------------------------------------------V out ( s ) = -----------------------------------------3 2 2 ( s + 6. p=[1 8 10 4].6087 Therefore.9) The residues r 2 and r 3 are found from the equality 4−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.43s + 0.+ ----------------.5708 -0. r2 s + r3 r1 2s ( s + 3 ) .36 s = – 6.= 0 1⁄s+2+s⁄2 1 s⁄2 2s ( s + 3 ) V out ( s ) = -----------------------------------------3 2 s + 8s + 10s + 4 (4.= -----------------V out ( s ) = --------------------------------------------------------------------2 2 ( s + 6.57 ) ( s + 1.7146 + 0.0.61 2s ( s + 3 ) r 1 = ---------------------------------------2 s + 1.4292 3043737/5000000 % Simplify constant term ans = 0.3132j)*(s + 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 ) ----------------------------------------.7146 − 0.7146 + 0.61 = 1.43s + 0.+ ----------------. we perform partial fraction expansion.+ ---------------------------------------.57 ) ( s + 1. Third Edition Copyright © Orchard Publications .8) (4.6) We will use MATLAB to factor the denominator D ( s ) of (4. r=roots(p) % Find the roots of D(s) r = -6.57 (4.5) and after simplification (4.

+ -----------------------------------------------------V out ( s ) = -----------------s + 6. we obtain 2 = r1 + r2 and using the known value of r 1 .715 ) 2 + ( 0. we obtain r 2 = 0.715 ) 2 + ( 0.43s + 0.58 . This is to be expected because v out ( t ) is the voltage across the inductor as we can see from the circuit of Figure 4.61 ) + ( r 2 s + r 3 ) ( s + 6.64s + 0.64e – 0.64 (4.61r 1 + 6.61 s + 6.715t cos 0.84 × 0.36 V out ( s ) = -----------------. cos ω tu 0 ( t ) ⇔ ------------------------------2 2 2 2 (s + a) + ω (s + a) + ω Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.91 1.57r 3 and by substitution of the known value of r 1 from (4.715 ) 2 + ( 0.12 .715 – 0.36 0.1 or s + 0.9).64 ( s + 0.316t – 1. 0.64s – 0.10). The remaining steps are carried out in (4. v out ( t ) → 0 .61 – at s + a ω and e sin ω tu0 ( t ) ⇔ ------------------------------.12) Taking the Inverse Laplace of (4.36 0.12). 0.– ------------------------------------------------------s + 6.64 ( s + 0.11) By substitution into (4.43s + 0.57 s 2 + 1.9.715 ) + ( 0.13) From (4.57 ( s + 0.12 . we obtain 0 = 0.13) above.316 .+ ---------------------------------------1.in a form that resembles the transform pairs * We perform these steps to express the term ---------------------------------------2 e – at s + 1. we obtain r 3 = – 0.316 ) 2 1.12 Similarly.715 ) 1. we obtain v out ( t ) = ( 1.– ------------------------------------------------------2 2 s + 6.316 ) 1.64s – 0.64 ) ------------------------------------------------------2 2 s + 6.43s + 0.58 . Third Edition Copyright © Orchard Publications 4−7 .316 ) ( s + 0.36 .* 1.+ ------------------------------------------------------= -----------------.8).51 + 0. equating coefficients of s 2 .43s + 0.+ ------------------------------------------------------= -----------------.57t + 0.+ ( 0.715 ) + ( 0.715 ) 0.13).12).= -----------------0.715t sin 0.57 ( s + 0.57 ( s + 0.57 ) 2 (4.Circuit Transformation from Time to Complex Frequency 2s ( s + 3 ) = r 1 ( s + 1.36e – 6.46 – 0.316 ) 2 ( s + 0.84e – 0.10) Equating constant terms of (4.36 .316t ) u 0 ( t ) (4. The MATLAB script below will plot the relation (4.316 ) 2 (4. we observe that as t → ∞ .57 s 2 + 1.

Series RLC circuit in s−domain 1...5 0 -0. R sL + 1 ----sC V out ( s ) − VS ( s ) − + I(s ) Figure 4. Vout=1.*t)..14) and defining the ratio V s ( s ) ⁄ I ( s ) as Z ( s ) .represents the total opposition to current flow.57.*t).11.64.316.Vout).01:10.715.Chapter 4 Circuit Analysis with Laplace Transforms t=0:0.316.*exp(−0. plot(t. Third Edition Copyright © Orchard Publications . Then.2 Complex Impedance Z(s) Consider the s – domain RLC series circuit of Figure 4.= R + sL + ----Z ( s ) ≡ ------------I(s) sC (4.*sin(0.10.*exp(−6.*t).3 4.*cos(0. where the initial conditions are assumed to be zero. Plot of v out ( t ) for the circuit of Example 4.5 0 1 2 3 4 5 6 7 8 9 10 Figure 4..*t)+0..36.715.15) 4−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.*exp(−0.11. grid 2 1.. the sum R + sL + ----sC VS ( s ) I ( s ) = -----------------------------------R + sL + 1 ⁄ sC (4.5 1 0.84. we obtain VS ( s ) 1.*t)−1. For this circuit.

the s – domain current I ( s ) can be found from the relation (4. nodal analysis b. successive combinations of series and parallel impedances 1 1⁄s s s + VS( s ) − Solution: a. Z ( s ) is a complex quantity. Example 4. VS ( s ) I ( s ) = ------------Z(s ) (4. Find Z ( s ) using: a. Circuit for Example 4.13. In other words.4 By nodal analysis. and it is referred to as the complex input impedance of an s – domain RLC series circuit.16) where 1 Z ( s ) = R + sL + ----sC (4.4 We will first find I ( s ) . Figure 4. + VS ( s ) 1 VA ( s ) I(s) A 1⁄s s s − Figure 4.15). Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.4 For the network of Figure 4.Complex Impedance Z(s) and thus. Z ( s ) is the ratio of the voltage excitation V s ( s ) to the current response I ( s ) under zero state (zero initial conditions).13.16) below. Network for finding I ( s ) in Example 4.17) We recall that s = σ + j ω . all values are in Ω (ohms). and we will compute Z ( s ) using (4. Third Edition Copyright © Orchard Publications 4−9 .12.12. We assign the voltage V A ( s ) at node A as shown in Figure 4. Therefore.

+ -------------.19) We observe that (4. Third Edition Copyright © Orchard Publications .⋅ 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 .= -----------------------------------Z ( s ) = ------------2 I(s) 2s + 1 (4.= ⎜ 1 – -----------------------------------.4 by series − parallel combinations To find the equivalent impedance Z ( s ) . The impedance Z ( s ) can also be found by successive combinations of series and parallel impedances. we denote the network devices as Z 1. Z 3 and Z 4 shown in Figure 4. 4−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.+ 1 = -----------------------------------2 2 2 s+s+1⁄s 2s + 1 2s + 1 ( 2s + 1 ) ⁄ s 2 3 3 2 (4. Computation of the impedance of Example 4.14.18).+ 1 = --------------------------.+ ----------------.+ ----------------.18) b. 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. as it is done with series and parallel resistances. Z ( s ) = [ ( Z 3 + Z 4 ) || Z 2 ] + Z 1 s(s + 1 ⁄ s ) s +1 s +s s + 2s + s + 1 Z ( s ) = ------------------------. looking to the right of terminals a and b .19) is the same as (4. Z 2. Then.+ 1 = ---------------. For convenience.= 0 1 s s+1⁄s 1 ⎛1 + 1 -. 3 2 VS ( s ) s + 2s + s + 1 .Chapter 4 Circuit Analysis with Laplace Transforms VA ( s ) – VS ( s ) VA ( s ) VA ( s ) ----------------------------------.⎟ V S ( s ) = -----------------------------------I ( s ) = ---------------------------------3 2 3 2 1 ⎝ s + 2s + s + 1 s + 2s + s + 1 ⎠ and thus. a Z(s) b 1 Z1 1⁄s s Z3 Z2 s Z4 Figure 4.14.⋅ VS ( s ) .⎞ V ( s ) = VS ( s ) ⎝ s s+1⁄s ⎠ A s +1 .

Complex Admittance Y(s) 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).21) where 1 Y ( s ) = G + ----. 1 .V ( s ) + sCV ( s ) = I ( s ) GV ( s ) + ----sL 1 ⎛ G + ----. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5 Compute Z ( s ) and Y ( s ) for the circuit of Figure 4.15.15 where the initial conditions are zero. Parallel GLC circuit in s−domain For the circuit of Figure 4.22) We recall that s = σ + j ω . Example 4.15.+ sC⎞ ( V ( s ) ) = I ( s ) ⎝ ⎠ sL Defining the ratio I S ( s ) ⁄ V ( s ) as Y ( s ) . + V(s) G IS ( s ) 1----sL sC − Figure 4.3 Complex Admittance Y(s) Consider the s – domain GLC parallel circuit of Figure 4. Verify your answers with MATLAB. we obtain I(s) 1 1 . Therefore. In other words.= G + ----V(s) sL Z(s) (4.+ sC sL (4.+ sC = ---------Y ( s ) ≡ ----------.20) and thus the s – domain voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s) (4. and it is referred to as the complex input admittance of an s – domain GLC parallel circuit. Y ( s ) is a complex quantity.16. Third Edition Copyright © Orchard Publications 4−11 . All values are in Ω (ohms).

+ -----------------------------------------= ------------------.+ --------------------------------------------------.17. Circuit for Example 4.= ------------------Z ( s ) = Z1 + ----------------2 s 4 ( 5s + 4 ) s Z2 + Z3 5s + 10s + 4 ( 5s + 4 ) 10 + 5s + ------------------------------------------------------------------------s s 13s + 8 20 ( 5s + 14s + 8 ) 65s + 490s + 528s + 400s + 128 . z2 = 5*s + 10.+ ---------------------------------------------------.Chapter 4 Circuit Analysis with Laplace Transforms 13s Z(s) Y(s) 8⁄s 10 5s 20 16 ⁄ s Figure 4.5 where 8 13s + 8 Z 1 = 13s + -. Z1 Z ( s ). Y ( s ) Z2 Z3 Figure 4.= ------------------s s Z 2 = 10 + 5s 16 4 ( 5s + 4 ) . Third Edition Copyright © Orchard Publications . % Define symbolic variable s z1 = 13*s + 8/s. Simplified circuit for Example 4.= ---------------------Z 3 = 20 + ----s s 2 Then.5 Solution: It is convenient to represent the given circuit as shown in Figure 4. 4 ( 5s + 4 )⎞ 4 ( 5s + 4 )⎞ ( 10 + 5s ) ⎛ ---------------------( 10 + 5s ) ⎛ ---------------------2 2 ⎝ ⎠ ⎝ ⎠ Z2 Z3 s s 13s 13s + 8 + 8 .= -----------------------------------------------------------------------------------2 2 s 5s + 30s + 16 s ( 5s + 30s + 16 ) 2 2 4 3 2 Check with MATLAB: syms s. z3 = 20 + 16/s.16.17.= ------------------. z = z1 + z2 * z3 / (z2+z3) z = 13*s+8/s+(5*s+10)*(20+16/s)/(5*s+30+16/s) 4−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we can compute its output by multiplication of the transfer function by its input. therefore.25) is rarely used. We should also remember that the transfer function concept exists only in the complex frequency domain.. In the time domain this concept is known as the impulse response. This ratio is referred to as the voltage transfer function and it is denoted as G v ( s ) . that is.4 Transfer Functions In an s – domain circuit. is called the current transfer function denoted as G i ( s ) . the ratio of the output current I out ( s ) to the input current I in ( s ) under zero state conditions. that is. V out ( s ) G v ( s ) ≡ ----------------V in ( s ) (4. the transfer function will have the meaning of the voltage transfer function. the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero state conditions.= -----------------------------------------------------------------------------------Y ( s ) = ---------4 3 2 Z(s ) 65s + 490s + 528s + 400s + 128 2 (4.25) The current transfer function of (4. is of great interest* in network analysis. that is.23) 4. and it is discussed in Chapter 6 of this text.e.24) Similarly. I out ( s ) G i ( s ) ≡ --------------I in ( s ) (4. i.24) as V out ( s ) = G v ( s ) ⋅ V in ( s ) . from now on. Third Edition Copyright © Orchard Publications 4−13 . * To appreciate the usefulness of the transfer function. let us express relation (4. This relation indicates that if we know the transfer function of a network. 1 s ( 5s + 30s + 16 ) .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 ) .

L .6 The transfer function G ( s ) is readily found by application of the voltage division expression of the s – domain circuit of Figure 4. + RL Rg L v out + vg − C − Figure 4. and even if they were. The s−domain circuit for Example 4.6 Solution: No initial conditions are given.26) Example 4. Circuit for Example 4.Chapter 4 Circuit Analysis with Laplace Transforms V out ( s ) G ( s ) ≡ ----------------V in ( s ) (4. we would disregard them since the transfer function was defined as the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero initial conditions. and R L represents the resistance of the load that consists of R L .18. The s – domain circuit is shown in Figure 4.19. + RL Rg sL V out ( s ) + V in ( s ) − 1 ----sC − Figure 4.19. 4−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications . and C .19.18.6 Derive an expression for the transfer function G ( s ) for the circuit of Figure 4. where R g represents the internal resistance of the applied (source) voltage V S . Thus.

21. R 3. V 1 ( s ) – V in ( s ) V 1 ( s ) – V out ( s ) V 1 ( s ) – V 2 ( s ) V1 ----------------------------------. Circuit for Example 4. C 1.21. replace the complex variable s with j ω .Transfer Functions R L + sL + 1 ⁄ sC -V (s) V out ( s ) = --------------------------------------------------R g + R L + sL + 1 ⁄ sC in Therefore.+ -------------------------------------R1 1 ⁄ sC 1 R2 R3 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The s−domain circuit for Example 4.28) 4−15 .7 The complex frequency domain equivalent circuit is shown in Figure 4. R2 R1 Vin (s) 1/sC2 1 R3 V1 ( s ) 1/sC1 V2 ( s ) Vout (s) 2 Figure 4.20. At node 1.+ -------------+ -------------------------------.7 Next. and the circuit constants with their numerical values and plot the magnitude G ( s ) = V out ( s ) ⁄ V in ( s ) versus radian frequency ω . R2 R1 200 K C1 40 K C2 R3 50K 25 nF 10 nF vin vout Solution: Figure 4.20 in terms of the circuit constants R 1. V out ( s ) R L + Ls + 1 ⁄ sC G ( s ) = ----------------.27) Example 4.= --------------------------------------------------V in ( s ) R g + R L + Ls + 1 ⁄ sC (4. we write nodal equations at nodes 1 and 2.= 0 . R 2. and C 2 Then. Third Edition Copyright © Orchard Publications (4.7 Compute the transfer function G ( s ) for the circuit of Figure 4.

29) as V 1 ( s ) = ( – sR 3 C 2 ) V out ( s ) and by substitution of (4. V out ( s ) –1 . and collecting like terms. we use the MATLAB script below with the given values of the resistors and the capacitors. we obtain: 1 1 1 1 1 ⎛ ----+ ----+ ----+ sC 1 ⎞ ( – sR 3 C 2 ) – ----V out ( s ) = ----..30) or V out ( s ) –1 G ( s ) = -----------------.= ------------------------------------------------------------------G ( s ) = ----------------– 6 2 –3 V in ( s ) 2. syms s. C2=10*10^(-9).31).= -----------------1 ⁄ sC 2 R3 Since V 2 ( s ) = 0 (virtual ground).28).Chapter 4 Circuit Analysis with Laplace Transforms At node 2. % Define symbolic variable s R1=2*10^5..= -----------------------------------------------------------------------–6 2 –3 V in ( j ω ) 2. C1=25*10^(-9).= ------------------------------------------------------------------------------------------------------------------------------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 express (4.0050 Therefore. R2=4*10^4.5 × 10 s + 5 × 10 s + 5 By substitution of s with j ω we obtain V out ( j ω ) –1 G ( j ω ) = --------------------.29) (4. Third Edition Copyright © Orchard Publications .5000e-006 1/200 % Simplify coefficient of s^2 ans = 0.5 × 10 ω – j5 × 10 ω + 5 (4.32) 4−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. V out ( s ) V2 ( s ) – V1 ( s ) -------------------------------.31) To simplify the denominator of (4.V in ( s ) ⎝ R1 R2 R3 ⎠ R1 R2 (4. rearranging. R3=5*10^4..30) into (4. DEN=R1*((1/R1+1/R2+1/R3+s*C1)*(s*R3*C2)+1/R2). simplify(DEN) ans = 1/200*s+188894659314785825/75557863725914323419136*s^2+5 188894659314785825/75557863725914323419136 % Simplify coefficient of s^2 ans = 2.

^(−3).22.05 0 0 10 10 1 10 Radian Frequency w 2 10 3 10 4 Figure 4.Using the Simulink Transfer Fcn Block We use MATLAB to plot the magnitude of (4. Radian Frequency'). 0. Third Edition Copyright © Orchard Publications 4−17 ./(2.22.32) on a semilog scale with the following script: w=1:10:10000. xlabel('Radian Frequency w').2 Magnitude Vout/Vin vs. title('Magnitude Vout/Vin vs.7 4..5. Radian Frequency 0.*w.33) Example 4. Page 4-15 where we found that the transfer function is Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.*w+5).15 |Vout/Vin| 0.*j.... G ( j ω ) versus ω for the circuit of Example 4..abs(Gs)). Gs=−1. grid The plot is shown in Figure 4.21. semilogx(w.^(−6).1 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 ) (4.8 Let us reconsider the active low−pass filter op amp circuit of Figure 4.*10. ylabel('|Vout/Vin|'). 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 .*10.^2−5..

we perform partial fraction expansion.*exp(−2.[r p k]=residue(num.37) ⎝ s s 2 + 3s + 1 s s + 0. and C 1 = C 2 = 1 F . den=[1 3 1 0].34) we obtain V out ( s ) –1 G ( s ) = -----------------.den) r = -0.*t)−0.*t). and it is shown in Figure 4.171.= -------------------------V out ( s ) = G ( s ) ⋅ V in ( s ) = -3 2 s s 2 + 3s + 1 s + 3s + s (4.382 s + 2.– --------------------.1708 1. 1 –1 –1 .382.618⎠ The plot for v out ( t ) is obtained with the following MATLAB script.23.171e – 0. we use the MATLAB residue function as follows: num=−1.*exp(−0.= – 1 -.ft). –1 – 0. By substitution into (4. we let the input be the unit step function u 0 ( t ) . t=0:0. where in the Function Block Parameters dialog box for the Transfer Fcn block we enter – 1 for the numerator.6180 -0.24. u 0 ( t ) ⇔ 1 ⁄ s .1708 -1.0000 p = -2.618t 1.618.= ------------------------------------------------------------------------------------------------------------------------------R 1 [ ( 1 ⁄ R 1 + 1 ⁄ R 2 + 1 ⁄ R 3 + sC 1 ) ( sR 3 C 2 ) + 1 ⁄ R 2 ] V in ( s ) (4. Therefore.171e = v out ( t ) (4.35) 2 V in ( s ) s + 3s + 1 Next.= -----------------------(4. and for convenience.3820 0 k = [] Therefore.+ --------------------. let R 1 = R 2 = R 3 = 1 Ω .Chapter 4 Circuit Analysis with Laplace Transforms V out ( s ) –1 G ( s ) = -----------------. and 4−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.01:10.171 0.⋅ ------------------------.⇔ – 1 + 1.171.⋅ ------------------------. and as we know from Chapter 2.382t – 2. grid The same plot can be obtained using the Simulink model of Figure 4.34) and for simplicity.171 ⎞ ⎛1 -. plot(t.36) To find v out ( t ) . ft=−1+1. Third Edition Copyright © Orchard Publications .

Using the Simulink Transfer Fcn Block [ 1 3 1 ] for the denominator.24. Figure 4.24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.23.8 -1 0 2 4 6 8 10 Figure 4.4 -0. 0 -0.8.8 Figure 4.25. Waveform for the Simulink model of Figure 4.25. Third Edition Copyright © Orchard Publications 4−19 . Plot of v out ( t ) for Example 4.6 -0. the Scope block displays the waveform of Figure 4. After the simulation command is executed.2 -0. Simulink model for Example 4.

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

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

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. + + R V out ( s ) + V in ( s ) R + L C V in ( s ) L C V out ( s ) − (a) − − (b) − 8. V in ( s ) − + C + R − V out ( s ) V in ( s ) + − R + L V out ( s ) (a) (b) − 7. Derive the transfer function for the networks (a) and (b) below. 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. 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. Third Edition Copyright © Orchard Publications .

Derive the transfer function for the network below. R1 = 11.3 kΩ R2 = 22.6 kΩ R3 R1 V in ( s ) R2 C1 C2 R4 R3=R4 = 68. Using MATLAB. plot G ( s ) versus frequency in Hertz.1 kΩ C1=C2 = 0. on a semilog scale.01 μF V out ( s ) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Exercises 9. Third Edition Copyright © Orchard Publications 4−23 .

and the t – domain circuit is as shown below where the 20 Ω resistor is shorted out by the inductor.2 A 10 − and thus the initial condition has been established as i L ( 0 ) = 3.2 × 10 V From the s – domain circuit on the right side above we obtain – 20000t 3.⇔ 3. iL ( t ) t=0 - 32 = ----. 6 KΩ 30 KΩ S 60 KΩ 20 KΩ − + iT ( t ) 72 V − v C ( t ) 10 KΩ − + i2 ( t ) Then.2 A For all t > 0 the t – domain and s – domain circuits are as shown below.= ---------------------–3 20 + 10 s s + 20000 –3 2.Chapter 4 Circuit Analysis with Laplace Transforms 4.2 u0 ( t ) = iL ( t ) .2e I L ( s ) = ------------------------.2 A − 10 s 20 Ω –3 IL ( s ) + − − –3 Li L ( 0 ) = 3.= 3. 4−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.8 Solutions to End−of−Chapter Exercises 1. the switch is closed and the t – domain circuit is as shown below. the switch is closed. At t = 0 . At t = 0 . S 20 Ω 1 mH 10 Ω − + iL ( t ) − 32 V Then.2 × 10 3. 20 Ω 1 mH i L ( 0 ) = 3. Third Edition Copyright © Orchard Publications .

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

(1) 3 2 2s + 9s + 6s + 3 4s + s + 1 ... Third Edition Copyright © Orchard Publications . Is=Z\Vs.3415 + 0. disp(r(3))..1 + s ------------------------------2 3 (6 s + 3 + 9 s + 2 s ) Is2 = 2 4 s + s + 1 . disp('root2 * root3 ='). Vs=[1/s −2/s]'. r=roots(p).. disp(r(2)*r(3)) root1 = -3. disp('root2 + root3 =').5257i 4−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. disp('Is2 = '). pretty(Is(1)). p=[2 9 6 3]. disp('Is1 = '). disp('root1 =').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. disp(r(2)). disp('root2 ='). Z=[z1+z2 −z2.8170 root2 = -0.(2) I 2 ( s ) = – ------------------------------------------3 2 2s + 9s + 6s + 3 2 2 We use MATLAB to express the denominators of (1) and (2) as a product of a linear and a quadratic term. disp(r(1)). disp('root3 =').------------------------------2 3 (6 s + 3 + 9 s + 2 s ) conj(s) Therefore. pretty(Is(2)) Is1 = 2 2 s . disp(r(2)+r(3)).. s + 2s – 1 I 1 ( s ) = ------------------------------------------.. fprintf(' \n').. −z2 z2+z3].. fprintf(' \n')..

393 ) + ( r 2 s + r 3 ) ( s + 3.817r 2 + r 3 = 2 0.393 ) Multiplying every term by the denominator and equating numerators we obtain s + 2s – 1 = r 1 ( s + 0. A=[1 1 0.393r 1 + 3. fprintf('r1 = %5.52 r3 = -0.= -------------------------.683s + 0.31 By substitution of these values into (3) we obtain r2 s + r3 r1 0..r(1)).r(2)).2f \t'.6830 root2 * root3 = 0.2f \t'. 0. fprintf(' \n').3415 .(4) ( s + 3. syms s t IL=ilaplace((0.48 ----------------------.82t (5) ( s + 3.= -------------------------. Third Edition Copyright © Orchard Publications 4−27 .+ --------------------------------------------------. pretty(IL) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the Inverse Laplace of first term on the right side of (4) is 0.393 ) ( s + 3.683s + 0.⇔ 0. B=[1 2 −1]'. fprintf('r2 = %5.48 r2 = 0..82 ) The second term on the right side of (4) requires some manipulation..52s – 0.31 0.817].817 ) ( s 2 + 0.48e – 3.817 1. s .+ --------------------------------------------------.2f'.817 ) ⋅ ( s + 0. fprintf('r3 = %5.393 ) By inspection.817 ) ( s 2 + 0.5257i root2 + root3 = -0. and constant terms we obtain r1 + r2 = 1 0. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.48 .39)).683s + 0.(3) 2 ( s + 3. r=A\B.Solutions to End−of−Chapter Exercises root3 = -0.3930 and with these values (1) is written as 2 r2 s + r3 r1 s + 2s – 1 I 1 ( s ) = ---------------------------------------------------------------------------------.683r 1 + 3. Therefore.817 ) ( s 2 + 0.52*s-0.817 ) 2 2 Equating s .683s + 0.r(3)) r1 = 0.817r 3 = – 1 2 We will use MATLAB to find these residues.393 0 3.683s + 0.68*s+0.+ --------------------------------------------------I 1 ( s ) = -------------------------.683 3. 0.31)/(s^2+0.393 ) ( s + 3.0.

393 ) Multiplying every term by the denominator and equating numerators we obtain – 4s – s – 1 = r 1 ( s + 0.2f'.49 0.683 3. Third Edition Copyright © Orchard Publications .Chapter 4 Circuit Analysis with Laplace Transforms 1217 17 ..49 r2 = 0..2f \t'.82t 1/2 1/2 t) 14 sin(7/50 14 t) 17 1/2 -.393 0 3. and constant terms.683s + 0.817r 2 + r 3 = – 1 0.683s + 0.817].49s + 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 r1 r2 s + r3 – 4s – s – 1 .53t Next.r(3)) r1 = -4.393 ) + ( r 2 s + r 3 ) ( s + 3.= -------------------------.20 By substitution of these values into (6) we obtain r2 s + r3 r1 – 4.393 ) ( s + 3.2f \t'.393r 1 + 3. r=A\B. we will find I 2 ( s ) .34t sin 0.20 .(7) ( s + 3.817 ) ⋅ ( s + 0. fprintf(' \n'). 0.817 ) ( s 2 + 0.exp(25 Thus.817 ) ( s + 0.(6) .93e – 0.683s + 0.49 r3 = 0.48e – 3. fprintf('r1 = %5.34t cos 0. fprintf('r2 = %5. i 1 ( t ) = 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.+ --------------------------------------------------.393 ) ( s + 3. 0.817r 3 = – 1 2 We will use MATLAB to find these residues.683s + 0.683s + 0.exp(.t) cos(7/50 14 t) 50 – 0.---. A=[1 1 0.817 ) ( s 2 + 0.52e – 0.683r 1 + 3.-4900 50 13 + -. s . B=[−4 −1 −1]'. fprintf('r3 = %5.53t + 0.+ --------------------------------------------------I 1 ( s ) = -------------------------.817 1.817 ) 2 2 Equating s .r(2)).= -------------------------..393 ) By inspection.r(1)). we obtain r1 + r2 = –4 0.+ --------------------------------------------------I 2 ( s ) = ---------------------------------------------------------------------------------2 2 ( s + 3.

exp(. Therefore.53t 4.-. i 2 ( t ) = – 4.34t cos 0. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.= -------------------Y ( s ) = ------------V 1 ( s ) 11 + 8 ⁄ s 11s + 8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.06e – 0.53t + 0. syms s t IL=ilaplace((0. + 1 1⁄s V1 ( s ) I1 ( s ) 2 a.82 ) The second term on the right side of (7) requires some manipulation.t) cos(7/50 14 t) 100 50 Thus.47 e – 3.= ----------------.Solutions to End−of−Chapter Exercises 0.82t + 0.49*s+0.34t sin 0.exp(.49e – 0.82t (8) ( s + 3.20)/(s^2+0.-. pretty(IL) 167 17 1/2 ---.t) 14 9800 50 1/2 sin(7/50 14 t) 49 17 1/2 + --. Mesh 1: ( 2 + 1 ⁄ s ) ⋅ I1 ( s ) – I2 ( s ) = V1 ( s ) or 6 ( 2 + 1 ⁄ s ) ⋅ I 1 ( s ) – 6I 2 ( s ) = 6V 1 ( s ) (1) Mesh 2: – I 1 ( s ) + 6I 2 ( s ) = – V 2 ( s ) = – ( 2 ⁄ s ) I 1 ( s ) (2) Addition of (1) and (2) yields ( 12 + 6 ⁄ s ) ⋅ I 1 ( s ) + ( 2 ⁄ s – 1 ) ⋅ I 1 ( s ) = 6V 1 ( s ) or ( 11 + 8 ⁄ s ) ⋅ I 1 ( s ) = 6V 1 ( s ) and thus I1 ( s ) 6s 6 . Third Edition Copyright © Orchard Publications − − 1 I2 ( s ) + V 2 ( s ) = 2V C ( s ) + − VC ( s ) 3 4−29 .48 ----------------------.⇔ – 4.39)).68*s+0.47 e – 3.

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

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

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

= 0 R3 R4 1 1 1 ⎞ ⎛ ----. Third Edition Copyright © Orchard Publications 4−33 .+ ------------------------------------R1 R2 1 ⁄ C2 s V in ( s ) V 1 ( s ) 1 1 ⎛ ----.+ --------------R2 1 ⁄ C1 s and since V 3 ( s ) ≈ V 1 ( s ) .+ C 2 s⎞ V 2 ( s ) = --------------+ ------------.V out ( s ) (1) .Solutions to End−of−Chapter Exercises 9.1 KΩ C1=C2 = 0.+ ----.+ C 1 sV 1 ( s ) = 0 R2 11 ⎛ ----V 2 ( s ) (2) .+ ----.+ C 2 sV out ( s ) (3) ⎝R ⎠ R1 R2 R2 1 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.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 ) ------------. R1 = 11.3 KΩ R4 R3 R1 V in ( s ) V2 V1 V3 R2 = 22.= 0 --------------------------------.+ --------------------------------.+ 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 ) .+ ------------------------------------.6 KΩ R3=R4 = 68. we express the last relation above as V1 ( s ) – V2 ( s ) --------------------------------.V 1 ( s ) = ----⎝R ⎠ R R 4 3 4 At Node V 3 : V3 ( s ) – V2 ( s ) V3 ( s ) .= 0 ----------------------------------.

^4.+ ----./(s..*10..+ C 1 s⎞ V 1 ( s ) = ( 1 + R 2 C 1 s ) V 1 ( s ) ⎝R ⎠ 2 and with (4) R3 ( 1 + R2 C1 s ) V 2 ( s ) = -----------------------------------.^7.V ( s ) (4) V 1 ( s ) = ---------------------------------------( R3 + R4 ) ⁄ R3 R4 ( R 3 + R 4 ) out From (2) 1 V 2 ( s ) = R 2 ⎛ ----.– C2 s .= ---------------------------------------------------------------------------------------------------------------------------------------------V in ( s ) R3 ( 1 + R2 C1 s ) 1 R3 1 1 .----------------------... s=j.+ ----.Chapter 4 Circuit Analysis with Laplace Transforms From (1) ( 1 ⁄ R4 ) R3 .V ( s ) + C 2 sV out ( s ) . Radian Frequency').*10. title('Magnitude Vout/Vin vs.+ C 2 s⎞ -----------------------------------.V out ( s ) = --------------+ ----⎝R ⎠ ( R3 + R4 ) R 2 ( R 3 + R 4 ) out R1 R2 1 R3 ( 1 + R2 C1 s ) 1 R3 1 1 1 ⎛ ----.+ C 2 s⎞ -----------------------------------.– ----⎝R ⎠ ( R3 + R4 ) R R ( R + R ) R 2 3 4 1 1 2 and thus V out ( s ) 1 G ( s ) = ----------------.83 × 10 G ( s ) = --------------------------------------------------------------------2 4 7 s + 1. semilogx(w.abs(Gs)).V out ( s ) = ----------------------.V in ( s ) .----------------------..77.87 × 10 7 We use the MATLAB script below to plot this function.*w.. grid 4−34 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.----------------------. ylabel('|Vout/Vin|').87.*10. xlabel('Radian Frequency w').– ----R 1 ⎛ ----⎝R ⎠ ( R3 + R4 ) R2 ( R3 + R4 ) R2 1 By substitution of the given values and after simplification we obtain 7.+ ----. Gs=7. w=1:10:10000.^7).+ C 2 s⎞ -----------------------------------.^2+1.77 × 10 s + 5.83.– C 2 s V out ( s ) = ----. Third Edition Copyright © Orchard Publications .*s+5.V out ( s ) (5) ( R3 + R4 ) By substitution of (4) and (5) into (3) we obtain R3 ( 1 + R2 C1 s ) R3 V in ( s ) 1 1 1 ⎛ ----.

4 0 10 10 1 10 Radian Frequency w 2 10 3 10 4 The plot above indicates that this circuit is a second−order low−pass filter.8 0.4 Magnitude Vout/Vin vs. Third Edition Copyright © Orchard Publications 4−35 . Radian Frequency 1.6 0.2 |Vout/Vin| 1 0. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Solutions to End−of−Chapter Exercises 1.

or directly from the network. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1 Expressing Differential Equations in State Equation Form As we know. However. we obtain integro−differential equations. If it contains two such devices. our discussion will be limited to linear. when a network contains just one such device (capacitor or inductor). but these will not be discussed in this text*. it is said to be a first−order circuit. 5. The resulting first−order differential equations are called state−space equations. An nth−order differential equation can be resolved to n first−order simultaneous differential equations with a set of auxiliary variables called state variables. when we apply Kirchoff’s Current Law (KCL) or Kirchoff’s Voltage Law (KVL) in networks that contain energy−storing devices.1 A series RLC circuit with excitation vS ( t ) = e jωt (5.1) A second order circuit can be described by a second−order differential equation of the same form as (5. time−invariant circuits.1) where the highest order is a second derivative. and so on. The state transition matrix is defined. Also. time−invariant circuit can be described by a differential equation of the form dy . provided that the state variables are chosen appropriately. State equations can also be solved with numerical methods such as Taylor series and Runge− Kutta methods. Third Edition Copyright © Orchard Publications 5−1 . The state variable method is best illustrated with several examples presented in this chapter. Example 5. Thus. it is said to be second−order circuit.2) * These are discussed in “Numerical Analysis using MATLAB and Spreadsheets” ISBN 0-9709511-1-6.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.+ a0 y ( t ) = x ( t ) a 1 ----dt (5. These equations can be obtained either from the nth−order differential equation. The state variable method offers the advantage that it can also be used with non−linear and time−varying devices. Several examples are presented to illustrate their application. or simply state equations. a first order linear. and the state−space to transfer function equivalence is presented.

i + ------.di i = ------2 L LC dt L dt jωt (5.9) It is convenient and customary to express the state equations in matrix* form.8).jωe . Thus.8) and dx 1 di ·1 .– ------.jωe jωt L L (5.= ------.9) as 0 ·1 x = 1 ·2 – -----x LC 1 x 0 1 + u 1 –R -.4) or 2 1 R di 1 d t .x 2 – -----.x2 -.10) We usually write (5.= x x 2 = ---dt dt Then.10) in a compact form as · = Ax + bu x (5.+ --------. we define two state variables x 1 and x 2 such that x1 = i (5. · 2 = d 2 i ⁄ dt 2 x · denotes the derivative of the state variable x .Chapter 5 State Variables and State Equations is described by the integro−differential equation 1 di .x 1 + -.+ --Ri + L ---dt C ∫–∞ i dt t = e jωt (5.7) (5.jωe jωt x L LC L (5. From (5.6) (5. we write the state equations of (5. 5−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. please refer to Appendix D.= – --2 L L dt LC dt jωt (5. we obtain the where x k k state equations · 1 = x2 x 1 1 ·2 = – R -.11) where * For a review of matrix theory.5) Next. Third Edition Copyright © Orchard Publications .5) through (5.3) Differentiating both sides and dividing by L we obtain 2 1 1t+R d -jωe ---.---.

15) is of fourth−order.12) The output y ( t ) is expressed by the state equation y = Cx + du (5.15) as a set of state equations. x ·2 x A = 0 1 – -----LC 1 .1. Express (5. Block diagram for the realization of the state equations of (5.1.2 A fourth−οrder network is described by the differential equation 4 y y d y+a d ----.+ a0 y ( t ) = u ( t ) . and d is a column vector.14) can be realized with the block diagram of Figure 5. u b + + Σ · x ∫ dt A d x C + + Σ y Figure 5. and u = any input -. In general.jωe jωt L 0 (5. and u ( t ) is any input. Solution: The differential equation of (5. –R -L x = x1 x2 . 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.Expressing Differential Equations in State Equation Form · · = x1 . Example 5.+ a2 d ------. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.14) We will learn how to solve the matrix equations of (5.+ a 1 dy --------3 -------3 2 4 dt dt dt dt 3 2 (5.13) where C is another matrix. Third Edition Copyright © Orchard Publications 5−3 . we must define four state variables which will be used with the resulting four first−order state equations.14) in the subsequent sections.14) The state space equations of (5. therefore.15) where y ( t ) is the output representing the voltage or current of the network. b= 1 .

19) x1 0 b= 0. 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 (5.18) is written as · = Ax + bu x (5. 0 1 where · = x ·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 = u ( t ) We can also obtain the state equations directly from given circuits.2. Example 5. given that v C ( 0 − ) = 0 .Chapter 5 State Variables and State Equations We denote the state variables as x 1. we assign state variables to energy storing devices.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 ) --------. and x 4 . Third Edition Copyright © Orchard Publications . x 3 .3 Write state equation(s) for the circuit of Figure 5.18) In compact form. In other words. x= .= x 4 dt 4 (5. 5−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. x 2. 1 –a3 x2 x3 x4 . The examples below illustrate the procedure. We choose the state variables to represent inductor currents and capacitor voltages. and u 0 ( t ) is the unit step function. (5.17) 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 x1 0 x2 + 0 u(t) x3 0 1 x4 (5.

and the output y is defined as y = i ( t ) . we need only one state variable. Circuit for Example 5. Therefore.2.4 assuming i L ( 0 − ) = 0 . R + v (t) − R + C i − vS u0 ( t ) + − v C ( t ) = v out ( t ) = x Figure 5. We choose the state variable to denote the voltage across the capacitor as shown in Figure 5.3 with state variable x assigned to it For this circuit.3.= Cx i R = i = i C = C -------dt · v R ( t ) = Ri = RCx vR ( t ) + vC ( t ) = vS u0 ( t ) or Therefore.20) y = x Example 5. Third Edition Copyright © Orchard Publications 5−5 .3. The output is defined as the voltage across the capacitor. the capacitor.4 Write state equation(s) for the circuit of Figure 5. dv C · . and By KVL. the state equations are · + x = v u0 ( t ) RCx S 1 · = – ------.Expressing Differential Equations in State Equation Form R + − vS u0 ( t ) v C ( t ) = v out ( t ) C − + Solution: Figure 5. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.3 This circuit contains only one energy−storing device. Circuit for Example 5.x + vS u0 ( t ) x RC (5.

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

x ( t0 ) = e α ( t0 – t0 ) x0 + e αt ∫t t0 0 e –α τ β u ( τ ) dτ (5.24) with respect to t and we obtain d.22). we must show that (5.Solution of Single State Equations We will now prove that the solution of the first state equation in (5.24) satisfies also the first equation in (5. Therefore. the solution of · = αx + βu x (5. (5. Then.⎧ α t · ( t ) = ---e x (e x 0 ) + ---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 0 e e – ατ β u ( τ ) dτ + e [ e αt – ατ βu(τ)] τ = t βu(t) x0 + e αt t 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 (5.28) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.24) Proof: First.25) reduces to x 0 since e α ( t0 – t0 ) x0 = e x0 = x0 0 (5.22). This is done by substitution of t = t 0 in (5. if α and β are scalar constants. · = αx + βu x and this is the same as the first equation of (5. Third Edition Copyright © Orchard Publications 5−7 .27) We observe that the bracketed terms of (5. In summary.24).26) The second term of (5.25) is zero since the upper and lower limits of integration are the same. Therefore. we differentiate (5.27) are the same as the right side of the assumed solution of (5.23).24) satisfies the initial condition of (5.25) reduces to x ( t 0 ) = x 0 and thus the initial condition is satisfied. Next.22) is x(t) = e α ( t – t0 ) x0 + e αt ∫t e 0 t – ατ β u ( τ ) dτ (5.24).α ( t – t0 ) d.25) The first term in the right side of (5. To prove this.

= ---------------.x + vS u0 ( t ) x RC and by comparison with (5. given that the initial condition is v C ( 0 − ) = 1 V R + 2Ω C − 2u 0 ( t ) + 0. Third Edition Copyright © Orchard Publications . Circuit for Example 5.30) to find the capacitor voltage v C ( t ) of the circuit of Figure 5.6 for t > 0 .5 β = 2 t 0 x0 + e –t αt ∫t e –α τ β u ( τ ) dτ = e –t τ t 0 –1 ( t – 0 ) 1+e –t –t ∫0 e 2u ( τ ) dτ t t τ = e + 2e –t ∫0 t e dτ = e + 2e [ e ] –t τ –t = e + 2e ( e – 1 ) –t or vC ( t ) = x ( t ) = ( 2 – e ) u0 ( t ) (5.3.6.20) of Example 5.30).5 F − vC ( t ) Solution: Figure 5.Chapter 5 State Variables and State Equations with initial condition x0 = x ( t0 ) (5.30) Example 5. Page 5−5.= – 1 1 RC and Then.28) through (5.31) Assuming that the output y is the capacitor voltage.28).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. 1 · = – ------.5 From (5. α = – ------. x(t) = e α ( t – t0 ) –1 2 × 0. the output state equation is 5−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. from (5.5 Use (5.

we find that ϕ(0) = e A0 = I + A0 + … = I (5. From (5.32) 5.39) and by comparison with (5.The State Transition Matrix y ( t ) = x ( t ) = ( 2 – e ) u0 ( t ) –t (5. In this section we will introduce the state transition matrix e . and b and d are column vectors with two or more rows.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. Third Edition Copyright © Orchard Publications 5−9 . Then. relation (5.34).38) Differentiation of (5.33) where for two or more simultaneous differential equations. is said to be the state transition matrix of (5.37) where I is the n × n identity matrix. A and C are 2 × 2 or higher order matrices.A t + … + ---A t = I + At + ---3! 2! n! (5.e = 0 + A ⋅ 1 + A2 t + … = A + A2 t + … ϕ' ( t ) = ---dt (5.3 The State Transition Matrix In Section 5.37). and we will prove that the solution of the matrix differential equation · = Ax + bu x At (5.14).1.37) with respect to t yields d At . we defined the state equations pair · = Ax + bu x y = Cx + du (5. if it is related to the matrix A as the matrix power series ϕ(t) ≡ e At 1 33 1.37) we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.34) (5.36) Proof: Let A be any n × n matrix whose elements are constants. another n × n matrix denoted as ϕ ( t ) .n n A t + .2 2 ---1.

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. and b is a column vector with n elements.44) is x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.e = Ae At dt Then. n ≥ 2 . The integral is zero since the upper and lower limits of integration are the same.40).42) reduces to · ( t ) = Ax + bu x In summary.42) as x ( t ) . At 5−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The initial condition is satisfied from the relation x ( t0 ) = e A ( t0 – t0 ) x0 + e At 0 ∫t t0 0 e –A τ bu ( τ ) dτ = e A0 x 0 + 0 = Ix 0 = x 0 (5.34).43) with initial condition x0 = x ( t0 ) (5. Third Edition Copyright © Orchard Publications . 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. d At ---.45) Therefore. the solution of · ( t ) = Ax + bu x (5. To prove that (5. entails the computation of the state transition matrix e .40) To prove that (5.41) where we have used (5. we must prove that it satisfies both the initial condition and the matrix differential equation. and the last term as bu ( t ) . and integration of (5.36) is the solution of (5.Chapter 5 State Variables and State Equations d At ---.45).34) is also satisfied. the expression (5.42) We recognize the bracketed terms in (5. the solution of second or higher order circuits using the state variable method. if A is an n × n matrix whose elements are constants. that is. Thus.e = Ae At dt (5.38) for the initial condition.

(5.48) = e λn t Example 5.2 below.4 Computation of the State Transition Matrix e i = 1. that is. 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. 5. and I be the n × n identity matrix. Third Edition Copyright © Orchard Publications 5−11 .6 Compute the state transition matrix e At given that Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. This theorem states that a matrix can be expressed as an ( n – 1 ) th degree polynomial in terms of the matrix A as e At At = a0 I + a1 A + a2 A + … + an – 1 A 2 n–1 (5.4.47) without proving it. Evaluation of the state transition matrix e is based on the Cayley−Hamilton theorem. or complex numbers.4.46) can be real (unequal or equal). The roots of the polynomial of (5. the coefficients a i are found from the simultaneous solution of the following system of equations: a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 a0 + a1 λ2 + a2 λ2 + … + an – 1 λ2 … a0 + a1 λn + a2 λn + … + an – 1 λn 2 n–1 2 2 n–1 n–1 = e = e λ1 t λ2 t (5. 2.Computation of the State Transition Matrix 5.1 and 5. ….1 Distinct Eigenvalues (Real of Complex) If λ 1 ≠ λ 2 ≠ λ 3 ≠ … ≠ λ n .47) where the coefficients a i are functions of the eigenvalues λ .46) We recall that expansion of a determinant produces a polynomial. By definition. if all eigenvalues of a given matrix A are distinct.4. We accept (5. The proof can be found in Linear Algebra and Matrix Theory textbooks. we must consider the two cases discussed in Subsections 5. Since the coefficients a i are functions of the eigenvalues λ .

47). For this example.51) Simultaneous solution of (5.51) yields a 0 = 2e – e a1 = e – e –t –t – 2t – 2t (5. These are found from the expansion of For this example. 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.52) and by substitution into (5. = (– 2 – λ)(– 1 – λ) = 0 ( λ + 1 )( λ + 2) = 0 λ 1 = – 1 and λ 2 = – 2 (5.50). Since A is a 2 × 2 matrix.48).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 . e At = a0 I + a1 A (5. Third Edition Copyright © Orchard Publications .49) Next. we must find the coefficients a i of (5.50) The coefficients a 0 and a 1 are found from (5. we only need to consider the first two terms of that relation. that is. a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t or a0 + a1 ( –1 ) = e a0 + a1 ( –2 ) = e –t – 2t (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 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 dimension of A is a 2 × 2 matrix. we perform steps 2 through 4.Computation of the State Transition Matrix or e At = e – 2t e –e e –t –t – 2t (5.2 below. We find the eigenvalues λ from det [ A – λ I ] = 0 . 2.54). and so on. and we solve for the coefficients ai . and we simplify. we compute the state transition matrix e procedure: At for a given matrix A using the following 1. 3. Example 5. it will yield two eigenvalues. If the eigenvalues are distinct.4. we use the first 3 terms of (5.54) If A matrix is a 3 × 3 matrix. if it is a 3 × 3 matrix. Third Edition Copyright © Orchard Publications 5−13 . We can write [ A – λ I ] at once by subtracting λ from each of the main diagonal elements of A . 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.54). and so on. it will yield three eigenvalues. We substitute the a i coefficients into the state transition matrix of (5.53) 0 In summary. 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. 4. If the dimension of A is a 2 × 2 matrix.

60) 5−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. e At = a0 I + a1 A + a2 A 2 (5. fprintf('lambda2 = %5.2f'. r(2)).. a 1.2f \t'. by subtracting λ from each of the main diagonal elements of A .00 λ1 = 1 λ2 = 2 lambda3 = 1. fprintf(' \n').58) 2.57) We will use MATLAB roots(p) function to obtain the roots of (5. We first compute the eigenvalues from det [ A – λ I ] = 0 .56) and expansion of this determinant yields the polynomial λ – 6 λ + 11 λ – 6 = 0 3 2 (5.55) Solution: 1.54). fprintf('lambda3 = %5. r(1)). Third Edition Copyright © Orchard Publications . p=[1 −6 11 −6]. We obtain the coefficients a 0. Since A is a 3 × 3 matrix. we use the first 3 terms of (5.00 lambda2 = 2.Chapter 5 State Variables and State Equations 5 A = 0 2 7 –5 4 –1 8 –3 (5. r(3)) lambda1 = 3. that is.2f \t'. Then. fprintf('lambda1 = %5..59) 3. r=roots(p). 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.. We obtain [ A – λ I ] at once.00 λ3 = 3 and thus the eigenvalues are (5.57). det [ A – λ I ] = det 5–λ 0 2 7 –5 = 0 4–λ –1 8 –3–λ (5.

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

65) below. For this example. and m of these roots are equal.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 λ1 t d 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 -------------.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. In other words. 0 = 0 det [ A – λ I ] = det – 1 – λ 2 –1–λ (– 1 – λ)(– 1 – λ) = 0 (λ + 1) = 0 2 and thus. Third Edition Copyright © Orchard Publications . λm + 1 .64) are found from the simultaneous solution of the system of equations of (5.65) a0 + a1 λm + 1 + a2 λm + 1 + … + an – 1 λm + 1 = e a 0 + a 1 λn + a 2 λ n + … + a n – 1 λ n 2 n–1 2 n–1 λ m + 1t … = e λn t Example 5. λn (5.Chapter 5 State Variables and State Equations has n roots.8 Compute the state transition matrix e At given that A = –1 0 2 –1 Solution: 1. a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 2 n–1 = e λ1 t dd . 5−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the roots are λ1 = λ2 = λ3 … = λm .( a0 + a1 λ1 + a2 λ2 -e 1 ) = -------------1 + … + an – 1λ1 m–1 m–1 d λ1 d λ1 m–1 m–1 2 2 (5. We first find the eigenvalues λ of the matrix A and these are found from the polynomial of det [ A – λ I ] = 0 .

that is. By substitution of (5. Third Edition Copyright © Orchard Publications 5−17 . 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 (5.66) 3. We find a 0 and a 1 from (5.Computation of the State Transition Matrix λ1 = λ2 = –1 2.67) into (5.65). e At = a0 I + a1 A (5.67) 4. To find out how it is used.( a + a 1 λ 1 ) = --------e d λ1 0 d λ1 or a0 + a1 λ1 = e λ1 t λ1 t a 1 = te and by substitution with λ 1 = λ 2 = – 1 . a0 + a1 λ1 = e λ1 t d d λ1 t -------.68) 2te We can use the MATLAB eig(x) function to find the eigenvalues of an n × n matrix. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 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. Since A is a 2 × 2 matrix.66). we invoke the help eig command. For this example. we only need the first two terms of the state transition matrix.

0 4 −1. 2 8 −3]. 2 −1].6 through 5. lambda=eig(B) lambda = 1. Example 5. lambda=eig(C) lambda = -1 -1 5.7: B = [5 7 −5.5 Eigenvectors Consider the relation AX = λ X (5.Chapter 5 State Variables and State Equations We will first use MATLAB to verify the values of the eigenvalues found in Examples 5.71) Then. 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. Third Edition Copyright © Orchard Publications .71) can be written as 5−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. X is a column vector.0000 2. and we will briefly discuss eigenvectors in the next section. (5.70) We write (5.8: C = [−1 0. and λ is a scalar number. lambda=eig(A) lambda = -2 -1 Example 5.0000 Example 5.6: A= [−2 1. 0 −1].69) where A is an n × n matrix.70) as ( A –λ I ) X = 0 (5.8.0000 3.

This vector X is called eigenvector. they are normalized to unit length. and therefore it will not be discussed in this text. and it is called the characteristic equation. T T Two vectors X and Y are said to be orthogonal if their inner (dot) product is zero. the roots λ of the characteristic equation are the eigenvalues of the matrix A . In many engineering applications the unit eigenvectors are chosen such that X ⋅ X = I where X is the transpose of the eigenvector X . It can be found in Linear Algebra and Matrix Theory textbooks. there is a non-trivial solution of the column vector X .73) in a compact form as det ( A – λ I ) = 0 (5. Third Edition Copyright © Orchard Publications 5−19 .71) to be a non-zero vector and the product ( A – λ I ) X to be zero. it is beyond the scope of this chapter to discuss this procedure. that is. * This is because we want the vector X in (5. i. so that the sum of the squares of their components is equal to unity. and I is the identity matrix.72) The equations of (5. Obviously.72) will have non−trivial solutions if and only if its determinant is zero*. there is a different eigenvector for each eigenvalue. This is done by dividing each component of the eigenvector by the square root of the sum of the squares of their components.e.. that is. We can express (5. X ≠ 0 .73) Expansion of the determinant of (5.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 (5.73) results in a polynomial equation of degree n in λ . and corresponding to each eigenvalue λ . An orthonormal basis can be formed with the GramSchmidt Orthogonalization Procedure. Eigenvectors are generally expressed as unit eigenvectors. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. if ( a 11 – λ ) det a 21 … an 1 a 12 … an 2 … a1n a2n = 0 ( a 22 – λ ) … … … … ( a nn – λ ) (5.74) As we know. A set of eigenvectors constitutes an orthonormal basis if the set is normalized (expressed as unit eigenvectors) and these vector are mutually orthogonal.

we obtain 5−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. its eigenvalues. where we found the eigenvalues to be λ1 = 1 λ2 = 2 AX = λ X x1 X = x2 x3 λ3 = 3 b. Form a set of unit eigenvectors using the eigenvectors of part (b). This is the same matrix as in Example 5.7. Solution: a. We start with and we let Then.76) Equating corresponding rows and rearranging.Chapter 5 State Variables and State Equations The example below illustrates the relationships between a matrix A . 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. Find the eigenvalues of A b. Page 5−14.75) or 5x 1 0 2x 1 (5. Find eigenvectors corresponding to each eigenvalue of A c. Example 5.55). and eigenvectors.9 Given the matrix 5 A = 0 2 7 –5 4 –1 8 –3 a. Third Edition Copyright © Orchard Publications . relation (5.

Eigenvectors ( 5 – λ ) x1 0 2x 1 7x 2 ( 4 – λ ) x2 8x 2 – 5x 3 –x3 –( 3 – λ ) x3 0 = 0 0 (5. Third Edition Copyright © Orchard Publications 5−21 .79) Since the unknowns x 1. Therefore. and x 3 are scalars. or MATLAB. These are: Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.78) By Crame’s rule. Then. for λ = 2 . we obtain x 1 = 2x 2 . and x 3 = 3x 2 .81) Finally. Then. we obtain x 1 = – x 2 .77) reduces to 4x 1 + 7x 2 – 5x 3 = 0 3x 2 – x 3 = 0 2x 1 + 8x 2 – 4x 3 = 0 (5. an eigenvector for λ = 3 is x1 Xλ = 3 = x2 = x3 –x2 x2 x2 = x2 –1 –1 1 = 1 1 1 (5. and x 3 = 2x 2 . an eigenvector for λ = 2 is x1 Xλ = 2 = x2 = x3 x2 x2 2x 2 1 1 = x2 1 = 1 2 2 (5.80). we obtain the indeterminate values x1 = 0 ⁄ 0 x2 = 0 ⁄ 0 x3 = 0 ⁄ 0 (5. and solve x 1 and x 3 in terms of x 2 . 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. (5. we obtain x 1 = x 2 . for λ = 3 . an eigenvector for λ = 1 is x1 Xλ = 1 = x2 = x3 2x 2 x2 3x 2 2 2 = x2 1 = 1 3 3 (5. is known. Then.82) c.77) For λ = 1 . say x 2 . Similarly.80) since any eigenvector is a scalar multiple of the last vector in (5. we can assume that one of these. and x 3 = x 2 . x 2.

R 1Ω L 1⁄4 H C + vS ( t ) = u0 ( t ) − i(t) 4⁄3 F v (t) − C + Figure 5.⎞ 2 ⎛ --------1 . Third 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.10 For the circuit of Figure 5.7. and v C ( 0 − ) = 0.7. 5.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. 2 .5 V .⎞ 2 ⎛ --------3 .83) We observe that for the first unit eigenvector the sum of the squares is unity. Example 5. that is.10 5−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Use the state variable method to compute i L ( t ) and v C ( t ) .⎞2 9.+ ----⎛ --------= ----+ + ⎝ 14 ⎠ ⎝ 14 ⎠ ⎝ 14 ⎠ 14 14 14 (5.84) and the same is true for the other two unit eigenvectors in (5. the initial conditions are i L ( 0 − ) = 0 .83). Circuit for Example 5.+ ----4.= 1 1.

= – 4i L – 4v C + 4 dt (5. di L · 1 = -----x dt (5. and (5. Third Edition Copyright © Orchard Publications 5−23 . Then. ·1 x x = –4 –4 1 + 4 u0 ( t ) ·2 3 ⁄ 4 0 x2 0 x (5. (5.88) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= ( –1 ) iL – vC + 1 4 dt or di L -----. dv C i L = C -------dt and thus.+ vC = u0 ( t ) Ri L + L -----dt Substitution of given values and rearranging.87).= Cx x 1 = i L = C -------3 2 dt or ·2 = 3 --x x 4 1 (5.86) and dv C · 2 = -------x dt Also.-----.85). we define the state variables x 1 = i L and x 2 = v C .86).Circuit Analysis with State Variables Solution: For this example.87) Therefore. i = iL and di L . dv C · ·2 = 4 --x .85) Next. we obtain the state equations · = – 4x – 4x + 4 x 1 1 2 · = 3 --x x 2 4 1 and in matrix form. from (5. yields di L 1 -.

88) using x( t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.5e – 0.90) First. Third Edition Copyright © Orchard Publications . we obtain a0 –a1 = e –t – 3t a 0 – 3a 1 = e (5. e At = a0 I + a1 A (5.5e – 0. that is.92) yields a 0 = 1. we compute the state transition matrix e . 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.Chapter 5 State Variables and State Equations We will compute the solution of (5.5e a 1 = 0. and we obtain 5−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. We find the eigenvalues from Then.93) We now substitute these values into (5. Since A is a 2 × 2 matrix. we only need the first two terms of the state transition matrix.5e –t –t – 3t – 3t (5.91) 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 .89) where A = –4 –4 3⁄4 0 x0 = iL ( 0 ) vC ( 0 ) At = 0 1⁄2 b = 4 0 (5.92) Simultaneous solution of (5.91). λ 1 = – 1 and λ 2 = – 3 The next step is to find the coefficients a i .

5e – 2t ) – 4 – 4 1 3⁄4 0 0 – 2 e + 2e + – 3t 3 -.5e –t – 3t ) 1 0 0 + ( 0. then.e–t – 3 --e 8 8 –t –t – 3t = 1.e–t – 3 --e 8 8 –t – 3t – 2 e + 2e 1.5 e + 1.5e 3 –( t – τ ) 3 –3 ( t – τ ) -e --e – -8 8 –( t – τ ) –3 ( t – τ ) 4 dτ (5.5e – 3t or e At – 0.5e = – 3t 3 -.5e –3 ( t – τ ) 1 4 dτ 0 or Int = ∫t t 0 – 0.5e – 0. From (5.5e –t –t – 3t – 3t 0 1⁄2 or e x0 = At –e +e –t –t – 3t – 3t (5.25e We also need to evaluate the integral on the right side of (5.Circuit Analysis with State Variables e At = ( 1.90).5e 0 –t – 3t –t – 2 e + 2e 0 –t – 3t 1.90) b = 4 = 0 1 4 0 and denoting this integral as Int .5e – 0.5e –t – 3t – 3t The initial conditions vector is the second vector in (5.5e –( t – τ ) + 2e –3 ( t – τ ) –( t – τ ) – 0. the first term of (5.5 e + 1.94) 0.5e – 0.5 e + 1.75e – 0.e –t – 3 --e 8 8 At –t – 3t – 2 e + 2e 1.5e 3 –( t – τ ) 3 –3 ( t – τ ) -e --e – -8 8 –( t – τ ) –3 ( t – τ ) –2 e 1.5e e x0 = – 3t 3 -.89).5e – 0.5 e + 1.95) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.89) becomes – 0. Third Edition Copyright © Orchard Publications 5−25 .5e – 0. we obtain Int = ∫t t 0 – 0.5e – t – 0.

95) is with respect to τ .25e Then.5 – 4 – 0.375 e + 0.*t).e – 3t ( e – e ) = – -v L = L ------.5 e 0.5 e –t –t – 3t – 3t = e –e –t –t – 3t – 3t 0.375 e + 0.125e 0. integrating the column vector under the integral.97).5e –3 ( t – τ ) –3 ( t – τ ) τ=0 –( t – τ ) – 0.5e – 0. (5.125e or Int = 4 –t – 3t 0.96) and (5.375e – 0.= -4 dt 4 4 dt We use the MATLAB script below to plot the relation of (5.8.75e + 0.5e = 4 – t – 3t –t – 3t 0.x2). we obtain t Int = 4 – 0. plot(t.125e –t – 3t By substitution of these values.25.. 5−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.*exp(−3.125e x1 = iL = e –e –t – 3t 1 – 0.25 – 0.Chapter 5 State Variables and State Equations The integration in (5.125 0. the voltage across the inductor is di L d.25 – 0.01:10. For example.75.5e – 0.5 e – 0.5 e + 0.25e –t (5.375e –( t – τ ) + 0. grid The plot is shown in Figure 5.75e – 0.*exp(−t)+0..5 + 0.– t –3t 1 1 .25e 0. then. x2=1−0. Third Edition Copyright © Orchard Publications .96) – 3t and x 2 = v C = 1 – 0. t=0:0. 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.---.375 – 0.97) Other variables of the circuit can now be computed from (5.75 e + 0..e–t + 3 -.97).

Plot for relation (5. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.7 0.10 where we observe that the initial condition v C ( 0 − ) = 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 5.8.5 0 1 2 3 4 5 6 7 8 9 10 Figure 5. Third Edition Copyright © Orchard Publications 5−27 . 3/4 0] B: [4 0]’ C: [0 1] D: [ 0 ] Initial conditions: [0 1/2] Figure 5.Circuit Analysis with State Variables 1 0. Simulink model for Example 5.9 where for the State−Space block Function Block Parameters dialog box we have entered: A: [−4 −4.9.5 V is also displayed.6 0.9 0.8 0.8 with the Simulink State−Space block with the unit step function as the input using the Step block. and the capacitor voltage as the output displayed on the Scope block as shown in the model of Figure 5.

9 Example 5. we only need the first two terms of the state transition matrix to find the coefficients a i . that is. det [ A – λ I ] = 0 det [ A – λ I ] = det 1 – λ 0 = 0 1 –1 –λ ( 1 –λ ) ( – 1 – λ ) = 0 Then.11 A network is described by the state equation · = Ax + bu x (5.99) where A = 1 0 1 –1 x0 = 1 0 b = –1 1 Compute the state vector x = x1 x2 Solution: We compute the eigenvalues from For this example. e At = a0 I + a1 A (5.Chapter 5 State Variables and State Equations Figure 5.10. λ 1 = 1 and λ 2 = – 1 Since A is a 2 × 2 matrix. Third Edition Copyright © Orchard Publications . Input and output waveforms for the model of Figure 5.100) The constants a 0 and a 1 are found from 5−28 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.98) and u = δ ( t ) (5.

105) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. x = x1 x2 = 0 0 = –t cosh t – sinh t e (5.101) and with λ 1 = 1 and λ 2 = – 1 .103) The values of the vector x are found from x( t) = e A ( t – t0 ) x0 + e At ∫t t 0 e –A τ bu ( τ ) dτ = e x 0 + e At At ∫0 e t –A τ b δ ( τ ) dτ (5.102) yields + e = cosh t ---------------a0 = e 2 – e .Circuit Analysis with State Variables a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t (5. we obtain a0 + a1 = e a0 –a1 = e t –t (5.= sinh t --------------a1 = e 2 t –t t –t By substitution of these values into (5. we obtain e At 0 = cosh t I + sinh t A = cosh t 1 0 + sinh t 1 0 = cosh t + sinh t 0 1 1 –1 sinh t cosh t – sinh t (5.104) Using the sifting property of the delta function we find that (5.102) and simultaneous solution of (5. Third Edition Copyright © Orchard Publications 5−29 .100).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 1 x2 Therefore.

we can compute the state transition matrix e the relation e At At from the Inverse Laplace of ( sI – A ) –1 .111) Taking the Laplace of both sides of (5. (5. we obtain Y ( s ) = CX ( s ) + dU ( s ) –1 –1 (5.7 Relationship between State Equations and Laplace Transform In this section.113) reduces to Y ( s ) = [ C ( sI – A ) b + d ] U ( s ) –1 (5. we can use –1 = L { ( sI – A ) } –1 (5. Third Edition Copyright © Orchard Publications .113) Y ( s ) = C ( sI – A ) x ( 0 ) + [ C ( sI – A ) b + d ] U ( s ) If the initial condition x ( 0 ) = 0 . Therefore. we obtain and using (5.107) by ( sI – A ) –1 .109) we observe that the right side of (5. that is.108) with x ( t ) = e x0 + e At At ∫0 e t –A τ bu ( τ ) dτ (5. we consider the output state equation y = Cx + du (5.108) is the Laplace transform of (5. we obtain or sX ( s ) – x ( 0 ) = AX ( s ) + bU ( s ) ( sI – A ) X ( s ) = x ( 0 ) + bU ( s ) (5.108) Comparing (5.106).114) 5−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.106) Taking the Laplace of both sides of (5.111).Chapter 5 State Variables and State Equations 5. we obtain X ( s ) = ( sI – A ) x ( 0 ) + ( sI – A ) bU ( s ) –1 –1 (5. Consider the state equation · = Ax + bu x (5.110) Next.112) (5. we will show that the state transition matrix can be computed from the Inverse Laplace transform.108).109).107) Multiplying both sides of (5. We will also show that the transfer function can be found from the coefficient matrices of the state equations.

= –3 iL – vC + 1 dt (5.= –3 iL – vC + 1 x dt (5. R L 1H C + vS ( t ) = u0 ( t ) 3Ω + − i(t) 1⁄2 F − vC ( t ) Figure 5. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. all initial conditions are zero.12 In the circuit of Figure 5. then. Third Edition Copyright © Orchard Publications 5−31 .114).+ vC = u0 ( t ) Ri L + L -----dt Substitution of given values and rearranging.117) and dv C · 2 = -------x dt Also. U ( s ) is the Laplace transform of the input u ( t ) .Relationship between State Equations and Laplace Transform In (5.11.115) Example 5.116) Now. i = iL and di L .11. di L · 1 = -----. 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. we define the state variables x1 = iL and x2 = vC Then. Circuit for Example 5.12 Solution: For this circuit. yields di L -----.

121) By inspection.5x x 1 = i L = 0. we will find the state transition matrix from e At where ( sI – A ) = = L s 0 –1 { ( sI – A ) } 1 s –1 (5.5 -------dt or · 2 = 2x 1 x (5.= 0. 1 adj ( sI – A ) .Chapter 5 State Variables and State Equations dv C dv C .5 -------i L = C -------dt dt (5.120) and in matrix form.119) we obtain the state equations · 1 = – 3x 1 – x 2 + 1 x · 2 = 2x 1 x (5.118) and thus.123) 0 – –3 –1 = s + 3 s 2 0 –2 Then.= ------------------------= --------------------------2 det ( sI – A ) s + 3s + 2 2 s -------------------------------–1 = ( s + 1 ) ( s + 2 ) s+3 2 -------------------------------( 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.122) Now.117) and (5. e At = L –1 –1 { ( sI – A ) } = – e + 2e –t – 2t 2e – 2e –t – 2t –e +e 2e – e –t –t – 2t – 2t Now. A = –3 –1 2 0 (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. from (5. dv C ·2 . Third Edition Copyright © Orchard Publications . Thus.= 0.s . ·1 x x1 = –3 –1 + 1 1 · x2 2 0 x2 0 (5.119) Therefore.

Vector DEN contains the coefficients of the denominator in descending powers of s.124) and iu is 1 if there is only one input.DEN] = SS2TF(A. [NUM.D.125) to the state−space equations of (5. and vice versa. It is used with the statement [A. to transfer function (s−domain).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.iu) calculates the transfer function: NUM(s) -1 G(s) = -------. B. C.124). The function ss2tf (state−space to transfer function) converts the state space equations · = Ax + Bu x * y = Cx + Du (5. tf2ss.B.C.125) This is used with the statement [num.D]=tf2ss(num. C. and D are the matrices of (5.124).124) to the rational transfer function form N(s) G ( s ) = ----------D(s) (5. The numerator coefficients are returned in matrix NUM with as many rows as there are outputs y. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.den) where A.= C(sI-A) B + D DEN(s) of the system: x = Ax + Bu y = Cx + Du from the iu'th input. D are the matrices of (5.C.den]=ss2tf(A.D. See also TF2SS The other function.iu) where A. Third Edition Copyright © Orchard Publications 5−33 . and num. B. 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. den are N ( s ) and D ( s ) of (5. MATLAB provides two very useful functions to convert state−space (state equations).B. converts the transfer function of (5.11.125) respectively. The MATLAB help command provides the following information: help ss2tf SS2TF State-space to transfer function conversion.B.C.

[A. R L 1H C 1F + vS ( t ) = u0 ( t ) 1Ω + − − i(t) v C ( t ) = v out ( t ) Figure 5. This calculation also works for discrete systems.13 a.D matrices are returned in controller canonical form.B. Derive the state equations and express them in matrix form as · = Ax + Bu x y = Cx + Du b. N(s) G ( s ) = ----------D(s) 5−34 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. See also SS2TF. Third Edition Copyright © Orchard Publications .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. always use a numerator polynomial that has been padded with zeros to make it the same length as the denominator.13 For the circuit of Figure 5.12.C. Verify your answers with MATLAB. all initial conditions are zero. The A. Matrix NUM must contain the numerator coefficients with as many rows as there are outputs y. To avoid confusion when using this function with discrete systems.12. See the User's guide for more details.D] = TF2SS(NUM. Derive the transfer function c. Circuit for Example 5. Example 5.C.Chapter 5 State Variables and State Equations help tf2ss TF2SS Transfer function to state-space conversion. Vector DEN must contain the coefficients of the denominator in descending powers of s.

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

C.127) is also evident from the Simulink models shown in Figure 5. B = [1 0]'. [num. 1 0]. c.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. [A B C D] = tf2ss(num.13. D. den = [1 1 1].126) % Verify coefficients of G(s) in (5.0000 1.127) num = 0 0 den = 1. den) A = -1 1 B = 1 0 C = 0 D = 0 -1 0 1 The equivalence between the state−space equations of (5.127) % Verify the matrices of (5. den] = ss2tf(A. B.Chapter 5 State Variables and State Equations R L s C + V in ( s ) − 1Ω + 1⁄s − V C ( s ) = V out ( s ) Figure 5.126) num = [0 0 1].127) A = [−1 −1.0000 % The coefficients of G(s) in (5. Third Edition Copyright © Orchard Publications . Transformed circuit for Example 5.13 By the voltage division expression. 1⁄s V (s) V out ( s ) = -------------------------1 + s + 1 ⁄ s in V out ( s ) 1 ----------------.= --------------------2 V in ( s ) s +s+1 or Therefore. C = [0 1]. (5. D = [0].126) and the transfer function of (5.= --------------------2 V in ( s ) s +s+1 V out ( s ) 1 G ( s ) = ----------------.0000 1 1. 1) % The matrices of (5.

127) After the simulation command is executed. both Scope 1 and Scope 2 blocks display the input and output waveforms shown in Figure 5. Waveforms displayed by Scope 1 and Scope 2 blocks for the models in Figure 5. 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. Models to show the equivalence between relations (5.14.15.14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Relationship between State Equations and Laplace Transform A: [−1 −1.126) and (5. Third Edition Copyright © Orchard Publications 5−37 . Figure 5.15.

to represent inductor currents and capacitor voltages.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. 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. or simply state equations. if non−zero. provided that the state variables are chosen appropriately. • The state−space equations can be obtained either from the nth−order differential equation. The resulting first−order differential equations are called state−space equations. where i = 1. the state equations are written as · = αx + βu x y = k1 x + k2 u where α . and integration of x(t) = e A ( t – t0 ) At x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ • The eigenvalues λ i . 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. • If a circuit contains only one energy−storing device. and b and d are column vectors with two or more rows. β . is denoted as x0 = x ( t0 ) · = α x + β u with initial condition x = x ( t ) • If α and β are scalar constants. and the initial condition. Third Edition Copyright © Orchard Publications . and k 2 are scalar constants. n . 5−38 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. k 1 . or directly from the network. 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.Chapter 5 State Variables and State Equations 5. • When we obtain the state equations directly from given circuits. entails the computation of the state transition matrix e .

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 λ1 = λ2 = λ3 … = λm . that is. that is. λm + 1 .( a0 + a1 λ1 + a2 λ2 -e ) = ------1 + … + an – 1λ1 d λ1 d λ1 d . 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.( a0 + a1 λ1 + a2 λ2 -e 1 ) = -------------1 + … + an – 1λ1 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 a 0 + a 1 λn + a 2 λ n + … + a n – 1 λ n 2 n–1 2 n–1 λ m + 1t … = e λn t Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.λ1 t d 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 -------------. 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 -------. • If all eigenvalues of a given matrix A are distinct. Third Edition Copyright © Orchard Publications 5−39 .

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

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

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

+ 4 ------3 2 4 dt dt dt dt Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.– k 1 v + 3 ( cos 3t – sin 3t ) (1) .+ k 2 ----------. Expansion of the given matrix yields · x1 = x2 · x2 = x3 · x3 = x2 3 · x 4 = – x 1 – 2x 2 – 3x 3 – 4x 4 + u ( t ) 2 Letting x = y we obtain 4 dy dy dy dy .= x· ------3 3 dt 2 · dv ------.+ 2 ----------. 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.+ k 1 v = 3 cos 3t – 3 sin 3t = 3 ( cos 3t – sin 3t ) .+ 3 ------. Differentiating the given integrodifferential equation with respect to t we obtain 3 dv dv dv .= – k 3 ------2 3 dt dt dt 2 We let v = x1 · dv ----.+ k 3 ------2 3 dt dt dt 2 or 3 dv dv dv .10 Solutions to End−of−Chapter Exercises 1.Solutions to End−of−Chapter Exercises 5.= x2 = x1 dt 3 dv .– k 2 ----------. Third Edition Copyright © Orchard Publications 5−43 .= x3 = x2 2 dt Then.+ y = u(t) .

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

−1/2 −1/2 0.+ v C2 dt or or Also. (2). The model is shown below where for the State−Space block Function Block Parameters dialog box we have entered: A: [0 1 −1. Third Edition Copyright © Orchard Publications 5−45 . 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 · .x (3) x 3 = -2 1 Combining (1). and (3) into matrix form we obtain · x1 x1 0 1 –1 0 · = ⋅ + x – 1 ⁄ 2 – 1 ⁄ 2 0 1 ⁄ 2 ⋅ V p cos ω tu 0 ( t ) x2 2 · 1⁄2 0 0 0 x3 x3 We will create a Simulink model with V p = 1 and output y = x 3 . 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.Solutions to End−of−Chapter Exercises di L v C1 = L ------. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

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

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

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

Solutions to End−of−Chapter Exercises 8.. Third Edition Copyright © Orchard Publications 5−49 . A= 1 0 .00 Next. –2 2 x0 + e At At b= 1 . fprintf('lambda1 = %4. fprintf('lambda2 = %4. 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 = e t 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.lambda(2)) lambda1 = 2.00 a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t ⇒ a0 + a1 = e t 2t ⇒ a 0 + 2a 1 = e 2t Then.lambda(1)). A=[1 0.. lambda=eig(A).. lambda2 = 1. 0 At u = δ ( t ). t t0 = 0 –A τ x( t) = e A(t – 0) ∫0 t e –A τ bu ( τ ) dτ = e x 0 + e At ⎛ At ∫0 e b δ ( τ ) dτ ⎞ At = e x0 + e b = e ( x0 + b ) = e ⎜ –1 + 1 ⎟ = e 0 ⎝ 0 2 ⎠ 2 At At (1) We use the following MATLAB script to find the eigenvalues λ 1 and λ 2 . fprintf(' \n'). 2 x0 = –1 .2f \t'.2f \t'. −2 2].

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

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

25t = 1.25t – 0.Chapter 5 State Variables and State Equations c.75t – 0.25t – 0.5 e – 0.5e – 0. Third Edition Copyright © Orchard Publications .5e – 0.5e – 0.5e – 0.25t – 0.5e + 1.75t – 0.75t 1 + 1.75t – 0.25t 0 = 0.25t – 0.5e – 0.5e – 0.5e – 0.25t + 1.5 e – 0.75t 5−52 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. x 1 = i L = 0.5e – 0.5e – 0.75t x 2 = v C = – 0.5e – 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⎠ 0.75t and thus for t > 0 .75t – 1.25t – 0.5 e + 1.5 e – 0.5e – 0.

i. Third Edition Copyright © Orchard Publications 6−1 . the output (voltage or current) of a network when the input is the delta function. Then. and with the input u ( t ) = δ ( t ) . We learned in the previous chapter that the state equation · = Ax + bu x (6. The computation of the impulse response assumes zero initial conditions. that is.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 . that is.Chapter 6 The Impulse Response and Convolution T his chapter begins with the definition of the impulse response.e.2) Therefore. the solution of (6.2) reduces to x(t) = e At ∫0 e t –A τ b δ ( τ ) dτ (6.4) and denoting the impulse response as h ( t ) .. ∫–∞ f ( t )δ ( τ ) dτ At ∞ = f(0) (6. the response of a circuit that is subjected to the excitation of the impulse function. 6. it defines convolution and how it is applied to circuit analysis. Evaluation of the convolution integral using graphical methods is also presented and illustrated with several examples. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1) –A τ has the solution x( t) = e A ( t – t0 ) x0 + e At ∫0 e t bu ( τ ) dτ (6.1 The Impulse Response in Time Domain In this section we will discuss the impulse response of a network.3) Using the sifting property of the delta function. we obtain h ( t ) = e bu 0 ( t ) (6. the output can be any voltage or current that we choose as the output. Of course.

Circuit for Example 6. where the response is considered to be the voltage across the capacitor. Third Edition Copyright © Orchard Publications . or Figure 6.6) is written as or Equation (6. and we apply KCL.6) We assign the state variable Then.5).2. Then. R − δ(t) + C + − h ( t ) = v C ( t ) = v out ( t ) Solution: Figure 6.+ -------------------.7) has the form and as we found in (6.1 iR + iC = 0 dv C v C – δ ( t ) . compute the current through the capacitor.1 in terms of the constants R and C . R iR C + δ(t) − + iC − h ( t ) = v C ( t ) = v out ( t ) Then.7) 6−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. (6. For this example.x + ------x RC RC · = ax + bu x h ( t ) = e bu 0 ( t ) a = – 1 ⁄ RC At (6.δ(t) .= x dt x δ(t) · + --Cx . and v C ( 0 − ) = 0 . and (6.= 0 C -------dt R vC = x dv C · -------.1.Chapter 6 The Impulse Response and Convolution Example 6.= --------R R 1 1 · = – ------.1 Compute the impulse response of the series RC circuit of Figure 6. Application of KCL for the circuit for Example 6.1 We assign currents i C and i R with the directions shown in Figure 6.2.

The Impulse Response in Time Domain and Therefore. Page 5−22.3. 1 .2 For the circuit of Figure 6.10. and v C ( 0 − ) = 0 .⎛ ------de i C = C ---h ( t ) = C ---u 0 ( t )⎞ ⎠ dt ⎝ RC dt 1 .3.δ ( t ) – ----------e i C = --2 R R C (6.– t ⁄ RC d.– t ⁄ RC --1 – t ⁄ RC e = – ---------+ -e δ(t) 2 R R C Using the sampling property of the delta function. i L ( 0 − ) = 0 . or b = 1 ⁄ RC h ( t ) = vC ( t ) = e – t ⁄ RC 1------RC 1 –t ⁄ RC -e h ( t ) = ------u0 ( t ) RC (6. Third Edition Copyright © Orchard Publications 6−3 . we obtain 1 – t ⁄ RC 1 . that is. compute the impulse response h ( t ) = v C ( t ) given that the initial conditions are zero.2 and Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. R L 1⁄4 H C δ(t) − + 1Ω + − 4⁄3 F h ( t ) = vC ( t ) Solution: This is the same circuit as that of Example 5.8) The current i C can now be computed from dv C i C = C -------dt Thus. Circuit for Example 6.9) Example 6. where we found that b = 4 0 Figure 6. Chapter 5.

5 e + 1.10) In Example 5.10. because the inputs and initial conditions were defined differently.e – --e 8 8 –t – 3t e At – 2 e + 2e 1.5e – 1. For instance.5e –t –t – 3t – 3t The impulse response is obtained from (6.– ----+… cos t = 1 – ---2! 4! 6! 2 4 6 Other examples of even functions are shown in Figure 6. are even functions.5e – 0. Third Edition Copyright © Orchard Publications .12) that is. if in an even function we replace t with – t .4.5 ( e – e –t – 3t ) (6. Chapter 5. and with or without constants.11) Of course. Page 6−1. Page 5−22. f ( –t ) = f ( t ) (6. 6−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we defined x1 = iL and x2 = vC Then.5e –t – 3t or h ( t ) = v C ( t ) = 1.Chapter 6 The Impulse Response and Convolution – 0.5e = 3 – t 3 – 3t -. that is.+ ---.10.2 Even and Odd Functions of Time A function f ( t ) is an even function of time if the following relation holds. this answer is not the same as that of Example 5. the function f ( t ) does not change.5e = – 3t 3 -.5e –t –t – 3t – 3t 4 u ( t ) = – 2 e + 6e u ( t ) 0 0 – 3t 3 0 -.5e – 0. h( t)= x(t) = x1 x2 – 0. the cosine function is an even function because it can be written as the power series t t t . Thus.5 e + 1. h ( t ) = x ( t ) = e bu 0 ( t ) At then.e–t – 3 --e 8 8 –t – 3t – 2 e + 2e 1. h ( t ) = x 2 = v C ( t ) = 1. 6.e–t – 3 --e 2 2 –t – 3t (6.5). polynomials with even exponents only.

2 The product of two even or two odd functions is an even function.– ----+… sin t = t – ---3! 5! 7! 3 5 7 Other examples of odd functions are shown in Figure 6. An example of this is the function f ( t ) = t in Figure 6. Examples of odd functions We observe that for odd functions. polynomials with odd exponents only. and an odd function with the subscript o . Third Edition Copyright © Orchard Publications 6−5 . if f ( 0 ) = 0 . we obtain the negative of the function f ( t ) .14) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.4. f e ( t ) dt = 2 ∫0 f e ( t ) dt (6. f e ( t ) and f o ( t ) will be used to represent even and odd functions of time respectively. and the product of an even function times an odd function. For instance. T T ∫– T and for an odd function f o ( t ) . we will denote an even function with the subscript e . For an even function f e ( t ) .5.13) that is.+ ---. Thus.4. if in an odd function we replace t with – t . However. –f ( –t ) = f ( t ) (6. f ( 0 ) = 0 . and no constants are odd functions. the reverse is not always true.5. 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.Even and Odd Functions of Time f(t) t2 0 f(t) k t 0 f(t) t2 + k t t 0 Figure 6. the sine function is an odd function because it can be written as the power series t t t . Thus. is an odd function. that is. Henceforth. f(t) mt 0 f(t) t3 t 0 f(t) t 0 t Figure 6.

16) or as 1 . f o ( 0 ) = 0 .17) Addition of (6. 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 . Therefore. Solution: Let f ( t ) be an arbitrary function of time that is continuous at t = t 0 .19) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. from the last relation above.[ f ( t ) + f ( –t ) ] f e ( t ) = -2 (6. Also. any function of time can be expressed as the sum of an even and an odd function.[ f ( t ) –f ( –t ) ] f o ( t ) = -2 (6. an odd function f o ( t ) evaluated at t = 0 is zero.3 Determine whether the delta function is an even or an odd function of time.16) with (6.18) that is. Then. and ∫–∞ f ( t )δ ( t ) dt ∫–∞ fe ( t )δ ( t ) dt ∫–∞ fo ( t )δ ( t ) dt ∞ ∞ ∞ = f(0 ) = fe ( 0 ) = fo ( 0 ) As stated earlier. Third Edition Copyright © Orchard Publications . that is. ∫–∞ fo ( t )δ ( t ) dt 6−6 ∞ = fo ( 0 ) = 0 (6.17) yields f ( t ) = fe ( t ) + fo ( t ) (6. Example 6.Chapter 6 The Impulse Response and Convolution ∫– T T f o ( t ) dt = 0 (6.

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

6.6. 6−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The procedure is best illustrated with the following examples.Chapter 6 The Impulse Response and Convolution is known as the convolution integral. we can use the convolution integral to compute the response y ( t ) of any input u ( t ) using the relation y( t) = At ∫– ∞ ∞ e A(t – τ) bu ( τ ) dτ = e At ∫– ∞ e ∞ –A τ bu ( τ ) dτ (6. We form u ( t – τ ) by first constructing the image of u ( τ ) . it states that if we know the impulse response of a network. this is shown as u ( – τ ) in Figure 6. Compute h ( t ) *u ( t ) using the graphical evaluation.7. we found that the impulse response for a single input is h ( t ) = e b . 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 6.21) 6. are considered to be the same as u ( t ) and h ( t ) . u ( τ ) and h ( τ ) . that is. Signals for Example 6. In Section 6. we can compute the response to any input u ( t ) using either of the integrals of (6. where the asterisk (*) denotes convolution. if we know h ( t ) .4 The signals h ( t ) and u ( t ) are as shown in Figure 6.4 h ( t )∗ u ( t ) = ∫–∞ u ( t – τ ) h ( τ ) dτ ∞ (6.22) where τ is a dummy variable. The convolution integral is usually represented as u ( t ) *h ( t ) or h ( t ) *u ( t ) . Example 6.1.20).4 Graphical Evaluation of the Convolution Integral The convolution integral is more conveniently evaluated by the graphical evaluation. Therefore. Third Edition Copyright © Orchard Publications .

Formation of the product u ( t – τ ) *h ( τ ) for Example 6. Third Edition Copyright © Orchard Publications 6−9 .4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. t = 0 1 u ( t – τ ) *h ( τ ) = 0 for t = 0 h(τ) −1 A 0 τ Figure 6. Construction of u ( – τ ) for Example 6. and it increases as point A moves further to the right.10 where the integral of the product is denoted by the shaded area. 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 . Figure 6.8.4 Now. Shifting u ( t – τ ) to the right so that t > 0 .10.7. Formation of u ( t – τ ) for Example 6. t > 0 1 h(τ) A 0 t 1 τ Figure 6. we obtain the sketch of Figure 6. u ( t – τ ). Shift of u ( t – τ ) for Example 6.9 shows the product u ( t – τ ) h ( τ ) as point A moves to the right.9.8. we form u ( t – τ ) by shifting u ( – τ ) to the right by some value t as shown in Figure 6.Graphical Evaluation of the Convolution Integral u ( –τ ) 1 −1 0 τ Figure 6.4 We observe that u ( t – τ ) t=0 = u ( – τ ) . u ( t – τ ).4 Next. 1 u ( t –τ ) 0 t τ Figure 6. and computation of the area from – ∞ to + ∞ .

u ( t – τ ). and it becomes zero at t = 2 . we obtain t t – -2 2 t=1 1 = -2 (6.14.Chapter 6 The Impulse Response and Convolution The maximum area is obtained when point A reaches t = 1 as shown in Figure 6.4 when t = 1 Using the convolution integral.12 represents the area under the convolution integral. Signals for Example 6. t = 0 1 h(τ) A 0 1 τ Figure 6. and each point on the curve of Figure 6.11. Curve for the convolution of u ( τ ) *h ( τ ) for 0 < t < 1 in Example 6.23) at t = 1 . 6−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.23) Figure 6. Third Edition Copyright © Orchard Publications . 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. the area starts decreasing.11. u(t)*h(t) t Figure 6.12.12 shows how u ( τ ) *h ( τ ) increases during the interval 0 < t < 1 .4 Evaluating (6.24) The plot for the interval 0 ≤ t ≤ 1 is shown in Figure 6. As we continue shifting u ( t – τ ) to the right. This is not an exponential increase. it is the function t – t 2 ⁄ 2 in (6.23). as shown in Figure 6.13.

1 < t < 2 1 h(τ) t−1 1 1 h(τ) u ( t – τ ).4 0.2 t–t ⁄2 2 0.3 0.13.Graphical Evaluation of the Convolution Integral 0.15.14. t = 2 0 t A τ A 0 1 2 τ Figure 6.4 0.= --. Evaluating (6.9 1 Figure 6. is shown in Figure 6.25) 1 t – 2t + 1 t . Third Edition Copyright © Orchard Publications 6−11 . we find that the area for the interval 1 < t < 2 is ∫– ∞ ∞ u ( t – τ ) h ( τ ) dτ = ∫t – 1 1 u ( t – τ ) h ( τ ) dτ = 2 ∫ τ ( 1 ) ( – τ + 1 ) dτ = τ – --2 t–1 2 1 2 1 t–1 (6. 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.3 0.1 0.– 2t + 2 = 1 – -. Convolution of u ( τ ) *h ( τ ) at t = 1 for Example 6.5 0.– ( t – 1 ) + ----------------------2 2 2 Thus.1 0 0 0. the product u ( t – τ ) h ( τ ) is zero since there is no overlap between these two signals. the area decreases in accordance with t ⁄ 2 – 2t + 2 .25) at t = 2 .8 0.4 Using the convolution integral. we find that u ( τ ) *h ( τ ) = 0 .4 u ( t – τ ).2 0.7 0.5 0.6 0. for 1 < t < 2 . Convolution for interval 1 < t < 2 of Example 6. For t > 2 . The convolution of these signals for 0 ≤ t ≤ 2 .

y=t2.5]).5 The signals h ( t ) and u ( t ) are as shown in Figure 6.8 2 Figure 6.6 1.5]).16.4 0. t1=0:0./2. Signals for Example 6. Construction of u ( – τ ) for Example 6.16. we form u ( t – τ ) by first constructing the image of u ( τ ) ./2−2. axis([1 2 0 0.17.15 was obtained with the MATLAB script below. plot(t1.y).01:1. Convolution for 0 ≤ τ ≤ 2 of the signals of Example 6.5 0.x.^2.17. u ( –τ ) 1 −1 0 τ Figure 6.5 6−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications .15.^2. axis([0 1 0 0.6 0. t2=1:0. Compute h ( t ) *u ( t ) using the graphical evaluation method.. u ( t ) = u0 ( t ) – u0 ( t – 1 ) 1 h(t) = e 0 –t 1 t 0 1 t Solution: Figure 6..*t2+2.Chapter 6 The Impulse Response and Convolution 0.5 Following the same procedure as in the previous example.4 The plot of Figure 6.3 0.4 t ⁄ 2 – 2t + 2 2 0. This is shown as u ( – τ ) in Figure 6. grid Example 6..01:2.2 1.4 1.t2.2 t–t ⁄2 2 0. x=t1−t1.8 1 1.1 0 0 0.2 0.

Third Edition Copyright © Orchard Publications 6−13 . Formation of u ( t – τ ) for Example 6.Graphical Evaluation of the Convolution Integral Next. 1 u ( t –τ ) 0 t τ Figure 6.5 The maximum area is obtained when point A reaches t = 1 as shown in Figure 6. 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 . Shifting u ( t – τ ) to the right so that t > 0 .18.5 As in the previous example. Figure 6.5 We observe that u ( t – τ ) t=0 = u ( – τ ) . u ( t – τ ).20. u ( t – τ ). we form u ( t – τ ) by shifting u ( – τ ) to the right by some value t as shown in Figure 6. t > 0 1 h(τ) A 0 t τ Figure 6. and computation of the area from – ∞ to + ∞ . t = 0 1 u ( t – τ ) *h ( τ ) = 0 for t = 0 h(τ) −1 A 0 τ Figure 6.19. we obtain the sketch of Figure 6. and it increases as point A moves further to the right.18. Formation of the product u ( t – τ ) *h ( τ ) for Example 6. Shift of u ( t – τ ) for Example 6.21.20 where the integral of the product is denoted by the shaded area. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.19 shows the product u ( t – τ ) h ( τ ) as point A moves to the right.

1 0 1–e –t 0 0.2 0.6 0.2 0.Chapter 6 The Impulse Response and Convolution 1 u ( t – τ ).9 1 Figure 6.4 0.26) at t = 1 .26) Evaluating (6. it approaches zero as t becomes large but never reaches the value of zero.8 0. Third Edition Copyright © Orchard Publications . t = 1 h(τ) A 0 1 τ Figure 6.21.22. 6−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 0.5 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 (6.4 0.3 0.27) The plot for the interval 0 ≤ t ≤ 1 is shown in Figure 6.6 0. Convolution of u ( τ ) *h ( τ ) for 0 ≤ t ≤ 1 in Example 6.7 0. we obtain 1–e –t t=1 = 1–e –1 = 0.5 0.22. Convolution of u ( τ ) *h ( τ ) at t = 1 for Example 6. As shown in Figure 6.632 (6.5 0.1 0.5 As we continue shifting u ( t – τ ) to the right. the area starts decreasing.7 0.3 0.23.

plot(t1.25.28) at t = 2 . For t > 2 ..6 0..01:2. for the time interval t > 1 .6 –t 1–e 0.3 0.5 Therefore..24.8]).2 0.2 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. Third Edition Copyright © Orchard Publications 6−15 .4 0. grid Example 6. Convolution for interval 1 < t < 2 of Example 6. axis([0 1 0 0. t = 1 Figure 6.8]). The convolution of these signals for 0 ≤ t ≤ 2 .233 . 0.8 2 Figure 6.y). t2=1:0. y=1. axis([1 2 0 0. we find that u ( τ ) *h ( τ ) = 0.24. is shown in Figure 6.8 1 1.6 Perform the convolution v 1 ( t ) *v 2 ( t ) where v 1 ( t ) and v 2 ( t ) are as shown in Figure 6.4 0.24 was obtained with the MATLAB script below. t1=0:0.*exp(−t2).1 0 –t e (e – 1) 0 0.t2. the product u ( t – τ ) h ( τ ) approaches zero as t → ∞ .23. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.01:1.732e Evaluating (6.2 0.718. Convolution for 0 ≤ t ≤ 2 of the signals of Example 6.x.7 0.28) = 1.5 0. x=1−exp(−t1).6 1.Graphical Evaluation of the Convolution Integral 1 h(τ) A 0 t−1 t τ u ( t – τ ).4 1.5 The plot of Figure 6.

Formation of v 2 ( – τ ) for Example 6.29.6 v 1 ( t )∗ v 2 ( t ) = ∫–∞ v ( τ ) v ( t – τ ) dτ 1 2 ∞ (6.Chapter 6 The Impulse Response and Convolution 2 v1 ( t ) 1 t v2 ( t ) 1 2 t Solution: We will use the convolution integral Figure 6.26 shows the formation of v 2 ( – τ ) . v 1 ( t )∗ v 2 ( t ) = ∫0 ( 1 ) ( 2 ) d τ t = 2τ t 0 = 2t (6.26.26 through 6.30) 6−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure 6.6 Figure 6. Signals for Example 6. and are evident from the sketches of Figures 6.25. Formation of v 2 ( t – τ ) and convolution with v 1 ( t ) For 0 < t < 1 .27 shows the formation of v 2 ( t – τ ) and convolution with v 1 ( t ) for 0 < t < 1 . 2 1 τ τ v1 ( t ) v2 ( –τ ) −2 1 Figure 6. 2 v1 ( t ) v 1 ( t ) *v 2 ( t ) = 2 ¥ 1 ¥ t = 2t v2 ( t – τ ) 1 t 1 τ Figure 6.27.29) The computation steps are as in the two previous examples. Third Edition Copyright © Orchard Publications .

29.28 shows the convolution of v 2 ( t – τ ) with v 1 ( t ) for 1 < t < 2 . ( 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 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.29 shows the convolution of v 2 ( t – τ ) with v 1 ( t ) for 2 < t < 3 . 2 v1 ( t ) v2 ( t – τ ) 1 t–2 t τ 1 For 2 < t < 3 Figure 6.32). Third Edition Copyright © Orchard Publications 6−17 .Graphical Evaluation of the Convolution Integral Figure 6.28.30). (6. 2 v2 ( t – τ ) 1 τ v1 ( t ) 1t For 1 < t < 2 .32) From (6.31). 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. we obtain the waveform of Figure 6.31) Figure 6.30 that represents the convolution of the signals v 1 ( t ) and v 2 ( t – τ ) . 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. Figure 6. and (6.

use the convolution integral to find the capacitor voltage when the input is the unit step function u 0 ( t ) . The formation of u 0 ( – τ ) is shown in Figure 6. We slide u ( – τ ) or h ( – τ ) to the right a distance t to obtain u ( t – τ ) or h ( t – τ ) .31.7 For the circuit of Figure 6. we use the graphical evaluation of the convolution integral as shown in Figures 6.31 was analyzed in Example 6. Third Edition Copyright © Orchard Publications . 6.33) reduces to h ( t ) = e u0 ( t ) –t (6. the procedure for the graphical evaluation of the convolution integral. 4.1. Page 6−2.32. and v C ( 0 − ) = 0 . or u ( τ ) h ( t – τ ) .34) Next. Example 6. We fold (form the mirror image of) u ( τ ) or h ( τ ) about the vertical axis to obtain u ( – τ ) or h ( –τ ) . where we found that 1 –t ⁄ RC -e u0 ( t ) h ( t ) = ------RC (6.34.7 Before we apply the convolution integral. We multiply the two functions to obtain the product u ( t – τ ) h ( τ ) . We substitute u ( t ) and h ( t ) with u ( τ ) and h ( τ ) respectively. 5.5 Circuit Analysis with the Convolution Integral We can use the convolution integral in circuit analysis as illustrated by the following example. Circuit for Example 6.33) With the given values.Chapter 6 The Impulse Response and Convolution In summary.31. 2. 6−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. is as follows: 1. we must know the impulse response h ( t ) of this circuit. 3. R + u0 ( t ) 1Ω − vC ( t ) 1F − C + Solution: Figure 6. We integrate this product by varying t from – ∞ to + ∞ . The circuit of Figure 6.32 through 6. (6.

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 (6.7 Therefore. for the interval 0 < t < ∞ .35) and the convolution u 0 ( t ) *h ( t ) is shown in Figure 6.7 Figure 6.Circuit Analysis with the Convolution Integral u0 ( –τ ) 1 0 τ Figure 6.7 Figure 6.34 shows the convolution ( u 0 ( t ) )∗ h ( t ) . u0 ( t –τ ) 1 0 t τ Figure 6.32. Formation of u 0 ( – τ ) for Example 6. Convolution of u 0 ( t ) *h ( t ) for Example 6.33. 1 h(τ) 0 t τ Figure 6. Third Edition Copyright © Orchard Publications 6−19 .34. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Formation of u 0 ( t – τ ) for Example 6.33 shows the formation of u 0 ( t – τ ) .35.

7 6−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Convolution of u 0 ( t )∗ h ( t ) for Example 6.6 –t ( 1 – e ) u0 ( t ) 0.8 0.35.2 0 0 0.5 4 4.5 1 1.5 5 Figure 6.4 0. Third Edition Copyright © Orchard Publications .5 3 3.5 2 2.Chapter 6 The Impulse Response and Convolution 1 0.

f ( t ) = fe ( t ) + fo ( t ) • The delta function is an even function of time. is an odd function. –f ( –t ) = f ( t ) • The product of two even or two odd functions is an even function. • A function f ( t ) is an even function of time if the following relation holds. Third Edition Copyright © Orchard Publications 6−21 . • If we know the impulse response of a network.Summary 6.6 Summary • The impulse response is the output (voltage or current) of a network when the input is the delta function. and the product of an even function times an odd function. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.[ f ( t ) + f ( –t ) ] f e ( t ) = -2 or as 1 . • The determination of the impulse response assumes zero initial conditions. that is. • A function f ( t ) that is neither even nor odd. f ( –t ) = f ( t ) • A function f ( t ) is an odd function of time if the following relation holds. we can compute the response to any input u ( t ) with the use of the convolution integral.[ f ( t ) –f ( –t ) ] f o ( t ) = -2 where f e ( t ) denotes an even function and f o ( t ) denotes an odd function. • The integral ∞ or ∫– ∞ u ( τ ) h ( t – τ ) d τ ∫– ∞ u ( t – τ ) h ( τ ) d τ ∞ is known as the convolution integral. can be expressed as 1 . • Any function of time can be expressed as the sum of an even and an odd function.

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

Exercises 6.7 Exercises

1. Compute the impulse response h ( t ) = i L ( t ) in terms of R and L for the circuit below. Then, compute the voltage v L ( t ) across the inductor.

R

− δ(t)

+

vL ( t ) −

+

iL ( t )

L

2. Repeat Example 6.4, Page 6−8, by forming h ( t – τ ) instead of u ( t – τ ) , that is, use the convolution integral

∫–∞ u ( τ )h( t – τ ) dτ

3. Repeat Example 6.5, Page 6−12, by forming h ( t – τ ) instead of u ( t – τ ) . 4. Compute v 1 ( t ) *v 2 ( t ) given that

⎧ 4t v1 ( t ) = ⎨ ⎩0 t≥0 t<0

∞

5. For the series RL circuit shown below, the response is the current i L ( t ) . Use the convolution integral to find the response when the input is the unit step u 0 ( t ) .

R

1Ω

+

u0 ( t )

iL ( t )

L 1H

−

**6. Compute v out ( t ) for the network shown below using the convolution integral, given that
**

v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) .

6−23

**Chapter 6 The Impulse Response and Convolution
**

L +

1H

+ R

1Ω

v in ( t ) −

v out ( t ) −

7. Compute v out ( t ) for the network shown below given that v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) . Using MATLAB, plot v out ( t ) for the time interval 0 < t < 5 .

R + + L

1H

v in ( t ) −

1Ω

v out ( t ) −

Hint: Use the result of Exercise 6.

6−24

**Solutions to End−of−Chapter Exercises 6.8 Solutions to End−of−Chapter Exercises
**

1.

R

− i (t) L δ(t)

+

vL ( t ) − L

+

di - = δ(t) Ri + L ---dt

**Letting state variable x = i , the above relation is written as
**

· = ( – R ⁄ L ) x + ( 1 ⁄ L )δ ( t ) x · = Ax + bu where A = – R ⁄ L , b = 1 ⁄ L , and u = δ ( t ) . 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 (6.5), Page 6−1,
**

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
**

1 d- ⎛ -dd- e–( R ⁄ L ) t u0 ( t ) ⎞ = ( –R ⁄ L ) e–( R ⁄ L ) t u0 ( t ) + e–( R ⁄ L ) t δ ( t ) h ( t ) = L ---i ( t ) = L ---v L = L ---⎠ dt ⎝ L dt dt

**and using the sampling property of the delta function, the above relation reduces to
**

vL = ( –R ⁄ L ) e

–( R ⁄ L ) t

u0 ( t ) + δ ( t )

2.

1

h(t)

h ( –τ )

1

h ( t –τ ) τ

1

1

1

0

1

−1

0

0

t τ 0

1

τ

0

t–1 1

t τ

From the plots above we observe that the area reaches the maximum value of 1 ⁄ 2 at t = 1 , and then decreases to zero at t = 2 . Alternately, using the convolution integral we obtain

6−25

**Chapter 6 The Impulse Response and Convolution
**

u ( t ) *h ( t ) =

∫–∞ u ( τ ) h ( t – τ ) dτ

∞

**where h ( t ) = – t + 1 , h ( τ ) = – τ + 1 , h ( – τ ) = τ + 1 , and h ( t – τ ) = – ( t – τ ) + 1 = 1 – t + τ . Then, for 0 < t < 1 ,
**

Area 1 =

∫

t

τ - + ( 1 – t )τ [ ( 1 – t ) + τ ] dτ = ---2 0

2

t 0

t- + (1 – t)t = t – t = ----2 2

2

2

**and we observe that at t = 1 , Area 1 = 1 ⁄ 2 square units Next, for 1 < t < 2 ,
**

τ - + ( 1 – t )τ [ ( 1 – t ) + τ ] dτ = ---Area 2 = 2 t–1

1 t–1 2

∫

1

2

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

2

**and we observe that at t = 2 , Area 2 = 0 3.
**

1 h(t) 0 t h ( –τ ) 0 1 1 h ( t–τ ) τ 0 t 1 τ 0 1 t τ 1

From the plots above we observe that the area reaches its maximum value at t = 1 , and then decreases exponentially to zero as t → ∞ . 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 , h ( τ ) = e , h ( – τ ) = e , and h ( t – τ ) = e

Area 1 =

. Then, for 0 < t < 1

0 –t

∫0

t

(1 ⋅ e

–( t – τ )

) dτ = e

–t

∫0 e dτ

t

τ

= e (e – e ) = 1 – e

–t

t

For t > 1 ,

Area 2 =

∫0

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 ) = 1.732e

–t

1

0

–t

–t

6−26

**Solutions to End−of−Chapter Exercises
**

4.

1 v2 ( t ) t

t

v2 ( –τ ) 0

1

v2 ( t –τ )

v 1 ( t ) *v 2 ( t ) 4t

0

τ

0

τ

0

– 2t

t

2τ

τ

v 1 ( t ) *v 2 ( t ) =

∫0

v 1 ( τ ) v 2 ( t – τ ) dτ =

∫0

ax

t

4τe

–2 ( t – τ )

dτ = 4e

∫0 τ e

t

dτ

From tables of integrals,

∫

and thus

v 1 ( t ) *v 2 ( t ) = ( 4e

0 – 2t

e ax ( ax – 1 ) xe dx = -----2 a

2τ t

e (2τ – 1) ) -------------------------4

– 2t

= e

0

– 2t

[ e ( 2t – 1 ) – e ( – 1 ) ]

2t

0

= e ( 2t – 1 + e

) = 2t + e

– 2t

–1

Check:

v 1 ( t ) *v 2 ( t ) ⇔ V 1 ( s ) ⋅ V 2 ( s ) ,

V1 ( s ) = 4 ⁄ s , V2 ( s ) = 1 ⁄ ( s + 2 )

2

4 4 - = -----------------V 1 ( s ) ⋅ V 2 ( s ) = -------------------2 3 2 s + 2s s (s + 2) syms s t; ilaplace(4/(s^3+2*s^2))

ans = 2*t-1+exp(-2*t) 5. To use the convolution integral, we must first find the impulse response. It was found in Exercise 1 as

h( t) = i( t) = (1 ⁄ L )e

–( R ⁄ L ) t

u0 ( t )

**and with the given values,
**

h ( t ) = e u0 ( t )

–t

6−27

**Chapter 6 The Impulse Response and Convolution
**

R

− u0 ( t ) iL ( t )

+

1Ω

L 1H

**When the input is the unit step u 0 ( t ) ,
**

i( t ) v = u (t) = in 0

1 h(t) 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 1

–τ

–τ t 0

= e

= ( 1 – e ) u0 ( t )

–t

u 0 ( t ) *h ( t ) t

6.

L +

1H

+ R

1Ω

v in ( t ) −

v out ( t ) −

We will first compute the impulse response, that is, the output when the input is the delta function, i.e., v in ( t ) = δ ( t ) . Then, by KVL

di L L ------- + Ri L = δ ( t ) dt

and with i L = x

· + 1 ⋅ x = δ(t) 1⋅x

6−28

**Solutions to End−of−Chapter Exercises
**

or

· = – x + δ(t) x

**· = Ax + bu , we observe that A = – 1 and b = 1 . By comparison with x From (6.5) h ( t ) = e bu 0 ( t ) = e ⋅ 1 = e
**

At –t –t

**Now, 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 ) , that is, v out ( t ) = v in ( t ) *h ( t ) . The remaining steps are as in Exam-

**ple 6.5 and are shown below.
**

1 h(τ) 0

0< t<1

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.

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,

**0< t<1 ⎧1 – e vR = ⎨ –t ⎩ e (e – 1) t>1 0< t<1 ⎧(1 – (1 – e ) = e ) = vL = ⎨ –t –t –t ⎩ 0 – e ( e – 1 ) = ( 1 – e ) e = – 1.732e t>1
**

–t –t

–t

**Then, for this circuit,
**

v out

The plot for the time interval 0 < t < 5 is shown below. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Third Edition Copyright © Orchard Publications

6−29

**Chapter 6 The Impulse Response and Convolution
**

1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

**The plot above was obtained with the MATLAB script below.
**

t1=0:0.01:1; x=exp(−t1); axis([0 1 0 1]);... t2=1:0.01:5; y=−1.718.*exp(−t2); axis([1 5 0 1]); plot(t1,x,t2,y); grid

6−30

Chapter 7

Fourier Series

T

his chapter is an introduction to Fourier series. 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. Then, we discuss the different types of symmetry and how they can be used to predict the terms that may be present. Several examples are presented to illustrate the approach. The alternate trigonometric and the exponential forms are also presented.

7.1 Wave Analysis

The French mathematician Fourier found that any periodic waveform, that is, a waveform that repeats itself after some time, can be expressed as a series of harmonically related sinusoids, i.e., sinusoids whose frequencies are multiples of a fundamental frequency (or first harmonic). For example, a series of sinusoids with frequencies 1 MHz , 2 MHz , 3 MHz , and so on, contains the fundamental frequency of 1 MHz , a second harmonic of 2 MHz , a third harmonic of 3 MHz , and so on. In general, any periodic waveform f ( t ) can be expressed as

1 - 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 + …

(7.1)

or

1 -a + f ( t ) = -2 0

n=1

∑ ( a cos n ω t + b sin n ω t )

n n

∞

(7.2)

where the first term a 0 ⁄ 2 is a constant, and represents the DC (average) component of f ( t ) . Thus, if f ( t ) represents some voltage v ( t ) , or current i ( t ) , the term a 0 ⁄ 2 is the average value of

v ( t ) or i ( t ) .

The terms with the coefficients a 1 and b 1 together, represent the fundamental frequency component ω *. Likewise, the terms with the coefficients a 2 and b 2 together, represent the second harmonic component 2 ω , and so on. Since any periodic waveform f ( t ) ) can be expressed as a Fourier series, it follows that the sum of the DC , the fundamental, the second harmonic, and so on, must produce the waveform f ( t ) .

* We recall that k 1 cos ω t + k2 sin ω t = k cos ( ω t + θ ) where θ is a constant.

7−1

**Chapter 7 Fourier Series
**

Generally, the sum of two or more sinusoids of different frequencies produce a waveform that is not a sinusoid as shown in Figure 7.1.

Total 2nd Harmonic 3rd Harmonic

Fundamental

Figure 7.1. Summation of a fundamental, second and third harmonic

**7.2 Evaluation of the Coefficients
**

Evaluations of a i and b i coefficients of (7.1) is not a difficult task because the sine and cosine are orthogonal functions, that is, the product of the sine and cosine functions under the integral evaluated from 0 to 2 π is zero. This will be shown shortly. Let us consider the functions sin mt and cos m t where m and n are any integers. Then,

∫0 ∫0 ∫0

2π

2π

sin mt dt = 0

(7.3) (7.4) (7.5)

2π

cos m t dt = 0

( sin mt ) ( cos nt ) dt = 0

The integrals of (7.3) and (7.4) are zero since the net area over the 0 to 2 π area is zero. The integral of (7.5) is also is zero since

1 - [ sin ( x + y ) + sin ( x – y ) ] sin x cos y = -2

This is also obvious from the plot of Figure 7.2, where we observe that the net shaded area above and below the time axis is zero.

7−2

Evaluation of the Coefficients

sin x sin x ⋅ cos x

cos x

Figure 7.2. Graphical proof of

∫0

2π

( sin mt ) ( cos nt ) dt = 0

Moreover, if m and n are different integers, then,

∫0

since

2π

( sin mt ) ( sin nt ) dt = 0

(7.6)

1 - [ cos ( x – y ) – cos ( x – y ) ] ( sin x ) ( sin y ) = -2

The integral of (7.6) can also be confirmed graphically as shown in Figure 7.3, where m = 2 and n = 3 . We observe that the net shaded area above and below the time axis is zero.

sin 2x sin 3x sin 2x ⋅ sin 3x

Figure 7.3. Graphical proof of

∫0

2π

( sin mt ) ( sin nt ) dt = 0 for m = 2 and n = 3

Also, if m and n are different integers, then,

7−3

Chapter 7 Fourier Series

∫0

since

2π

( cos m t ) ( cos nt ) dt = 0

(7.7)

1 - [ cos ( x + y ) + cos ( x – y ) ] ( cos x ) ( cos y ) = -2

The integral of (7.7) can also be confirmed graphically as shown in Figure 7.4, where m = 2 and n = 3 . We observe that the net shaded area above and below the time axis is zero.

cos 3x cos 2x cos 2x ⋅ cos 3x

Figure 7.4. Graphical proof of

∫0

2π

2π

( cos m t ) ( cos nt ) dt = 0 for m = 2 and n = 3

However, if in (7.6) and (7.7), m = n , then,

∫0

and

( sin mt ) dt = π

2

2

(7.8) (7.9)

∫0

2π

( cos m t ) dt = π

The integrals of (7.8) and (7.9) can also be seen to be true graphically with the plots of Figures 7.5 and 7.6. It was stated earlier that the sine and cosine functions are orthogonal to each other. The simplification obtained by application of the orthogonality properties of the sine and cosine functions, becomes apparent in the discussion that follows. In (7.1), Page 7−1, for simplicity, we let ω = 1 . Then,

1 - 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 + …

(7.10)

7−4

**Evaluation of the Coefficients
**

sin x sin x

2

Figure 7.5. Graphical proof of

∫0

2π

( sin mt ) dt = π

2

cos x cos x

2

Figure 7.6. Graphical proof of

∫0

2π

( cos m t ) dt = π

2

**To evaluate any coefficient in (7.10), say b 2 , we multiply both sides of (7.10) by sin 2t . Then,
**

1 - a sin 2t + a 1 cos t sin 2t + a 2 cos 2t sin 2t + a 3 cos 3t sin 2t + a 4 cos 4t sin 2t + … f ( t ) sin 2t = -2 0 b 1 sin t sin 2t + b 2 ( sin 2t ) + b 3 sin 3t sin 2t + b 4 sin 4t sin 2t + …

2

Next, we multiply both sides of the above expression by dt , and we integrate over the period 0 to 2 π . Then,

∫0

2π

1 -a f ( t ) sin 2t dt = -2 0

∫0

2π

sin 2t dt + a 1

∫0

2π

cos t sin 2t dt + a 2

∫0

2π

cos 2t sin 2t dt

+ a3 + b1

∫0

2π

cos 3t sin 2t dt + … sin t sin 2t dt + b 2

(7.11)

( sin 2t ) dt + b 3

2

∫0

2π

∫0

2π

∫0

2π

sin 3t sin 2t dt + …

7−5

The remaining coefficients can be evaluated similarly.13) 1 b n = -π ∫0 2π f ( t ) sin nt dt (7. cosine. by observing whether or not the given waveform possesses some kind of symmetry.6) and (7.12) ∫0 2π f ( t ) cos nt dt (7. The coefficients a 0 .Chapter 7 Fourier Series We observe that every term on the right side of (7. Fortunately. do not have the average. and sine terms all present.3 Symmetry in Trigonometric Fourier Series With a few exceptions such as the waveform of the half−rectified waveform. 7. Still other waveforms have or have not DC components.a 0 = ----2 2π 1 a n = -π ∫0 2π f ( t ) dt (7. while others have sine terms only. Page 7−17. and b n are found from the following relations. it is possible to predict which terms will be present in the trigonometric Fourier series. Some waveforms have cosine terms only. a n .14) The integral 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 ) . Third Edition Copyright © Orchard Publications .11) except the term b2 ∫0 2π ( sin 2t ) dt 2 is zero as we found in (7. the most common waveforms that are used in science and engineering.12) yields the average ( DC ) value of f ( t ) . Therefore. (7.7). 7−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

In other words. * 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. To understand half−wave symmetry. that is. 3. the series will consist of cosine terms only. Odd symmetry − If a waveform has odd symmetry. if f ( t ) is an even function. we recall that any periodic function with period T . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. all the b i coefficients will be zero.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. if it is an even function. will have the same value again at a later time t + T. the product of two odd functions or the product of two even functions will result in an even function. only odd (odd cosine and odd sine) harmonics will be present. These are: 1. However. and an even function has even powers of the independent variable t . the shape of the negative half−cycle of the waveform is the same as that of the positive half-cycle. the function with value f ( t ) at any time t . is expressed as f(t) = f(t + T) (7. an odd function has odd powers of the independent variable t . We recall that odd functions are those for which –f ( –t ) = f ( t ) (7. the sum (or difference) of an odd and an even function will yield a function which is neither odd nor even.18) that is. but inverted. 2. will be zero. the series will consist of sine terms only. A periodic waveform with period T . Third Edition Copyright © Orchard Publications 7−7 . We will not discuss this type of symmetry in this text. Half−wave symmetry − If a waveform has half−wave symmetry (to be defined shortly). if f ( t ) is an odd function. In other words. all the a i coefficients including a 0 . has half−wave symmetry if –f ( t + T ⁄ 2 ) = f ( t ) (7. Thus.16) Examples of odd and even functions were given in Chapter 6. and a 0 may or may not be zero. if it is an odd function. Even symmetry − If a waveform has even symmetry.15) and even functions are those for which f ( –t ) = f ( t ) (7.17) that is. In other words. that is. whereas the product of an odd function and an even function will result in an odd function. Generally. all even (even cosine and even sine) harmonics will be zero. We defined odd and even functions in Chapter 6.

Also.1 through 7. Third Edition Copyright © Orchard Publications . a 0 = 0 .7.7 we shift the ordinate axis π ⁄ 2 radians to the right.7. Obviously.3. as shown in Figure 7.3.8. and has half−wave symmetry since f ( – t ) = f ( t ) and – f ( t + T ⁄ 2 ) = f ( t ) .3. 7. 7−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we will observe that the square waveform now becomes an even function. if the ordinate axis is shifted by any other value other than an odd multiple of π ⁄ 2 . a 0 = 0 . such as f ( a ) and f ( b ) .2 Symmetry in Square Waveform with Ordinate Axis Shifted If in the square waveform of Figure 7. 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 ) .3.1 Symmetry in Square Waveform For the waveform of Figure 7.5 below. It is also an odd function and has half − wave symmetry since – f ( – t ) = f ( t ) and –f ( t + T ⁄ 2 ) = f ( t ) . the average value over one period T is zero. and therefore. T A T/2 f(b) π 2π 0 T/2 f(a) ωt −A Figure 7. 7. If there is half−wave symmetry.Chapter 7 Fourier Series We will test the most common waveforms for symmetry in Subsections 7. and observe the values of f ( t ) at the left and right points on the time axis. 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. the waveform will have neither odd nor even symmetry.7.

Sawtooth waveform test for symmetry 7. It is also an odd function because – f ( – t ) = f ( t ) . A T −2π −π T/2 0 π T/2 2π ωt −A Figure 7. the average value over one period T is zero and therefore.8. Third Edition Copyright © Orchard Publications 7−9 .3.3 Symmetry in Sawtooth Waveform For the sawtooth waveform of Figure 7. a 0 = 0 . a 0 = 0 . Square waveform with ordinate shifted by π ⁄ 2 7. Triangular waveform test for symmetry Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.9. 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 7.3.4 Symmetry in Triangular Waveform For this triangular waveform of Figure 7. Moreover.9. It is also an odd function since – f ( – t ) = f ( t ) . the average value over one period T is zero and therefore. it has half−wave symmetry because – f ( t + T ⁄ 2 ) = f ( t ) .10.Symmetry in Trigonometric Fourier Series T A −π/2 π/2 2π π −2π −π 0 ωt T/2 −A T/2 Figure 7.10.

3. and Third Harmonics Figure 7. Of course.4. and third harmonic test for symmetry In Figure 7. and multiply the integral by 2 .4 Trigonometric Form of Fourier Series for Common Waveforms The trigonometric Fourier series of the most common periodic waveforms are derived in Subsections 7.1 through 7.2. second. the product of two even functions is another even function.11. when separated by T ⁄ 2 are equal and opposite. if the waveform has half−wave symmetry and is also an odd or an even function. when separated by T ⁄ 2 . In the expressions of the integrals in (7.11 shows a fundamental. it is important to remember that when using these shortcuts. we must evaluate the coefficients a n and b n for the integer values of n that will result in non−zero coefficients. However. 7−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and third harmonic of a typical sinewave. are equal and opposite. second. The second harmonic has no half−wave symmetry because the ordinates b on the left and b on the right. there are not opposite in sign. 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. second. we can compute the non−zero coefficients a n and b n by integrating from 0 to π only. 7.4. that is. or has half−wave symmetry.11. we can choose the limits of integration as – π to + π .14). Page 7−6. Τ/2 a b Τ/2 b c Τ/2 −a −c Figure 7.5 Symmetry in Fundamental. Also. and third harmonics for half−wave symmetry. the limits of integration for the coefficients a n and b n are given as 0 to 2 π . although are equal. Third Edition Copyright © Orchard Publications . Also. if the given waveform is an odd function. The proof is based on the fact that. Second. or an even function. This is necessary in order to test the fundamental. all three waveforms have zero average value unless the abscissa axis is shifted up or down.12) through (7. This point will be illustrated in Subsection 7.Chapter 7 Fourier Series 7.5 below. the half period T ⁄ 2 . one period T . is chosen as the half period of the period of the fundamental frequency. These waveforms can be either odd or even depending on the position of the ordinate. Page 7−14. Moreover. Fundamental. The fundamental has half−wave symmetry since the a and – a values. and also that the product of two odd functions results also in an even function.4.

12. Page 7−6. this waveform is an odd function. we will assume that ω = 1 T A π 0 −A 2π ωt Figure 7. (7. Page 7−6.( 2 sin n π – sin n2 π ) . Third Edition Copyright © Orchard Publications 7−11 .4. the average ( DC ) value is zero.12. 1 b n = -π ∫0 2π 1 f ( t ) sin nt dt = -π ∫0 π A sin nt dt + ∫π 2π A . Also. as we already know from Page 7−8. but if we attempt to verify this using (7.21) For n = even . that is.(π – 0 – 2π + π) = 0 ( – A ) dt = --π (7. the terms inside the parentheses on the second line of (7. Moreover.( sin nt π ( – A ) cos nt dt = ----– sin nt 0 nπ 2π ) π A A . we will obtain the indeterminate form 0 ⁄ 0 . the trigonometric series consist of sine terms only because. Thus.19).( – cos n t π ( – A ) sin nt dt = ----+ cos nt 0 nπ 2π ) π AA= ----( 1 – 2 cos n π + cos 2n π ) ( – cos n π + 1 + cos 2n π – cos n π ) = ----nπ nπ (7.1 Trigonometric Fourier Series for Square Waveform For the square waveform of Figure 7.19) are zero and therefore.12).20) The b i coefficients are found from (7. To work around this problem. we will evaluate a 0 directly from (7.21) yields Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 1 a 0 = -π ∫0 π A dt + ∫π 2π A . we will compute all coefficients to verify this. by inspection. Also.( sin n π – 0 – sin n2 π + sin n π ) = ----= ----nπ nπ (7.Trigonometric Form of Fourier Series for Common Waveforms 7. However. for brevity.19) and since n is an integer (positive or negative) or zero. all a i coefficients are zero. only odd harmonics will be present since this waveform has also half−wave symmetry.14). as expected since the square waveform has odd 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 .

However. Then.sin n ω t n (7. if the given waveform has half−wave symmetry.24) as before. it still has half−wave symmetry. Therefore.( 1 –2 + 1 ) = 0 b n = ----nπ as expected. (7.23) becomes 4A . we are only concerned with the odd b n coefficients. For n = odd . (7. 1 b n = 4 -π ∫0 π⁄2 4A . Next let us consider the square waveform of Figure 7.sin ω t + -. This property is verified with the following procedure. and thus the series is as we found earlier. 7−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.sin 3 ω t + -. the trigonometric Fourier series for the square waveform with odd symmetry is 4A ⎛ 1 1 4A .⎛ – cos n π ) = -----⎠ 2 nπ ⎝ (7.13 where the ordinate has been shifted to the right by π ⁄ 2 radians.23) For n = odd .( – 0 + 1 ) = 4A -----b n = -----nπ nπ (7. Third Edition Copyright © Orchard Publications . and it is also an odd or an even function.21) reduces to A-----( 1 + 2 + 1 ) = 4A b n = ----nπ nπ 4A b 1 = -----π 4A b 3 = -----3π 4A b 5 = -----5π and thus and so on. we can integrate from 0 to π ⁄ 2 .Chapter 7 Fourier Series A . Therefore.22) It was stated above that. and has become an even function.( – cos n t f ( t ) sin nt dt = -----nπ π⁄2 0 4A -. and multiply the integral by 4 . since the square waveform has half−wave symmetry.+ 1⎞ .sin 5 ω t + …⎞ = -----f ( t ) = -----⎠ π ⎝ 3 5 π n = odd ∑ 1 -. the trigonometric Fourier series will consist of odd cosine terms only. Since the waveform is an odd function and has half−wave symmetry.

by inspection.25) We observe that for n = even . Third Edition Copyright © Orchard Publications 7−13 .27) can also be derived as follows: Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.cos n ω t n (7.13.cos ω t – 1 -. will alternate between +1 and – 1 depending For n = odd .cos 3 ω t + -f ( t ) = -----⎝ ⎠ π 5 π 3 n = odd ∑ ( –1 ) (n – 1 ) ---------------2 1 -. it becomes 4A ---------an = – nπ Then. and so on.( sin nt A cos nt dt = -----nπ π⁄2 ) 0 4A --⎞ .26) becomes 4A a n = -----nπ and for n = 3. and thus all even harmonics are zero as expected. Also.27) The trigonometric series of (7.⎛ sin n π = -----2⎠ nπ ⎝ (7. and multiply the integral by 4 . 15 . 9. (7. 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 . we observe from (7. 7..Trigonometric Form of Fourier Series for Common Waveforms A T 0 π/2 π 3π / 2 2π ωt −A Figure 7. 4A a n = ± -----nπ (7.26) For n = 1. Thus. 13 . and so on. it will suffice to integrate from 0 to π ⁄ 2 . the trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A ⎛ . all a n coefficients are zero. Square waveform as even function Since the waveform has half−wave symmetry and is an even function. the average ( DC ) value is zero.cos 5 ω t – …⎞ = -----.25) that sin n -π 2 on the odd integer assigned to n . 5. . 11.

sin 5 ωτ + 5 . we can use the above procedure to save computation time. As before. we will assume that ω = 1 . A T −π −2π −A π 0 2π ωt Figure 7. If we choose the limits of integration from 0 to 2 π . Third Edition Copyright © Orchard Publications . sin ( x + 3 π ⁄ 2 ) = – cos x . but shifted to the right by π ⁄ 2 radians. we only need to find all b n coefficients.sin 5 ⎛ ωτ + π . we rewrite (7. the DC component is zero.sin ⎛ ωτ + -.29) as 1 1 4A . we can use the relation (7. 7.sin ⎛ ωτ + π --⎞ +… -.⎞ + --.cos 3 ωτ + -.28) becomes 1 1 4A .22). Sawtooth waveform By inspection. Page 7−12.sin 3 ⎛ ωτ + π .e.sin 3 ω t + 1 .30) and this is the same as (7. relation (7. and afterwards we want to recompute the series with reference to a different ordinate. Accordingly. we let ω t = ωτ + π ⁄ 2 .14.⎞ + -⎝ π 2⎠ 3 ⎝ 2 ⎠ 2 ⎠ 5 ⎝ (7.2 Trigonometric Fourier Series for Sawtooth Waveform The sawtooth waveform of Figure 7. and so on.12 is the same as that of Figure 7. Therefore.cos 5 ωτ – … .sin 3 ωτ + 3 = ----------⎞ + … ----. therefore.⎞ + -f ( τ ) = -----⎝ ⎝ ⎠ ⎝ ⎠ 5 3 π 2⎠ 2 2 4A 1 ⎛ 1 ⎛ π π π .sin 5 ω t + …⎞ -.. i.14 is an odd function with no half−wave symmetry.Chapter 7 Fourier Series Since the waveform of Figure 7. it contains sine terms only with both odd and even harmonics.13. that is. we will need to perform two integrations 7−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.27). With this substitution. if we compute the trigonometric Fourier series with reference to one ordinate.4.29) and using the identities sin ( x + π ⁄ 2 ) = cos x . 4A -.28) and substitute ω t with ω t + π ⁄ 2 .⎛ sin ω t + 1 f ( t ) = -----⎠ 5 3 π ⎝ (7.cos ωτ – -f ( τ ) = -----5 3 π (7.⎞ + -.

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

**Chapter 7 Fourier Series 7.4.3 Trigonometric Fourier Series for Triangular Waveform
**

The sawtooth waveform of Figure 7.15 is an odd function with half−wave symmetry; then, the trigonometric Fourier series will contain sine terms only with odd harmonics. Accordingly, we only need to evaluate the b n coefficients. We will choose the limits of integration from 0 to

π ⁄ 2 , and will multiply the integral by 4 . As before, we will assume that ω = 1 .

A −2π −π −A T ωt

0

π/2

π

2π

Figure 7.15. Triangular waveform

By inspection, the DC component is zero. From tables of integrals,

∫ x sin ax dx

Then,

4 b n = -π

1 x = --sin a x – -- cos ax 2 a a

π⁄2

(7.34)

π⁄2 0

∫0

π⁄2

2A 8A ------ t sin nt dt = -----2 π π

π⁄2 0

∫0

t 8A ⎛ 1 - cos nt⎞ - ---- sin nt – -t sin nt dt = -----2 ⎝ 2 ⎠ n π n

8A = ---------( sin nt – nt cos nt ) 2 2 n π

π 8A ⎛ --⎞ -- cos n π - – nπ = ---------sin n -2 2 ⎝ 2⎠ 2 2 n π

(7.35)

**We are only interested in the odd integers of n , and we observe that:
**

π - = 0 cos n -2

**For odd integers of n , the sine term yields
**

8A ⎧ 1 for n = 1, 5, 9, … then, b = ---------n ⎪ 2 2 n π ⎪ π - = ⎨ sin n -2 8A⎪ – 1 for n = 3, 7, 11, … then, b = – ---------n ⎪ 2 2 n π ⎩

**Thus, the trigonometric Fourier series for the triangular waveform with odd symmetry is
**

1 1 8A 8A ⎛ - sin 5 ω t – ----- sin 7 ω t + …⎞ = ------ sin ω t – 1 -- sin 3 ω t + ----( –1 ) f ( t ) = -----2 ⎝ 2 ⎠ 25 49 9 π n = odd π

∑

(n – 1) ---------------2

1 ---- sin n ω t (7.36) 2 n

7−16

Trigonometric Form of Fourier Series for Common Waveforms 7.4.4 Trigonometric Fourier Series for Half−Wave Rectifier Waveform

The circuit of Figure 7.16 is a half−wave rectifier whose input is the sinusoid v in ( t ) = sin ω t , and its output v out ( t ) is defined as

⎧ sin ω t v out ( t ) = ⎨ ⎩ 0 0 < ωt < π π < ωt < 2π

(7.37)

R

+

v in ( t )

v out ( t ) −

Figure 7.16. Circuit for half−wave rectifier

We will express v out ( t ) as a trigonometric Fourier series, and we will assume that ω = 1 . The input and output waveforms are shown in Figures 7.17 and 7.18 respectively.

1

0

−1

**Figure 7.17. Input v in ( t ) for the circuit of Figure 7.16
**

1

f HW ( t )

0

π

2π

3π

4π

5π

Figure 7.18. Output v out ( t ) for the circuit of Figure 7.16

We choose the ordinate at point

0

as shown in Figure 7.19.

7−17

Chapter 7 Fourier Series

–2 π

–π

0

π

2π

3π

Figure 7.19. Half−wave rectifier waveform for the circuit of Figure 7.16

By inspection, the average is a non−zero value, and the waveform has neither odd nor even symmetry. Therefore, we expect all terms to be present. 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

and from tables of integrals

∫π

0 cos nt dt

∫ ( sin mx ) ( cos nx ) dx

Then,

cos ( m + n ) x cos ( m – n ) x – ------------------------------ ( m2 ≠ n2 ) = – -----------------------------2(m + n) 2(m – n)

π

A ⎧ 1 cos ( 1 – n ) t cos ( 1 + n ) t - --------------------------- + --------------------------- – -a n = --π ⎨ 1–n 1+n ⎩ 2

⎫ ⎬ 0⎭

A ⎧ cos ( π – n π ) cos ( π + n π ) 1 1 ⎫ = – ----- ⎨ ---------------------------- + ----------------------------- – ----------- + ----------- ⎬ 2π ⎩ 1–n 1+n 1–n n+1 ⎭

(7.38)

**Using the trigonometric identities and we obtain and
**

cos ( x – y ) = cos x cos y + sin xsiny cos ( x + y ) = cos x cos y – sin x sin y cos ( π – n π ) = cos π cos n π + sin π sin n π = – cos n π cos ( π + n π ) = cos π cos n π – sin π sin n π = – cos n π

**Then, by substitution into (7.38),
**

A- ⎧ cos n π cos n π 2 - ⎫ = ----2 -⎫ cos n π – cos n π A- ⎧ – + -------------a n = – -----------------+ ------------⎨ ------------------ + ------------------ – ------------⎬ ⎨ 2 2⎬ 2π ⎩ 1 – n 1+n 1+n 2π ⎩ 1 – n 1–n ⎭ 1–n ⎭

7−18

**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 = ----= --2 2 ⎝ ⎠ π 2π 1–n 1–n cos n π + 1 ⎞ ⎛ -----------------------n≠1 ⎝ ( 1 – n2 ) ⎠

(7.39)

Now, we can evaluate all the a n coefficients, except a 1 , from (7.39). First, we will evaluate a 0 to obtain the DC value. By substitution of n = 0 , we obtain

a 0 = 2A ⁄ π

Therefore, the DC value is

1 --a = A --2 0 π

(7.40)

We cannot use (7.39) to obtain the value of a 1 because this relation is not valid for n = 1 ; therefore, we will evaluate the integral

A a 1 = --π

**∫0 sin t cos t dt
**

1 - ( sin ax ) 2 = ----2a

π

From tables of integrals,

∫ ( sin ax ) ( cos ax ) dx

and thus,

A2 ( sin t ) a 1 = ----2π

π 0

= 0

(7.41)

**From (7.39) with n = 2, 3, 4, 5, … , we obtain
**

A ⎛ cos 2 π + 1 ⎞ - ------------------------ = – 2A a 2 = -------π ⎝ ( 1 – 22 ) ⎠ 3π ( cos 3 π + 1 ) = 0 --------------------------------a3 = A 2 π(1 – 3 )

(7.42) (7.43)

**We see that for odd integers of n, a n = 0 . However, for n = even , we obtain
**

A ( cos 4 π + 1 ) 2A - = – -------a 4 = --------------------------------2 15 π π(1 – 4 ) A ( cos 6 π + 1 ) 2A a 6 = --------------------------------- = – -------2 35 π π(1 – 6 )

(7.44) (7.45)

7−19

**Chapter 7 Fourier Series
**

A ( cos 8 π + 1 ) 2A a 8 = --------------------------------- = – -------2 63 π π(1 – 8 )

(7.46)

**and so on. Next, we need to evaluate the b n coefficients. For this waveform,
**

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,

∫ ( sin mx ) ( sin nx ) dx

Therefore,

sin ( m + n ) x sin ( m – n ) x – ----------------------------- ( m2 ≠ n2 ) = ----------------------------2(m + n) 2( m – n)

π

A 1 ⎧ sin ( 1 – n ) t sin ( 1 + n ) t - -------------------------- – -------------------------- ⋅ -b n = --π 2⎨ 1–n 1+n ⎩

⎫ ⎬ 0⎭

A- sin ( 1 – n )π sin ( 1 + n )π = ------------------------------- – ---------------------------- – 0 + 0 = 0 ( n ≠ 1 ) 2π 1+n 1–n

that is, all the b n coefficients, except b 1 , are zero. We will find b 1 by direct substitution into (7.14), Page 7−6, for n = 1 . Thus,

A b 1 = --π

∫0

π

A t sin 2t 2 - -( sin t ) dt = --- – -----------π 2 4

π 0

A π sin 2 π A - -= --- – ------------- = --π 2 4 2

(7.47)

Combining (7.40), with (7.42) through (7.47), we find that the trigonometric Fourier series for the half−wave rectifier with no symmetry is

A cos 8t + … cos 6t + ------------cos 4t + ------------cos 2t + --------------- ------------- sin t – A --- + --f(t) = A π 63 35 15 3 π 2

(7.48)

**7.4.5 Trigonometric Fourier Series for Full−Wave Rectifier Waveform
**

Figure 7.20 shows a full−wave rectifier circuit with input the sinusoid v in ( t ) = A sin ω t . The output of that circuit is v out ( t ) = A sin ω t .

7−20

Trigonometric Form of Fourier Series for Common Waveforms

− v in ( t )

R

+

+

v out ( t ) −

Figure 7.20. Full-wave rectifier circuit

The input and output waveforms are shown in Figures 7.21 and 7.22 respectively. We will express v out ( t ) as a trigonometric Fourier series, and we will assume that ω = 1 .

A

0

π

2π

3π

4π

−A

**Figure 7.21. Input sinusoid for the full−rectifier circuit of Figure 7.20 A
**

1 0 . 9 0 . 8 0 . 7 0 . 6 0 . 5 0 . 4 0 . 3 0 . 2 0 . 1 0

0

0

2

π

4

2π

6

8

3π

1 0

1 2

4π

Figure 7.22. Output waveform for full−rectifier circuit of Figure 7.20

**We choose the ordinate as shown in Figure 7.23.
**

1 0 . 9 0 . 8 0 . 7 0 . 6

A

0 . 5 0 . 4 0 . 3 0 . 2 0 . 1 0

–2 π

0

2

–π

4

6

0

8

π

1 0

1 2

2π

Figure 7.23. Full−wave rectified waveform with even symmetry

7−21

**Chapter 7 Fourier Series
**

By inspection, the average is a non−zero value. We choose the period of the input sinusoid so that the output will be expressed in terms of the fundamental frequency. We also choose the limits of integration as – π and + π , we observe that the waveform has even symmetry. Therefore, we expect only cosine terms to be present. The a n coefficients are found from

1 a n = -π

2π

∫0

f ( t ) cos nt dt

**where for this waveform,
**

1 a n = -π

∫

2A A sin t cos nt dt = -----π –π

π

∫0

π

sin t cos nt dt

(7.49)

and from tables of integrals,

∫ ( sin mx ) ( cos nx ) dx

Since we express (7.49) as

cos ( m – n ) x cos ( m + n ) x - ( m2 ≠ n2 ) = ------------------------------ – -----------------------------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 - --------------------------- – --------------------------- ⋅ -a n = -----π 2⎨ n–1 n+1 ⎩

⎫ ⎬ 0⎭

A ⎧ cos ( n – 1 )π cos ( n + 1 )π 1 1 ⎫ - ⎨ ---------------------------- – ----------------------------- – ----------- – ----------- ⎬ = --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

(7.50)

**To simplify the last expression in (7.50), we make use of the trigonometric identities and
**

cos ( n π + π ) = cos n π cos π – sin n π sin π = – cos n π cos ( n π – π ) = cos n π cos π + sin n π sin π = – cos n π

Then, (7.50) simplifies to

A – 2 + ( n – 1 ) cos n π – ( n + 1 ) cos n π A 1 + cos n π 1 + cos n π - ------------------------------------------------------------------------------------- ------------------------ – ------------------------ = --a n = --2 π π n–1 n+1 n –1 – 2A ( cos n π + 1 ) - n≠1 = ---------------------------------------2 π(n – 1)

(7.51)

7−22

**Trigonometric Form of Fourier Series for Common Waveforms
**

Now, we can evaluate all the a n coefficients, except a 1 , from (7.51). First, we will evaluate a 0 to obtain the DC value. By substitution of n = 0 , we obtain

4A a 0 = -----π

**Therefore, the DC value is
**

1 -- a = 2A -----2 0 π

(7.52)

From (7.51) we observe that for all n = odd , other than n = 1 , a n = 0 . To obtain the value of a 1 , 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 ax ) ( cos ax ) dx

and thus,

1 - ( sin t ) 2 a 1 = ----2π

π

= 0

0

(7.53)

**For n = even , from (7.51) we obtain
**

– 2A ( cos 2 π + 1 ) 4A a 2 = ---------------------------------------- = – -----2 3π π(2 – 1) 4A2A ( cos 4 π + 1 ) ---------------------------------------- = – -------a4 = – 2 15 π π(4 – 1) – 2A ( cos 6 π + 1 ) 4A a 6 = ---------------------------------------- = – -------2 35 π π(6 – 1) – 2A ( cos 8 π + 1 ) 4A a 8 = ---------------------------------------- = – -------2 63 π π(8 – 1)

(7.54) (7.55) (7.56) (7.57)

**and so on. Then, combining the terms of (7.52) with (7.54) through (7.57) we obtain
**

⎧ cos 2 ω t cos 4 ω t cos 6 ω t cos 8 ω t ⎫ 4A - ----------------- + …⎬ - + ----------------- + ----------------- + ---------------------- – -----f ( t ) = 2A π ⎨ 63 35 15 3 π ⎩ ⎭

(7.58)

7−23

**Chapter 7 Fourier Series
**

Therefore, the trigonometric form of the Fourier series for the full-wave rectifier with even symmetry is

2A 4A f ( t ) = ------ – -----π π 1 ------------------ cos n ω t 2 n ( – 1 ) n = 2, 4, 6, …

∑

∞

(7.59)

This series of (7.59) shows that there is no component of the input (fundamental) frequency. This is because we chose the period to be from – π and + π . Generally, the period is defined as the shortest period of repetition. In any waveform where the period is chosen appropriately, it is very unlikely that a Fourier series will consist of even harmonic terms only.

7.5 Gibbs Phenomenon

In Subsection 7.4.1, Page 7−12, we found that the trigonometric form of the Fourier series of the square waveform is

4A 1 1 4A ⎛ - sin 5 ω t + …⎞ = ------ sin 3 ω t + -- sin ω t + -f ( t ) = -----⎝ ⎠ π 5 3 π

n = odd

∑

1 -- sin n ω t n

Figure 7.24 shows the first 11 harmonics and their sum. As we add more and more harmonics, the sum looks more and more like the square waveform. However, the crests do not become flattened; 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 .

Crest (Gibbs Phenomenon)

Sum of first 11 harmonics

Figure 7.24. Gibbs phenomenon

**7.6 Alternate Forms of the Trigonometric Fourier Series
**

We recall that the trigonometric Fourier series is expressed as

1 - 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 + b2 sin 2 ω t + b 3 sin 3 ω t + b 4 sin 4 ω t + …

(7.60)

7−24

**Alternate Forms of the Trigonometric Fourier Series
**

If a given waveform does not have any kind of symmetry, 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, and the sum is combined to a single term, either cosine or sine. However, we still need to compute the a n and b n coefficients separately. For the derivation of the alternate forms, we will use the triangle shown in Figure 7.25.

ϕn cn = bn an + bn bn bn - = ----sin θ n = --------------------cn an + bn an ϕ n = atan ----bn

cn θn

an an - = ----cos θ n = --------------------cn an + bn bn θ n = atan ----an

an

cos θ n = sin ϕ n

Figure 7.25. Derivation of the alternate form of the trigonometric Fourier series

**We assume ω = 1 , and for n = 1, 2, 3, … , we rewrite (7.60) as
**

b1 b2 a1 a2 1 - a + c 1 ⎛ ---- sin t⎞ + c 2 ⎛ ---- sin 2t⎞ + … f ( t ) = -cos t + ---cos 2t + ---⎝ c1 ⎠ ⎝ c2 ⎠ 2 0 c1 c2 bn an - cos nt + ---- sin nt⎞ + c n ⎛ ---⎝ cn ⎠ cn 1 - a + c1 ⎛ = -2 0 ⎝ + cn ⎛ ⎝ ⎧ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎩ cos ( t – θ 1 ) ⎧ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎩ cos ( 2t – θ 2 ) bn cos θ 1 cos t + sin θ 1 sin t ⎞ + c2 ⎛ ⎠ ⎝ cos θ 2 cos 2t + sin θ 2 sin 2t ⎞ +… ⎠

**and, in general, for ω ≠ 1 , 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⎠

∞

(7.61)

Similarly,

sin ϕ 1 cos t + cos ϕ 1 sin t 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, where ω ≠ 1 , we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Third Edition Copyright © Orchard Publications

7−25

**Chapter 7 Fourier Series
**

1 -a + f ( t ) = -2 0

n=1

∑ cn sin ( n ω t + ϕn )

∞

1 -a + = -2 0

n=1

n ω t + atan ----⎞ ∑ cn sin ⎛ ⎝ b n⎠

∞

an

(7.62)

When used in circuit analysis, (7.61) and (7.62) can be expressed as phasors. Since it is customary to use the cosine function in the time domain to phasor transformation, we choose to use the transformation of (7.63) below.

1 --a + 2 0

n=1

∑

∞

b n⎞ 1 -a + c n cos ⎛ n ω t – atan ---- ⇔ -⎝ 2 0 a n⎠

n=1

∑

∞

bn c n ∠– atan ---an

(7.63)

Example 7.1 Find the first 5 terms of the alternate form of the trigonometric Fourier series for the waveform of Figure 7.26.

3 2 1 ω = 1 t

f(t)

π/2

π

3π/2

2π

Figure 7.26. Waveform for Example 7.1

Solution: The given waveform has no symmetry; thus, we expect both cosine and sine functions with odd and even terms present. Also, by inspection the DC value is not zero. We will compute the a n and b n coefficients, the DC value, and we will combine them to obtain an expression in the form of (7.63). Then,

1 a n = -π

∫0

π⁄2

1 ( 3 ) cos nt dt + -π

∫

2π

3 - sin nt ( 1 ) cos nt dt = ----n π π⁄2

π⁄2 0

1 - sin nt + ----nπ

2π π⁄2

π 2 π 1 π 1 3 - sin n -- = ----- sin n -- sin n2 π – ----- + ----- sin n -= ----2 2 nπ nπ 2 nπ nπ

(7.64)

We observe that for n = even , a n = 0 . For n = odd ,

7−26

**Alternate Forms of the Trigonometric Fourier Series
**

2 a 1 = -π 2 a 3 = – ----3π 1 1 -- a = ----2 0 2π

(7.65) (7.66)

and The DC value is

∫0

π⁄2

1 ( 3 ) dt + ----2π

∫ π ⁄ 2 ( 1 ) dt

2π

1 - ( 3t = ----2π

π⁄2 0

+t

2π ) π⁄2

1 1 ⎛ 3π 3 π⎞ ----- ----= ----- + 2 π – -- = - ( π + 2 π ) = -⎝ ⎠ 2π 2π 2 2 2

(7.67)

**The b n coefficients are
**

1 b n = -π

∫0

π⁄2

1 ( 3 ) sin nt dt + -π

∫

2π

–3 - cos nt ( 1 ) sin nt dt = ----nπ π⁄2

π⁄2 0

–1 - cos nt + ----nπ

2π π⁄2

1π 1–1 –3 23- + ----- = ----- cos n2 π + ------ + ----- cos n π = ----( 3 – cos n2 π ) = ----cos n -2 nπ nπ 2 nπ nπ nπ nπ

(7.68)

Then,

b1 = 2 ⁄ π b2 = 1 ⁄ π b3 = 2 ⁄ 3 π b4 = 1 ⁄ 2 π

(7.69) (7.70) (7.71) (7.72)

∑ cn ∠– atan ---an

∞

From (7.63),

1 --a + 2 0

where

n=1

∑

∞

**b n⎞ 1 -a + c n cos ⎛ n ω t – atan ---- ⇔ -⎝ ⎠ 2 0 an bn 2 2 a n + b n ∠– atan ---- = an
**

2 2

bn

n=1

bn - = c n ∠– atan ---an

a n + b n ∠– θ n = a n – jb n

(7.73)

**Thus, for n = 1, 2, 3, and 4 , we obtain:
**

2 2 -a 1 – jb 1 = --–j- = π π = 2 ⎞2 ⎛ 2 ⎞ 2 ⎛ -- + -- ∠– 45 ° ⎝π⎠ ⎝π⎠

Similarly,

2 2 2 2 8 - cos ( ω t – 45 ° ) - ∠– 45 ° ⇔ ------------ ∠–45 ° = --------2 π π π

(7.74)

7−27

**Chapter 7 Fourier Series
**

1 1 1 - cos ( 2 ω t – 90 ° ) - ∠– 90 ° ⇔ -- = -a 2 – jb 2 = 0 – j -π π π 2 2 2 2 2 2- – j ----- = --------- ∠– 135 ° ⇔ --------- cos ( 3 ω t – 135 ° ) a 3 – jb 3 = – ----3 π 3 π 3π 3π 1 1 1 - cos ( 4 ω t – 90 ° ) - ∠– 90 ° ⇔ ----- = ----a 4 – jb 4 = 0 – j ----2π 2π 2π

(7.75) (7.76)

and

(7.77)

Combining the terms of (7.67) with (7.74) through (7.77), 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 ° )

2 2 -- cos ( 4 ω t – 90 ° ) + … - cos ( 3 ω t – 135 ° ) + 1 + --------2 3

]

(7.78)

**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, we can use Fouries series to determine the response of a circuit. The procedure is illustrated with the examples that follow. Example 7.2 The input to the series RC circuit of Figure 7.27, is the square waveform of Figure 7.28. Compute the voltage v C ( t ) across the capacitor. Consider only the first three terms of the series, and assume ω = 1 .

R 1Ω C 1F

+

v in ( t )

vC ( t ) −

Figure 7.27. Circuit for Example 7.2

7−28

29.27 Solution: In Subsection 7.cos ( t – 90 ° ) ⇔ V in1 = 4A -----. By the voltage division expression.2 We let n represent the number of terms in the Fourier series.sin 5 ω t + …⎞ . The equivalent phasor circuit is shown in Figure 7. n = 1. Phasor circuit for Example 7.sin ω t + -f ( t ) = -----⎠ 5 3 π ⎝ (7.∠– 90 ° -.cos ( 3t – 90 ° ) ⇔ V -⋅1 ------⋅1 = -----in3 π 3 π 3 π 3 (7. 1 ⁄ ( jn ω ) 1 V in n = ------------V V C n = ----------------------------1 + 1 ⁄ ( jn ω ) 1 + jn in n (7.79) Since this series is the sum of sinusoids.4.sin t = 4A π π π 4A 4A -.1.82) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 3. Third Edition Copyright © Orchard Publications 7−29 .sin 3t = 4A ------⋅1 -.28 can be represented by the trigonometric Fourier series as 1 1 4A ⎛ . For this example.81) (7. Page 7−11.80) are 4A -----. Input waveform for the circuit of Figure 7.80) With reference to (7. that is.29.∠– 90 ° -----.28. R 1 V in C V 1 − C ----jω + Figure 7. and 5 .sin 3 ω t + -. we are only interested in the first three odd terms. we found that the waveform of Figure 7. we will use phasor analysis to obtain the solution.Circuit Analysis with Trigonometric Fourier Series v in ( t ) A T π 0 −A 2π ωt Figure 7.79) the phasors of the first 3 odd terms of (7.

we expect that capacitor voltage will consist of alternating rising and decaying exponentials.87) 7−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.cos ( 3t – 161.6 ° 10 10 4A .6./130).Chapter 7 Fourier Series 4A 1 4A 1 4A 1 .*((sqrt(2).84) (7.87) using the MATLAB script below assuming that A = 1 .sin 5t = -----. (sqrt(10).7 ° ) -----.4A -. 1 4A 1 4A ..⋅ -----.cos ( 5t – 168. Waveform for relation (7.4A -.*pi. plot(t. Third Edition Copyright © Orchard Publications .86) below..∠– 90 ° -----.cos ( 3t – 161.cos ( 5t – 168. we obtain the phasor and time domain voltages indicated in (7.*cos(t−135. Let us plot relation (7.⋅ -./180)).⋅ -----.4A -.cos ( 5t – 90 ° ) ⇔ V = -----in5 π 5 π 5 π 5 (7.6 ° ) -----.∠– 135 ° ⇔ 4A .cos ( t – 135 ° ) + --------v C ( t ) = -----30 130 π 2 (7.*cos(3.84) through (7.⋅ -.87) Assuming that in the circuit of Figure 7.∠– 168.*pi.∠– 90 ° = ---------------------------⋅1 ⋅ -----V C3 = ------------3 π 1 + j3 π 3 10 ∠71.⋅ --------.*t−161.⋅ -----= -----2 π 2 π 1 1 .*cos(5.∠– 161./pi).⋅ -----V C 1 = ---------1+j π 2 ∠45 ° π 2 2 4A ./30)./2).83) into (7.⋅ -. the capacitor voltage in the time domain is 10 26 4A 2 .7 ° 26 26 4A .∠– 90 ° ------⋅1 .∠– 90 ° ------⋅1 .⋅ --------.7 ° ) + … .∠– 90 ° .6 ° ) + --------.-----.7.83) By substitution of (7.∠– 90 ° = -------------------.6 ° ⇔ 4A .Vc) Figure 7.cos ( t – 135 ° ) -----.⋅ --------= -----30 π 30 π 1 1 .7 ° ⇔ 4A .∠– 90 ° = ---------------------------⋅1 ⋅ -----V C5 = ------------5 π 1 + j5 π 5 26 ∠78.81) through (7.85) (7.*pi.30./180)+(sqrt(26). Vc=(4.4A -.⋅ --------= -----π 130 π 130 (7./180)+.*t−168.27 the capacitor is initially discharged.80).86) Thus. t=0:pi/64:4*pi.

32. it will improve if we add a sufficient number of harmonics in (7.31.87).30 is a rudimentary presentation of the capacitor voltage for the circuit of Figure 7. Figure 7.27 The input and output waveforms are shown in Figure 7.31 7.31. Third Edition Copyright © Orchard Publications 7−31 .89) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.27. one for the a n . Input and output waveforms for the model of Figure 7. Figure 7. Moreover.88) (7.8 The Exponential Form of the Fourier Series The Fourier series are often expressed in exponential form. We can obtain a more accurate waveform for the capacitor voltage of Figure 7.32. and another for the b n coefficients in the trigonometric form of the series. 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. The advantage of the exponential form is that we only need to perform one integration rather than two. in most cases the integration is simpler.The Exponential Form of the Fourier Series The waveform of Figure 7.27 with the Simulink model of Figure 7. Simulink model for the circuit of Figure 7. However.

96) We can derive a general expression for the complex coefficients C n . Therefore. by multiplying both sides of (7. 7−32 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.95) by e – jn ω t and integrating over one period.93) (7. except C 0 .– ---+ -f ( t ) = … + ⎛ --⎝ 2 j2 ⎠ ⎝ 2 j2 ⎠ ⎝ 2 j2 ⎠ 2 0 ⎝ 2 j2 ⎠ (7.91) in parentheses are usually denoted as b n⎞ 1 1 . as we did in the derivation of the a n and b n 2π 2π 2π 2π coefficients of the trigonometric form.91) is written as f ( t ) = … + C –2 e – j2 ω t + C –1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… (7.e .a 0 + a 1 ⎛ --------------------------.= -⎝ ⎠ 2 n n 2 j 1 -a C 0 = -2 0 (7.96) are zero except the last.e + ---. are complex and occur in complex conjugate pairs. Thus. Third Edition Copyright © Orchard Publications .a n + ---C n = -.92) (7.97) ∫0 ∫0 – jnt dt + ∫0 C1 e e jt – jnt 2π j2t – jnt e dt + … + ∫0 Cn e jnt – jnt e dt We observe that all the integrals on the right side of (7.a + ⎛ ---. 1 e +e e +e .( a –j b ) .91) The terms of (7.90) and grouping terms with same exponents. that is. (7.e + ---.⎛ a n – ---.⎞ + a 2 ⎛ --------------------------------⎞ + 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. Then.= -C – n = -⎝ ⎠ 2 n 2 j b n⎞ 1 1⎛ .94) Then. with ω = 1 .+ ---.( a + jb n ) . ∫0 2π f(t )e – jnt dt = … + + + ∫0 C–2 e C0 e C2 e – j2t – jnt e dt + 2π ∫0 C–1 e e dt – jt – jnt dt (7.Chapter 7 Fourier Series into f ( t ) .– ---. we obtain a 1 b 1 ⎞ j ω t ⎛ a 2 b 2 ⎞ j2 ω t a 2 b 2 ⎞ – j2 ω t ⎛ a 1 b 1 ⎞ – j ω t 1 .95) We must remember that the C i coefficients. C –n = C n∗ (7.e + ---.

all coefficients C i are real. from (7.93).= -C – n = -2 n 2⎝ j⎠ (7.( a + jb n ) .103) 7. 1 . We recall from (7.9.99) or 1 C n = -T f(t)e – jn ω t d( ω t ) (7.101) (7. Third Edition Copyright © Orchard Publications 7−33 .98) and.9.104) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5 below to determine the symmetry in the exponential Fourier series.( a – jb n + a n + jb n ) C n + C – n = -2 n or Similarly.9 Symmetry in Exponential Fourier Series Since the coefficients of the Fourier series in exponential form appear as complex numbers. in general.( a – jb – a – j b ) C n – C – n = -2 n n n n b n = j ( Cn – C–n ) (7.a n – ---.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. 1 C n = ----2π ∫0 ∫0 T f(t)e – jn ω t d( ω t ) (7.100) We can derive the trigonometric Fourier series from the exponential series by addition and subtraction of the exponential form coefficients C n and C –n .93) that b n⎞ 1 1⎛ . for ω ≠ 1 .92) and (7.92) and (7.1 Even Functions For even functions.9. or a n = C n + C –n 1 . Thus.1 through 7. 7. we can use the properties in Subsections 7.102) (7.

the b n coefficients in (7. This is evident from Subparagraphs 7. Assume that ω = 1 .33 below.104) and (7.1 and 7.9. 7.9. 7.104) and (7. C n = 0 for n = even . in (7. both C –n and C n are real. 7−34 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications .4 No Symmetry If there is no symmetry. the a n coefficients in (7. 7. Therefore. Therefore.105). and relations (7. 7. all even harmonics are zero.= -2 n n 2⎝ n j ⎠ (7. This is evident from (7.9. Example 7.105) Since even functions have no sine terms.105) the coefficients a n and b n are both zero for n = even .104) and (7. Since odd functions have no cosine terms. both C –n and C n are also zero for n = even .3 Compute the exponential Fourier series for the square waveform of Figure 7.( a –j b ) .104) and (7. f ( t ) is complex.105). and thus.a + ---C n = -. all coefficients C i are imaginary.2.9.9.105) are zero.105) are zero.Chapter 7 Fourier Series and b n⎞ 1 1⎛ .5 Relation of C –n to C n∗ C –n = C n∗ always.2 Odd Functions For odd functions. Therefore. both C –n and C n are imaginary.3 Half−Wave Symmetry If there is half−wave symmetry.104) and (7.9. We recall from the trigonometric Fourier series that if there is half−wave symmetry.

1 C n = ----2π ∫π 2π A –0 . Therefore. has half−wave symmetry. For n ≠ 0 . and its DC component is zero.33.– jn π A2 (1 – 1) = 0 = ----------(e – 1 ) = ----------n = even 2j π n 2j π n Cn (7. Page 7−11.99). e – jn π = 1 . Therefore. Using (7. then.-------(e -(e . 1 C 0 = ----2π ∫0 π Ae dt + –0 as expected. Waveform for Example 7.-------e dt = ----2 π – jn π 0 – A – jnt -e + ------– jn 2π π 1 A –jn π A – jn2 π – jn π A .4. and C 0 = 0 . Page 7−33.( 1 + e – jn2 π – 2e – jn π ) = ----------. and as we know. we obtain 1 C n = ----2π ∫0 2π f(t)e – jnt 1 dt = ----2π ∫0 π Ae – jnt 1 dt + ----2π ∫π 2π –A e – jnt dt and for n = 0 .( 1 – e –jn π + e – jn2 π – e – jn π ) = ----– 1 ) + ---–e ) = ----------2 π – jn jn 2j π n 2 A A .(π – 2π + π) = 0 ( – A ) e dt = ----2π ∫0 π Ae – jnt dt + ∫π 2π –A e – jnt 1 A – jnt . it is an odd function.Symmetry in Exponential Fourier Series T A π 0 2π ωt −A Figure 7. For n = odd .107) as expected.1. Third Edition Copyright © Orchard Publications 7−35 . the C n coefficients will be imaginary. with ω = 1 .106) For n = even . e – jn π = – 1 . 2 A . C n = 0 for n = even .( e – jn π – 1 ) = ----------2j π n 2j π n (7. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.3 Solution: This is the same waveform as in Subsection 7.

( e – jn π – 1 ) = ----------.e – j3 ω t – e – j ω t + e j ω t + 1 --e .Chapter 7 Fourier Series 2 A A A 2A . We observe that f ( t ) is purely imaginary. Figure 7. since C 3 = 2A ⁄ j3 π .10 Line Spectra When the Fourier series are known.1.22). To prove that (7. Page 7-32.1 * An instrument that displays the spectral lines of a waveform. Page 7−12 are the same.⎛… – 1 f ( t ) = -----⎝ 3 3 jπ j3 ω t ⎞ ⎠ 2A = -----jπ n = odd ∑ 1 --e n jn ω t (7. Line spectrum for square waveform in Subsection 7.109) The minus (−) sign of the first two terms within the parentheses results from the fact that C –n = C n∗ . Such a plot is known as line spectrum and shows the spectral lines that would be displayed by a spectrum analyzer*. 7. 7−36 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and so on. For instance.108) Using (7. this will produce the fundamental frequency sin ω t .34. Third Edition Copyright © Orchard Publications . 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.109) for which n = 1 . as expected. and this will produce the third harmonic sin 3 ω t .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 -.94). we group the two terms for which n = 3 . Page 7−11. Then. we group the two terms inside the parentheses of (7.( – 1 – 1 ) 2 = ----------.109) above and (7.4. and the higher harmonics times the amplitude of the fundamental. bn 4/π 0 1 2 3 4 5 6 7 8 9 nωt Figure 7. that is.34 shows the line spectrum of the square waveform in Subsection 7.( – 2 ) 2 = ------= ----------n = odd 2j π n 2j π n 2j π n jπn Cn (7. it follows that C –3 = C 3∗ = – 2A ⁄ j3 π .

Then. For this example. Thus. Page 7−17 The line spectra of other waveforms can be easily constructed from the Fourier series.4 As shown in Figure 7. Solution: This recurrent rectangular pulse is used extensively in digital communications systems.4.110) we obtain A -t C 0 = ----2π π⁄k –π ⁄ k A⎛π π⎞ . Waveform for Example 7.35 shows the line spectrum for the half−wave rectifier in Subsection 7. and plot its line spectra.Line Spectra Figure 7. To determine how faithfully such pulses will be transmitted. In other words.36.-= ----. Assume ω = 1 .4 Compute the exponential Fourier series for the waveform of Figure 7.36. A T T /κ −2π −π −π/κ 0 π/κ π 2π ωt Figure 7.+ -2π ⎝ k k ⎠ Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.110) The value of the average ( DC component) is found by letting n = 0 .4. A/ 2 A/π DC 2 4 6 8 0 1 nωt Figure 7.35. Third Edition Copyright © Orchard Publications 7−37 . it is necessary to know the frequency components. 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. Page 7−18. k is the ratio of the pulse repetition time to the duration of each pulse.36. Line spectrum for half−wave rectifier. the pulse duration is T ⁄ k . Example 7. is k times the pulse duration. from (7. the recurrence interval (period) T .

4 1./(2.2]) fplot('sin(10./(10.2]) 1. Third Edition Copyright © Orchard Publications .*x).39.110) yields A –jnt -e C n = -------------– jn2 π π⁄k –π ⁄ k A n π⎞ sin ( n π ⁄ k ) A e –e . fplot('sin(2.⋅ ------------------------C n = --k nπ ⁄ k f(t) = jn π ⁄ k – jn π ⁄ k or (7.*x).= ----= ----⎝ k⎠ nπ nπ nπ j2 A sin ( n π ⁄ k ) .Chapter 7 Fourier Series or --C0 = A k (7.113) The relation of (7.4 1.[−4 4 −0. for k = 2 .⋅ sin ⎛ ----. Line spectrum of (7.2 1 0.8 0.⋅ -----------------------------------. k = 5 and k = 10 respectively by using the MATLAB scripts below./(5.*x).*x)'.111) For the values for n ≠ 0 .113) has the sin x ⁄ x form. ∑ n = –∞ ∞ A sin ( n π ⁄ k ) --.[−4 4 −0.6 0.4 1.2 -0.⋅ ------------------------k nπ ⁄ k (7. and the line spectra are shown in Figures 7.*x)'.2 0 -0.4 -4 -3 -2 -1 0 1 2 3 4 K=2 Figure 7. integration of (7.113) for k = 2 7−38 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.[−4 4 −0.37 through 7.37.4 0.2]) fplot('sin(5.112) and thus.= A ------------------------.*x)'.

2 1 0.113) for k = 5 1.2 -0. the lines get closer together while the lines are further apart as k gets smaller. Line spectrum of (7. Line spectrum of (7.4 -4 -3 -2 -1 0 1 2 3 4 K=5 Figure 7.112).38.4 0.2 -0. as k becomes larger.4 to compute the exponential Fourier series of the unit impulse train A δ ( t ± 2 π n ) shown in Figure 7.2 0 -0.4 -4 -3 -2 -1 0 1 2 3 4 K=10 Figure 7.6 0. Solution: From relation (7.5 Use the result of Example 7.40. Page 7−38.2 1 0.113) for k = 10 The spectral lines are separated by the distance 1 ⁄ k and thus.8 0.Line Spectra 1.39.4 0. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.6 0.8 0. Third Edition Copyright © Orchard Publications 7−39 . Example 7.2 0 -0.

sin x 1 ..117) and as π ⁄ k → 0 .Chapter 7 Fourier Series A .4 A sin ( n π ⁄ k ) ..= ----- k k (7. ωt −8π −6π −4π −2π 0 2π 4π 6π 8π Figure 7.115) Next. as a recurrent pulse with amplitude k1 = ------------1 = ----A = ---------2π T⁄k 2π ⁄ k (7. Moreover.114).114) and the pulse width was defined as T ⁄ k .116) into (7.⋅ ------------------------C n = --k nπ ⁄ k (7. T 2π -.41. we see that (7. that is...= ----. Third Edition Copyright © Orchard Publications .41. and the total number of the pulses reduce to a unit impulse train..41.117) reduces to C n = ----x 2π 7−40 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.⋅ ------------------------C n = -----------2π nπ ⁄ k nπ ⁄ k k (7. that is.116) as shown in Figure 7.40. Impulse train for Example 7. we observe from Figure 7. all coefficients of the exponential lim ---------. we obtain sin ( n π ⁄ k ) 1.40. 1 A = -----------2π ⁄ k A T 2π/κ − 2π −π −π/κ 0 π/κ π 2π 2π ⁄ k ωt 1 Figure 7.= 1 . Recurrent pulse with amplitude A = ------------ By substitution of (7. recalling that x→0 Fourier series have the same amplitude and thus. let us represent the impulse train of Figure 7. . that each recurrent pulse becomes a unit impulse.------------------------sin ( n π ⁄ k ) k ⁄ 2π .

11 Computation of RMS Values from Fourier Series The RMS value of a waveform consisting of sinusoids of different frequencies. As T → ∞ . consists of a train of equal amplitude.43. and are equally spaced harmonics as shown in Figure 7... Line spectrum for Example 7. that is.42.Computation of RMS Values from Fourier Series 1 f ( t ) = ----2π ∑ n = –∞ ∞ e jn ω t (7. the lines in the line spectrum come closer together. Recurrent pulse with T → ∞ Now. Let us reconsider the train of recurrent pulses shown in Figure 7.42. become less and less frequent.. the frequency difference between consecutive harmonics becomes smaller.40. Accordingly. This forms the basis of the Fourier transform that we will study in the next chapter.43.. let us suppose that the pulses to the left and right of the pulse centered around zero. Thus. and the line spectrum becomes a continuous spectrum. is equal to the square root of the sum of the squares of the RMS values of each sinusoid. Third Edition Copyright © Orchard Publications 7−41 . In this case.118) reveals that the line spectrum of the impulse train of Figure 7. 7. the period T approaches infinity. A T T/κ −π/κ 0 −2 π −π π/κ π 2π ωt Figure 7. there is only one pulse left (the one centered around zero).5 Since these spectral lines extend from – ∞ to + ∞ . N −4 −3 −2 −1 0 1 2 3 4 Figure 7. In this case. . if Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the bandwidth approaches infinity. or in other words. 1 ⁄ 2π . the fundamental frequency approaches zero.118) The series of (7. ω → 0 as T approaches infinity.

such as current i ( t ) . will be 2T I m -2 = 1 --I 2 --------2 m T (7. or other cosine terms of different harmonic frequencies.44. Example 7.122). the RMS value of i is found from I RMS = I 0 + I 1 RMS + I 2 RMS + … + I N RMS 2 2 2 1 2 -I + 1 --I + … + 1 --I I 0 + -2 1m 2 2m 2 Nm 2 2 2 2 (7.44.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. from the orthogonality principle. will produce the terms I 0 . The result will also contain products of cosine functions multiplied by a constant.119) into (7.122) 2 2 2 Substitution of (7.120) is based on Parseval’s theorem. Third Edition Copyright © Orchard Publications . we will state this theorem in the next chapter.123) as in (7. is defined as I RMS = 1 -T ∫0 T i dt 2 (7. I 1m [ cos ( ω 1 t – θ 1 ) ] . But as we know.119) where I 0 represents a constant current. for each harmonic. I 2. and I 1. A brief description of the proof of (7. I N represent the amplitudes of the sinusoids.6 Consider the waveform of Figure 7. Waveform for Example 7. …. 1 ωt −1 Figure 7.120) or I RMS = (7. We recall that the RMS (effective) value of a function.121). will produce all zero terms except the cosine squared terms which. and other similar terms representing higher order harmonics.120) follows.122).6 7−42 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.121) The proof of (7. the integration of (7.

relation (7. we found that the given waveform may be written as 4 -.sin 3 ω t + 1 . from (7. Then.124) and as we know.4. the period is T = 2 π as shown in Figure 7. Waveform of Example 7. the RMS value of a sinusoid is a real number independent of the frequency and the phase angle.97 I RMS = -π 2 2⎝3⎠ 2⎝5⎠ (7.1.0 + -.45.[2π ] = 1 = ----2π I RMS = 1 b.+ … = 0. and it is equal to 0.45.6 showing period T = 2 π Then.+ -. In Subsection 7.⎛ sin ω t + 1 i ( t ) = -⎠ 5 3 π⎝ (7. relation (7. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.[ωt π = ----+ ωt 0 2π 2π ] π 1 . I RMS = 0. considering that higher harmonics have been neglected. By inspection.122) b.-. 1 π 2π ωt −1 Figure 7.707 times its maximum value.121) Solution: a.121) and (7. Third Edition Copyright © Orchard Publications 7−43 .-. Page 7−11. that is.707I max .( 1 ) 2 + -.Computation of RMS Values from Fourier Series Find the I RMS value of this waveform by application of a.124). 1 2 I RMS = -T ∫0 T 1 2 i dt = ----2π ∫0 2π 1 2 i d( ω t ) = ----2π ∫0 π 1 d( ω t ) + 2 ∫π 2π ( – 1 ) d( ω t ) 2 or 1 .sin 5 ω t + …⎞ -. 4 1 1 ⎛ 1 ⎞2 1 ⎛ 1 ⎞2 .125) This is a good approximation to unity.

The non−zero values will represent the average power for each harmonic in (7.46.46.127).128) where f ( t ) can represent voltages and currents.. Circuit for Example 7. We will use the subscripts 1 and 3 to represent the quantities due to the fundamental and third harmonic frequencies respectively. 1 -a + f ( t ) = -2 0 n=1 ∑ cn cos ( n ω t – θn ) ∞ (7.cos 3 ω t⎞ V where ω = 1000 r ⁄ s .126) The proof is obtained from the definition of average power. cos ω t – -a. compute: . and we will denote them with capital letters.7 Solution: a. we can use phasor quantities.e. Third Edition Copyright © Orchard Publications . The average power P ave delivered by the voltage source. by substitution of these series for v and i into (7.126).127) and the expression for the alternate trigonometric Fourier series.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. will be zero. Then.7 For the circuit of Figure 7. we will find that the products of v and i that have different frequencies. that is. 7−44 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Since the excitation consists of two sinusoids of different frequencies. i. The current i c ( t ) given that v in ( t ) = 6 ⎛ ⎝ ⎠ 3 1 b. and only the products of the same frequency terms will have non-zero values. Example 7.Chapter 7 Fourier Series 7. 1 P ave = -T ∫0 T 1 p dt = -T ∫0 vi dt T (7. R 1Ω C v in ( t ) –3 10 -----------F 3 iC ( t ) Figure 7.

8 w The average power absorbed by the capacitor is zero. the average power absorbed by the resistor.6 ° ) + -----.41 ∠( 225 – 135 )° = ----------------------I C3 = ---------Z3 2 ∠– 45 ° ⇔ i C3 ( t ) = 1.41 .( 1.⋅ --------.= 1.90 cos ( ω t + 71.41 cos ( 3 ω t – 135 ° ) (7.6 ° (7.I R = -–I ) = -P ave = -2 1max 3max 2 2 max Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= – j3 ---------3 –3 ω1 C 10 × 10 ⁄ 3 Z 1 = 1 – j3 = 10 ∠– 71. Third Edition Copyright © Orchard Publications 7−45 .130).6 ° V in1 6 ∠0 ° .= 1.41 2 ) = 0.130) From (7.41 cos ( 3 ω t – 135 ° ) A (7.6 ° ⇔ i ( t ) = 1. i c ( t ) = i c1 ( t ) + i c3 ( t ) = 1.133) or Check: P ave = 0. and therefore.cos ( 71.90 2 – 1.41 ∠225 ° = 1.cos ( – 135 ° ) .Computation of Average Power from Fourier Series Then.90 2 1. v in1 ( t ) = 6 cos ω t ⇔ V in1 = 6 ∠0 ° V –j – j = ------------------------------.132) (7.129) and (7. must be equal to the average power delivered by the source.90 ∠71.= – j1 3 –3 ω3 C 3 × 10 × 10 ⁄ 3 Z 3 = 1 – j1 = 2 ∠– 45 ° V in3 2 ∠180 ° .6 ° ) + 1.129) Next.131) b.90 cos ( ω t + 71. The average power absorbed by the resistor is 1 2 1 1 2 2 -(I .8 w .⋅ --------= -----2 2 2 2 (7.6 ° ) A = -----------------------------I C1 = ---------C1 Z1 10 ∠– 71. 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 6 1. v in3 ( t ) = – 2 cos 3 ω t = 2 cos ( 3 ω t + 180 ° ) ⇔ V in3 = 2 ∠180 ° V –j – j = ------------------------------------------------.

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

Use the exponential Fourier series to evaluate the average value C 0 and the first 3 harmonics C 1. and since cos ω t is an even function. for the trigonometric Fourier series. and a and b are numeric values for the definite integral a to b. Third Edition Copyright © Orchard Publications 7−47 . Therefore.48 is a partial table showing the computation of the coefficients of the square waveform. Page 7−32 are real and C –n = C n = 1 ⁄ 2 .49 is a partial table showing the computation of the coefficients of a clipped sine waveform. all C n coefficients in relation (7. 1) end % Define symbolic variable t % Period of the signal % radian frequency omega % Evaluate DC component and first 3 harmonics % Exponential Fourier Series.= cos ω t . for n=0:3 Cn=(1/T)*int(cos(w*t)*exp(−j*w*n*t).95).e–j ω t + 0 + 1 -.a. -. from (7.100).8 Let f ( t ) = cos ω t where ω = 1 . C 3 using MATLAB. t. Solution: We use the following MATLAB script where the statement int(f.e jωt + 0 + … = e -------------------------f ( t ) = … + 0 + -2 2 2 Also.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. C 2. The complete tables extend to the seventh harmonic to the right and to 360 ° down.b) where f represents the function to be integrated. jωt –j ω t 1 + e . Example 7.= 1 --+1 a n = C n + C –n = 1 2 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 7.t. 0.99) 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. syms t T=1. t is a symbolic variable for the symbolic expression. Page 7−33. and Figure 7. w=2*pi/T.Evaluation of Fourier Coefficients Using MATLAB® Figure 7. relation (7.

991 0.991 0.087 0.044 0.866 0.609 0.000 1.966 0.500 0.707 0.0 17.174 0.000 0.643 0.966 0.996 0.866 0.342 0.342 0.924 0.843 0.000 0.966 0.174 0.654 0.0 0.131 0.044 0.000 0.643 0.537 0.5 40.609 0.887 0.500 -0.044 0.000 0.000 0.819 0.383 -0.000 1.131 0.676 0.906 0.000 1.0 22.866 0.174 0.000 1.393 0.0 -1.0 27.000 -0.500 0.500 -0.000 0.5 15.985 0.985 0.259 -0.567 0.793 -0.5 30.866 0.423 0.175 0.000 1.500 0.819 0.676 0.259 -0.924 0.044 0.000 1.0 2.866 0.044 0.500 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.906 0.609 0.707 0.793 0.000 0.985 0.423 0.707 0.793 0.500 ysin3x 0.707 0.643 0.383 0.131 -0.976 0.966 0.087 0.991 0.996 0.924 0.0 8.906 0.0 -0.087 0.500 0.0 0.259 0.383 0.766 0.000 0.000 0.676 0.866 sin3x 0.305 0.0 12.000 0.737 0.000 1.462 0.044 0.991 1.216 0.906 0.866 0.000 0.259 0.766 0.829 0.383 0.000 1.349 0.000 0.0 47.5 Square waveform f(t)=4(sinwt/p+sin3wt/3p+sin5wt/5p+ ….000 1.216 0.087 -0.766 1.996 1.0 37.462 0.707 0.737 0.044 0.737 0.000 1.574 0.940 0.0 2.707 0.996 1.609 0.000 0. Numerical computation of the coefficients of the square waveform (partial listing) y=f(x) 0.000 1.0 6.996 0.866 0.) Numerical: Average= 1.609 0.000 0.500 0.737 0.500 0.044 0.000 0.174 0.793 0.574 0.000 1.906 0.537 0.087 0.985 cosx ycosx sinx ysinx cos2x ycox2x sin2x ysin2x 0.383 0.866 0.000 0.996 0.991 1.940 0.131 0.423 0.044 0.574 0.262 0.131 0.611 0.044 0.383 0.966 0.991 0.000 1.383 -0.887 0.480 0.259 0.843 0.698 0.174 0.044 1.609 0. Third Edition Copyright © Orchard Publications x(deg) x(rad) 0.423 0.000 0.000 1.5 0.000 0.707 0.985 0.044 0.500 0.000 1.924 0.383 0.131 -0.966 0.044 0.643 0.301 0.342 0.985 0.342 0.999 0.423 0.707 0.707 -0.866 0.766 0.643 0.0 7.044 0.991 0.954 0.766 0.924 0.985 cos3x ycos3x 1.044 0.5 50.500 0.087 0.000 0.218 0.044 0.180 0.000 0.436 0.423 0.259 0.044 0.707 0.793 0.574 0.342 0.707 0.793 -0.48.999 0.954 0.966 0.000 0.676 0.0 32.000 1.940 0.609 -0.819 0.985 0.966 0.259 0.996 0.000 0.940 0.301 0.000 -0.5 5.707 0.5 Chapter 7 Fourier Series 0.996 0.609 0.259 0.819 0.643 0.000 1.087 0.131 0.643 0.574 0.609 0.259 0.131 0.643 0.259 0.174 0.707 0.0 4.966 0.500 0.044 0.609 -0.5 20.785 0.924 0.000 Figure 7.924 0.044 0.866 0.000 1.500 0.966 0.259 0.924 0.000 0.131 0.174 0.991 0.5 10.524 0.7−48 Analytical: 1.174 0.000 0.766 0.819 0.259 0.044 0.000 0.707 0.819 0.044 0.000 0.000 0.5*a0 0.254 0.044 0.966 0.5 35.342 0.000 1.087 0.087 -0.976 0.000 -0.742 0.574 0.5 -1.0 DC= a1= a2= a3= a4= a5= a6= a7= b1= b2= b3= b4= b5= b6= b7= 1.866 0.766 0.966 0.906 0.707 0.0 42.940 0.000 0.793 0.273 0.866 0.424 0.000 1.873 .044 0.940 0.793 0.707 -0.5 45.793 0.000 0.793 0.000 -0.866 0.766 0.5 25.

378 0.383 0.047 0.866 0.087 0.698 0.342 0.940 0.991 0.707 0.643 0.940 0.5 35.030 0.246 0.010 0.866 0.342 0.000 0.5 20.043 0.174 0.000 0.022 0.966 0.5 1.567 0.131 -0.087 0.022 0.338 0.213 0.0 6.819 0.000 0.059 0.999 0.383 0.483 0.996 1.304 -0.018 0.272 0.163 0.129 0.0 7.843 0.028 b6= 0.500 ysin3x 0.609 b2= 0.174 0.819 0.654 0.0 32.906 0.129 0.109 0. Third Edition Copyright © Orchard Publications y=f(x) cosx 1.250 0.131 0.966 0.000 0.259 0.022 0.462 0.393 0.138 b4= 0.609 0.044 -0.262 0.433 sin3x 0.086 0.342 0.500 0.022 0.121 0.574 0.067 0.0 8.000 0.5 30.793 -0.500 0.000 b7= -0.500 0.433 0.296 0.609 0.087 0.766 0.183 0.5 2.271 0.183 0.609 0.676 0.004 0.000 0.017 0.000 -0.924 0.043 0.087 -0.000 -0.216 0.259 0.707 0.287 0.500 0.480 0.000 0.0 2.609 0.009 0.224 0.000 0.496 0.866 0.991 0.383 0.866 0.013 0.991 0.017 0.060 0.423 0.643 0.129 -0.354 0.321 0.0 -1.022 0.002 0.766 0.5 50.087 0.011 0.004 0.537 0.034 0.349 0.174 0.006 0.0 0.383 0.985 0.500 0.500 0.966 0.015 0.259 0.287 0.084 0.008 0.966 0.5 10.737 0.707 0.044 0.146 0.269 0.191 -0.000 0.338 0.000 0.737 0.492 0.301 0.785 0.453 0.423 0.707 0.793 0.008 0.5 40.239 0.0 27.397 0.0 37.966 0.090 0.383 -0.0 0.49.172 0.015 0.996 0.304 0.150 0.966 0.131 0.271 0.179 0.906 0.793 0.985 0.500 -0.172 0.500 0. 5π/6 etc.5 0.126 0.132 0.492 cos3x ycos3x 1.087 0.000 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.0 -0.262 0.Analytical: Sine wave clipped at π/6.498 0.5 15.940 0.483 0.5*a0 ysin2x 0.321 0.408 0.887 0.065 -0.524 0.873 7−49 .924 0.044 0.174 0.259 -0.676 0.216 0.985 ycosx sinx ysinx cos2x ycox2x sin2x 0.250 0.500 0.301 0.002 0.321 0.183 0.342 0.707 0.383 1.000 0.500 0.369 0.611 0.5 -1.044 0.410 0.458 0.196 0.211 0.006 0.354 0.742 0.171 0.609 -0.020 0.433 0.171 0.265 0.044 0.954 0.500 0.022 0.0 22.129 0.087 0.000 0.023 0.000 0.369 0.433 0.462 0.259 0.707 0.000 b3= 0.022 0.707 0.500 0.397 -0.131 0.131 0.996 0.000 0.500 0.022 0.087 0.0 DC= a1= a2= a3= a4= a5= a6= a7= b1= 0.643 0.436 0.906 0.829 0.000 0.250 Figure 7.500 0. Numerical computation of the coefficients of a clipped sine waveform (partial listing) x(deg) x(rad) Evaluation of Fourier Coefficients Using MATLAB® 0.305 0.354 0.924 0.423 0.500 0.410 0.976 0.0 12.000 b5= 0.866 0.259 0.050 0.793 0.000 0.171 0.500 0.5 45.250 0.091 0.000 0.462 0.996 0.087 0.044 0.087 0.259 0.866 0.117 0.000 0.574 0.218 0.924 0.000 0.000 0.498 0.000 0.766 0.354 -0.866 0.220 0.0 0.250 -0.793 0.0 17.175 0.5 25.304 0.5 5.470 0.146 0.354 0.383 0.000 0.707 -0.354 0.985 0.000 -0.422 0.383 0.991 1.500 0.766 0.423 0.0 4.000 0.819 0.0 42. Numerical: f(t)=unknown 1.174 0.324 0.0 47.000 -0.022 0.574 0.643 0.000 0.397 0.131 0.211 0.

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

– -----π π 1 -----------------.cos 3 ω t + -f ( t ) = -----⎠ π 5 π ⎝ 3 n = odd ∑ ( –1 ) (n – 1) ---------------2 1 -.⎛ a n + ---.sin 3 ω t + ----( –1 ) 2 ⎝ 2 ⎠ 49 25 9 π n = odd π (n – 1) ---------------2 1 ---.cos n ω t 2 n ( – 1 ) n = 2.+ ------------.------------. Third Edition Copyright © Orchard Publications 7−51 .cos ω t – 1 -.cos n ω t n • The trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A ------.+ ------------.+ … --.Summary • The trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A ⎛ .= -C n = -⎝ ⎠ 2 n n 2 j 1 -a C 0 = -2 0 • The C i coefficients.sin ω t – 1 f ( t ) = ------. are complex.+ ------------.sin 7 ω t + …⎞ = -----.sin n ω t n • The trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 1 8A ⎛ 1 . and appear as complex conjugate pairs.cos 5 ω t – …⎞ = -----.+ --f(t) = A π 63 35 15 3 π 2 • The trigonometric form of the Fourier series for the full−wave rectifier with even symmetry is 2A 4A f ( t ) = -----.sin 2 ω t + 1 . C – n = C n∗ Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 4.= -C – n = -⎝ ⎠ 2 n 2 j b n⎞ 1 1 .sin t – --.( a + jb n ) .sin 4 ω t + …⎞ = 2A -.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 . that is. 6. except C 0 .sin 3 ω t – 1 -.sin 5 ω t – ----.a n – ---.⎛ sin ω t – 1 f ( t ) = -----⎝ ⎠ π 4 3 2 π ∑ ( –1 ) ∑ n–1 1 -. … ∑ ∞ • The Fourier series are often expressed in exponential form as f ( t ) = … + C –2 e – j2 ω t + C –1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… where the C i coefficients are related to the trigonometric form coefficients as b n⎞ 1 1⎛ .( a –j b ) .

for ω ≠ 1 . Third Edition Copyright © Orchard Publications . Thus.I + … + --I I 0 + -2 1m 2 2m 2 Nm 2 2 2 2 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. • Τhe RMS value of a waveform consisting of sinusoids of different frequencies. I RMS = I 0 + I 1 RMS + I 2 RMS + … + I N RMS 1 2 1 2 1 2 2 . • Τhe line spectrum of an impulse train consists of a train of equal amplitude.I + -. all coefficients C i are real • For odd functions.Chapter 7 Fourier Series • In general. • The frequency components of a recurrent rectangular pulse follow a sin x ⁄ x form. 1 C n = -T ∫0 T f(t)e – jn ω t 1 d( 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. 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. and are equally spaced harmonics. 7−52 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 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.

Compute the first 5 components of the exponential Fourier series for the waveform shown below. Assume ω = 1 . 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. Compute the first 5 components of the trigonometric Fourier series for the waveform shown below. f( t) A 0 ωt 2. Compute the first 5 components of the trigonometric Fourier series for the waveform shown below. Third Edition Copyright © Orchard Publications 7−53 . f(t) A 0 ωt 4.Exercises 7. Assume ω = 1 . Assume ω = 1 .16 Exercises 1. f(t) A 0 ωt 3.

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

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

the series consists of cosine terms only.cos n ----.sin n π – sin n .– -----cos 7t + …⎞ = A cos 5t + ----f ( t ) = -2 ⎝ ⎠ π 49 25 9 2 2 π ∑ n = odd ∞ 1---cos nt 2 n 2.+ ----------–1 .sin ----.Chapter 7 Fourier Series and so on.sin nt + -----nπ π π⁄2 2A ⎛ nπ nπ 4A ⎛ π π . a 3 = --------. There is no half− wave symmetry and the average ( DC component) is not zero.( – 1 – 1 ) = – -----for n = 1. a 4 = ---------2 2 2 2 9π 9π 7 π We observe that the fourth harmonic and all its multiples are zero.a 0 – 4A -----. a 1 = -----------.– ---------.sin a x = ---.t cos nt dt + -π π and with ∫π ⁄ 2 A cos nt dt π (1) ∫ x cos ax dx 1 x 1 . a 2 = -------2 2 2 2 π 4π π π 4A – 4A 4A .+ ----⎠ ⎠ nπ ⎝ 2 2⎝ 2 2 2 2 n π and since sin nt π = 0 for all integer n .sin ----a n = ---------2 ⎝ ⎠ 2 2 2 2 nπ 2 2 2 2 nπ 2 n π n π n π 4A 4A 2A .⎛ cos t + 1 --. therefore. 7−56 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.sin n . 4A 111 -.( cos ax + ax sin ax ) = ---2 2 a a a relation (1) above simplifies to 4A 1 .cos n .cos 3t + ----.---.( 0 – 1 ) = – --------(1 – 1) = 0 for n = 3. Therefore.= -----. 4A ⎛ 2A n π 4A π 4A -----π 2A π ⎞ .cos n = --------------⎞ .cos ax + -.– . Therefore.– 1 – 0⎞ + ---------.= -------------------------.= -------------.( cos nt + nt sin nt ) a n = -----2 2 π n π⁄2 0 2A .a = ---------------. Third Edition Copyright © Orchard Publications . for n = 2. f( t) A 0 2A ------t π π⁄2 π 3π ⁄ 2 π ωt This is an even function. for n = 4. 1 Area 2 × [(A ⁄ 2) ⋅ (π ⁄ 2)] + Aπ 3A ⋅ ( π ⁄ 2 ) 3A .( 0 – 1 ) = – 4A .= --------------------------------------------------------------Average = -2 0 Period 2π 2π 4 2 a n = -π ∫0 π⁄2 2A 2 -----.

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

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

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

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

The Fourier transforms of the most common functions are derived. in general. Third Edition Copyright © Orchard Publications 8−1 .Chapter 8 The Fourier Transform T his chapter introduces the Fourier Transform. also known as the Fourier Integral. the unit impulse. that is. or in exponential form. and a single rectangular pulse are not periodic functions. produce discrete line spectra with non-zero values only at specific frequencies referred to as harmonics. The definition.1) and assuming that it exists for every value of the radian frequency ω .1 Definition and Special Forms We recall that the Fourier series for periodic functions of time. we form the integral F(ω) = ∫– ∞ f ( t ) e ∞ –j ω t dt (8.2) The Inverse Fourier transform is defined as 1 f ( t ) = ----2π ∫– ∞ F ( ω ) e ∞ jωt dω (8. theorems. The frequency spectra for these functions are continuous as we will see later in this chapter. such as those we discussed on the previous chapter. other functions of interest such as the unit step. the unit ramp. and properties are presented and proved. a complex function. and several examples are provided to illustrate its application in circuit analysis. We can express it as the sum of its real and imaginary components. and F F {f(t)} = F(ω) –1 (8. However. we call the function F ( ω ) the Fourier transform or the Fourier integral.4) (8. 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. for a signal that is a function of time with period from – ∞ to + ∞ . the system function is defined. 8. The Fourier transform is. We may think of a non-periodic signal as one arising from a periodic signal in which the period extents from – ∞ to + ∞ .5) { F(ω )} = f( t) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Then.

These notations have the same meaning as Re { f ( t ) } and Im { f ( t ) } . in general.13) and 8−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.7) ∫– ∞ ∞ [ 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 (8.9) (8.1). we see that the real and imaginary parts of F ( ω ) are F Re ( ω ) = and ∫–∞ [ fRe ( t ) cos ω t + fIm ( t ) sin ω t ] dt ∫–∞ [ fRe ( t ) sin ω t –fIm ( t ) cos ω t ] dt ∞ ∞ (8.8). we obtain F(ω ) = and by Euler’s identity F(ω) = ∫– ∞ ∞ f Re ( t ) e –j ω t dt + j ∫–∞ fIm ( t ) e ∞ ∞ –j ω t dt (8. and thus we can express it as the sum of its real and imaginary parts. Third Edition Copyright © Orchard Publications .Chapter 8 The Fourier Transform 8. as f ( t ) = f Re ( t ) + j f Im ( t ) (8.2 Special Forms of the Fourier Transform The time function f ( t ) is.3) yields 1f ( t ) = ----2π ∞ and by Euler’s identity. that is. the real and imaginary parts of f ( t ) in terms of the Inverse Fourier transform are 1f Re ( t ) = ----2π (8.11) ∫–∞ [ 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. 1 f ( t ) = ----2π ∞ ∫–∞ [ FRe ( ω ) + jFIm ( ω ) ] e jωt dω (8.10) F Im ( ω ) = – We can derive similar forms for the Inverse Fourier transform as follows: Substitution of (8.2) into (8.6) The subscripts Re and Im will be used often to denote the real and imaginary parts respectively.8) From (8.6) into the Fourier integral of (8.12) 1+ j ----2π Therefore. complex. By substitution of (8.

Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1 and 8. (8. we will also consider the cases when f ( t ) is real and even.2. even. We know that any function f ( t ) can be expressed as the sum of an even and an odd function.2.2. whereas the product of an odd function and an even function will result in an odd function. we will use the above relations to derive the time to frequency domain correspondence for real. imaginary.1. in general.2 − 8. while the sine is an odd function. complex.Special Forms of the Fourier Transform 1f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∞ (8.16) Conclusion: If f ( t ) is real. the product of two odd functions or the product of two even functions will result in an even function. * In our subsequent discussion.9) and (8. and odd functions in both the time and the frequency domains.15) and F Im ( ω ) = – (8. as indicated in Table 8.10) reduce to F Re ( ω ) = ∞ ∫–∞ fRe ( t ) cos ω t dt ∫–∞ fRe ( t ) sin ω t dt ∞ (8. We indicate this result with a check mark in Table 8. TABLE 8.1 Real Time Functions If f ( t ) is real. Also. we will make use of the fact that the cosine is an even function. Therefore. F ( ω ) is.14) Now.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. Third Edition Copyright © Orchard Publications 8−3 .1 Time Domain and Frequency Domain Correspondence (Refer to Tables 8.2.2. and when f ( t ) is real and odd*. The derivations are shown in Subsections 8. We will show these in tabular form.

16) reduce to: F Re ( ω ) = 2 ∫0 ∞ f Re ( t ) cos ω t dt f Re ( t ) = even (8. is even.7) f(t) Real Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Imaginary F(ω) Complex Even Odd a. b. In this case. while the product f Re ( t ) sin ω t is odd. F ( ω ) is also real and even.Chapter 8 The Fourier Transform TABLE 8. substitution of – ω for ω in (8. the product f Re ( t ) cos ω t . is odd. with respect to t .19) Conclusion: If f ( t ) is real and even. while the product f Re ( t ) sin ω t is even. To determine whether F ( ω ) is even or odd when f Re ( t ) = even . (8.15) and (8. F ( ω ) is real as seen in (8.15) and (8.18) Therefore.3 − 8. Third Edition Copyright © Orchard Publications . 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 ) (8.2 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. In this case. Thus.17) and F Im ( ω ) = – ∫–∞ fRe ( t ) sin ω t dt ∞ = 0 f Re ( t ) = even (8. f Re ( t ) is even If f Re ( – t ) = f Re ( t ) . We indicate this result in Table 8.17). the product f Re ( t ) cos ω t . if f Re ( t ) = even .17). f Re ( t ) is odd If – f Re ( – t ) = f Re ( t ) . (8.3. we must perform a test for evenness or oddness with respect to ω .16) reduce to: 8−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. with respect to t .

Third Edition Copyright © Orchard Publications 8−5 . if f Re ( t ) = odd . TABLE 8.4.21) Therefore. To determine whether F ( ω ) is even or odd when f Re ( t ) = odd . F ( ω ) is imaginary.4 − 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 ) (8.7) 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.4 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. Thus. F ( ω ) is imaginary and odd. We indicate this result in Table 8.20) and F Im ( ω ) = – 2 f Re ( t ) sin ω t dt f Re ( t ) = odd (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. we perform a test for evenness or oddness with respect to ω .Special Forms of the Fourier Transform TABLE 8.5 − 8.21).22) Conclusion: If f ( t ) is real and odd.3 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. substitution of – ω for ω in (8.

complex.2.24) Conclusion: If f ( t ) is imaginary.26) yields 8−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Chapter 8 The Fourier Transform 8. (8. the product f Im ( t ) cos ω t . f Im ( t ) is even If f Im ( – t ) = f Im ( t ) .24) reduce to: F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫0 ∞ = 0 f Im ( t ) = even (8. (8. we perform a test for evenness or oddness with respect to ω . In this case. substitution of – ω for ω in (8. and f ( t ) is imaginary and odd.26) Therefore. TABLE 8.5 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8.25) and F Im ( ω ) = 2 f Im ( t ) cos ω t dt f Im ( t ) = even (8. To determine whether F ( ω ) is even or odd when f Im ( t ) = even . a.9) and (8. in general. F ( ω ) is imaginary. with respect to t . we will consider the cases where f ( t ) is imaginary and even. is even while the product f Im ( t ) sin ω t is odd. Third Edition Copyright © Orchard Publications .6 − 8.10) reduce to F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫–∞ fIm ( t ) cos ω t dt ∞ (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 Next.23) and (8. We indicate this result in Table 8.2 Imaginary Time Functions If f ( t ) is imaginary. Thus. F ( ω ) is.5. if f Im ( t ) = even .23) and F Im ( ω ) = (8.

29) Therefore.27) Conclusion: If f ( t ) is imaginary and even. while the product f Im ( t ) sin ω t is 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.7. we perform a test for evenness or oddness with respect to ω . 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 (8.6 Time Domain and Frequency Domain Correspondence (Refer also to Table 8. f Im ( t ) is odd If – f Im ( – t ) = f Im ( t ) . We indicate this result in Table 8. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.6. if f Im ( t ) = odd . with respect to t . F ( ω ) is also imaginary and even. F ( ω ) is real.28) and F Im ( ω ) = ∫–∞ fIm ( t ) cos ω t dt ∞ = 0 f Im ( t ) = odd (8. the product f Im ( t ) cos ω t . F ( ω ) is real and odd. To determine whether F ( ω ) is even or odd when f Im ( t ) = odd . (8.23) and (8. In this case.30) Conclusion: If f ( t ) is imaginary and odd.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. is odd. Thus. substitution of – ω for ω in (8. Third Edition Copyright © Orchard Publications 8−7 .

f ( t ) is real. Then.32) (8.35) 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. the real part of F ( ω ) is even. Third Edition Copyright © Orchard Publications . that is. can we conclude that f ( t ) is real? The answer is yes. Therefore. if F ( ω ) of some function of time f ( t ) is known. 1f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ω t + FIm ( ω ) cos ω t ] dω ∞ (8. * In relations (8. which is repeated here for convenience.31) and (8. Page 8−3.35) We observe that the integrand of (8. we determined that F Re ( ω ) is even and F Im ( ω ) is odd. F Re ( – ω ) = F Re ( ω ) f ( t ) = Real f ( t ) = Real (8.31) (8.34) Now. 8−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Chapter 8 The Fourier Transform TABLE 8. and F ( ω ) is such that F ( – ω ) = F∗ ( ω ) . f Im ( t ) = 0 .7 is now complete and shows that if f ( t ) is real (even or odd).32) above.14).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 the imaginary part is odd.33) and F Im ( – ω ) = – F Im ( ω ) Since. 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.

2 Symmetry If F ( ω ) is the Fourier transform of f ( t ) . Also. the linearity property of the Fourier transform states that a1 f1 ( t ) + a2 f2 ( t ) + … + an fn ( t ) ⇔ a1 F1 ( ω ) + a2 F2 ( ω ) + … + an Fn ( ω ) (8. The procedure is the same as for the linearity property of the Laplace transform in Chapter 2. we rewrite (8.38) where a i is some arbitrary real constant.3.Re A ( ω ) cos [ ω t + ϕ ( ω ) ] dω = -π ∫0 ∞ (8.3. Proof: The proof is easily obtained from (8. the symmetry property of the Fourier transform states that F ( t ) ⇔ 2 π f ( –ω ) (8. 8.36) and since the integrand is an even function with respect to ω . 8. is that F ( – ω ) = F∗ ( ω ) . the definition of the Fourier transform. we can state that a necessary and sufficient condition for f ( t ) to be real .3) can be simplified as follows: From (8.14 below.1 through 8. Page 8−2.3 Properties and Theorems of the Fourier Transform The most common properties and theorems of the Fourier transform are described in Subsections 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 . Page 8−1.39) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.3. 1 f Re ( t ) = ----2π ∫–∞ [ FRe ( ω ) cos ω t –FIm ( ω ) sin ω t ] dω ∞ (8. Third Edition Copyright © Orchard Publications 8−9 .Properties and Theorems of the Fourier Transform Accordingly.37) F(ω)e j[ωt + ϕ(ω)] dω 8. that is.1 Linearity If F 1 ( ω ) is the Fourier transform of f 1 ( t ) . the Inverse Fourier transform of (8. and so on. if it is known that f ( t ) is real.1).13). F 2 ( ω ) is the transform of f 2 ( t ) .3.

39). ∞ F { f ( at ) } = ∫–∞ f ( at ) e –j ω t dt (8.41) We let at = τ . if in F ( ω ) . t = τ ⁄ a . 2 π f ( –t ) = ∫– ∞ F ( ω ) e ∫– ∞ F ( ω ) e ∞ ∞ ∞ jωt dω –j ω t dω Interchanging t and ω . and divide F ( ω ⁄ a ) by the absolute value of a . and F ( ω ) is the Fourier transform of f ( t ) . then.F --f ( at ) ⇔ ---a ⎝ a ⎠ (8. then.3.40) that is. and (8.Chapter 8 The Fourier Transform that is. we must replace the variable ω in the frequency domain by ω ⁄ a .3 Time Scaling If a is a real constant. Third Edition Copyright © Orchard Publications . 1 ⎛ ω⎞ .41) becomes F {f(τ)} For a < 0 . we obtain the Fourier transform pair of (8.39) follows. the time scaling property of the Fourier transform states that if we replace the variable t in the time domain by at .= -d⎛ ⎝a⎠ a ∞ ∫– ∞ f ( τ ) e –j ω t ∞ ω -⎞ τ – j ⎛ --⎝ a⎠ 1 ⎛ω⎞ .F --dτ = -a ⎝a⎠ F { f ( –at ) } 8−10 = ∫–∞ f ( –at ) e dt Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ∫– ∞ F ( t ) e –j ω t dt 8. Proof: Since 1 f ( t ) = ----2π then. For a > 0 . we obtain 2 π f ( –ω ) = and (8. we replace ω with t . = ∫– ∞ f ( τ ) e ∞ τ -⎞ –j ω ⎛ ⎝a⎠ τ⎞ 1 . Proof: We must consider both cases a > 0 and a < 0 .

from (8. then.40) and (8.3.40). where ω 0 is a constant.Properties and Theorems of the Fourier Transform and making the above substitutions. 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. then.43) = ∫– ∞ f(t )e –j ( ω – ω0 ) dt = F ( ω – ω 0 ) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5 Frequency Shifting If F ( ω ) is the Fourier transform of f ( t ) . Therefore. but the term ω t 0 is added to its phase angle.42) that is. the Fourier transform magnitude does not change. Proof: F { f ( t – t0 ) } = ∫– ∞ f ( t – t ) e 0 ∞ –j ω t dt We let t – t 0 = τ . t = τ + t 0 . for 1 ⁄ a we obtain (8.43) that is.4 Time Shifting If F ( ω ) is the Fourier transform of f ( t ) . 8. e j ω0 t = e F(ω) f ( t ) ⇔ F ( ω – ω0 ) j ω0 t (8. dt = d τ . f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 (8. multiplication of the time function f ( t ) by e the Fourier transform by ω 0 . Proof: . then. the time shifting property of the Fourier transform states that if we shift the time function f ( t ) by a constant t 0 . 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. Third Edition Copyright © Orchard Publications 8−11 . we find that the multiplying factor is – 1 ⁄ a .

f ( t ) ⇔ ( j ω )n F ( ω ) n dt dn f ( t ) .Chapter 8 The Fourier Transform e j ω0 t 1 ⎛ ω – ω0 ⎞ . F ( ω – ω0 ) –F ( ω + ω0 ) f ( t ) sin ω 0 t ⇔ ------------------------------------------------------j2 (8.47) follows. d ------.46) 8.----n n⎝ dt dt 2 π 1= ----2π n n ∫– ∞ F ( ω ) e n ∞ jωt 1 dω ⎞ = ----⎠ 2π ∫ d .45) Similarly. that is. if it exists.3.47) Proof: Differentiating the Inverse Fourier transform.44) The Frequency Shifting Property. 8−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. that is.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. Thus. Third Edition Copyright © Orchard Publications .6 Time Differentiation If F ( ω ) is the Fourier transform of f ( t ) . the Fourier transform of ------n dt n n (8.43) is also used to derive the Fourier transform of the modulated signals f ( t ) cos ω t and f ( t ) sin ω t . then. is ( j ω ) F ( ω ) . 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. (8.F --------------f ( at ) ⇔ ---⎠ a ⎝ a (8. we obtain d ⎛ 1 d ------.f ( t ) = ------.

4.3. d n F(ω ) ( – j t ) f ( t ) ⇔ --------n dω n (8.Properties and Theorems of the Fourier Transform 8.48) follows. then.3. Third Edition Copyright © Orchard Publications 8−13 . then. . then.6.7 Frequency Differentiation If F ( ω ) is the Fourier transform of f ( t ) .49) F ( 0 ) = 0 . ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω) (8.+ π F ( 0 )δ ( ω ) ∫–∞ f ( τ ) dτ ⇔ ----------jω t F(ω ) (8. f∗ ( t ) ⇔ F ∗ ( – ω ) (8.9 Conjugate Time and Frequency Functions If F ( ω ) is the Fourier transform of the complex function f ( t ) . then. if the Fourier transform of f ( t ) = f Re ( t ) + f Im ( t ) is F ( ω ) .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 8.48) Proof: Using the Fourier transform definition. Page 8−22.8 Time Integration If F ( ω ) is the Fourier transform of f ( t ) . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.50) and this is easily proved by integrating both sides of the Inverse Fourier transform. and the proof for the Time Integration Property.3. the Fourier transform of f∗ ( t ) = f Re ( t ) – f Im ( t ) is F∗ ( – ω ) .51) that is. then. Page 8−23. 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 f ( t ) --------dt n –∞ dω n ∞ n and (8. ∫– ∞ ∞ f ( t ) ( –j t ) e n –j ω t dt = ( – j t ) ∫– ∞ f ( t ) e ∞ –j ω t dt 8. In the special case where in (8.

10 Time Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) . 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. F∗ ( ω ) = ∫– ∞ f Re ( t ) e jωt ∫–∞ fIm ( t ) e –j ω t jωt dt Replacing ω with – ω . f 1 ( t )∗ f 2 ( t ) ⇔ F 1 ( ω ) F 2 ( ω ) (8.53). then. ∫–∞ [ fRe ( t ) – jfIm ( t ) ] e ∞ dt 8.52) follows. then. replacing it with F 2 ( ω ) e –j ω t0 –j ω t0 into the bracketed integral of . and thus (8.53) dt dτ –j ω t and letting t – τ = σ .3. corresponds to multiplication in the frequency domain.53).52) that is. F { f 1 ( t )∗ f 2 ( 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 ) . we obtain 8−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.51) follows.Chapter 8 The Fourier Transform Proof: F(ω) = = ∫– ∞ ∫– ∞ ∞ ∞ f(t )e –j ω t dt = ∫–∞ [ fRe ( t ) + jfIm ( t ) ] e ∫–∞ fIm ( t ) e dt – j ∞ ∞ –j ω t ∞ –j ω t dt f Re ( t ) e ∞ –j ω t dt + j dt Then. convolution in the time domain. and by substitution into (8. we obtain F∗ ( – ω ) = and (8. Third Edition Copyright © Orchard Publications . then. and F 2 ( ω ) is the Fourier transform of f 2 ( t ) . We can apply the time shifting property f ( t – t 0 ) ⇔ F ( ω ) e (8. dt = d σ .

we observe that (8. then. and F 2 ( ω ) is the Fourier transform of f 2 ( t ) .55) that is. F( 0) = ∞ ∫– ∞ f ( t ) d t (8. 8. the area under a time function f ( t ) is equal to the value of its Fourier transform evaluated at ω = 0 . 8. then. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.11 Frequency Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) .3.54) follows.54) that is. 1 .12 Area Under f(t) If F ( ω ) is the Fourier transform of f ( t ) .F ( ω )∗ F 2 ( ω ) f 1 ( t ) f 2 ( t ) ⇔ ----2π 1 (8. 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 (8.13 Area Under F ( ω ) If F ( ω ) is the Fourier transform of f ( t ) . corresponds to convolution in the frequency domain divided by the constant 1 ⁄ 2 π . then. Third Edition Copyright © Orchard Publications 8−15 . multiplication in the time domain. Proof: Using the definition of F ( ω ) and that e –j ω t ω=0 = 1 .Properties and Theorems of the Fourier Transform ∞ ∞ ∞ –j ω t 0 F { f 1 ( t )∗ f 2 ( t ) } = = ∫– ∞ f1 ( τ ) ∫– ∞ f2 ( t – τ ) e –j ω t dt dτ = ∫– ∞ f 1 ( τ ) dτ F 2 ( ω ) e ∫– ∞ f ( τ ) e 1 ∞ –j ω t dτ F 2 ( ω ) = F 1 ( ω ) F 2 ( ω ) 8.3.55) follows.3.

it reduces to ∫ 1 [ f 1 ( t ) f 2 ( t ) ] dt = ----2 π –∞ ∞ ∫– ∞ F ( χ ) F ( – χ ) d χ 1 2 ∞ (8. the integral of the magnitude squared. we let e jωt t=0 = 1 . v 2 . or the current through an 1 Ω resistor.3. states that if we do not know the energy of a time function f ( t ) . we obtain: 8−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we can compute the energy without the need to evaluate the Inverse Fourier transform.59) For the special case where f 2 ( t ) = f 1∗ ( t ) . and under this condition.58) must hold for all values of ω .56) follows.58) Since (8. and (8. Third Edition Copyright © Orchard Publications .56) that is. For this reason.57) then.Chapter 8 The Fourier Transform 1f ( 0 ) = ----2π ∫–∞ F ( ω ) dω ∞ (8. if the time function f ( t ) represents the voltage across. the integral is called the energy of the signal.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. evaluated at t = 0 . the instantaneous power absorbed by this resistor is either v 2 ⁄ R . Parseval’s theorem states that ∞ ∫– ∞ 12 f ( t ) dt = ----2π ∫– ∞ F ( ω ) ∞ 2 dω (8.59). 8. by substitution into (8. i 2 . is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2 π .3). but we know the Fourier transform of this function.14 Parseval’s Theorem If F ( ω ) is the Fourier transform of f ( t ) . it must also be true for ω = 0 . represents the energy (in watt-seconds or joules) dissipated by the resistor. and the conjugate functions property f∗ ( t ) ⇔ F∗ ( – ω ) . Then. v 2 ⁄ 1 . 1 .57) that is. the value of the time function f ( t ) . or i 2 R . Proof: From the frequency convolution property. Proof: In the Inverse Fourier transform of (8. Relation (8.

TABLE 8.f(t) n dt n ( – jt ) f ( t ) t Frequency Differentiation Time Integration Conjugate Functions Time Convolution Frequency Convolution Area under f ( t ) Area under F ( ω ) Parseval’s Theorem ∫– ∞ f ( τ ) dτ f∗ ( t ) f 1 ( t )∗ f 2 ( t ) f1 ( t ) ⋅ f2 ( t ) F1 ( ω ) ⋅ F2 ( ω ) 1 ----.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 ) n d -------. the Fourier transform properties and theorems are summarized in Table 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 ---------.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⎞ ---.F( ω) n dω F( ω) ----------.8. Third Edition Copyright © Orchard Publications 8−17 . For convenience.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. Parseval’s theorem is proved.

1. 8.1. (8.4. The Fourier transform of the delta function 8. the Fourier transform for the shifted delta function δ ( t – t 0 ) is δ ( t – t0 ) ⇔ e –j ω t 0 (8. Likewise.Chapter 8 The Fourier Transform 8.60) follows. then.2 The Constant Function Pair A ⇔ 2A πδ ( ω ) (8. ∫–∞ f ( t )δ ( t ) dt By the definition of the Fourier transform F(ω ) = ∞ = f(0) ∫– ∞ δ ( t ) e ∞ –j ω t dt = e –j ω t t=0 = 1 and (8.62) 8−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.4.1 through 8. Thus.4.4 Fourier Transform Pairs of Common Functions The Fourier transform pair of the most common functions described in Subsections 8. Third Edition Copyright © Orchard Publications .61) We will use the notation f ( t ) ↔ F ( ω ) to show the time domain to frequency domain correspondence. f(t) δ(t) 0 F(ω) 1 t 0 ω Figure 8.60) may also be denoted as in Figure 8.60) 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 .1 The Delta Function Pair δ(t) ⇔ 1 (8.4.9 below.

62) follows.63) can also be derived from (8.60) and (8.61) by using the symmetry property F ( t ) ⇔ 2 π f ( – ω ) 8.3.4. f( t) A F(ω) 2A πδ ( ω ) 0 t 0 ω Figure 8.63) The transform pairs of (8.Fourier Transform Pairs of Common Functions Proof: F –1 1 { 2A πδ ( ω ) } = ----2π ∫– ∞ ∞ 2A πδ ( ω ) e jωt dω = A ∫– ∞ δ ( ω ) e ∞ jωt dω = Ae jωt ω=0 = A and (8.64) Proof: This transform pair follows directly from (8. by direct application of the Inverse Fourier transform.2.62). or the frequency shifting property and (8.63). cos ω 0 t t t π −ω0 0 F Re ( ω ) π ω0 ω Figure 8.3. Third Edition Copyright © Orchard Publications 8−19 . we derive the transform e j ω0 t ⇔ 2 πδ ( ω – ω 0 ) (8. The Fourier transform of constant A Also.62) and (8. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 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. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.2. The Fourier transform of f ( t ) = cos ω 0 t Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

4. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.65) Proof: This transform pair also follows directly from (8.5. Third Edition Copyright © Orchard Publications . and we found out that its Fourier transform is an imaginary and odd function of frequency.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. The signum function 8−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5. 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.4. This is consistent with the result in Table 8. This is consistent with the result in Table 8. 8. and we found out that its Fourier transform is a real and even function of frequency.5 The Signum Function Pair 2 sgn ( t ) = u 0 ( t ) – u 0 ( – t ) ⇔ ----jω (8.Chapter 8 The Fourier Transform We know that cos ω 0 t is real and even function of time. 8.66) where sgn ( t ) denotes the signum function shown in Figure 8.7.4.63). sin ω 0 t tt −ω0 0 −π Figure 8.7. f(t) 1 t −1 Figure 8.

This is consistent with the result in Table 8. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. it is convenient to express it as an exponential that approaches a limit as shown in Figure 8.7.+ ----.= ----a – jω a + jω –j ω j ω j ω The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.Fourier Transform Pairs of Common Functions Proof: To derive the Fourier transform of the sgn ( t ) function. The Fourier transform of sgn ( t ) We now know that sgn ( t ) is real and odd function of time.7.6. sgn ( t ) = lim [ e – at and a→0 u0 ( t ) – e u0 ( –t ) ] ∞ at (8. The signum function as an exponential approaching a limit Then.7. Third Edition Copyright © Orchard Publications 8−21 .+ -------------.67) 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 (8.68) a→0 –1 1 –1 1 2 -------------. f(t) 1 0 F Im ( ω ) 0 −1 t ω Figure 8. 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 8.6.

69). Third Edition Copyright © Orchard Publications .sgn ( t ) . because e = 1 ∠– ω t .72) we obtain 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω and this is the same as(8. 8−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.70) but we cannot say that e –j ω t –j ω t approaches 0 as t → ∞ .[ 1 + sgn ( t ) ] = 1 -. and its angle changes continuously as t assumes greater and greater values. we will find that F(ω ) = ∫– ∞ ∞ f(t )e –j ω t dt = F ( ω ) = ∫0 ∞ e –j ω t ---------dt = e –j ω –j ω t –j ω t ∞ 0 (8. Alternate expression for the signum function −1 We rewrite (8.71) This expression is derived from the waveform of Figure 8.69) Proof: If we attempt to verify the transform pair of (8. Since the upper limit cannot be evaluated. the magni- tude of e is always unity. we will make use of the sgn ( t ) function which we express as sgn ( t ) = 2u 0 ( t ) – 1 (8. by substitution of these into (8.69) by direct application of the Fourier transform definition.72) and since we know that 1 ⇔ 2 π δ ( ω ) and sgn ( t ) ⇔ 2 ⁄ ( j ω ) . This is a complex function in the frequency domain whose real part is π δ ( ω ) and imaginary part – 1 ⁄ ω . the integral of (8.8 below.4. f(t) 2 0 t Figure 8. To work around this problem.8.Chapter 8 The Fourier Transform 8.70) does not converge. that is.71) as 1 1 .6 The Unit Step Function Pair 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω (8.+ -u 0 ( t ) = -2 2 2 (8.

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

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. Third Edition Copyright © Orchard Publications .73) Proof: From the Fourier transform of the unit step function.74) Proof: We express the cosine function as –j ω0 t 1 j ω0 t -(e cos ω 0 t = -+e ) 2 From (8.+ -------------------------( cos ω 0 t ) ( u 0 t ) ⇔ -2 2 j ( ω – ω 0 ) 2j ( ω + ω 0 ) π jω . we obtain (8. 8−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Chapter 8 The Fourier Transform 8. 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω e j ω0 t and the frequency shifting property.4.73).8 The ( cos ω0 t ) u 0 ( t ) Function Pair π 1 1 . f ( t ) ⇔ F ( ω – ω0 ) 8.4.74).[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------⇔ -2 2 2 ω –ω 0 (8.73). using we obtain (8. e –j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) and e j ω0 t 1 u 0 ( t ) ⇔ πδ ( ω + ω 0 ) + ---------------------j ( ω + ω0 ) 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω Now.[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ------------------------.

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. 8. e –α t 1 u 0 ( t ) ⇔ --------------jω + α (8. Compute 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.1 It is known that L [ e Solution: –α t 1 u 0 ( t ) ] = ----------. Example 8.5 Derivation of the Fourier Transform from the Laplace Transform If a time function f ( t ) is zero for t ≤ 0 .4.73)..75). Third Edition Copyright © Orchard Publications 8−25 . 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.75) Proof: We express the sine function as 1 j ω0 t –j ω0 t -(e sin ω 0 t = ---–e ) j2 From (8.Derivation of the Fourier Transform from the Laplace Transform 8.9 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 (8.76) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

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

80) is shown in Figure 8.10.6.1 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 ) ] (8.79). Third Edition Copyright © Orchard Publications 8−27 .= ----------------= -------------2 j ω + a – j ω + a ω + a2 and this result is the same as (8. These are described in Subsections 8.6. 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 1 1 2 .10.+ -----------------.1 through 8.6. we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 8.= ----------------= -------------.6 below.6 Fourier Transforms of Common Waveforms In this section.79) b. We observe that since f ( t ) is real and even.By substitution into the Laplace transform equivalent.+ -------------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. f(t) A −T 0 T t Figure 8.Fourier Transforms of Common Waveforms F { e–a t } = ∫– ∞ 0 e e at – j ω t dt + ∫0 ∞ e –a t –j ω t e dt = ∫– ∞ 0 e ( a –j ω ) t dt + ∫0 e ∞ –( a + j ω ) t dt 1 1 2 . F ( ω ) is also real and even. Rectangular pulse waveform f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ] Using the definition of the Fourier transform. we will derive the Fourier transform of some common time domain waveforms. 8.

8.6.= 2AT --------------= -----------------------------------.12.= 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 (8.81) The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.11.82) is shown in Figure 8. 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. Third Edition Copyright © Orchard Publications .* Thus.12. f(t) A 0 2T t Figure 8. and has its maximum value 2AT at ω T = 0 . F(ω) f(t) A −T 0 T t −2π −π 0 π 2π ωT Figure 8.11.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 ) . 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.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. where we observe that the ω axis crossings occur at values of ω T = ± n π where n is an integer. F ( ω ) is also real and even.

8. i. multiplying 2AT --------------- sin ω T ωT –j ω T .83) Ae .84) Alternate Derivation: We can obtain the Fourier transform of (8. We observe that F ( ω ) is complex* since f ( t ) is neither an even nor an odd function. Thus. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= 2ATe – j ω T ⎛ ---------------⎞ = 2Ae F ( ω ) = ---------------⎠ ⎝ ω ⎠ ⎝ ωT ⎠ j ω ⎝ (8.Fourier Transforms of Common Waveforms Using the definition of the Fourier transform.1 and 8.2.84). Third Edition Copyright © Orchard Publications 8−29 .1.13.⎛ e – e -⎞ sin ω T – j ω T ⎛ sin ω T ⎞ -----------------------------------------. 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. 2A f(t) A −T 0 T 2T t Figure 8.6.85) is shown in Figure 8. we obtain (8.6.6. we obtain F(ω) = ∫– ∞ ∞ f(t )e –j ω t dt = ∫0 2T Ae –j ω t Ae dt = --------------–j ω jωT –j ω T – 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 ⋅e = e –j ω T we obtain –j ω T jωT –j ω T ⋅e –j ω T (8. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 .82) using the time shifting property.13.6.3 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.e. 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.by e and the result of Subsection 8.

= 2ATe ) --------------ωT ωT ωT ------. we will apply the linearity property to obtain the Fourier transform of this waveform.6.88) We also observe that since f ( t ) is real and even.+ ------------------------------------( ω – ω0 ) T ( ω + ω0 ) T (8.+ 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 . that is.85) is neither an even nor an odd function. Therefore.86) = 4ATe ω T ⎞ sin ω T . and we obtain sin ω T sin ω T -⎞ .6.10 and 8. Page 8−28.2 as F 1 ( ω ) and F 2 ( ω ) respectively. 8−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.--------------cos ⎛ ------⎝ 2 ⎠ ωT We observe that F ( ω ) is complex since f ( t ) of (8.45).87) can be obtained from (8. that is. 8. Third Edition Copyright © Orchard Publications . We denote the transforms of Subsections 8.6.1 and 8.81). sin [ ( ω – ω 0 ) T ] sin [ ( ω + ω 0 ) T ] A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ AT ------------------------------------. F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ --------------------------------------------------------2 and from (8.* * The sin x ⁄ x is an even function. Page 8−12.12. F ( ω ) is also real and even. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT Then.j ------2 ⎛ 2 ⎜e ⎝ +e ωT – j ------2 ⎞ sin ω T ⎟ --------------⎠ ωT (8.4 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.Chapter 8 The Fourier Transform 8.

91) is shown in Figure 8. f(t) = ∑ n = –∞ ∞ Cn e jn ω 0 t (8. 2 π C2 2 π C3 2 π C –3 2 π C4 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.90). and applying the linearity property for the transforms of (8. that is. Page 8-19.91) The line spectrum of the Fourier transform of (8..6..91) The line spectrum of Figure 8.89). 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 ) (8.63)..14 reveals that the Fourier transform of a periodic time function with period T . and from (8...5 The Transform of a Periodic Time Function with Period T The Fourier transform of a periodic time function with period T can be derived from the definition of the exponential Fourier series.14. that is.89) where ω 0 = 2 π ⁄ T . F(ω) 2 π C0 2 π C–1 2 π C1 2 π C –2 2 π C–4 . consists of a train of equally spaced delta functions. Cn e 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.. –4 ω0 –3 ω0 –2 ω0 –ω0 0 ω0 2 ω0 3 ω0 4 ω0 ω Figure 8..Fourier Transforms of Common Waveforms 8. Third Edition Copyright © Orchard Publications 8−31 .14. The strength of each δ ( ω – n ω 0 ) is equal to 2 π times the coefficient C n .90) jn ω 0 t Taking the Fourier transform of (8. Line spectrum for relation (8. e j ω0 t ⇔ 2 πδ ( ω – ω 0 ) Then..

96) 8−32 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. relation (8. that is.15.93) where ω 0 = 2 π ⁄ T . −4Τ −3Τ −2Τ −Τ 0 Τ 2Τ 3Τ 4Τ t Figure 8.15. 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 (8.93) is expressed as 2π ∞ F ( ω ) = ----δ ( ω – n ω0 ) T n = –∞ (8. we obtain 1 C n = -T ∫– T ⁄ 2 δ ( t ) e ∑ T⁄2 – jn ω 0 t 1 dt = -T (8..92) consists of a train of equally spaced delta functions in the time domain. f(t) Α .. replacing f ( t ) with δ ( t ) and using the sifting property of the delta function. F(ω) = 2π n = –∞ ∑ ∞ Cn δ ( ω – n ω0 ) (8. its Fourier transform is as derived in Subsection 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..15.Chapter 8 The Fourier Transform 8. and each has the same strength A . Waveform for f ( t ) = A n = –∞ ∑ ∞ δ ( t – nT ) Since this is a periodic function of time..6. Third Edition Copyright © Orchard Publications ..95) Thus. we see that all C n coefficients are equal to 1 ⁄ T . we observe that.5.94) From the waveform of Figure 8. and (8.6. Then.. there is only the impulse δ ( t ) at the origin... Therefore.91). as shown in Figure 8. within the limits of integration from – T ⁄ 2 to +T ⁄ 2 . .

97) This time function.16. and how they are verified with MATLAB. .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.6. –4 ω0 –3 ω0 –2 ω0 –ω0 0 ω0 2 ω0 3 ω0 4 ω0 ω Figure 8. ft=exp(−t^2/2). 8.16...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. is its own Fourier transform multiplied by the constant 2 π .4 e 1 2 -t – -2 ⇔ 2πe 1 2 -ω – -2 (8. syms t v w x. Their descriptions and examples.4 through 8.. In examples 8.16 shows that the Fourier transform of a periodic train of equidistant delta functions in the time domain. Example 8.Using MATLAB for Finding the Fourier Transform of Time Functions The Fourier transform of the waveform of Figure 8. is a periodic train of equally spaced delta functions in the frequency domain. F(ω) Α .7 we present some Fourier transform pairs. The Fourier transform of a train of equally spaced delta functions Figure 8.. 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(. 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. Third Edition Copyright © Orchard Publications 8−33 . like the time function of Subsection 8..15 is shown in Figure 8..6. can be displayed with the help fourier and help ifourier commands...

9. 8.102) g ( t ) = f ( t )∗ h ( t ) 8−34 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. u0=sym('Heaviside(t)').101) (8.8 The System Function and Applications to Circuit Analysis We recall from Chapter 6 that.98) syms t v w x.1/4 w ) –t 1 – e u 0 ( t ) + 3 δ ( t ) ⇔ – --------------+3 jω + 1 (8.Chapter 8 The Fourier Transform Example 8. Fw=fourier (ft) Fw = -1/2*i*pi^(1/2)*w*exp(-1/4*w^2) pretty(Fw) 1/2 .5 te –t 2 – ω 1 . fourier(sym('−exp(−t)*Heaviside(t)+3*Dirac(t)')) ans = -1/(1+i*w)+3 Example 8. by definition.7 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω syms t v w x.j πω e 4 ⇔ -2 1 -- 2 (8.1/2 i pi Example 8. Third Edition Copyright © Orchard Publications .100) Fw = pi*Dirac(w)-i/w We have summarized the most common Fourier transform pairs in Table 8.6 2 w exp(. the convolution integral is h ( t ) *u(t) = ∞ We let ∫– ∞ u ( t – τ ) h ( τ ) d τ (8. Fw=fourier(u0) (8. ft=t*exp(−t^2).99) syms t v w x.

we obtain f ( t )∗ h ( t ) = g ( t ) ⇔ G ( ω ) = F ( ω ) ⋅ H ( ω ) (8. Third Edition Copyright © Orchard Publications 8−35 . From (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.The System Function and Applications to Circuit Analysis TABLE 8.+ π δ ( ω ) ----jω π [ δ ( ω – ω0 ) + δ ( ω + ω0 ) ] j π [ δ ( ω – ω 0 ) –δ ( ω + ω0 ) ] 1 -------------jω + a a>0 1 --------------------2 (jω + a) a>0 jω + a ---------------------------------2 2 (jω + a) + ω a>0 sin ω 0 tu 0 ( t ) a>0 ω ---------------------------------2 2 (jω + a) + ω a>0 sin ω T 2AT --------------ωT sgn ( t ) u0 ( t ) cos ω 0 t sin ω 0 t e – at u0 ( t ) a>0 te – at u0 ( t ) a>0 e – at cos ω 0 tu 0 ( t ) a>0 e – at A [ u0 ( t + T ) – u0 ( t – T ) ] and recalling that convolution in the time domain corresponds to multiplication in the frequency domain.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) 1.103) We call H ( ω ) the system function.103).

Third Edition Copyright © Orchard Publications . Solution: To facilitate the computations. 3 f ( t ) = 2 [ u0 ( t ) – u0 ( t – 3 ) ] h ( t ) = 3e – 2t t (b) 2 t + − f( t) Linear Network (a) g(t) + − 0 0 1 (c) 2 3 Figure 8.⋅ 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.17 (b). we take the Inverse Fourier transform of G ( ω ) to obtain the response g ( t ) .8. Figure for Example 8.8 For the linear network of Figure 8.Chapter 8 The Fourier Transform h(t) ⇔ H(ω) (8. F { f1 ( t ) } Then.17. it is known that the impulse response is as shown in Figure 8.17 (a) below.104) Therefore. we can compute the response g ( t ) of any input f ( t ) . Thus.17 (c). 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 ) . that is. Example 8. 1 ⎞ = F 1 ( ω ) = 2 ⎛ πδ ( ω ) + ----⎝ jω ⎠ 3 1 ⎞ . Use the Fourier transform method to compute the response g ( t ) when the input f ( t ) is as shown in Figure 8. F {h(t)} 3 = H ( ω ) = -------------jω + 2 Let F 1 ( ω ) be the Fourier transform of f 1 ( t ) . by multiplication of the Fourier transforms H ( ω ) and F ( ω ) to obtain G ( ω ) . if we know the impulse response h ( t ) . Then.

5 + 0.105) To evaluate the first term of (8. and therefore.5 (8.75 [ 2u 0 ( t ) – 1 ] – 1.105).5 + F ⎨ -----j ω ( j ω + 2) ⎭ ⎩ – 2t –1 ⎧ 2 1.– ------------------. use the Fourier transform method. we denote the response due to the second term of the input as g 2 ( t ) . and we obtain g ( t ) = g1 ( t ) –g2 ( t ) or g ( t ) = 1.5 3 = 1.75 sgn ( t ) – 1. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.107) Next.108) Now.105). we use partial fraction expansion. Third Edition Copyright © Orchard Publications 8−37 .5 ⎫ . Assume i L ( 0 − ) .5 { ( 1 – e – 2t ) u0 ( t ) – ( 1 – e –2 ( t – 3 ) ) u0 ( t – 3 ) } Example 8.⎬ = 1.5 1.5 ⎫ .– -------------------⎬ ⎨ 0.9 For the circuit of Figure 8.5 [ 2 πδ ( ω ) ] } = 1.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 (8.107) with (8.107) with u 0 ( t – 3 ) .108).5 + F 1. g 1 ( t ) = 1.18.5 + 0.5 -----. and the system function H ( ω ) to compute v L ( t ) . X(ω) ⋅ δ( ω) = X(0) ⋅ δ(ω) and this term reduces to 3 πδ ( ω ) or 1.– -------------------------------------------jω (jω + 2) jω(jω + 2 ) – 1 ⎧ 1.e. we combine (8. i. the Inverse Fourier transform of this term is F –1 { 1.75 + 1. Since 1 ⇔ 2 πδ ( ω ) .5 ( 1 – e – 2t ) u0 ( t ) (8.5e u 0 ( t ) = 0.5 [ 2 πδ ( ω ) ] ..5 ( 1 – e –2 ( t – 3 ) ) u0 ( t – 3 ) (8.106) To find the Inverse Fourier transform of the second term in (8. Thus.75 ----j ω ( j ω + 2) ⎭ ⎩ or g 1 ( t ) = 1.5e u0 ( t ) – 2t = 1.75 + 1. we obtain g 2 ( t ) = 0. we apply the sampling property of the delta function.

19.= -------------V out ( ω ) = H ( ω ) V in ( ω ) = -------------. Circuit for Example 8.Chapter 8 The Fourier Transform R + − v in ( t ) = 5e – 3t 4Ω L + vL ( t ) 2H u0 ( t ) − Figure 8. Thus.⋅ -------------.– -------------.– -------------jω + 3 jω + 2 v L ( t ) = v out ( t ) = and F –1 ⎧ – 3t – 2t 15 – 10 ⎫ . V out ( ω ) jω .19.9 From the phasor circuit of Figure 8.9 Solution: We will find the system function H ( ω ) from the phasor equivalent circuit shown in Figure 8.19.⎬ = 15e – 10e ⎨ -------------j ω + 3 j ω + 2 ⎩ ⎭ or v L ( t ) = 5 ( 3e – 3t – 2e – 2t ) u0 ( t ) (8.V in ( ω ) = -------------4 + j2 ω j ω + 2 in and the system function is Also. Then.= -------------H ( ω ) = -------------------jω + 2 V in ( ω ) v in ( t ) = 5e – 3t 5 u 0 ( t ) ⇔ V in ( ω ) = -------------jω + 3 r1 r2 jω 5 . j2 ω jω -V (ω) V out ( ω ) = -----------------.+ -------------jω + 2 jω + 3 jω + 2 jω + 3 and by partial fraction expansion.18. 15 10 V out ( ω ) = -------------. R + V in ( ω ) − 4Ω L + j2 ω − V L ( ω ) = V out ( ω ) Figure 8. Phasor circuit for Example 8.109) 8−38 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications . we find that r 1 = – 10 and r 2 = 15 .

= -------------H ( ω ) = ------------------jω + 4 V in ( ω ) (8. we find that r 1 = – 15 and r 2 = 15 . V out ( ω ) 10 . and the system function H ( ω ) to compute the output v out ( t ) .f ( t ) ⇔ ( j ω )n F ( ω ) n dt n we obtain. Then.113) Therefore. Third Edition Copyright © Orchard Publications 8−39 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.112) r1 r2 3 10 .-------------⋅ = -------------. + Linear Network v in ( t ) − + v out ( t ) − 3 v in ( t ) = 3e – 2t 0 t Figure 8.The System Function and Applications to Circuit Analysis Example 8. j ω V out ( ω ) + 4V out ( ω ) = 10V in ( ω ) or ( j ω + 4 ) V out ( ω ) = 10V in ( ω ) and thus. V in ( ω ) = F { v in ( t ) } = F ( 3e – 2t and 3 u 0 ( t ) ) = -------------jω + 2 (8.111) Also.10 Solution: Taking the Fourier transform of both sides of (8. the input−output relationship is d---v ( t ) + 4v out ( t ) = 10v in ( t ) dt out (8. Network for Example 8.20.20. Use the Fourier transform method.110). and recalling that d -----.110) where v in ( t ) is as shown in Figure 8.+ -------------V out ( ω ) = -------------jω + 2 jω + 4 (8.+ -------------V out ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------jω + 4 jω + 2 jω + 4 jω + 2 By partial fraction expansion. – 15 15 .10 For the linear network of Figure 8.20.

Solution: The instantaneous power absorbed by the resistor is p R = v R ⁄ 1 = v R = 9e 2 2 – 4t – 2t u0 ( t ) (8.120) We observe that the integrand of (8. and verify the result by application of Parseval’s theorem. we can multiply the integral by 2 . Then.Chapter 8 The Fourier Transform v out ( t ) = F –1 ⎧ – 2t – 4t 15 – 15 ⎫ .120) is an even function of ω .118) 9 = F ( ω ) ⋅ F∗ ( ω ) = ----------------2 2 ω +2 (8.117) F(ω) = F { 3e–2t u0 ( t ) } and F(ω ) 2 3 = -------------jω + 2 (8. Third Edition Copyright © Orchard Publications .116) Parseval’s theorem states that Since ∫– ∞ 1 2 f ( t ) dt = ----2π ∫– ∞ F ( ω ) ∞ 2 dω (8. and integrate from 0 to ∞ .⎬ = 15 ( e – e ) u 0 ( t ) ⎨ -------------j ω + 2 j ω + 4 ⎩ ⎭ (8.114) Example 8. therefore.119) by substitution into the right integral of (8.dω 2 2 ω +2 (8.117) we obtain 1 W R = ----2π ∫– ∞ ∞ 9 ----------------. 2W R = ----2π ∫0 ∞ 9 9 ----------------dω = -2 2 π ω +2 ∫0 ∞ 1 ----------------dω 2 2 ω +2 (8. the energy is WR = ∫0 ∞ v R dt = 2 ∫0 ∞ ∞ 9e – 4t e dt = 9 -------–4 – 4t ∞ 0 9 . 8−40 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.115) and thus.e –4t = -4 0 ∞ = 2.121) From tables of integrals.25 joules (8. Compute the energy dissipated in this resistor for 0 < t < ∞ .+ -------------.11 The voltage across an 1 Ω resistor is known to be v R ( t ) = 3e u 0 ( t ) .

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

• If f ( t ) is imaginary. a complex function. F ( ω ) is also imaginary and even.Chapter 8 The Fourier Transform 8. F F {f(t)} = F(ω) –1 {F(ω)} = f(t) • If f ( t ) is real. • If f ( t ) is imaginary and odd. • 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 • The scaling property states that F ( t ) ⇔ 2 π f ( –ω ) 1 ⎛ ω⎞ . F ( ω ) is real and odd. in general. We can express it as the sum of its real and imaginary components. • If f ( t ) is imaginary and even. F ( ω ) is.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 imaginary and odd. Third Edition Copyright © Orchard Publications . complex. • If f ( t ) is real and odd. F ( ω ) is also real and even. 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. in general. complex. F ( ω ) is. • If f ( t ) is real and even. in general.F --f ( at ) ⇔ ---a ⎝ a ⎠ 8−42 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. • If F ( – ω ) = F∗ ( ω ) . f ( t ) is real.

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

In other words. is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2 π .Chapter 8 The Fourier Transform F(0) = ∫–∞ f ( t ) dt ∞ • The value of a time function f ( t ) . evaluated at t = 0 . and sin ω 0 t are as shown below. cos t cos ωω 0 t0 t t π −ω0 0 F Re ( ω ) π ω0 ω 8−44 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ⇔ 2 πδ ( ω – ω 0 ) • The Fourier transforms of the time functions cos ω 0 t . Third Edition Copyright © Orchard Publications . 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. 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. 1 t 0 ω • The unity time function and its Fourier transform are as shown below.

Summary sin ω 0 t tt −ω0 0 −π • The signum function and its Fourier transform are as shown below. f(t) 1 0 F Im ( ω ) F Im ( ω ) π ω0 ω 0 −1 t 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 .[ 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 . • The unit step function and its Fourier transform are as shown below. u 0 ( t ) cos ω 0 t . 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 ) . we can obtain the Fourier transform of f ( t ) from the one-sided Laplace transform of f ( t ) by substitution of s with j ω .[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------u 0 ( t ) cos ω 0 t ⇔ -2 2 2 ω0 – ω 2 π ω . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications 8−45 .

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

t [ u ( t + T ) –u0 ( t – T ) ] f ( t ) = --T 0 6. Derive the Fourier transform of f ( t ) = A [ u 0 ( t + 3T ) – u 0 ( t + T ) + u 0 ( t – T ) – u 0 ( t – 3T ) ] 5. In a bandpass filter. and f 2 = 6 Hz respectively.Exercises 8. use the Fourier transform method to compute v C ( t ) . The input−output relationship in a certain network is dd2 -----. For the circuit below. Compute the 1 Ω energy of the input. Prove that 2.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 ) . Derive the Fourier transform of A . and the percentage that appears at the output.t + A⎞ u 0 ( t ) – u 0 ⎛ t – T --⎞ f ( t ) = ⎛ --⎝ T ⎠ ⎝ 2⎠ ⎝T ⎠ 7.5 Ω v in ( t ) = 50 cos 4tu 0 ( t ) 8. Sketch the time and frequency waveforms of f ( t ) = cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] 4. the lower and upper cutoff frequencies are f 1 = 2 Hz . 9. Derive the Fourier transform of A . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Compute ∫–∞ u ( t )δ ( t ) dt 0 ∞ = 1⁄2 F { te – at u0 ( t ) } a > 0 3.t + A⎞ [ u 0 ( t + T ) – u 0 ( t ) ] + ⎛ – A --. Third Edition Copyright © Orchard Publications 8−47 .10 Exercises 1. if the input signal is v in ( t ) = 3e – 2t –t u 0 ( t ) volts. R1 1Ω C 1F + − v in ( t ) v C ( t ) R2 0.

1.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 −T 0 T t − 2π −π 0 π 2π ωT Compute the percentage of the 1 Ω energy of f ( t ) contained in the interval – π ⁄ T ≤ ω ≤ π ⁄ T of F ( ω ) . Third Edition Copyright © Orchard Publications . 8−48 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Page 8−27.6. In Subsection 8.

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

4 1. 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.[−2*pi 2*pi −1. Third Edition Copyright © Orchard Publications .1.+ ------------------------------------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. s = jω From Subsection 8. Page 8−27.6.[−20 20 −0.Chapter 8 The Fourier Transform te – at it follows that 1 u 0 ( t ) ⇔ ----------------2 (s + a) 1 = --------------------2 (jω + a) 1 F ( ω ) = ----------------2 (s + a) 3.6. Page 8−30.4. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT and from the time shifting property. f ( t – t0 ) ⇔ F ( ω ) e –j ω t0 8−50 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling./x'.2]) we obtain the plots below.2]) fplot('sin(x). sin [ ( ω – ω 0 ) T ] sin [ ( ω + ω 0 ) T ] . fplot('cos(x)'.2 1. AT f(t) F(ω) A t –T 0 T –ω0 0 ω0 2 π ----T ω 4.

F ( ω ) is imaginary and odd. sin ω T . ∫ Then.⎞ = 4AT cos 2 ω T --------------F ( ω ) = 4AT --------------⎝ ⎠ ωT 2 ωT A .Solutions to End−of−Chapter Exercises Then.⋅ (– jωt – 1) ⋅ ---------2 –ω –j ω t = –T A --T e . A A -t f ( t ) = --T t T F(ω) = ∫– ∞ f(t )e dt = ∫– T A = --T ∫– T t e T –j ω t dt From tables of integrals or integration by parts.⋅ [ –( 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 Aj2 A.⋅ ⎛e -----------------------------.t [ u0 ( t + T ) –u0 ( t – T ) ] f ( t ) = --T –T 0 –A ∞ –j ω t T –j ω t A --.te dt T j2 ω t –j 2 ω t 5. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications 8−51 .⋅ (– jωt – 1) ⋅ -----------2 (jω) –j ω t T = –T A --T e .= ----------( ω T cos ω T – sin ω T ) F ( ω ) = ----------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. F(ω) = A --T e ax ( ax – 1 ) xe dx = -----2 a T T ax e .j ω T ( e e +e ) –e ) --------------------------------------------–( --------------------------------.⋅ ( 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 sin ω T +e sin ω T .

Page 8−13. F sin ω T⎞ d ⎛ sin ω T⎞ ⎞ d ⎛ .48).2A --------------{ f 1 ( t ) = tf 2 ( t ) } = ⎛ j -----⎝ dω ⎝ ωT ⎠ dω⎝ ωT ⎠⎠ ( ω T ) T cos ω T – T ( sin ω T ) j2A .1. Third Edition Copyright © Orchard Publications .T --------------f 2 ( t ) ⇔ 2 --ωT ωT T From the frequency differentiation property.( ω T cos ω T – sin ω T ) = j2A ---------------------------------------------------------------= --------2 2 (ωT) ω T 6.t + A⎞ [ u 0 ( t + T ) – u 0 ( t ) ] + ⎛ – A f 1 ( t ) = ⎛ ----. d n ( – j t ) f ( t ) ⇔ --------F(ω) n dω n n d t f ( t ) ⇔ j --------F(ω) n dω n n or Then. A T⎞ . that is. sin ω T A sin ω T . We denote the given waveform as f 1 ( t ) . Page 8−27.t + A⎞ u 0 ( t ) – u 0 ⎛ t – -⎝T ⎠ ⎝ T ⎠ ⎝ 2⎠ A -t f 1 ( t ) = --T f2 ( t ) A⁄T t f3( t ) A A⁄T a −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. transform pair (8.--------------.= 2A --------------.= j2A -----.Chapter 8 The Fourier Transform Alternate Solution: A -t f 1 ( t ) = --T t 0 –A T f2 ( t ) A –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 ) . From Subsection 8.6.

Solutions to End−of−Chapter Exercises We observe that f 1 ( t ) is the integral of f 2 ( t ) . and using F 3 ( ω ) and the time shifting and linearity properties.⎞ = j2A ----------------------------= j2A --------------------------.e – j ω t dt = A ----------⎞ F3 ( ω ) = ⎝ ⎠ T T – j ω –T ⁄ 2 T⁄2 –T ⁄ 2 –T ⁄ 2 T⁄2 ∫ T⁄2 –j ω t e -⎞ A .⎛ ---------= --⎝ T jω ⎠ –j ω t sin ( ω T ⁄ 2 ) –e 2A ω T A⎛ e .---------------------------------------------= --.= A --------------------------⎠ ωT ωT ⁄ 2 jω T⎝ 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 --------------------------.⋅ ⎛ ----------------------------------------------⎝ ⎠ j2 ωT ⁄ 2 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: fplot('sin(x.sin ------.5]) 2 0 ω Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we will find F 2 ( ω ) .⎞ = ------.[0 16*pi 0 0./x'. and by integration we will find F 1 ( ω ) . Third Edition Copyright © Orchard Publications 8−53 .⋅ e ωT ⁄ 2 Likewise.⋅ ( e ωT ⁄ 2 –e sin ( ω T ⁄ 2 ) sin ( ω T ⁄ 2 ) e . We begin by finding the Fourier Transform of the pulse denoted as f 3 ( t ) . we will find F 2 ( ω ) . Therefore.⋅ 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 --------------------------./2). A ---⎛ e --.^2. 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 --------------------------.

Chapter 8 The Fourier Transform Now.= 0 dt 1 0.+ 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 ) .⋅ j2A ----------------------------. 2A sin ( ω T ⁄ 2 ) 2A 1 sin ( ω T ⁄ 2 ) .⋅ ----------------------------.5 dv C -------.= ---------------.^2'. Thus. Third Edition Copyright © Orchard Publications .+ ------------------------------------------+ 1 ⋅ -------. 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 .[-8*pi 8*pi 0 1]) 1 2 0 ω 7. 8−54 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 1Ω + v in ( t ) 1F − vC ( t ) 0.5 Ω By KCL dv C v C ( t ) v C ( t ) – v in ( t ) . 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. fplot('(sin(x).= -----./x).⋅ sin 2( ω T ⁄ 2 ) F 1 ( ω ) = ( 1 ⁄ j ω ) ⋅ F 2 ( ω ) = ----2 ω jω ωT ⁄ 2 ωT ⁄ 2 ω T⁄2 2 2 We can plot F 1 ( ω ) by letting T ⁄ 2 = 1 . Then.

+ ------------e + ------------------. collect((s+1)*(s+2)*(s+3)) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= 10 cos ( 4t – 53.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 . we simplify the above to j4t – j 4t j4t – j 4t ⎞ j4t – j 53. syms s.⋅ e j ω t dω + 25 j ω + 3 –∞ dω Next.⎟ = 5(e ⋅ e +e ⋅e ) v C ( t ) = 25 ⎛ ------------⎜ j53. using the sifting property of δ ( ω ) . and 1 ⋅ 50 π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] V out ( ω ) = V C ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------jω + 3 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) -------------------. d2 d–t -----.1 ° e .1 ° ⎝ 5e ⎠ 5e +e e .1 ° ) = 10 -----------------------------------------------------------2 j ( 4t – 53.Solutions to End−of−Chapter Exercises ( j ω + 3 ) V out ( ω ) = V in ( ω ) and V out ( ω ) 1 . Third Edition Copyright © Orchard Publications 8−55 .1 ° – j 4t j53.⎞ = 25 ⎛ ----------------e e .1 ° ⎝ j4 + 3 j4 + 3 ⎠ – j 53.1 ° ) – j ( 4t – 53.1 ° ) 8.= -------------H ( ω ) = ------------------V in ( ω ) jω + 3 where v in ( t ) = 50 cos 4tu 0 ( t ) ⇔ V in ( ω ) = 50 π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] Then.

00 Then. num(1)).00 r3 = 10.25 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 .2f \t'. den(3)) r1 = 10. [num. fprintf('p3 = %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 = -.00 10 – 20 .den).atan x = --a a ∫4 π 12 π 9 ----------------.2f \t'. fprintf(' \n').+ ------------------V out ( ω ) = --------------------------------------------------------------------(jω + 1 ) ⋅ (jω + 2 ) ⋅ (jω + 3 ) (jω + 1) (jω + 2) (jω + 3 ) v out ( t ) = F –1 { V out ( ω ) } = 10e – 20e – 2t –t – 2t + 10e – 3t = 10 ( e – 2e –t +e – 3t ) u0 ( t ) 9.Chapter 8 The Fourier Transform ans = s^3+6*s^2+11*s+6 num=[0 0 0 20]. fprintf('r3 = %4. and thus p1 = -3. 8−56 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications . den(1)).2f \t'. num(3)).00 p3 = -1..den]=residue(num. fprintf('p2 = %4.00 r2 = -20.2f'.. fprintf('r2 = %4. fprintf('p1 = %4. fprintf('r1 = %4.2f'.. fprintf(' \n').2 dω = -----------------2 π jω + 2 1 . den(2)).= 2... den=[1 6 11 6].dω 2 2 ω +2 and from tables of integrals dx ∫ ---------------2 2 x +a 1 Then..+ ------------------20 .2f'.. fprintf(' \n').+ ------------------10 .. num(2)).00 p2 = -2..

fprintf('atan(6*pi) = %4.25 10.1 . we compute the total energy of the pulse in terms of f ( t ) .× 100 = 0. W total = ∫– ∞ T ∞ f ( t ) dt = 2 ∫– T A d t 2 T and since f ( t ) is an even function.2f \t'.52 and thus atan(2*pi) = 1.41 ) = 0.2f'. the percentage of the input appearing at the output is W out ----------. atan(6*pi)).= 3.⎛ 12 π 4 π⎞ = ----( atan 6 π – atan 2 π ) atan -------. fprintf('atan(2*pi) = %4. sin ω T A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT --------------ωT F(ω) f(t) A −T 0 T t − 2π −π 0 π 2π ωT First.08 J W out = ----4π Therefore.atan ω ⋅ ---W out = ----2π 2 2 12 π 4π 99. W total = 2 ∫0 A dt = 2A t 2 2 T 0 = 2A T 2 Next. atan(2*pi)) atan(6*pi) = 1.56% W in 2.– atan ----.( 1.= ----4π 4π ⎝ 2 2⎠ fprintf(' \n').Solutions to End−of−Chapter Exercises 9.52 – 1. 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. Third Edition Copyright © Orchard Publications 8−57 .41 9 .08 --------.

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

418 ( 4A T ⁄ π ) ⋅ 1.× 100% = ------------------------------------------× 100% = 90. 1972 Edition.2*pi) value1 = 1.m file as shown below. % The quad function below performs numerical integration from 0 to 2*pi % using a form of Simpson's rule of numerical integration.1.2e-16 % It is used to avoid division by zero.418 x=2 2 4A T . at MATLAB’s Command prompt. y1=sin(x). This file must be created with MATLAB’s editor (or any other editor) and saved as an . % It says that if x=0. Then. and for y = 0 . value1=quad('fourierxfm1'. y = w ⁄ 2 . the percentage of the output for the frequency interval – π ⁄ T rad ≤ ω ≤ π ⁄ T rad is 2 W out × 1.418 ---------------------. w = 0 whereas for y = π . we define the function fourierxfm1 and we save it as an . dy = ( 1 ⁄ 2 ) ⁄ dw ./x.% This statement avoids the sin(0)/0 value.dw⎞ = 4A -----------⎛ 1 ------------w ⎝2 ⎠ π 2 ∫0 2π sin w ----------. Third Edition Copyright © Orchard Publications 8−59 . Then.418 W out = ------------π Therefore.3% 2 π W total 2A T Since this computation involves numerical integration. Then.× 100% = 2 -------------.m file in a drive that has been added to MATLAB’s path. then (x==0) = 1 % but if x is not zero. w = 2 π .dw (4) w From Table 5. with π x = 2 π or x = 2 we obtain ∫0 and thus (4) reduces to 2π sin w ----------. then (x==0) = 0 % and eps is approximately equal to 2. Dover Publications.3 of Handbook of Mathematical Functions.0. replacing 2y with w we obtain w = 2y . function y1=fourierxfm1(x) x=x+(x==0)*eps.dw w = 1.4182 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we write and execute the program below. by substitution into (3) we obtain 8A T W out = ------------π 2 ∫0 2π sin w T -. we can obtain the same result much faster and easier with MATLAB as follows: First.Solutions to End−of−Chapter Exercises for arguments of π x in the interval 0 ≤ x ≤ 10 .

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

such as digital filters.2) We can obtain a discrete−time waveform from an analog (continuous or with a finite number of discontinuities) signal. discrete−time signals are described by difference equations.F ( z ) z k – 1 dz f [ n ] = ------j2 π ∫ ° (9. 9. The Inverse Z transform. theorems. and the methods available for finding it. by multiplying it by a train of impulses. and the impulses as δ[n] = δ [ t – nT ] ∑ n=0 ∞ (9. and introduces the one−sided Z Transform. there is the one−sided. We will restrict our discussion to the one−sided Z transform F ( z ) of a discrete−time function f [ n ] defined as F( z) = n=0 ∑ f [n ]z ∞ –n (9.1) and the Inverse Z transform is defined as 1 . and several examples are given to illustrate its application. The Z transform yields a frequency domain description for discrete−time signals. The discrete transfer function is also defined.3) Multiplication of f ( t ) by δ [ n ] produces the signal g ( t ) defined as g(t) = f(t) ⋅ δ[n] = f(t) n=0 ∑ δ [ t – nT ] ∞ (9. Like the Laplace transform. and forms the basis for the design of digital systems. are also discussed. Third Edition Copyright © Orchard Publications 9−1 . We denote the continuous signal as f ( t ) . The definition. and the two−sided Z transform. to another domain which we call z – domain . and properties are discussed.4) * Whereas continuous-time signals are described by differential equations.Chapter 9 Discrete−Time Systems and the Z Transform T his chapter is devoted to discrete−time systems. and the Z transforms of the most common discrete−time functions are derived.1 Definition and Special Forms The Z transform performs the transformation from the domain of discrete −time signals. It is used with discrete−time signals. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.* the same way the Laplace and Fourier transforms are used with continuous−time signals.

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

In the complex z – plane the region of convergence is the set of z for which the magnitude of F ( z ) is finite.6).9) where a. as defined in (9. and like s . Third Edition Copyright © Orchard Publications 9−3 .1). b. 9.2.1). 9. … are arbitrary real or complex constants.Properties and Theorems of the Z Transform Relation (9. we will state and prove the most common Z transforms listed in Subsections 9.12 below. and the region of divergence is the set of z for which the magnitude of F ( z ) is infinite. the radius R is known as the radius of absolute convergence.10) Proof: Applying the definition of the Z transform. z is also a complex variable. we will denote the discrete unit step function as u 0 [ n ] .7) (9. In our subsequent discussion. c. with the substitution z = e . that is.1 Linearity af 1 [ n ] + bf 2 [ n ] + cf 3 [ n ] + … ⇔ aF 1 ( z ) + bF 2 ( z ) + cF 3 ( z ) + … (9. The Z and Inverse Z transforms are denoted as F(z ) = sT Z {f [n]} Z –1 (9. we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. In this section.8) and f [n] = {F(z)} The function F ( z ) .1 through 9. In complex variables theory.2 Properties and Theorems of the Z Transform The properties and theorems of the Z transform are similar to those of the Laplace transform. Proof: The proof is easily obtained by application of the definition of the Z transform to each term on the left side.2. it converges (approaches a limit) when z > R .2. becomes the same as (9. is a series of complex numbers and converges outside the circle of radius R . 9.2 Shift of f [ n ] u 0 [ n ] in the Discrete−Time Domain f [ n – m ] u0 [ n – m ] ⇔ z –m F(z) (9.2.

then. and when n – m = 0 or n = m .11) Proof: By application of the definition of the Z transform. k = 0 . and allows use of non−zero values for n < 0 . we obtain Z { f [n – m]} = z –m F(z) + m–1 n=0 ∑ f [n – m]z m–n = z –m F(z) + m–1 n=0 ∑ f [n – m]z –n 9−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications . n = 0 . and when k = – 1 .Chapter 9 Discrete−Time Systems and the Z Transform Z { f [ n – m ] u0 [ n – m ] } = n=0 ∑ f [ n – m ] u0 [ n – m ] z ∑ f [n – m]z ∞ –n ∞ –n and since u 0 [ n – m ] = 0 for n < m and u 0 [ n – m ] = 1 for n > m . and when n = 0 .3 Right Shift in the Discrete−Time Domain This property is a generalization of the previous property. Then. n = k + m . then. The transform pair is f [n – m] ⇔ z –m F(z) + m–1 n=0 ∑ f [n – m]z –n (9. the above expression reduces to Z { f [n – m]} = n=0 Now. Therefore. we obtain Z { f [n – m]} = ∞ n=0 ∑ f [n – m]z –n We let n – m = k . n = m – 1 . k = – m . Therefore. we let n – m = k .2. n = k + m . Z { f [n – m]} = k=0 ∑ ∞ f [k] z –( k + m ) = k=0 ∑ ∞ f [k]z z –k –m = z –m k=0 ∑ f [k]z ∞ –k = z –m F(z ) 9. by substitution into the last summation term above. 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 ∞ –k = z k = –m ∑ –1 f [k]z –k ∑ ∞ f [k]z =z –m F(z) + ∑ –1 f [k]z –k When k = – m .

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. (9. Proof: Z { f [n + m]} = n=0 ∑ f [n + m]z ∞ ∞ –n We let n + m = k . For 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 (9.11) reduces to f [ n – 1 ] ⇔ z F ( z ) + f [ –1 ] –1 (9. the above expression reduces to Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z (9. if f [ n ] is a discrete−time signal. 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 k=m m–1 – –k =z m m–1 F( z) – ∑ f [k] z k k=0 k=0 When k = 0 .15) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. then. the mth left shift of f [ n ] is f [n + m] . n = – m . n = – 1 . Third Edition Copyright © Orchard Publications 9−5 .Properties and Theorems of the Z Transform and this is the same as (9. Then. reduces to f [ n – 2 ] ⇔ z F ( z ) + f [ –2 ] + z f [ –1 ] –2 –1 (9.13) 9.11). and when n = 0 .14) that is. For m = 1 . k = m .2.12) and for m = 2 . Then. and m is a positive integer. n = k – m . and when k = m – 1 .14). by substitution into the last summation term of the above expression.

F(z ) nf [ n ] ⇔ – z ----dz d d . we obtain d -----F(z) = dz n=0 ∑ ( –n ) f [ n ] z ∞ = –z –1 ∞ n=0 ∑ nf [ n ] z –n 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 (9.2.2.2.6 Multiplication by e – naT in the Discrete−Time Domain e – naT f [n ] ⇔ F( e z) ∞ –n aT (9.18) aT aT Proof: Z {e – naT f [n]} = k=0 ∑ ∞ e – naT f [n] z –n = k=0 ∑ f [n ](e z) = F(e z) 9.f [ n ] z–n = –n a k=0 ∑ z ⎞ –n z⎞ f [n]⎛ = F⎛ ⎝ a⎠ ⎝ a⎠ 9. Third Edition Copyright © Orchard Publications .7 Multiplication by n and n 2 in the Discrete−Time Domain d .F ( z ) + z 2 ------.F( z) n f [ n ] ⇔ z ----2 dz dz 2 2 (9.5 Multiplication by a in the Discrete−Time Domain z n -⎞ a f [n] ⇔ F ⎛ ⎝a⎠ n (9.19) Proof: By definition.16) 9.17) ∞ Proof: Z {a f [n]} = n ∑ k=0 ∞ a f [n ]z n –n = ∑ k=0 ∞ 1 -----.Chapter 9 Discrete−Time Systems and the Z Transform and for m = 2 . F(z) = n=0 ∑ f [n]z –n–1 ∞ –n and taking the first derivative of both sides with respect to z .

23).20) that is.2.8 Summation in the Discrete−Time Domain .19). Third Edition Copyright © Orchard Publications 9−7 .⎞ F( z) f [ m ] ⇔ ⎛ ---------∑ ⎝z–1 ⎠ m=0 n z (9. and recalling that in the s – domain 1 u 0 ( t ) ⇔ -s and ∫0 f ( τ ) d τ ⇔ ---------s Proof: Let y[ n] = x[m] ∑ m=0 n t F(s) then.21) as y[n] = n–1 m=0 ∑ x[ m] + x[n] (9. the similarity of the Laplace and Z transforms becomes apparent. we obtain the second pair in (9.21) and let us express (9.22) is y [ n – 1 ] . is equal to z ⁄ ( z – 1 ) times the Z transform of the signal. and using the property x [ n – m ] u0 [ n – m ] ⇔ z –m X(z) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we take the Z transform of both sides of (9. 9. and thus we can write (9.23) Next. the Z transform of the sum of the values of a signal.22) as y[ n] = y[n – 1] + x[n ] (9. This property is equivalent to time integration in the continuous time domain since integration in the discrete−time domain is summation. then the summation symbol in (9.21) is y [ n ] . 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 ] . (9.22) Since the summation symbol in (9.Properties and Theorems of the Z Transform Multiplication of both sides by – z yields n=0 ∑ nf [ n ] z ∞ –n d= – z ----F(z ) dz Differentiating one more time.

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

it will not be provided here.→ 0 = ---n z and under these conditions f [ n ] z → 0 also.Properties and Theorems of the Z Transform ⎧ ∞ ⎫ Y(z) = Z ⎨ x[ m]h[n – m] ⎬ = ⎩m=0 ⎭ ∑ n=0 ∑ ∑ x[m ]h[ n – m] m=0 ∞ ∞ ∞ ∞ z –n and interchanging the order of the summation. Third Edition Copyright © Orchard Publications 9−9 . Taking the limit as z → ∞ in F( z) = n=0 ∑ f [n] z ∞ –n Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we let k = n – m .11 Initial Value Theorem f [ 0 ] = lim X ( z ) z→∞ (9.2. and 1 --⎞ v xF ( v ) F ⎛ ⎝ ⎠ ∫ v ° 1 2 z –1 dv (9.29) Proof: For all n ≥ 1 . ∫ is a closed contour inside the overlap convergence regions ° 9. as z → ∞ z –n –n 1.10 Convolution in the Discrete−Frequency Domain If f 1 [ n ] and f 2 [ n ] are two sequences with Z transforms F 1 ( z ) and F 2 ( z ) respectively. then. we obtain Y(z) = m=0 ∑ ∑ ∞ ∞ ∞ x[m ]h[n – m]z –n = n=0 m=0 ∑ x[m] n=0 ∑ h[n – m] z ∞ –n Next. Y(z) = or m=0 ∑ x[m] n=0 ∑ ∞ h[k]z –( k + m ) = m=0 ∑ ∞ x[m ]z –m n=0 ∑ h[k]z –k Y(z) = X(z) ⋅ H(z) (9. then.27) 9. The proof requires contour integration.28) for X 1 ( v ) and X 2 ( z ⁄ v ) . n = k + m . f 1 [ n ] ⋅ f 2 [ n ] ⇔ -------j2π where v is a dummy variable.2. and thus.

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 . Then. we obtain zF ( z ) – f [ 0 ] z – F ( z ) = lim k→∞ ∑ ( f [n + 1] – f [n ] )z n=0 k k –n Taking the limit as z → 1 on both sides.30) Proof: Let us consider the Z transform of the sequence f [ n + 1 ] – f [ n ] . and taking the limit of the product as z → 1 . i. if it exists. Third Edition Copyright © Orchard Publications . Z { f [ n + 1 ] – f [ n ] } = lim k→∞ ∑ ( f [n + 1] – f [n])z n=0 –n (9.15). we can find that limit.12 Final Value Theorem This theorem states that if f [ n ] approaches a limit as n → ∞ . and we let k → ∞ .e.32) and by substitution of (9. Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ] z (9.31). z→∞ lim X ( z ) = f [ 0 ] 9. That is. n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 (9.. we obtain ⎧ lim { ( z – 1 ) F ( z ) – f [0 ] z } = lim ⎨ lim z→1 z → 1 ⎩k → ∞ k ∑ ( f [n + 1] – f [n])z n=0 –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.32) into (9. Z { f [n + 1] – f [n]} = n=0 ∑ ( f [n + 1] – f [n])z k ∞ –n We replace the upper limit of the summation with k.2. n=0 ∑ f [n]z ∞ –n = f [0] z –0 = f [0] Therefore. by multiplying the Z transform of f [ n ] by ( z – 1 ) . Then.

3. In instances where we cannot determine whether f [ n ] exists or not. Third 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. 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. We denote this truncated version as F k ( z ) . however.3.1.34) To evaluate this infinite summation. The right side of (9.33) From the definition of the Z transform. that if the sequence f [ n ] does not approach a limit.30) may exist even though f [ n ] does not approach a limit. For convenience. … (9. – 3.1 The Transform of the Geometric Sequence The geometric sequence is defined as ⎧0 f [n] = ⎨ n ⎩a n = – 1. – 2. F(z) = n=0 ∑ f [n]z ∞ –n = n=0 ∑a z ∞ n –n = n=0 ∑ ( az ∞ –1 n ) (9. we form a truncated version of F ( z ) which contains the first k terms of the series. we summarize the properties and theorems of the Z transform in Table 9. we can be certain that it exists if X ( z ) can be expressed in a proper rational form as A(z) X ( z ) = ----------B(z) where A ( z ) and B ( z ) are polynomials with real coefficients. 9. we will derive the Z transforms of the most common discrete−time functions in Subsections 9. the final value theorem is invalid.3.1 through 9. 2. 9.3. 1. In this section. … n = 0.5 below. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

F(z) ⎝z – 1⎠ F1 ( z ) ⋅ F2 ( z ) 1 -------j2π --⎞ v ∫ xF ( v ) F ⎛ ⎝ v⎠ ° 1 2 f [n] aT 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 2 ∑ f [m] m=0 f 1 [ n ]∗ f 2 [ n ] f1 [ n ] ⋅ f2 [ n ] z –1 dv f [ 0 ] = lim F ( z ) 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. Then. To express (9.F( z) z ----2 dz dz z ⎞ ⎛ ---------.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 .35) in a closed form. we multiply both sides by az .F ( z ) + z 2 ------.35) n=0 and we observe that as k → ∞ .F(z ) – z ----dz d d . –1 9−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications .34).35) becomes the same as (9.Chapter 9 Discrete−Time Systems and the Z Transform TABLE 9. (9.

36) from (9.37) for az ≠ 1 To determine F ( z ) from F k ( z ) . while az > 1 implies z < a and thus. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= ------------------------–1 –1 1 – az 1 – az k –k –1 k (9. the magnitude of the complex number ( az ) becomes –1 k→∞ –1 k unbounded as k → ∞ . and diverges for az –1 > 1 .38) e From (9. that is.37). we examine the behavior of the term ( az ) in the numerator of (9.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. az –1 < 1 implies that z > a . ∑ ( 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. we obtain F k ( z ) – az F k ( z ) = 1 – a z –1 k –k or 1 – ( az ) 1–a z F k ( z ) = --------------------. the transform F( z) = n=0 ∞ > 1. for the values of z for which az plex number ( az ) → 0 as k → ∞ and therefore. a a.38) we observe that. az ( az ) = az –1 k – 1 k jk θ –1 –1 k –1 –1 k –1 jθ –1 = az e and (9. –1 k –1 < 1 .35).= ---------–1 z – a k→∞ 1 – az (9.39) for az –1 <1 –1 For the values of z for which az > 1 . Also. and therefore. We write the terms az and ( az ) in polar form. the magnitude of the com- 1 z F ( z ) = lim F k ( z ) = -----------------.= ---= z z –1 then. Third Edition Copyright © Orchard Publications 9−13 .36) Subtracting (9.

0 n Figure 9. Third Edition Copyright © Orchard Publications .2. lies in the region of convergence or divergence. and therefore.41) = 1+1+1+…+1 = k We see that this sequence becomes unbounded as k → ∞ . Regions of convergence and divergence for the geometric sequence a n To determine whether the circumference of the circle. 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 (9.3.40) The regions of convergence and divergence for the sequence of (9. Im[z] Region of Convergence |a| Region of Divergence z F ( z ) = ---------z–a Re[z] F( z) → ∞ Figure 9. we evaluate the sequence F k ( z ) at z = a .Chapter 9 Discrete−Time Systems and the Z Transform ∞ Z { a u0 [ n ] } = n n=0 ∑a z n –n ⎧ z ---------.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..3. u0 [ n ] ⎧0 u0 [ n ] = ⎨ ⎩1 n<0 n≥0 1 . where z = a |..40) are shown in Figure 9.3. 9−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.2.for z > a ⎪ z – a = ⎨ ⎪ unbounded for z < a ⎩ (9. the circumference of the circle lies in the region of divergence. Then. 9.. The discrete unit step function u 0 [ n ] From the definition of the Z transform.

1. to evaluate this infinite summation.43) and we observe that as k → ∞ .42) As in Subsection 9.42).46) for z > 1 .44) from (9. Then. by substitution into (9. ( z ) → 0 . and since 1 = 1 .40) we obtain n n Z { u0 [ n ] } = n=0 ∑ [1]z ∞ –n ⎧ z ---------.3.43) becomes the same as (9.45) for z ≠ 1 Since ( z ) = z –1 k – 1 k jk θ –1 e .47) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. To express (9. and we denote this truncated version as F k ( z ) . Therefore.44) Subtracting (9. we obtain Fk ( z ) – z Fk ( z ) = 1 – z –1 –k or 1–z 1 – (z ) . we form a truncated version of F ( z ) which contains the first k terms of the series.The Z Transform of Common Discrete−Time Functions F(z) = n=0 ∑ ∞ f [n]z –n = n=0 ∑ [1 ]z ∞ –n (9. Third Edition Copyright © Orchard Publications 9−15 .= ---------z F ( z ) = lim F k ( z ) = --------------– 1 z–1 k→∞ 1–z –1 k (9. (9.43) in a closed form.43). and the region of convergence lies outside the unit circle. we multiply both sides by z –1 and we obtain –1 z Fk ( z ) = z +z –2 +z –3 +…+z –k (9. Alternate Derivation: The discrete unit step u 0 [ n ] is a special case of the sequence a with a = 1 . 1 .for z > 1 ⎪ z–1 = ⎨ ⎪ unbounded for z < 1 ⎩ (9. as k → ∞ .= ---------------------F k ( z ) = --------------–1 –1 1–z 1–z –k –1 k (9. Fk ( z ) = k–1 n=0 ∑z –1 –n = 1+z –1 +z –2 +…+z –( k – 1 ) (9.

9.4 The Transform of the Discrete−Time Cosine and Sine Functions Let f 1 [ n ] = cos n aT and f 2 [ n ] = sin naT To derive the Z transform of f 1 [ n ] and f 2 [ n ] .3.3 The Transform of the Discrete−Time Exponential Sequence The discrete−time exponential sequence is defined as f [n] = e – naT u0 [ n ] +e – 2aT – 2 Then.z –e = 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.3. F( z) = ∑e n=0 ∞ – naT – n z = 1+e – aT – 1 z z +e – 3aT – 3 z +… and this is a geometric sequence which can be expressed in closed form as Z [e – naT z 1 u 0 [ n ] ] = -------------------------. we use (9.= -----------------– aT – aT – 1 z–e 1–e z (9.Chapter 9 Discrete−Time Systems and the Z Transform 9.48) for e – aT – 1 z < 1. Third Edition Copyright © Orchard Publications .48) of Subsection 9. we obtain the transform pairs z – z cos aT cos naT ⇔ ----------------------------------------2 z – 2z cos aT + 1 2 (9.49) 9−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.3.3. 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 z . that is.

50) To define the regions of convergence and divergence.The Z Transform of Common Discrete−Time Functions and z cos aT sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 (9.50) have two poles.4. we see that the poles separate the regions of convergence and divergence. Im[z] Region of Convergence ×Pole 1 Region of Divergence Re[z] ×Pole Figure 9. for the discrete−time cosine and sine functions we have the pairs z 2 – z cos aT cos naT ⇔ ----------------------------------------z 2 – 2z cos aT + 1 for z > 1 (9.4. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.49) or (9. all poles lie outside the region of convergence. page 3−1. the poles lie on the region of divergence. Regions of convergence and divergence for cos n aT and sin n aT From Figure 9.49) and (9.52) and z sin a T sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 for z > 1 (9. but the zeros can lie anywhere on the z -plane. as we have seen before. Therefore. the poles lie on the unity circle as shown in Figure 9. that is.4. Third Edition Copyright © Orchard Publications 9−17 . one at z = e z = e – j aT .50) as (z – e jaT ) ⋅ (z – e – j aT ) jaT (9. * This was defined in Chapter 3. Also.51) and the other at We see that both pairs of (9. since the circumference of the circle lies on the region of divergence.53) It is shown in complex variables theory that if F ( z ) is a proper rational function*. we express the denominator of (9.

3.Chapter 9 Discrete−Time Systems and the Z Transform 9.55) with respect to z .54) We can express (9. Z { nu 0 [ n ] } = n=0 ∑ nz ∞ ∞ –n = 0+z –1 + 2z –2 + 3z –3 +… (9. and others.56) We summarize the transform pairs we have derived.54) in closed form using the discrete unit step function transform pair Z { u0 [ n ] } = n=0 ∑ (1)z ∞ –n z = ---------for z–1 z > 1 (9. 9−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we obtain d ⎛ dz ⎝ or n=0 ∞ ∑ (1 )z – n⎞ ⎠ = z ⎞ d ⎛ ---------dz ⎝ z – 1 ⎠ n=0 ∑ –n z –n –n–1 –1 = -----------------2 (z – 1) –n Multiplication by – z yields n=0 ∑ ∞ nz = n n=0 ∑ (1) z ∞ z = -----------------2 (z – 1) and thus we have the transform pair z nu 0 [ n ] ⇔ -----------------2 (z – 1) (9. in Table 9.5 The Transform of the Discrete−Time Unit Ramp Function The discrete−time unit ramp function is defined as f [ n ] = nu 0 [ n ] Then.55) Differentiating both sides of (9. Third Edition Copyright © Orchard Publications . given as exercises at the end of this chapter.2.

z >a 2 2 z – 2az cos aT + a z –1 ---------------------------m–1 z (z – 1) z ⁄ (z – 1) 2 3 m 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. Third 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 z >1 z >1 ( cos naT ) u 0 [ n ] z – z cos aT ----------------------------------------2 z – 2z cos aT + 1 z sin a T ----------------------------------------2 z – 2z cos aT + 1 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 z – az cos aT ---------------------------------------------z >a 2 2 z – 2az cos aT + a az sin a T ---------------------------------------------.

59) Next. and replacing v with s . Third Edition Copyright © Orchard Publications .57) where C is a contour enclosing all singularities (poles) of F ( s ) . the following examples will show that this procedure is not difficult. we obtain 1F ( z ) = ------j2 π ∫C ° F(s ) ----------------------ds – 1 sT 1–z e (9.dv – sT vT 1–e e (9. and v is a dummy variable for s .1 Derive the Z transform of the discrete unit step function u 0 [ n ] using the residue theorem.60). * This section may be skipped without loss of continuity.Chapter 9 Discrete−Time Systems and the Z Transform 9.58) By substitution of (9. Solution: We learned in Chapter 2. We can compute the Z transform of a discrete−time function f [ n ] using the transformation F ( z ) = F∗ ( s ) z=e sT (9.58) into (9.60) Example 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) -------------------------. 9−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. that L [ u0 ( t ) ] = 1 ⁄ s Then.57). It is intended for readers who have prior knowledge of complex variables theory. we use Cauchy’s Residue Theorem to express (9. However.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 (9.4 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 ) . by residue theorem of (9.

This theorem states that 1 d F(s) .= ---------1 = lim s ----------------------= lim ------------------------.⎞ ( s – p k ) ------------n – 1 – 1 sT ⎝ ⎠ ( n – 1 ) ! s → pk ds 1–z e n–1 (9.= --------------– 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.= -------------------------– 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. and this is the same as (9. by residue theorem of (9.----------------------F ( z ) = lim ⎛ -----------------.2 Derive the Z transform of the discrete exponential function e rem.= 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 z 1 . Example 9.3 Derive the Z transform of the discrete unit ramp function nu 0 [ n ] using the residue theorem. L [e – at – naT u 0 [ n ] using the residue theo- 1u 0 ( t ) ] = ---------s+a Then. Solution: From Chapter 2.60). Page 9−15. we need to apply the residue theorem applicable to a pole of order n. Third Edition Copyright © Orchard Publications 9−21 .48). Example 9.61) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.47).Computation of the Z Transform with Contour Integration F(s) 1⁄s . F( s) 1 ⁄ (s + a) F ( z ) = lim ( s – p k ) ----------------------= lim ( s + a ) ----------------------– 1 sT – 1 sT s → pk s → – a 1–z e 1–z e z 1 1 = lim -----------------------= -----------------. Solution: From Chapter 2. L [ tu 0 ( t ) ] = 1 ⁄ s 2 Since F ( s ) has a second order pole at s = 0 .

Third Edition Copyright © Orchard Publications . 9. In this section. which are repeated here for convenience.Chapter 9 Discrete−Time Systems and the Z Transform Thus. for this example.62) ∑ f [n]z –n (9.67) allows the mapping (transformation) of regions of the s -plane into the z -plane.66) Therefore.64) Thus. G(s) = and F( z) = ∑ f [n]e n=0 ∞ n=0 ∞ – nsT (9.6) and (9.65). Pages 9−2 and 9−1 respectively.62) with (9.63).s = lim ---= -----------------– 1 sT – 1 sT 2 s → 0 ds s → 0 ds 1 – z e 1–z e (z – 1) 2 for z > 1 . F( z) = G(s) 1 . and this is the same as (9. we will investigate the mapping of the plane of the complex variable s . Page 9−18.1). 1 1⁄s d ----------------------z d 2 ----------------------F ( z ) = lim ---.65) and 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 . into the plane of the complex variable z . and z are both complex variables. G(s) = F(z) z=e sT (9.63) By comparison of (9. We find this transformation by recalling that s = σ + j ω and therefore.ln z s = -T (9.67) Since s . expressing z in magnitude-phase form and using (9. relation (9. the variables s and z are related as z = e sT (9. Let us reconsider expressions (9. we obtain 9−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.ln z s = -T (9.56).

and these are shown in Table 9. maps on the circumference of the unit circle in the z −plane as shown in Figure 9. therefore.68) (9. and Since θ = ωT T = 1 ⁄ fs z = z ∠θ = z e z = e jθ = e σT e jωT (9. Then. from (9. we obtain concentric circles with radius less than unity. we see that z > 1 .71) into (9.71) and by substitution of (9. ω s = 2 π f s or f s = ω s ⁄ 2 π .72).69). we see that z = e j2 π ( ω ⁄ ωs ) and all values of ω lie on the circumference of the unit circle. For illustration purposes. Case III σ = 0 : When σ is zero. we see that the portion of the j ω axis for the interval 0 ≤ ω ≤ ω s in the s −plane.69) (9. From Table 9. and T = ( 2 π ) ⁄ ωs Therefore.3.3. Third Edition Copyright © Orchard Publications 9−23 . let us examine the behavior of z when σ is negative. we have mapped several fractional values of the sampling radian frequency ω s . zero. from (9.Transformation Between s and z Domains where. from (9.68).70) as ω 2π .70) σT the period T defines the sampling frequency f s . and thus the right half of the s -plane maps outside the unit circle of the z -plane. or positive. in digital signal processing the unit circle represents frequencies from zero to the sampling frequency. and thus the left half of the s -plane maps inside the unit circle of the z -plane. we see that z < 1 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Case I σ < 0 : When σ is negative.= 2 π ----θ = ω ----ωs ωs (9. we obtain z = e σT e j2 π ( ω ⁄ ω s ) (9. and for different positive values of σ we obtain concentric circles with radius greater than unity.72). we express (9.69) and (9.5. and for different negative values of σ . Case II σ > 0 : When σ is positive.69). Thus.72) The quantity e j2 π ( ω ⁄ ωs ) in (9. defines the unity circle. and the frequency response is the discrete−time transfer function evaluated on the unit circle.

5 ω s 0. as we have seen.5 ω s x ω = 0 0 x x x ω = ωs Re [ z ] 0.75 ω s Figure 9.625 ω s 0. Mapping of the s−plane to z−plane The mapping from the z −plane to the s −plane is a multi−valued transformation since.25 ω s 0.125 ω s σ<0 σ = 0 σ>0 ω = 0.Chapter 9 Discrete−Time Systems and the Z Transform TABLE 9. and it is shown in complex variables textbooks that ln z = ln z + j2n π (9.625 ω s 0.875 ω s σ ω = 0.25 ω s x 0.375 ω s 0. Third Edition Copyright © Orchard Publications .5.3 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 0.875 ω s 0.75 ω s 0.125 ω s x z =1 ω = 0.73) 9−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.375 ω s 0. s = ( 1 ⁄ T ) ln z .

that is. we expand it as r1 r2 F(z) k ---------.6.3 below. Partial Fraction Expansion b.6 The Inverse Z Transform The Inverse Z transform enables us to extract f [ n ] from F ( z ) .1 Partial Fraction Expansion This method is very similar to the partial fraction expansion method that we used in finding the Inverse Laplace transform. It can be found by any of the following three methods: a. Before we expand F ( z ) into partial fractions.75) and after the residues are found from F( z) (z) .= ( z – pk ) F ---------r k = lim ( z – p k ) ---------z z z → pk (9.78) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ------------k.75) as r2 z r1 z + ------------+… F ( z ) = k + ------------z – p1 z – p2 (9. The Inversion Integral c.4 Use the partial fraction expansion method to compute the Inverse Z transform of 1 F ( z ) = ----------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0. -------------------. that is.+ ------------+ ------------+… z z z – p1 z – p2 (9.77) Example 9.6. we expand F ( z ) into a summation of terms whose inverse is known. and r i and p i represent the residues and poles respectively.5 z ) ( 1 – 0. ------------.75 z ) ( 1 – z ) (9. Third Edition Copyright © Orchard Publications 9−25 .76) z = pk we rewrite (9. Long Division of polynomials These methods are described in Subsections 9..= -.The Inverse Z Transform 9. we must express it as a proper rational function.1 through 9. This is done by expanding F ( z ) ⁄ z instead of F ( z ) . 9.6. These terms have the form r1 z r2 z r3 z .74) where k is a constant. these can be real or complex. … z – p1 ( z – p )2 z – p2 1 (9.

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

000 7.000 1.2500 2..000 7.z)..000 2.000 4.453 4.6 shows the first 25 values of n but only part of the spreadsheet is shown.000 7.715 13.2f \t'.den]=residue(num. fprintf('p3 = %4.75 ) + 8 for Example 9.786 14.000 6..000 7. simple(Fz) r2 = -9.000 3.00 p2 = 0.277 5.107 9.4 n n 25 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. fprintf('p2 = %4.5) − 9(0.0000 1.88 n n 8 7 6 5 4 3 2 1 0 1 3 Discrete Time Sequence f[n] = 2(0.80) % 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. num(2)). Third Edition Copyright © Orchard Publications 9−27 .00 p1 = 1.000 7. num(3)). den(2)).. fprintf('r3 = %4. fprintf('p1 = %4.000 7.438 3. n f[n] 0.429 7.75 r3 = 2.814 8. 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 ] .75)^n+8. den(1)). The spreadsheet of Figure 9.den).5 ) – 9 ( 0.621 12.79) fprintf('r1 = %4..2f \t'. % The coefficients of the denominator fprintf(' \n').000 5.927 6. Fz=ztrans(fn.000 7.The Inverse Z Transform num=[0 1 0 0].n.2f \t'.6.00 p3 = 0.. den(3)) r1 = 8.2f \t'. num(1)). % Verify the residues in (9.00 syms n z fn=2*(0. % The coefficients of the numerator den=[1 −9/4 13/8 −3/8]. The discrete−time sequence f [ n ] = 2 ( 0. fprintf('r2 = %4.75) + 8 5 7 9 11 13 15 17 19 21 23 Figure 9. [num.84 15.2f \t'.5)^n−9*(0.328 10.495 11.000 6.2f \t'.000 7.000 5.50 % This is the answer in (9.

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

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

83) Solution: Dividing both sides by z and performing partial fraction expansion.+ --------------------------------. Third Edition Copyright © Orchard Publications .15 ---------.= --------.+ ---------.84) The residues are z+1 r 1 = ----------------------------------------------2 ( z – 1 ) ( z + 2z + 2 ) z+1 r 2 = -------------------------------------2 ( z ) ( z + 2z + 2 ) 1 = ----.= – 0.05 + j0. The impulse response for Example 9.= -------------------------------------------------.4 5 j = -------------------------------------------------.15 ( – 1 + j ) ( – 2 + j ) ( j2 ) z+1 r 3 = -----------------------------------------------(z)(z – 1)(z + 1 + j) r 4 = r∗ 3 = 0.7.5 0.= 0.05 – j0.5 –2 z=0 z=1 = 2 -.05 + j0.5 Example 9.15 z = –1+j Then.+ ---------------------------2 z z z–1 (z + 1 – j) (z + 1 + j) z ( z – 1 ) ( z + 2z + 2 ) or 9−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Chapter 9 Discrete−Time Systems and the Z Transform Figure 9.6 Use the partial fraction expansion method to compute the Inverse Z transform of z+1 F ( z ) = ----------------------------------------------2 ( z – 1 ) ( z + 2z + 2 ) (9.+ ---------.15 0.05 – j0.= 0.+ ----------------------2 z z z – 1 (z + 1 – j) (z + 1 + j) z ( z – 1 ) ( z + 2z + 2 ) (9.= -------------------------------------------------. F(z) z+1 – 0.4 0. we obtain r4 r1 r2 r3 F(z) z+1 .= --.+ ---------------------------.

den. num=[0 0 1 1]. We recall that his function requires that F ( z ) is expressed as a ratio of polynomials in descending order.05 ( 2 e ) n – j n135 ° ) ) – j0.05 – j0.05 ( 2 e + j0.+ -----------------------------------= – 0.15 ) ( 2e + ( 0.05 + j0.5 + ---------.15 ) z 0.sin n135 ° f [ n ] = – 0.4 ( 1 ) + ( 0. syms n z collect((z−1)*(z^2+2*z+2)) % First. den=[1 1 0 −2].+ -----------------------------------.15 ) z ( 0.85).05 – j 0.05 – j0.05 + j0.den. Third Edition Copyright © Orchard Publications 9−31 .11).16) fn = 0 0 1 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.4z = – 0.05 – j0. we find that the discrete−time sequence is f [ n ] = – 0.05 + j0.5 δ [ n ] + 0.15 ( 2 e n n – j n135 ° or 3 2 2cos n135 ° – -----------.4z ( 0.15 ) ( 2e n jn135 ° – j 135 ° n n j135 ° n ) ) = – 0.5 δ [ n ] + 0.+ -----------------------------------z–1 (z + 1 – j) (z + 1 + j) 0.4z ( 0.4 + 0.85) We will use the MATLAB dimpulse function to display the first 8 values of f [ n ] in (9.5 δ [ n ] + 0.4 + -------10 10 n (9.5 + ---------.15 ) z F ( z ) = – 0. dimpulse(num.15 ) z .+ -----------------------------------j135 ° – j 135 ° z–1 z – 2e z – 2e Recalling that and δ[n] ⇔ 1 z n a u 0 [ n ] ⇔ ---------z–a for z > a .5 + --------------------------------------------------------------------------------+( -+( z – (– 1 – j) z – (– 1 + j) z–1 0. fn=dimpulse(num.15 ) z 0.15 ) z ( 0.15 ( 2 e n jn135 ° ) + 0.The Inverse Z Transform 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 9.8.05 + j0.

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 . and by Cauchy’s residue theorem.Chapter 9 Discrete−Time Systems and the Z Transform 0 0 2 -2 2 -6 10 Figure 9.86) where C is a closed curve that encloses all poles of the integrant.6 9. Third Edition Copyright © Orchard Publications .2 The Inversion Integral The inversion integral * states that 1 f [ n ] = ------j2 π ∫ F(z )z ° C n–1 dz (9. The impulse response for Example 9.6. this integral can be expressed as f [n] = ∑ Res [ F ( z ) z k n–1 ] z = pk (9. It is intended for readers who have prior knowledge of complex variables theory. 9−32 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. * This section may be skipped without loss of continuity.8.

7 Use the inversion integral method to find the Inverse Z transform of 1 + 2z + z F ( z ) = ----------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. we must evaluate the first derivative of ( z + 2z + 1 ) ---------------------------------------( z – 1 ) ( z – 0. f [ 1 ].75 ) 3 2 z=0 ( z + 2z + 1 ) + Res --------------------------------------------2 z ( z – 1 ) ( z – 0.90) becomes f[0] = ∑ k ( z + 2z + 1 ) Res --------------------------------------------2 z ( z – 1 ) ( z – 0. Thus.91) z=1 ( z + 2z + 1 ) + Res --------------------------------------------2 z ( z – 1 ) ( z – 0.75 The first term on the right side of (9.87).75 or Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.91) reduces to d ( z + 2z + 1 ) .75 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res --------------------------------------------2 z ( z – 1 ) ( z – 0. … . For n = 0 . f [ 2 ].90) z = pk We are interested in the values f [ 0 ]. (9. therefore. that is.75 ) 3 2 (9.91) has a pole of order 2 at z = 0 . Third Edition Copyright © Orchard Publications 9−33 . f [n] = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------z ( z – 1 ) ( z – 0. for n = 0 .75 ) 2 n–1 3 2 (9. 2.89) and by application of (9.75 ) 3 2 at z = 0 .The Inverse Z Transform Example 9.75z ) –1 –3 (9.---------------------------------------f [ 0 ] = ----dz ( z – 1 ) ( z – 0.75 ) z = 0. (9.75 ) z = pk 3 = ∑ k ( z + 2z + 1 ) z Res --------------------------------------------( z – 1 ) ( z – 0. values of n = 0.75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + --------------------------------2 z (z – 1) 3 2 z = 0.88) Solution: Multiplication of the numerator and denominator by z 3 yields z + 2z + 1 F ( z ) = ------------------------------------------z ( z – 1 ) ( z – 0. … .75 ) 3 2 ( z + 2z + 1 ) + --------------------------------2 z ( z – 0.75 ) 3 2 n–2 (9. 1.

the exponential factor z z = 1 .75 For n ≥ 2 there are no poles at z = 0 .75 ) z = pk 3 2 3 2 ( z + 2z + 1 ) = Res ------------------------------------------z ( z – 1 ) ( z – 0. but varies for values z ≠ 1 .75 + 2 ( 0. that is.75 ) (9.94) z = 0.75 ) ( z + 2z + 1 ) = ---------------------------------------( z – 1 ) ( z – 0.25 – 0.75 .75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0. Then.75 ) 3 2 ( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0.93) z = 0.75 for n ≥ 2 .75 ) z = pk 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------= Res ( z – 1 ) ( z – 0. ( z + 2z + 1 ) f [ n ] = --------------------------------( z – 0.75 ) + 1 ] ( 0.75 ) z=0 3 2 ( z + 2z + 1 ) + ---------------------------------z(z – 1) z=1 z = 0. (9.75 ) z=1 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------+ Res ( z – 1 ) ( z – 0. Therefore.75 z=1 3 2 n–2 ( z + 2z + 1 ) z + ---------------------------------------------(z – 1) z = 0.75 3 2 ( z + 2z + 1 ) + --------------------------------z ( z – 0.= 1 9 9 (9.92) For n = 1 .94).= ----3 12 4 3 2 (9. we observe that for all values of n ≥ 2 .75 (9.75 ) 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.+ 16 – -------.75 ) 3 2 n–2 ( z + 2z + 1 ) z = ---------------------------------------------( z – 0.+ -----------------------------------------------------------------------------= --------0. the only poles are at z = 1 and z = 0.Chapter 9 Discrete−Time Systems and the Z Transform 28 163 f [ 0 ] = ----. From (9.95) [ 0.90) becomes f [1] = ∑ k ( z + 2z + 1 ) Res ------------------------------------------z ( z – 1 ) ( z – 0.+ 16 – -------. Third Edition Copyright © Orchard Publications .25 9−34 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.75 ) 4 .75 ) 4 163 15 = -. f[n] = ∑ k 3 2 n–2 ( z + 2z + 1 ) z ---------------------------------------------Res ( z – 1 ) ( z – 0.

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. The discrete−time sequence for Example 9.359 10.The Inverse Z Transform or n 163 ⁄ 64 ) ( 0.75 ) n f [ n ] = 16 + ( ----------------------------------------2 9 ( – 0.777 13.( 0.75 ) n -.9. n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 f[n] 1.7 Example 9.270 11.96) where the coefficients of δ [ n ] and δ [ n – 1 ] are the residues that were found in (9.75.( 0. Fz=(z^3+2*z^2+1)/(z*(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.000 3.8 Use the inversion integral method to find the Inverse Z transform of Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= 16 – 163 -------.640 14.25 ) ( 0.813 8.187 14. We can express f [ n ] for all n ≥ 0 as 28 -------.426 15.75 ) . Third Edition Copyright © Orchard Publications 9−35 .93) for n = 0 and n = 1 respectively at z = 0 .235 15.9.750 5.980 15. Check with MATLAB: syms z n.582 14.δ [ n – 1 ] + 16 – 163 -δ[n] + 4 f [ n ] = ----9 3 9 (9.570 Discrete Time Sequence of f[0] = 1.75 ) for n ≥ 2 . This is shown on the spreadsheet of Figure 9.92) and (9.75)). 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 . f[1] = 3.702 12.

75 .75 ) 1 = ----------.75 ) .Chapter 9 Discrete−Time Systems and the Z Transform 1 F ( z ) = ----------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0.75 ) z = pk n+1 n+1 z = Res ---------------------------------------( z – 1 ) ( z – 0.75z ) (9.+ ----------------------0.87).75 ) 9. The poles are at z = 1 and z = 0. Third Edition Copyright © Orchard Publications . expand the denominator to a polynomial. 1. and arrange the numerator and denominator polynomials in descending powers of z .25 ) 16 ( 0.97) Solution: Multiplication of the numerator and denominator by z 2 yields z F ( z ) = ---------------------------------------( z – 1 ) ( z – 0.9 Use the long division method to determine f [ n ] for n = 0. and the numerator and denominator must be polynomials arranged in descending powers of z .25z ) ( 1 – 0.98) This function has no poles at z = 0 .5z ) ( 1 – 0.75 n+1 (9.99) z + --------------(z – 1) z=1 n z = 0.( 0.75z ) –1 –2 –3 (9. given that 1 + z + 2z + 3z F ( z ) = --------------------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0. we multiply numerator and denominator by z 3 .6. 9−36 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.75 ) 2 (9. Then.3 Long Division of Polynomials To apply this method.25 ( – 0.25 ) ( 0.75 ) n .75 ( 0.75 ) z = ----------------------( z – 0.75 ) n+1 z + Res ---------------------------------------( z – 1 ) ( z – 0.= 4 – ----= 4 – -----------------------------3 ( 0. f[n] = ∑ k z z Res ---------------------------------------( z – 1 ) ( z – 0.75 ) z = pk n+1 2 n–1 = ∑ k z Res ---------------------------------------( z – 1 ) ( z – 0. Example 9. and 2 .100) Solution: First. F ( z ) must be a rational function.75 ) z=1 n+1 n+1 z = 0. Then by (9.

z + z + 2z + 3 F ( z ) = ------------------------------------------------------------------------------3 2 z – ( 3 ⁄ 2 ) z + ( 11 ⁄ 16 ) z – 3 ⁄ 32 3 2 (9.75 ) 3 2 Next. f [ 1 ] = 5 ⁄ 2 and f [ 2 ] = 81 ⁄ 16 (9.z–…+… 16 2nd Remainder Figure 9.z + ----Q ( z ) = 1 + -16 2 (9. we perform long division as shown in Figure 9. Third Edition Copyright © Orchard Publications 9−37 .10.102) and (9.103).z 2 + 21 ----.25 ) ( z – 0.103) Equating like terms in (9.z + 35 ----2 16 32 1st Remainder 5 2 15 55 15 .102) By definition of the Z transform.z + ----2 4 32 64 81 ----.z + -----z +… 1 + -2 16 z + z + 2z + 3 3 3 2 11 3. Long division for the polynomials of Example 9.z + ----. we obtain f [ 0 ] = 1.z – ----.10.The Inverse Z Transform z + z + 2z + 3 F ( z ) = --------------------------------------------------------------------( z – 0.25)*(z−0.5 ) ( z – 0. F( z) = n=0 ∑ f [n] z ∞ –n = f [0 ] + f [1]z –1 + f [2]z –2 +… (9.– ----.z–1 -.z – ----z – -2 16 32 5 – 1 81 –2 . we use the MATLAB collect function to expand the denominator to a polynomial.101) Now. Divisor 3 3 2 11 3 .z + ----. syms z.9 We find that the quotient Q ( z ) is 5 – 1 81 –2 -z +… .z – ----z – -2 16 32 3 2 Quotient Dividend 5 -. den=collect((z−0.104) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.75)) den = z^3-3/2*z^2+11/16*z-3/32 Thus.5)*(z−0.

11.15).den.3727 1. Third Edition Copyright © Orchard Publications .8189 1.9688 10. and to obtain the sequence of the first 15 values of f [ n ] . dimpulse(num.0338 Figure 9..5000 5.2522 6.3115 4.7220 5... den=[1 −3/2 11/16 −3/32].2070 9. Impulse response for Example 9. fn=dimpulse(num. can be described by the linear difference equation 9−38 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Chapter 9 Discrete−Time Systems and the Z Transform We will use the MATLAB dimpulse function to verify the answers.9 Table 9.1577 2.0625 8.4 lists the advantages and disadvantages of the three methods of evaluating the Inverse Z transform.4024 1.12.den.7 The Transfer Function of Discrete−Time Systems The discrete−time system of Figure 9.0000 2.16) fn = 1.1195 3. 9. num=[1 1 2 3].6191 8.

12. relation (9. and using the Z transform pair we obtain –1 [f [n – m]] ⇔ z –2 –m F(z ) –k 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 (9.The Transfer Function of Discrete−Time Systems TABLE 9. taking the Z transform of both sides of (9.106). In a compact form.106) Assuming that all initial conditions are zero. 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 ] (9.4 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] Linear Discrete−Time System y[n] 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 9.105) where a i and b i are constant coefficients.105) is expressed as y [n] = ∑ i=0 k ai x [ n – i ] – ∑ bi y [ n – i ] i=0 k (9. Third Edition Copyright © Orchard Publications 9−39 .107) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

The discrete−time impulse response h [ n ] c. Third Edition Copyright © Orchard Publications .10 The difference equation describing the input−output relationship of a discrete−time system with zero initial conditions.= -------------------------------------------------------------------------–1 –2 –k D(z) 1 + b1 z + b2 z + … + bk z –1 –2 –k (9.109) We define the discrete−time system transfer function H ( z ) as a0 + a1 z + a2 z + … + ak z N(z) H ( z ) = ----------.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 (9.110) into (9.113) a. that is.110) and by substitution of (9. The response when the input is the discrete unit step u 0 [ n ] 9−40 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.112) Example 9.5y [ n – 1 ] + 0. and since Z {δ[n]} = n=0 ∑ δ[n]z ∞ –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 ) . The transfer function H ( z ) b.109).108) a0 + a1 z + a2 z + … + ak z -X(z) Y ( z ) = -------------------------------------------------------------------------–1 –2 –k 1 + b1 z + b2 z + … + bk z (9.111) The discrete impulse response h [ n ] is the response to the input x [ n ] = δ [ n ] . h[ n] = Z –1 {H(z)} (9. is Compute: y [ n ] – 0. we obtain Y(z) = H(z)X(z) (9.125y [ n – 2 ] = x [ n ] + x [ n – 1 ] (9.

5z + 0.5000 p2 = 0..25 ) z – 0. den=[1 −0.5 – j2.5000i .+ ----------------------------------------.5 0. .125z Y ( z ) = X ( z ) + z X ( z ) z +z (z) 1+z .= -------------------------------------.25 z – 0.5 ) z ( 0.25 + j0.2500i 0.5z + 0.5 z Y ( z ) + 0. disp('r1 = ').25 + j0..125]. disp(den(2)) r1 = 0.25 – j0.= -----------------------------------------------–1 –2 2 X(z) 1 – 0.2.5 – j2.5 ) z ( 0.2500i + 2.113).25 2e (9.den]=residue(num.5 . Third Edition Copyright © Orchard Publications 9−41 . disp(num(2)).5 + j2.2500 r2 = 0.= ---------------------------------------2 z z – 0.5 – j2. Taking the Z transform of both sides of (9.115) as follows: num=[0 1 1].+ ------------------------------------H(z) ----------.den).5 0.115) Using the MATLAB residue function. We first divide both sides by z and we obtain: H(z) z+1 ----------. disp(den(1)). disp(num(1)).125 –1 2 –1 –2 –1 (9. [num. To obtain the discrete−time impulse response h [ n ] . disp('p2 = ')..25 ) z – ( 0.= ---------------------------------------H(z) = Y ----------.5 z + 0.= -----------------------------------z – 0.2500 and thus.125z z – 0. the discrete impulse response sequence h [ n ] is Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.The Transfer Function of Discrete−Time Systems Solution: a. we obtain the residues and the poles of (9.5 ) z ( 0.5000 p1 = 0. disp('p1 = ')..116) Recalling that zn a u 0 [ n ] ⇔ ---------z–a for z > a .5 + j2.5 ) z H ( z ) = -----------------------------------------.25 z or ( 0. we obtain and thus Y ( z ) – 0.5 + j2..114).125 (9.fprintf(' \n'). we need to compute the Inverse Z transform of (9.5000i + 0. disp('r2 = ')..0.25 2e z – 0.114) b.+ --------------------------------------j45 ° – j 45 ° z – ( 0.25 – j0.

den]=residue(num.⋅ ---------. num=[0 1 1 0]. [num.25 2 ) ( e jn45 ° ] + j2.25 2 ) e n n jn45 ° n j45 ° n ) + ( 0.118) We will use the MATLAB residue function to compute the residues and poles of expression (9. disp('p3 = ').5z + 0.5 [ ( 0.5 [ ( 0..117) c. denom=(z^2−0. we must express the denominator as a polynomial.5 – j2..= -------------------------------------------------------------Y ( z ) = ---------------------------------------2 2 z – 0.den). disp(num(2)). we compute the residues and poles. disp('r3 = ').5 [ ( 0.5 ) ( 0.119) Now. den=[1 −3/2 5/8 −1/8].= ----------------------------------------------------------------------3 z z – ( 3 ⁄ 2 )z2 + ( 5 ⁄ 8 )z – 1 ⁄ 8 2 (9.25 2 ) e n – j n45 ° jn45 ° n +e ) ] – j2. Third Edition Copyright © Orchard Publications .125 ) ( z – 1 ) 2 (9.25 2e n – j n45 ° – j 45 ° n ) ] + 0.Chapter 9 Discrete−Time Systems and the Z Transform h [ n ] = ( 0.25 2 ) ( e –e ) or 2⎞ ..5*z+0. disp(den(1)).25 2e = 0. disp('p1 = ')... the transform u 0 [ n ] ⇔ ----------. disp('p2 = ').. disp(num(3)). collect(denom) ans = z^3-3/2*z^2+5/8*z-1/8 Then.117).( cos n45 ° + 5 sin n45 ° ) h [ n ] = ⎛ -----⎝ 4 ⎠ z z–1 (9.125 ) ( z – 1 ) 2 or Y(z) = -------------------------------------------------------------(z + z) ----------2 z ( z – 0.5z + 0. disp('r1 = ').5 ( 0. disp(den(3)) r1 = 3. fprintf(' \n').125)*(z−1)..125 z – 1 ( z – 0. disp(den(2)).5 [ ( 0. syms z.5 [ ( 0. First.2000 p1 = 1.5 ) ( 0.5 + j2.. disp(num(1)). and using the result of part (a) we obtain: 2 z +z z z(z + z) .. disp('r2 = ').0000 r2 = 9−42 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.. From Y ( z ) = H ( z ) X ( z ) .25 2 ) e – j n45 ° ] ] n jn45 ° – j n45 ° – j2. Y(z) z +z ----------.5z + 0.25 2 ) e = 0.

25 – j 0.6 ⎛ -----.25 z – 0.25 2 ) ( e n n – j 45 ° n ) +e n – j n45 ° jn45 ° –e – j n45 ° )] or 2⎞ 2⎞ . Third Edition Copyright © Orchard Publications 9−43 .3000i + 0.125 –1 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.0.14 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 – 0.1000 p2 = 0.2 – 2.25 2 ) ( e n jn45 ° j45 ° n ) – ( 1.25 2e = 3.25 3.1 + j0.5z + 0.( 2.3 ) z ( – 1.2500i .25 + j0.+ ----------------------------------.+ -------------------------------------= ---------.0.125z z – 0.= ---------.125 ] respectively in accordance with the transfer function of relation (9.121) Recalling that zn a u 0 [ n ] ⇔ ---------z–a for z > a |.1 – j 0.25 2e ) ] + j0.3000i .2 cos n45 ° + 0.2z ( – 1.+ ---------------------------------z – 1 z – 0.The Transfer Function of Discrete−Time Systems -1.120) or (9.1 + j0. The plot for y [ n ] can be readily obtained with the Simulink model shown in Figure 9.25 + j0.25 – j 0. Page 9−41.sin n45 ° y [ n ] = 3. where we found that z +z Y(z) 1+z . we find that the discrete output response sequence is y [ n ] = 3.2500 r3 = -1.3 ) z .1000 p3 = 0.3 ) z Y ( z ) = ---------.= ---------------------------------------H ( z ) = ----------.1 + j0.2 – ⎛ -----⎝ 4 ⎠ n (9.= -----------------------------------------------–1 –2 2 X(z) 1 – 0.2 – 1.1 + j0.25 z – 0.2 – 1.25 z – (3 ⁄ 2)z + (5 ⁄ 8)z – 1 ⁄ 8 3.1 + j0.+ --------------------------------------z – 1 z – 0.cos n45 ° – 0.119) as Y(z) z +z 3.25 2e j45 ° z – 0.+ -------------------------------.3 ) ( 0.3 ) ( 0.3 [ ( 0.2z ( – 1.122) The plots for the discrete−time sequences h [ n ] and y [ n ] are shown in Figure 9.1 – j 0.1 [ ( 0.+ ---------------------------------3 2 z z – 1 z – 0.3 – 1.5 z + 0.5 0.2 + ( – 1.3 ----------.13.114).2 ⎛ -----⎝ 4 ⎠ ⎝ 4 ⎠ 2⎞ .= ----------------------------------------------------------------------.1 – j 0.2500 + 0. we express (9.25 2e – j 45 ° 2 (9.6 sin n45 ° ) = 3.3 ) z ( – 1.2500i With these values.

625 0.200 h[n] and y[n] for Example 9.10 The plot for y [ n ] .15.010 -0 0.234 3.000 4.02 -0.5 1 2 3 4 5 6 7 8 9 10 11 Figure 9.000 13. Output waveform for the model of Figure 9.000 2.000 9.000 0.000 10.0 0.5 3.125 -0.500 0.0 -0.200 3.211 3.5 2.000 7.000 h[n] 1. Figure 9.000 3.000 3E-05 -0 -0 y[n] 1.500 3. Third Edition Copyright © Orchard Publications .14.15.125 3.5 0.000 6.000 12.10 3.200 3.5 1.0 2. is shown in Figure 9.199 3.000 8.200 3.000 5. displayed on the Scope block of Figure 9.Chapter 9 Discrete−Time Systems and the Z Transform n 0.199 3. Model for Example 9.13.000 11.000 2.02 -0.000 1.250 3.000 1. Plots of h [ n ] and y [ n ] for Example 9.14 9−44 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.201 3.10 Figure 9.0 1.200 3.14.000 0.

Third Edition Copyright © Orchard Publications 9−45 . Analogy between integration and delay devices Example 9.123) In a discrete−time block diagram. u b + Σ + · x ∫ dt A d x C + Σ y + Figure 9. and y [ n ] is the output.16.17. the integrator is replaced by a delay device.16. Write the discrete−time state equations for this system.8 State Equations for Discrete−Time Systems As with continuous time systems. either from block diagrams that relate the input−output information.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. Consider the block diagram of Figure 9. · (t) x ∫ dt x( t) x[ n + 1] Delay x[n] continuous−time · (t)] L [x 1⁄s L [x( t) ] discrete−time Z{x[ n + 1]} s−domain z z−domain –1 Z{x[ n] } Figure 9. or directly from a difference equation.124) where u [ n ] is any input. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we choose state variables for discrete−time systems. The analogy between an integrator and a unit delay device is shown in Figure 9.State Equations for Discrete−Time Systems 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 (9.17.

130) 9−46 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.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. 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. Third Edition Copyright © Orchard Publications . x1 [ n ] 0 1 0 0 = ⋅ + x2 [ n + 1 ] x2 [ n ] 0 0 1 0 u[n] –1 –5 –2 1 x3 [ n + 1 ] x3 [ n ] x1 [ n + 1 ] (9.128) We can use the MATLAB c2d function to convert the continuous−time state−space equation · ( t ) = Ax ( t ) + bu ( t ) x (9.129) to the discrete−time state space equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] (9. we choose the discrete state variables as x1 [ n ] = y [ n ] x2 [ n ] = y [ n + 1 ] x3 [ n ] = y [ n + 2 ] (9. Thus.125) Then.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. 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.

State Equations for Discrete−Time Systems where the subscript disc stands for discrete.0820 0. Example 9. the equivalent discrete−time state−space equation is x1 [ n + 1 ] x2 [ n + 1 ] = 0.2460 bdisc = 0. bdisc=[0 1]'. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.132) The MATLAB d2c function converts the discrete−time state equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] to the continuous time state equation · ( t ) = Ax ( t ) + bu ( t ) x We can invoke the MATLAB command help d2c to obtain a detailed description of this function.6588 and therefore.0820 ⋅ x 1 [ n ] + 0. and n + 1 indicates the next sample.1 s .0044 0.6588 0.9868 -0.9868 0. −3 −4].0820 x2 [ n ] (9.0.bdisc.0820 0. n indicates the present sample.bdisc]=c2d(Adisc.0044 u [ n ] – 0. Third Edition Copyright © Orchard Publications 9−47 . Solution: Adisc=[0 1. [Adisc.1) Adisc = 0.12 Use the MATLAB c2d function to convert the continuous time state space equation where A = · ( t ) = Ax ( t ) + bu ( t ) x 0 1 –3 –4 and b = 0 1 (9.131) to discrete−time state space equation with sampling period T S = 0.2460 0.

reduces to f [ n – 2 ] ⇔ z F ( z ) + f [ –2 ] + z f [ –1 ] –2 –1 9−48 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the same way the Laplace and Fourier transforms are used with continuous−time signals.Chapter 9 Discrete−Time Systems and the Z Transform 9.9 Summary • The Z transform performs the transformation from the domain of discrete−time signals. to another domain which we call z – domain . Third Edition Copyright © Orchard Publications . • The one-sided Z transform F ( z ) of a discrete−time function f [ n ] defined as F(z) = and it is denoted as F( z) = • The Inverse Z transform is defined as n=0 ∑ f [n ]z ∞ –n Z {f [n]} and it is denoted as 1 . 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 . It is used with discrete−time signals.F ( z ) z k – 1 dz f [ n ] = ------j2 π ∫ ° 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.

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

.for z > 1 ⎪ z–1 = ⎨ ⎪ unbounded for z < 1 ⎩ • The Z transform of the discrete exponential sequence is f [n] = e – naT Z [ e–naT ] for e – aT – 1 z 1 = -------------------------.= -----------------– 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. 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. … ⎧ z---------for z > a ⎪ z – a = ⎨ ⎪ unbounded for z < a ⎩ is Z [a ] = n n=0 ∑a z ∞ 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 1 .. 1. – 2. … n = 0. 2. – 3.. 0 n is Z [ u0 [ n ] ] = n=0 ∑ [1 ]z ∞ –n ⎧ z ---------. Third Edition Copyright © Orchard Publications .

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

Third 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.

na u 0 [ n ] ⇔ ----------------2 (z – a) 2 n az az ( z + a ) 2 n n a u 0 [ n ] ⇔ --------------------3 (z – a) e. Use the Inversion Integral to compute the Inverse Z transform of 1 + 2z + z F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. 1. Find the Z transform of a p [ n ] where p [ n ] is defined as in Exercise 1.75 ) 2 6. Prove the following Z transform pairs: a. …. m – 1 otherwise 2. δ [ n ] ⇔ 1 d. Use the partial fraction expansion method to compute the Inverse Z transform of z F ( z ) = -----------------------------------------2 ( z + 1 ) ( z – 0.Exercises 9. b. Find the Z transform of the discrete−time pulse p [ n ] defined as ⎧1 p[ n] = ⎨ ⎩0 n n = 0. Compute the response y [ n ] when the input is x [ n ] = e – naT Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5z ) –1 –3 7.5z ) 5. Compute the transfer function of the difference equation y [ n ] – y [ n – 1 ] = Tx [ n – 1 ] b. [ n + 1 ] u 0 [ n ] ⇔ -----------------2 (z – 1) –1 z 4. 2. Use the partial fraction expansion to find f [ n ] = Z [ F ( z ) ] given that A F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. 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 8.10 Exercises 1. Third Edition Copyright © Orchard Publications 9−53 . δ [ n – 1 ] ⇔ z –m c. a. 3.

A discrete−time system is described by the difference equation where y[ n] + y[n – 1 ] = x[n ] y [ n ] = 0 for n < 0 a. Compute the transfer function H ( z ) b. Third Edition Copyright © Orchard Publications . Compute the response to the input x [ n ] = e – naT 10. 9−54 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Compute the response when the input is x [ n ] = 10 for n ≥ 0 11. Compute the impulse response h [ n ] c. Given the difference equation T . 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. Compute the discrete transfer function H ( z ) b.

1–z p [ n ] ⇔ ---------------–1 1–z –m Then. –m –m –m 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. 2.= ---------------. n a –z )⁄a . ⎧1 p[ n] = ⎨ ⎩0 n = 0. Third Edition Copyright © Orchard Publications 9−55 .= ( (a – z ) = a (a – z ) = ----------------------a p [ n ] ⇔ -----------------------------------------------------------------------------------------------------------------------------------–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 3.11 Solutions to End−of−Chapter Exercises 1. ….= a 1–a z 1 – (z ⁄ a) . m – 1 otherwise 0 1 2 3 m–1 1 p [ n ] = u0 [ n ] – u0 [ n – m ] z u 0 [ n ] ⇔ ---------z–1 –m z u 0 [ n – m ] ⇔ z ---------z–1 By the linearity property Z{p[ n] } 2. 1.– z ---------= ---------–1 z–1 z–1 z–1 1–z z⎞ n a f [n] ⇔ F ⎛ ⎝a⎠ and from Exercise 1.Solutions to End−of−Chapter Exercises 9.= z -----------------------. Z{δ[n – m]} = ∑ δ[n – m]z n=0 ∞ ∞ –n and since δ [ n – m ] is zero for all n except n = m . Z{δ[n]} = ∑ δ[n ]z n=0 ∞ –n = δ[0]z –0 = 1 b. a.

(2) 4 3 dz ( z – a ) 2 (z – a) (z – a) Also. Page 9−14. from the multiplication by n property d2 2 n 2d .---------. n z .F ( z ) (3) F ( z ) + z ------n f [ n ] = n ( a u 0 [ n ] ) ⇔ z ----2 dz dz 2 From Exercise 9. from the multiplication by n property d n .----. relation (2) d –a z . Page 9−14.= ----------------– z ----F ( z ) = – z ------------------2 2 dz (z – a) (z – a) Also.(1) f [ n ] = a u 0 [ n ] ⇔ F ( z ) = ---------z–a Differentiating (1) with respect to z and multiplying by – z we obtain z–a–z daz .(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.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.3(c). n z .---------2 2⎝ z – a ⎠ dz dz ⎝ z – a ⎠ dz dz 2 2 2 d –a 2a ( z – a ) 2a .= ----------------.= --------------------= ----.= ----.Chapter 9 Discrete−Time Systems and the Z Transform c.40).(2) . Third Edition Copyright © Orchard Publications .F ( z ) = ----------------z ----. From (9.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 d d ⎛ z ⎞ d d⎛ z ⎞ ------. From (9.40).

**Solutions to End−of−Chapter Exercises
**

2 2 2 2 2a 2 n 2 – az ( z – a ) –a z 2az – az + a z az ( z + a ) - = 2az n ( a u 0 [ n ] ) ⇔ ----------------- + z -----------------------------------------------------= --------------------------------------- = --------------------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. Let f [ n ] = u 0 [ n ] and we know that
**

z - (1) u 0 [ n ] ⇔ ---------z–1

The term ( n + 1 ) u 0 [ n ] represents the sum of the first n values, 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, it follows that
**

u1 [ n ] = ( n + 1 ) u0 [ n ]

**where u 1 [ n ] represents the discrete unit ramp. Now, from the summation in time property,
**

---------- ⎞ F(z) ∑ f [k] ⇔ ⎛ ⎝z–1 ⎠

n

z

and with (1) above

k=0

and thus

2 z ⎞ z z z - F ( z ) = ---------- ⋅ ---------- = -----------------G ( z ) = ⎛ ---------⎝z–1 ⎠ 2 z–1 z–1 (z – 1) 2

z [ n + 1 ] u 0 [ n ] ⇔ -----------------2 (z – 1)

4. First, we multiply the numerator and denominator by z to eliminate the negative exponents of z . Then, Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Third Edition Copyright © Orchard Publications

2

9−57

**Chapter 9 Discrete−Time Systems and the Z Transform
**

Az A - = ------------------------------------F ( z ) = ------------------------------------------------–1 –1 ( z – 1 ) ( z – 0.5 ) ( 1 – z ) ( 1 – 0.5z ) r1 r2 Az F (z) ---------- = ------------------------------------= ---------- + --------------( z – 1 ) ( z – 0.5 ) z z – 1 z – 0.5 Az r 1 = --------------z – 0.5 = 2A

z=1 2

or

Az r 2 = ---------z–1

= –A

z = 0.5

F( z) 2A A ---------- = ---------- – --------------z z – 1 z – 0.5 2Az Az F ( z ) = ---------- – --------------z – 1 z – 0.5

Since

z ---------⇔1 z–1 zn ---------⇔a z–a

it follows that

Z

5.

–1

1⎞n 1⎞n [ F ( z ) ] = f [ n ] = 2A – A ⎛ -= A 2 – ⎛ -⎝ 2⎠ ⎝ 2⎠

r1 r2 r3 F( z) z ---------- = ----------- + ------------------ + ------------------------- = ------------------------------------------ (1) 2 z z + 1 z – 0.75 ( z – 0.75 ) 2 ( z + 1 ) ( z – 0.75 )

**and clearing of fractions yields
**

r 1 ( z – 0.75 ) + r 2 ( z + 1 ) ( z – 0.75 ) + r 3 ( z + 1 ) = z (2)

2

With z = 0.75 (2) reduces to 1.75r 3 = 0.75 from which r 3 = 3 ⁄ 7 With z = – 1 (2) reduces to ( – 1.75 ) r 1 = – 1 from which r 1 = – 16 ⁄ 49 With z = 0 (2) reduces to ( – 0.75 ) r 1 – 0.75r 2 + r 3 = 0 or ( 3 ⁄ 4 ) × ( – 16 ⁄ 49 ) – ( 3 ⁄ 4 ) r 2 + 3 ⁄ 7 = 0 from which r 2 = 16 ⁄ 49 By substitution into (1) and multiplication by z we obtain

4 ⁄ 7 ) ⋅ ( 0.75z ) 16 ⁄ 49 ) z + ( ( – 16 ⁄ 49 ) z -----------------------+( F ( z ) = ------------------------------------------------------------2 z – 0.75 z – ( –1 ) ( z – 0.75 )

2 2 2

9−58

**Solutions to End−of−Chapter Exercises
**

z - , and na u [ n ] = ----------------az - we obtain Using the transforms u 0 [ n ] ⇔ ----------- , a u 0 [ n ] = ---------0 2

n n

z z–1

z–a

(z – a)

16 ⎞ 4 n - ( 0.75 ) n + -- n ( 0.75 ) n ----- ⎞ ( – 1 ) + ⎛ ----f [ n ] = ⎛ – 16 ⎝ 49 ⎠ ⎝ 49 ⎠ 7

**Check with MATLAB:
**

syms z n; Fz=z^2/((z+1)*(z−0.75)^2); iztrans(Fz)

**ans = -16/49*(-1)^n+16/49*(3/4)^n+4/7*(3/4)^n*n 6. Multiplication by z yields
**

z + 2z + 1 F ( z ) = ---------------------------------------z ( z – 1 ) ( z – 0.5 ) f [n] =

3 2 3

From (9.87), Page 9−32,

∑ Res [ F ( z ) z

k 3 2

n–1

]

z = pk n–2

**and for this exercise,
**

f [n] =

∑

k

( z + 2z + 1 ) z Res --------------------------------------------( z – 1 ) ( z – 0.5 )

z = pk

Next, we examine z to find out if there are any values of n for which there is a pole at the origin. We observe that for n = 0 there is a second order pole at z = 0 because

z

n–2 n=0

n–2

= z

–2

1 = ---2 z

Also, for n = 1 there is a simple pole at z = 0 . But for n ≥ 2 the only poles are z = 1 and z = 0.5 . Then, following the same procedure as in Example 9.12, for n = 0 we obtain:

f[0] =

∑

k

( z + 2z + 1 ) Res -----------------------------------------2 z ( z – 1 ) ( z – 0.5 )

3 2

3

2

z = pk

( z + 2z + 1 ) = Res -----------------------------------------2 z ( z – 1 ) ( z – 0.5 )

z=0

( z + 2z + 1 ) + Res -----------------------------------------2 z ( z – 1 ) ( z – 0.5 )

3

2

z=1

( z + 2z + 1 ) + Res -----------------------------------------2 z ( z – 1 ) ( z – 0.5 )

3

2

z = 0.5

9−59

**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 ; therefore, we must evaluate the first derivative of

( z + 2z + 1 ) ------------------------------------( z – 1 ) ( z – 0.5 )

3 2

**at z = 0 . Thus, for n = 0 , it reduces to
**

d ( z + 2z + 1 ) - ------------------------------------f [ 0 ] = ----dz ( z – 1 ) ( z – 0.5 ) = 6 + 8 – 13 = 1

3 2

( z + 2z + 1 ) + --------------------------------2 z ( z – 0.5 ) z=0

3

2

z=1

( z + 2z + 1 ) + --------------------------------2 z (z – 1)

3

2

z = 0.5

For n = 1 , it reduces to

f[1] =

∑

k

( z + 2z + 1 ) Res ---------------------------------------z ( z – 1 ) ( z – 0.5 )

z = pk 3 2

3

2

( z + 2z + 1 ) = Res ---------------------------------------z ( z – 1 ) ( z – 0.5 )

( z + 2z + 1 ) + Res ---------------------------------------z ( z – 1 ) ( z – 0.5 ) z=0 ( z + 2z + 1 ) + --------------------------------z ( z – 0.75 ) z=0

3 2

3

2

( z + 2z + 1 ) + Res ------------------------------------------z ( z – 1 ) ( z – 0.75 ) z=1 3 2 ( z + 2z + 1 ) + ---------------------------------z(z – 1) z=1

3

2

z = 0.5

or

( z + 2z + 1 ) f [ 1 ] = ---------------------------------------( z – 1 ) ( z – 0.75 )

3 2

z = 0.5

= 2 + 8 – 13 ⋅ ( 0.5 ) = 3.5

**For n ≥ 2 there are no poles at z = 0 , that is, the only poles are at z = 1 and z = 0.5 . Therefore,
**

f[ n] =

∑

k

3 2 n–2 ( z + 2z + 1 ) z Res ---------------------------------------------( z – 1 ) ( z – 0.5 )

z = pk

3 2 n–2 ( z + 2z + 1 ) z = Res ---------------------------------------------( z – 1 ) ( z – 0.5 ) 3 2 n–2 ( z + 2z + 1 ) z = ---------------------------------------------( z – 0.5 )

z=1

3 2 n–2 ( z + 2z + 1 ) z + Res ---------------------------------------------( z – 1 ) ( z – 0.5 )

z = 0.5

z=1

3 2 n–2 ( z + 2z + 1 ) z + ---------------------------------------------(z – 1)

z = 0.5

for n ≥ 2 .

9−60

**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 ( 0.5 )

n

where the coefficients of δ [ n ] and δ [ n – 1 ] are the residues that were found for n = 0 and n = 1 at z = 0 .The coefficient 6 is multiplied by δ [ n ] to emphasize that this value exists only for n = 0 and coefficient 2 is multiplied by δ [ n ] to emphasize that this value exists only for n = 1 . Check with MATLAB:

syms z n; Fz=(z^3+2*z^2+1)/(z*(z−1)*(z−0.5)); iztrans(Fz)

**ans = 2*charfcn[1](n)+6*charfcn[0](n)+8-13*(1/2)^n 7. Multiplication of each term by z yields
**

z +z –z z +z–1 F ( z ) = ----------------------------------------------- = ---------------------------------–1 –2 –3 3 2 1 + z + z + 4z z +z +z+1

–1 –2 –3 2 3

**The long division of the numerator by the denominator is shown below.
**

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, Also,

F(z) = F ( z ) = z –2 z

–1 –3

+ z

–4

+ … (1) + f[3] z

–3

∑ f[n]z

0

∞

–n

= f[ 0] + f[ 1] z

–1

+ f[2] z

–2

+ f[4 ] z

–4

+ … (2)

9−61

**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.

a.

y [ n ] – y [ n – 1 ] = Tx [ n – 1 ]

**Taking the Z transform of both sides we obtain and thus b.
**

x[n] = e

– naT

Y ( z ) – z Y ( z ) = Tz X ( z ) Tz - = ---------T(z) ----------- = --------------H(z) = Y –1 z –1 X(z) 1–z z ⇔ X ( z ) = -----------------– aT z–e

–1

–1

–1

Then, or

T z Tz - ⋅ ------------------ = ------------------------------------------Y ( z ) = H ( z ) X ( z ) = ---------– aT z – 1 z – e – aT (z – 1) ⋅ (z – e ) r2 r1 Y(z) T ----------- = ------------------------------------------- + -----------------(1) - = ---------– aT z z – 1 z – e –aT (z – 1) ⋅ (z – e ) T r 1 = -----------------– aT z–e T = -----------------– aT 1–e T r 2 = ---------z–1 –T = -----------------– aT 1–e

z=1

z=e

– aT

**By substitution into (1) and multiplication by z we obtain
**

Tz ⁄ ( 1 – e ) Tz ⁄ ( 1 – e ) - – --------------------------------Y ( z ) = --------------------------------– aT (z – 1) (z – e ) z z - ⇔ a n u 0 [ n ] we obtain Recalling that ----------- ⇔ u 0 [ n ] and ---------z–1 z–a

– naT T – naT Te T - – ------------------ = -----------------(1 – e ) u0 [ n ] y [ n ] = -----------------– aT – aT – aT 1–e 1–e 1–e – aT – aT

9.

a.

T - {x[ n] + x[n – 1]} y [ n ] – y [ n – 1 ] = -2

Taking the Z transform of both sides we obtain

9−62

**Solutions to End−of−Chapter Exercises
**

T –1 - [ X ( z ) + z –1 X ( z ) ] Y ( z ) – z Y ( z ) = -2 T –1 - ( 1 + z –1 ) X ( z ) ( 1 – z ) Y ( z ) = -2

and thus

1+z +1 T T (z) ----------- ⋅ ----------------⋅z = ------------ = -H(z) = Y 2 1 – z –1 2 z–1 X(z)

–1

b.

x[ n] = e

– naT

z ⇔ X ( z ) = -----------------– aT z–e

Then,

z +1 T Tz ( z + 1 ) ----------- ⋅ ------------------⋅z Y ( z ) = H ( z ) X ( z ) = -= ----------------------------------------------– aT – aT 2 z–1 z–e 2( z – 1) ⋅ (z – e ) r1 r2 T(z + 1) Y(z) = --------------------------------------------------------- = ---------- + -----------------(1) – aT z z – 1 z – e – aT 2(z – 1) ⋅ (z – e ) T z+1 - ⋅ -----------------r 1 = -2 z – e –aT T z+1 - ⋅ ----------r 2 = -2 z–1 T 2 T - ⋅ ------------------ = -----------------= -– aT 2 1 – e – aT 1–e T e +1 T - ⋅ ------------------ = -----------------= -– aT 2 e – aT – 1 1–e

– aT

or

z=1

z=e

– aT

**By substitution into (1) and multiplication by z we obtain
**

+ 1)] ⁄ (1 – e ) Tz ⁄ ( 1 – e ) [ ( Tz ⁄ 2 ) ⋅ ( e - + ------------------------------------------------------------------------------Y ( z ) = --------------------------------– aT (z – 1) (z – e ) zz n ⇔ a u 0 [ n ] we obtain Recalling that ----------- ⇔ u 0 [ n ] and ---------z–1 z–a e T + 1 – naT T aT ⎞ – naT T -+T -- ⋅ ------------------e - – -- coth ⎛ ----- e y [ n ] = -----------------= -----------------– aT – aT 2 ⎝ 2⎠ – aT 2 1–e e –1 1–e

– aT – aT – aT – aT

10. a.

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, Third Edition Copyright © Orchard Publications

9−63

**Chapter 9 Discrete−Time Systems and the Z Transform
**

(1 + z )Y(z) = X(z) 1 z (z) z - = -----------------= --------------------- = ---------------H(z) = Y –1 z – ( –1 ) X(z) z + 1 1+z

–1

and thus

b.

z -⎫ –1 –1 ⎧ n h [ n ] = Z { H ( z ) } = Z ⎨ -----------------⎬ = ( –1 ) z – ( – 1 ) ⎩ ⎭

c.

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)

**r2 r1 5 5 Y(z) 10z - + ---------- + ---------- = --------------------- = -------------------------------- = ----------z+1 z–1 z+1 z–1 z (z + 1 )(z – 1)
**

n 5z 5z Y ( z ) = ------------------ + ---------- ⇔ f [ n ] = 5 ( –1 ) + 5 z – ( –1 ) z – 1

11.

z+2 H ( z ) = ---------------------------2 8z – 2z – 3

**Multiplication of each term by 1 ⁄ 8z yields
**

Y(z) 1 ⁄ 8 ⋅ ( z + 2z ) H ( z ) = ----------- = -----------------------------------------------------------–1 –2 X(z) 1 – (1 ⁄ 4) z – (3 ⁄ 8) z 1 –1 3 –2 1 - z – -- z ⋅ Y ( z ) = -- ⋅ ( z – 1 + 2z –2 ) ⋅ X ( z ) 1 – -4 8 8

–1 –2

2

**and taking the Inverse Z transform, we obtain
**

1 3 1 1 - y [ n – 1 ] – -- y [ n – 2 ] = -- x [ n – 1 ] + -- x[n – 2] y [ n ] – -4 8 8 4

9−64

Chapter 10

The DFT and the FFT Algorithm

T

his chapter begins with the actual computation of frequency spectra for discrete time systems. For brevity, we will use the acronyms DFT for the Discrete Fourier Transform and FFT for Fast Fourier Transform algorithm respectively. The definition, theorems, and properties are also discussed, and several examples are presented to illustrate their uses.

**10.1 The Discrete Fourier Transform (DFT)
**

In the Fourier series topic, Chapter 7, we learned that a periodic and continuous time function, results in a non periodic and discrete frequency function. Next, in the Fourier transform topic, Chapter 8, we saw that a non−periodic and continuous time function, produces a non−periodic and continuous frequency function. In Chapter 9 we learned that the Z and Inverse Z transforms produce a periodic and continuous frequency function, since these transforms are evaluated on the unit circle. 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, Page 9−23. It is continuous because there is an infinite number of points in the interval 0 to 2 π , although, in practice, we compute only a finite number of equally spaced points. In this chapter we will see that a periodic and discrete time function results in a periodic and discrete frequency function. For convenience, we summarize these facts in Table 10.1.

TABLE 10.1 Characteristics of Fourier and Z transforms Topic Time Function Frequency Function

sT jωT

Fourier Series Fourier Transform Z transform Discrete Fourier Transform

Continuous, Periodic Continuous, Non−Periodic Discrete, Non−Periodic Discrete, Periodic

Discrete, Non−Periodic Continuous, Non−Periodic Continuous, Periodic Discrete, Periodic

In our subsequent discussion we will denote a discrete time signal as x [ n ] , and its discrete frequency transform as X [ m ] . Let us consider again the definition of the Z transform, that is,

10−1

**Chapter 10 The DFT and the FFT Algorithm
**

F(z) =

n=0

∑ f [n ]z

∞

∞

–n

(10.1)

**Its value on the unit circle of the z -plane, is
**

F( e

jωT

) =

n=0

∑ f [n]e

– nj ω T

(10.2)

This represents an infinite summation; it must be truncated before it can be computed. Let this truncated version be represented by

X[m] =

N–1

n=0

∑ x[n ]e

mn – j2 π ------N

(10.3)

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, 1, 2, …, N – 1 . We refer to relation (10.3) as the N – point DFT of X [ m ] . The Inverse DFT is defined as
**

j2 π 1 N–1 x [ n ] = --X [m]e N

∑

mn ------N

(10.4)

m=0

**for n = 0, 1, 2, …, N – 1 . In general, the discrete frequency transform X [ m ] is complex, and thus we can express it as
**

X [ m ] = Re { X [ m ] } + Im { X [ m ] }

(10.5)

for m = 0, 1, 2, …, N – 1 . Since

e

mn – j2 π ------N

π mn π mn = cos 2 --------------------------- – j sin 2 N N

(10.6)

**we can express (10.3) as
**

X [m] =

N–1 n=0

∑

x [n]e

mn – j2 π ------N

=

N–1 n=0

∑

2 π mn N – 1 2 π mn x [ n ] cos --------------–j x [ n ] sin -------------N N

n=0

∑

(10.7)

10−2

**The Discrete Fourier Transform (DFT)
**

For n = 0 , (10.7) reduces to X [ m ] = x [ 0 ] . Then, 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, 2, …, N – 1

(10.8)

**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, 1, 2, …, N – 1

(10.9)

We observe that the summation in (10.8) and (10.9) is from n = 1 to n = N – 1 since x [ 0 ] appears in (10.8). Example 10.1 A discrete time signal is defined by the sequence

x [ 0 ] = 1, x [ 1 ] = 2, x [ 2 ] = 2, and x [ 3 ] = 1

and x [ n ] = 0 for all other n . Compute the frequency components X [ m ] . Solution: Since we are given four discrete values of x [ n ] , we will use a 4 −point DFT, that is, for this example, N = 4 . Using (10.8) with n = 0, 1, 2, and 3 , we obtain

Re { X [ m ] } = x [ 0 ] + ∑ x [ n ] cos -------------N

3

2 π mn

n=1

2πm(1) 2πm(2) 2πm(3) = 1 + 2 cos ------------------- + 2 cos ------------------- + cos ------------------4 4 4 π π = 1 + 2 cos m ---------------- + 2 cos m π + cos 3m 2 2

(10.10)

**Next, for m = 0, 1, 2, and 3 , 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

(10.11)

Now, we compute the imaginary components using (10.9). For this example, Signals and Systems with MATLAB ® Computing and Simulink ® Modeling, Third Edition Copyright © Orchard Publications

10−3

**Chapter 10 The DFT and the FFT Algorithm
**

Im { X [ m ] } = – ∑ x [ n ] sin -------------N

n=1 3

2 π mn

mπ 3m π = – 2 sin ------- – 2 sin m π – sin ---------2 2

**and for m = 0, 1, 2, and 3 , 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

(10.12)

The discrete frequency components X [ m ] for m = 0, 1, 2 , and 3 are found by addition of the real and imaginary components X re [ i ] of (10.11) and X im [ i ] of (10.12). Thus,

X [ 0 ] = 6 + j0 = 6 X [1] = – 1 – j X [ 2 ] = 0 + j0 = 0 X [3] = – 1 + j

(10.13)

Example 10.2 Use the Inverse DFT, i.e., relation (10.4), and the results of Example 10.1, to compute the values of the discrete time sequence x [ n ] . Solution: Since we are given four discrete values of x [ n ] , we will use a 4 −point DFT, that is, for this example, N = 4 . Then, (10.4) for m = 0, 1, 2, and 3 , 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

(10.14)

+ X [3]e

3n j π ----2

1 - X [0] + X [1]e = -4

n j π -2

+ X [2]e

**The discrete frequency components x [ n ] for n = 0, 1, 2, and 3 , are:
**

1 -{X [0] + X [1] + X [2] + X [3]} x [ 0 ] = -4 1 - { 6 + ( – 1 – j ) + 0 + ( – 1 + j ) }= 1 = -4

10−4

**The Discrete Fourier Transform (DFT)
**

1 - { X [ 0 ] + X [ 1 ] ⋅ j + X [ 2 ] ⋅ ( –1 ) + X [ 3 ] ⋅ ( –j ) } x [ 1 ] = -4 1 - { 6 + ( – 1 – j ) ⋅ j + 0 ⋅ ( –1 ) + ( – 1 + j ) ⋅ ( –j ) } = 2 = -4 1 - { X [ 0 ] + X [ 1 ] ⋅ ( –1 ) + X [ 2 ] ⋅ 1 + X [ 3 ] ⋅ ( –1 ) } x [ 2 ] = -4 1 - { 6 + ( – 1 – j ) ⋅ ( –1 ) + 0 ⋅ 1 + ( – 1 + j ) ⋅ ( –1 ) } = 2 = -4 1 - { X [ 0 ] + X [ 1 ] ⋅ ( –j ) + X [ 2 ] ⋅ ( –1 ) + X [ 3 ] ⋅ j } x [ 3 ] = -4 1 - { 6 + ( – 1 – j ) ⋅ ( –j ) + 0 ⋅ ( –1 ) + ( – 1 + j ) ⋅ j } = 1 = -4

We observe that these are the same values as in Example 10.1. We will check the answers of Examples 10.1 and 10.2 with MATLAB and Excel. With MATLAB, we use the fft(x) function to compute the DFT, and the ifft(x) function to compute the Inverse DFT.

xn=[1 2 2 1]; Xm=fft(xn) % The discrete time sequence of Example 10.1 % Compute the FFT of this discrete time sequence

Xm = 6.0000

-1.0000-1.0000i

0

-1.0000+1.0000i

Xm = [6 −1−j 0 −1+j]; xn=ifft(Xm)

% The discrete frequency components of Example 10.2 % Compute the Inverse FFT

xn = 1.0000

2.0000+0.0000i

2.0000

1.0000-0.0000i

To use Excel for the computation of the DFT, the Analysis ToolPak must have been installed. If not, it can installed it by clicking Add−Ins on the Tools drop menu, and following the instructions on the screen. With Excel’s Fourier Analysis Tool, we get the spreadsheet shown in Figure 10.1. The instructions on how to use it, are given on the spreadsheet. The term e –( j2 π ) ⁄ N is a rotating vector, where the range 0 ≤ θ ≤ 2 π is divided into 360 ⁄ N equal segments. Therefore, it is convenient to represent it as W N , that is, we let

WN = e

j2 π – -------N

(10.15)

10−5

18) 10−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.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. Third 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 10.16) Henceforth. the DFT pair will be denoted as X[m] = N–1 n=0 ∑ x ( n ) WN mn (10. we select Data Analysis and from it.17) and 1N–1 –m n x [ n ] = --X ( m ) WN N n=0 ∑ (10.1.1 and are entered in cells A11 through A14 From the Tools drop down menu. Using Excel to find the DFT and Inverse DFT and consequently WN = e –1 j2 π -------N (10. Fourier Analysis The Input Range is A11 through A14 (A11:A14) and the Output Range is B11 through B14 (B11:B14) x(n) 1 2 2 1 X(m) 6 -1-i 0 -1+i To obtain the discrete time sequence. we select Inverse from the Fourier Analysis menu Input data are the same as in Example 10.

..3 2. magXm(11)). that is. we found that.2f \t'. fprintf('magXm7 = %4.41 magXm3 = magXm6 = magXm9 = magXm12 = magXm15 = 0. magXm(7))... fprintf('magXm6 = %4. fprintf('magXm14 = %4.2f \t'.2f \t'.1 4... Then. magXm(8)).0 1..1.2 2.2f \t'. magXm(6)).2f \t'.6 3. although the discrete time sequence x [ n ] is real.7 4.8 3.. fprintf('magXm10 = %4. magXm(13)).19 0..42 1. magXm(1)).7 3.8 3.6 3..47 magXm11 = 0..9 2.03 magXm5 = 0.2f \t'.. in most applications we are interested in X [ m ] .7 4.4 4.42 Now.2f \t'. fprintf('magXm5 = %4. the discrete frequency sequence X [ m ] is complex.0 2.2f \t'.5 1.10 1. use Excel to display the time and frequency values.07 magXm14 = 2. magXm(10)).2f \t'.41 magXm7 = 0. magXm(4)).19 0.. fprintf('magXm13 = %4..5 1.The Discrete Fourier Transform (DFT) Also. However. magXm(14))..8 Solution: We compute the magnitude of the frequency spectrum with the MATLAB script below. magXm(5)). These are shown in Figure 10.2f \t'.. fprintf(' \n'). fprintf('magXm8 = %4.2 3.. the correspondence between x [ n ] and X [ m ] will be denoted as x [n] ⇔ X [m] (10. Example 10. magXm(3)).9 2.2 2. fprintf('magXm9 = %4.. . fprintf('magXm12 = %4.7 3 3. fprintf('magXm3 = %4.3 Use MATLAB to compute the magnitude of the frequency components of the following discrete time function. 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. we use Excel to plot the x [ n ] and X [ m ] values. fprintf(' \n').2f \t'.. magXm(9)).5 2 2. fprintf('magXm4 = %4.2f \t'.22 magXm2 = 11. Third Edition Copyright © Orchard Publications 10−7 . fprintf('magXm2 = %4. magXm(15)) magXm1 = 46.2f \t'.19) In Example 10.8].47 magXm13 = 0.22 magXm8 = 0.2f \t'..2f \t'. the magnitude of X [ m ] . fprintf(' \n')..70 magXm4 = 2.. fprintf(' \n'). fprintf(' \n'). magXm(12)).2 3. xn=[1 1.. fprintf('magXm1 = %4.. fprintf('magXm11 = %4.0 3.1 4.. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.4 4.3 2. magXm(2)).07 magXm10 = 0. magXm=abs(fft(xn)).2..5 2. fprintf('magXm15 = %4.

7 8 0.2.42 11.3 shows typical discrete time and frequency magnitude waveforms.5 1. Figure 10.22 0.47 8 4. This is not a coincidence.70 1 1.41 1.19 2.2 9 0.10 value.8 46.5 1 11.07 11 3.7 4.22 0.19 6 3.22 13 2. only N ⁄ 2 of the frequency components of X [ m ] are unique.1 7 0.3 2. Third Edition Copyright © Orchard Publications 0.2 12 0.8 15 11.0 1.10 Figure 10. We observe that after the X [ 8 ] = 0.2 2. the magnitude of the frequency components for the range 9 ≤ m ≤ 15 .6 3.03 .07 7 4.03 E F G x(n) 4.42 3 2.5 14 0.5 1.4 6 0.19 12 3.41 4 2.07 0.70 |X(m)| 11.47 1.0 3.2 3. it is a fact that if x [ n ] is an N −point real discrete time function. Plots of x [ n ] and X [ m ] values for Example 10.8 10 0.8 3.07 0.9 13 2.41 0.3 3 2.3 On the plot of X [ m ] in Figure 10.0 2 0.19 0. for a N = 16 −point DFT. 10−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.2.03 2.42 0.7 4 0.1 2.22 5 3.42 15 1.7 3.6 11 1.47 10 3.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 1.0 5 1.70 represents the DC component.47 0.41 14 2.03 2 2.0 0 46.9 2. the first value X [ 0 ] = 46.4 H I J 4. are the mirror image of the components in the range 1 ≤ m ≤ 7 .10 9 4.0 2.

Third Edition Copyright © Orchard Publications 10−9 . we will examine the even and odd properties of the DFT.3.Even and Odd Properties of the DFT x[n] 0 n N (Start of New Period) X[m] N-1 (End of Period) 0 (N/2)-1 N/2 (N/2)+1 N m N-1 (End of Period) (Start of New Period) Figure 10. 10. x [ n ] and X [ m ] for a N = 16 −point DFT Next.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 ] (10.20) (10.23) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

1 Linearity x[ n] = D {X [m]} ax 1 [ n ] + bx 2 [ n ] + … ⇔ aX 1 [ m ] + bX 2 [ m ] + … 10−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we developed Table 8-7. since the real part contains the cosine.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. and cos ( – m ) = cos m while sin ( – m ) = – sin m .26) 10.5 below.3.3 Common Properties and Theorems of the DFT The most common properties and theorems of the DFT are presented in Subsections 10.3.24) (10.Chapter 10 The DFT and the FFT Algorithm In Chapter 8. Now. and the imaginary contains the sine function. Page 8−8.2 can be proved by methods similar to those that we have used for the continuous Fourier transform.3. Table 10. Third Edition Copyright © Orchard Publications . 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 ] .2 shows the even and odd properties of the DFT. For instance. showing the even and odd properties of the Fourier transform. For brevity.25) (10. this entry is proved. TABLE 10. 10.1 through 10. we will denote the DFT and Inverse DFT as follows: X[m] = and D{x [n]} –1 (10.

μ = 0 . and when n = k . we obtain D{x[n – k]} = N+k–1 ∑ x [ n – k ] WN mn (10. Third Edition Copyright © Orchard Publications 10−11 . Proof: The proof is readily obtained by using the definition of the DFT.30) Since both X [ m ] and Y [ m ] are complex quantities.28) n=k Now. we let n – k = μ .29) μ=0 μ=0 We must remember. a phase shift of 2 π km ⁄ N radians is introduced as a result of the time shift. and from N – 1 to N + k – 1 respectively.2 Time Shift x [ n – k ] ⇔ WN X [ m ] km (10. the above relation becomes D{x [μ]} N–1 = ∑ m(k + μ) x [ μ ] WN = W km N–1 ∑ x [μ] WN μm = WN X [ μ ] = WN X [ m ] km km (10. To prove this.Common Properties and Theorems of the DFT where x 1 [ n ] ⇔ X 1 [ m ] . replacing x [ n ] with x [ n – k ] in the definition above. that although the magnitudes of the frequency components are not affected by the shift. let us consider the relation y [ n ] = x [ n – k ] . we obtain Y [ m ] = WN X [ m ] = X [ m ] e km 2 π km – j -------------N – 2 π km = X [ m ] ∠----------------N (10. Taking the DFT of both sides of this relation. however. then n = k + μ . D{x [n]} = N–1 n=0 ∑ x [ n ] WN mn and if x [ n ] is shifted to the right by k sampled points for k > 0 . 10. Therefore.3. x 2 [ n ] ⇔ X 2 [ m ] . they can be expressed in magnitude and phase angle form as and X [ m ] = X [ m ] ∠θ Y [ m ] = Y [ m ] ∠ϕ Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and a and b are arbitrary constants.27) Proof: By definition. we must change the lower and upper limits of the summation from 0 to k . Then.

32) 10.31) and since Y [ m ] = X [ m ] . –k m D { WN x[n]} = X[m – k] (10. interchanging the order of the indices n and k in the lower limit of the summation. and also changing the range of summation from N – 1 to N + k – 1 for the bracketed term on the right side of (10.4 Time Convolution x [ n ]∗ h [ n ] ⇔ X [ m ] ⋅ H [ m ] (10.37) n=0 k=0 Next.30).34) and we observe that the last term on the right side of (10.35) 10. we obtain – 2 π km Y [ m ] ∠ϕ = X [ m ] ∠θ ∠----------------N (10. we obtain 10−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.36) Proof: Since x [ n ]∗ h [ n ] = N–1 ∑ x[ n]h[n – k] WN mn then. k=0 N–1 N–1 D { x [ n ]∗ h [ n ] } = ∑ ∑ x[k]h[n – k] (10.Chapter 10 The DFT and the FFT Algorithm By substitution of these into (10. Third Edition Copyright © Orchard Publications . Therefore. it follows that π km -------------ϕ = θ–2 N (10.33) Proof: – kn D { WN x[ n]} = N–1 n=0 ∑ WN –k m x [ n ] WN mn = N–1 n=0 ∑ x [ n ] WN (m – k)n (10.3.3.37).3 Frequency Shift WN –k m x [ n ] ⇔ X [ m –k ] (10.34) is the same as D { x [ n ] } except that m is replaced with m – k .

The highest frequency allowed by the pre−sampling filter is referred to as the Nyquist frequency. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.39) and by substitution into (10. N+k–1 ∑ n=k h [ n – k ] WN = WN H [ m ] kn kn (10. If the sampled frequency remains the same. often called pre−sampling filter.38). A typical digital signal processing system contains a low−pass analog filter. and letting m – k = μ . D { x [ n ]∗ h [ n ] } = N–1 ∑ x [ k ] [ WN kn ] H[m] = X[k] ⋅ H[m] = X[m] ⋅ H[m] (10.The Sampling Theorem D { x [ n ]∗ h [ n ] } = N–1 ∑ x[k] ∑ N+k–1 n=k h [ n – k ] WN kn (10.40) k=0 10.4 The Sampling Theorem The sampling theorem. Third Edition Copyright © Orchard Publications 10−13 . if the sampling frequency if equal to or greater than 2W . if we assume that the highest frequency component in a signal is 18 KHz .41) k=0 Proof: The proof is obtained by taking the Inverse DFT. i. For example. this signal cannot be recovered by any digital− to−analog converter. changing the order of the summation. states that if a continuous time function f ( t ) is band−limited with its highest frequency component less than W .X [ m ]∗ Y [ m ] N (10.38) k=0 Now. 10. to ensure that the highest frequency allowed into the system. also known as Shannon’s Sampling Theorem. 36 KHz . and the highest frequency of this signal is increased to. and it is denoted as f n . this signal must be sampled at 2 × 18 KHz = 36 KHz or higher so that it can be completed specified by its sampled values. from the time shifting theorem. then f ( t ) can be completely recovered from its sampled values.e. say 25 KHz . will be equal or less the sampling rate so that the signal can be recovered.3..5 Frequency Convolution 1 x [ n ] ⋅ y [ n ] ⇔ --N N–1 ∑ X[k]Y[m – k]= 1 --.

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

Compute the sampling frequency f s d. Intervals between samples and periods in discrete time and frequency domains Example 10. and it is sampled at 1024 equally spaced points. Compute the interval between frequency components in KHz . Compute the Nyquist frequency f n Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.125 millisecond. b.4 The period of a periodic discrete time function is 0. Compute the period of the frequency spectrum in KHz . the sampling theorem is satisfied and thus there will be no aliasing.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. a. It is assumed that with this number of samples. Third Edition Copyright © Orchard Publications 10−15 . c.4.

The time required to compute the entire DFT would be 1024 samples . let us expand the N −point DFT defined as X[m] = N–1 n=0 ∑ x [ n ] WN mn (10. T t = 0.1 MHz f n ≤ -2 2 10. the Nyquist frequency must be equal or less than half the sampling frequency.48 ms t = --------------------------------------------------------------------------3 50 × 10 samples per sec ond (10. the interval t f between frequency components is Tf 8192 kHz .2 MHz –6 tt 0. Third Edition Copyright © Orchard Publications .2 MHz ≤ 4.= 0.44) 10−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the sampling frequency is 50 KHz .fs ≤ 1 -.= ----------------------------. and 1024 samples are taken. the time between successive time components is –3 Tt × 10 .5 Number of Operations Required to Compute the DFT Let us consider a signal whose highest (Nyquist) frequency is 18 KHz .= 8192 kHz ≈ 8. N = 1024 .122 × 10 b. that is. the period T f of the frequency spectrum is 1 1 T f = -..= 0.Chapter 10 The DFT and the FFT Algorithm Solution: For this example.43) To compute the number of operations required to complete this task.= 20. the sampling frequency f s is 1 1 f s = -.e.122 × 10 d. 1 . a.2 MHz –6 tt 0.125 ms and N = 1024 points .= -----------------------.× 8. i.122 μ s ----------------------------.125 t t = ---1024 N Then.= 8 kHz t f = ---N 1024 c.= 8.= ----------------------------. Therefore.

6 The Fast Fourier Transform (FFT) In this section. we would require 2N × N ⁄ 2 = N complex operations to compute the entire frequency spectrum. 2N complex arithmetic operations are required to compute any frequency component of X [ k ] .The Fast Fourier Transform (FFT) Then.45) (N – 1) 2 + x [ 2 ] WN π⎞ ⎛ –j 2 ----. Therefore. the computation of any frequency component X [ k ] . Third Edition Copyright © Orchard Publications 10−17 .43). many of the W N terms in (10. 2 2 2 10. the number of complex operations can be reduced considerably. because of some symmetry properties. Although the means of doing this task may be possible with today’s technology. such as the one with 18 KHz signal. Moreover. requires N complex multiplications and N complex additions. that is. it seems impractical. 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. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.(0) ⎝ N⎠ 2(N – 1) + … + x [ N – 1 ] WN and it is worth remembering that 0 WN i = e = 1 (10. Fortunately. and these would have to be completed within 20. we would require N = 1024 = 1048576 complex operations. then only N ⁄ 2 of the | X [ m ] components are unique.46) Since W N is a complex number. This is possible with the algorithm known as FFT (Fast Fourier Transform) that was developed by Cooley and Tukey.48) below.47) and the additional properties of W N in (10.45) are unity. If we assume that x [ n ] is real. This algorithm is the subject of the next section.48 ms as we found in (10. Thus. we will be making extensive use of the complex rotating vector WN = e j2 π – -------N (10. for an N = 1024 −point DFT. and it is very well documented.

Each row of the matrices on the right side of (10.49) This is a complex Vandermonde matrix and it is expressed in a more compact form as X [ m ] = WN ⋅ x [ n ] (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. … = 1 ⋅ WN = WN r r = e = e = e –j π N⁄4 –j π ⁄ 2 3N ⁄ 4 = e = e – j3 π ⁄ 2 (10. that is. 1. Then.49) below.50) is factored into L smaller matrices.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 = 0.50) The algorithm that was developed by Cooley and Tukey. is based on matrix decomposition methods.51) contains only two non-zero terms.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. Third Edition Copyright © Orchard Publications . WN = W1 ⋅ W2 ⋅ … ⋅ WL (10. unity and W N . the vector X [ m ] is obtained from k L 10−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.45) in matrix form as shown in (10. 2. where the matrix W N in (10.51) where L is chosen as L = log 2 N or N = 2 .

This new vector is then operated on by the [ W L – 1 ] matrix.52). Decimation in Frequency Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and also N log 2 N additions for a total of 2N log 2 N arithmetic operations. and so on. W N 2 0 N⁄2 = –1 .The Fast Fourier Transform (FFT) X [ m ] = W1 ⋅ W2 ⋅ … ⋅ WL ⋅ x [ n ] (10. and one of these elements is unity.5 64 256 1024 4096 16384 65536 262144 1048576 4194304 A plethora of FFT algorithms has been developed and published.3 to compare the percentage of computations achieved by the use of FFT versus the DFT. since W N = 1 . we construct Table 10. This matrix operates on vector x [ n ] producing a new vector. that is. Third Edition Copyright © Orchard Publications 10−19 .5 25 15.52) The FFT computation begins with matrix W L in (10.8 1 0.6 9. Under those assumptions. N log 2 N total arithmetic operations are required by the FFT versus the N computations required by the DFT. Since there are N components on x [ n ] .4 5. there will be N complex additions and N complex multiplications. and other reductions. and each component of this new vector. Decimation in Time b. They are divided into two main categories: Category I a. However.1 1. then on [ W L – 2 ] .5 3. This is because there are only two non−zero elements on a given row. is obtained by one multiplication and one addition. It appears that the entire computation would require NL = N log 2 N complex multiplications. until the entire computation is completed.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. it is estimated that only about half of these. TABLE 10.

we need to refer to the DFT and Inverse DFT definitions. Natural Input−Output (Double−Memory Technique) To define Category I.54) n=0 We observe that (10.53) and n=0 1N–1 –m n X [ m ] WN x [ n ] = --N ∑ (10.be re−ordered. it is referred to as decimation in time. and the multiplication by the factor 1 ⁄ N can be done either at the input or output. The Category II algorithm schemes are described in the Table 10. They are repeated below for convenience. and the replacement of W N with W N . In−Place b. and if it is developed in terms of the Inverse DFT of (10. it is referred to as decimation in frequency.4 along with their advantages and disadvantages. Third Edition Copyright © Orchard Publications .4 In-Place and Natural Input−Output algorithms Category II In−Place Description The process where the result of a computation of a new vector is stored in the same memory location as the result of the previous computation Advantages Disadvantages Eliminates the need for The output appears in an intermediate storage unnatural order and must and memory require. TABLE 10. In the latter case. X [m] = N–1 ∑ x [ n ] WN mn (10.Chapter 10 The DFT and the FFT Algorithm Category II a.53) and (10.53). the vector WN = e 2π – j ----N –1 is replaced by its complex conjugate –1 WN = 2π j ----e N that is. 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. the sine terms are reversed in sign.54).54) differ only by the factor 1 ⁄ N . If the DFT algorithm is developed in terms of the direct DFT of (10.

56) for n = 0. 2. we obtain Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and f odd [ n ] which contains the odd components. … N ⁄ 2 – 1 Each of these subsequences has a length of N ⁄ 2 and thus.2 ⎝ N⎠ = WN 2 (10. 7 we obtain F[ m] = n=0 ∑ f [ n ] WN 7 mn = f [ 0 ] + f [ 1 ] WN + f [ 2 ] WN + f [ 4 ] WN 4m m 2m + f [ 3 ] WN 6m 3m 7m (10. their DFTs are. it is divisible by 2 . f even [ n ] which contains the even components.56) and F odd [ m ] = ∑ f odd [ n ] W N ⁄ 2 = mn N⁄2–1 n=0 ∑ f [ 2n + 1 ] W N ⁄ 2 mn (10.58) For an 8 −point DFT. Then. In other words. Consider the discrete time sequence f [ n ] . Third Edition Copyright © Orchard Publications 10−21 . ….57) where WN ⁄ 2 = = e π⎞ ⎛ –j 2 ----. Expanding (10. 3. its DFT is found from F[m] = N–1 ∑ f [ n ] WN n=0 mn (10.The Fast Fourier Transform (FFT) Now.55) We assume that N is a power of 2 and thus. 1. F even [ m ] = N⁄2–1 n=0 N⁄2–1 n=0 2π – j ---------N e ⁄2 ∑ f even [ n ] W N ⁄ 2 = mn N⁄2–1 n=0 ∑ f [ 2n ] W N ⁄ 2 mn (10. N = 8 . we can decompose the sequence f [ n ] into two subsequences.55) for n = 1. 2. 2. and 3 and recalling that W N = 1 . respectively.59) + f [ 5 ] WN 5m + f [ 6 ] WN + f [ 7 ] WN 0 Expanding (10. 1. we will explain how the unnatural order occurs and how it can be re−ordered. we choose these as f even [ n ] = f [ 2n ] and f odd [ n ] = f [ 2n + 1 ] for n = 0.

we observe that F [ m ] = F even [ m ] + W N F odd [ m ] m (10. 2.66) for n = 0.59). ….4 ⎝ N⎠ = WN 4 (10. f [ 6 ] } . 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. Then. and N = 8 .61).65) (10.59). (10. 7 .57) 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 (10.63) for n = 1. These are sequences of length N ⁄ 4 = 2 .61) by W N . (10. Third Edition Copyright © Orchard Publications .60) + f [ 4 ] WN + f [ 6 ] WN 0 Expanding also (10. WN = W8 = m 2π – j ----e N = e 2π – j ----8 Multiplying both sides of (10.60) and (10.Chapter 10 The DFT and the FFT Algorithm F even [ m ] = n=0 ∑ f [ 2n ] WN 0 3 2mn = f [ 0 ] WN + f [ 2 ] WN = f [ 0 ] + f [ 2 ] WN 2m 2m + f [ 4 ] WN 4m 4m + f [ 6 ] WN 6m 6m (10.61) = f [ 1 ] + f [ 3 ] WN 2m + f [ 5 ] WN + f [ 7 ] WN 6m The vector W N is the same in (10. Continuing the process. 1 . Denoting their DFTs as F even1 [ m ] and F even2 [ m ] . 1. we decompose { f [ 0 ]. f [ 4 ] } and { f [ 2 ]. 3. we obtain F odd [ m ] = n=0 ∑ f [ 2n + 1 ] WN 3 2 mn = f [ 1 ] WN + f [ 3 ] WN 4m 0 2m + f [ 5 ] WN 4m + f [ 7 ] WN 6m (10.64) (10.62). and f [ 6 ] } into { f [ 0 ]. f [ 2 ]. and using the relation WN ⁄ 4 = e 2π – j ---------N⁄4 =e π⎞ ⎛ –j 2 ----.60) and (10. 2. and 3 and using W N = 1 .62) and from (10. f [ 4 ].

66) into (10.60).5 shows the signal flow graph of a decimation in time. 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 W4 W0 W0 W1 X[0] X[1] X[2] X[3] X[4] X[5] X[6] X[7] Row 1 W2 Row 2 W0 W4 W4 W2 Row 3 W6 W0 W3 Row 4 W0 W4 W4 Row 5 W2 W5 Row 6 W0 W4 W4 W6 W6 Row 7 W7 Figure 10. 3. 7 m (10. that each computation produces a vector where each component of this vector. yields F even [ m ] = F even1 [ m ] + W N 2m F even2 [ m ] (10. This is often referred to as a butterfly operation. F odd [ m ] can be decomposed into DFTs of length 2. where the input is shuffled in accordance with the above procedure.65) and (10.67) Likewise. 1.66) cannot be decomposed further. …. for n = 1. They justify the statement made earlier. 2. Signal flow graph of a decimation in time. …. for N = 8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Of course. then. F [ m ] can be computed from F ( m ) = F even ( m ) + W N F odd ( m ) m = 0. Third Edition Copyright © Orchard Publications 10−23 .68) for N = 8 . in-place FFT algorithm. The subscript N in W has been omitted for clarity.The Fast Fourier Transform (FFT) The sequences of (10. in−place FFT algorithm for N = 8 .5. Figure 10. 7 is obtained by one multiplication and one addition.65) and (10. this procedure can be extended for any N that is divisible by 2. 2. Substitution of (10.

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

3 ] = Y [ 2. 0 ] + W Y [ 7. 2 ] + W Y [ 5. 2 ] = Y [ 5. 0 ] + W Y [ 3. 2 ] + W Y [ 4. 0 ] Y [ 4. 2 ] + W Y [ 4. 2 ] 7 6 5 4 3 2 1 0 (10. 2 ] Y [ 4. where Y [ 0. 2 ] + W Y [ 7. 1 ] Y [ 6. 0 ] Y [ 6. 0 ] + W Y [ 5. 2 ] + W Y [ 6. 3 ] = Y [ 3. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6.72) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 2 ] Y [ 1. 2 ] Y [ 5. 1 ] Y [ 7. 3 ] = Y [ 3. 2 ] + W Y [ 7. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 1 ] + W Y [ 2. 1 ] + W Y [ 7. 2 ] + W Y [ 5. 1 ] + W Y [ 6. 0 ] Y [ 5. 1 ] Y [ 5. 2 ] Y [ 7. 1 ] + W Y [ 3.71) The N −point FFT appears at the outputs of Column 3. 3 ] = Y [ 1. 3 ] = Y [ 1. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 0 ] + W Y [ 7. 0 ] 0 4 0 0 4 4 0 0 4 4 0 0 4 4 0 0 (10. 1 ] Y [ 4.69) we obtain: Y [ 0. 3 ] = Y [ 2. 2 ] = Y [ 1. 2 ] = Y [ 4. 1 ] + W Y [ 2. 2 ] Y[ 6. 0 ] + W Y [ 1. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6.70) The N ⁄ 2 −point FFT appears in Column 2. 1 ] + W Y [ 6. 2 ] = Y [ 0. 1 ] Y [ 3. 1 ] 6 4 2 0 6 4 2 0 (10. 0 ] + W Y [ 3. 0 ] Y [ 1. Using (10. 1 ] Y [ 2. 0 ] Y [ 3. 2 ] = Y [ 1. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 2 ] Y [ 3. 0 ] Y [ 2. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 1 ] + W Y [ 3. 1 ] Y [ 1. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 0 ] + W Y [ 1. 3 ] = Y [ 0.The Fast Fourier Transform (FFT) Y [ 0. 2 ] + W Y [ 6. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 0 ] Y [ 7. 2 ] = Y [ 0. 0 ] + W Y [ 5. 3 ] = Y [ 0. 1 ] + W Y[ 7. Third Edition Copyright © Orchard Publications 10−25 . 2 ] = Y [ 5. 2 ] = Y [ 4. 2 ] Y [ 2.

Third Edition Copyright © Orchard Publications . 0 ] = x [ 1 ] Y [ 2.5. then. 1 ] = Y [ 6.70) X [ 3 ] = Y [ 3. 2 ] Y [ 3. 2 ] + W Y [ 7. 3 ] = Y [ 3. 0 ] + W { Y [ 2. 1 ] + W Y [ 3. 0 ] + W Y [ 5. Our example calls for X [ 3 ] . 0 ] Y [ 7. 1 ] + W Y [ 7. 2 ] = Y [ 1. 0 ] + W Y [ 3.Chapter 10 The DFT and the FFT Algorithm With the equations of (10.70). 0 ] (10. (10. 0 ] Y [ 5. 0 ] + W Y [ 6. 0 ] + W Y [ 1. 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 . with reference to the signal flow chart of Figure 10. 0 ] + W Y [ 5. 1 ] = Y [ 4. 0 ] + W 13 Y [ 7. 0 ] + W Y [ 6. Also. 0 ] = x [ 6 ] Y [ 4. 0 ] + W Y [ 7. 0 ] = x [ 3 ] Y[ 7. 0 ] + W Y [ 5 . 0 ] + W Y [ 5. 1 ] = Y [ 0. 1 ] Y [ 1. 2 ] = Y [ 5. 1 ] Y [ 7. 0 ] = x [ 2 ] Y[ 6. 0 ] + W Y [ 1. we can determine any of the 8 spectral components. 0 ] ) } = Y [ 0. 2 ] + W Y [ 7. 1 ] + W { Y [ 5.5 and the fourth of the equations in (10. 3 ] = Y [ 0. 1 ] + W Y [ 7. 0 ] } + W { ( Y [ 4. 0 ] + W Y [ 3. 3 ] = Y [ 3. we obtain Y [ 3. 0 ] + W Y [ 7. 0 ] + W Y [ 7 .73). 0 ] = x [ 5 ] Y [ 3.72). 0 ] + W Y [ 4. 0 ] + W Y [ 1 . 1 ] } = Y [ 0. 1 ] + W Y [ 3 .71) and Finally. 0 ] + W Y [ 2. 1 ] = Y [ 2.75) (10. 3 ] = X [ 3 ] 10−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.74) (10. and (10.71). 0 ] = x [ 0 ] Y [ 1. 0 ] = x [ 7 ] and Therefore. 0 ] + W Y [ 1.73) (10. 0 ] Y [ 3. 2 ] = Y [ 1. we obtain Y [ 3. 0 ] + W 7 9 10 3 4 6 Y [ 3. we express (10. 0 ] = x [ 4 ] Y [ 5.72). 0 ] ) + W ( Y [ 6.77) as Y [ 3.76) and making these substitutions into (10. from (10. we observe that Y [ 0. 0 ] + W Y [ 4. 0 ] + W Y [ 3 . from (10. 0 ] + W Y [ 2.77) From the signal flow graph of Figure 10. 0 ] 4 4 4 4 6 6 3 (10.

Others are natural input.17). that is. shuffled output. The signal flow graph of Figure 10. represents a shuffled input. 7 W 18 =W 10 and W 21 = W 13 and by substitution into (10. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and k = 1 .80) We observe that (10. 7 . 2. or natural input. X[m] = N–1 ∑ x ( n ) WN n=0 6 mn For m = 3 and n = 0. natural output algorithm. …. with N = 8 . W kN + r = W Now. W 12 = W .79).48).78) 13 + x [7]W We will verify that this expression is correct by the use of the direct DFT of (10.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. These combinations occur in both decimation in time.78). 1.5.80) is the same as (10. natural output. we obtain kN = 8 . and decimation in frequency algorithms.79) and from (10. Then. 4 W 15 =W . Third Edition Copyright © Orchard Publications 10−27 . 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. 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.

N – 1 • We can use the fft(x) function to compute the DFT. 2. the DFT pair is normally denoted as 10−28 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and the ifft(x) function to compute the Inverse DFT. 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. that is. the discrete frequency transform X [ m ] is complex. where the range 0 ≤ θ ≤ 2 π is divided into 360 ⁄ N equal segments and it is denoted as represent it as W N . 1. • 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. N – 1 and the imaginary part from Im { X [ m ] } = – N–1 n=1 ∑ x [ n ] sin -------------N 2 π mn for m = 0. Third Edition Copyright © Orchard Publications . …. N – 1 . …. …. and m = 0. 1. N – 1 . 2. 1.Chapter 10 The DFT and the FFT Algorithm 10. 2. …. • In general. 2. • The term e –( j2 π ) ⁄ N is a rotating vector. 1.7 Summary • The N −point DFT is defined as X[m] = N–1 mn – j2 π ------N n=0 ∑ x[n ]e 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. WN = e j2 π – -------N and consequently WN = e –1 j2 π -------N Accordingly.

only N ⁄ 2 of the frequency components of X [ m ] are unique.2. • 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 --. • The discrete time and frequency functions are defined as even or odd.Summary X[m] = N–1 and n=0 ∑ x ( n ) WN mn 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. Third 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.X [ m ]∗ Y [ m ] N k=0 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

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

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

and the minus (−) sign below serves as a reminder that the bracketed term of the second equation involves a subtraction. Using this graph and the above equations.Chapter 10 The DFT and the FFT Algorithm and it is used with the nodes where two solid lines terminate on them. 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 10−32 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5. Third Edition Copyright © Orchard Publications . Verify that this is the same as in Example 10. The number inside the circles denote the power of W N . compute the frequency component X [ 3 ] .

and 3 m = 0: F ( 0 ) = ( 1 ) ⋅ ( e ) + ( 1 ) ⋅ ( e ) + ( –1 ) ⋅ ( e ) + ( –1 ) ⋅ ( e ) = ( 1 ) ⋅ ( 1 ) + ( 1 ) ⋅ ( 1 ) + ( –1 ) ⋅ ( 1 ) + ( –1 ) ⋅ ( 1 ) = 0 m = 1: F(1) = (1) ⋅ (e ) + (1) ⋅ (e 0 ( – j2 π ⁄ 4 ) × 1 ( – j2 π ⁄ 4 ) × 2 ( – j2 π ⁄ 4 ) × 3 0 0 0 0 ) + ( –1 ) ⋅ ( e ) + ( –1 ) ⋅ ( e ) π π 3π 3π = 1 + cos -.2.+ j sin 3 ----.0000 . f [ 2 ] = f [ 3 ] = – 1 .+ 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 ) π π π π = 1 + cos 3 --------. 2. Then. F[ m] = N–1 n=0 ∑ f ( n ) WN mn where N = 4 and f [ 0 ] = f [ 1 ] = 1 .Solutions to End−of−Chapter Exercises 10.– j sin 3 2 2 2 2 = 1 + 0 + j + 1 + 0 – 0 + j = 2 + j2 Check with MATLAB: fn=[1 1 −1 −1].0000i Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.– cos 3 π + j sin 3 π – cos 3 ----. Third Edition Copyright © Orchard Publications 10−33 .– cos π + j sin π – cos ----.0000 + 2. Fm=fft(fn) Fm = 0 2. 1. 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 = 0.0000i 0 2.9 Solutions to End−of−Chapter Exercises 1.– j sin -.

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

0 ) + W N Y ( 5. 2 ) = Y ( 4.x [ n ] = x [ n ] sin 2 -----------------------------------------------------------------. 1 ) + W N Y ( 7. 1 ) = Y ( 0. 1 ) 6 Going backwards (to the left) we find that Y ( 4. x[0] x[1] x[2 ] x[3] x[4] x[5] x[6] x[7] W0 W0 W0 W0 W4 W4 W4 W4 W0 W0 W4 W4 W2 W2 W6 W6 3 W0 W4 W2 W6 W1 W5 W3 W7 X[0] X[4] X[2] X[6] X[1] X[5] X[3] X[7] F ( 3 ) = X ( 3 ) = Y ( 6. 1 ) = Y ( 3. 2 ) = Y ( 5.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 [ n ] = x [ n ] cos 2 -----------------------------------------------------------------. 1 ) = Y ( 1. 2 ) (1) where Y ( 6. 0 ) Y ( 5. 3 ) = Y ( 6. 0 ) Y ( 7. 2 ) + W N Y ( 7. Third Edition Copyright © Orchard Publications 10−35 . 0 ) Y ( 6. 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 ) π kn . 0 ) 4 4 4 4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 0 ) + W N Y ( 6. 1 ) = Y ( 2.= 2 N 2 –k m km and thus 1 2 π kn -[X[m – k] + X[m + k]] x [ n ] cos -----------. 0 ) + W N Y ( 7. 0 ) + W N Y ( 4.= ----------------------------------------------------j2 N j2 –k m km 4.⇔ -2 N Likewise. 1 ) 6 and Y ( 7.

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

1 ) Y [ 5. 0 ) + Y ( 4. 3 ) = W N [ Y ( 2. 1 ] = W N [ Y ( 2. 2 ) ] Y [ 6. 0 ) – Y ( 5. However. 1 ) = Y ( 2. 2 ) = Y ( 0. 2 ) – Y ( 1. 0 ) Y [ 4. 2 ) + Y ( 7. 3 ) = Y ( 6. 3 ) = W N [ Y ( 0. 0 ) – Y ( 6. 2 ) – Y ( 7. 1 ) ] Y ( 3. 2 ) Y [ 5 . 1 ) Y ( 2. 1 ) + Y ( 2. 2 ) Y ( 3 . 2 ) Y [ 7 . 1 ) ] Y [ 7. 2 ] = W N [ Y ( 5. 0 ) + Y ( 7. 2 ) + Y ( 7. 2 ] = Y ( 4. 1 ) ] 2 0 2 0 (2) Column 3 (C=3): Y ( 0. 3 ] = Y ( 4. 2 ) ] F ( 3 ) = X ( 3 ) = Y ( 6. we will derive all equations as we did in Example 10. 2 ) + Y ( 1. 2 ) Y ( 1 . 2 ) ] Y [ 4. 1 ) – Y ( 3. 0 ) Y ( 3. 1 ) – Y ( 7. 0 ) ] Y [ 7. 1 ) Y [ 6. 3 ] = W N [ Y ( 4. 1 ) + Y ( 3. 3 ) = Y ( 0. 1 ) = Y ( 0. 0 ) ] Y [ 6. 1 ) – Y ( 6. 1 ) – Y ( 2. 1 ) = Y ( 1. 1 ] = W N [ Y ( 1. 2 ) + Y ( 3. 2 ) = W N [ Y ( 1. 2 ) = W N [ Y ( 0. 0 ) + Y ( 6. 2 ) ] Y ( 2. 2 ) = Y ( 1. 1 ] = W N [ Y ( 0. 2 ) – Y ( 5. 0 ) ] (1) Y [ 5. Column 1 (C=1): Y ( 0. 2 ) (4) 0 0 0 0 (3) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 2 ) – Y ( 3. 0 ) + Y ( 5. 0 ) Y ( 2. 3 ] = W N [ Y ( 6. 0 ) Y ( 1. 0 ) ] 3 2 1 0 Column 2 (C=2): Y ( 0. 0 ) – Y ( 7. 3 ) = Y ( 2. 2 ) + Y ( 5. 1 ] = W N [ Y ( 3. 2 ] = W N [ Y ( 4. 1 ) Y ( 1. 2 ] = Y ( 5. 1 ) + Y ( 7.5. 1 ) ] Y [ 4. Third Edition Copyright © Orchard Publications 10−37 . 0 ) – Y ( 4.Solutions to End−of−Chapter Exercises We are asked to compute F ( 3 ) only. 1 ) = Y ( 3. 3 ] = Y ( 6. 1 ) + Y ( 6.

0 ) ] 3 2 1 0 and by substitution into (4) F ( 3 ) = X ( 3 ) = W N Y ( 0. 1 ) – Y ( 6. W 8 = – W 8 . 0 ) – W N Y ( 3. 1 ] = W N [ Y ( 3. 0 ) – Y ( 7. 2 ) = W N [ Y ( 5. W 8 6 2 9 5 8i + n 12 = W 8 and W 8 0 15 n±4 = – W 8 (see proof below). W 8 = W 8 . (5) and (6) are the same. 1 ] = W N [ Y ( 1.Chapter 10 The DFT and the FFT Algorithm where Y ( 6. 1 ] = W N [ Y ( 2. 1 ) ] 2 From (1) Y [ 4. we see that 3 18 2 21 5 W 8 = – W 8 . Therefore. 1 ) ] 0 and Y ( 7. 0 ) + W N Y ( 7. 0 ) 0 3 2 5 0 3 2 5 (5) From Exercise 4. 0 ) ] Y [ 6. 0 ) + W N Y ( 1. 0 ) + W N Y ( 6. 0 ) ] Y [ 5. F ( 3 ) = X ( 3 ) = x ( 0 ) + WN x ( 1 ) + WN x ( 2 ) + WN x ( 3 ) 12 +W N 3 6 9 x(4) + n 15 WN x(5) + 18 WN x(6) + n 21 WN x( 7) (6) Since Y ( k. W 8 = – W 8 . 0 ) – Y ( 5. 0 ) – W N Y ( 2. 1 ] = W N [ Y ( 0. W 8 = – W 8 . and W 8 = W N . 0 ) = x ( k ) . 1 ) – Y ( 7. 2 ) = W N [ Y ( 4. 0 ) – W N Y ( 4. Third Edition Copyright © Orchard Publications . 0 ) – Y ( 4. 0 ) – Y ( 6. Proof that W 8 n±4 = –W8 : = W8 ⋅ W8 = W8 ⋅ e n ±4 n – j2 π ⁄ 8 ⋅ ( ± 4 ) n W8 n±4 = W 8 ⋅ ( cos π − + sin π ) = – W 8 n n 10−38 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 0 ) ] Y [ 7. 0 ) – W N Y ( 5.

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

and. integration. is a low−pass. is V out –1 θ = arg { G ( j ω ) } = arg ⎛ ---------. etc.V in R + 1 ⁄ jωC or V out 1 –1 1 1 . Basic low−pass RC network Application of the voltage division expression yields 1 ⁄ jωC V out = --------------------------. it can filter out unwanted bands of frequency. We can find out whether a filter. R + V in − C + − V out Figure 11. a digital filter can perform functions as differentiation. generally.2) and the phase angle. capacitors and inductors.3) 11−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 11.1 through 11.1) is V out 1 = -------------------------------G ( j ω ) = ---------2 2 2 V in 1+ω R C (11.2 Basic Analog Filters An analog filter can also be classified as passive or active.2.Chapter 11 Analog and Digital Filters Accordingly. We will derive expressions for its magnitude and phase.= -------------------------------2 2 2 V in 1 + j ω RC –1 2 2 2 1+ω R C ( 1 + ω R C ) ∠ tan ( ω RC ) The magnitude of (11.4 below. Third Edition Copyright © Orchard Publications . 11.= ------------------------------------------------------------------------. from its the frequency response that can be obtained from its transfer function. we will present them first. operational amplifiers with resistors and capacitors connected to them externally. estimation.2.1) G ( j ω ) = ---------= ----------------------. high−pass. of course.⎞ = – tan ( ω RC ) ⎝ V in ⎠ (11. also known as the argument.∠– tan ( ω RC ) (11. Analog filter functions have been used extensively as prototype models for designing digital filters and.2 is a basic analog low−pass filter. Passive filters consist of passive devices such as resistors.1 RC Low−Pass Filter The RC network shown in Figure 11.2. The procedure is illustrated in Subsections 11.2. passive or active. therefore. like an analog filter.. Active filters are.

02:10. Thus. we let RC = 1 .. Third Edition Copyright © Orchard Publications 11−3 .6 0. Magnitude characteristics of the basic RC low−pass filter with RC = 1 We can also obtain a quick sketch for the phase angle.. θ ≅ – atan 0 ≅ 0 ° For ω = 1 ⁄ RC .5 0..707 and as ω → ∞ .. grid 1 0. As ω → 0 ..4 Magnitude Characteristics of basic RC low-pass filter Half-power point 10 -2 10 10 Frequency in rad/sec . semilogx(w.magGjw).e.8 0.Basic Analog Filters We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11.2) at ω = 0 ..3 where.7 0.9 Magnitude of Vout/Vin 0. as ω → 0 . title('Magnitude Characteristics of basic RC low−pass filter'). Thus.log scale -1 0 10 1 Figure 11./sqrt(1+w..*RC). i.3. θ = – atan 1 = – 45 ° For ω = – 1 ⁄ RC . G(jω) ≅ 0 We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω . ω = 1 ⁄ RC . ω → – ∞ and ω → ∞ . ω = – 1 ⁄ RC . magGjw=1. RC=1. ω = 1 ⁄ RC . This is shown in Figure 11. ylabel('Magnitude of Vout/Vin'). xlabel('Frequency in rad/sec − log scale'). and ω → ∞ . θ = arg { G ( j ω ) } versus ω by evaluating (11. G(jω) ≅ 1 for ω = 1 ⁄ RC . θ = – atan ( – 1 ) = 45 ° Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. G ( j ω ) = 1 ⁄ 2 = 0. w=0:0. for convenience.3) at ω = 0 .

. Phase characteristics of the basic RC low−pass filter with RC = 1 11.5. ylabel('Phase of Vout/Vin − degrees'). RC=1. grid 0 -10 Phase of Vout/Vin . We will derive expressions for its magnitude and phase. phaseGjw=−atan(w. xlabel('Frequency in rad/sec − log scale'). 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. title('Phase Characteristics of basic RC low−pass filter').2. Third Edition Copyright © Orchard Publications . we let RC = 1 . θ = – atan ( – ∞ ) = 90 ° and as ω → ∞ .5 is a basic analog high−pass filter. + V in − C R + − V out Figure 11.Chapter 11 Analog and Digital Filters As ω → – ∞ .*180./pi..4 where. w=0:0..phaseGjw). for convenience.4. θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB script below to plot the phase angle θ versus radian frequency ω .02:10. semilogx(w...log scale -1 0 Phase Characteristics of basic RC low-pass filter 10 1 Figure 11.2 RC High−Pass Filter The RC network shown in Figure 11.*RC). This is shown in Figure 11.degrees -20 -30 -40 -50 -60 -70 -80 -90 -2 10 10 10 Frequency in rad/sec ..

This is shown in Figure 11.6.4) is 1 G ( j ω ) = -------------------------------------------2 2 2 1 + 1 ⁄ (ω R C ) (11.8 Magnitude of Vout/Vin Half−power point 0.= ω = -----------------------------------------------------------G ( j ω ) = ---------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 ) ) = -------------------------------------------.4) The magnitude of (11. ω = 1 ⁄ RC .∠ tan – 1( 1 ⁄ ( ω RC ) ) --------------------------------------------------------------------------------------------= ω 2 2 2 2 2 2 1+ω R C 1 + 1 ⁄ (ω R C ) 2 2 2 –1 (11. G(jω) ≅ 0 G ( j ω ) = 1 ⁄ 2 = 0. we let RC = 1 . As ω → 0 . and ω → ∞ . Magnitude characteristics of the basic RC high−pass filter with RC = 1 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= ---------------------------------------j ω RC + ω R C .Basic Analog Filters 2 2 2 V out RC ( j + ω RC ) j ω RC .2 0 -2 10 10 -1 10 10 Frequency in rad/sec . For ω = 1 ⁄ RC . and as ω → ∞ .6) We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11.5) at ω = 0 .5) and the phase angle or argument.707 G(jω) ≅ 1 We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω . Third Edition Copyright © Orchard Publications 11−5 . Thus.4 0. for convenience. is θ = arg { G ( j ω ) } = tan ( 1 ⁄ ( ω RC ) ) –1 (11. 1 Magnitude Characteristics of basic RC high-pass filter 0.6 where.6 0.log scale 0 1 10 2 Figure 11.

ω → – ∞ .*RC)). semilogx(w. i. grid We can also obtain a quick sketch for the phase angle.. we let RC = 1 . θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB script below to plot the phase angle θ versus radian frequency ω ... xlabel('Frequency in rad/sec − log scale'). Phase characteristics of an RC high−pass filter with RC = 1 11−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. w=0:0.log scale -1 0 Phase Characteristics of basic RC high-pass filter 10 1 Figure 11. and ω → ∞ .phaseGjw). ylabel('Phase of Vout/Vin − degrees'). This is shown in Figure 11.7 where..^2)./pi. semilogx(w..02:100. As ω → 0 .. for convenience.7. title('Phase Characteristics of basic RC high−pass filter').. xlabel('Frequency in rad/sec − log scale').Chapter 11 Analog and Digital Filters w=0:0. title('Magnitude Characteristics of basic RC high−pass filter'). θ = arg { G ( j ω ) } versus ω .*180. magGjw=1. phaseGjw=atan(1..02:10.. ylabel('Magnitude of Vout/Vin').degrees 70 60 50 40 30 20 10 0 -2 10 10 10 Frequency in rad/sec . ω = – 1 ⁄ RC .e.*RC). θ = – atan ( – 1 ) = 45 ° As ω → – ∞ . by evaluating (11. grid 90 80 Phase of Vout/Vin . θ ≅ – atan 0 ≅ 0 ° For ω = 1 ⁄ RC ..6) at ω = 0 . Third Edition Copyright © Orchard Publications . Thus../(w..magGjw). θ = – atan ( – ∞ ) = 90 ° and as ω → ∞ . θ = – atan 1 = – 45 ° For ω = – 1 ⁄ RC . RC=1../sqrt(1+1. ω = 1 ⁄ RC ./(w. RC=1.

We will make use of the abs(x) and angle(x) MATLAB functions for the magnitude and phase plots.Basic Analog Filters 11./(w...8. jωL 1 ⁄ jωC V in − + + V out − R Figure 11.9..= -----------------------------------------------G ( j ω ) = ---------= ------------------------------------------= ------------------------------------------------------2 2 jωL + 1 ⁄ jωC + R V in – ω L C + 1 + j ω RC ω – j ω ( R ⁄ L ) – 1 ⁄ LC (11.^2−j.8) The plot for the magnitude of (11.8) is shown in Figure 11./(w.7) simplifies to: –j ω G ( j ω ) = -------------------------2 ω – jω – 1 w=0:0.. xlabel('Frequency in rad/sec − log scale').9 where.... we let R = L = C = 1 .10.*w.7) in magnitude and phase form. title('Phase Characteristics of basic RLC band−pass filter').phaseGjw). To plot the phase of (11..7) There is no need to express relation (11. semilogx(w. Chapter 4. w=0:0. xlabel('Frequency in rad/sec − log scale').*180. for convenience.magGjw).8 is a basic analog band−pass filter. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. grid (11.3 RLC Band−Pass Filter The RLC network shown in Figure 11.* We will derive expressions for its magnitude and phase.8) is shown in Figure 11. we use the MATLAB script below..02:100. Basic band−pass RLC network Application of the voltage division expression yields R . phaseGjw=angle(−j.*w−1)).02:100. ylabel('Magnitude of Vout/Vin'). magGjw=abs(−j. and thus (11. title('Magnitude Characteristics of basic RLC band−pass filter'). grid The plot for the phase of (11. This is shown in Figure 11.^2−j.. semilogx(w.*w./pi. Third Edition Copyright © Orchard Publications 11−7 ..8).*w−1)). Page 4−22.. * This is the same network as (a) in Exercise 7. ylabel('Phase of Vout/Vin − degrees').⋅ V in V out = ------------------------------------------jωL + 1 ⁄ jωC + R and thus V out j ω RC R –j ω ( R ⁄ L ) . We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω .2.

Chapter 11 Analog and Digital Filters 1 Magnitude Characteristics of basic RLC band-pass filter 0.6 0. Page 4−22. 11−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.log scale 0 1 10 2 Figure 11. Chapter 4.4 RLC Band−Elimination Filter The RLC network shown in Figure 11.⋅ V in V out = ------------------------------------------jωL + 1 ⁄ jωC + R * This is the same network as (b) in Exercise 7.4 0.8 Magnitude of Vout/Vin 0. Application of the voltage division expression yields jωL + 1 ⁄ jωC .9. Third Edition Copyright © Orchard Publications . Magnitude characteristics of the basic RLC band−pass filter with R = L = C = 1 100 Phase Characteristics of basic RLC band-pass filter Phase of Vout/Vin .* We will derive expressions for its magnitude and phase.log scale 0 1 10 2 Figure 11.2 0 -2 10 10 -1 10 10 Frequency in rad/sec . Phase characteristics of the basic RLC band−pass filter with R = L = C = 1 11.2.11 is a basic analog band−elimination filter. A band−elimination filter is also referred to as a band−stop filter or notch filter.10.degrees 50 0 -50 -100 -2 10 10 -1 10 10 Frequency in rad/sec .

8 Magnitude of Vout/Vin 0.2 0 -2 10 10 -1 10 10 Frequency in rad/sec . Third Edition Copyright © Orchard Publications 11−9 . We will use the MATLAB script below to plot G ( j ω ) versus radian frequency ω .10) The plot for the magnitude of (11.^2−1). and thus (11.10). we will make use of the abs(x) and angle(x) MATLAB functions for the magnitude and phase plots..11.^2−j. we let R = L = C = 1 . Magnitude characteristics of the basic RLC band−elimination filter with R = L = C = 1 To plot the phase of (11./(w.*w−1)).02:100.9) There is no need to express relation (11. phaseGjw=angle((w.02:100. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. magG=abs((w. semilogx(w.*w−1)).^2−j. As in the previous subsection.*180.12..= ------------------------------------------------------= ------------------------------------------2 2 V in jωL + 1 ⁄ jωC + R ω – j ω ( R ⁄ L ) – 1 ⁄ LC – ω L C + 1 + j ω RC (11.9) in magnitude and phase form. For convenience.4 0. 1 Magnitude Characteristics of basic RLC band-elimination filter 0./pi. w=0:0.magG)..^2−1)./(w. semilogx(w. grid 2 (11.6 0.= -----------------------------------------------.log scale 0 1 10 2 Figure 11.9) simplifies to: ω –1 G ( j ω ) = -------------------------2 ω – jω – 1 w=0:0. we use the MATLAB script below.12.phaseGjw).Basic Analog Filters + V in − R + jωL V out − 1 ⁄ jωC Figure 11. Basic band−elimination RLC network and thus 2 2 V out – ω LC + 1 jωL + 1 ⁄ jωC ω –1 G ( j ω ) = ---------.10) is shown in Figure 11.

and thus (11. The first step in the design of an analog low−pass filter is to derive a suitable magnitude−squared function A ( ω ) . it needs not be enclosed in vertical lines. Chapter 4.3 Low−Pass Analog Filter Prototypes In this section. since A is understood to represent the magnitude. Chebyshev Type I. and from it derive a G ( s ) function such that A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω 2 (11. 11. 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. G ( j ω ) can be considered as G ( s ) evaluated at s = j ω .. if the magnitude is A .13. Also. we can derive high−pass and the other types of filters from a basic low−pass filter. the square of the magnitude of a complex number can be expressed as that number and its complex conjugate... In the next section we introduce filter prototypes and use these as a basis for filter design. ylabel('Phase of Vout/Vin − degrees'). We will discuss the Butterworth. Examples of active low−pass filters are presented in Figure 4. then A ( ω ) = G ( j ω ) = G ( j ω ) G∗ ( j ω ) = G ( j ω ) ⋅ G ( – j ω ) 2 (11.log scale 0 1 10 2 Figure 11. Page 4−15. We will see later that. 100 Phase Characteristics of basic RLC band-elimination filter Phase of Vout/Vin .12) Now.11) is justified.Chapter 11 Analog and Digital Filters xlabel('Frequency in rad/sec − log scale').13. Third Edition Copyright © Orchard Publications . and at the end of this chapter. 11−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.20. Chebyshev Type II also known as Inverted Chebyshev. grid The plot for the phase of (11. Thus. and Cauer also known as elliptic filters. title('Phase Characteristics of basic RLC band−elimination filter').11) Since ( j ω )∗ = ( – j ω ) . we will use the analog low−pass filter as a basis. using transformations.degrees 50 0 -50 -100 -2 10 10 -1 10 10 Frequency in rad/sec .10) is shown in Figure 11.

Example 11. Solution: Since 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 3s – 5 s + 7 G ( – s ) = ------------------------2 s –4 s + 6 4 2 3s – 5 s + 7 3s + 5s + 7 + 17s + 49 .11). A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω 9s + 17s + 49 = ------------------------------------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 + … + b0 ) C ( bk ω + bk – 1 ω 2 A ( ω ) = --------------------------------------------------------------------------------2k 2k – 2 + … + a0 ak ω + ak – 1 ω 2 2k 2k – 2 2 (11. a and b are constant coefficients. positive for all ω . Third Edition Copyright © Orchard Publications 11−11 . and proper rational functions* can satisfy (11. we can derive G ( s ) from (11. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. only even functions of ω . Once the magnitude−square function A ( ω ) is known.11) with the substitution ( j ω ) = – ω = s or ω = – s .⋅ ------------------------.1 It is given that 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 2 Compute A ( ω ) . and k is a positive integer denoting the order of the filter.13) where C is the DC gain. that is. 2 2 2 2 2 * It was stated earlier.Low-Pass Analog Filter Prototypes Not all magnitude−squared functions can be decomposed to G ( s ) and G ( – s ) rational functions. 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.= 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 2 2 it follows that and Therefore.

16) The attenuation rate of this approximation is 6k dB ⁄ octave or 20k dB ⁄ decade . The procedure of finding the transfer function G ( s ) from the magnitude−square function A ( ω ) .18) and multiplying by 20. and if ω 2 = 10 ω 1 . let us review the definitions of octave and decade. the DC gain of the magnitude−square function is unity. we say that these frequencies are separated by one octave.18) Taking the common log of both sides of (11. we say that they are separated by one decade. Third Edition Copyright © Orchard Publications .13) reduces to b0 2 A ( ω ) = ----------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 (11.20) is is an equation of a straight line with slope = – 20k dB ⁄ decade . Then. we take the square root of both sides.17) If these frequencies are such that ω 2 = 2 ω 1 .14) In the simplest low−pass filter. To understand this. 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. and let ω2 u 2 – u 1 = log 10 ω 2 – log 10 ω 1 = log 10 ----ω1 (11.20) or A ( ω ) dB = – 20klog 10 ω + 20log 10 B Relation (11. b0 ⁄ ak tan t = ----BA ( ω ) = ----------------. Consider two frequencies u 1 and u 2 . 2 11−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.19) (11.= Cons ---------------------k k k ω ω ω (11.Chapter 11 Analog and Digital Filters G ( s ) ⋅ G ( –s ) = A ( ω ) 2 ω = –s 2 2 (11. In this case (11.2 below.14.15) and at high frequencies can be approximated as b0 ⁄ ak 2 A ( ω ) ≈ ------------2k ω (11.16). To compute the attenuation rate of (11. and intercept = B as shown in Figure 11.

for stability*. and poles at s = ± 2 and s = ± 3 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. There is no restriction on the zeros but.14).21). Alternately. Let K(s + 1) G ( s ) = -------------------------------(s + 2)(s + 3) 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.14. The – 20 dB ⁄ decade = – 6 dB ⁄ octave line Example 11.22) This function has zeros at s = ± j1 . a system is said to be stable if a finite input produces a finite output.Low-Pass Analog Filter Prototypes 40 B 30 20 10 0 1 10 100 1000 log 10 ω A ( ω ) dB – 20 dB ⁄ decade = – 6 dB ⁄ octave Figure 11. We must also select the gain constant such that G ( 0 ) = A ( 0 ) . Stability is discussed in Feedback and Control Systems textbooks. we select the left−half s −plane poles. Third Edition Copyright © Orchard Publications 11−13 .2 Given the magnitude−square function 2 16 ( – ω + 1 ) A ( ω ) = ----------------------------------------2 2 (ω + 4)(ω + 9) 2 (11. * Generally.21) derive a suitable transfer function G ( s ) Solution: From relation (11.23) We must find K such that G ( 0 ) = A ( 0 ) . From (11.

and 8 0.24) Butterworth Analog Low-Pass Filter characteristics for k=1.24) for k = 1. the response slopes off linearly towards negative infinity.6 0. 4. and rolls off towards zero in the stopband.3.4 k=4 0.23). 2. 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.Chapter 11 Analog and Digital Filters or From (11. and ω C is the cutoff ( 3 dB ) frequency. 11−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. When viewed on a logarithmic Bode plot. Third Edition Copyright © Orchard Publications . or By substitution into (11.5 2 2. we obtain A ( 0 ) = 16 ⁄ 36 = 4 ⁄ 9 A(0) = 2 ⁄ 3 G(0) = K ⁄ 6 K⁄6 = 2⁄3 K = 12 ⁄ 3 = 4 2 2 (s + 1) G ( s ) = 4 -------------------------------( s + 2 )( s + 3 ) 11. Figure 11. and 8 .2 K=8 0 0 0.15 is a plot of the relation (11.1 Butterworth Analog Low−Pass Filter Design In this subsection.5 1 1.15.8 k=1 k=2 0. 4. and for G ( 0 ) = A ( 0 ) we must have.5 Normalized Frequency (ratio of actual to cutoff) 3 Figure 11.23). we will consider the Butterworth low−pass filter* whose magnitude−squared function is 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 (11. 2. 1 Magnitude A (square root of relation (11.

This theorem states that n re jθ = n re θ + 2k π⎞ j ⎛ -----------------⎝ n ⎠ k = 0.. (11.Aw2k2.. Third Edition Copyright © Orchard Publications 11−15 . Aw2k2=sqrt(1./(w_w0.27) Then. Aw2k1=sqrt(1. Aw2k4=sqrt(1.26) With the substitution ω = – s . 6 1e j0 = 6 1e 0 + 2k π⎞ j ⎛ -----------------⎝ 6 ⎠ Thus..24)').. grid All Butterworth filters have the property that all poles of the transfer functions that describes them. lie on a circumference of a circle of radius ω C .Aw2k8). and 8')./(w_w0./(w_w0. 2.^16+1))..15 was created with the following MATLAB script: w_w0=0:0. 4.02:3.24) simplifies to 2 1 A ( ω ) = --------------6 ω +1 (11. the poles are distributed in symmetry with respect to the j ω axis.. We can find the nth roots of a the complex number s by DeMoivre’s theorem. 2.w_w0.^8+1)).^4+1)). we choose the left half−plane poles to form G ( s ) . s = 6 1 ∠0 ° and by DeMoivre’s theorem.Aw2k4. and if k = even .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 . Solution: With k = 3 and ω C = 1 rad ⁄ s . … (11.Low-Pass Analog Filter Prototypes The plot of Figure 11.. 4. title('Butterworth Analog Low−Pass Filter characteristics for k=1.. 1. ± 2.w_w0. 3.. ylabel('Magnitude A (square root of relation (11. with n = 6 . if k = odd .26) becomes 1 G ( s ) ⋅ G ( – s ) = ----------------6 –s +1 2 2 (11.25) Example 11.Aw2k1.^2+1)). (11. xlabel('Normalized Frequency (ratio of actual to cutoff)')... and they are 2 π ⁄ 2k radians apart. Aw2k8=sqrt(1. k = 0... 5 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ± 1. plot(w_w0. Thus. the poles start at zero radians.w_w0.. they start at 2 π ⁄ 2k . But regardless whether k is odd or even. For stability./(w_w0..

s 4 .3 The transfer function G ( s ) is formed with the left half−plane poles s 3 . and s 5 .– j -----s 5 = 1 ∠240 ° = – 1 2 2 3 1 -----s 3 = 1 ∠120 ° = – --+j 2 2 3 1 . (11.29) The gain K is found from A ( 0 ) = 1 or A ( 0 ) = 1 and G ( 0 ) = K .28) We use MATLAB to express the denominator as a polynomial. K G ( s ) = ---------------------------------------------------------------------------------3 3 1 1 ⎛ s + --⎞ -⎞ ( s + 1 ) ⎛ s + -.16. 11−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.16. Im { s } s3 ¥ ¥2 ¥ s1 Re { s } s s4 ¥ ¥ s5 ¥s 6 Figure 11. 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.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 . syms s. Thus. these six poles lie on the circumference of the circle with radius ω C = 1 as shown in Figure 11.28) simplifies to K G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11.+ j -----. Location of the poles for the transfer function of Example 11. Then.Chapter 11 Analog and Digital Filters s 1 = 1 ∠0 ° = 1 s 4 = 1 ∠180 ° = – 1 3 1 -----s 2 = 1 ∠60 ° = --+j 2 2 3 -.– j -----⎝ ⎝ 2⎠ 2⎠ 2 2 (11. Third Edition Copyright © Orchard Publications .– j -----s 6 = 1 ∠300 ° = -2 2 As expected. K = 1 and 1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 2 (11.

4142136 3 1 2 2 4 2.1 shows the first through the fifth order coefficients for Butterworth analog low−pass filter denominator polynomials with normalized frequency ω C = 1 rad ⁄ s . poles.k]=buttap(3).a]=zp2tf(z. Chebyshev. 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. [b.0000 2.0000 2.0000 We observe that the denominator coefficients are the same as in Table 11.2360680 5. * Henceforth. McGraw−Hill. Table 11. The resulting filter has N poles around the unit circle in the left half plane.0000 1. Solution: [z.k) b = 0 a = 1. have been derived and tabulated by Weinberg in Network Analysis and Synthesis. Elliptic.31) The pole locations and the coefficients of the corresponding denominator polynomials.6131259 1 5 1 3.31) Coefficients of Denominator Polynomial for Butterworth Low-Pass Filters Order a5 a4 a3 a2 a1 1 2 1 1. etc.1 Values for the coefficients a i in (11.) filter is G(s) lp b0 = --------------------------------------------------------------k 2 ak s + … + a2 s + a1 s + a0 (11.Low-Pass Analog Filter Prototypes The general form of any analog low−pass (Butterworth. and no zeros. and gain for an Nth order normalized prototype Butterworth analog low−pass filter.1442136 2.2360680 5. Third Edition Copyright © Orchard Publications 11−17 .6131259 3.p.p.1. The zp2tf function performs the zero−pole to transfer function conversion. Example 11.4 Use MATLAB to derive the numerator b and denominator a coefficients for the third−order Butterworth low−pass filter prototype with normalized cutoff frequency*.2360680 a0 1 1 1 1 1 We can also use the MATLAB buttap and zp2tf functions to derive the coefficients.2360680 3. The buttap function returns the zeros. TABLE 11.

Third Edition Copyright © Orchard Publications .6630s + 1 ) ( s + 1.7654s + 1 ) ( s + 1.33) We must remember that the factors in Table 11. They can be found from ( 2i + 1 )π ( 2i + 1 )π s i = ω C ⎛ – sin ---------------------.4142s + 1 ) ( s + 1.2465s + 1 ) ( s + 1.4142s + 1 (s + 1)(s + s + 1) ( s + 0.6180s + 1 ) ( s + 05176s + 1 ) ( s + 1.2 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. TABLE 11.2 lists the factored forms of the denominator polynomials in terms of linear and quadratic factors with normalized frequency ω C = 1 rad ⁄ s .32) -. We can convert to the actual transfer function using the relation ω norm × s ⎞ G ( s ) actual = G ⎛ ---------------------⎝ ω actual ⎠ and since.1110s + 1 ) ( s + 1.2 apply only when the cutoff frequency is normalized to ω C = 1 rad ⁄ s . and s i denotes the poles on the left half of the s −plane. we must scale the transfer function appropriately. If ω C ≠ 1 .Chapter 11 Analog and Digital Filters Table 11.6180s + 1 ) ( s + 1.8478s + 1 ) ( s + 1 ) ( s + 0.3896s + 1 ) ( s + 1.9318s + 1 ) ( s + 1 ) ( s + 0.2 can be derived from 1 G ( s ) = ---------------------------------------n–1 ( –1 ) n n i=0 (11. usually ω norm = 1 rad ⁄ s .9622s + 1 ) 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 Denominator of Equation (11.8022s + 1 ) ( s + 0.+ j cos ----------------------⎞ ⎝ 2k 2k ⎠ (11. 11−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.27) The equations shown in Table 11.– 1⎞ ∏⎛ ⎝s ⎠ i s where the factor ( – 1 ) is to ensure that G ( 0 ) = 1 .4449s + 1 ) ( s + 1.

. we generate the plot for different values of k shown in Figure 11.*log10(sqrt(1.*log10(sqrt(1.dBk6.^16+1))).. the attenuation to be larger than – 20 dB ⁄ decade .^4+1))).. and so on.*log10(sqrt(1.dBk5.^12+1)))....*log10(sqrt(1.w_w0.15. dBk7=20..w_w0.e. title('Magnitude Attenuation as a Function of Normalized Frequency'). i.. dBk3=20.dBk8).. dBk4=20.Low-Pass Analog Filter Prototypes s -⎞ G ( s ) actual = G ⎛ --------------⎝ ω actual ⎠ (11. w_w0=1:0.^2+1)))..log scale 7 8 Magnitude Attenuation as a Function of Normalized Frequency k=1 k=2 k=3 k=4 k=5 k=6 k=7 k=8 9 10 Figure 11. xlabel('Normalized Frequency (rads/sec) − log scale').*log10(sqrt(1. ylabel ('Magnitude Response (dB)'). we require a sharper cutoff..^10+1))). Attenuation for different values of k Figure 11.. that is.*log10(sqrt(1.w_w0. w_w0..17 indicates that for k = 1 the attenuation is – 20 dB ⁄ decade .dBk1.02:10.^8+1))).w_w0. we require that ω ≥ ω C . 'XTick'. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. for k = 2 the attenuation is – 40 dB ⁄ decade ....*log10(sqrt(1. dBk8=20. semilogx(w_w0. in the stop band of the low−pass filter.17.. dBk2=20./(w_w0. dBk6=20.dBk2./(w_w0.^6+1))).dBk7. grid 0 -20 Magnitude Response (dB) -40 -60 -80 -100 -120 -140 -160 1 2 3 4 5 6 Normalized Frequency (rads/sec) . Page 11−14.w_w0.17 using the MATLAB script below.dBk3.. Third Edition Copyright © Orchard Publications 11−19 . As we have seen from the plots of Figure 11.*log10(sqrt(1.w_w0. the Butterworth low−pass filter cutoff becomes sharper for larger values of k . we replace s with s ⁄ ω actual Quite often. [1 2 3 4 5 6 7 8 9 10])./(w_w0.dBk4. dBk1=20...^14+1))). dBk5=20./(w_w0../(w_w0. set(gca..34) that is.. Accordingly./(w_w0../(w_w0./(w_w0..

the work for us has been done by others who have developed analog filter prototypes. McGraw−Hill Reference Data for Engineers Handbook.358s + 326. 1 G ( s ) actual = -----------------------------------------------------------------------------------------------2 2 s 0. Fink and Christiansen. Third Edition Copyright © Orchard Publications .+ 1⎞ .17 and at ω ⁄ ω C = 15 ⁄ 5 = 3 .2390s + 25 ) 625 G ( s ) actual = ----------------------------------------------------------------------------------------------------------4 3 2 s + 13.8478s s ⎛ ----.650s + 625 (11.18 which is known as Second Order Voltage Controlled Voltage Source (VCVS) low−pass filter.Chapter 11 Analog and Digital Filters Example 11. we use the attenuation corresponding to the k = 4 curve. Williams and Taylor. 11−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.066s + 85. Fortunately. we see that the vertical line at this value crosses the k = 3 curve at approximately – 28 dB .8270s + 25 ) ( s + 9.7654s + 1 ) ( s + 1. our objective is to learn how to design a circuit (passive or active). both passive and active. Howard Sams As an example.+ -----------------.5 Using the attenuation curves of Figure 11.+ 1 ⎞ ⎛ ----. we choose a fourth−order Butterworth low−pass filter whose normalized transfer function.2. and the k = 4 curve at approximately – 37 dB . is 1 G ( s ) norm = ---------------------------------------------------------------------------------------2 2 ( s + 0. that will satisfy a transfer function such as the one above. we replace s with s ⁄ 5 . Some good references are: Electronic Filter Design Handbook.35) and since ω C = 5 rad ⁄ s . from Table 11. the Reference Data for Engineers Handbook provides the circuit of Figure 11. Van Valkenburgh. derive the transfer function of a Butterworth low− pass analog filter with pass band bandwidth of 5 rad ⁄ s .+ -----------------⎝ 25 ⎠ ⎝ 25 ⎠ 5 5 625 G ( s ) actual = -------------------------------------------------------------------------------------------------2 2 ( s + 3.8478s + 1 ) (11.17. and attenuation in the stop band at least 30 dB ⁄ decade for frequencies larger than 15 rad ⁄ s . Since we require that the attenuation be at least – 30 dB . Accordingly.7654s 1.36) Of course. McGraw−Hill Electronic Engineers’ Handbook. Then. Solution: We refer to Figure 11.

is to factor it into two second−order transfer functions of the form of relation (11. * The terminology “all−pole” stems from the fact that the s−plane contains poles only and the zeros are at ± ∞ . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.38) (11.18 satisfies the transfer function of (11.37).18. and the coefficients a and b are provided by tables. A practical method of obtaining a fourth order transfer function. A fourth-order all−pole low−pass filter transfer function is a ratio of a constant to a fourth degree polynomial. i. For a non-inverting positive gain K . the s−plane is all poles and no zeros.40) (11.e. that is. the circuit of Figure 11.37) This is referred to as a second order all−pole* approximation to the ideal low−pass filter with cutoff frequency ω C .Low-Pass Analog Filter Prototypes R3 R4 vout R1 R2 C1 C2 vin Figure 11. we observe that K = 1 + R 4 ⁄ R 3 .39) (11.37) 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..41) R4 = K ( R1 + R2 ) From (11.40) and (11. VCVS low−pass filter (Courtesy Reference Data for Engineers Handbook) The transfer function of the second order VCVS low−pass filter of Figure 11.41). where K is the gain. Third Edition Copyright © Orchard Publications 11−21 .

0000 0. we select standard values for capacitors C 1 and C 2 for the circuit of Figure 11.41) to find the values of the resistors R 1 through R 4 .19.37) and (11.42) can be realized by a stage (circuit).76537 1. 11−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.42) respectively. the two stages can be cascaded as shown in Figure 11.3 lists the Butterworth low−pass coefficients for second and fourth−order designs. Then.0000 1.0000 1.3 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. Cascaded stages Table 11. Stage 1 Stage 2 vin vout Figure 11.6 Design a second−order VCVS Butterworth low−pass filter with gain K = 2 and cutoff frequency f C = 1 KHz .41421 For a practical design of a second−order VCVS circuit.19.Chapter 11 Analog and Digital Filters K1 b1 ωC K2 b2 ωC .38) through (11. Third Edition Copyright © Orchard Publications .42) Each factor in (11.3.⋅ -------------------------------------------G ( s ) = -------------------------------------------2 2 2 2 s + a1 ωC s + b1 ωC s + a2 ωC s + b2 ωC 2 2 (11. TABLE 11. we substitute the appropriate values for the coefficients a and b from Table 11.18. and we substitute these in relations (11. Example 11. we choose desired values for the gain K and cutoff frequency ω C . where a and b apply to the transfer functions of (11.84776 1.

fc=sqrt(1/(b*R1*R2*C1*C2))/(2*pi).20.. xlabel('Frequency Hz').... f=1:10:10^5. R3=68100.^2). % and from (11.0f \t'..^2+a.*wc. C2=C1. It will be interesting to find out what the frequency response of this filter looks like.01 μ F and standard 1% tolerance resistors with values R 1 = 11.01 μ F = 10 –8 F . R4=R3.. magGw=20. wc=2*pi*10^3.R1).0f \t'. fprintf('R4 = %6. we use ω C with the transfer function of (11. R1=2/((a*C2+sqrt((a^2+4*b*(K−1))*C2^2−4*b*C1*C2))*wc)./(s.0f \t'. ylabel('|Vout/Vin| (dB)').. the attenuation beyond 1 KHz is at the rate of – 40 dB ⁄ decade since this is a second−order low−pass filter.. b=1.*wc.. Then. R2=1/(b*C1*C2*R1*wc^2).37). fprintf('R2 = %6.*s+b. Also.. semilogx(f. From Table 11. b=1. since the circuit of a non− inverting op amp. and we solve the first equation of this set for the cutoff frequency ω C . fprintf('R1 = %6.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.. We use MATLAB to do the calculations as follows: C1=10^(−8).1 K Ω . a=sqrt(2). a = 1.*b..R3). with capacitors C 1 = C 2 = 0. Third Edition Copyright © Orchard Publications 11−23 .. R 2 = 2 × R 1 = 22..3 K Ω .magGw).41). K=2. fprintf('R3 = %6..34) through (11. K=1+R3/R4.18.38) through (11.Low-Pass Analog Filter Prototypes Solution: We will use the second order VCVS prototype op amp circuit of Figure 11..41421 = 2 and b = 1 . wc=2*pi*fc. C2=C1.....3. s=w*j... Gw=(K. R2=22600. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.^2). w=2*pi*f.R2).. We do this with the following MATLAB script that produces the plot... with capacitance values C 1 = C2 = 0. we must select standard resistor values as close as possible to the calculated values. its DC gain is 2 and thus K dB = 20 log 10 ( 2 ) ≈ 6 . R1=11300.. grid The frequency response of this low−pass filter is shown in Figure 11. to find the values of the resistors.38) through (11. R3=K*(R1+R2)/(K−1). a=sqrt(2)...*wc.*log10(abs(Gw)). title ('2nd Order Butterworth Low−Pass Filter Response').0f \t'. R4=K*(R1+R2).. and R 3 = R 4 = 68.37). fprintf(' \n'). C1=10^(−8). As expected. We now substitute these values into the equations of (11..6 K Ω .41). We observe that the cutoff frequency occurs at about 1 KHz .

k]= buttap(2).'FreqUnits'. bode(num. den=[1 sqrt(2) 1]. The following script will produce the Bode magnitude and phase plots for a two−pole Butterworth low-pass filter. The frequency is displayed in rad ⁄ sec and the cutoff frequency normalized to 1 rad ⁄ s .den). % Display in polynomial rational form. This can be done with the MATLAB script below.. [z.21.a..22.0000 1. setoptions(h. grid 0 1 The Bode plots are shown in Figure 11. Plot for the VCVS low−pass filter of Example 11. % Specify a two−pole filter.. Third Edition Copyright © Orchard Publications ..k).20. We can also display the Bode plots with the frequency specified in Hz .4142 1.. 11−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.phase]=bode(b...p. grid The Bode plots with the frequency specified in Hz are shown in Figure 11.Chapter 11 Analog and Digital Filters 10 0 -10 |Vout/Vin| (dB) -20 -30 -40 -50 -60 -70 -80 0 10 10 1 2nd Order Butterworth Low-Pass Filter Response 10 10 Frequency Hz 2 3 10 4 10 5 Figure 11.6 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 .p.0000 num=[0 0 1].. [b..den)).. 'Hz')..a]=zp2tf(z. w=0:0.01:4. [mag.. We can also use the bode function to display both the (asymptotic) magnitude and phase plots..a % Display b and a coefficients b = 0 a = 1. h=bodeplot(tf(num.. b. title('Butterworth 2nd Order Low−Pass Filter')..w).

22. Bode plots for example 11. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications 11−25 . the integral becomes zero.* The coefficients of these polynomials are tabulated in math tables. Dover Publications. These polynomials are derived from the equations * Two functions are said to be orthogonal if. 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. Bode plots for example 11.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 10 10 0 10 1 10 2 Frequency (rad/sec) Figure 11.3.21. for example.6 using MATLAB’s bode function in rad/sec 0 Magnitude (dB) -20 -40 -60 0 Phase (deg) -45 -90 -135 -180 -3 10 -2 Bode Diagram 10 10 -1 10 0 10 1 Frequency (Hz) Figure 11.2 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 Handbook of Mathematical Functions. See. when multiplied together and integrated over the domain of interest.

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 0 ( x ) = cos ( 0cos x ) = 1 –1 (11. –1 11−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. expand(cos(2*acos(x))) ans = 2*x^2-1 Using this iterated procedure we can show that with k = 3. and cos y = x . then y = cos x .48) and so on.46) (11.47) With k = 1 . The Chebyshev Type I low−pass filter magnitude−square function is defined as 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.45) (11. 4.Chapter 11 Analog and Digital Filters C k ( x ) = cos ( kcos x ) –1 ( x ≤ 1) x >1 (11.49) * We recall that if x = cos y . Third Edition Copyright © Orchard Publications .44) and C k ( x ) = cos h ( kcosh x ) –1 From (11. C k ( x ) = even . The curves representing these polynomials are shown in Figure 11. For example.23. 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 – 1 = 2x – 1 2 We can also use MATLAB to convert these trigonometric functions to algebraic polynomials. we obtain C 3 ( x ) = 4x – 3x 3 C 4 ( x ) = 8x – 8x + 1 4 2 C 5 ( x ) = 16x – 20x + 5x 5 3 (11.43). C k ( x ) = odd . and for k = odd . and 5 . with k = 0 . syms x. Then.43) (11. We observe that for k = even .

the parameter α is a constant chosen to determine the desired DC gain. The magnitude at ω = 0 is α when k = odd and it is α ⁄ 1 + ε when k = even . Third Edition Copyright © Orchard Publications 11−27 . and ω C is the cutoff frequency. Chebyshev Chebyshev Type I low−pass filter for even and odd values of k . Chebyshev Type I polynomials In relation (11. the quantity ε is a parameter chosen to provide the desired pass−band ripple. 2 Pass-Band in Type I Chebyshev Filters α α/(1+ε2)1/2 Amplitude k=odd (k=3) 0 k=even (k=4) 1 ω/ωc 2 Figure 11. This is 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure 11.24.0 1.0 Ck(x) 3 2 1 0 -1 x Figure 11.5 2.49).24 shows Chebyshev Type I magnitude frequency responses for k = 3 and k = 4 . the subscript k denotes both the degree of the Chebyshev Type I polynomial and the order of the transfer function. k=0 through k=5 6 5 4 k=4 k=5 k=3 k=2 k=1 k=0 0.23.0 0.Low-Pass Analog Filter Prototypes Type I Chebyshev Polynomials. This filter produces a sharp cutoff rate in the transition band.5 1.

5 1. From (11.0 k=2 1.53) To find A min . Table 11.390 1.Chapter 11 Analog and Digital Filters shown in Figure 11. this is the range from DC to ω C .24.50) Stated in other words. 2 α A ( ω ) = -----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.093 1.52) and A max occurs when ε C k ( ω ⁄ ω C ) = 0 .e.4 Ratio of conventional cutoff frequency to ripple width frequency Ratio of Conventional f 3 dB Cutoff Frequency to Ripple Width for Low−Pass Chebyshev Filters Ripple Width dB 0.. we observe that only when ε = 1 the magnitude at the cutoff frequency is 0. From (11.053 The pass−band ripple r in dB .50).218 f3 dB ⁄ fc k=4 1. Then.1 0. Third Edition Copyright © Orchard Publications . the pass−band is the range over which the ripple oscillates with constant bounds. The cutoff frequency is the largest value of ω C for which 1 A ( ω C ) = ----------------2 1+ε (11.707 i.943 1.4 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. TABLE 11. is defined as r dB A max A max . A max = α 2 2 2 2 (11.= 20log 10 ----------= 10log 10 ----------2 A min A min 2 (11. the same as in other types of filters. But when 0 < ε < 1 .49). the cutoff frequency is greater than the conventional 3 dB cutoff frequency ω C . we must first confirm that C k ( ω ⁄ ω C) ≤ 1 2 2 11−28 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.213 1.51) where A max and A min are the maximum and minimum values respectively of the magnitude A in the pass−band interval.

there is a maximum at ω = 0 .54) into (11.= -------------=1 A ( 0 ) = ---------------------------2 2 2 1 + ε Ck ( 0 ) 1 + ε or α = 1+ε 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.57) 2 and for a unity gain. This is because at ω = 0 .49) reduces to A (0) = α 2 (11. for unity gain when k = even . Then.51) yields r dB A max α . 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 .54) Substitution of (11.45).= 10log 10 -------------------------= 10log 10 ----------2 2 α ⁄ (1 + ε ) A min r dB 2 log 10 ( 1 + ε ) = -----10 1 + ε = 10 ε = 10 2 r dB ⁄ 10 2 r dB ⁄ 10 2 = 10log 10 ( 1 + ε ) 2 (11. (11. α = 1 when k = odd . that is.Low-Pass Analog Filter Prototypes This can be shown to be true by (11. C k ( x ) = cos ( kcos x ) –1 x ≤1 or C k ( x ) ≤ 1 for – 1 ≤ x ≤ 1 Therefore.53) and (11. we must have C k ( 0 ) = 1 in accordance with(11.55) or or –1 (11.43). C k ( ω ⁄ ω C ) max = 1 2 and 2 α A min = ------------2 1+ε (11. we must have α = 1 + ε . Third Edition Copyright © Orchard Publications 11−29 . At this frequency. However.

ε = 10 2 r dB ⁄ 10 – 1 = 10 1 ⁄ 10 – 1 = 1.036 ω – 1. we must have α = 1 + ε .58) becomes 2 1+ε A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω ⁄ ω C) 2 For k = 2 C 2 ( x ) = 2x – 1 2 and Ck ( ω ⁄ ωC ) = Ck ( ω ) = ( 2 ω – 1 ) = 4 ω – 4 ω + 1 2 2 2 2 4 Also. Then.259 1 + 0. unity DC gain.56).49). the magnitude response at maxima. (11.259 = ----------------------------------------------------------------A ( ω ) = -----------------------------------------------------------4 4 2 1.7 Derive the transfer function G ( s ) for the k = 2 .259 ( 4 ω – 4 ω + 1 ) 11−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and normalized cutoff frequency at ω C = 1 rad ⁄ s . 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 . 2 α A ( ω ) = ----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) 2 (11. from (11. Chebyshev Type I function that has pass−band ripple r dB = 1 dB .259 – 1 = 0. for unity DC gain. Third Edition Copyright © Orchard Publications .= 1+ε A ( ω max ) = ------------1 2 or A ( ω max ) = 1+ε 2 Example 11.58) and since k = even .Chapter 11 Analog and Digital Filters For this choice of α . Then.259 2 1.259 1 + 0. Solution: From (11.036 ω + 1.

disp('p4 = '). disp('p3 = ')..8951i p3 = 0. Third Edition Copyright © Orchard Publications 11−31 . disp(p(4)) p1 = -0. den=(s+0.5488 – j 0.036s + 1. syms s. disp(p(3)). disp('p1 = ').5488 + 0.Low-Pass Analog Filter Prototypes and with ω = – s .259 2 2 We find the poles from the roots of the denominator using the MATLAB script below.5488 + j0.8951 .. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1024 Thus.0. d=[1. disp('p2 = ').8951i We now form the transfer function from the left half−plane poles p 1 = – 0.. K K .5488−0. 1.259 G ( s ) G ( – s ) = -------------------------------------------------------------4 2 1.8951 and p 2 = – 0.8951 ) ( s – p1 ) ( s – p2 ) We will use MATLAB script below to multiply the factors of the denominator.8951 ) ( s + 0.5488 .8951i p4 = 0.0976 22047709/20000000 ans = 1.036 0 1.5488+0. p=roots(d). disp(p(1)).8951i p2 = -0.= ------------------------------------------------------------------------------------------------------------G ( s ) = -----------------------------------( s + 0.8951*j)*(s+0.036s + 1.036 0 1.5488 – j0. fprintf(' \n').8951*j). Then.0.5488 .5488 + j0. simple(expand(den)) ans = s^2+686/625*s+22047709/20000000 686/625 ans = 1. disp(p(2)).5488 + 0.259].

1024 and at s = 0 . the value of ε can be determined from ε = 10 2 r dB ⁄ 10 –1 once the band−pass ripple has been specified. or A ( 0 ) = 1 Then. A ( 0 ) = 1 .≤ β2 2 2 1 + ε C k ( ω ⁄ ω C) 2 (11. or K = 1.60) will be satisfied.= 1 G ( 0 ) = A ( 0 ) = --------------1.59) and.1024 Also.1024 2 Therefore. We begin with the Chebyshev approximation 2 α A ( ω ) = ----------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.1024 K . as we did with the Butterworth filters in Figure 11. If we want the magnitude of this to be less than some value β for ω ≥ ω C . Next. but we need to construct one for each value of dB in the ripple region.Chapter 11 Analog and Digital Filters K G ( s ) = ---------------------------------------------------2 s + 1. we let α = 1 .17. we should choose the value of k in C k ( ω ⁄ ω C) so that 1 ---------------------------------------.7 is 1.60) that is.56).1024 We can plot the attenuation band for Chebyshev Type I filters. K G ( 0 ) = --------------1. the transfer function for Example 11. 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. Instead.1024 G ( s ) = ---------------------------------------------------2 s + 1. Third Edition Copyright © Orchard Publications .0976s + 1.0976s + 1. we need to find a suitable value of the integer k so that (11. As we have already seen from (11. for convenience. we will develop the following procedure.

Solution: From (11.62) can be evaluated from –m ------------------b = m 2 –1 (11. Third Edition Copyright © Orchard Publications 11−33 . ε = 10 2 r dB ⁄ 10 – 1 = 10 3 ⁄ 10 – 1 = 1.65) The transfer function is then computed from ( –1 ) G ( s ) = --------------------------k–1 s ⎛ -.62) for i = 0. 1. we obtain 2 1 G ( s ) = ----------------------------------------2 2 1 + ε Ck ( s ⁄ j ωC ) (11.9953 – 1 ≈ 1 and the integer k must be chosen such that 1 .+ jc cos ---------------------2k 2k (11.59) where α = 1 . 2. 2k – 1 The constants b and c in (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 .56).66) ∏ i=0 Example 11.64) where m = ( 1+ε –2 +ε ) –1 1 ⁄ k (11.63) and m+m c = ------------------2 –1 (11. ….– 1⎞ ⎝s ⎠ i k (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 ---------------------.Low-Pass Analog Filter Prototypes and if we replace ω by s ⁄ j in (11.≤ – 30 10log 10 -----------------------------------2 1 + C k ( 15 ⁄ 5 ) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

62).64).65). … .45) through (11. to find the poles of left half of the s −plane we first need to compute m .48). and c .7454 -------------------------------------.63) and (11.= 0.+ --------⎟ = ( 2 + 1) 2 2 ⎝ ε ε⎠ 2 2 3 +ε ) –1 1 ⁄ k or m = 1. the poles for this example are 11−34 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 3.7454 -------------------------------------.3415 and m –1 = 0. 1. Third Edition Copyright © Orchard Publications . b . that is. From (11. we choose k = 3 . 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 . – 0. we compute the Chebyshev polynomials for k = 0.298 b = 1.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. Next. From (11. 2i + 1 )π 2i + 1 )π + jc cos ( s i = ω C – b sin ( ------------------------------------------2k 2k Thus. and 2 are found from (11. 2.3415 2 and the poles for i = 0. m = ( 1+ε –2 1⁄3 ⎛ 1⁄3 1 1 ⎞ = ⎜ 1 + ---.7454 Then.= 1. from (11. 1.3415 2 + 0.043 c = 1.

−(−1.745 + j4. the [z. w=0:0./(s.516 -.+ j1.745+j*4.. returns the zeros.*log10(magGs).745 – j4.745 + j4.516 ) ( s + 0..k] = cheb1ap(N.01:100. Gs=31.49 ) ( s + 0.745 – j4.745 + j4.67) To verify that the derived transfer function G ( s ) of (11. den=(s+1.214). dB=20.dB)..*s+31. semilogx(w. Third Edition Copyright © Orchard Publications 11−35 . 31.*s.745 – j4.516)*(−0.p.745−j*4. by substitution into (11. simple(expand(den)) ans = s^3+149/50*s^2+23169381/1000000*s+3121442869/100000000 Then. Thus.298 sin 5 ⎝ 6⎠ 6 Therefore.516).516 ) G ( s ) = ------------------------------------------------------------------------. title('Magnitude of G(w) versus Radian Frequency').25.+ j1. xlabel('Radian Frequency w rad/s − log scale').745+j*4.214 G ( s ) = ----------------------------------------------------------------------------3 2 s + 2.^3+2. We can use the MATLAB cheb1ap function to design a Chebyshev Type I analog low−pass filter..66) we obtain ( –1 ) – ( – 1.. ylabel('|G(w)| in dB').98.67) satisfies the filter specifications.169..+ j1. grid The plot is shown in Figure 11.49 ⎝ 2 2⎠ π π -----⎞ = – 0.169s + 31.516)*(s+0. we use the MATLAB script below to plot G ( j ω ) .49 ) ( – 0.2144 syms s..49)*(s+0.Low-Pass Analog Filter Prototypes --⎞ = – 0.043 cos π s 0 = 5 ⎛ – 0.214. magGs=abs(Gs). s=j*w.516 ----.516 ) ( – 0.214 (11..298 sin π ⎝ 6⎠ 6 π π⎞ s 1 = 5 ⎛ – 0.043 cos 5 s 2 = 5 ⎛ – 0.= ------------------------------------------------------------------------------------------------------------------------( s + 1.745−j*4.043 cos -. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.^2+23.= – 1. and gain of an Nth order normalized prototype Chebyshev Type I analog low−pass filter with ripple Rp decibels in the pass band..980s + 23. poles.516) ans = 31.298 sin -.49)*(−0.Rp) statement where N denotes the order of the filter.516 ) ( s ⁄ s0 – 1 ) ( s ⁄ s1 – 1 ) ( s ⁄ s2 – 1 ) 3 We will use the MATLAB script below to do these computations.

Plot for Example 11.p.. [mag.. title('Bode Plot for Type 1 Chebyshev Low−Pass Filter').phase]=bode(b... 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.w).8 Example 11.Chapter 11 Analog and Digital Filters 20 0 -20 |G(w)| in dB -40 -60 -80 -100 -2 10 Magnitude of G(w) versus Radian Frequency 10 10 10 Radian Frequency w rad/s .a % Display the b and a coefficients b = 0 a = 1. hold on.26.a)...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. 11−36 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. [z.log scale -1 0 1 10 2 Figure 11.a]=zp2tf(z.. Third Edition Copyright © Orchard Publications ..3). % Define range to plot.5012 The Bode plots are shown in Figure 11.k]=cheb1ap(2.6449 0.7079 Now. % Convert zeros and poles of G(s) to polynomial form. Solution: We use the script w=0:0. b...p..25.0000 0. [b..a.05:400. grid 0 0.k).

we use the MATLAB script below.6 0. semilogx(w. ylabel('Magnitude of G(s) (absolute values)').8 0..p.9 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.p.27.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 10 -1 10 0 10 1 10 2 Figure 11. grid The generated plot is shown in Figure 11.2 0 -2 10 10 -1 10 0 10 1 Figure 11. Third Edition Copyright © Orchard Publications 11−37 . [z. w=0:0.k]=cheb1ap(2. the ripple is not so obvious.26.. 1 Type 1 Chebyshev Low-Pass Filter 0. To see the ripple.a. [b.w). Gs=freqs(b. xlabel('Frequency in rad/s')..01:10.a]=zp2tf(z. Bode plots for the filter of Example 11..abs(Gs))..k). title('Type 1 Chebyshev Low−Pass Filter'). The reason is that this is a Bode plot with straight line approximations. Magnitude characteristics for the Chebyshev Type I filter of Example 11..3).27.4 0.9 Frequency (rad/sec) On the Bode plots shown in Figure 11.26.

p. ylabel('Magnitude of G(s) (absolute values)').. Third Edition Copyright © Orchard Publications .p..Chapter 11 Analog and Digital Filters 11. design a third order Chebyshev Type II analog filter with 3 dB ripple in the stop band. semilogx(w.68). A(ω) k=4 1 dB ripple in stop band ω Figure 11.k).28. and gain of an Nth order normalized prototype Chebyshev Type II analog low−pass filter with ripple Rs decibels in the stop band.. k=3.. Solution: We begin with the MATLAB script below. 11−38 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the frequency ω C defines the beginning of the stop band.w).. ε C k ( ω C ⁄ ω) 2 A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω C ⁄ ω) 2 2 (11. Thus. Gs=freqs(b.10 Using the MATLAB cheb2ap function.k]=cheb2ap(3.p. Example 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. returns the zeros. the statement [z.3).abs(Gs)).k] = cheb2ap(N.3. grid The plot for this filter is shown in Figure 11.28.29. also known as Inverted Chebyshev filters.01:1000.a. w=0:0.a]=zp2tf(z. [z. title('Type 2 Chebyshev Low−Pass Filter. are characterized by the following magnitude−square approximation. [b. 3 dB ripple in stop band').Rs) where N denotes the order of the filter. xlabel('Frequency in rad/sec − log scale').3 Chebyshev Type II Analog Low−Pass Filter Design The Chebyshev Type II.. We can design Chebyshev Type II low−pass filters with the MATLAB cheb2ap function. poles. Chebyshev Type II low−pass filter In relation (11..

Third Edition Copyright © Orchard Publications 11−39 .2 0 -2 10 10 -1 10 10 Frequency in rad/sec .3. k=3.8 0. Elliptic filters have ripple in both the pass−band and the stop−band as shown in Figure 11.log scale 0 1 10 2 10 3 Figure 11. Plot for the Chebyshev Type II filter of Example 11. are characterized by the low−pass magnitude−squared function 2 1 A ( ω ) = ----------------------------------2 1 + Rk ( ω ⁄ ωC ) (11.29.69) where R k ( x ) represents a rational elliptic function used with elliptic integrals. 3 dB ripple in stop band 0.30.4 0. also known as Cauer filters.2 0 -2 10 10 -1 10 10 Frequency in rad/sec .6 0.8 0.4 0.4 Elliptic Analog Low−Pass Filter Design The elliptic.10 11.30.6 0. Characteristics of an elliptic low−pass filter Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Low-Pass Analog Filter Prototypes 1 Magnitude of G(s) (absolute values) Type 2 Chebyshev Low-Pass Filter. 1 Magnitude of G(s) (absolute values) 5-pole Elliptic Low Pass Filter 0.log scale 0 1 10 2 10 3 Figure 11.

k).k]=ellip(5. ylabel('Magnitude of G(s) (absolute values)')..w).4 0. The statement [b.5. [b.a]=zp2tf(z. grid Example 11. ylabel('Magnitude of G(s) (absolute values)').Wn.a]=zp2tf(z. Plot for filter of Example 11. ripple Rs decibels in the stop band.abs(Gs)).p. 's').p...30 was obtained with the MATLAB script below: w=0: 0. MATLAB designs a digital filter..p.k]=ellip(4.. [z. [b..11 Use MATLAB to design a four−pole elliptic analog low−pass filter with 0. If ’s’ is not included in the above statement..Chapter 11 Analog and Digital Filters We can design elliptic low−pass filters with the MATLAB ellip function.w).6.. and ’s’ is used to specify analog elliptic filters. semilogx(w. Solution: The solution is obtained with the following MATLAB script: w=0: 0. The plot of Figure 11.31. xlabel('Frequency in rad/sec − log scale'). [z. 0.05: 500. Gs=freqs(b.6 0. title('5−pole Elliptic Low Pass Filter').k). 20. xlabel('Frequency in rad/sec − log scale').8 0. 20..log scale 0 1 10 2 10 3 Figure 11.. 0.abs(Gs)).Rs.a..5 dB maximum ripple in the pass−band and 20 dB minimum attenuation in the stop−band with cutoff frequency at 200 rad ⁄ s .. 200. 1 Magnitude of G(s) (absolute values) 4-pole Elliptic Low Pass Filter 0.11 Next. designs an Nth order low−pass filter with ripple Rp decibels in the pass band.’s’) where N is the order of the filter.. semilogx(w. To do this. we 11−40 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 200.Rp.a.a] = ellip(N. Wn is the cutoff frequency. suppose that we need to form the transfer function G ( s ) for this example.05: 500. Third Edition Copyright © Orchard Publications .p.2 0 -2 10 10 -1 10 10 Frequency in rad/sec . grid The plot for this example is shown in Figure 11. title('4−pole Elliptic Low Pass Filter'). 's'). Gs=freqs(b..31..

Solution: We first derive the transfer function for a third−order Butterworth low−pass filter with normalized frequency ω C = 1 rad ⁄ s . and Band-Elimination Filter Design need to know the coefficients a i and b i of the denominator and numerator respectively.0e+009 * 0.00007532236403 Thus.00000022702032 1.00000000000000 1..0487 × 10 G ( s ) = ---------------------------------------------------------------------------------------------------------------------------------------4 3 2 6 9 s + 339. from a third−order low−pass Butterworth filter with cutoff frequency f C = 1 KHz . Band-Pass. Using the MATLAB function buttap we write and execute the following script: Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.70) 11. Example 11..00910982722080 b = 1.b and MATLAB displays a = 1. Because these are large numbers. we use the format long MATLAB command: format long.00000000100000 0.00000000009998 -0. These transformations are listed in Table 11.15870252829421 0.00000000000000 -0. of G ( s ) in descending order.00002534545964 0..072 × 10 9 (11. a.High-Pass.5 where ω C is the cutoff frequency of a low−pass filter.12 Compute the transfer function for a third−order band−pass Butterworth filter with 3 dB pass− band from 3 KHz to 5 KHz . 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 .4 High−Pass.793s + 105866s + 16. The procedure is illustrated with the examples below.09388572421614 0. Third Edition Copyright © Orchard Publications 11−41 .189 × 10 + 2.0e+009 * 0. the transfer function for this filter is 2.

[z.p.5 Filter transformations Analog Filter Frequency Transformations Filter Type. 3 dB pass−band from ω = ω LP to ω = ω 2 Band−Elimination Filter. Non−Normalized Frequency ω LP s ω C -------ω LP High−Pass Filter. the actual cutoff frequency is given as f C = 1 KHz or ω C = 2 π × 10 rad ⁄ s . 3 dB pass−band.5.71) Next.k) b = 0 a = 1. 3 dB pass−band from ω = 0 to ω = ω LP .0000 2. 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. 3 dB pass−band.0000 1.0000 Thus.a]=zp2tf(z. k]=buttap(3). Normalized Frequency ω C Replace s in G ( s ) with No Change Low−Pass Filter. in accordance with Table 11. Third Edition Copyright © Orchard Publications . Frequency Low−Pass Filter. p. [b.⎞ = 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 11−42 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we replace s with s ωC s --------= -------------------3 ω LP 2 π × 10 and we obtain s 1 .0000 2. 3 dB pass−band from ω = ω 2 to ω = ∞ Band−Pass Filter. Accordingly.Chapter 11 Analog and Digital Filters TABLE 11. 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.

format short e % Will be used to find coefficients for transfer function. [b.k]=buttap(3).p.257 × 10 s 2 3 3 Then.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 . % Define frequency range to plot. % Define actual cutoff frequency at 2 KHz.p.72) Now.. den coefficients of this filter (wcn=1rad/s).844 × 10 1 ⋅ -------------------------------------------------------------------= ------------------------------------------= -------------------------------------3 3 3 4 s ( 3 × 2 π × 10 – 2 π × 10 ) s ( 4 π × 10 ) 1. % Design 3 pole Butterworth low−pass filter (wcn=1 rad/s)... % To find transfer function with normalized cutoff frequency. lp2bp. f=100:100:10000.844 × 10 8 ⎞ 11 + 1.. Example 11. using the transformations of Table 11. Band-Pass. or to a band−pass filter. lp2hp....k)..89 × 10 s + 2. Fortunately.26 × 10 s + 7. 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 . and lp2bs functions to transform a low pass filter with normalized cutoff frequency.72) with s + ω LP ⋅ ω 2 ω C ⋅ ------------------------------s ( ω 2 – ω LP ) 2 (11. or ω C = 2 π × 2 × 10 rad ⁄ s . to another low−pass filter with any other specified frequency. % Convert to rads/sec. Then.. or to a band−elimination filter respectively. we can use the MATLAB lp2lp.257 × 10 s ⎠ ⎝ 1... [z. we replace s in the last expression of (11. or to a high−pass filter.48 × 10 G' ( s ) = -----------------------------------------------------------------------------------------------------------3 4 2 7 11 s + 1. 2..5 become quite tedious.. and Band-Elimination Filter Design 2.48 × 10 ⎜ -------------------------------------4 4 4 ⎝ 1.48 × 10 11 (11.. w=2*pi*f..⎟ + ⎜ --------------------------------------⎟ +s -------------------------------------.+ 2....a]=zp2tf(z. we will use the command lp2lp to transform G ( s ) to G' ( s ) with cutoff frequency at f C = 2 KHz .High-Pass.257 × 10 s 11 We see that the computations.48 × 10 G'' ( s ) = --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------3 2 2 8 ⎛ s 2 + 1. fc=2000.. 3 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Third Edition Copyright © Orchard Publications 11−43 .73) or 2 2 6 2 8 s + 2 π × 10 × 3 × 2 π × 10 s + 12 × π × 10 s + 1.. % Compute num.844 × 10 ..257 × 10 s ⎠ 1.844 × 10 8 ⎞ ⎛ s 2 + 1.

.9844e+012 an = 1. an b = 0 a = 1. xlabel('Radian Frequency w (rad/sec) − log scale').log scale 3 4 3-pole Butterworth low-pass filter with fc=2 kHz or wc = 12.wc)..9844 × 10 12 (11.w).57 kr/s 10 5 Figure 11.0000e+000 2.0000e+000 bn = 1.20..an.2566 × 10 is 1.*log10(abs(Gsn))).0000e+000 0 2.a. % Compute num. Gsn=freqs(bn.13 The coefficients of the numerator and denominator of the transfer function are as follows: b. semilogx(w. Magnitude for the transfer function for Example 11. a...0000e+000 1.1583e+008 1..9844 × 10 G' ( s ) = -----------------------------------------------------------------------------------------------------------------------------3 4 2 8 12 s + 2.. ylabel('Magnitude of Transfer Function (dB)'). [bn... grid The plot for the magnitude of this transfer function is shown in Figure 11.5133 × 10 s + 3.57 kr/s'). den of filter with fc = 2 kHz..9844e+012 Thus..32.. Third Edition Copyright © Orchard Publications .1583 × 10 s + 1. % Convert desired cutoff frequency to rads/sec.. title('3−pole Butterworth low−pass filter with fc=2 kHz or wc = 12. 0 Magnitude of Transfer Function (dB) -5 -10 -15 -20 -25 -30 -35 -40 -45 2 10 10 10 Radian Frequency w (rad/sec) . the transfer function with normalized cutoff frequency ω Cn = 1 rad ⁄ s is 1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11.0000e+000 1. % Compute transfer function of filter with fc = 2 kHz.5133e+004 3.74) 4 and with actual cutoff frequency ω Cn = 2 π × 2000 rad ⁄ s = 1..75) 11−44 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. bn.Chapter 11 Analog and Digital Filters wc=2*pi*fc.an]=lp2lp(b.32.0000e+000 0 2..

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 .. % Compute num. % Convert desired cutoff frequency to rads/sec..... [z. f=1000:100:100000.High-Pass.log scale 4 10 5 Figure 11. grid 3 The magnitude of this transfer function is plotted as shown in Figure 11. % Define frequency range to plot..a... title('3−pole Type 1 Chebyshev high−pass filter with fc=5 KHz ')...3).20. den coef. xlabel('Frequency (Hz) − log scale').k]=cheb1ap(3. with wcn=1 rad/s.14 b..an. we will use the command lp2hp to transform G ( s ) to another transfer function G' ( s ) with cutoff frequency at f C = 5 KHz or ω C = 2 π × 5 × 10 rad ⁄ s % Design 3 pole Type 1 Chebyshev low−pass filter. [bn. % Compute and plot transfer function of filter with fc = 5 KHz. fc=5000..... semilogx(f... [b. Third Edition Copyright © Orchard Publications 11−45 .k). and Band-Elimination Filter Design Example 11. 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 . a.33. an The coefficients of the numerator and denominator of the transfer function are as follows: Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. % Define actual cutoff frequency at 5 KHz.*log10(abs(Gsn))).33. Gsn=freqs(bn... ylabel('Magnitude of Transfer Function (dB)'). den of high−pass filter with fc = 5 KHz.... bn....2*pi*f). % Compute num.a]=zp2tf(z.. Then. Magnitude of the transfer for Example 11.. 0 Magnitude of Transfer Function (dB) -10 -20 -30 -40 -50 -60 3 10 3-pole Type 1 Chebyshev high-pass filter with fc=5 KHz 10 Frequency (Hz) .wc).p. Band-Pass.an]=lp2hp(b...p. wcn=1 rad/s.. wc=2*pi*fc.

. % Design 3 pole Butterworth low-pass filter with wcn=1 rad/s.2373e+014 Therefore.2496e-011 -1. 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 .1638e+005 2.15 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 .... % Convert desired bandwidth to rads/sec.71)...4346e-002 -6.0000e+000 bn = 1. Bw=2*pi*fbw.0000e+000 0 5..5059e-001 9.1416 × 10 . is s G' ( s ) = -------------------------------------------------------------------------------------------------------------------------------3 5 2 9 14 s + 1.2835e-001 2.9284s + 0..8973e-003 1..1638 × 10 s + 2.0000e+000 an = 1..76) 4 and with actual cutoff frequency ω Cn = 2 π × 5000 rad ⁄ s = 3. fbw=2000. we will include it in the script below. W0=2*pi*f0. However.5972s + 0. and bandwidth BW = 2 KHz ..3522 × 10 s + 1.. % Define frequency range to plot. f=100:100:100000.Chapter 11 Analog and Digital Filters b = 0 a = 1. Page 11−42. 3 3 11−46 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. % Define bandwidth. to maintain a similar MATLAB script as in the previous examples.k).3522e+009 1.2506 G ( s ) = -------------------------------------------------------------------------------3 2 s + 0.p...k]=buttap(3)..2506 (11. 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 .p. % Define centered frequency at 4 KHz. We found this transfer function in Example 11. [b.. [z.5059e-001 2..77) Example 11... f0=4000. % Convert desired centered frequency to rads/sec.12 as given by (11...9724e-001 0 2.. Third Edition Copyright © Orchard Publications . Then... % Compute numerator and denominator coefficients for wcn=1 rad/s. the transfer function with normalized cutoff frequency ω Cn = 1 rad ⁄ s is 0. and bandwidth BW = 2 KHz or BW = 2 π × 2 × 10 rad ⁄ s format short e.a]=zp2tf(z.2373 × 10 3 (11.

title('3−pole Butterworth band−pass filter with f0 = 4 KHz.34. and Band-Elimination Filter Design [bn.log scale 3 4 10 5 Figure 11. BW = 2KHz').20.an.6156e+001 -1..5456e+009 an = 1. % Compute and plot the magnitude of the transfer function of the band−pass filter.an]=lp2bp(b..3965e+018 1. semilogx(f..2*pi*f).3735e+013 1..6501e+005 -2. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. xlabel('Frequency f (Hz) − log scale').. BW = 2KHz 10 10 Frequency f (Hz) .. we have listed them in tabular form as shown below. Band-Pass.W0.15 bn.*log10(abs(Gsn))). Plot for the band-pass filter of Example 11. an The coefficients b n and a n are as follows: bn = 1.0000e+000 2. Third Edition Copyright © Orchard Publications 11−47 ..0028e+022 2.34. grid The plot for this band−pass filter is shown in Figure 11. 20 Magnitude of Transfer Function (dB) 0 -20 -40 -60 -80 -100 -120 2 10 3-pole Butterworth band-pass filter with f0 = 4 KHz.a.2108e+009 3. den of band−pass filter. ylabel('Magnitude of Transfer Function (dB)')..High-Pass.. % Compute num.5202e+026 Since the numerator b n and denominator a n coefficients are too large to be written in a one line equation.. Gsn=freqs(bn.5133e+004 2..Bw).9844e+012 -4..

BW = 2 KHz')... However... 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 .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 .. f0=5000.12.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.Bw)... % Compute and plot magnitude of the transfer function of the band stop filter. [z.. wcn=1 r/s..an. f=1000:100:10000... and bandwidth BW = 2 KHz or BW = 2 π × 2 × 10 rad ⁄ s . [b..5456 × 10 1 5 9 Example 11... and bandwidth BW = 2 KHz .71) in Example 11. % Define frequency range to plot. % Convert bandwidth to rad/s. Gsn=freqs(bn. % Compute num. wcn = 1 r/s. we will use the lp2bs function to transform G ( s ) to another transfer function G' ( s ) with centered frequency at f 0 = 5 KHz .a.. % Design 3−pole Butterworth low−pass filter. or radian frequency ω 0 = 2 π × 5 × 10 rad ⁄ s ..... semilogx(f.k).W0.. den coefficients of this filter.6501 × 10 – 2...a]=zp2tf(z. grid 3 3 The magnitude response for this band−elimination filter is shown in Figure 11.3735 × 10 1. [bn.5133 × 10 2.0028 × 10 2... We found this transfer function as (11.p. fbw=2000. Page 11−42.. % Define bandwidth.p... to maintain a similar MATLAB script as in the previous examples. Bw=2*pi*fbw. % Define centered frequency at 5 kHz.an]=lp2bs(b.... 11−48 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.20.3965 × 10 1....*log10(abs(Gsn))). we will include it in the script which follows..k]=buttap(3). Third Edition Copyright © Orchard Publications . % Convert centered frequency to r/s. title('3-pole Butterworth band-elimination filter with f0=5 KHz.2*pi*f).9844 × 10 12 3. ylabel('Magnitude of Transfer Function (dB)'). W0=2*pi*f0.6156 × 10 – 1... xlabel('Frequency in Hz − log scale').35. % Compute numerator and denominator coefficients of desired band stop filter.2108 × 10 4 9 0 0 1. Accordingly.5202 × 10 13 18 22 26 – 4.

6139 × 10 4 9 –6 –2 – 1.5133 × 10 3.9223 × 10 13 18 22 26 18 6 – 7.6139e+026 3.9609 × 10 – 12 Denominator a n 1 2. Power of s s6 s5 s4 s3 s2 s Cons tan t Numerator b n 1 – 7.6352e-012 -7.2767e+009 9.1594 × 10 3.2340 × 10 2. an bn = 1.High-Pass. BW = 2 KHz 10 4 Figure 11.4374 × 10 9.6352 × 10 2.0000e+000 3.0000e+000 2.4482e+022 2. Band-Pass.2340e+018 -7.9609e+009 9. Magnitude response for the band−elimination filter of Example 11.1594e+013 As in the previous example. and Band-Elimination Filter Design 0 Magnitude of Transfer Function (dB) -50 -100 -150 -200 -250 -300 3 10 Frequency in Hz .16 The coefficients b n and a n are as follows: bn.4374e+006 2. Third Edition Copyright © Orchard Publications 11−49 .log scale 3-pole Butterworth band-elimination filter with f0=5 KHz.5071e-002 5.35.5071 × 10 2.2767 × 10 5.4482 × 10 9.9223e+018 an = 1.5133e+004 2.6139e+026 -1.6139 × 10 26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we list the numerator b n and denominator a n coefficients in tabular form as shown below.

. Third Edition Copyright © Orchard Publications . but not the phase response of each filter type. bode(num. However. we can use the MATLAB function bode(num..6 listing the advantages and disadvantages of each type. Bode plots for 3−pole Butterworth low−pass filter. we have shown the magnitude.36.den). 11−50 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. as shown by the following example. grid The magnitude and phase characteristics are shown in Figure 11.36. 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].12. Solution: We know.Chapter 11 Analog and Digital Filters In all of the above examples.17 We conclude the discussion on analog filters with Table 11.den) to generate both the magnitude and phase responses of any transfer function describing the filter type. Example 11. from 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 . den=[1 2 2 1]. Example 11. title('Bode Plot for 3−pole Butterworth Low−Pass Filter'). 0 Magnitude (dB) -20 -40 -60 -80 -100 -120 0 -45 Phase (deg) -90 -135 -180 -225 -270 -2 10 10 -1 Bode Plot for 3-pole Butterworth Low-Pass Filter 10 0 10 1 10 2 Frequency (rad/sec) Figure 11.. Page 11−42.

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

Transformation methods are also available to map an analog prototype to an equivalent digital filter. Third Edition Copyright © Orchard Publications .. IIR filters are implemented by recursive realization. Recursive digital filter realization 11−52 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.39. 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.38 shows a third−order non−recursive realization. In a non−recursive digital filter. 2. bi = 0 . The components of either realization are shown in Figure 11. Figure 11. Realization a. Generally. In a Recursive Realization digital filter the output is dependent on the input and the previous values of the output.37 shows third−order (3−delay element) recursive realization and Figure 11.Chapter 11 Analog and Digital Filters response h [ n ] b. Three well known transformation methods are the following: 1. whereas FIR filters are implemented by non−recursive realization.e. In a recursive digital filter. i. 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. Filter design methods have been established. we can choose the appropriate prototype to satisfy the requirements. only the coefficients a i are present. and prototype circuits have been published. a0 a1 a2 x[n] a3 y[n] + Z −b 1 −b2 –1 Z –1 Z –1 + -b3 Figure 11.37. In a Non−Recursive Realization digital filter the output depends on present and past values of the input only. both the coefficients a i and b i are present. Thus. b. A Finite Impulse Response (FIR) digital filter has a finite number of samples in its impulse response h [ n ] 2.

⎛ ----------.⎛ -----------. that is.67) of Chapter 9. that F( z) = G(z) = G(s ) 1 . Non−recursive digital filter realization x[n] ± + y[n] v[n] x[n] Z –1 y[n] x[n] A y[n] Adder/Subtractor y [ n ] = x [ n ] ±v [ n ] Unit Delay y[n] = x[n – 1] Constant Multiplier y [ n ] = Ax [ n ] Figure 11.-----------. We will discuss only the bilinear transformation.39. It can be approximated as 3 5 7 z–1 1 z–1 z–1 2 z–1 2.82) Substitution (11.80) to transform the left−half of the s −plane into the interior of the unit circle in the z −plane.81) yields * T s is the sampling period.ln z is a multi−valued transformation and. We recall from (9. The Bilinear Transformation which uses the transformation 2. Components of recursive and non−recursive digital filter realization 3.82) into (11.38. the reciprocal of the sampling frequency f s Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.----------1z–1 -⎞ + 1 .Digital Filters a0 a1 a2 x[n] –1 Z –1 Z –1 Z a3 + y[n] Figure 11.ln z s = ----TS (11. Page 9−22.----------z–1 -* ⋅ s = ---Ts z + 1 (11. as such.⎞ + … ≈ ----. cannot be used to But the relation s = ----TS derive a rational form in z . Third Edition Copyright © Orchard Publications 11−53 .⎛ -----------⎞ + 1 .+ -⋅ ln z = -s = ----T z + 1 3⎝ z + 1 ⎠ TS z + 1 5⎝ z + 1 ⎠ 7⎝ z + 1 ⎠ TS (11.81) 1 .

and for small ω a T s ⁄ 2 . –1 ω a T S ω d T S = 2tan -----------2 –1 ω a T S ω a TS tan -----------. To express ω d in terms of ω a . we rewrite (11.83) and with the substitution z = e G(e j ωd TS . Therefore.--------------------------------e 1 –1 .and j ω must be equal to some point ω = ω a on the j ω axis.≈ ω a T S 2 (11. 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. we obtain ⎛ 2 e d S–1⎞ -⎟ . ωd ≈ ωa 11−54 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.85) We see that the analog frequency to digital frequency transformation results in a non−linear mapping.= ----.= ----. for small frequencies.85) as ωd TS ωa TS tan -----------. Third Edition Copyright © Orchard Publications . that is.86) (11.87) that is.⋅ -----------------------) = G ⎜ ----⎝ T S e j ωd TS + 1 ⎠ jω T j ωd TS (11. ⋅ jω tity ---Ts e d j ωd +1 2 e –1 .⋅ ---.= -----------2 2 Then. this condition is known as warping.≈ -----------2 2 ωa TS ω d T S ≈ 2 -----------.-----------------------2.⋅ ---------------------------------------------⋅ jω T ⋅ ---------------ω a = -j ωd TS ⁄ 2 –j ωd TS ⁄ 2 TS 1 ⁄ 2 T S cos ( ω d T S ) ⁄ 2 j Ts d S e e +1 +e jω T jω T ⁄ 2 –j ω T ⁄ 2 or ωd TS 2 .⋅ ------------s = -----TS z + 1 (11.Chapter 11 Analog and Digital Filters G(z) = G (s) 2 z– 1 .⋅ tan -----------ω a = ----TS 2 (11.84) Since the z → s transformation maps the unit circle into the j ω axis on the s −plane.1 2.------------------e –1 . the quan2. For instance.⋅ -----------------------j ω a = ----T S j ωd TS +1 e j ωd TS or d S sin ( ω d T S ) ⁄ 2 ⁄ (j2) e d S – e d S 2.

we arbitrarily choose a second order Butterworth low−pass filter which. Page 11−54. we must transform this transfer function to another with the actual cutoff frequency at 20 Hz . The sampling frequency f s is 200 Hz .0000 1.k]=buttap(2).88) The effect of warping can be eliminated by pre−warping the analog filter prior to application of the bilinear transformation.Digital Filters In MATLAB.p. by relation (11.4142 1.86). Example 11. z is a function of normalized frequency and thus the range of frequencies in G ( z ) is from 0 to π . the transfer function with normalized frequency. is 1 G n ( s ) = ----------------------------------2 s + 1.p. and attenuation of at least 10 dB for frequencies greater than 40 Hz .414s + 1 0 1 (11.17. [b. becomes ωa TS ω d ≈ -----------π (11.85). We will first pre−warp the analog frequency which. Compare the magnitude plot with that obtained by a low−pass analog filter with the same specifications. when used with MATLAB. is related to the digital frequency as ωd TS 2 .18 Compute the transfer function G ( z ) of a low−pass digital filter with 3 dB cutoff frequency at 20 Hz . Then (11.k) b = 0 a = 1.0000 Thus.85). 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. Page 11−19.⋅ tan -----------ω a = ----TS 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. denoted as G n ( s ) . as we see from the curves of Figure 11. Solution: We will apply the bilinear transformation. meets the stop−band specification. Third Edition Copyright © Orchard Publications 11−55 . Page 11−20. This is accomplished with the use of (11. We denote it as G a ( s ) .89) Now. and using the procedure of Example 11.a] = zp2tf(z.5.

and thus from (11.1 π ) ≈ 130 rad/s 2 or 130 . ω actual = 130 rad/s . 1 G a ( s ) ≈ G n ( s ) = ----------------------------------2 s + 1.≈ 20.34).Chapter 11 Analog and Digital Filters where 1 1 T S = --. If ω C ≠ 1 .= 400 tan ( 0. s -⎞ G ( s ) actual = G ⎛ --------------⎝ ω actual ⎠ For this example. this frequency is very close to the the discrete− time frequency f dc = 20 Hz . Page 11−55.414s ⁄ 130 + 1 We will use MATLAB to simplify this expression.87). simplify(1/((s/130)^2+1.90) Relation (11. Third Edition Copyright © Orchard Publications .= -------fS 200 Denoting the analog cutoff ( 3 dB ) frequency as ω ac .414s + 1 (11. we must scale the transfer function in accordance with relation (11.89).69 Hz f ac = -------2π As expected from relation (11.90) applies only when the cutoff frequency is normalized to to ω C = 1 rad ⁄ s . we obtain 2 π ( 20 ) ⁄ 200 ω ac = 400 tan -----------------------------. that is. and thus we replace s with s ⁄ 130 and we obtain 1 G a ( s ) = -----------------------------------------------------------------2 ( s ⁄ 130 ) + 1.414*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. Page 11−19. syms s.

1428 0.91) We use the MATLAB script below to simplify this expression. we obtain . ylabel('Magnitude (dB)'). Dividing each term of (11.0675 0.20. bz=[0.1350z + 0.18'). grid The magnitude is shown on the plot of Figure 11.. az=[1 −1. 845000 16900 G a ( s ) = -------------------------------------------------------.. syms z. semilogx(fs.8200 Then.= 400 ⋅ ----------⋅ and making the substitution of s = ----TS z + 1 z+1 16900 G ( z ) = -------------------------------------------------------------------------------------------------------------2 z–1⎞ × 400 ( z – 1 ) ⎛ 400 ⋅ ----------.----------. wT]=freqz(bz.. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.82 ----------------------------------------------.82s + 16900 z–1 z–1 2.93) The MATLAB script below will generate G ( z ) and will plot the magnitude of this transfer function..Digital Filters 183.0675z G ( z ) = ----------------------------------------------------------------------------–1 –2 1 – 1.20.92) We will use the MATLAB freqz function to plot the magnitude of G ( z ) . title('Digital Low−Pass Filter.+ 183. [Gz.+ 16900 ⎝ z + 1⎠ (z + 1) (11.1350 0.az.200).4128z –1 –2 (11. Third Edition Copyright © Orchard Publications 11−57 .= -------------------------------------------------2 2 50s + 9191s + 845000 s + 183.. simplify(16900/((400*(z−1)/(z+1))^2+183.4128]..0675 + 0.*log10(abs(Gz))).. xlabel('Frequency in Hz − log scale'). but we must first express it in negative powers of z .0675].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 2 (11. Example 11.1428 z + 0.40. we obtain 0.92) by 62607z .

18 Magnitude (dB) 10 Frequency in Hz log scale 1 10 2 Figure 11. Example 11.log scale 1 10 2 Figure 11. The MATLAB script below produces the desired plot..40.p. Example 11..a]=zp2tf(z. xlabel('Frequency in Hz log scale')..Chapter 11 Analog and Digital Filters 0 -10 -20 Magnitude (dB) -30 -40 -50 -60 -70 0 10 Digital Low-Pass Filter. f=1:1:100.an]=lp2lp(b. grid The frequency response for the analog low−pass equivalent is shown in Figure 11.fc).41.41... [b.. and is smaller than (– 10 dB) for frequencies larger than 40Hz . ylabel('Magnitude (dB)'). semilogx(f.f).*log10(abs(Gs))). both the digital and analog low−pass filters meet the specified requirements.. 11−58 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.41.18 10 Frequency in Hz . we observe that the magnitude is greater than0 – 3 dB for frequencies less than 20Hz . [z. [bn. 0 -5 -10 -15 -20 -25 -30 0 10 Analog Low-Pass Filter. Gs=freqs(bn. title('Analog Low−Pass Filter. Frequency response for analog low−pass filter equivalent.p.18').an. Example 11. Frequency response for the digital low−pass filter of Example 11. Therefore.k]=buttap(2).a.20.. Third Edition Copyright © Orchard Publications .18 Let us now plot the analog equivalent to compare the digital to the analog frequency response. Example 11.18 Comparing the digital filter plot of Figure 11.40 with its equivalent the analog filter of Figure 11. fc=20.k)..

Rp..dend]=bilinear(num1.p.Wn) [B.Wn) [B. Example 11.0640 0. wc=2*pi*50.Rs.den1]=lp2lp(num. [num1. the transfer function G ( z ) for this filter is 0.0640 G ( z ) = --------------------------------------------------------------------z 2 – 1.den]=zp2tf(z. [numd.den.Rp.. i. i.0640 dend = 1. T=1/500.19 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 .A] = cheb1(N. These are listed below with the indicated notations.A] = ellip(N.A] = cheb2(N.4241 Therefore..1683 0.e.k). and sampling rate f S = 500 Hz .Wn) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1683z + 0..den1. the denominator of the discrete transfer function G ( z ) For Low−Pass Filters [B. Solution: We will use the following MATLAB script to produce the desired digital filter transfer function. Third Edition Copyright © Orchard Publications 11−59 .k]=buttap(2).94) MATLAB provides us with all the functions that we need to design digital filters using analog prototypes.. N = order of the filter Wn = normalized cutoff frequency Rp = pass band ripple Rs = stop band ripple B = B(z).wc).1279z + 0. [num.e.p.Wn) [B.0640z + 0.1/T) numd = 0. the numerator of the discrete transfer function G ( z ) = B ( z ) ⁄ A ( z ) A = A(z). [z.4241 2 (11.0000 0.1279 -1. The procedure is illustrated with the following example.Digital Filters An analog filter transfer function can be mapped to a digital filter transfer function directly with the MATLAB bilinear function.Rs.A] = butter(N.

5276].8482 – 13.Rp.Wn.Rs.Wn.'high') [B.97) (11.20 The transfer functions of (11. Use the MATLAB freqz command to plot the magnitude versus radian frequency.1829z – 0.98) Solution: The MATLAB script to plot each of the transfer functions of (11.Wn.Wn2].95) through (11.[Wn1. Third Edition Copyright © Orchard Publications .5828 1.5828z – 0. the default value.1829 −0..e..5276 z G 2 ( z ) = -------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 1. i.5828 z + 1..A] = butter(N.2781z ( 6.'stop') Example 11.5276 −1.A] = cheb2(N.A] = butter(N.5828 −0.6946 z + 8.7600 1.[Wn1.6964 z + 6.7600z + 1.Rs.Wn2]..[Wn1.9270 – 1.2781]. a2=[1 −1.5276 – 1.Wn2]) [B.6946 2.1390z + 0.[Wn1.95) through (11.2033z + 4.5244z + 3.a1).6946z + 2.'high') [B.Chapter 11 Analog and Digital Filters For High−Pass Filters [B..Rs. a1=[1 −2.Rs.w1T]=freqz(b1.'high') [B.A] = cheb2(N.96) (11.Wn2]) [B.A] = butter(N.2079z + 0.. ( 2.5321z 0.8982 8.Wn..A] = cheb1(N.'stop') [B.8541z –1 –2 –2 –4 –4 –1 –2 –3 –1 –2 –3 –3 (11. b1=[2.Wn2]) Band−Elimination Filters [B.3741z + 1.8482z ) ⋅ 10 G 3 ( z ) = ---------------------------------------------------------------------------------------------------------------------------–1 –2 –3 –4 1 + 3.A] = ellip(N.5321].Rp.[Wn1.Wn2].9294z – 0.w2T]=freqz(b2. [G2z.Rp.'stop') [B.6946 8.Rp.3741 1.A] = ellip(N.[Wn1..9603z 0.98). describe different types of digital filters.Rp.2079 z + 0.9270z G 4 ( z ) = ---------------------------------------------------------------------------–1 –2 1 – 1.8982]*10^(−3).'stop') [B..95) (11.9294 −0. % b2=[0.A] = cheb2(N.'high') Band−Pass Filters [B..a2).Rs..A] = cheb1(N. [G1z. 11−60 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Wn2].Wn2]) [B.[Wn1. is given below where N = 512 .[Wn1.A] = ellip(N.8982 + 8..8982z ) ⋅ 10 G 1 ( z ) = ------------------------------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 2.A] = cheb1(N.Rp..Rs.98) below.

. axis([0.abs(G1z)).42. high−pass.8482 0 −13... xlabel('').w3T]=freqz(b3.ylabel('Magnitude'). % clear current figure.. xlabel(''). semilogx(w2T.. [G4z.. title('Filter for G4(z)'). [G3z.42.5 0 -1 10 1 Magnitude Filter for G3(z) 10 0 0 -1 10 1 Magnitude 10 0 10 1 Filter for G4(z) 0. xlabel('')..1 10 0 1]). Signals and Systems with MATLAB ® Computing and Simulink ® Modeling..8482]*10^(−4). axis([0. title('Filter for G3(z)').5 0. title('Filter for G1(z)')..a3). Each of these signals requires 25 KHz bandwidth... % b4=[0..ylabel('Magnitude').. % subplot(221)..a4).. Plot for the transfer functions of Example 11..1 1 0 1]).1 10 0 1]). semilogx(w3T..21 We are given a 165 KHz total bandwidth..abs(G2z)). title('Filter for G2(z)'). a3=[1 3.Digital Filters % b3=[6.2079 0. % subplot(224). clf.5 0.9270]..ylabel('Magnitude'). xlabel('')..ylabel('Magnitude')... % subplot(223).grid. % subplot(222).. We observe that the given transfer functions are for low− pass.9270 −1. 1 Magnitude Filter for G1(z) Magnitude 1 Filter for G2(z) 0. and band−elimination digital filters..2079 0..abs(G3z)). axis([1 10 0 1]).8541].w4T]=freqz(b4.abs(G4z))...20 Example 11.grid..6964 0 6.grid The plots are shown in Figure 11..grid. a4=[1 −1.2033 4..... semilogx(w4T. axis([0...9603].5244 3. semilogx(w1T. Third Edition Copyright © Orchard Publications 11−61 .. We are asked to define the types of filters and cutoff frequencies to avoid interference among these signals.5 0 0 10 10 1 0 -1 10 10 0 10 1 Figure 11.1390 0. and within this bandwidth we must accommodate four different signals. band−pass.

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

we must specify a sampling frequency of ω S = 4 rad ⁄ s . the Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.sin t – --f ( t ) = --.8 Magnitude 0. But before we use the filter function. Frequency separations for the signals of Example 11. Also.4. Then. we let A = 3 π and we truncate it by eliminating all cosine terms except the cos 2t term.+ ------------. Subsection 7. to remove all cosine terms.5 sin t – cos 2t (11. in other words.+ ------------. and use the filter command to remove the cosine term in (11.43.------------. 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. since the highest frequency component is 2 rad ⁄ s .2 0 0 2 4 6 8 Hz 10 12 14 16 x 10 4 Figure 11. g ( t ) = 3 + 1. to avoid aliasing. we must design a filter that is capable of removing those unwanted components.4. Example 11.4 0. we want to filter out just the first 2 terms.99) The problem now reduces to design a low−pass digital filter.99). To simplify this expression.Digital Filters 1 Four signals separated by four digital filters 0.21 In the following example. Thus.+ --π 63 3 15 35 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 .22 In Chapter 7.6 0.+ … .+ ------------. we will demonstrate the MATLAB filter function that is being used to remove unwanted frequency components from a function. Third Edition Copyright © Orchard Publications 11−63 . Page 7−20.

....... ylabel('Magnitude of G(z)'). 2.. 5.. % The digital filter transfer function.. % normalized frequency. [Nz...5 .Chapter 11 Analog and Digital Filters sampling frequency must be f S = ω S ⁄ 2 π = 2 ⁄ π and therefore. % Define sampling period. axis([0 2 0 1]).. % Chosen cutoff frequency. % T=0...a...... % from zero to pi and the normalized cutoff frequency on the... % xlabel('Radian Frequency w in rads/sec'). w=0:2*pi/300:pi....5.. [b. 4.a1.a1]=lp2lp(b. Use the bilinear function to map the analog transfer function to a digital transfer function. [b1..75 r/s.22'). the sampling period will be T S = 1 ⁄ f S = π ⁄ 2 ...p...Dz]=bilinear(b1. Will recompute the coefficients for the desired frequency.a]=zp2tf(z... Will compute coefficients of the numerator and denominator of the transfer function with normalized cutoff frequency.w).5 rad ⁄ s in order to attenuate the cosine terms. % Define range for plot. title('Digital Filter Response in Normalized Frequency.k). 3... % [z.abs(Gz)). this is sufficiently small. We choose T S = 0..p.. % fprintf('Press any key to continue \n')....wc).. Will recompute the digital filter transfer function to account for the warping effect.. % Map to digital filter using the bilinear transformation. % plot(w..5*0... % clf.... % wc=1. Third Edition Copyright © Orchard Publications ... % We must remember that when z is used as a function of.. The MATLAB script below will perform the following steps: 1.1/T). Will use the filter function to remove the cosine terms % Step 1. 11−64 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the range of frequencies of G(z) are. we choose the cutoff fre- quency of the filter to be ω C = 1. hold on.. Gz=freqz(Nz. % plot is wc*T=1.. % Convert to actual cutoff frequency.Dz... and will plot the frequency response of the digital filter..... grid.k]=buttap(6).. % % Step 2. Example 11.5.5=0... Also. % % Step 3..

[Nz]).5.4 1.. wd=wc*T/pi. % Analog cutoff frequency in rad/sec.Digital Filters % pause...44. Third Edition Copyright © Orchard Publications 11−65 .......... wc=1....5.4f \t'. % Normalized digital filter cutoff frequency by (11.... Page 11−55.6 0... fprintf('\n\n')..... fprintf('\n\n'). Example 11....4 0. T=0. % fprintf('The num N(z) coefficients in descending order of z are: \n\n'). fprintf('\n\n')...4f \t'.. % Number of poles and Sampling period.22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling... fprintf('\n\n')..2 1... fprintf('%8..[Dzp])..... The plot of the low−pass filter that will remove the cosine terms is shown in Figure 11. % % Step 4.wd).4f \t'.. absolute values Digital Filter Response in Normalized Frequency.. linear scale 1. % p=6. fprintf('WITH PREWARPING: \n\n'). fprintf('The den D(z) coefficients in descending order of z are: \n\n').... [Nzp. fprintf('%8.8 0.... fprintf('%8.4 0.6 Radian Frequency w in rads/sec........ % fprintf('The num N(z) coefficients in descending order of z are: \n\n').. 1 Magnitude of G(z).2 0. fprintf('%8.8 2 Figure 11.Dzp]=butter(p.. fprintf('The den D(z) coefficients in descending order of z are: \n\n'). fprintf('WITHOUT PREWARPING: \n\n').2 0 0 0.[Dz]). Plot of the low-pass filter of Example 11.6 0...8 1 1. fprintf('Summary: \n\n').44....4f \t'..22 0.88).[Nzp]).

% % We will plot the filtered discrete time signal y(n*T)... axis([0.. xlabel('Discrete Time nT').Chapter 11 Analog and Digital Filters Summary: WITHOUT PREWARPING: The num N(z) coefficients in descending order of z are: 0.0000 -3. gt=3+1.4528 −3..1138 4...0050 0. 6])..0040 0.12...gt)..0578 WITH PREWARPING: The num N(z) coefficients in descending order of z are: 0.yt).yt)........0100 0. plot(n*T. n=0:150.1138 4.0007 The den D(z) coefficients in descending order of z are: 1. % Nzp=[0.. 0. % subplot(212).. % t=0:0.5*sin(t)−cos(2*t).. plot(t.2379 4.gta). Dzp=[1. 6])..7566 -3..0167 0. xlabel('Discrete Time nT').... hold on...7075 −0. ylabel('Filtered Output y(t)')... gta=3+1.5*sin(n*T)−cos(2*n*T). % % We will plot the filtered analog signal y(t). Third Edition Copyright © Orchard Publications .0125 0. % % We will plot the unfiltered analog signal gta... axis([0. hold on..0040 0.8999 -0... % % We will plot the unfiltered discrete time signal g(n*T). stem(n*T.......4479 0.0504]..0050 0. T=0. 0.0008]. xlabel('Continuous Time t').5. 0..gt)..Dzp.. ylabel('Filtered Output y(n*T)') 11−66 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling..12.. hold on..0100 0. 0.1:12.7075 % Step 5. yt=filter(Nzp.0000 −3.. % subplot(211).0050 0. subplot(211). 6]).0125 0..0167 0... pause.12.0125 0. ylabel('Discrete Function g(n*T)')....9273 1..0008 0.0000 -3.5957 1.0008 The den D(z) coefficients in descending order of z are: 1. axis([0.0050 0. axis([0.5957 1. subplot(212). hold on. 6]).12. xlabel('Continuous Time t')..0008 0.4528 -3....0134 0.. ylabel('Function g(t)')..0125 0. stem(n*T...0007 0.5064 0. % fprintf('Press any key to continue \n').

This function displays the subscripts of an array of numbers where a relational expression is true.22 We conclude this section with one more example to illustrate the use of the MATLAB find function.45 and 11.Digital Filters The analog and digital inputs and outputs are shown in Figures 11.22 Discrete Function g(n*T) 6 4 2 0 0 2 4 6 Discrete Time nT 8 10 12 Filtered Output y(n*T) 6 4 2 0 0 2 4 6 Discrete Time nT 8 10 12 Figure 11. x=−2:5. For example.46 respectively.45. % Display the integers in the range -2 <= x < =5 x = -2 -1 0 1 2 3 4 5 k=find(x>0. Third Edition Copyright © Orchard Publications 11−67 .46.8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. % Find the subscripts of the numbers for which x > 0. 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. Discrete time input and output waveforms for Example 11. Continuous time input and output waveforms for Example 11.8).

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

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

like an analog filter. In this section we provide several applications using Simulink models. and Parallel. a digital filter can perform functions as differentiation.1 through 11. in general.6. integration. is a computational process. Cascade (Series). A given transfer function H ( z ) of a digital filter can be realized in several forms.6. Direct Form I Realization of a second−order digital filter At the summing junction of Figure 11.48. and. Direct Form II .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. Accordingly.6. it can filter out unwanted bands of frequency. –b2 –b1 x[ n] z –1 z –1 a2 a1 a0 + z –1 z –1 y[n] Figure 11.48.6 Digital Filter Design with Simulink As stated earlier in this chapter.6.= -----------------------------------------H(z ) = Y –1 –2 X(z) 1 + b1 z + b2 z –1 –2 (11.48 is a0 + a1 z + a2 z (z) ----------.4 below. 11. of course.5 describes the Simulink Digital Filter Design block. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. estimation. Third Edition Copyright © Orchard Publications . These are described in Subsections 11. We observe that the second−order ( k = 2 ) digital filter of Fig- 11−70 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Subsection 11.101) A disadvantage of a Direct Form I Realization digital filter is that it requires 2k registers where k represents the order of the filter.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.Chapter 11 Analog and Digital Filters 11. the most common being the Direct Form I. a digital filter.

6. this form of realization has the advantage that there is no possibility of internal filter overflow.5. The Simulink Transfer Fcn Direct Form II block implements the transfer function of this filter. x[n] + –a1 z –1 b0 b1 + y[n] + + z –1 –a2 b2 Figure 11. a0 + a1 z + a2 z H ( z ) = -----------------------------------------–1 –2 1 + b1 z + b2 z –1 –2 (11.5z + 1.102) A comparison of Figures 11.Digital Filter Design with Simulink ure 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. Chapter 10.25z + 0. However.* –1 11.49. that is.49 shows the Direct Form-II† Realization of a second−order digital filter.48 requires 4 delay (register) elements denoted as z .75z –1 –2 –1 –1 (11.103) * For a detailed discussion on overflow conditions please refer to Digital Circuit Analysis and Design with an Introduction to CPLDs and FPGAs.2 The Direct Form II Realization of a Digital Filter Figure 11. Example 11. † The Direct Form−II is also known as the Canonical Form.02z H ( z ) = --------------------------------------------------–1 –2 1 – 0. This is because the register ( z ) elements in a Direct Form−II realization are shared between the zeros section and the poles section. Section 10. a Direct Form−II second−order digital filter requires only k register elements denoted as z . Third Edition Copyright © Orchard Publications 11−71 .48 and 11. ISBN 0−9744239−6−3.49 shows that whereas a Direct Form−I second−order digital filter is requires 2k registers.50 shows a Direct Form−II second−order digital filter whose transfer function is 1 + 1. where k represents the order of the filter. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.48.24 Figure 11.49 is the same as for a Direct Form−I second−order digital filter of Figure 11. Page 10−6.

5z H ( z ) = ---------------------------------------------------------------------–1 –2 –3 1 – 0.2z + 1.50.50 A demo model using fixed−point Simulink blocks can be displayed by typing fxpdemo_direct_form2 in MATLAB’s Command prompt. Model for Example 11. Input and output waveforms for the model of Figure 11. This demo is an implementation of the third−order transfer function 1 + 2.Chapter 11 Analog and Digital Filters Figure 11.84z + 0.51.24 The input and output waveforms are shown in Figure 11. Third Edition Copyright © Orchard Publications .51.85z + 0.5 z + 0.09z –1 –2 –3 11−72 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure 11.

105) Example 11.52.3 The Series Form Realization of a Digital Filter For the Series* Form Realization.52. a1 x[n] + –b1 z –1 z –1 a2 + y[n] –b2 Figure 11.104) is implemented as the cascaded blocks shown in Figure 11.25 The transfer function of the Series Form Realization of a certain second−order digital filter is 0.104) below.72 z –2 * The Series Form Realization is also known as the Cascade Form Realization Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5 ( 1 – 0.53.104) Relation (11. Series Form Realization of a second−order digital filter The transfer function for the Series Form second−order digital filter of Figure 11.Digital Filter Design with Simulink 11.53 is 1 + a1 z + a2 z H ( z ) = ----------------------------------------–1 –2 1 + b1 z + b2 z –1 –2 (11. Third Edition Copyright © Orchard Publications 11−73 . X(z) H1( z ) H2( z ) HR ( z ) Y(z) Figure 11.53 shows the Series Form Realization of a second−order digital filter. Series Form Realization Figure 11.36 z ) H ( z ) = --------------------------------------------–1 –2 1 + 0.6. H ( z ) = H 1 ( z ) ⋅ H 2 ( ( z )… H R ( z ) ) (11.1z – 0. the transfer function is expressed as a product of first−order and second−order transfer functions as shown in relation (11.

Third Edition Copyright © Orchard Publications . we factor the numerator and denominator polynomials as 0. Model for Example 11.6z ) ---------------------------.55.6z ) ----------------------------–1 ( 1 + 0. Figure 11.25 Figure 11.8z ) ( 1 + 0.54 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.9z ) –1 –1 –1 –1 1 – 0. For instance. we can group the factors as ( 1 + 0.6z ) ( 1 – 0.or as ( ----------------------------and ( and ----------------------------–1 –1 –1 ( 1 – 0.55.54.8z ) ( 1 – 0. Input and output waveforms for the model of Figure 11.54.9z ) 11−74 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Chapter 11 Analog and Digital Filters To implement this filter.8z ) –1 –1 (11.9z ) ( 1 – 0. and the input and output waveforms are shown in Figure 11.106) The model is shown in Figure 11.6z ) * H ( z ) = -----------------------------------------------------------------–1 –1 ( 1 + 0.5 ( 1 + 0.6z ) 1 + 0.6z ) ( 1 – 0.

107) is implemented as the parallel blocks shown in Figure 11. Parallel Form Realization As with the Series Form Realization.7z + z ) H ( z ) = ----------------------------------------------------------------------------–1 –1 –2 ( 1 + 0. Figure 11. K H1 ( z ) X(z) H2 ( z ) + Y(z) HR ( z ) Figure 11.6.5z ) ( 1 + 1. But because of the presence of the constant K .9z ) –1 –1 –2 11.56.108) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The transfer function for the Parallel Form second−order digital filter of Figure 11.56. we can simplify the transfer function expression by performing partial fraction expansion after we express the transfer function in the form H ( z ) ⁄ z .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. Third Edition Copyright © Orchard Publications 11−75 . the ordering of the individual filters in Figure 11. This demo is an implementation of the third−order transfer function ( 1 + 0.6 z + 0.56 is immaterial.57 is a1 + a2 z H ( z ) = ----------------------------------------–1 –2 1 + b1 z + b2 z –2 (11.107) Relation (11.1z ) ( 1 – 0.57 shows the Parallel Form Realization of a second−order digital filter.Digital Filter Design with Simulink in MATLAB’s Command prompt.

we first express the transfer function as H(z) 0.6 ) ------------------------------------------------.147 z = – 0.72 z –2 To implement this filter.8 Therefore. H(z) 0.+ -------------------.= --------. we perform partial fraction expansion.6 ) r 2 = ------------------------------------------------z ( z – 0.9 z – 0. Third Edition Copyright © Orchard Publications .9 z – 0.26 The transfer function of the Parallel Form Realization of a certain second−order digital filter is 0.+ -------------------z ( z + 0.5 ( z + 0.103 z = 0.6 ) ----------.6 ) ( z – 0.6 ) ( z – 0. r1 r2 r3 0.9 ) ( z – 0.5 ( 1 – 0.9 ) = 0.5 ( z + 0.9 = 0.8 ) Next.8 ) z ( z + 0.6 ) ( z – 0. Parallel Form Realization of a second−order digital filter Example 11.8 ) 0.5 ( z + 0.9 ) ( z – 0.25 z=0 = 0.6 ) ( z – 0.147z 0.6 ) ( z – 0.6 ) r 3 = ------------------------------------------------z ( z + 0.147 0.6 ) r 1 = ------------------------------------------------( z + 0.8 ) 0.+ --------------z + 0.103z H ( z ) = 0.8 0.9 ) ( z – 0.5 ( z + 0.+ --------------.5 ( z + 0.8 11−76 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.103 ----------.+ --------------z z z + 0.8 ) 0.57.36 z ) H ( z ) = --------------------------------------------–1 –2 1 + 0.25 + --------------.= --.Chapter 11 Analog and Digital Filters a1 a2 x[n] + –b1 z –1 z –1 + y[n] –b2 Figure 11.1z – 0.9 ) ( z – 0.25 0.= ------------------------------------------------z z ( z + 0.

9z z – 0.58.147 0.+ ----------------------–1 –1 1 + 0. Third Edition Copyright © Orchard Publications 11−77 . Figure 11.103 H ( z ) = 0.26 Figure 11. and the input and output waveforms are shown in Figure 11.58 A demo model using fixed−point Simulink blocks can be displayed by typing Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Input and output waveforms for the model of Figure 11.58. Model for Example 11.59.109) The model is shown in Figure 11.25 + ----------------------.8z (11.Digital Filter Design with Simulink 0.59.

etc. Maximally Flat.x+y+z)..60. The functionality of this block can be observed by dragging this block into a model and double-clicking it.27 The signal represented by the waveform of Figure 11. Inc. We must click on the Design Filter button at the bottom of the Block Parameters dialog box to update the specifications.27 below is very similar to that of Example 11. this signal is corrupted by the addition of unwanted Gaussian random noise. x=sin(0. Hamming.61 is the summation of the sinusoidal signals x . This blockset can be obtained from The MathWorks.Chapter 11 Analog and Digital Filters fxpdemo_parallel_form in MATLAB’s Command prompt.*t). etc. This demo is an implementation of the third−order transfer function 3.*sin(1.5 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. In this example.1z ) –1 11. t=0:pi/32:16*pi.75.6.0916 + 3. and the Window† can be Kaiser.+ -------------------------------------------------–1 –1 –2 1 – 0.6z + 0. Example 11. so that the infinite length series will be terminated after a finite number of terms in the series.25. Chebyshev Type II. Phone: 508-647-7000. * Blocksets are built-in blocks in Simulink that provide a comprehensive block library for different system components.4639 – 1. z=5.*sin(0. and FIR can be Window. we will create a Simulink model that includes a digital filter to remove the Gaussian random noise. Third Edition Copyright © Orchard Publications .. y=2. Example 11.com. the Block Parameters dialog box appears as shown in Figure 11. grid During transmission of this signal from its source to its destination. Page 11− 68. MA 01760-2098. and z defined in the MATLAB script below. plot(t. Band−Pass. y . When this is done. or Elliptic. High− Pass.23. the Design Method (IIR or FIR) where an IIR filter can be Butterworth. www.5. 11−78 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The most common window functions are described in the Signal Processing Toolbox User’s Guide The MathWorks.mathworks. referred to as window function. As indicated on the left lower part of this box. Natick. Inc. we can choose the Response Type (Low− Pass.5556 – ---------------------------. FDA stands for Filter Design and Analysis.*t+pi/3). Chebyshev Type I. 3 Apple Hill Drive.9z ( 1 + 0. or Band− Elimination).0086z H ( z ) = 5.*t+pi/6). † A window function multiplies the infinite length impulse response (IIR) by a finite width function.

60. 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. Signal to be transmitted for Example 11. Third Edition Copyright © Orchard Publications 11−79 .27 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Digital Filter Design with Simulink Figure 11.61.

62.25.62 below contains a Random Source block to incorporate noise into the system. the Scope 1 block in the model of Figure 11. dis* For a detailed discussion on configuration of the Scope block. Figure 11. Sample Time: 0. Freq (Hz): 1. 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.27 The DSP Sine Wave blocks are configured as follows: DSP Sine Wave 1: Amplitude: 1.05 When the simulation command is executed. Phase: 0.05. Sample Time: 0.05. Phase: pi/3. Sample Time: 0. ISBN 0−9744239−7−1.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.5. Simulink model for Example 11. Initial seed: [23341]. Third Edition Copyright © Orchard Publications . All other parameters in their DSP Sine Wave 2: default state Amplitude: 2. Phase: pi/6. Freq (Hz): 0. The Add (Sum) and Scope blocks are dragged from the Commonly Used Blocks main Simulink Library. and the Scope 1 and Scope 2 blocks are configured* with four and two inputs (axes) respectively from the Scope Parameters dialog box.62. DSP Sine Wave 3: Amplitude: 5. Method: Ziggurat. please refer to Introduction to Simulink with Engineering Applications.05. Sample Time: 0. Freq (Hz): 0.Chapter 11 Analog and Digital Filters The Simulink model of Figure11. 11−80 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.75.

63.62 Next. Design Method: FIR. The Block Parameters dialog box for the FDA Tool Digital Filter Design block is configured as follows: Response Type: Lowpass. the Scope 2 block displays the waveforms shown in Figure Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure 11.64. Of course. Window. we can choose any other design options. we add an FDA Tool Digital Filter Design block as shown in Figure 11.Digital Filter Design with Simulink plays the input and output waveforms shown in Figure 11.65 to remove the unwanted noise created by the Random Source block.64. Input and output waveforms displayed in Scope 1 block of Figure 11. Third Edition Copyright © Orchard Publications 11−81 . and all other unlisted parameters in their default state.62 Figure 11. Input and output waveforms displayed in Scope 2 block of Figure 11.63. Window: Rectangular. With those specifications. and the Scope 2 block displays the input and output waveforms shown in Figure 11.

we can remove the remaining noise with the addition of an adaptive filter.62 with the addition of an FDA Tool Digital Filter Design block.Chapter 11 Analog and Digital Filters 11. Figure 11.65 Figure 11. All filters we’ve considered thus far are non−adaptive filter and their characteristics are defined by their transfer function.66.65. The model of Figure 11.66. Figure 11. Third Edition Copyright © Orchard Publications . 11−82 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. However. 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.66 reveals that with the addition of the FDA Tool Digital Filter Design block.* The Signal Processing Blockset contains blocks that implement the Least−Mean−Square (LMS) block. the Fast Block LMS. Input and output waveforms displayed in Scope 2 block of Figure 11. most of the unwanted noise has been removed.

65.67 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we will add an LMS adaptive filter to the model of Figure 11. The waveforms displayed by the Scope 3 block are shown in Figure 11. Thus. and we drag the LMS Filter block into our model which is connected as shown in Figure 11.68 where last waveform indicates the output of the Error port which is the difference between the desired signal of the LMS filter and its output. from the Signal Processing Blockset. Third Edition Copyright © Orchard Publications 11−83 .Digital Filter Design with Simulink adaptive filter algorithms.27 with LMS Filter block Figure 11. then on the Adaptive Filters sub−library. we click on the Filtering Library. Figure 11.67.67 where the Wts (Weights) port of the LMS Filter block which outputs the filter weights is left unconnected.68. For our example. Model for Example 11. Waveforms displayed by Scope 3 block in the model of Figure 11.

We close the configuration parameters dialog box by clicking OK. Y−axis title: Filter Weights Line Properties tab: Line visibilities: on. we enter inf. We can view these coefficients as they change with time by connecting a Vector Scope block to the Wts output port of the LMS filter block as shown in Figure 11. we observe that the Vector Scope window opens automatically. Line markers: o. and Open scope at start of simulation Axis Properties tab: Minimum Y−limit: −0.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. Third Edition Copyright © Orchard Publications . Figure 11.69. and the filter coefficients change with time and eventually approach their steady−state 11−84 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the configuration parameters are specified as follows: From the Simulation drop menu.69 these are configured as follows: Scope Properties tab: Input domain: Time. in the Solver pane. Line colors: [1 0 0] Before execution of the simulation command.69. When the simulation command is issued. Model for Example 11.5.27 with Vector Scope block The Block Parameters dialog box for the Vector Scope block contains four tabs. and for the model of Figure 11. we choose Fixed−step. Maximum Y−limit: 0.1. From the Type list. Frame Number. Line style: −−. and from the Solver list we choose discrete (no continuous states). for the Stop time parameter. Compact Display. Time display span (number of frames): 1 Display Properties tab: Select the following check boxes: Show grid.

and we observe that the waveforms in Figure 11.70. To stop the simulation.Digital Filter Design with Simulink values as shown in Figure 11.69 Since for the Stop time parameter we have specified inf. and the output of the adaptive LMS filter is practically the same as the original input signal.69 Next.69. the simulation time goes on forever. Figure 11. To Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure 11. Waveforms displayed in the Scope 3 in the model of Figure 11.71. we must click on the Stop simulation icon which is indicated by a small black square immediately to the left of the Stop time field in the window of our model. Third Edition Copyright © Orchard Publications 11−85 . and after some time we observe that the error decreases to zero as shown in Figure 11. we double−click on the Scope 3 block in the model of Figure 11. The filter coefficients displayed in the Vector Scope Window in the model of Figure 11.70.71 are updated continuously. The Stop simulation is active only when the Stop time is specified as inf and the simulation command has been issued.71.

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

Active filters are. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. and from it derive a G ( s ) function such that A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω 2 2 • The general form of the magnitude−square function A ( ω ) is C ( bk ω + bk – 1 ω + … + b0 ) 2 A ( ω ) = --------------------------------------------------------------------------------2k 2k – 2 + … + a0 ak ω + ak – 1 ω 2k 2k – 2 where C is the DC gain. Chebyshev Type I & II. we say that these frequencies are sepa• The analog low−pass filter is used as a basis. quency. • The first step in the design of an analog low−pass filter is to derive a suitable magnitude−squared function A ( ω ) . band−pass and band−elimination (stop−band). high−pass. ters. • 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 . and if ω 2 = 10 ω 1 .Summary 11.7 Summary • Analog filters are defined over a continuous range of frequencies. capacitors and inductors. is a computational process. we can derive high−pass and the other types of filters from a basic low−pass filter. integration. besides filtering out unwanted bands of frequency. 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. Using transformations. Third Edition Copyright © Orchard Publications 11−87 . a and b are constant coefficients. • A digital filter. and estimation. They are classified as low− pass. • An all−pass or phase shift filter has a constant magnitude response but is phase varies with fre• A digital filter. generally. Passive filters consist of passive devices such as resistors. in general. • In this chapter we discussed the Butterworth. and Cauer (elliptic) fil- ters. and k is a positive integer denoting the order of the filter. they are separated by one decade. operational amplifiers with resistors and capacitors connected to them externally. rated by one octave. ferentiation.

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

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

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

The op amp circuit below is a VCVS second−order high−pass filter whose transfer function is 2 V out ( s ) Ks . Choose the capacitors as C 1 = 10 ⁄ f C μ F and C 2 = C 1 . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. R 3 = -----------K–1 R 4 = KR 2 K≠1 and the gain K is K = 1 + R4 ⁄ R3 Using these relations. 4b R 2 = ------------------------------------------------------------------------⎧ ⎫ 2 C 1 ⎨ a + [ a + 8b ( K – 1 ) ] ⎬ω C ⎩ ⎭ b R 1 = ------------------2 C1 R2 ω2 C KR 2 -. b . C 2. compute the appropriate values of the resistors to achieve the cutoff frequency f C = 1 KHz .Exercises 11. R 1. Third Edition Copyright © Orchard Publications 11−91 . R 3. we can calculate the values of C 1.8 Exercises 1. R 2. Solution using MATLAB is highly recommended. R4 R3 vout R2 vin C1 C2 R1 For this circuit. and R 4 to achieve the desired cutoff frequency ω C . and desired cutoff frequency ω C . Plot G ( s ) versus frequency.= -------------------------------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + ( a ⁄ b )ω C s + ( 1 ⁄ b )ω C and for given values of a .

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

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

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 .⋅ tan 2 ( φ 0 ⁄ 2 ) . 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 ( s 2 – a ω0 s + b ω0 ) . we compute the coefficient a from 4K 1–K . from 11−94 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we can compute the resistances from 2 R 2 = -------------a ω0 C1 ( 1 – K )R2 R 1 = ----------------------4K R2 R 3 = ----K R2 R 4 = -----------1–K For 0 < φ 0 < 180 ° . ( 0 < K < 1 ) .Chapter 11 Analog and Digital Filters 4. Third Edition Copyright © Orchard Publications .= --------------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + a ω0 s + b ω0 2 where the gain K = cons tan t .– 1 + 1 + -----------a = -------------------------------1–K 2K tan ( φ 0 ⁄ 2 ) and for – 180 ° < φ 0 < 0 ° .

75 . This circuit achieves a relatively constant time delay over a range 0 < ω < ω 0 .⋅ tan 2 ( φ 0 ⁄ 2 ) . 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 .Exercises 4K 1–K .01 μ F and plot phase versus frequency. 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.20. Choose the capacitors as C 1 = C 2 = 0. Therefore. Third Edition Copyright © Orchard Publications 11−95 . compute the appropriate values of the resistors to achieve a time delay Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= -------------------------------------G ( s ) = ----------------2 2 V in ( s ) s + 3 ω0 s + 3 ω0 R2 R1 R3 C1 C2 vin vout where K is the gain and the time delay T 0 at ω 0 = 2 π f 0 is given as 12 .– 1 – 1 + -----------a = -------------------------------1–K 2K tan ( φ 0 ⁄ 2 ) Using these relations. Page 4−15. Chapter 4. compute the appropriate values of the resistors to achieve a phase shift φ 0 = – 90 ° at f 0 = 1 KHz with K = 0. 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. Solution using MATLAB is highly recommended. 5. 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.

Page 4−30. Chebyshev Type I high−pass digital filter with sampling period T S = 0. Exercise 5.Chapter 11 Analog and Digital Filters T 0 = 100 μ s with K = 2 . 6. Derive the transfer function of a fourth−order Butterworth filter with ω C = 1 rad ⁄ s . Plot G ( s ) ver- sus frequency. Third Edition Copyright © Orchard Publications . Derive the magnitude−squared function for a third−order Chebyshev Type I low−pass filter with 1. Assume that RC = 1 9. In Chapter 4. 11−96 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.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. Solution using MATLAB is highly recommended. 7.002 μ F .01 μ F and C 2 = 0.25 s . 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. Use capacitors C 1 = 0. Use MATLAB to derive the transfer function G ( z ) and plot G ( z ) versus ω for a two−pole. Compute the coefficients of the numerator and denominator and plot G ( z ) with and without pre−warping. 8.

2 K. Hz log scale’). We will use MATLAB for all computations. semilogx(f. fprintf('R4 = %5. R1=12700.5 1 0.0 K.Solutions to End-of-Chapter Exercises 11..9 Solutions to End−of−Chapter Exercises 1.. b =1. Gw=(K.abs(Gw)).^2+a..^2).7 K. fprintf('R3 = %5. K=2..0f Ohms \t'. C1=10^(−8). w=2*pi*f. xlabel('Frequency. s=w*j.*s.5 0 1 10 10 2 10 Frequency.. Third Edition Copyright © Orchard Publications 11−97 . R2=20. wc=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*R2). K=1+R4/R3.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. R3=40.R1).. These are shown in the MATLAB script below.. grid 2 2nd Order Butterworth High-Pass Filter Response |Vout/Vin| absolute values 1.. R2=20000. a=sqrt(2)../b+wc./b). % PART I − Find Resistor values for second order Butterworth filter. R3=(K*R2)/(K−1). fprintf('R2 = %5. % PART II − Plot with standard resistors R1=12. R4=R3. R4= R3 % f=10:10:20000.*wc. R1=b/(C1^2*R2*wc^2). fprintf('R1 = %5.R2). R4=K*R2. title('2nd Order Butterworth High−Pass Filter Response'). ylabel('|Vout/Vin| absolute values'). fc=1000. Hz log scale 3 10 4 10 5 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling....0f Ohms \t'. fprintf(' \n'). C2=C1.0f Ohms \t'... R3=40200..*s. R2=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*wc). b = 1 % a=sqrt(2).R3)./(s.0f Ohms \t'.^2. wc=2*pi*fc.

fprintf('R4 = %5. fprintf('R5 = %5.^2)..0f Ohms \t'. K=10...*B..*s+w0. R4=6190./(s.. Hz . R5=R4. grid 10 2nd Order Butterworth Band-Pass Filter Response |Vout/Vin| absolute values 8 6 4 2 0 2 10 10 Frequency.. Third Edition Copyright © Orchard Publications . title('2nd Order Butterworth Band−Pass Filter Response'). R1=(2*Q)/(C1*w0*K).. Hz − log scale').. R4= 6.. % R5=R4 % K=10. Q=10. xlabel('Frequency. semilogx(f. These are shown in the MATLAB script below... fprintf(' \n'). R3=(1/(C1^2*w0^2))*(1/R1+1/R2).R1).R3). w0=2*pi*f0... C1=10^(−7). axis([100 10000 0 10]). C2=C1.. B=w0/Q.16 K. fprintf('R3 = %5. % % PART II − Plot with standard resistors R1=3.*s). ylabel('|Vout/Vin| absolute values').^2+B..19 K.0f Ohms \t'.abs(Gw)).0f Ohms \t'... R1=3160. fprintf('R1 = %5..09 K. f0=1000. R5=R4.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..R2). w=2*pi*f. R4=2*R3. w0=(2*Q)/(C1*R1*K). s=w*j.R4)... R2=1100. R3=3. fprintf('R2 = %5. % PART I − Find Resistor values for second order band−pass filter f0 = 1 KHz % Q=10.1 K.log scale 3 10 4 11−98 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. R3=3090. f=10:10:10000.. R2=1. R2=(2*Q)/(C1*w0*(−1+sqrt((K−1)^2+8*Q^2)))..0f Ohms \t'. We will use MATLAB for all computations.Chapter 11 Analog and Digital Filters 2. Gw=(K.0f Ohms \t'..

8 0... title('2nd Order Butterworth Band−Elimination Filter Response').R1).. % PART I − Find Resistor values for second order Butterworth band−elimination filter % with f0 = 1 KHz % Q=10.*(s.^2+B.*s+w0..^2). R2=3. R2=(2*Q)/(w0*C1)...abs(Gw)). f=10:10:10000.. R3=78..7...Solutions to End-of-Chapter Exercises 3. C3=2*C1..R3) R1=80 Ohms R2=31831 Ohms R3=79 Ohms We choose standard resistors as close as possible to those found above. R3=78.2 0 2 10 10 Frequency.../(s. fprintf(' \n'). axis([100 10000 0 1]).R2). fprintf('R3 = %5. fprintf('R2 = %5. s=w*j. R1=1/(2*w0*Q*C1). % % PART II − Plot with standard resistors R1=80. R3=(2*Q)/(C1*w0*(4*Q^2+1)). R2=31600. We will use MATLAB for all computations. semilogx(f.6 0. Q=10. grid 1 2nd Order Butterworth Band-Elimination Filter Response |Vout/Vin| absolute values 0.log scale 3 10 4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. w0=2*pi*f0.^2)). fprintf('R1 = %5. Gw=(K. B=w0/Q.16 K.0f Ohms \t'.4 0. Hz − log scale ')... K=1..0f Ohms \t'.. ylabel('|Vout/Vin| absolute values'). R1=80..^2+w0. C1=10^(−7).6. f0=1000.0f Ohms \t'. xlabel('Frequency.. Third Edition Copyright © Orchard Publications 11−99 . C2=C1. These are shown in the MATLAB script below...6. Hz . w=2*pi*f. w0=1/(2*R1*Q*C1).7 % K=1.

R2=2/(a*w0*C1)..768 b = 1.0f Ohms \t'. semilogx(f. fprintf('a = %5.3f \t'.. Gw=(K.. fprintf(' \n'). fprintf('R3 = %6. R2=41. ylabel('Phase Angle in degrees')..*s+b. K=0. f0=1000.0f Ohms \t'.^2). R4=165 K % K=3/4...R2)../(s.^2+a.*w0.768.. Third Edition Copyright © Orchard Publications . fprintf('R2 = %6. b=1. s=w*j..*(s..48 K. f0=1 KHz % phase shift phi=−pi/2 and gain K=3/4. R2=41200. fprintf('b = %5.= ----------⎝ 2⎠ b–1 φ0 ⎞ φ0 ⎞ .angle(Gw). 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. fprintf('R1 = %6. R1=3480.. % % PART II − Plot with standard resistors R1=3.3f \t'..768 R3=55292 Ohms R4=165875 Ohms We choose standard resistors as close as possible to those found above.*w0. a=((1−K)/(2*K*tan(phi0/2)))*(−1−sqrt((1+4*K/(1−K))*(tan(phi0/2))^2)). Hz − log scale').*s+b.R1).*w0.768. Gain must be 0<K<1 % % PART I − Find Resistor.= a + tan ⎛ – ---btan ⎛ – ---⎝ 2⎠ ⎝ 2⎠ a + tan ( – φ 0 ⁄ 2 ) b = -----------------------------------tan ( – φ 0 ⁄ 2 ) % MFB 2nd order all−pass filter.Chapter 11 Analog and Digital Filters 4.*w0. w0=2/(a*R2*C1).R4). a=0.. xlabel('Frequency. R3=54. We rewrite the above relation as φ0 a -⎞ –1 = – ---tan ⎛ ----------⎝b – 1⎠ 2 then. a). C2=C1. C1=10^(−8)./pi). R1=(1−K)*R2/(4*K). fprintf(' \n'). b) R1=3456 Ohms R2=41469 Ohms a = 0...0f Ohms \t'...R3). grid 11−100 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling..2 K. b=(a+tan(−phi0/2))/tan(−phi0/2). R4=165000.. w=2*pi*f. a and b values % phi0=−pi/2..^2)). R3=54900.^2−a... C2=C1.*180... w0=2*pi*f0. fprintf('R4 = %6. φ0 ⎞ a tan ⎛ – ---. f=10:10:100000. C1=10^(−8).9 K.75.. R4=R2/(1−K)... These are shown in the MATLAB script below.0f Ohms \t'. title('2nd Order All−Pass Filter Phase Response'). R3=R2/K.

0 K. K=2 % PART I − Find resistor values T0=100*10^(−6). R3=1/(b*C1*C2*R2*w0^2).^2).. w=2*pi*f. 200 150 Phase Angle in degrees 100 50 0 -50 -100 -150 -200 1 10 2 3 4 5 2nd Order All-Pass Filter Phase Response 10 10 Frequency..... grid The plot shown below is the phase (not magnitude) response. R2=15000.*w0. fprintf('R3 = %5.. R3=13000. w0=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*R2). w0=12/(13*T0)..0f Ohms \t'./pi). C2=2*10^(−9). C1=10^(−8).angle(Gw). This filter has very good phase response but poor magnitude response. fprintf(' \n').0f Ohms \t'. C2=2*10^(−9).*180. a=3.... We will use MATLAB for all computations.. K=2.. These are shown in the MATLAB script below. f=1:10:100000. R1=7500. Hz').^2)./(s.*s+b. T0=100 microseconds.. ylabel('Phase Angle in degrees').^2+a.0 K % K=2. a=3. Part II of the script is as follows: % % PART II − Plot with standard resistors R1=7. title('2nd Order Bessel Filter Response'). R2=15. R2=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*w0).*K...*w0. Hz .R2). xlabel('Frequency.R3) R1 = 7486 Ohms R2 = 14971 Ohms R3 = 13065 Ohms We choose standard resistors as close as possible to those found above. b=3.. b=3. The group delay (the slope at a particular frequency) is practically flat at frequencies near DC.Solutions to End-of-Chapter Exercises The plot shown below is the phase (not magnitude) response. fprintf('R2 = %5..R1). R1=R2/K.5 K.0f Ohms \t'. C1=10^(−8). Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Gw=(3. % MFB 2nd order Bessel filter. Third Edition Copyright © Orchard Publications 11−101 . s=w*j.log scale 10 10 5.*w0. R3=13. semilogx(f.. fprintf('R1 = %5....

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

2 α A ( ω ) = -------------------------------------------.56).4) r = (s+. s 6 .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.(1) 2 2 1 + ε Ck ( ω ⁄ ωC ) and with ω C = 1 and k = 3 . Third Edition Copyright © Orchard Publications 11−103 . we use the following MATLAB script.41492978*s^2+2. Page 11−26.614014906886*s +1. syms w.5 dB ripple.9240*i) expand(r) ans = s^4+2.61s + 3.3827+.4125 and with these values (1) is written as 2 α A ( ω ) = -----------------------------------------------------------2 3 1 + 0.3827*i)*(s+.48)..9240*i)*(s+... Page 11−26.49).0004706353613841 and thus 1 G ( s ) = ---------------------------------------------------------------------------4 3 2 s + 2.4125 ⋅ ( 4 ω – 3 ω ) To express the denominator in polynomial form. that Ck = C3 = ( 4 ω – 3 ω ) 2 2 3 2 Also. denA=1+0.9240−.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.5 ⁄ 10 ) – 1 = 0. s 4 .4125*expand((4*w^3−3*w)^2). and s 8 . we choose the roots s 2 . with 1. Page 11−29.3827−. r=vpa(denGs. To express the denominator in polynomial form we use the following MATLAB script: denGs=(s−s2)*(s−s4)*(s−s6)*(s−s8).9240+. from (11. From (11. we find from (11.3827*i)*(s+.6134*s^3+3.61s + 1 7. ε = 10 2 ( 1.

11−104 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Rp.25 sec.+ 1 2 ( z – 1 ) + TS ( z + 1 ) ( TS + 2 ) z + ( TS – 2 ) ----⋅ TS z + 1 9. 1 ⁄ RC G ( s ) = ----------------------s + 1 ⁄ RC and with RC = 1 .----------. 1 G ( s ) = ---------s+1 G(z) = G(s) 2 z–1 . However.wdp. and solving for ω d we find that ω d = 2 tan –1 ( ω a T S ) ⁄ 2 = 0. % We divide by pi to normalize the digital cutoff frequency.'high'). with ω C = ω a yields ω C = ω a ⋅ T S = 4 × 0. Therefore we will compute G 1 ( z ) with pre−warping using the following MATLAB script.Chapter 11 Analog and Digital Filters 2 α A ( ω ) = ------------------------------------------------------------------------6 4 2 6. wdp=2*atan(wc*Ts/2)/pi. % With prewarping it is related to wc by wdp=2*arctan(wc*Ts/2). sampling period Ts=0. Third Edition Copyright © Orchard Publications . % fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n').86).4f \t'.85). fprintf('%8.6 ω – 9. with % pass band % ripple of 3 dB. % N=2. % Pass−band ripple in dB Ts=0. Page 11−54.7125 ω + 1 8. fprintf(' \n').⋅ ----------s = ----TS z + 1 TS ( z + 1 ) TS ( z + 1 ) TS ( z + 1 ) ⁄ ( TS + 2 ) 1 = ------------------------------------------------.Dz]=cheby1(N.= ----------------------------------------------------G ( z ) = ---------------------------------..[Nz]).9 ω + 3. The approximation of (11.25 = 1 . Page 11−54. [Nz. % Analog cutoff frequency % Let wd be the discrete time radian frequency.9273 and this value is not very close to unity. using the exact relation of (11. % # of poles Rp=3. % This script designs a 2−pole Chebyshev Type 1 high−pass digital filter with % analog cutoff frequency wc=4 rads/sec.= ------------------------------------------------z–1 z + ( TS – 2 ) ⁄ ( TS + 2 ) 2. This frequency is related to % the continuous time radian frequency wc by wd=Ts*wc with no pre−warping. % Sampling period wc=4.25. % To obtain the digital cutoff frequency without prewarping we use the relation % wd=(wc*Ts)/pi.

[Dz]).7153z + 0.4963 and thus the transfer function and the plot with pre−warping are as shown below.5 2 Frequency (rads/sec) 2.3914 --------------------------------------------------------------------G 1 ( z ) = 0. % w=0:2*pi/300:pi. [Nz.7153 0. xlabel('Frequency (rads/sec)'). % # of poles Rp=3.6 |H| 0.3914 The denominator D(z) coefficients in descending powers of z are: 1.2 0 0 0.Dz]=cheby1(N.0000 -0.3914 -0. fprintf(' \n').abs(Gz)). % Analog cutoff frequency wd=(wc*Ts)/pi. % fprintf('Press any key to see the plot \n').wd. pause.5 1 1. Gz=freqz(Nz.4963 1 High--Pass Digital Filter with prewarping 2 0.Dz.Solutions to End-of-Chapter Exercises fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n'). we will compute G 2 ( z ) without pre−warping using the following MATLAB script: N=2. Third Edition Copyright © Orchard Publications 11−105 .8 0.Rp.4f \t'. % Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. plot(w.25. grid.3914z 2 z – 0. % Sampling period wc=4. % Pass band ripple in dB Ts=0.'high'). fprintf('%8.7829 0. – 0.5 Next.w).5 3 3. ylabel('|H|').4 0. title('High−Pass Digital Filter with pre−warping') The numerator N(z) coefficients in descending powers of z are: 0.7829z + 0.

3689 The denominator D(z) coefficients in descending powers of z are: 1.5 3 3.7377z + 0. fprintf(' \n').4 0.[Nz]). Gz=freqz(Nz.w).7377 0. title('High−Pass Digital Filter without pre−warping') The numerator N(z) coefficients in descending powers of z are: 0.3689 -0.2 0 0 0.3689z --------------------------------------------------------------------2 z – 0.5 2 Frequency (rads/sec) 2. Third Edition Copyright © Orchard Publications .Dz. ylabel('|H|').5 1 1.abs(Gz)). fprintf('%8.4f \t'. % w=0:2*pi/300:pi.6028 0.[Dz]). – 0.8 0.6028z + 0.5 11−106 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. % fprintf('Press any key to see the plot \n'). grid.3689 G 2 ( z ) = 0.Chapter 11 Analog and Digital Filters fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n'). plot(w.4814 and thus the transfer function and the plot without pre-warping are as shown below. pause. xlabel('Frequency (rads/sec)').4814 High-Pass Digital Filter without prewarping 2 1 0.4f \t'. fprintf('%8.0000 -0. fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n'). fprintf(' \n').6 |H| 0.

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

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

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

1.2 Find the roots of the polynomial p 2 ( x ) = x – 7x + 16x + 25x + 52 5 4 2 Solution: There is no cube term. p2=[1 −7 0 16 25 52] p2 = 1 -7 0 16 25 52 roots_ p2=roots(p2) roots_p2 = 6. the conjugate of a complex number A = a + jb is A∗ = a – jb A−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Of course. Compute the coefficients of this polynomial. Example A. Third Edition Copyright © Orchard Publications . complex roots always occur in complex conjugate* pairs.4 Polynomial Construction from Known Roots We can compute the coefficients of a polynomial.3 It is known that the roots of a polynomial are 1. and 4 . where we have defined the polynomial as p2. and two complex roots. Example A.3366 .3366 + 1. 3.7428 -1. we must enter zero as its coefficient. 2. from a given set of roots.5711 -0. with the poly(r) function where r is a row vector containing the roots. * By definition. The roots are found with the statements below.Appendix A Introduction to MATLAB® We observe that MATLAB displays the polynomial coefficients as a row vector. therefore.3202i -0.5014 2. The result indicates that this polynomial has three real roots. and the roots as a column vector. and the roots of this polynomial as roots_ p2.3202i A.

0000. with the given roots as elements of this vector. 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. 4 + j5.4 It is known that the roots of a polynomial are – 1. say r3 .5. Third Edition Copyright © Orchard Publications A−5 . then. – 2. say r4 . Find the coefficients of this polynomial. – 3.0000 Column 5 -4. and 4 – j5 . Example A.0000+ 5.0000 -2. 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. we find the coefficients with the poly(r) function as shown below. with the given roots.0000i poly_r4 = 1 14 100 340 499 246 Therefore.Polynomial Construction from Known Roots Solution: We first define a row vector. Solution: We form a row vector.0000 -3. r4=[ −1 −2 −3 4+5j 4−5j ] r4 = Columns 1 through 4 -1. and we find the polynomial coefficients with the poly(r) function as shown below.1.0000i poly_r4=poly(r4) -4.

Solution: p5=[1 −3 0 5 −4 3 2].b) function. A−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. polyder(p) − produces the coefficients of the derivative of a polynomial p.d) − divides polynomial c by polynomial d and displays the quotient q and remainder r. Third Edition Copyright © Orchard Publications . % val_minus3=polyval(p5.Appendix A Introduction to MATLAB® 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. Example A.5 Evaluate the polynomial p 5 ( x ) = x – 3x + 5x – 4x + 3x + 2 6 5 3 2 (A.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. Example A.r]=deconv(c. −3) % Evaluate p5 at x=−3.5 Evaluation of a Polynomial at Specified Values The polyval(p.1) at x = – 3 . % These are the coefficients of the given polynomial % The semicolon (.b) − multiplies two polynomials a and b [q.x) function evaluates a polynomial p ( x ) at some specified value of the independent variable x .) after the right bracket suppresses the % display of the row vector that contains the coefficients of p5.

Compute the derivative ----d dx 6 4 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. p4=[2 −8 0 0 4 10 12].p4) q = 0.7 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].p 5 using the polyder(p) function. -8 34 18 -24 11 -74 – 6x 5 10 -88 9 78 8 166 7 174 6 108 p 1 ⋅ p 2 = 2x – 8x + 34x + 18x – 24x 4 3 2 – 74x – 88x + 78x + 166x + 174x + 108 Example A. [q.p2) % The coefficients of p1 % The coefficients of p2 % Multiply p1 by p2 to compute coefficients of the product p1p2 p1p2 = 2 -6 Therefore. p2=[2 0 −8 0 4 10 12].5000 r = 0 Therefore. p1p2=conv(p1. Third Edition Copyright © Orchard Publications A−7 . q = 0.r]=deconv(c.r]=deconv(p3.5 r = 4x – 3x + 3x + 2x + 3 5 4 2 4 -3 0 3 2 3 Example A.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].8 Let p 5 = 2x – 8x + 4x + 10x + 12 .

0. Commas will display the results whereas semicolons will suppress the display. that is. den=[1 0 −4 0 2 5 6].7. Example A.4186 . roots_num=roots(num).4186 + 1.2) where some of the terms in the numerator and/or denominator may be zero. der_p5=polyder(p5) % The coefficients of p5 % Compute the coefficients of the derivative of p5 der_p5 = 12 Therefore.1.9 Let 5 4 2 p num x – 3x + 5x + 7x + 9 R ( x ) = ----------.6 Rational Polynomials Rational Polynomials are those which can be expressed in ratio form. 0 -32 0 8 10 d ----.9961i -1. Solution: num=[1 −3 0 5 7 9].1633 A−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.= -------------------------------------------------------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.3370 . as bn x + bn – 1 x + bn – 2 x + … + b1 x + b0 ( x ) = -----------------------------------------------------------------------------------------------------------------------------------------R ( x ) = Num m m–1 m–2 Den ( x ) am x + am – 1 x + am – 2 x + … + a1 x + a0 n n–1 n–2 (A.9961i 2. we can write MATLAB statements in one line.0712i -0. if we separate them by commas or semicolons.3370 + 0. We can find the roots of the numerator and denominator with the roots(p) function as before.0712i -0. 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. using the roots(p) function. Third Edition Copyright © Orchard Publications .

9971 (−0.4186 + 1.0512 (−0.3370 – j0.0.9870i) ans = 1.1633 ) ( x + 0. in a quadratic equation of the form x 2 + bx + c = 0 whose roots are x 1 and x 2 .3370−0.9870 ) ( x + 1.3370 + j0.9304 -1.6740x + 1.3520x + 3.9304 ) ( x + 0.3370+ 0.9304 ) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.4922i)*(1.8372x + 6.0.0186 Thus.1633 ) R ( x ) = ----------.9971 ) ( x + 0.1058 ) ( x + 1.0186 ) ( x + 1.9961i) ans = 1.9961i)*(−0.0712 ) ( x + 1.4922 ) ( x + 1.Rational Polynomials roots_den = 1.9870i 1. 2 2 p num ( x – 4. that is.2108 – j 0.2108+ 0.9870i)*(−0.1058 (1.0712i) ans = 6.2108 + j0. Accordingly.0712i)*(2.4922i -0.4922i) ans = 3. x 1 ⋅ x 2 = c .2108 . while the product of the roots is equal to the constant term c . Third Edition Copyright © Orchard Publications A−9 .0000 As expected. the complex roots occur in complex conjugate pairs. then we multiply the complex conjugate roots to obtain the constant term c using MATLAB as follows: (2. that is.6760 – j0.4186 −1.4922i -0.0512 ) ( x + 0. – ( x 1 + x 2 ) = b .2108 + 0.= ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------2 2 p den ( x – 3.0000 ) ( x + 1.6760 .9961 ) ( x + 0.4186 – j1.9870 ) ( x + 0.0000 ) We can also express the numerator and denominator of this rational function as a combination of linear and quadratic factors.6760 + j0. We recall that.9870i -1.9961 ) and for the denominator. we have the factored form p num = ( x – 2. we form the coefficient b by addition of the complex conjugate roots and this is done by inspection. we have p den = ( x – 1.4922 ) ( x – 1. the negative sum of the roots is equal to the coefficient b of the x term.2108−0.6760 + 0.6760−0.4216x + 1.4186 + j1. For the numerator.0712 ) ( x – 2.6760+ 0.

1. They are discussed in detail in MATLAB’s Users Manual. Third Edition Copyright © Orchard Publications .10 A−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.9971)*(x^2+0.q) function is used with numeric expressions only. polynomial coefficients.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. We must remember that the conv(p.8372*x+6. we want to plot a set of ordered pairs. Example A.1058)*(x+1.10 Consider the electric circuit of Figure A. Before using a symbolic expression. we must create one or more symbolic variables such as x.1.7 Using MATLAB to Make Plots Quite often.6740*x+1. A R1 R2 C V L Figure A. that is. 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. and so on.y) command that plots y versus x. Electric circuit for Example A. A. y. while the amplitude was held constant. where x is the horizontal axis (abscissa) and y is the vertical axis (ordinate). For our example. For the present.9 above with MATLAB’s Symbolic Math Toolbox which is a collection of tools (functions) used in solving symbolic expressions. We can use the same procedure to verify the denominator. This is a very easy task with the MATLAB plot(x. t. where the radian frequency ω (radians/second) of the applied voltage was varied from 300 to 3000 in steps of 100 radians/second. we find that is the same as the numerator of the given rational expression in polynomial form. 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.Appendix A Introduction to MATLAB® We can check this result of Example A.

751 120. If a statement.481 58.104 97..Using MATLAB to Make Plots The ammeter readings were then recorded for each frequency..717 46.789 71. Also.751 120.240 54. 48.122 42.286 44.184 97.339 52.. Solution: We cannot type ω (omega) in the MATLAB Command prompt.603 81.) to suppress the display of numbers that we do not care to see on the screen. so we will use the English letter w instead.589 71. or a row vector is too long to fit in one line.353 103.. and we press Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Of course.10 ω (rads/s) 300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 |Z| Ohms 39.437 222. Third Edition Copyright © Orchard Publications A−11 . 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000].603 81.665 140.717 46..052 145.088 73. The magnitude of the impedance |Z| was computed as Z = V ⁄ A and the data were tabulated on Table A.83 266..588 67. TABLE A.056.588 67. that is..1 Table for Example A.339 52. The data are entered as follows: w=[300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 1700 1800 1900.437 222. |Z| versus radian frequency ω .182 436.1.111.845]..052 145.353 103.513 62.182 436. as mentioned before.611 51..286 44..088 73.481 58.845 Plot the magnitude of the impedance.032 187.182 40.830 266.182 40. we use the semicolon (.240 54. it can be continued to the next line by typing three or more periods.513 62.032 187. 1014. then pressing <enter> to start a new line.665 140.428 48..056 1014.432 38. and continue to enter data.938 469.122 42. we simply type w or z.432 38.. This is illustrated below for the data of w and z. 90. if we want to see the values of w or z or both.111 ω (rads/s) 1700 1800 1900 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000 |Z| Ohms 90.468. % z=[39.611 51.938 469.

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

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

plot(x.x. last_value. The first line of the script below has the form linspace(first_value.02*pi:2*pi or x = (0: 0. % The x−axis must be specified for each function grid on. An alternate function is x=first: increment: last and this specifies the increments between points but not the number of data points.v). % pi is a built−in function in MATLAB. text(4.85.’string’) is similar to gtext(‘string’).5 sin(x+2*pi/3) sin(x+4*pi/3) 0 -0.y. 2*pi. 1 sin(x) 0. It places a label on a plot in some specific location specified by x and y.4. 'sin(x+4*pi/3)') These three waveforms are shown on the same plot of Figure A. 0.y. Three−phase waveforms A−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. number_of_values) This function specifies the number of data points but not the increments between data points. text(2. y=sin(x). The script for the 3−phase plot is as follows: x=linspace(0. 0.u.75. 'sin(x)').95. we can move the cross−hair to the position where we want our label to begin. Third Edition Copyright © Orchard Publications . The command text(x.4.65. and string is the label which we want to place at that location. 0. We will illustrate its use with the following example which plots a 3−phase sinusoidal waveform.x. u=sin(x+2*pi/3). v=sin(x+4*pi/3). and we press <enter>.65.02: 2)*pi instead. % we could have used x=0:0.65. % turn grid and axes box on text(0. box on. 60).Appendix A Introduction to MATLAB® the mouse. 'sin(x+2*pi/3)').5 -1 0 1 2 3 4 5 6 7 Figure A.

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

y. This must be done for each plot. z= −2.Appendix A Introduction to MATLAB® Example A.z).*x. It must be placed after the plot(x. Three dimensional plot for Example A. * This statement uses the so called dot multiplication.’string’) command will place string beginning at the co−ordinate (x.y) or plot3(x. and exponential operators are preceded by a dot. Third Edition Copyright © Orchard Publications .5. dot division.z) on the plot. A−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.y.y. grid on and box off are the default states.11 In a two−dimensional plot.3) We arbitrarily choose the interval (length) shown on the script below. and dot exponentiation where the multiplication. The three−dimensional text(x. y= x.z) commands.11 Plot the function Solution: x= −10: 0. division.5. These important operations will be explained in Section A. we can set the limits of the x− and y−axes with the axis([xmin xmax ymin ymax]) 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. or on the same line without first executing the plot command.*y.^2−1.5: 10. grid z = – 2x + x + 3y – 1 3 2 (A. For three−dimensional plots. % 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. 3000 2000 1000 0 -1000 -2000 10 5 0 -5 -10 -10 -5 0 5 10 Figure A.y.z.9. plot3(x.^3+x+3. Likewise.

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

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

a column vector can be written either as b=[−1. We observe that A is defined as a row vector whereas B is defined as a column vector. the elements of a column vector must be separated by semicolons. is to write it first as a row vector. consisted of one row and multiple columns. A*B = [ a 1 b 1 + a 2 b 2 + a 3 b 3 + … + a n b n ] = sin gle value (A. 6. and then transpose it into a column vector. 6. as indicated by the transpose operator (′). Third Edition Copyright © Orchard Publications A−19 . 1. MATLAB produces the same display with either format. and thus are called row vectors. such a those that contained the coefficients of polynomials. b=[−1.5) Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 3. 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. If an array has one column and multiple rows. is performed with the matrix multiplication operator (*). Here. 3. the arrays [ a b c … ] . multiplication of the row vector A by the column vector B . and Exponentiation In Section A. MATLAB uses the single quotation character (′) to transpose a vector. 11] or as b=[−1 3 6 11]' As shown below. An easier way to construct a column vector. 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. Division. it is called a column vector. We recall that the elements of a row vector are separated by spaces. Then. To distinguish between row and column vectors. Thus.2.Multiplication.

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

* exp(−3 .Multiplication. division. As an example.12 above. Third Edition Copyright © Orchard Publications A−21 . as illustrated in Examples A.∗ 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]. C. the division (/) and exponentiation (^) operators. Example A. are used for matrix division and exponentiation.) and the multiplication.^2 . Division.11 and A.* t) + t . % Define t−axis in 0. whereas dot division (.7) in the 0 ≤ t ≤ 5 seconds interval.01 increments y=3 . Note: A dot (.* exp(−4 . D=[−2 6 −3 8 7]. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling./) and dot exponentiation (.* sin(2 .y).* cos(5 . and exponentiation operators. Solution: The MATLAB script for this example is as follows: t=0: 0.13') The plot for this example is shown in Figure A. We must remember that no space is allowed between the dot (. and Exponentiation This product is another row vector with the same number of elements. title('Plot for Example A./ (t+1). xlabel('t').*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.8.13 Write the MATLAB script that produces a simple plot for the waveform defined as y = f ( t ) = 3e –4 t 2 cos 5t – 2e –3 t t sin 2t + ---------t+1 (A. ylabel('y=f(t)').01: 5.* t) .) is never required with the plus (+) and minus (−) operators. let and C = [1 2 3 4 5] D = [ –2 6 –3 8 7 ] Dot multiplication of these two row vectors produce the following result. plot(t. C.* t) . as the elements of C and D . grid.^) are used for element− by−element division and exponentiation.* t)−2 .

division.2 × 10 – 16 . w = sin 2x ⋅ cos 2x.5 2 2. ymin and ymax.Appendix A Introduction to MATLAB® 5 4 3 y=f(t) Plot for Example A.5 4 4. This is because the last term (the rational fraction) of the given expression. say as – 3 ≤ t ≤ 3 .13 2 1 0 -1 0 0.8. There are no commas between these four arguments. Third Edition Copyright © Orchard Publications . defined the time interval starting with a negative value equal to or less than – 1 . z = cos 2x. This command must be placed after the plot command and must be repeated for each plot. A−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. xmax. v = sin 2x ⁄ cos 2x in the interval 0 ≤ x ≤ 2 π using 100 data points. in this example.5 t 3 3. The command axis([xmin xmax ymin ymax]) scales the current plot to the values specified by the arguments xmin. Use the subplot command to display these functions on four windows on the same graph. and also MATLAB’s capability of displaying up to four windows of different plots.5 1 1.13 Had we. Example A. It will be used with the next example.14 Plot the functions y = sin 2x. we use the special MATLAB function eps. MATLAB would have displayed the following message: Warning: Divide by zero. The following example illustrates the use of the dot multiplication.5 5 Figure A. To avoid division by zero. which is a number approximately equal to 2. is divided by zero when t = – 1 . and exponentiation. Plot for Example A. the axis([xmin xmax ymin ymax]) command. the eps number.

/ (z+eps). We will introduce the real(z) and imag(z) functions that display the real and imaginary parts of the complex quantity z = x + iy.5 0 0 2 2 4 2 6 0 0 2 2 4 2 6 w=(sinx) *(cosx) 0. axis([0 2*pi 0 400]). y=(sin(x). Subplots for the functions of Example A.100). plot(x. These subplots are shown in Figure A. and the angle(z) functions that compute the absolute value (magnitude) and phase angle of the complex quantity z = x + iy = r ∠θ. title('v=(sinx)^2/(cosx)^2').w). the abs(z).^ 2). We will also use the polar(theta. plot(x.5 0.^ 2). Third Edition Copyright © Orchard Publications A−23 . subplot(224). title('y=(sinx)^2').Multiplication. 1 y=(sinx)2 1 z=(cosx)2 0. z=(cos(x). subplot(222).1 0 0 2 4 6 0 0 2 4 6 Figure A.% add eps to avoid division by zero subplot(221).9.3]). plot(x.y).2*pi.z). axis([0 2*pi 0 0. Division.% upper left of four subplots plot(x.2 400 v=(sinx) /(cosx) 200 0. and Exponentiation Solution: The MATLAB script to produce the four subplots is as follows: x=linspace(0. axis([0 2*pi 0 1]).r) function that produces a plot in polar coordinates.* z. axis([0 2*pi 0 1]). v=y. theta Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. % upper right of four subplots % lower left of four subplots % lower right of four subplots title('z=(cosx)^2').9.14 The next example illustrates MATLAB’s capabilities with imaginary numbers.v). subplot(223). where r is the magnitude. title('w=(sinx)^2*(cosx)^2'). % Interval with 100 data points w=y.

and capacitance. w=0: 1: 2000.15 With the given values of resistance. % Define interval with one radian interval.. for simplicity.1 H Z ab b Figure A.1 .1 ω – 10 ⁄ ω ) 4 6 (A.. z=(10+(10 . Third Edition Copyright © Orchard Publications . Solution: The MATLAB script below computes the real and imaginary parts of Z ab which. xlabel('radian frequency w')..real_part). Plot Re { Z } (the real part of the impedance Z) versus frequency ω../ (w+eps)) .Appendix A Introduction to MATLAB® is the angle in radians.10. % % The first five statements (next two lines) compute and plot Re{z} real_part=real(z). b. a 10 Ω 10 Ω 10 μF 0.^5. grid A−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.15 Consider the electric circuit of Figure A.. ylabel('Real part of Z').* (0.. and plots these as two separate graphs (parts a & b). c.* w −10. are denoted as z ./ (w+eps)))). Plot the impedance Z versus frequency ω in polar coordinates. Example A. It also produces a polar plot (part c)./ (10 + j .10. Electric circuit for Example A.* 10 . 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.^ 6 . inductance.... plot(w. Plot Im { Z } (the imaginary part of the impedance Z) versus frequency ω.8) a.^ 4 −j . and the round(n) function that rounds a number to its nearest integer.

15 % The next five statements (next two lines) compute and plot Im{z} imag_part=imag(z).. ylabel('Imaginary part of Z').Multiplication... Plot for the real part of the impedance in Example A.11.12... 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 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. Division. theta=angle(z). plot(w.. rndz=round(abs(z)). % Computes |Z|. % Rounds |Z| to read polar plot easier.15 % The last six statements (next five lines) below produce the polar plot of z mag=abs(z). polar(theta. grid Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.imag_part). % Computes the phase angle of impedance Z.. xlabel('radian frequency w').rndz). Third Edition Copyright © Orchard Publications A−25 . % Angle is the first argument ylabel('Polar Plot of Z'). Plot for the imaginary part of the impedance in Example A...

where f is a string containing the name of a real−valued function of a single real variable.m. but the file name must have the extension .13. A script file consists of two or more built−in functions such as those we have discussed thus far. Polar plot of the impedance in Example A. and flexible MATLAB is. A. or returns NaN if the search fails.^ 3 + cos(3. a script file is one which was generated and saved as an m−file with an editor such as the MATLAB’s Editor/Debugger.m For the next example.* x) is a function file and must be saved as myfunction. A function file is a user−defined function using MATLAB.15 clearly illustrates how powerful. the equal sign ( = ). The first line of a function file must contain the word function.15 Example A. we will use the following MATLAB functions: fzero(f. Both types are referred to as m−files since both require the . We use function files for repetitive tasks.10 Script and Function Files MATLAB recognizes two types of files: script files and function files. the script for each of the examples we discussed earlier. For example.m extension. fast. A−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the function file consisting of the two lines below function y = myfunction(x) y=x. Third Edition Copyright © Orchard Publications .Appendix A Introduction to MATLAB® 90 120 150 Polar Plot of Z 500 1500 1000 60 30 180 0 210 240 270 300 330 Figure A. Generally. make up a script file. Thus. and returns that value. and the input argument enclosed in parentheses. MATLAB searches for a value near a point where the function f changes sign. accurate. followed by the output argument.x) − attempts to find a zero of a function of one variable. The function name and file name must be the same.

/ ((x−0. and the maximum values of the function 1 1 f ( x ) = --------------------------------------.04 (A. which we mentioned earlier. The string fcn must be the name of an m−file function or a string with variable x .1 and A. Example A. plot(x.^ 2 + 0.– --------------------------------------. x=−1. We can avoid division by zero using the eps number.14.9) in the interval – 1.Script and Function Files Important: We must remember that we use roots(p) to find the roots of polynomials only.01) −1.– 10 2 2 ( x – 0. 100 80 60 40 20 0 -20 -40 -1.14. and minima using the following script. Third Edition Copyright © Orchard Publications A−27 .2. NaN (Not−a−Number) is not a function.16 Find the zeros.01: 1. ∞ ⁄ ∞ .5: 0. Plot for Example A. y=1. the minimum.2).5 1 1.1).01 ( x – 1.04) −10.5 ≤ x ≤ 1. maxima.^ 2 + 0.5 -1 -0.5 Figure A.lims) − plots the function specified by the string fcn between the x−axis limits specified by lims = [xmin xmax]. it is MATLAB’s response to an undefined expression such as 0 ⁄ 0 . fplot(fcn. grid The plot is shown in Figure A.5. such as those in Examples A.2 ) + 0./ ((x−1.5 0 0.16 using the plot command Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. or inability to produce a result as described on the next paragraph.5 Solution: We first plot this function to observe the approximate zeros. Using lims = [xmin xmax ymin ymax] also controls the y−axis limits.y).1 ) + 0.

5 -1 -0. we choose New. we can use the fplot(fcn.14.01)−1/((x−1.5]). from the File drop menu on the Command Window. As expected.m function m−file with the following script: function y=funczero01(x) % Finding the zeros of the function shown below y=1/((x−0.Appendix A Introduction to MATLAB® The roots (zeros) of this function appear to be in the neighborhood of x = – 0.16 using the fplot command We will use the fzero(f. Plot for Example A.1)^2+0. this plot is identical to the plot of Figure A. The MATLAB script below will accomplish this.lims) command to plot f ( x ) as follows: fplot('funczero01'. fprintf('The roots (zeros) of this function are r1= %3. −0.y) command as shown in Figure A. Third Edition Copyright © Orchard Publications .x) function to compute the roots of f ( x ) in Equation (A. approximately.m to it.3).5 Figure A. x1= fzero('funczero01'.5 1 1. To save this file.3 .2). and when the Editor Window appears. 0. approximately.4f \n'.4f'. Now. Next.15.5 1. we type the script above and we save it as funczero01.2 where.14 which was obtained with the plot(x. y max = 90 . grid This plot is shown in Figure A.2)^2+0. x2= fzero('funczero01'. fprintf(' and r2= %3.15.04)−10. x2) A−28 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. [−1.2 and x = 0. y min = – 34 . MATLAB appends the extension .9) more precisely. The maximum occurs at approximately x = 0.5 0 0. 100 80 60 40 20 0 -20 -40 -1. x1).1 where. we define and save f(x) as the funczero01. and the minimum occurs at approximately x = 1.

produces the following: ans = 0.Script and Function Files MATLAB displays the following: The roots (zeros) of this function are r1= -0.6585 . Third Edition Copyright © Orchard Publications A−29 .1) ^ 2 + 0.0. we use the following MATLAB script: syms x ymin zmin. grid and the plot is shown in Figure A.01) −1 / ((x−1.04)+10..1).5. we substitute it into f ( x ) . x=1./((x−0.01)−1/((x−1. ymin=1/((x−0.3437i ans = 0. From elementary calculus. This function is no longer used in MATLAB and thus we will compute the maxima and minima from the derivative of the given function.04)−10. To find the value of y corresponding to this value of x.6585 + 0. This can be visualized by flipping the plot of a function f ( x ) upside−down.16.2012 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.04) −10 ymin = -34. 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 .1812 We can find the maximum value from – f ( x ) whose plot is produced with the script x=−1.^2+0. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1919 and r2= 0.01)+1.2012.1)^2+0. zmin=diff(ymin) zmin = -1/((x-1/10)^2+1/100)^2*(2*x-1/5)+1/((x-6/5)^2+1/25)^2*(2*x-12/5) When the command solve(zmin) is executed. MATLAB displays a very long expression which when copied at the command prompt and executed. that is.^2+0. ymax=−1.x1.01:1.2)^2+0.2) ^ 2 + 0.2)./((x−1.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 ) .15.3437i ans = 1.3788 The earlier MATLAB versions included the function fmin(f. plot(x. Thus.5:0. ymin=1 / ((x−0.2012 The real value 1.ymax). For this example we use the diff(x) function which produces the approximate derivative of a function...

Accordingly.5 -1 -0.2012 ans = 0.15 and A. A−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5 0 0.2)^2+0.01)−1/((x−1.0999 From the values above we choose x = 0.04)−10).3437i ans = 0. produces the following: ans = 0.16. we execute the following script to obtain the value of ymin .5 1 1.6585 .6585 + 0. ymax=−(1/((x−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.0. syms x ymax zmax.5 Figure A. This is accomplished with the MATLAB script below. Plot of – f ( x ) for Example A.16.3437i ans = 1. 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.Appendix A Introduction to MATLAB® 40 20 0 -20 -40 -60 -80 -100 -1. Third Edition Copyright © Orchard Publications .1)^2+0. MATLAB displays a very long expression which when copied at the command prompt and executed.0999 which is consistent with the plots of Figures A.

FORMAT LOOSE Puts the extra line-feeds back in. % Using this value find the corresponding value of ymax ymax=1 / ((x−0. or in short floating point format with four decimals if it a fractional number. SHORT Scaled fixed point format with 5 digits. FORMAT BANK Fixed format for dollars and cents.and blank are printed for positive. LONG Scaled fixed point format with 15 digits.333 Better of format short or format short e bank 33.3333e+01 Four decimal digits plus exponent short g 33. Spacing: FORMAT COMPACT Suppress extra line-feeds.2000 A. SHORT E Floating point format with 5 digits.1) ^ 2 + 0. LONG G Best of fixed or floating point format with 15 digits. . Some examples with different format displays age given below.Display Formats x=0. Third Edition Copyright © Orchard Publications A−31 .01) −1 / ((x−1.0999. format format format format format format short 33. The format displayed has nothing to do with the accuracy in the computations. negative. FORMAT may be used to switch between different output display formats as follows: FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT FORMAT Default.or zero are printed Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.33333333333334 16 digits short e 3. and zero elements.Imaginary parts are ignored.2) ^ 2 + 0. All computations in MATLAB are done in double precision. Same as SHORT. The output format can changed with the format command. FORMAT RAT Approximation by ratio of small integers. + The symbols +.33 two decimal digits + only + or .04) −10 ymax = 89.3335 Four decimal digits (default) long 33. LONG E Floating point format with 15 digits. HEX Hexadecimal format. SHORT G Best of fixed or floating point format with 5 digits.11 Display Formats MATLAB displays the results on the screen in integer format without decimals if the result is an integer number. The available MATLAB formats can be displayed with the help format command as follows: help format FORMAT Set output format. MATLAB performs all computations with accuracy up to 16 decimal places.

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

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

the natural response is the sum of the terms k 1 e be –s1 t –s t –s t – at and k 2 e –s2 t . B−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.3) Substituting the values of the circuit constants and rearranging we obtain: 1 d v C 4 dv C -. for comparison. non−homogeneous differential equation with constant coefficients.+ 4 -------2 dt dt 2 2 (B.+ 3v C = 3 ---------. 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) To appreciate Simulink’s capabilities. and thus the complete solution will consist of the sum of the forced response and the natural response. 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.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. three different methods of obtaining the solution are presented. 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.-------3 dt 2 3 dt dv C d vC .5) is a second−order. First Method − Assumed Solution Equation (B.Introduction to Simulink® d vC dv C . ISBN 0−9709511−5−9. Third Edition Copyright © Orchard Publications . are possible candidates since their derivatives have the same form but alternate in sign. Therefore.4) t>0 (B.---------. decaying exponentials of the form ke where k and a are constants.+ LC ---------. the solution cannot contain sinusoidal functions (sine and cosine) since the derivatives of these are also sinusoids. However. Also.+ 4 -------2 dt dt 2 dv C d vC . and the solution using Simulink follows.+ vC = u0 ( t ) .+ vC = u0 ( t ) RC -------2 dt dt 2 (B.+ 3v C = 3u 0 ( t ) ---------. Appendix B for a thorough discussion.+ -.

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

75 e + 0. vc(t) % The first derivative of y(t) y1 = 3/4*exp(-t)-3/4*exp(-3*t) y2=diff(y0.17) Second Method − Using the Laplace Transformation The transformed circuit is shown in Figure B.25e –t –3 t + 1 ) u0 ( t ) (B.25 .25s C 3 ⁄ 4s + VC ( s ) − Vs ( s ) = 1 ⁄ s + − I(s) 0. we find the expression for the current as dv C 4 ⎛ 3 –t 3 – 3t ⎞ – t – 3t .25*exp(−3*t)+1.2.12) and (B.16) Check with MATLAB: syms t y0=−0.75*exp(−t)+0. R 1 L 0.5 ⁄ s + V (0) C − Figure B. Transformed Circuit for Example B.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.16).1 B−4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.Introduction to Simulink® – k 1 – 3k 2 = 0 (B.75 and k 2 = 0. we obtain the total solution as v C ( t ) = ( – 0.2. y1=diff(y0) % Define symbolic variable t % The total solution y(t). Third Edition Copyright © Orchard Publications . for our example. By substitution into (B. the solution has been verified by MATLAB.15) Simultaneous solution of (B.= -.e – -i = i L = i C = C --------= e –e A -e ⎠ dt 3⎝ 4 4 (B. gives k 1 = – 0.8).15).-. Using the expression for v C ( t ) in (B.

= r 1 --. ‡ For an introduction to Laplace Transform and Inverse Laplace Transform. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ISBN 0−9709511−2−4. For distinction.5s + 2s + 31.75e + 0. please refer Chapters 2 and 3.– 0.⋅ ⎛1 .+ ------------------------------------------------s (s + 1) (s + 3) s(s + 1 )( s + 3) (B.+ 0.5s s(s + 3) 0.25 – 0.5s + 2s + 3 r 3 = --------------------------------s(s + 1) 2 2 2 = 1 s=0 = – 0.18) 0.75 s = –1 = 0.5 -----.+ --------------. 2 3 ⁄ 4s 0.+ v C = u 0 ( t ) ** Ri L + L -----dt * For derivation of the voltage division and current division expressions.Simulink and its Relation to MATLAB By the voltage division* expression.5 ------⎞ + 0.† we let 2 r2 r3 0. in State−Space and State Variables Analysis. this text.25 s = –3 and by substitution into (B. we will denote the Unit Step Function as u0 ( t ) .75.5s + 2s + 3 r 1 = --------------------------------(s + 1)(s + 3) + 2s + 3 --------------------------------r 2 = 0.25s + 3 ⁄ 4s ) ⎝ s s s ⎠ s s(s + 1)(s + 3) s ( s + 4s + 3 ) Using partial fraction expansion. please refer to Chapter 5.+ --------------0.= -------------------------------V C ( s ) = --------------------------------------------2 ( 1 + 0. ** Usually. † Partial fraction expansion is discussed in Chapter 3.18) 0. u ( t ) denotes any input.5s + 2s + 3.= -----------------------------------. Third Edition Copyright © Orchard Publications B−5 . For a detailed discussion on State−Space and State Variables Analysis.+ --------------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. this text.5 -----. please refer to Circuit Analysis I with MATLAB Applications.25e –t – 3t Third Method − Using State Variables di L . this text.5 .= 1 -.5s + 2s + 3.

Example 5.20) and dv C · 2 = -------x dt (B.22). we define the state variables x 1 = i L and x 2 = v C . (B.10. that is. Then. from (B.22) Therefore. L* · 1 = di x -----dt (B. we obtain di L 1 -.= – 4i L – 4v C + 4 dt (B. this text. or dv C i L = C -------dt dv C · ·2 = 4 --x . * The notation x † The detailed solution of (B.19) Next. Third Edition Copyright © Orchard Publications . and thus. B−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and (B. ·1 x x = –4 –4 1 + 4 u0 ( t ) · 3 ⁄ 4 0 x2 0 x2 (B.23) is given in Chapter 5.-----.20). Page 5−23.19).21) Also. we obtain the state equations · = – 4x – 4x + 4 x 1 1 2 · = 3 --x x 2 4 1 and in matrix form.Introduction to Simulink® By substitution of given values and rearranging.= ( –1 ) iL – vC + 1 4 dt or di L -----.23) yields · (x dot) is often used to denote the first derivative of the function x . x · = dx ⁄ dt .= Cx x 1 = i L = C -------3 2 dt ·2 = 3 --x x 4 1 (B.23) Solution† of (B.

all Simulink block diagrams will be referred to as models. In the MATLAB Command prompt. we can click on the Simulink icon shown in Figure B.25e –t – 3t Then.1 with Simulink To run Simulink. Let us express the differential equation of Example B.4.3.3. 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. the Commonly Used Blocks appear as shown in Figure B. Third Edition Copyright © Orchard Publications B−7 .– 3v C + 3u 0 ( t ) ---------.75 e + 0.5.25) Modeling the Differential Equation of Example B.24) – 3t and x 2 = v C = 1 – 0. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we type: simulink Alternately. Figure B.1 as 2 dv C d vC . It appears on the top bar on MATLAB’s Command prompt.* * Henceforth. we must first invoke MATLAB. the left side is referred to as the Tree Pane and displays all Simulink libraries installed.26) above is shown in Figure B.26) A block diagram representing relation (B.= – 4 -------2 dt dt (B.75e + 0.4. We will use Simulink to draw a similar block diagram. The Simulink icon Upon execution of the Simulink command.Simulink and its Relation to MATLAB x1 x2 = e –e –t –t – 3t – 3t 1 – 0. In Figure B. x1 = iL = e –e (B.25e –t (B.

Third Edition Copyright © Orchard Publications .26) To model the differential equation (B. Block diagram for equation (B. B−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.26) using Simulink. we click on the leftmost icon shown as a blank page on the top title bar. A new model window named untitled will appear as shown in Figure B. we perform the following steps: 1. On the Simulink Library Browser.5. The Simulink Library Browser d vC ---------2 dt 2 u0 ( t ) 3 Σ ∫ dt −4 dv C -------dt ∫ dt vC −3 Figure B.4.6.Introduction to Simulink® Figure B.

6. 4. 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. We point the mouse close to the connection point of the unit step function until is shows as a cross hair.6 where we choose Save as and name the file as Equation_1_26. Simulink will add the extension . We save file Equation_1_26 using the File drop menu on the Equation_1_26 model window (right side of Figure B.7. and all saved files will have this appearance.7. and on the right side we scroll down until we see the unit step function shown as Step. Third Edition Copyright © Orchard Publications B−9 .8). and draw a straight line to connect the two Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The Untitled model window in Simulink. We save this as model file name Equation_1_26. With reference to block diagram of Figure B. 3. If the Equation_1_26 model window is no longer visible. The gain block in Simulink is under Commonly Used Blocks (first item under Simulink on the Simulink Library Browser).8. and we drag it into the Equation_1_26 model window which now appears as shown in Figure B. it can be recalled by clicking on the white page icon on the top bar of the Simulink Library Browser. We choose the gain block and we drag it to the right of the unit step function.6 is the model window where we enter our blocks to form a block diagram. Model window for Equation_1_26. The window of Figure B.Simulink and its Relation to MATLAB Figure B.8.mdl file 2. With the Equation_1_26 model window and the Simulink Library Browser both visible. The new model window will now be shown as Equation_1_26. Figure B. See Figure B. See Figure B. we click on the Sources appearing on the left side list.mdl. See Figure B.8. We select it.5. we observe that we need to connect an amplifier with Gain 3 to the unit step function block. This is done from the File drop menu of Figure B.

See Figure B. Figure B. B−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.9.Introduction to Simulink® blocks.* We double−click on the gain block and on the Function Block Parameters. Third Edition Copyright © Orchard Publications . we change the gain from 1 to 3. Dragging the unit step function into File Equation_1_26 Figure B. then hold down the Ctrl key and left−click on the destination block.9. 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.8.

To complete the block diagram.10. and we label these as Gain 2 and Gain 3. and we change it to Integrator 1. File Equation_1_26 with the addition of two integrators 7. we add the Scope block which is found in the Commonly Used Blocks on the Simulink Library Browser.Simulink and its Relation to MATLAB 5. and we drag it into the Equation_1_26 model window. and we connect it to the output of the Add block. and on the Function Block Parameters window which appears. The adder block appears on the right side of the Simulink Library Browser under Math Operations. We double click it. we need to add a thee−input adder. We repeat this step and to add a second Integrator block. We then connect the output of the of the gain block to the first input of the adder block as shown in Figure B. File Equation_1_26 complete block diagram Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure B. we specify 3 inputs. We flip the pasted Gain blocks by using the Flip Block command from the Format drop menu. and we copy and paste it twice. Third Edition Copyright © Orchard Publications B−11 . we change the gains from to −4 and −3 as shown in Figure B. Finally. Then. We select it. Figure B.11. We click on the text “Integrator” under the first integrator block. Next.12. Figure B.12. we double−click on these gain blocks and on the Function Block Parameters window.11. From the Commonly Used Blocks of the Simulink Library Browser. we click on the Gain block. File Equation_1_26 with added gain block 6.10. we drag it into the Equation_1_26 model window. we choose the Integrator block. we change the text “Integrator 1” under the second Integrator to “Integrator 2” as shown in Figure B.

9.1 Another easier method to obtain and display the output v C ( t ) for Example B. B−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure B.14.14.13. we double click on the Scope block. Third Edition Copyright © Orchard Publications . We also need to specify the simulation time.1 with the State−Space block. is to use State− Space block from Continuous in the Simulink Library Browser. and 0. The initial conditions i L ( 0 − ) = C ( dv C ⁄ dt ) t=0 = 0 . and v c ( 0 ) = 0. This is done by specifying the simulation time to be 10 seconds on the Configuration Parameters from the Simulation drop menu. To see the output waveform. we obtain the waveform shown in Figure B. and then clicking on the Autoscale icon. Figure B.5 V are entered by dou- − ble clicking the Integrator blocks and entering the values 0 for the first integrator.1. as shown in Figure B. Obtaining the function v C ( t ) for Example B. The waveform for the function v C ( t ) for Example B. We can start the simulation on Start from the Simulation drop menu or by clicking on the icon.13.5 for the second integrator.Introduction to Simulink® 8.

We issue the command who to see those variables. This gives us the ability to delete or modify selected variables. From Equation B. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.14 writes its input to the workspace.15. Figure B.Simulink and its Relation to MATLAB The simout To Workspace block shown in Figure B.15. reside in the MATLAB Workspace. The data and variables created in the MATLAB Command window. Page B−6. This block writes its output to an array or structure that has the name specified by the block's Variable name parameter. Third Edition Copyright © Orchard Publications B−13 . ·1 x x = –4 –4 1 + 4 u0 ( t ) · 3 ⁄ 4 0 x2 0 x2 The output equation is or y = Cx + du y = [0 1] x1 x2 + [0 ]u We double−click on the State−Space block. and in the Functions Block Parameters window we enter the constants shown in Figure B. The Function block parameters for the State−Space block.23.

16.+ a 1 ------------3 -------3 2 4 dt dt dt dt 3 2 (B. and the initial conditions are y ( 0 ) = y' ( 0 ) = y'' ( 0 ) = y''' ( 0 ) = 0 .5. The waveform for the function v C ( t ) for Example B. and u ( t ) is any input. and then clicking on the Autoscale obtain the waveform shown in Figure B. 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.1 with the State−Space block.Introduction to Simulink® The initials conditions [ x1 x2 ]' are specified in MATLAB’s Command prompt as x1=0. Figure B. and to see the output waveicon. Example B. we form. Third Edition Copyright © Orchard Publications .2 A fourth−order network is described by the differential equation 4 y d y dy d y+a d .16.27) where y ( t ) is the output representing the voltage or current of the network. As before. we double click on the Scope block. to start the simulation we click clicking on the icon. a. x2=0.+ a0 y ( t ) = u ( t ) . We will express (B.+ a 2 ------.27) as a set of state equations B−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.

a 1. x 2.30) 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.32) In compact form. we will select appropriate values for the coefficients a 3. We denote the state variables as x 1. and using Simulink.125 [ ( 3 – t ) – 3t cos t ] 2 (B.28) is of fourth−order. we must define four state variables that will be used with the four first−order state equations. therefore. The differential equation of (B. x 3 . the output is where y = Cx + du Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.+ 2 ------2 4 dt dt 2 (B. and a 0 so that the new set of the state equations will represent the differential equation of (B. and x 4 .+ y ( t ) = sin t ------. has the solution y ( t ) = 0.31) 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 0 x2 + 0 u(t) x3 0 1 x4 x1 (B.29) In our set of state equations. (B. It is known that the solution of the differential equation 4 d y d y .32) is written as · = Ax + bu x (B. 1.28) subject to the initial conditions y ( 0 ) = y' ( 0 ) = y'' ( 0 ) = y''' ( 0 ) = 0 .Simulink and its Relation to MATLAB b.28).33) (B. and we relate them to the terms of the given differential equation as x1 = y ( t ) dy x 2 = ----dt d y x 3 = -------2 dt 2 d y x 4 = -------3 dt 3 (B. we will display the waveform of the output y ( t ) .34) Also. Third Edition Copyright © Orchard Publications B−15 . a 2.

36) 2.28) 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 x3 0 1 x4 x2 x1 (B. 0 b= 0.34) 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 . 0 1 · = x .35) and since the output is defined as relation (B. 0 b= 0.38) Since the output is defined as in matrix form it is expressed as B−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. By inspection. 0 1 · = x .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 . 1 0 x1 x= x2 x3 x4 y ( t ) = x1 . and u = u ( t ) (B. Third Edition Copyright © Orchard Publications .27) will be reduced to the differential equation of (B. and u = sin t (B. 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 .28) if we let a3 = 0 a2 = 2 a1 = 0 a0 = 1 u ( t ) = sin t and thus the differential equation of (B.

Block diagram for Example B. On the Simulink Library Browser we select Sources. and we save this model as Example_1_2.17. 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. −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. on the Simulink Library Browser we click on the Create a new model (blank page icon on the left of the top bar).2 We now double−click on the Signal Generator block and we enter the following in the Function Block Parameters: Wave form: sine Time (t): Use simulation time Amplitude: 1 Frequency: 2 Units: Hertz Next. We also add the Display block found under Sinks on the Simulink Library Browser.Simulink and its Relation to MATLAB x1 y = [1 0 0 0] ⋅ x2 x3 x4 + [ 0 ] sin t (B.17. we start Simulink by clicking on the Simulink icon. 0 0 0 1. we click and drag the State−Space block from the Continuous on Simulink Library Browser.39) We invoke MATLAB. and we click and drag the Scope block from the Commonly Used Blocks on the Simulink Library Browser . Third Edition Copyright © Orchard Publications B−17 . Figure B. 0 0 1 0. We connect these four blocks and the complete block diagram is as shown in Figure B. we drag the Signal Generator block on the Example_1_2 model window.

Introduction to Simulink® Absolute tolerance: auto Now. To see the output waveform. Example B. Third Edition Copyright © Orchard Publications . The model will display the values for the unknowns z 1 . a1=0. We change the Simulation Stop time to 25 . and we start the simulation by clicking on the icon.3 Using Algebraic Constraint blocks found in the Math Operations library.2 using four Integrator blocks by this approach would have been more time consuming. Examples B. we double click on the Scope block. x0=[0 0 0 0]’. and Gain blocks found in the Commonly Used Blocks library. then clicking on the Autoscale icon.2 have clearly illustrated that the State−Space is indeed a powerful block.17 shows the value at the end of the simulation stop time. Display blocks found in the Sinks library. z 2 . Waveform for Example B.18.18. we switch to the MATLAB Command prompt and we type the following: >> a0=1. Figure B. and z 3 in the system of the equations a1 z1 + a2 z2 + a3 z3 + k1 = 0 a4 z1 + a5 z2 + a6 z3 + k2 = 0 a7 z1 + a8 z2 + a9 z3 + k3 = 0 (B. a2=2.2 The Display block in Figure B.40) B−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1 and B. We could have obtained the solution of Example B. a3=0. we will create a model that will produce the simultaneous solution of three equations with three unknowns. we obtain the waveform shown in Figure B.

Simulink and its Relation to MATLAB The model is shown in Figure B. k1=−8. we observe the values of the unknowns as z 1 = 2 . a8=1.19. 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. a9=2. a5=5. Model for Example B. The output must affect the input through some feedback path. a7=−6. The block outputs the value necessary to produce a zero at the input. k2=−7.These values are shown in the Display blocks of Figure B.19. and z 3 = 5 . the Initial guess parameter is zero.. a4=1.. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Figure B.19. The Algebraic Constraint block constrains the input signal f ( z ) to zero and outputs an algebraic state z . By default. k3=5. a2=−3. z 2 = – 3 . This enables us to specify algebraic equations for index 1 differential/algebraic systems (DAEs). Third Edition Copyright © Orchard Publications B−19 . After clicking on the simulation icon. a3=−1.. we go to MATLAB’s Command prompt and we enter the following values: a1=2.3 Next. a6=4.

20. a9=15.. ISBN 0−9744239−7−1. Chapter 2.1. a5=6.20 show the values of z 1 .20† where in MATLAB’s Command prompt we have entered: a1=5. Then.19 represented as a subsystem The Display blocks in Figure B. The Subsystem block replaces the inputs and outputs of the model with Inport and Outport blocks.19 except the display blocks.Introduction to Simulink® An outstanding feature in Simulink is the representation of a large model consisting of many blocks and lines. B−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. We can double−click on the Subsystem block to see its contents. Third Edition Copyright © Orchard Publications . Page 2−2.1. Introduction to Simulink with Engineering Applications. This model can be seen by typing thermo in the MATLAB Command prompt. Section 2. k3=9. The model of Figure B. to be shown as a single Subsystem block. These blocks are described in Section 2. a7=−8. Introduction to Simulink with Engineering Applications. and z 3 for the values specified in MATLAB’s Command prompt. a4=11. a6=9.2 Simulink Demos At this time. we choose Create Subsystem from the Edit menu. and this model will be shown as in Figure B.* For instance. a3=4. a2=−1.. we can group all blocks and lines in the model of Figure B. the reader with no prior knowledge of Simulink.. Figure B. † The contents of the Subsystem block are not lost. * The Subsystem block is described in detail in Chapter 2. z 2 . should be ready to learn Simulink’s additional capabilities. the reader can follow the steps delineated in The MathWorks Simulink User’s Manual to run the Demo Models beginning with the thermo model. B. Page 2−2. It is highly recommended that the reader becomes familiar with the block libraries found in the Simulink Library Browser. k2=−6. ISBN 0−9744239−7−1. a8=4. k1=14.

Appendix C A Review of Complex Numbers T his appendix is a review of the algebra of complex numbers. we conclude that j = – 1 . In this case. Third Edition Copyright © Orchard Publications C− 1 .1. but it has been rotated counterclockwise by 90 ° . j = – j .1 Definition of a Complex Number In the language of mathematics. When this vector is rotated by another 90 ° for a total of 270 ° . i = – 1 . multiplication of this vector by the operator j will result in a new vector jA whose magnitude remains the same. its value becomes j ( – A ) = – j A . and thus its value is again A . if it is given that a vector A has the direction along the right side of the x−axis as shown in Figure C. Essentially. the square root of minus one is denoted as i . C. Also. jA j ( j A ) = j2 A = –A y 2 3 4 A x 2 j ( –j A ) = –j A = A j ( –A ) = j 3 A = –j A Figure C. A fourth 90 ° rotation returns the vector to its original position. and the exponential and polar forms are discussed and illustrated with examples. we will designate the x−axis (abscissa) as the real axis. Thus. In the electrical engineering field. 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. that is. The basic operations are defined and illustrated with several examples. another multiplication of the new vector jA by j will produce another 90 ° counterclockwise direction.1. Applications using Euler’s identities are presented. we denote i as j to avoid confusion with current i . The j operator Note: In our subsequent discussion. and j = 1 . j is an operator that produces a 90−degree counterclockwise rotation to any vector to which it is applied as a multiplying factor. the vector A has rotated 180 ° and its new value now is – A . Therefore.

By definition. the imaginary axis is just as important as the real axis. a = Re { A } and b = Im { A } where Re { A } denotes real part of A. Thus. For subtraction. A complex number is the sum (or difference) of a real number and an imaginary number. In other words. two complex numbers A and B where A = a + jb and B = c + jd . r is a real number and jr is an imaginary number. Thus. and an imaginary component equal to the sum of the imaginary components. Then. is a complex number. Find A + B and A – B Solution: and A + B = (3 + j4) + (4 – j2) = (3 + 4) + j(4 – 2) = 7 + j2 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. Third Edition Copyright © Orchard Publications .A Review of Complex Numbers just as “real” as the real axis. Thus. and also their imaginary parts are equal. C−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. by the operator j . are equal if and only if their real parts are equal. and b = Im { A } the imaginary part of A . say r . and B = 4 – j 2 .* An imaginary number is the product of a real number. the number A = a + jb where a and b are both real numbers. For example. if A = a + jb and B = c + jd then and A + B = (a + c) + j(b + d ) 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. we change the signs of the components of the subtrahend and we perform addition. A = B if and only if a = c and b = d .1 It is given that A = 3 + j 4 .

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

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

= --------------= tan θ a C cos θ –1 b ⎞ θ = tan ⎛ -- or ⎝a⎠ (C.7) b C sin θ -. we use the expression 2 2 a + jb = a +b e j ⎛ tan ⎝ –1 b⎞ -a⎠ (C.6) where the left side of (C. we obtain Then.6) is the exponential form. from (C.7) a + b = ( C cos θ ) + ( C sin θ ) = C ( cos θ + sin θ ) = C C 2 2 2 2 2 2 2 2 2 = a +b a +b 2 2 2 2 (C.8) Also. or C = (C. say a + jb .5) and (C.7). and thus Ce jθ = a + jb (C.Exponential and Polar Forms of Complex Numbers and e are known as the Euler’s identities. Multiplying (C.5) This expression represents a complex number. Equating real and imaginary parts in (C. we obtain a = C cos θ and b = C sin θ Squaring and adding the expressions in (C.10) To convert a complex number from exponential to rectangular form.6). Third Edition Copyright © Orchard Publications C− 5 . we use the expressions Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.9) To convert a complex number from rectangular to exponential form.4) = C cos θ + j C sin θ (C.3) by the real positive constant C we obtain: Ce jθ – jθ = cos θ – j sin θ (C. and the right side is the rectangular form.

4 Im 5 53. The components of 3 + j 4 Then.2. Example C. Third Edition Copyright © Orchard Publications .11) The polar form is essentially the same as the exponential form but the notation is different. Ce jθ = C ∠θ (C. 3 + j 4 b.1 ° = 5 ∠53. 3 + j4 = j ⎛ tan 3 +4 e ⎝ 2 2 –1 4⎞ -3 ⎠ = 5e j53. The real and imaginary components of this complex number are shown in Figure C.2.1° 3 Re Figure C.1 ° Check with MATLAB: C−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.12) is the exponential form. and the right side is the polar form.A Review of Complex Numbers Ce Ce jθ – jθ = C cos θ + j C sin θ = C cos θ – j C sin θ (C. and rotates in the counterclockwise direction. axis. – 2 – j d.6 We must remember that the phase angle θ is always measured with respect to the positive real Convert the following complex numbers to exponential and polar forms: a.12) where the left side of (C. – 1 + j 2 c. that is. 4 – j 3 Solution: a.

thetay=angle(y)*180/pi.8.6a b. Figure C.4. The components of – 1 + j 2 Then. – 1 + j2 = –1 2⎞ ⎛ tan ----j 2 2 ⎝ –1 ⎠ = 1 +2 e 5e j116. The real and imaginary components of this complex number are shown in Figure C.1301 Check with the Simulink Complex to Magnitude−Angle block* shown in the Simulink model of Figure C. disp(magx).6 ° Check with MATLAB: y=−1+j*2. please refer to Introduction to Simulink with Engineering Applications. disp(magy). Simulink model for Example C. Page 19−27.6° Re 2 Figure C.4. * For a detailed description and examples with this and other related transformation blocks. magy=abs(y). and Section 19.2361 116.5651 c. The real and imaginary components of this complex number are shown in Figure C.5. Third Edition Copyright © Orchard Publications C− 7 . disp(thetax) 5 53. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. ISBN 0−9744239−7−1.4° −1 116.3. thetax=angle(x)*180/pi. Page 8− 24. Section 8. Chapter 19.6 ° = 5 ∠116.3. disp(thetay) 2.Exponential and Polar Forms of Complex Numbers x=3+j*4. magx=abs(x). Chapter 8.3. Im 5 63.

Third Edition Copyright © Orchard Publications .4°(Measured Clockwise) −1 Figure C.9 ° Check with MATLAB: w=4−j*3.A Review of Complex Numbers 206. Im 323.4349 d.6.6 ° = 5 ∠206. disp(thetaw) 5 -36.9 ° = 5 ∠– 36.1 ° = 5e –j36. disp(thetav) 2. magv=abs(v). The real and imaginary components of this complex number are shown in Figure C.6° −2 26. disp(magw).1 ° = 5 ∠323.4 )° = 5 ∠– 153. j ⎛ tan 2 2 ⎝ 2 +1 e –1 –2 –j 1 = –1 ⎞ ----–2 ⎠ = 5e j206. 4 –j 3 = j ⎛tan 4 +3 e ⎝ 2 2 –1 –3 ⎞ ----4 ⎠ = 5e j323.8699 C−8 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.1× 4 Re −36. The components of – 2 – j Then. The components of 4 – j 3 Then. magw=abs(w).6 ° = 5e j ( – 153.6° 5 Im Re −153. thetaw=angle(w)*180/pi.5.2361 -153.5. disp(magv).4 ° Check with MATLAB: v=−2−j*1. thetav=angle(v)*180/pi.9× −3 5 Figure C.

13) Example C.Exponential and Polar Forms of Complex Numbers Example C.866 – j0. we multiply the magnitudes and we add the phase angles.9 ° Solution: Multiplication in polar form yields Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. The components of 2 ∠– 150 ° Then. Since each j rotates a vector by 90 ° counterclockwise. then – 2 ∠30 ° is the same as 2 ∠30 ° rotated counterclockwise by 180 ° .5 ) = – 1.8 Multiply A = 10 ∠53. however. A = M ∠θ and B = N ∠φ AB = MN ∠( θ + φ ) = M e jθ Ne jφ = MN e j(θ + φ) (C. – 2 ∠30 ° = 2 ∠( 30 ° + 180 ° ) = 2 ∠210 ° = 2 ∠– 150 ° The components of this complex number are shown in Figure C. the exponential and polar forms are most convenient when we multiply or divide complex numbers. Solution: We recall that – 1 = j 2 .7 Express the complex number – 2 ∠30 ° in exponential and in rectangular forms. if then. Therefore. 2 ∠– 150 ° = 2e – j 150 ° = 2 ( cos 150 ° – j sin 150 ° ) = 2 ( – 0.1 ° by B = 5 ∠– 36.73 – j Note: The rectangular form is most useful when we add or subtract complex numbers.6.73 Re 30° 2 −150°(Measured Clockwise) −1 Figure C. that is.7. Im 210° −1. Third Edition Copyright © Orchard Publications C− 9 . To multiply two complex numbers in exponential (or polar) form.

9 ° Division in exponential form yields j53. if then.9 ° j90 ° 10 e A --. Third Edition Copyright © Orchard Publications .= 2 ∠[ 53.14) Example C.1 ° C−10 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.∠( θ – φ ) = -------------.9 ° ) = 50 e j16.9 ° ) ] = 2 ∠90 ° B 5 ∠– 36.= -------------------.1 ° – 36.1 ° + ( – 36.1 ° ) ( 5e – j 36. A = M ∠θ and B = N ∠φ jθ M j(θ – φ) M Me A .e N N jφ B Ne (C.2 ° and multiplication in exponential form yields AB = ( 10 e j53. and we subtract the phase angle of the divisor from the phase angle of the dividend.1 ° j36.A Review of Complex Numbers AB = ( 10 × 5 ) ∠[ 53.= ----------------------.9 ° B 5e j53.9 ° ) ] = 50 ∠16.1 ° – ( – 36.9 ° Solution: Division in polar form yields A 10 ∠53.2 ° 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.9 Divide A = 10 ∠53.1 ° --.1 ° by B = 5 ∠– 36. that is.= 2e e = 2e – j36.9 ° ) = 50 e j ( 53.= ---.= ---.

Cramer’s rule. D. and academic interest. a 43 indicates the element positioned in the fourth row and third column. and Gauss’s elimination method are reviewed. Determinants.1 Matrix Definition A matrix is a rectangular array of numbers such as those shown below. and j indicates the column in which each element is positioned. the matrix is said to be a square matrix of order m (or n ). They are discussed in detail in matrix theory textbooks. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. For instance. 2 3 7 1 –1 5 1 3 1 –2 1 –5 4 –7 6 or In general form. If m = n . it is said to be a square matrix of order 5. but are included for subject continuity. Third Edition Copyright © Orchard Publications D−1 . A matrix of m rows and n columns is said to be of m × n order matrix. if a matrix has five rows and five columns. 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. Some definitions and examples are not applicable to the material presented in this text.1) The numbers a ij are the elements of the matrix where the index i indicates the row. Thus. These are denoted with a dagger (†) and may be skipped.Appendix D Matrices and Determinants T his appendix is an introduction to matrices and matrix operations.

…. † A matrix in which every element is zero. if they are of the same order m × n. † The sum of the diagonal elements of a square matrix A is called the trace* of A . These are discussed in matrix theory textbooks. their sum (difference) will be another matrix C with the same order as A and B . D. all paragraphs and topics preceded by a dagger ( † ) may be skipped. if and only if a ij = b ij i = 1. m j = 1. a 22. If A = a ij and B = b ij are conformable for addition (subtraction). that is. C = A ± B = [ a ij ± b ij ] (D. 2. A = B . 3. 2.Appendix D Matrices and Determinants In a square matrix.1 Compute A + B and A – B given that A = 1 2 3 and B = 2 3 0 0 1 4 –1 2 5 Solution: A+B = 1+2 0–1 2+3 1+2 3+0 = 3 5 4+5 –1 3 3 9 and * Henceforth. 3. n (D. Third Edition Copyright © Orchard Publications . D−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the elements a 11.2 Matrix Operations Two matrices A = a ij and B = b ij are equal. a 22. a nn are called the main diagonal elements. a 33. …. are located on the main diagonal.3) Example D. we say that the matrix elements a 11. that is. where each element of C is the sum (difference) of the corresponding elements of A and B .2) Two matrices are said to be conformable for addition (subtraction). Alternately. …. a 33. …. a nn . is called a zero matrix.

2 Multiply the matrix A = 1 –2 2 3 by a. and not [ k ] which is a 1 × 1 matrix. A+B. then multiplication of a matrix A by the scalar k is the multiplication of every element of A by k . B=[2 3 0. k 1 = 5 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). k 2 = – 3 + j2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. −1 2 5]. Third Edition Copyright © Orchard Publications D−3 . A−B % Define matrices A and B % Add A and B.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]. Example D.

k1*A.Appendix D Matrices and Determinants Solution: a. k2=(−3 + 2*j).0000+ 6. A=[1 −2.0000i -6. That is. 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 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 2 3].0000+ 4. The product A ⋅ B will then be an m × n matrix.0000i ans = -3.0000i -9. only when the number of columns of matrix A is equal to the number of rows of matrix B .0000i Two matrices A and B are said to be conformable for multiplication A ⋅ B in that order. Third Edition Copyright © Orchard Publications .4.0000+ 2. k 1 ⋅ A = 5 × 1 – 2 = 5 × 1 5 × ( – 2 ) = 5 – 10 2 3 5×2 5×3 10 15 b. k2*A % Define scalars k1 and k2 % Define matrix A % Multiply matrix A by scalars k1 and k2 ans = 5 10 -10 15 6. 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. 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.0000. 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.

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 . Example D. 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. therefore the product C ⋅ D is feasible. D*C % Define matrices C and D.Matrix Operations Here. Thus. Observe that D is a column vector % Multiply C by D. Third Edition Copyright © Orchard Publications D−5 . and will result in a 1 × 1 . the operation is row by column. then multiply D by C ans = 7 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. we multiply each element of a row of A by the corresponding element of a column of B . to obtain the product A ⋅ B . that is. C*D. 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]’. the product D ⋅ C is also feasible. we add these products. then. B and A are not conformable for multiplication B p×n A m×p For matrix multiplication.

if all elements are zero. a 11 a 12 a 13 … a 1 n 0 a 22 a 23 … a 2 n 0 0 … … … … … 0 … … 0 0 0 … a mn A = (D.4) † A square matrix is said to be lower triangular.3 Special Forms of Matrices † A square matrix is said to be upper triangular when all the elements below the diagonal are zero. D−6 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.5) is a lower triangular matrix. and it will become apparent later in this chapter when we discuss the inverse of a matrix. when all the elements above the diagonal are zero. In an upper triangular matrix. The matrix C of (D. The matrix B of (D. except those in the diagonal. D.6) is a diagonal matrix. not all elements below the diagonal need to be non−zero. Third Edition Copyright © Orchard Publications .5) † A square matrix is said to be diagonal.Appendix D Matrices and Determinants ans = 2 -2 4 3 -3 6 4 -4 8 Division of one matrix by another. not all elements above the diagonal need to be non−zero. is not defined. However.4) is an upper triangular matrix. an analogous operation exists. The matrix A of (D. a 11 B = … … am 1 0 … … am2 0 … 0 0 … 0 … 0 0 … … 0 a m 3 … a mn a 21 a 22 (D. In a lower triangular matrix.

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. For example. −2 1 −5.8) The MATLAB eye(n) function displays an n × n identity matrix. let matrix A be defined as A=[1 3 1. Shown below are 2 × 2 . 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. if a 11 = a 22 = a 33 = … = a nn = k where k is a scalar. 4 D = 0 0 0 0 4 0 0 0 0 4 0 0 0 0 4 (D. The matrix D of (D.7) is a scalar matrix with k = 4 . 3 × 3 .7) A scalar matrix with k = 1 . For example. is called an identity matrix I .6) † A diagonal matrix is called a scalar matrix. produces an identity matrix whose size is the same as matrix A . Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.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. the eye(size(A)) function. 4 −7 6] % Define matrix A A = 1 -2 4 Then. and 4 × 4 identity matrices. Third Edition Copyright © Orchard Publications 3 1 -7 1 -5 6 D−7 .

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

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

that is. denoted as detA . 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. Third Edition Copyright © Orchard Publications . the determinant of A . 2 0]. Let A be a determinant of order 2 .14) Example D. Solution: detA = 1 ⋅ 4 – 3 ⋅ 2 = 4 – 6 = – 2 detB = 2 ⋅ 0 – 2 ⋅ ( – 1 ) = 0 – ( – 2 ) = 2 Check with MATLAB: A=[1 2. detA = a 11 a 22 – a 21 a 12 (D.Appendix D Matrices and Determinants D. 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. 3 4]. det(A).4 Matrices A and B are defined as A = 1 2 and B = 2 – 1 3 4 2 0 Compute detA and detB . B=[2 −1.4 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.12) (D.13) Then.11) then. A = a 11 a 12 a 21 a 22 (D.

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

det(A) % Define matrix A and compute detA ans = 9 B=[2 −3 −4. Third Edition Copyright © Orchard Publications .5 Minors and Cofactors Let matrix A be defined as the square matrix of order n as shown below. 0 −5 −6]. 1 0 −2.17) D−12 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 2 1 0]. 1 0 1.det(B) % Define matrix B and compute detB ans = -18 D. 2 –3 –4 2 –3 detB = 1 0 – 2 1 – 2 0 –5 –6 2 –6 or detB = [ 2 × 0 × ( – 6 ) ] + [ ( – 3 ) × ( – 2 ) × 0 ] + [ ( – 4 ) × 1 × ( – 5 ) ] – [ 0 × 0 × ( – 4 ) ] – [ ( – 5 ) × ( – 2 ) × 2 ] – [ ( – 6 ) × 1 × ( – 3 ) ] = 20 – 38 = – 18 Check with MATLAB: A=[2 3 5.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. 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.

Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. the remaining n – 1 square matrix is called the minor of A . α 31. M 31 . M 22 . 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 . α 32. and jth column. M 13 and the cofactors α 11 . M 33 and cofactors α 21. M 32 . α 23.18) Compute the minors M 11 .Minors and Cofactors If we remove the elements of its ith row. 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 . Example D. M 23 .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. α 12 and α 13 . and α 33 are defined similarly. Third Edition Copyright © Orchard Publications D−13 . α 22. Solution: M 11 = a 22 a 23 a 32 a 33 M 12 .

Third Edition Copyright © Orchard Publications . Let A be a square matrix of any size. D−14 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 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. the cofactors on the diagonals have the same sign as their minors.22) α 31 = ( – 1 ) 3+1 2 – 3 = – 8.7 Compute the cofactors of matrix A defined as 1 2 –3 A = 2 –4 2 –1 2 –6 (D.21) α22 = ( – 1 ) 2+2 α 23 = ( – 1 ) 2+3 (D.Appendix D Matrices and Determinants Example D. –4 2 α 32 = ( – 1 ) 3+2 1 –3 = –8 2 2 (D.23) α 33 = ( – 1 ) 3+3 1 2 = –8 2 –4 (D.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.24) It is useful to remember that the signs of the cofactors follow the pattern below + − − + + − − + + − + − − + + − − + + − + − + − + that is.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.

Third Edition Copyright © Orchard Publications D−15 .Minors and Cofactors Example D.25) Compute the determinant of A using the elements of the first row.8 Matrix A is defined as A = 1 2 –3 2 –4 2 –1 2 –6 (D. 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 12 a 13 a 14 a 42 a 43 a 44 a 12 a 13 a 14 a 32 a 33 a 34 = a 11 a 32 a 33 a 34 – a 21 a 32 a 33 a 34 (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.26) +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. −1 2 −6]. 2 −4 2. Thus. 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.9 Compute the value of the determinant of the matrix A defined as Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Example D. 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.

the determinant is zero.5 or Example D. An example of this is the determinant of the cofactor [ c ] above. the determinant is zero. if 2 A = 3 1 4 6 2 1 1 1 ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ ⎧ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎩ (D. we find and thus [ a ] = 6 . 4 0 3 −2. −3 0 0 1].Appendix D Matrices and Determinants 2 –1 0 A = –1 1 0 4 0 3 –3 0 0 –3 –1 –2 1 (D. Property 2: If all the elements of one row or column are m times the corresponding elements of another row or column. 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. using the procedure of Example D. we will multiply each element of the first column by its cofactor. [ b ] = – 3 . Then.27) Solution: Using the above procedure. [ d ] = – 36 detA = [ a ] + [ b ] + [ c ] + [ d ] = 6 – 3 + 0 – 36 = – 33 We can verify our answer with MATLAB as follows: A=[ 2 −1 0 −3. delta = det(A) delta = -33 Some useful properties of determinants are given below. Third Edition Copyright © Orchard Publications . D−16 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Property 1: If all elements of one row or one column are zero.28) then. For example.8. [ c ] = 0 . −1 1 0 −1.

30) and let Δ 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. Then. Cramer’s rule applies to systems of two or more equations.29) Here. D. D 1. 3 6 1.6 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. detA is zero because the second column in A is 2 times the first column.31) are determinants that are formed from Δ by the substitution of the known values A . and C .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. y. for the coefficients of the desired unknown. and z can be found from the relations D1 x = ----- Δ D2 y = ----- Δ D3 z = ----- Δ (D. We observe that the numerators of (D.30) is a homogeneous set of equations. D 2. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. B . If (D. det(A) ans = 0 Property 3: If two rows or two columns of a matrix are identical. x = y = z = 0 also. 1 2 1]. Check with MATLAB: A=[2 4 1. if A = B = C = 0 .31) provided that the determinant Δ (delta) is not zero. that is. and D 3 are all zero as we found in Property 1 above. the determinant is zero. then. Third Edition Copyright © Orchard Publications D−17 . This follows from Property 2 with m = 1 .

34) D−18 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. 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.= 85 7 35 Δ D2 x 2 = ---------------.= – 170 7 35 Δ D3 x 3 = ------------.= 17 x 1 = ----. Third Edition Copyright © Orchard Publications .31) we obtain D1 --------.10 Use Cramer’s rule to find v 1 . and transferring known values to the right side.= – 34 .Appendix D Matrices and Determinants Example D. we obtain 2v 1 – v 2 + 3v 3 = 5 – 4v 1 – 3v 2 – 2v 3 = 8 3v 1 + v 2 – v 3 = 4 (D.= – 55 7 35 Δ (D. v 2 .= – 11 .32) and verify your answers with MATLAB.33) By Cramer’s rule. Solution: Rearranging the unknowns v . Δ = 2 –1 3 –4 –3 –2 3 1 –1 5 –1 3 8 –3 –2 4 1 –1 5 3 8 –2 4 –1 5 8 4 2 –4 3 2 –1 – 4 – 3 = 6 + 6 – 12 + 27 + 4 + 4 = 35 3 1 5 –1 8 – 3 = 15 + 8 + 24 + 36 + 10 – 8 = 85 4 1 5 8 = – 16 – 30 – 48 – 72 + 16 – 20 = – 170 4 D1 = D2 = 2 –4 3 D3 = 2 –1 –4 –3 3 1 2 –1 – 4 – 3 = – 24 – 24 – 20 + 45 – 16 – 16 = – 55 3 1 Using relation (D.

format rat % Express answers in ratio form B=[2 −1 3. v2 and v3. With this method. % The elements of D3 detd3=det(d3).34) D. % Compute the value of v3 % disp('v1='). 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.7 Gaussian Elimination Method We can find the unknowns in a system of two or more equations also by the Gaussian elimination method. % Compute the determinant of D2 d3=[2 −1 5. % The elements of the determinant D of matrix B delta=det(B). by substitution to another equation with two unknowns. 3 1 4]. 3 1 −1]. % Compute the determinant D of matrix B d1=[5 −1 3. % Display the value of v2 disp('v3=').disp(v2). % Display the value of v3 v1= 17/7 v2= -34/7 v3= -11/7 These are the same values as in (D. 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. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.disp(v1). % The elements of D2 detd2=det(d2). % Compute the determinant of D1 d2=[2 5 3. Subsequently. This method is best illustrated with the following example which consists of the same equations as the previous example.Gaussian Elimination Method We will verify with MATLAB as follows: % The following code will compute and display the values of v1. we can find the second unknown. the objective is to eliminate one unknown at a time. % Compute the value of v1 v2=detd2/delta. Then. 3 4 −1].disp(v3). Third Edition Copyright © Orchard Publications D−19 . 8 −3 −2. 4 1 −1]. % Compute he determinant of D3 v1=detd1/delta. This procedure is repeated until all unknowns are found. −4 −3 −2. −4 8 −2. % Display the value of v1 disp('v2='). % The elements of D1 detd1=det(d1). % Compute the value of v2 v3=detd3/delta. −4 −3 8.

35).= 9 or v 1 = ----⎝ 7⎠ 7 (D.– ----. D−20 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.11 Use the Gaussian elimination method to find v 1 . and we obtain the equation 5v 1 – 5v 3 = 20 (D. it becomes impractical if the coefficients are large or fractional numbers.38) into (D.36) 5v 1 + 2v 3 = 9 Next.= – ----7 7 7 7 (D.39) Finally.35) by 3.40) These are the same values as those we found in Example D. and v 3 of the system of equations 2v 1 – v 2 + 3v 3 = 5 – 4v 1 – 3v 2 – 2v 3 = 8 3v 1 + v 2 – v 3 = 4 (D. However.35) with the third to eliminate the unknown v2 and we obtain the equation (D. and we add it with the second to eliminate v 2 .– ----. we can find the last unknown v 2 from any of the three equations of (D. By substitution of (D. v 2 .37). we add the first equation of (D. Third Edition Copyright © Orchard Publications . The Gaussian elimination method works well if the coefficients of the unknowns are small integers.37) Subtraction of (D. as in Example D.36) yields 11 7v 3 = – 11 or v 3 = – ----7 (D.36) or (D. we multiply the third equation of (D.38) Now. By substitution into the first equation we obtain 34 33 35 34 v 2 = 2v 1 + 3v 3 – 5 = ----.35) Solution: As a first step.10.37) from (D.11. we can find the unknown v 1 from either (D.Appendix D Matrices and Determinants Example D.36) we obtain 17 11⎞ 5v 1 + 2 ⋅ ⎛ – ----.

Example D. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.12 Compute adjA if Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (D. is defined as the n square matrix below.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 .The Adjoint of a Matrix D. if detA ≠ 0 .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.9 Singular and Non−Singular Matrices An n square matrix A is called singular if detA = 0 .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 . A is called non−singular. 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. denoted as adjA . Third Edition Copyright © Orchard Publications D−21 .

Third Edition Copyright © Orchard Publications .Appendix D Matrices and Determinants Example D. denoted as B = A – 1 . B is called the inverse of A .10 The Inverse of a Matrix If A and B are n square matrices such that AB = BA = I . where I is the identity matrix. that is.43) Determine whether this matrix is singular or non−singular.14 Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (D.45) Compute its inverse. we can compute its inverse A –1 from the relation A –1 1 = ----------adjA detA (D. and likewise.13 Matrix A is defined as 1 A = 2 3 2 3 3 4 5 7 (D. A is called the inverse of B . matrix A is singular.44) Example D. A = B –1 If a matrix A is non-singular. find A –1 D−22 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. D. Solution: detA = 1 2 3 2 3 3 4 5 7 1 2 2 3 = 21 + 24 + 30 – 27 – 20 – 28 = 0 3 5 Therefore. that is.

47) Example D. detA = 9 + 8 + 12 – 9 – 16 – 6 = – 2 .5000 -0. 1 3 4.5000 2 3 4 3 4 3 -3.47) for the Matrix A defined as A = 4 2 3 2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. adjA = –7 6 –1 1 0 –1 1 –2 1 Then. 1 4 3].5 1 1 . and since this is a non-zero value.5 – 3 0.0000 0 1.adjA = ----= ----------–2 detA 1 –2 1 – 0.15 Prove the validity of (D. it is possible to compute the inverse of A using (D.5000 -0. From Example D.12.1 0 – 1 = – 0. Third Edition Copyright © Orchard Publications D−23 .0000 0.5000 Multiplication of a matrix A by its inverse A – 1 produces the identity matrix I .44). that is. A –1 –7 6 –1 3.The Inverse of a Matrix Solution: Here.5000 -0.5000 0. invA=inv(A) % Define matrix A and compute its inverse A = 1 1 1 invA = 3.5 1 – 0.5 0 0.46) Check with MATLAB: A=[1 2 3. AA –1 = I or A A = I –1 (D.5 .5 (D.

Appendix D Matrices and Determinants Proof: detA = 8 – 6 = 2 and adjA = 2 –3 –2 4 Then.48) where A and B are matrices whose elements are known. A –1 1 1 2 –3 1 –3 ⁄ 2 . we can use (D. We will refer to this method as the inverse matrix method of solution of simultaneous equations. and x 3 using the inverse matrix method.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.49) (D. D−24 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Example D.50) or X=A B –1 Therefore.11 Solution of Simultaneous Equations with Matrices Consider the relation AX = B (D. and X is a matrix (a column vector) whose elements are the unknowns.50) to solve any set of simultaneous equations that have solutions. Multiplication of both sides of (D.51) compute the unknowns x 1. Third Edition Copyright © Orchard Publications .48) by A – 1 yields: A AX = A B = IX = A B –1 –1 –1 (D. x 2. We assume that A and X are conformable for multiplication.adjA = -= ----------= detA 2 –2 4 –1 2 3 1 –3 ⁄ 2 = 4 – 3 2 –1 2 2–2 –6+6 = 1 –3+4 0 0 = I 1 and AA –1 = 4 2 D.

we could use the MATLAB’s inv(A) function.94 1 1 . we find the determinant detA . and the adjoint adjA . it is easier to use the matrix left division operation X = A \ B .55) To verify our results. (D. For this example.29 = 29 ⁄ 18 = 1. Third Edition Copyright © Orchard Publications D−25 .7 1 – 5 6 = ----.53) –1 or x1 x2 x3 2 = 1 3 3 1 2 3 1 2 9 6 8 (D. However.61 X = x 2 = ----18 18 –5 7 1 8 5 5 ⁄ 18 0. Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.28 x3 x1 (D. B = x2 2 3 6 1 2 8 x3 X = A B –1 (D.7 1 –5 .52) Then.53) we obtain the solution as follows: 1 –5 7 9 35 35 ⁄ 18 1. detA = 18 and adjA = 1 –5 7 7 1 –5 –5 7 1 Therefore.54) Next. = .adjA = ----= ----------18 detA –5 7 1 and with relation (D. the given set of equations is AX = B where 2 A= 1 3 x1 3 1 9 X .Solution of Simultaneous Equations with Matrices Solution: In matrix form. where matrix X is the same size as matrix B . this is MATLAB’s solution of A – 1 B for the matrix equation A ⋅ X = B . A –1 1 –5 7 1 1 . and then multiply A – 1 by B .

where 10 – 9 0 100 R = – 9 20 – 9 .Appendix D Matrices and Determinants A=[2 3 1. and I 3 Solution: For this example. It is found from the relation R –1 1 = ----------adjR detR (D.17 the loop equations are 10I 1 – 9I 2 = 100 0 0 – 9I 1 + 20I 2 – 9I 3 = – 9I 2 + 15I 3 = (D. 1 2 3. 1Ω 2Ω 9Ω 2Ω 9Ω 4Ω + V = 100 v − I1 I2 I3 Figure D.9444 1.6111 0.57) Therefore.2778 Example D. 3 1 2]. Electric circuit for Example D. V = 0 0 – 9 15 0 I1 and I = I 2 I3 The next step is to find R –1 . For this example. the matrix equation is RI = V or I = R– 1 V .17 For the electric circuit of Figure D.56) Use the inverse matrix method to compute the values of the currents I 1 . Third Edition Copyright © Orchard Publications .1. we must find the determinant and the adjoint of R . I 2 .1. X=A \ B X = 1. we find that D−26 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. B=[9 6 8]'.

1)=−9.2)=−9.. Third Edition Copyright © Orchard Publications D−27 . fprintf(' \n').58) Then. fprintf(' \n') I1 = 22. I(1)).2f \t'.2)=20.Solution of Simultaneous Equations with Matrices 219 135 81 detR = 975. I(2)). I(3)).2f \t'.17... I(2)). For instance. we enter the elements of matrix R as shown in Figure D. fprintf(' \n').46 I2 = 13.3)=15. −9 20 −9. 2.46 I2 = 13. I(1)).2f \t'. fprintf('I2 = %4. R(2. to obtain the values of the three currents in Example D.85 I3 = 8. R(2.1)=10.2f \t'. I(3)). R –1 219 135 81 1 1 -----------------= adjR = detR 975 135 150 90 81 90 119 and 219 135 81 100 219 22. we enter the elements of matrix V in G3:G5. we can use Microsoft Excel’s MINVERSE (Matrix Inversion) and MMULT (Matrix Multiplication) functions.135 150 90 -------I = I 2 = -------= = 0 13. we compute and display the inverse of R . R – 1 . fprintf('I1 = %4. Accordingly.85 I3 = 8.3) since it is zero. We format this block for number display with three decimal Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.31 We can also use subscripts to address the individual elements of the matrix. R(3. We choose B7:D9 for the elements of this inverted matrix. % No need to make entry for A(1.31 Spreadsheets also have the capability of solving simultaneous equations with real coefficients using the inverse matrix method.85 975 975 135 81 90 119 0 81 8. that is. We begin with a blank spreadsheet and in a block of cells. I=R\V.2f \t'. fprintf(' \n') I1 = 22.2f \t'. R(2.. R(1. V=[100 0 0]'. fprintf('I2 = %4. R(3. the MATLAB script above could also have been written as: R(1. say B3:D5. The procedure is as follows: 1. V=[100 0 0]'. I=R\V..2.2)=−9. 0 −9 15].3)=−9. Next. fprintf('I3 = %4.46 1 100 . fprintf('I1 = %4. fprintf('I3 = %4. Then. adjR = 135 150 90 81 90 119 (D..31 I3 I1 Check with MATLAB: R=[10 −9 0.

083 22.3077 9 10 Figure D.18 For the phasor circuit of Figure D.846 8 0.462 -1 R = 0.Appendix D Matrices and Determinants places. we choose the block of cells G7:G9 for the values of the current I . With this range highlighted and making sure that the cell marker is in B7. Third Edition Copyright © Orchard Publications .122 8. Circuit for Example D. A B C D E F G H 1 Spreadsheet for Matrix Inversion and Matrix Multiplication 2 3 10 -9 0 100 4 R= -9 20 -9 V= 0 5 0 -9 15 0 6 7 0.18 D−28 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. As before.092 I= 13. Now.225 0. 3. and with the cell marker positioned in G7.138 0.092 0.154 0.083 0.138 0. Solution of Example D.G3:G5) and we press the Crtl-Shift-Enter keys simultaneously.17 with a spreadsheet Example D. The values of I then appear in G7:G9. we type the formula =MMULT(B7:D9.3.18 170∠0° + 85 Ω V1 R1 C IX −j100 Ω V2 50 Ω VS − R3 = 100 Ω L R2 j200 Ω Figure D. we type the formula =MININVERSE(B3:D5) and we press the Crtl-Shift-Enter keys simultaneously.2. We observe that R –1 appears in these cells. we highlight them.

61) Compute. I=[2.60) and V 2 – 170 ∠0 ° V 2 – V 1 V 2 – 0 ------------------------------.7j].9448e+001i ⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩ ⎧ ⎨ ⎩ Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Simplifying and rearranging the nodal equations of (D.+ -------------. V = Voltage .= 0 85 100 j200 (D.01 Y V1 V2 V = 2 j1. We will use MATLAB to compute the voltages V 1 and V 2 .005 ) V 1 – 0.0218 – j0. I. disp(V(2)).005 – 0.01 – 0.0218 – j0.Solution of Simultaneous Equations with Matrices the current I X can be found from the relation V1 – V2 I X = -----------------R3 (D.7 (D.03+0.60) and (D.+ -----------------.7 ⎧ ⎨ ⎩ I (D. we write (D. % Insert a line disp('V1 = ').0218−0.01j].01 0. and to do all other computations.63) where the matrices Y .62) Next.61).+ -------------. disp('V2 = ').01V 2 = 2 – 0. V .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 ------------------------------. % Display values of V1 and V2 V1 = 1. and find V fprintf('\n'). The script is shown below.+ -----------------.62) in matrix form as 0. V=Y\I.01.03 + j0.01 V 1 + ( 0. collecting. and I = Current Solution: The Y matrix elements are the coefficients of V 1 and V 2 .03 + j0. Y=[0. disp(V(1)). where Y = Admit tan ce . and I are as indicated.01 ) V 2 = j1.01 0. and then writing the above relations in matrix form as YV = I . 1. −0. % Define Y.005j −0. Third Edition Copyright © Orchard Publications D−29 .0490e+002 + 4. we obtain ( 0.= 0 – j100 100 50 (D. and express the current I x in both rectangular and polar forms by first simplifying like terms.

53 ° Spreadsheets have limited capabilities with complex numbers.18. For the polar form we use the MATLAB script magIX=abs(IX). in polar form I X = 0.5149 .3439i Next.4162 + 55.0.5183 thetaIX = -6. thetaIX=angle(IX)*180/pi % Compute the magnitude and the angle in degrees magIX = 0.Appendix D Matrices and Determinants V2 = 53. D−30 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and thus we cannot use them to compute matrices that include complex numbers in their elements as in Example D. IX=(V(1)−V(2))/R3 % Compute the value of IX IX = 0. we find I X from R3=100.518 ∠– 6.5326 Therefore.0590i This is the rectangular form of I X . Third Edition Copyright © Orchard Publications .

Verify your answers with MATLAB. D ⋅ A c. Solve the following systems of equations using the inverse matrix method. B + D g. C + D h. Perform the following computations. Verify your answers with MATLAB. Repeat Exercise 4 using the Gaussian elimination method. detC d. Verify your answers with MATLAB. B ⋅ A a. x1 –3 1 3 4 a. the matrices A . 2 – 4 1 –1 3 –4 2 –2 2 x1 –2 1 x 3 ⋅ 2 = 10 x3 2 – 14 1 7 x4 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. A + C f. Perform the following computations. B – D c. 2. B ⋅ D g. if possible. Third Edition Copyright © Orchard Publications D−31 . A + B e. det ( A ⋅ B ) f. 6. B . Solve the following systems of equations using Cramer’s rule. x 1 + 3x 2 + 2x 3 – x 4 = 9 3x 1 – 3 x 2 + 2x 3 + 4x 4 = 19 4x 1 + 2x 2 + 5x 3 + x 4 = 27 5. and D are defined as: 1 –1 –4 A = 5 7 –2 3 –5 6 5 9 –3 B = –2 8 2 7 –4 6 4 6 C= – 3 8 5 –2 D = 1 –2 3 –3 6 –4 1. a. A ⋅ B e. – 2x 1 + 3x 2 + x 3 = 9 3x 1 + 4x 2 – 5x 3 = 0 b. C – D d. detD e. C ⋅ D · ⋅C h. detB c. A – C b. Perform the following computations. C . if possible. d. x 1 – 2x 2 + x 3 = – 4 – x 1 + 2x 2 – 3x 3 + 5x 4 = 14 a. detA b. A ⋅ C f. C ⋅ A b.12 Exercises For Exercises 1. Verify your answers with MATLAB. A – B a. D 2. 3 1 – 2 ⋅ x 2 = – 2 0 2 3 5 x3 2 4 3 b. Verify your answers with MATLAB.Exercises D. and 3 below. 3. if possible. det ( A ⋅ C ) 4.

Circuit Analysis I with MATLAB® Applications. Mathematics for Business. Control System Toolbox 12. Getting Started with MATLAB® 2.References and Suggestions for Further Study A. 1. 3 Apple Hill Drive. are listed below. Sim Power Systems for Use with Simulink® 6. Stateflow® B. MA. Natick. ISBN 0−9709511−7−5 6. Third Edition Copyright © Orchard Publications R−1 . Circuit Analysis II with MATLAB® Applications. Signal Processing Blockset 11. Simulink® Fixed−Point 8. Using MATLAB® Graphics 4. Using Simulink® 5. are highly recommended for further study. www.com. Getting Started with Signal Processing Blockset 10. 1. Fixed−Point Toolbox 7. They are available from The MathWorks. Signal Processing Toolbox 10. Introduction to Simulink® with Engineering Applications. ISBN 0−9744239−7−1 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. and Technology. Electronic Devices and Amplifier Circuits with MATLAB® Applications. Science. ISBN 0−9744239−6−3 7. ISBN 0−9709511−0−8 2. Numerical Analysis Using MATLAB® and Spreadsheets. Real−Time Workshop 9. ISBN 0−9709511−1−6 3. The following publications by The MathWorks. ISBN 0−9709511−5−9 5. 01760. Other references indicated in text pages and footnotes throughout this text. Using MATLAB® 3.mathworks. ISBN 0−9709511−2−4 4. Digital Circuit Analysis and Design with an Introduction to CPLDs and FPGAs.

Reference Data for Radio Engineers. 9. McGraw−Hill R−2 Signals and Systems with MATLAB ® Computing and Simulink ® Modeling. Network Analysis and Synthesis. McGraw−Hill 10. Sams & Co. Williams and Taylor. Electronic Engineers’ Handbook. Third Edition Copyright © Orchard Publications . Weinberg.8. Howard W. ISBN 0−672−21218−8. Elecrronic Filter Design Handbook. L. McGraw−Hill 11. ISBN 0−07−020981−2.

Fourier transform of see Fourier transform of common functions Cramer’s rule D-17 D d2c MATLAB function 9-47 data points in MATLAB A-14 decade .see matrix conj(A) MATLAB function D-9 conjugate of a complex number C-3 conjugate time and frequency functions of the Fourier transform .common properties of even time function 10-9 even frequency function 10-9 frequency convolution 10-13 frequency shift 10-12 linearity 10-10 odd time function 10-9 odd frequency function 10-9 time convolution 10-12 time shift 10-11 DFT .see filter circuit analysis with Laplace transforms 4-1 circuit analysis with state variables 5-22 circuit transformation from time to complex frequency 4-1 clc MATLAB command A-2 clear MATLAB command A-2 cofactor of a matrix .see Laplace transform .see Fourier transform properties of Cooley and Tukey 10-18 cosine function .properties of Contents Pane in Simulink B-7 contour integral 9-20 conv MATLAB function A-7 convolution in the complex frequency domain .see admittance complex conjugate in MATLAB A-4 complex conjugate pairs 3-5 complex impedance .see FFT algorithm Cauchy’s residue theorem see residue theorem Cauer filter .see Fourier transform .see digital filter Category I FFT algorithm .see filter bilinear MATLAB function 11-59 bilinear transformation .properties of convolution integral defined 6-8 graphical evaluation of 6-8 convolution property of the Fourier transform .properties of constant function .Fourier transform of see Fourier transform .see impedance complex number C-2 complex numbers in MATLAB A-3 complex poles 3-5 Complex to Magnitude-Angle block in Simulink C-7 computation of the state transition matrix 5-11 computation of the Z Transform with contour integration .see matrix collect(s) MATLAB symbolic function 3-12 column vector in MATLAB A-19 command screen in MATLAB A-1 Command Window in MATLAB A-1 commas in MATLAB A-8 comment line in MATLAB A-2 Commonly Used Blocks in Simulink B-7 complex admittance .properties of convolution in the discrete-time domain .see filter all-pole approximation 11-21 all-pole low-pass filter see filter .see filter band-pass filter design see filter design band-stop filter .Index Symbols % (percent) symbol in MATLAB A-2 A abs(z) in MATLAB A-23 active analog filter .see matrix admittance capacitive 4-2 inductive 4-2 complex input 4-11 algebraic constrain block in Simulink B-18 aliasing 10-14 all-pass filter .see matrix diagonal matrix .see FFT algorithm Category II FFT algorithm .see filter Chebyshev Type I low-pass filter magnitude-square function 11-26 .see filter Bessel filter .see Z transform Configuration Parameters in Simulink B-12 congugate of a matrix .see filter design Chebyshev Type I filters .definition of 11-12 decimation in frequency .see impedance cascade form realization .see Laplace transform properties of convolution in the discrete-frequency domain .see filter band-elimination filter design see filter design band-limited signal 10-13 band-pass filter .see partial fraction expansion angle(z) MATLAB function A-23 argument 11-2 attenuation rate 11-12 autoscale icon in Simulink B-12 axis MATLAB command A-16 B band-elimination filter .see FFT algorithm decimation in time .definition of 10-1 N-point 10-2.see filter Chebyshev Type I analog low-pass filter design .see elliptic filter Cayley-Hamilton theorem 5-11 characteristic equation 5-19 cheb1ap MATLAB function 11-35 cheb2ap MATLAB function 11-38 Chebyshev filters .see FFT algorithm deconv MATLAB function A-6 default color in MATLAB A-15 default line in MATLAB A-15 default marker in MATLAB A-15 default values in MATLAB A-12 delta (impulse) function definition of 1-11 doublet 1-14 Fourier transform of .see filter design C c2d MATLAB function 9-46 capacitive admittance .see admittance capacitive impedance .low-pass alternate form of the trigonometric Fourier series .see filter Chebyshev Type II analog low-pass filter design .see matrix IN-1 .Fourier transform of see Fourier transform of common functions cosω0t u0(t) function .see transformation methods for mapping analog prototype filters to digital filters bode MATLAB function 11-24 box MATLAB command A-12 buttap MATLAB function 11-17 buttefly operation 10-23 Butterworth analog low-pass filter design . 10-16 diagonal elements of a matrix .see Fourier transform of common functions higher order 1-14 nth-order 1-14 sampling property of 1-12 sifting property of 1-13 triplet 1-14 demo in MATLAB A-2 DeMoivre’s theorem 11-15 derivation of the Fourier transform from the Laplace Transform 8-25 determinant of a matrix .see filter adjoint of a matrix .see Z transform .see Z transform .see matrix DFT .see matrix determinant of order 2 .see filter design Chebyshev Type II filters .properties of convolution in the time domain property of the Laplace transform .see Fourier series alternate method of partial fraction expansion .

differentiation in complex frequency domain property of the Laplace transform .definition of 1-2 Discrete Fourier Transform (DFT) 10-1 discrete impulse response 9-40 discrete-time system transfer function 9-40 discrete unit step function 9-3 discrete-time exponential sequence 9-16 discrete-time systems 9-1 discrete-time unit ramp function 9-18 discrete-time unit step function 9-14 Display block in Simulink B-18 display formats in MATLAB A-31 distinct eigenvalues .see band-elimination Bessel 11-95 Chebyshev 11-10 Inverted 11-38 magnitude-square function 11-26 prototype 11-10 Type I 11-25 Type II 11-38 elliptic 11-39 high-pass 4-22.see also digital filter active high-pass 4-22.see Fourier transform .see digital filter realization of Direct Form II realization .see poles division of complex numbers C-4 dot operator in MATLAB division with A-21 exponentiation with A-21 multiplication with A-20 double-memory technique see FFT Algorithm doublet .see digital filter realization of direct term in MATLAB 3-4 discontinuous function . 4-23. 7-13 with odd symmetry 7-8. 10-17 fft(x) MATLAB function 10-5. 7-16 Fourier series . 11-1. 11-4 low-pass 4-22.see matrix ellip MATLAB function 11-40 elliptic filter . 11-94 RC high-pass 11-4 RC low-pass 11-2 RLC band-elimination 4-22. 7-33 even symmetry . 11-8 RLC band-pass 4-22.evaluation of numerical evaluation using Excel® 7-46 using MATLAB® 7-47 Fourier series of common waveforms full-wave rectifier 7-20. 11-7 band-stop . 7-34 odd 7-7 quarter-wave 7-7 (footnote) types of 7-7 Fourier integral . 4-35 all-pass 11-1. 11-8 band-pass 11-1.see filter design eps in MATLAB A-22 Euler’s identities C-5 even functions 6-4.see filter elliptic filter design .properties of final value theorem in Laplace transform see Laplace transform .properties of differentiation property of the Fourier transform 8-12 . 7-10 alternate form of 7-25 Fourier series coefficients . 11-2 low-pass analog filter prototypes 11-10 maximally flat 11-14 (footnote) notch (band-elimination) 11-8 phase shift 11-1. 4-31. 11-1. 7-10 second 7-1.see Laplace transform . 11-7 filter design .properties of find MATLAB function 11-68 Finite Impulse Response (FIR) digital filter see digital filter FIR . 7-24 half-wave rectifier 7-17. 10-17 FDA Tool Digital Filter Design Simulink block 11-82 FFT algorithm Category I 10-19 Category II 10-20 decimation in frequency 10-20 decimation in time 10-20 double-memory technique 10-20 in-place 10-20 natural input-output 10-20 FFT definition of 10-1.see Fourier transform of common functions element-by-element operation in MATLAB division A-21 exponentiation A-21 multiplication A-20 elements of the matrix . 4-32.see Fourier series harmonics of first-order circuit 5-1 first-order simultaneous differential equations 5-1 Flip Block command in Simulink B-11 format in MATLAB A-31 fourier MATLAB command 8-33 Fourier series exponential form of 7-31 trigonometric form of 7-2. 4-31.symmetry Excel's Analysis ToolPak 10-5 exit MATLAB command A-2 expand MATLAB symbolic function 3-10 exponential form of complex numbers C-5 exponential form of the Fourier series see Fourier series exponential order function definition of 2-2 eye(n) MATLAB function D-7 eye(size(A)) MATLAB function D-7 F factor(s) MATLAB symbolic function 3-4 Fast Fourier Transform (FFT) 10-1. 4-30. 7-15 triangular 7-9. 11-70 Finite Impulse Response (FIR) 11-52 FIR 11-52 IIR 11-51 Infinite Impulse Response (IIR) 11-51 realization of Direct Form I 11-70 Direct Form II 11-71 cascade (series) form 11-73 non-recursive 11-52 parallel form 11-70 recursive 11-52 series (cascade) form 11-73 Digital Filter Design Simulink block 11-78 digital filter design with Simulink 11-70 dimpulse MATLAB function 9-29 Dirac MATLAB function 1-20 Direct Form I realization . 4-32 low-pass 4-22.symmetry even 7-7 half-wave 7-7. 7-12 sawtooth 7-9. 11-51.properties of differentiation in time domain property of the Laplace transform .see Laplace transform .properties of digital filter 11-1.see delta function E Editor Window in MATLAB A-1 Editor/Debugger in MATLAB A-1 eig(x) MATLAB function 5-17 eigenvalues distinct 15-1 multiple (repeated) 5-15 eigenvector 5-19 e-jωt u0(t) Fourier transform of .harmonics of first 7-1. 11-68 Figure Window in MATLAB A-13 filter . 7-10 third 7-1.see Fourier transform Fourier transform definition of 8-1 inverse of 8-1 special forms of 8-2 IN-2 .see eigenvalues distinct poles .see also digital filter band-elimination 11-41 band-pass 11-41 Butterworth analog low-pass 11-14 Chebyshev Type I 11-25 Type II 11-38 elliptic 11-39 high-pass 11-41 low-pass 11-14 filter MATLAB function 11-63 final value theorem in Z transform see Z transform .see digital filter first harmonic . 11-94 all-pole 11-21 band-elimination 11-1. 7-10 Fourier series . 4-30.see Fourier series . 7-20 square waveform with even symmetry 7-9.

see digital filter initial value theorem in Z transform see Z transform .see Fourier transform .properties of frequency differentiation in Fourier transform of .see admittance inductive impedance .see transformation methods for mapping analog prototype filters to digital filters increments between points in MATLAB A-14 inductive admittance .see matrix ifft(x) MATLAB function 10-5 ifourier MATLAB function 8-33 IIR . low-pass fplot in MATLAB A-27 frequency convolution in DFT see DFT .Laplace transform of .see filter J j operator C-1 L half-wave rectifier .properties of Leibnitz’s rule 6 lims= MATLAB command A-27 line spectra 7-36 linear difference equation 9-38 IN-3 .Fourier transform of 8-6 linearity 8-9 Parseval's theorem 8-16 real time functions .properties of integration in time in Laplace transform see Laplace transform .Fourier transform .see Laplace transform of common waveforms full-wave rectifier .see Z transform inversion integral 9-32 Inverted Chebyshev filter .definition of C-2 imaginary time functions 8-6 see Fourier transform . 3-1 Laplace transform .see matrix higher order delta functions . 4-9 improper integral .symmetry Heavyside MATLAB function 1-14 help in MATLAB A-2 Hermitian matrix .Fourier transform of 8-3 symmetry 8-9 time convolution 8-14 time differentiation 8-12 time integration 8-13 time scaling 8-10 time shifting 8-11 Fourier Transform derivation from Laplace transform 8-25 Fourier transform of common functions cosω 0t 8-19 cosω0t u0(t) 8-24 delta (δ(t) and δ(t-a)) 8-18 e-jω0t 8-19 e-jω0t u0(t) 8-24 signum (sgn(t)) 8-20 sinω0t 8-20 sinω0t u0(t) 8-25 unit step (u0(t)) 8-22 Fourier transform of common waveforms combined rectangular pulses 8-29 cosine within a rectangular pulse 8-30 shifted rectangular pulse 8-28 symmetrical rectangular pulse 8-27 periodic time functions 8-31.properties of impedance capacitive 4-2 inductive 4-2 complex input 4-8.properties of frequency shift in DFT see DFT .definition of C-2 imaginary number .see delta function impulse invariant method .common properties of frequency convolution in Fourier transform of .see digital filter ilaplace MATLAB function 3-4 imag(z) MATLAB function A-23 imaginary axis .properties of initial value theorem in Laplace transform see Laplace transform . 3-13 impulse function . 8-32 fourth-order all-pole low-pass filter see filter.properties of convolution in the complex frequency domain 2-12 convolution in the time domain 2-11 differentiation in complex frequency domain 2-6 differentiation in time domain 2-4 final value theorem 2-10 frequency shift 2-4 initial value theorem 2-9 integration in complex frequency domain 2-8 time domain 2-6 linearity 2-3 scaling 2-4 time periodicity 2-8 time shift 2-3 Laplace transform of common waveforms full-rectified 2-32 half-rectified 2-26 linear segment 2-23 pulse 2-23 rectangular periodic 2-25 sawtooth 2-32 triangular 2-24 Laplace transform of common functions transform of e-at cosωt u0(t) 2-22 transform of e-at sinωt u0(t) 2-21 transform of e-at u0(t) 2-19 transform of cosωt u0(t) 2-20 transform of δ(t) 2-18 transform of δ(t-a) 2-18 transform of sinωt u0(t) 2-20 transform of tn u0(t) function 2-15 transform of tn e-at u0(t) 2-19 transform of u0(t) 2-14 transform of u1(t) 2-14 leakage 10-13 left shift in discrete-time domain see Z transform .Fourier series of .see filter high-pass filter design .common properties of frequency shift in Fourier transform see Fourier transform .properties of frequency shift in Laplace transform see Laplace transform .see Fourier series of common waveforms half-wave symmetry see Fourier series .see impedance infinite impulse response .properties of L’ Hôpital’s rule 2-16 laplace MATLAB function 2-27 Laplace integral .Fourier series of .see Laplace transform Laplace transform definition of 2-1 Inverse of 2-1.properties of in-place FFT algorithm 10-20 see FFT algorithm integration in frequency in Laplace transform see Laplace transform .properties of area under f(t) 8-15 area under F(ω) 8-15 conjugate time and frequency functions 8-13 constant function 8-18 frequency convolution 8-15 frequency differentiation 8-13 frequency shifting 8-11 imaginary time functions .definition of 2-15 improper rational function definition of 3-1.see Fourier transform .properties of freqz MATLAB function 11-57 full rectification waveform .see matrix Inverse Z transform . B-18 gamma function 2-15 Gaussian elimination method D-19 generalized factorial function 2-15 Gibbs phenomenon 7-24 grid MATLAB command A-12 gtext MATLAB command A-13 H Inverse Fourier transform see Fourier transform Inverse Laplace transform 2-1 see Laplace transform inverse of a matrix .see filter design I identity matrix .see Fourier series of common waveforms Function Block Parameters in Simulink B-10 function files in MATLAB A-26 fundamental frequency 7-1 fzero MATLAB function A-26 G Gain block in Simulink B-9.see delta function high-pass filter .

see Fourier transform .properties of linearity property in Fourier transform see Fourier transform .see matrix maximally flat filter .common properties of linearity in discrete-time domain see Z transform .properties of partial fraction expansion 3-1.properties of multiplication by n2 indiscrete-time domain see Z transform .properties of properties of the Laplace Transform see Laplace transform . 3-2. 11-11 properties of the DFT see DFT .properties of linearity property in Laplace transform see Laplace transform . A-26 minor of determinant .definition of nth-order delta function .see digital filter Parseval’s theorem .see filter lp2bp MATLAB function 11-43 lp2bs MATLAB function 11-43 lp2hp MATLAB function 11-43 lp2lp MATLAB function 11-43 M magnitude-squared function 11-10 main diagonal of a matrix .see filter picket-fence effect 10-14 plot MATLAB command A-10 polar form of complex numbers C-6 polar plot in MATLAB A-24 polar(theta.see matrix MINVERSE Excel function D-27 MMULT Excel function D-27 modulated signals 8-12 multiple eigenvalues .see DFT . 9-41 residue MATLAB function 3-3.see delta function numerical evaluation of Fourier coefficients see Fourier series coefficients Nyquist frequency 10-13 O octave defined 11-12 odd functions 6-5.properties of multiplication of complex numbers C-3 N NaN in MATLAB A-26 natural input-output FFT algorithm see FFT algorithm network transformation resistive 4-1 capacitive 4-1 inductive 4-1 non-recursive realization digital filter see digital filter non-singular determinant .properties of linspace MATLAB command A-14 ln (natural log) A-13 log in MATLAB A-13 log(x) MATLAB function A-13 log10(x) MATLAB function A-13 log2(x) MATLAB function A-13 loglog MATLAB command A-13 long division of polynomials 9-36 lower triangular matrix .see filter N-point DFT .properties of multiplication by e-naT in discrete-time domain .symmetry orthogonal functions 7-2 orthogonal vectors 5-19 orthonormal basis 5-19 P parallel form realization .linearity in DFT see DFT . 3-12 residue theorem 9-20.properties of properties of the Z Transform see Z transform .see poles multiplication by an in discrete-time domain see Z transform . 7-34 odd symmetry .properties of Q quarter-wave symmetry 7-7 (footnote) quit MATLAB command A-2 R radius of absolute convergence 9-3 ramp function 1-9 randn MATLAB function 11-68 Random Source Simulink block 11-80 rationalization of the quotient C-4 RC high-pass filter .see Fourier series . A-3 round(n) MATLAB function A-24 row vector in MATLAB A-3 Runge-Kutta method 5-1 running Simulink B-7 .common properties of properties of the Fourier Transform see Fourier transform .see filter RLC band-pass filter .see matrix low-pass analog filter prototypes .y) MATLAB command A-17 m-file in MATLAB A-2.see filter roots of polynomials in MATLAB A-3 roots(p) MATLAB function 3-6.properties of multiplication by n in discrete-time domain see Z transform . 9-21 right shift in the discrete-time domain see Z transform .see Z transform .see filter real axis C-2 real number C-2 real(z) MATLAB function A-23 rectangular form C-5 rectangular pulse expressed in terms of the unit step function 1-4 recursive realization digital filter see digital filter region of convergence 9-3 divergence 9-3 relationship between state equations and Laplace Transform 5-30 residue 3-2.see matrix IN-4 matrix multiplication in MATLAB .see matrix Math Operations in Simulink B-10 MATLAB Demos A-2 MATLAB’s Editor/Debugger A-1 matrix (matrices) adjoint of D-21 cofactor of D-13 conformable for addition D-2 conformable for subtraction D-2 conformable for multiplication D-4 congugate of D-8 definition of D-1 determinant D-10 minor of D-13 non-singular D-21 singular D-21 diagonal D-2.z) MATLAB function A-17 meshgrid(x.properties of RLC band-elimination filter .see filter RC low-pass filter .see eigenvalues multiple poles . 9-25 alternate method of 3-15 method of clearing the fractions 3-15 phase angle 11-2 phase shift filter .see matrix normalized cutoff frequency 11-15 notch filter .y.see filter mesh(x.r) MATLAB function A-23 poles 3-1 complex 3-5 distinct 3-2 multiple (repeated) 3-8 poly MATLAB function A-4 polyder MATLAB function A-7 polynomial construction from known roots in MATLAB A-4 polyval MATLAB function A-6 pre-sampling filter 10-13 pre-warping 11-55 proper rational function definition of 3-1.see filter low-pass filter . D-6 diagonal elements of D-2 elements of D-1 Hermitian D-9 identity D-7 inverse of D-22 left division in MATLAB D-25 multiplication in MATLAB A-18 power series of 5-9 scalar D-7 size of D-7 skew-Hermitian D-9 skew-symmetric D-9 square D-1 symmetric D-8 trace of D-2 transpose of D-8 triangular lower D-6 upper D-6 zero D-2 matrix left division in MATLAB .see matrix matrix power series .

see Fourier series harmonics of semicolons in MATLAB A-8 semilogx MATLAB command A-12 semilogy MATLAB command A-12 series form realization .see matrix Tree Pane in Simulink B-7 triangular waveform expressed in terms of the unit step function 1-4 triplet .see matrix skew-symmetric matrix .see Fourier series of common waveforms ss2tf MATLAB function 5-33 stability 11-13 start simulation in Simulink B-12 state equations for continuous-time systems 5-1 for discrete-time systems 9-45 state transition matrix 5-9 state variables for continuous-time systems 5-1 for discrete-time systems 9-45 State-Space block in Simulink B-12 state-space equations for continuous-time systems 5-1 for discrete-time systems 9-45 step function .see Fourier series . 9-21 IN-5 .see Fourier transform of common functions simout To Workspace block in Simulink B-12 simple MATLAB symbolic function 3-7 Simulation drop menu in Simulink B-12 simulation start icon in Simulink B-12 Simulink icon B-7 Simulink Library Browser B-8 sine function .common properties of time integration property of the Fourier transform .properties of system function .see Fourier transform of common functions size of a matrix .see Cooley and Tukey U unit eigenvectors 5-19 unit impulse function (δ(t)) 1-8 unit ramp function (u1(t)) 1-8 unit step function (u0(t)) 1-2 upper triangular matrix .see unit step function step invariant method .see matrix Sinks library in Simulink B-18 sinω0t u0(t) Fourier transform of .definition of 8-35 T Taylor series 5-1 text MATLAB command A-14 tf2ss MATLAB function 5-33 theorems of the DFT 10-10 theorems of the Fourier Transform 8-9 theorems of the Laplace transform 2-2 theorems of the Z Transform 9-3 third harmonic .see matrix using MATLAB for finding the Laplace transforms of time functions 2-27 using MATLAB for finding the Fourier transforms of time function 8-33 V Vandermonde matrix 10-18 Vector Scope Simulink block 11-84 W warping 11-54 window functions 10-14 X xlabel MATLAB command A-12 Y ylabel MATLAB command A-12 Z Z transform computation of with contour integration 9-20 definition of 9-1 Inverse of 9-1.properties of time scaling property of the Fourier transform .S sampling property of the delta function see delta function sampling theorem 10-13 sawtooth waveform .Fourier transform of see Fourier transform of common functions singular determinant .see matrix Transfer Fcn block in Simulink 4-17 Transfer Fcn Direct Form II Simulink block 11-71 transfer function of continuous-time systems 4-13 discrete-time systems 9-38 transformation between s and z domains 9-22 transformation methods for mapping analog prototype filters to digital filters Impulse Invariant Method 11-52 Step Invariant Method 11-52 Bilinear transformation 11-53 transpose of a matrix .see delta function Tukey .symmetry symmetry property of the Fourier transform see Fourier transform .see matrix skew-Hermitian matrix .see matrix symmetric rectangular pulse expressed as sum of unit step functions 1-6 symmetric triangular waveform expressed as sum of unit step functions 1-6 symmetry .see transformation methods for mapping analog prototype filters to digital filters stop-band filter .properties of Scope block in Simulink B-12 script file in MATLAB A-2.see Fourier series of common waveforms square waveform with odd symmetry .see filter string in MATLAB A-16 subplots in MATLAB A-18 summation in the discrete-time Domain see Z transform .properties of time shift property of the Laplace transform see Laplace transform .see Laplace transform .harmonics of time convolution in DFT see DFT .see Fourier transform .common properties of time shift property of the Fourier transform see Fourier transform .see digital filter Shannon’s sampling theorem see sampling theorem shift of f[n] u0[n] in discrete-time domain see Z transform .properties of title(‘string’) MATLAB command A-12 trace of a matrix . 9-25 Z transform .properties of time periodicity property of the Laplace transform 2-8 .see Laplace transform of common waveforms sawtooth waveform .Fourier series of see Fourier series of common waveforms scalar matrix . A-26 second harmonic .see matrix scaling property of the Laplace transform see Laplace transform .see matrix square waveform with even symmetry .see Fourier series .properties of sifting property of the delta function see delta function signal flow graph 10-23 signals described in math form 1-1 signum function .see Fourier transform .properties of convolution in the discrete frequency domain 9-9 convolution in the discrete time domain 9-8 final value theorem 9-10 initial value theorem 9-9 left shift 9-5 linearity 9-3 multiplication by an 9-6 multiplication by e-naT 9-6 multiplication by n 9-6 multiplication by n2 9-6 right shift 9-4 shift of f[n] u0[n] 9-3 summation 9-7 Z Transform of discrete-time functions cosine function cosnaT 9-16 exponential sequence e -naT u0[n] 9-16.properties of symmetric matrix .see matrix special forms of the Fourier transform see Fourier transform spectrum analyzer 7-36 square matrix .properties of time shift in DFT see DFT .

9-20 zero matrix .geometric sequence an 9-11 sine function sinnaT 9-16 unit ramp function nu0[n] 9-18.see matrix zeros 3-1. 9-21 unit step function u0[n] 9-14. 3-2 zp2tf MATLAB function 11-17 IN-6 .

and detailed explanations of the principal analog and digital signal processing concepts and analog and digital filter design illustrated with numerous practical examples. clear. This text includes the following chapters and appendices: • Elementary Signals • The Laplace Transformation • The Inverse Laplace Transformation • Circuit Analysis with Laplace Transforms • State Variables and State Equations • The Impulse Response and Convolution • Fourier Series • The Fourier Transform • Discrete Time Systems and the Z Transform • The DFT and The FFT Algorithm • Analog and Digital Filters • Introduction to MATLAB ® • Introduction to Simulink ® • Review of Complex Numbers • Review of Matrices and Determinants Each chapter contains numerous practical applications supplemented with detailed instructions for using MATLAB and Simulink to obtain accurate and quick solutions. Steven T.S. He has more than 35 years of professional engineering experience and more than 30 years of teaching experience as an adjunct professor. Orchard Publications Visit us on the Internet www. and is a registered professional engineer in California and Florida. California.A. has undergraduate and graduate degrees in electrical engineering. to be a concise and easy-to-learn text. Third Edition. Karris is the president and founder of Orchard Publications.comor email us: info@orchardpublications. It provides complete. most recently at UC Berkeley.Signals and Systems with MATLAB ® Computing and Simulink ® Modeling Third Edition Students and working professionals will find Signals and Systems with MATLAB ® Computing and Simulink ® Modeling.00 U.orchardpublications. .com 934404-0 00-3 3 ISBN-13: 978 1-9 934404-0 00-4 4 ISBN-10: 1-9 $60.