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**Signals and Systems
**

Second Edition

Steven T. Karris

with MATLAB® Applications

Includes step-by-step procedures for designing analog and digital filters

Orchard Publications www.orchardpublications.com

**Signals and Systems
**

with MATLAB® Applications Second Edition

Steven T. Karris

Students and working professionals will find

**Signals and Systems with MATLAB® Applications,
**

Second 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 • Review of Complex Numbers • Review of Matrices and Determinants Each chapter contains numerous practical applications supplemented with detailed instructions for using MATLAB to obtain quick solutions.

Steven T. Karris is the president and founder of Orchard Publications. He earned a bachelors degree in electrical engineering at Christian Brothers University, Memphis, Tennessee, a masters degree in electrical engineering at Florida Institute of Technology, Melbourne, Florida, and has done post-master work at the latter. He is a registered professional engineer in California and Florida. He has over 30 years of professional engineering experience in industry. In addition, he has over 25 years of teaching experience that he acquired at several educational institutions as an adjunct professor. He is currently with UC Berkeley Extension.

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

ISBN 0-9709511-8-3

$39.95 U.S.A.

**Signals and Systems
**

with MATLAB® Applications

Second Edition

Steven T. Karris

Orchard Publications www.orchardpublications.com

Signals and Systems with MATLAB Applications, Second Edition Copyright © 2003 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, 39510 Paseo Padre Parkway, Fremont, California 94538 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
**

Library of Congress Control Number: 2003091595

ISBN 0-9709511-8-3 Copyright TX 5-471-562

Preface

This text contains a comprehensive discussion on continuous and discrete time signals and systems with many MATLAB® examples. It is written for junior and senior electrical 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 at San Jose State University, San Jose, California, 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@mathwork.com

The elementary signals are reviewed in Chapter 1 and several examples are presented. The intent 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 discusses the state variable method, and Chapter 6 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 contains a review of complex numbers, and Appendix C discusses matrices. New to the Second Edition This is an refined revision of the first edition. The most notable changes are chapter-end summaries, and detailed solutions to all exercises. The latter is in response to many students and working professionals who expressed a desire to obtain the author’s solutions for comparison with their own. The author has prepared more exercises and they are available with their solutions to those instructors who adopt this text for their class. The chapter-end summaries will undoubtedly be a valuable aid to instructors for the preparation of presentation material.

The last major change is the improvement of the plots generated by the latest revisions of the MATLAB® Student Version, Release 13. Orchard Publications Fremont, California www.orchardpublications.com info@orchardpublications.com

2

Table of Contents

Chapter 1 Elementary Signals

Signals Described in Math Form .................................................................................................................1-1 The Unit Step Function ................................................................................................................................1-2 The Unit Ramp Function ...........................................................................................................................1-10 The Delta Function .....................................................................................................................................1-12 Sampling Property of the Delta Function................................................................................................1-12 Sifting Property of the Delta Function.....................................................................................................1-13 Higher Order Delta Functions...................................................................................................................1-15 Summary........................................................................................................................................................1-19 Exercises........................................................................................................................................................1-20 Solutions to Exercises .................................................................................................................................1-21

**Chapter 2 The Laplace Transformation
**

Definition of the Laplace Transformation................................................................................................. 2-1 Properties of the Laplace Transform.......................................................................................................... 2-2 The Laplace Transform of Common Functions of Time .....................................................................2-12 The Laplace Transform of Common Waveforms..................................................................................2-23 Summary........................................................................................................................................................2-29 Exercises........................................................................................................................................................2-34 Solutions to Exercises .................................................................................................................................2-37

**Chapter 3 The Inverse Laplace Transformation
**

The Inverse Laplace Transform Integral....................................................................................................3-1 Partial Fraction Expansion ...........................................................................................................................3-1 Case where F ( s ) is Improper Rational Function ( m ≥ n )................................................................... 3-13 Alternate Method of Partial Fraction Expansion................................................................................... 3-15 Summary....................................................................................................................................................... 3-18

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

i

Exercises .......................................................................................................................................................3-20 Solutions to Exercises .................................................................................................................................3-22

**Chapter 4 Circuit Analysis with Laplace Transforms
**

Circuit Transformation from Time to Complex Frequency ................................................................................................................... 4-1 Complex Impedance Z ( s ) ...........................................................................................................................4-8 Complex Admittance Y ( s ) ........................................................................................................................4-10 Transfer Functions ......................................................................................................................................4-13 Summary .......................................................................................................................................................4-16 Exercises .......................................................................................................................................................4-18 Solutions to Exercises .................................................................................................................................4-21

**Chapter 5 State Variables and State Equations
**

Expressing Differential Equations in State Equation Form................................................................... 5-1 Solution of Single State Equations.............................................................................................................. 5-7 The State Transition Matrix ......................................................................................................................... 5-9 Computation of the State Transition Matrix ...........................................................................................5-11 Eigenvectors .................................................................................................................................................5-18 Circuit Analysis with State Variables ........................................................................................................5-22 Relationship between State Equations and Laplace Transform...........................................................5-28 Summary .......................................................................................................................................................5-35 Exercises .......................................................................................................................................................5-39 Solutions to Exercises .................................................................................................................................5-41

**Chapter 6 The Impulse Response and Convolution
**

The Impulse Response in Time Domain................................................................................................... 6-1 Even and Odd Functions of Time..............................................................................................................6-5 Convolution.................................................................................................................................................... 6-7 Graphical Evaluation of the Convolution Integral ..................................................................................6-8 Circuit Analysis with the Convolution Integral...................................................................................... 6-18 Summary ...................................................................................................................................................... 6-20

ii

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Exercises....................................................................................................................................................... 6-22 Solutions to Exercises ................................................................................................................................ 6-24

**Chapter 7 Fourier Series
**

Wave Analysis.................................................................................................................................................7-1 Evaluation of the Coefficients .....................................................................................................................7-2 Symmetry.........................................................................................................................................................7-7 Waveforms in Trigonometric Form of Fourier Series .......................................................................... 7-11 Gibbs Phenomenon.................................................................................................................................... 7-24 Alternate Forms of the Trigonometric Fourier Series .......................................................................... 7-25 Circuit Analysis with Trigonometric Fourier Series .............................................................................. 7-29 The Exponential Form of the Fourier Series ......................................................................................... 7-31 Line Spectra ................................................................................................................................................. 7-35 Computation of RMS Values from Fourier Series ................................................................................ 7-40 Computation of Average Power from Fourier Series ........................................................................... 7-42 Numerical Evaluation of Fourier Coefficients....................................................................................... 7-44 Summary....................................................................................................................................................... 7-48 Exercises....................................................................................................................................................... 7-51 Solutions to Exercises ................................................................................................................................ 7-53

**Chapter 8 The Fourier Transform
**

Definition and Special Forms ...................................................................................................................... 8-1 Special Forms of the Fourier Transform ................................................................................................... 8-2 Properties and Theorems of the Fourier Transform................................................................................ 8-9 Fourier Transform Pairs of Common Functions ...................................................................................8-17 Finding the Fourier Transform from Laplace Transform.....................................................................8-25 Fourier Transforms of Common Waveforms.........................................................................................8-27 Using MATLAB to Compute the Fourier Transform ...........................................................................8-33 The System Function and Applications to Circuit Analysis..................................................................8-34 Summary........................................................................................................................................................8-41 Exercises........................................................................................................................................................8-47 Solutions to Exercises .................................................................................................................................8-49

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

iii

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

Definition and Special Forms ...................................................................................................................... 9-1 Properties and Theorems of the Z Tranform .......................................................................................... 9-3 The Z Transform of Common Discrete Time Functions....................................................................9-11 Computation of the Z transform with Contour Integration ...............................................................9-20 Transformation Between s and z Domains...........................................................................................9-22 The Inverse Z Transform..........................................................................................................................9-24 The Transfer Function of Discrete Time Systems .................................................................................9-38 State Equations for Discrete Time Systems ............................................................................................9-43 Summary .......................................................................................................................................................9-47 Exercises .......................................................................................................................................................9-52 Solutions to Exercises .................................................................................................................................9-54

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

The Discrete Fourier Transform (DFT) ..................................................................................................10-1 Even and Odd Properties of the DFT.....................................................................................................10-8 Properties and Theorems of the DFT................................................................................................... 10-10 The Sampling Theorem ........................................................................................................................... 10-13 Number of Operations Required to Compute the DFT.................................................................... 10-16 The Fast Fourier Transform (FFT) ....................................................................................................... 10-17 Summary .................................................................................................................................................... 10-28 Exercises .................................................................................................................................................... 10-31 Solutions to Exercises .............................................................................................................................. 10-33

**Chapter 11 Analog and Digital Filters
**

Filter Types and Classifications ................................................................................................................ 11-1 Basic Analog Filters.................................................................................................................................... 11-2 Low-Pass Analog Filters............................................................................................................................ 11-7 Design of Butterworth Analog Low-Pass Filters ............................................................................... 11-11 Design of Type I Chebyshev Analog Low-Pass Filters...................................................................... 11-22 Other Low-Pass Filter Approximations................................................................................................ 11-34 High-Pass, Band-Pass, and Band-Elimination Filters......................................................................... 11-39

iv Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Digital Filters ............................................................................................................................................. 11-49 Summary..................................................................................................................................................... 11-69 Exercises..................................................................................................................................................... 11-73 Solutions to Exercises .............................................................................................................................. 11-79

**Appendix A Introduction to MATLAB®
**

MATLAB® and Simulink® ........................................................................................................................A-1 Command Window.......................................................................................................................................A-1 Roots of Polynomials ...................................................................................................................................A-3 Polynomial Construction from Known Roots.........................................................................................A-4 Evaluation of a Polynomial at Specified Values.......................................................................................A-6 Rational Polynomials ....................................................................................................................................A-8 Using MATLAB to Make Plots ................................................................................................................A-10 Subplots ........................................................................................................................................................A-18 Multiplication, Division and Exponentiation .........................................................................................A-18 Script and Function Files...........................................................................................................................A-25 Display Formats ..........................................................................................................................................A-30

**Appendix B Review of Complex Numbers
**

Definition of a Complex Number.............................................................................................................. B-1 Addition and Subtraction of Complex Numbers..................................................................................... B-2 Multiplication of Complex Numbers......................................................................................................... B-3 Division of Complex Numbers .................................................................................................................. B-4 Exponential and Polar Forms of Complex Numbers ............................................................................. B-4

**Appendix C Matrices and Determinants
**

Matrix Definition .......................................................................................................................................... C-1 Matrix Operations......................................................................................................................................... C-2 Special Forms of Matrices ........................................................................................................................... C-5 Determinants ................................................................................................................................................. C-9 Minors and Cofactors.................................................................................................................................C-12

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

v

....................................................C-20 Singular and Non-Singular Matrices ...............................................................................................................C-16 Gaussian Elimination Method................................................................................................................................C-19 The Adjoint of a Matrix...............................................................................................C-23 Exercises ................................................................................................C-30 vi Signals and Systems with MATLAB Applications................................................................................................................................................................................................................................ Second Edition Orchard Publications ...........................................................Cramer’s Rule ...................................................C-21 The Inverse of a Matrix ...................C-21 Solution of Simultaneous Equations with Matrices .....

1) For the time interval 0 < t < ∞ . Then.. we get ⎧ 0 –∞ < t < 0 v out = ⎨ ⎩ vS 0 < t < ∞ (1. A switched network with open terminals. and delta functions are introduced.3) We can express (1.e. i. it is convenient to divide the time interval into two parts. To do this. Second Edition Orchard Publications 1-1 . 1. For the time interval – ∞ < t < 0 . The unit step. v out = v S for 0 < t < ∞ (1. v out = 0 for – ∞ < t < 0 (1.2) Combining (1. the switch is open and therefore.1. The sampling and sifting properties of the delta function are defined and derived. Several examples for expressing a variety of waveforms in terms of these elementary signals are provided. the switch is closed.3) by the waveform shown in Figure 1.Chapter 1 Elementary Signals T his chapter begins with a discussion of elementary signals that may be applied to electric networks. – ∞ < t < 0 .1 Signals Described in Math Form Consider the network of Figure 1. Signals and Systems with MATLAB Applications.2.2) into a single relationship.1) and (1. the input voltage v S appears at the output. We wish to describe v out in a math form for the time interval – ∞ < t < +∞ . unit ramp. and 0 < t < ∞ .1 where the switch is closed at time t = 0 . R vS t = 0 + − v out open terminals − + Figure 1. In other words. the output voltage v out is zero.

3) The waveform of Figure 1. the unit step function is denoted as u ( t ) .4 and relation (1. we will reserve the u ( t ) designation for any input when we discuss state variables in a later chapter.2 The Unit Step Function u 0 ( t ) A well-known discontinuous function is the unit step function u 0 ( t ) * that is defined as ⎧0 u0 ( t ) = ⎨ ⎩1 t<0 t>0 (1. Waveform for v out as defined in relation (1. that is.5). without the subscript 0. 1 0 u0 ( t ) t Figure 1. however. the function jumps from one value to another without taking on any intermediate values.4. Waveform for u 0 ( t ) In the waveform of Figure 1.2 is an example of a discontinuous function. the unit step function u 0 ( t ) changes abruptly from 0 to 1 at t = 0 . But if it changes at t = t 0 instead. Its waveform and definition are as shown in Figure 1.Chapter 1 Elementary Signals vS 0 v out t Figure 1. 1-2 Signals and Systems with MATLAB Applications. it is denoted as u 0 ( t – t 0 ) .4) It is also represented by the waveform of Figure 1. In this text. 1 0 t0 u0 ( t – t0 ) t Figure 1. 1. Waveform for u 0 ( t – t 0 ) * In some books. A function is said to be discontinuous if it exhibits points of discontinuity. Second Edition Orchard Publications . that is.2.3.3.3.

and sketch the appropriate waveform. v out = v S u 0 ( t – T ) (1. it is denoted as u 0 ( t + t 0 ) . and v out = v S for t > T . Waveform for u 0 ( t + t 0 ) ⎧0 u0 ( t + t0 ) = ⎨ ⎩1 t < –t0 t > –t0 (1. the output voltage v out = 0 for t < T . 1 −t0 0 u0 ( t + t0 ) t Figure 1. Therefore.1 Consider the network of Figure 1. Second Edition Orchard Publications 1-3 .7. where the switch is closed at time t = T .6). Its waveform and definition are as shown in Figure 1.5 and relation (1. Solution: For this example.5.5) If the unit step function changes abruptly from 0 to 1 at t = – t 0 .1 Express the output voltage v out as a function of the unit step function.6) Example 1.The Unit Step Function ⎧0 u0 ( t – t0 ) = ⎨ ⎩1 t < t0 t > t0 (1. Network for Example 1.6.6. Signals and Systems with MATLAB Applications. R vS t = T + − v out open terminals − + Figure 1.7) and the waveform is shown in Figure 1.

7.9(a) is the sum of the unit step functions of Figures 1. 1 0 1 (a) t 0 (b) u0 ( t ) t 1 0 (c) –u0 ( t – 1 ) t Figure 1.9(b) and 1. 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 1.9. 1-4 Signals and Systems with MATLAB Applications. t (a) –A u0 ( t ) Au 0 ( – t ) Au 0 ( – t + T ) A t (d) 0 Τ Τ 0 −A (h) –A u0 ( – t – T ) Τ 0 −A (b) –A u0 ( t – T ) −A t −Τ 0 t (c) –A u0 ( t + T ) 0 −A Au 0 ( – t – T ) A t −Τ 0 A t (f) 0 (e) 0 –A u0 ( –t ) −A t (g) –A u0 ( – t + T ) t −Τ 0 −A (i) t Figure 1. A rectangular pulse expressed as the sum of two unit step functions Thus. Second Edition Orchard Publications .8.1 Other forms of the unit step function are shown in Figure 1.9(c) is represented as u 0 ( t ) – u 0 ( t – 1 ) .Chapter 1 Elementary Signals v out 0 T vS u0 ( t – T ) t Figure 1. the pulse of Figure 1.9. Waveform for Example 1.8.

Signals and Systems with MATLAB Applications.2 Express the square waveform of Figure 1. starts at t = 2T and terminates at t = 3T . this segment is expressed as v1 ( t ) = A [ u0 ( t ) – u0 ( t – T ) ] (1.1. v(t) A T 0 –A Figure 1. The vertical dotted lines indicate the discontinuities at T. Square waveform for Example 1. as in Example 1. or triangular.10) Line segment has height – A . that is. can be described as v ( t ) = ( V m cos ωt )u 0 ( t – t 0 ) V .11). if the excitation in a circuit is a rect- angular.The Unit Step Function The unit step function offers a convenient method of describing the sudden application of a voltage or current source. it can be represented as a sum (difference) of unit step functions.10 as a sum of unit step functions.2 2T 3T t Solution: Line segment has height A .9) Line segment has height A . can be denoted as 24u 0 ( t ) V . 3T and so on. starts at t = 0 . starts at t = 3T . the square waveform of Figure 1. This segment is expressed v 2 ( t ) = – A [ u 0 ( t – T ) – u 0 ( t – 2T ) ] (1.10 can be expressed as the summation of (1.10. and terminates at t = T . Then. and terminates at t = 4T . or any other recurring pulse. a sinusoidal voltage source v ( t ) = V m cos ωt V that is applied to a circuit at t = t 0 . or sawtooth. Second Edition Orchard Publications 1-5 . 2T.11) Thus. Likewise. For example. Example 1. a constant voltage source of 24 V applied at t = 0 . This segment is expressed as v 3 ( t ) = A [ u 0 ( t – 2T ) – u 0 ( t – 3T ) ] (1. starts at t = T and terminates at t = 2T . It is expressed as v 4 ( t ) = – A [ u 0 ( t – 3T ) – u 0 ( t – 4T ) ] (1.8) Line segment as has height – A . Also.8) through (1.

5 and 1. with reference to Figures 1.Chapter 1 Elementary Signals 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. Second Edition Orchard Publications . 1 v(t) –T ⁄ 2 0 T⁄2 t Figure 1. we get T T T T i ( t ) = Au 0 ⎛ t + -. and terminates at t = T ⁄ 2 .⎞ ⎝ ⎝ 2 ⎠ ⎝ ⎝ 2 ⎠ 2 ⎠ 2 ⎠ (1. we get v ( t ) = A [ u 0 ( t ) – 2u 0 ( t – T ) + 2u 0 ( t – 2T ) – 2u 0 ( t – 3T ) + … ] (1. Symmetric rectangular pulse for Example 1.3 Solution: This pulse has height A .⎞ = A u 0 ⎛ t + -. 1-6 Signals and Systems with MATLAB Applications.14) Example 1.4 Solution: We first derive the equations for the linear segments and shown in Figure 1. Symmetric triangular waveform for Example 1.12) Combining like terms.⎞ – u 0 ⎛ t – -.8 (b). Therefore.⎞ – Au 0 ⎛ t – -.12.12 as a sum of unit step functions.13) Example 1. A i(t) –T ⁄ 2 0 T⁄2 t Figure 1.11 as a sum of unit step functions.4 Express the symmetric triangular waveform of Figure 1. starts at t = – T ⁄ 2 .11.3 Express the symmetric rectangular pulse of Figure 1.13.

we first find the equations of the linear segments ure 1.14.12 For line segment .15. Equations for the linear segments of Figure 1. Second Edition Orchard Publications 1-7 .14 as a sum of unit step functions.5 Express the waveform of Figure 1. Waveform for Example 1.16) Combining (1.t + 1 T 1 v(t) 2 – -.t + 1⎞ u 0 ⎛ t + -.13. 2 T v 2 ( t ) = ⎛ – -.t + 1 T –T ⁄ 2 0 T⁄2 t Figure 1.15) and for line segment .15) and (1.The Unit Step Function 2 -.16). we get v ( t ) = v1 ( t ) + v2 ( t ) 2 2 = ⎛ -.t + 1⎞ u 0 ( t ) – u 0 ⎛ t – T ⎞ --⎝T ⎠ ⎝ 2⎠ ⎝ T ⎠ ⎝ 2⎠ (1. 2 T v 1 ( t ) = ⎛ -.⎞ ⎝ T ⎠ ⎝ 2⎠ (1. v( t) 3 2 1 t 0 1 2 3 Figure 1.17) Example 1. Solution: As in the previous example.5. and shown in Fig- Signals and Systems with MATLAB Applications.⎞ – u 0 ( t ) ⎝T ⎠ ⎝ 2⎠ (1.t + 1⎞ u 0 ⎛ t + T ⎞ – u 0 ( t ) + ⎛ – -.t + 1⎞ u 0 ( t ) – u 0 ⎛ t – -.

we get 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. We will introduce them with the examples that follow.Chapter 1 Elementary Signals v(t) 3 2 2t + 1 1 –t+3 t 1 2 3 0 Figure 1. and the unit impulse or delta function. Equations for the linear segments of Figure 1. Second Edition Orchard Publications .18) Two other functions of interest are the unit ramp function.16 i S is a constant current source and the switch is closed at time t = 0 . we get 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 ) or v ( t ) = ( 2t + 1 )u 0 ( t ) + [ – ( 2t + 1 ) + 3 ]u 0 ( t – 1 ) + [ – 3 + ( – t + 3 ) ]u 0 ( t – 2 ) – ( – t + 3 )u 0 ( t – 3 ) and combining terms inside the brackets.6 1-8 Signals and Systems with MATLAB Applications. Example 1.14 Following the same procedure as in the previous examples. Network for Example 1. we get 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. R iS t = 0 + C − vC ( t ) Figure 1.15.16.6 In the network of Figure 1.

Solution: The current through the capacitor is i C ( t ) = i S = cons tan t . Second Edition Orchard Publications 1-9 . the voltage across it is a linear function and forms a ramp with slope i S ⁄ C as shown in Figure 1. Since the switch closes at t = 0 . and the capacitor voltage v C ( t ) is 1 v C ( t ) = --C ∫– ∞ i t C ( τ ) dτ * (1. Voltage across a capacitor when charged with a constant current source.20) ∫– ∞ t or iS v C ( t ) = ---. Signals and Systems with MATLAB Applications.19) as 1 v C ( t ) = --C (1. * Since the initial condition for the capacitor voltage was not specified.17.19) where τ is a dummy variable.The Unit Step Function Express the capacitor voltage v C ( t ) as a function of the unit step.tu 0 ( t ) C ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ i S u 0 ( τ ) dτ = iS --C ∫–∞ u0 ( τ ) dτ 0 0 iS + --C ∫ 0 u 0 ( τ ) dτ t (1. we can express the current i C ( t ) as iC ( t ) = iS u0 ( t ) and assuming that v C ( t ) = 0 for t < 0 . 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 1.21) (1.22) Therefore. we see that when a capacitor is charged with a constant current.17. we can write (1.

18.u 1 ( t ) = u 0 ( t ) dt (1. Second Edition Orchard Publications .e.18.3 The Unit Ramp Function u 1 ( t ) The unit ramp function. Area under the unit step function from – ∞ to t Therefore. ⎧0 u3 ( t ) = ⎨ 3 ⎩t t<0 t≥0 or u3 ( t ) = 3 (1.23) by considering the area under the unit step function u 0 ( t ) from – ∞ to t as shown in Figure 1. i.26) Similarly. For example. we define u 2 ( t ) as ⎧0 u2 ( t ) = ⎨ 2 ⎩t t<0 t≥0 or u2 ( t ) = 2 ∫–∞ u1 ( τ ) dτ ∫–∞ u2 ( τ ) dτ t t (1.Chapter 1 Elementary Signals 1.23) where τ is a dummy variable.24) Since u 1 ( t ) is the integral of u 0 ( t ) .25) Higher order functions of t can be generated by repeated integration of the unit step function. 1-10 Signals and Systems with MATLAB Applications.. then u 0 ( t ) must be the derivative of u 1 ( t ) . d ---. denoted as u 1 ( t ) . is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t (1. Area = 1 × τ = τ = t 1 τ t Figure 1. we define u 1 ( t ) as ⎧0 u1 ( t ) = ⎨ ⎩t t<0 t≥0 (1.27) and in general. We can evaluate the integral of (1. integrating u 0 ( t ) twice and multiplying by 2.

u n ( t ) n dt (1. the switch is closed at time t = 0 and i L ( t ) = 0 for t < 0 .28) Also. we can write (1.u n – 1 ( t ) = -.31) (1.The Unit Ramp Function ⎧0 un ( t ) = ⎨ n ⎩t t<0 t≥0 or un ( t ) = 3 ∫–∞ un – 1 ( τ ) dτ t (1. Solution: The voltage across the inductor is di L v L ( t ) = L -----dt (1. Network for Example 1. Signals and Systems with MATLAB Applications.29) Example 1. u 0 ( t ) is constant ( 0 or 1 ) for all time except at t = 0 where it is discontinuous.7 In the network of Figure 1.32) But. the derivative of the unit step u 0 ( t ) has a non-zero value only at t = 0 . Second Edition Orchard Publications 1-11 .19. as we know. The derivative of the unit step function is defined in the next section.30) and since the switch closes at t = 0 . 1d .u 0 ( t ) dt (1.7 Express the inductor current i L ( t ) in terms of the unit step function.19. R iS iL ( t ) L t = 0 + vL ( t ) − Figure 1. iL ( t ) = iS u0 ( t ) Therefore. Since the derivative of any constant is zero.---.30) as d v L ( t ) = Li S ---.

Chapter 1 Elementary Signals 1.4 The Delta Function δ ( t ) The unit impulse or delta function.5 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 ) (1.35) or. in the limit.36) 1-12 Signals and Systems with MATLAB Applications. but the area of the rectangle remains 1 . f ( t )δ ( t ) = f ( 0 )δ ( t ) (1. where we see that as ε → 0 . is the derivative of the unit step u 0 ( t ) . 1. Two useful properties of the delta function are the sampling property and the sifting property.33) δ ( t ) = 0 for all t ≠ 0 (1.20 (a) becomes the unit step as ε → 0 . 1 ⁄ 2 ε becomes unbounded. denoted as δ ( t ) . Therefore. Representation of the unit step as a limit.20 (a). Second Edition Orchard Publications . Figure 1. It is also defined as ∫– ∞ δ ( τ ) d τ and t = u0 ( t ) (1. zero width. let us represent the unit step u 0 ( t ) as shown in Figure 1. 1 −ε Area =1 −ε 0 ε 0 Figure (a) ε t 1 2ε Figure (b) t Figure 1. and area equal to 1 .34) To better understand the delta function δ ( t ) . when a = 0 .20. with unbounded amplitude. The function of Figure 1.20 (a). we can think of δ ( t ) as approaching a very large spike or impulse at the origin.20 (b) is the derivative of Figure 1.

37) We rewrite f ( t ) as f(t) = f(0) + [f(t) – f(0)] (1.39) contains the constant term f ( 0 ) . ∫– ∞ t f ( 0 )δ ( τ ) dτ = f ( 0 ) ∫– ∞ δ ( τ ) d τ t (1. we get ∫– ∞ t f ( τ )δ ( τ ) dτ = ∫– ∞ t f ( 0 )δ ( τ ) dτ + ∫–∞ [ f ( τ ) – f ( 0 ) ]δ ( τ ) dτ t (1. multiplication of any function f ( t ) by the delta function δ ( t ) results in sampling the function at the time instants where the delta function is not zero.38) Integrating (1.39) is always zero because δ ( t ) = 0 for t < 0 and t > 0 and [f(τ) – f(0 ) ] τ=0 = f( 0) – f(0 ) = 0 Therefore. f ( t )δ ( t ) = 0 for t < 0 and t > 0 (1. we get f ( t )δ ( t ) = f ( 0 )δ ( t ) Sampling Property of δ ( t ) (1. The study of discrete-time systems is based on this property. Second Edition Orchard Publications 1-13 . that is.41).6 Sifting Property of the Delta Function δ ( t ) The sifting property of the delta function states that Signals and Systems with MATLAB Applications. this can be written outside the integral. Proof: Since δ ( t ) = 0 for t < 0 and t > 0 then.37) over the interval – ∞ to t and using (1.39) The first integral on the right side of (1. and replacing τ with t .40) The second integral of the right side of (1.42) 1.41) Differentiating both sides of (1. (1.38).Sifting Property of the Delta Function that is.39) reduces to ∫– ∞ t f ( τ )δ ( τ ) dτ = f ( 0 ) ∫– ∞ δ ( τ ) d τ t (1.

By substitution into (1. dx = f ′( t ) . and therefore. y = u 0 ( t – α ) .46) Now.47) We have assumed that a < α < b . Also. We also let dy = δ ( t – α ) . we can replace the lower limit of integration a by α . then.Chapter 1 Elementary Signals ∫–∞ f ( t )δ ( t – α ) dt ∞ = f(α) (1.47) as ∫a and letting b f ( t )δ ( t – α ) dt = f ( b ) – ∫ α f ′( t ) d t b = f(b ) – f(b) + f(α) a → – ∞ and b → ∞ for any α < ∞ ∞ .47) reduces to f ( b ) . we get ∫–∞ f ( t )δ ( t – α ) dt = f ( α ) Sifting Property of δ ( t ) (1. and thus the first term of the right side of (1.46). then.48) 1-14 Signals and Systems with MATLAB Applications.43) that is. we let x = f ( t ) . u 0 ( t – α ) = 0 for α < a . therefore. Second Edition Orchard Publications . We can now rewrite (1.44) We will use integration by parts to evaluate this integral. and integrate from – ∞ to +∞ . the integral on the right side is zero for α < a .45) and integrating both sides we get ∫ x dy = xy – y dx ∫ (1. Proof: Let us consider the integral ∫a f ( t )δ ( t – α ) dt b where a < α < b (1. We recall from the derivative of products that d ( xy ) = xdy + ydx or xdy = d ( xy ) – ydx (1. if we multiply any function f ( t ) by δ ( t – α ) . we will obtain the value of f ( t ) evaluated at t = α . we get ∫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.

Then. The sampling property states that f ( t )δ ( t – a ) = f ( a )δ ( t – a ) For this example. f ( t ) = 3t and a = 1 . The given expression contains the doublet.Higher Order Delta Functions 1.8 n nd f ( t )δ ( t – α ) dt = ( – 1 ) ------.7 Higher Order Delta Functions An nth-order delta function is defined as the nth derivative of u 0 ( t ) . therefore. 4 ∫–∞ tδ ( t – 2 ) dt 2 ∞ c. we can show that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) (1. ∫–∞ f ( t )δ ( t – α ) dt ∞ ∞ ∫–∞ tδ ( t – 2 ) dt = f ( 2 ) = t t = 2 = 2 c.51) t=α Evaluate the following expressions: a. δ'' ( t ) is called triplet. By a procedure similar to the derivation of the sampling property of the delta function. The sifting property states that Then. 3t δ ( t – 1 ) b. Second Edition Orchard Publications 1-15 . δn δ ( t ) = ---. we use the relation Signals and Systems with MATLAB Applications. t δ' ( t – 3 ) Solution: a. 3t δ ( t – 1 ) = { 3t 4 4 t=1 4 }δ ( t – 1 ) = 3δ ( t – 1 ) = f ( α ) . that is.49) The function δ' ( t ) is called doublet.[ f ( t ) ] n –∞ dt ∞ n (1. f ( t ) = t and α = 2 . b.[ u 0 ( t ) ] dt n (1. For this example. and so on.50) Also. the derivation of the sifting property of the delta function can be extended to show that ∫ Example 1.

and we get 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.Chapter 1 Elementary Signals f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) Then. we express v ( t ) in terms of the unit step function u 0 ( t ) . compute the derivative of v ( t ) and sketch its waveform. Express the voltage waveform v ( t ) shown in Figure 1.9 Solution: a. we get 1-16 Signals and Systems with MATLAB Applications.21 as a sum of unit step functions for the time interval – 1 < t < 7 s . Using the result of part (a). Next.22. These are shown in Figure 1. t δ' ( t – 3 ) = t 2 d 2 δ' ( t – 3 ) – ---.52) Multiplying and collecting like terms in (1.9 a. b.t t = 3 δ ( t – 3 ) dt = 9δ' ( t – 3 ) – 6δ ( t – 3 ) 2 t=3 Example 1. for this example. We first derive the equations for the linear segments of the given waveform. Waveform for Example 1. Second Edition Orchard Publications .21.52). v(t) (V) 3 2 1 −1 0 1 2 3 4 5 6 7 t (s) −1 −2 Figure 1.

we get Signals and Systems with MATLAB Applications. Also. Equations for the linear segments of Figure 1. Therefore. The derivative of v ( t ) is dv ----. δ ( t – 4 ) = 0 . Second Edition Orchard Publications 1-17 . we observe that discontinuities occur only at t = – 1 .53) From the given waveform. and δ ( t – 5 ) = 0 . δ ( t – 1 ) = 0 .= 2u 0 ( t + 1 ) + 2tδ ( 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. and the terms that contain these delta functions vanish. and t = 7 .Higher Order Delta Functions 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 1.21 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 )u 0 ( t – 4 ) + ( – t + 5 )u 0 ( t – 5 ) + ( t – 6 )u 0 ( t – 7 ) b.53). by application of the sampling property. 2tδ ( t + 1 ) = { 2t t = –1 }δ ( t + 1 ) = – 2δ ( 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 (1.22. t = 2 .

and t = 7 . 1-18 Signals and Systems with MATLAB Applications. We observe that a negative spike of magnitude 2 occurs at t = – 1 . syms k a t. These are denoted by the names of the mathematicians who used them in their work.23. Their use is illustrated with the examples below. These spikes occur because of the discontinuities at these points. dv ----dt 2 (V ⁄ s) δ(t – 2) 1 −1 0 −1 1 2 3 4 5 6 δ(t – 7) 7 t (s) – 2δ ( t + 1 ) Figure 1. The unit step function u 0 ( t ) is referred to as Heaviside(t).23. MATLAB* has built-in functions for the unit step. and two positive spikes of magnitude 1 occur at t = 2 .Chapter 1 Elementary Signals dv = 2u ( t + 1 ) – 2 δ ( t + 1 ) – 2u ( t – 1 ) – u ( t – 2 ) ----0 0 0 dt + δ ( t – 2 ) + u0 ( t – 4 ) – u0 ( t – 5 ) + u0 ( t – 7 ) + δ ( t – 7 ) (1. 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.21.54) The plot of dv ⁄ dt is shown in Figure 1. Plot of the derivative of the waveform of Figure 1. and the delta function δ ( t ) is referred to as Dirac(t). and the delta functions. Second Edition Orchard Publications .

8 Summary • The unit step function u 0 ( t ) that 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 volt- age or current source. denoted as u 1 ( t ) . is the derivative of the unit step u 0 ( t ) . is defined as u1 ( t ) = ∫– ∞ u 0 ( τ ) d τ t • The unit impulse or delta function.Summary int(d) % Integrate the delta function ans = Heaviside(t-a)*k 1. 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 ) Signals and Systems with MATLAB Applications. denoted as δ ( t ) . Second Edition Orchard Publications 1-19 . • The unit ramp function. when a = 0 . It is also defined as ∫– ∞ δ ( τ ) d τ and 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.

b. compute the derivative of v ( t ) .9 Exercises 1.Chapter 1 Elementary Signals 1. cos 2tδ ⎛ t – π⎞ ⎝ ⎠ 4 -c. Evaluate the following functions: -a.24. Express the voltage waveform v ( t ) shown in Figure 1. ∫– ∞ t e 2 ∞ 2 –t δ ( t – 2 ) dt -f. v(t) (V) 20 – 2t v(t) e 10 0 1 −10 −20 2 3 4 5 6 7 t( s) Figure 1.24. Using the result of part (a). as a sum of unit step functions for the time interval 0 < t < 7 s . sin tδ ⎛ t – π⎞ ⎝ 6⎠ -b. cos t δ ⎛ t – π⎞ ⎝ 2⎠ 2 -d. tan 2tδ ⎛ t – π⎞ ⎝ ⎠ 8 e. Second Edition Orchard Publications . a. Waveform for Exercise 2 1-20 Signals and Systems with MATLAB Applications. sin t δ 1 ⎛ t – π⎞ ⎝ 2⎠ 2. and sketch its waveform.

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. You must. It is recommended that first you go through and solve those you feel that you know. Signals and Systems with MATLAB Applications.10 Solutions to Exercises Dear Reader: The remaining pages on this chapter contain the solutions to the exercises.Solutions to Exercises 1. for your benefit. Refer to the solutions as a last resort and rework those problems at a later date. You should follow this practice with the exercises on all chapters of this book. For the exercises that you are uncertain. If your results do not agree with those provided. Second Edition Orchard Publications 1-21 .

⎞ = 0 ⎝ 2⎠ ⎝ 2⎠ ⎝ 2⎠ 2 2 t=π⁄2 -b.⎞ – sin πδ ⎛ t – -.⎞ – sin 2t ⎝ 2⎠ π δ ⎛ t – -.( 1 + cos π )δ ⎛ t – -.⎞ = δ ⎛ t – -. sin tδ ⎛ t – π⎞ = sin t ⎝ 6⎠ t = π⁄6 π π π π δ ⎛ t – -.δ ⎛ t – -. ∫– ∞ t e ∞ 2 –t δ ( t – 2 ) dt = t e 2 –t t=2 = 4e –2 = 0.( 1 – cos 2t ) 2 1 π δ ⎛ t – -.⎞ ⎝ 2⎠ t = π⁄2 f.⎞ = sin -.⎞ = -.( 1 + 1 )δ ⎛ t – -.⎞ = 0. We recall that the sampling property states that f ( t )δ ( t – a ) = f ( a )δ ( t – a ) .sin t ⎝ 2 ⎠ dt t = π⁄2 t = π⁄2 π δ ⎛ t – -. Second Edition Orchard Publications . Thus. tan 2tδ ⎛ t – π⎞ = tan 2t ⎝ ⎠ 8 t = π⁄8 π π π π δ ⎛ t – -.⎞ = sin t ⎝ 2⎠ t = π⁄2 d 1 π . cos t δ ⎛ t – π⎞ = -.⎞ = -.( 1 – 1 )δ ⎛ t – -. 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 ) ] or 1-22 Signals and Systems with MATLAB Applications.54 We recall that the sampling property for the doublet states that f ( t )δ' ( t – a ) = f ( a )δ' ( t – a ) – f ' ( a )δ ( t – a ) Thus. We apply the sampling property of the δ ( t ) function for all expressions except (e) where we apply the sifting property.⎞ ⎝ 2⎠ ⎝ 2⎠ ⎝ 2⎠ 2 2. 1 = -.⎞ – ---.⎞ ⎝ 6⎠ ⎝ 6⎠ 6 ⎝ 6⎠ π --δ ⎛ t – π⎞ = cos -.⎞ ⎝ 2⎠ 1 1 1 π π π = -.⎞ = tan -. a. For part (f) we apply the sampling property of the doublet. 2 1 2 π sin t δ ⎛ t – -.⎞ ⎝ 8⎠ ⎝ 8⎠ 4 ⎝ 8⎠ We recall that the sampling property states that e.2 δ ⎛ t – -. cos 2tδ ⎛ t – π⎞ = cos 2t ⎝ ⎠ 4 2 t = π⁄4 -c.5δ ⎛ t – -.δ ⎛ t – -.⎞ = δ ⎛ t – -. ∫–∞ f ( t )δ ( t – α ) dt ∞ = f ( α ) .( 1 + cos 2t ) ⎝ 2⎠ 2 1 -d. Thus.Chapter 1 Elementary Signals 1. -a.δ ⎛ t – π ⎞ = 0 ⎝ 4⎠ 2 ⎝ 4⎠ 1 1 π π π δ ⎛ t – -.

dv ⁄ dt 20 10 – 10 – 20 – 2e (V ⁄ s) 20 δ ( t – 3 ) 1 – 2t 2 – 10δ ( t – 2 ) 3 4 5 – 20 δ ( t – 5 ) 6 7 t (s) Signals and Systems with MATLAB Applications. δ ( t ) = 0 and δ ( t – 7 ) = 0 . Also.Solutions to Exercises 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 ) = 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. t = 3 . Second Edition Orchard Publications 1-23 . dv = – 2e – 2t u ( t ) + e – 2t δ ( t ) + ( 2e – 2t + 10 )u ( t – 2 ) + ( – e –2t + 10t – 30 )δ ( t – 2 ) ----0 0 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 . and t = 5 . 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 ) ≈ – 10δ ( t – 2 ) ( – 20t + 80 )δ ( t – 3 ) = ( – 20t + 80 ) ( 20t – 120 )δ ( t – 5 ) = ( 20t – 120 ) δ ( t – 3 ) = 20δ ( 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 ) – 10δ ( t – 2 ) – 20u 0 ( t – 3 ) + 20δ ( t – 3 ) + 20u 0 ( t – 5 ) – 20δ ( t – 5 ) – 10u 0 ( t – 7 ) = – 2e – 2t [ u 0 ( t ) – u 0 ( t – 2 ) ] – 10δ ( t – 2 ) + 10 [ u 0 ( t – 2 ) – u 0 ( t – 3 ) ] + 20δ ( t – 3 ) – 10 [ u 0 ( t – 3 ) – u 0 ( t – 5 ) ] – 20δ ( t – 5 ) + 10 [ u 0 ( t – 5 ) – u 0 ( t – 7 ) ] The waveform for dv ⁄ dt is shown below. Therefore.

Chapter 1 Elementary Signals NOTES 1-24 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .

say t = t 0 = 0 . and since the initial conditions are generally known. that is. that is.Chapter 2 The Laplace Transformation T his chapter begins with an introduction to the Laplace transformation. definitions. if ∫0 f ( t ) e ∞ – st dt < ∞ (2. Second Edition Orchard Publications 2-1 .4) The Laplace Transform of (2.1) and (2.3) has meaning only if the integral converges (reaches a limit).3) L –1 1 { F ( s ) } = f ( t ) = ------2πj ∫σ – jω σ + jω F ( s ) e ds (2. 2.2) where L { f ( t ) } denotes the Laplace transform of the time function f ( t ) .1) L –1 1 { F ( s ) } = f ( t ) = ------2πj F ( s ) e ds –1 st (2. In most problems. we rewrite (2. L { F ( s ) } denotes the Inverse Laplace transform. we are concerned with values of time t greater than some reference time. and properties of the Laplace transformation.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 – jω σ + jω – st dt (2.3) converges. and the Laplace transforms of common waveforms. and imaginary part ω . s = σ + jω . It concludes with the derivation of the Laplace transform of common functions of time. the two-sided Laplace transform pair of (2.2) 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 ∞ – st dt (2. The initial value and final value theorems are also discussed and proved.5) Signals and Systems with MATLAB Applications.5) To determine the conditions that will ensure us that the integral of (2. and s is a complex variable whose real part is σ .

and therefore. …. 2-2 Signals and Systems with MATLAB Applications.Chapter 2 The Laplace Transformation as ∞ ∫0 f ( t )e – jωt – σt – jωt e dt < ∞ – jωt (2. Therefore. Evaluation of the integral of (2.10) 2. we will denote transformation from the time domain to the complex frequency domain. f 2 ( t ). in most engineering applications the functions f ( t ) are of exponential order*. there is no need to use (2.6) = 1 . ∫0 ∞ f ( t )e – σt dt < ∫0 ke ∞ σ 0 t – σt e dt (2.7) Fortunately.8). converges if σ > σ 0 .4) involves contour integration in the complex plane. in the next chapter. Then.6) has magnitude of unity. L { f ( t ) } exists if Re { s } = σ > σ 0 (2.4) to obtain the Inverse Laplace transform.8) and we see that the integral on the right side of the inequality sign in (2. and thus the condition The term e in the integral of (2.. that many Laplace transforms can be inverted with the use of a few standard pairs. i. as f(t) ⇔ F(s) (2.2 Properties of the Laplace Transform 1. f n ( t ) have Laplace transforms * A function f ( t ) is said to be of exponential order if f ( t ) < ke σ0 t for all t ≥ 0 . Second Edition Orchard Publications . we can express (2. and thus. it will not be attempted in this chapter. Linearity Property The linearity property states that if f 1 ( t ). we conclude that if f ( t ) is of exponential order.9) where Re { s } denotes the real part of the complex variable s . and vice versa. In our subsequent discussion. We will see.e.7) as. e for convergence becomes ∫0 f ( t )e ∞ – σt dt < ∞ (2.

…. we let t – a = τ .12) Proof: L { f ( t – a )u 0 ( t – a ) } = ∫0 a 0e – st dt + ∫ a f(t – a)e ∞ – st dt (2.Properties of the Laplace Transform F 1 ( s ). this multiplication will produce a shift of the s variable in the complex frequency domain by a units. corresponds to multiplication by e – as in the complex frequency domain. c 2 . … . Thus. t = τ + a and dt = dτ . then. c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) ⇔ c1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) (2. Frequency Shifting Property The frequency shifting property states that if we multiply some time domain function f ( t ) by an exponential function e where a is an arbitrary positive constant. the second integral on the right side of (2. F n ( s ) respectively. Time Shifting Property The time shifting property states that a right shift in the time domain by a units. – at Signals and Systems with MATLAB Applications. F 2 ( s ). c n are arbitrary constants. With these substitutions. then. f ( t – a )u 0 ( t – a ) ⇔ e – as F(s) (2. Thus.13) Now.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 u 0 ( t ) to eliminate any unwanted non-zero values of f ( t ) for t < 0 . 2. Second Edition Orchard Publications 2-3 . and c 1 .13) becomes ∫0 ∞ f(τ)e –s ( τ + a ) dτ = e – as ∫0 f ( τ ) e ∞ – sτ dτ = e – as F(s) 3.

14) Proof: L {e – at f(t)} = ∫0 ∞ e – at f(t)e – st dt = ∫0 f ( t ) e ∞ – ( s + a )t 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 .16) Proof: L {f '(t)} = ∫0 f ' ( t ) e ∞ – st dt 2-4 Signals and Systems with MATLAB Applications. minus the initial value of f ( t ) at t = 0 − .Chapter 2 The Laplace Transformation e – at f(t) ⇔ F(s + a) (2. Thus. becomes f ( at ) . the initial value of f ( t ) is taken at t = 0 − to include any discontinuity that may be present at t = 0 .F ⎛ --⎞ a ⎝ a⎠ Note 3: Generally. Differentiation in Time Domain The differentiation in time domain property states that differentiation in the time domain corresponds to multiplication by s in the complex frequency domain. Scaling Property Let a be an arbitrary positive constant. then. Thus.F ⎛ -. we simply interpret f ( 0 − ) as f ( 0 ) .f ( t ) ⇔ sF ( s ) – f ( 0 ) dt (2. the function f ( t ) after scaling the time axis. If it is known that no such discontinuity exists at t = 0− . 4. we get L { f ( at ) } = ∫0 ∞ f(τ )e –s ( τ ⁄ a ) τ 1 d ⎛ --⎞ = -⎝ a⎠ a ∫0 f ( τ ) e –( s ⁄ a ) τ 1 s d ( τ ) = -. d − f ' ( t ) = ---. 5.15) Proof: L { f ( at ) } = ∫0 f ( at ) e ∞ ∞ – st dt and letting t = τ ⁄ a . Second Edition Orchard Publications . the scaling property states that 1 s .⎞ a ⎝a⎠ (2.f ( at ) ⇔ -.

18). this corresponds to F ( s ) multiplied by s to the nth power. and thus f ( t )e − . Signals and Systems with MATLAB Applications. Then. represent the initial conditions. and so on.19) and in general d ------. when all initial conditions are zero. u = f ( t ) .f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt (2.20) can be proved by similar procedures. and we differentiate a time function f ( t ) n times.18) (2. dv = – se +s − L { f ' ( t ) } = f ( t )e 0 ∫0 ∞ − f(t)e − – st dt = lim – st a a→∞ 0 − + sF ( s ) = lim [ e a→∞ – sa f ( a ) – f ( 0 ) ] + sF ( s ) = 0 – f ( 0 ) + sF ( s ) The time differentiation property can be extended to show that d2 ------.20) To prove (2.f ( t ) ⇔ s n F ( s ) – s n – 1 f ( 0 − ) – s n – 2 f ' ( 0 − ) – … – f n dt n n–1 (0 ) − (2.19) and (2. Second Edition Orchard Publications 2-5 . Therefore. We must remember that the terms f ( 0 − ).17) .f ( t ) dt and as we found above. f '' ( 0 − ) . L { f '' ( t ) } = sL { f ' ( t ) } – f ' ( 0 ) = s [ sL [ f ( t ) ] – f ( 0 ) ] – f ' ( 0 ) = s 2 F ( s ) – sf ( 0 ) – f ' ( 0 ) − − − − − Relations (2. L { g ' ( t ) } = sL { g ( t ) } – g ( 0 ) − Then.Properties of the Laplace Transform Using integration by parts where ∫ v du we let du = f ' ( t ) and v = e – st – st ∞ = uv – u dv – st ∫ (2. we let d g ( t ) = f ' ( t ) = ---. f ' ( 0 − ).f ( t ) ⇔ s 2 F ( s ) – sf ( 0 − ) – f ' ( 0 − ) 2 dt d3 ------.

+ f ( 0 ) s s –∞ t − (2. α ) 2-6 Signals and Systems with MATLAB Applications. α ) dx b where f is some known function of integration x and the parameter α . also divided by s . and applying Leibnitz’s rule* for differentiation under the integral.F ( s ) n ds n (2.Chapter 2 The Laplace Transformation 6. corresponds to multiplication of f ( t ) by t in the time domain.F ( s ) = ---ds ds = – ∞ ∞ ∞ ∫0 ∞ f( t )e – st dt = ∫0 ∂ e – st f ( t )dt = ∂s ∫0 – t e – st f ( t )dt ∫0 [ tf ( t ) ] e – st dt = – L [ tf ( t ) ] In general.= dα ∫a ----------------.dx . In other words. we get dd---.F ( s ) ds (2. a and b are constants independent of x and α .22) The proof for n ≥ 2 follows by taking the second and higher-order derivatives of F ( s ) with respect to s . ∫ F ( s . and the pardF tial derivative ∂f ⁄ ∂α exists and it is continuous.21) Proof: L { f( t)} = F(s) = ∫0 f ( t ) e ∞ – st dt Differentiating with respect to s. d tf ( t ) ⇔ – ---.23) * This rule states that if a function of a parameter α is defined by the equation F ( α ) = b ∫a f ( x. Integration in Time Domain 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 − . n nd t f ( t ) ⇔ ( – 1 ) ------. Differentiation in Complex Frequency Domain This property states that differentiation in complex frequency domain and multiplication by minus one. then -----.-----------) f ( τ ) dτ ⇔ ---------. That is. 7. ∂( α ) ∂( x. Second Edition Orchard Publications .

L { g' ( t ) } = G ( s ) = sL { g ( t ) } – g ( 0 ) = G ( s ) – 0 sL { g ( t ) } = G ( s ) G(s) L { g ( t ) } = ----------s ⎧ L ⎨ ⎩ − ∫0 f ( τ ) dτ ⎬ = ⎭ t ⎫ F(s) ---------s (2.24).26) and the proof of (2. Second Edition Orchard Publications 2-7 . and this constant is an initial condition denoted as f ( 0 − ) . We will find the Laplace transform of this constant.23) follows from (2. Signals and Systems with MATLAB Applications.24). L {f (0 )} = − ∫0 f ( 0 ) e − ∞ – st dt = f ( 0 ) − − ∫0 e − ∞ – st e dt = f ( 0 ) ------–s − – st ∞ 0 (2. the transform of the second integral on the right side of (2. Next.23) as two integrals. nor the lower limits of integration are functions of time. g' ( t ) = f ( τ ) and g( 0) = ∫0 f ( τ ) dτ 0 = 0 Now.26).25) and (2. that is. and will prove (2.25) − f(0 ) f(0 ) = f ( 0 ) × 0 – ⎛ – -----------⎞ = ----------⎝ s ⎠ s This is the value of the first integral in (2.Properties of the Laplace Transform Proof: We express the integral of (2. represents a constant value since neither the upper. we will show that ∫0 f ( τ ) dτ ⇔ ----------s We let g(t) = t F(s) ∫0 f ( τ ) dτ t then.24). Thus.23) by the linearity property. ∫– ∞ t f ( τ ) dτ = ∫– ∞ 0 f ( τ ) dτ + ∫ 0 f ( τ ) dτ t (2.24) The first integral on the right side of (2.

Integration in Complex Frequency Domain 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 .. 3. Thus. provided that the limit lim ------. if we let f ( t ) be a periodic function with period T . Time Periodicity ∞ ∞ F ( s ) ds = ∫s ∫0 f ( t ) e ∫0 ∫s ∞ ∞ – st dt ds Next. Second Edition Orchard Publications . we interchange the order of integration. for n = 1. ∞ F ( s ) ds = e – st ds f ( t ) dt and performing the inner integration on the right side integral with respect to s . we get ∫s ∫s ∫s 9. Thus.e t ∞ f(t) – st ⎧ f ( t )⎫ dt = L ⎨ -------⎬ ⎩ t ⎭ 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.Chapter 2 The Laplace Transformation 8. that is. f ( t ) = f ( t + nT ) .e. we get F ( s ) ds = ∫0 ∞ –1e -t – st ∞ s f ( t ) dt = ∫0 -------. t→0 t f( t) ------. i. 2.28) 2-8 Signals and Systems with MATLAB Applications.exists.⇔ t ∫s F ( s ) ds ∫0 f ( t ) e ∞ ∞ ∞ – st ∞ (2. … we get the transform pair dt f ( t + nT ) ⇔ ---------------------------– sT 1–e ∫0 f ( t ) e T – st (2.27) Proof: F(s) = dt Integrating both sides from s to ∞ .

e.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt or Signals and Systems with MATLAB Applications. The areas under each period of f ( t ) are equal. we let t = τ .30) By application of the binomial theorem.29) as L {f(τ)} = (1 + e – sT +e – 2sT + …) ∫0 f ( τ ) e T – sτ dτ (2.29) Since the function is periodic. Then. lim f ( t ) = lim sF ( s ) = f ( 0 ) t→0 s→∞ − (2. in the second t = τ + T . i. that is..31) we find that expression (2. and so on. 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 → ∞ .Properties of the Laplace Transform 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. Second Edition Orchard Publications 2-9 .30) reduces to f ( τ ) e dτ L { f ( τ ) } = --------------------------------– sT τ–e ∫0 T – sτ 10.That is.32) Proof: From the time domain differentiation property. 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. in the third t = τ + 2T . L {f(t)} = ∫0 T f(τ)e – sτ dτ + ∫0 T f(τ + T )e –s ( τ + T ) dτ + ∫0 f ( τ + 2T ) e T – s ( τ + 2T ) dτ + … (2. we can write (2. f ( τ ) = f ( τ + T ) = f ( τ + 2T ) = … = f ( τ + nT ) . d---.

f ( t ) e –st dt dt Taking the limit of both sides by letting s → ∞ .Chapter 2 The Laplace Transformation ⎧d ⎫ − L ⎨ ---.f ( t ) e T → ∞ ε dt lim ε→0 T d – st dt Interchanging the limiting process. letting s → 0 . we get s→∞ lim [ sF ( s ) – f ( 0 ) ] = lim − ---.33) Proof: From the time domain differentiation property. Second Edition Orchard Publications .f ( t ) ⎬ = sF ( s ) – f ( 0 ) = ⎩ dt ⎭ ∫0 ∞ d ---. 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. d ---.f ( t ) e – st dt dt Taking the limit of both sides by letting s → 0 . we get 2-10 Signals and Systems with MATLAB Applications. t→∞ lim f ( t ) = lim sF ( s ) = f ( ∞ ) s→0 (2.f ( t ) ⎬ = sF ( s ) – f ( 0 ) = dt ⎩ ⎭ ∫0 ∞ d ---. then.f ( t ) T → ∞ ∫ ε dt ε→0 – st T d s→∞ lim e – st dt and since s→∞ lim e = 0 − the above expression reduces to s→∞ lim [ sF ( s ) – f ( 0 ) ] = 0 lim sF ( s ) = f ( 0 ) − or s→∞ 11. we get lim [ sF ( s ) – f ( 0 ) ] = lim − s→∞ s→∞ ∫ ----. That is.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt or ⎧d ⎫ − L ⎨ ---.

The convolution of two time functions f 1 ( t ) and f 2 ( t ) is denoted as f 1 ( t )*f 2 ( t ) . f 1 ( t )*f 2 ( t ) ⇔ F 1 ( s )F 2 ( s ) (2. and by definition. * Convolution is the process of overlapping two signals. we get s→0 lim [ sF ( s ) – f ( 0 ) ] = lim − ∫ ----. Convolution in the Time Domain Convolution* in the time domain corresponds to multiplication in the complex frequency domain. By substitution into (2. s→0 lim sF ( s ) = f ( ∞ ) 12.35).f ( t ) dt T→∞ ε ε→0 – st T d s→0 lim e – st dt Also. then.f ( t ) dt = lim dt T→∞ ε→0 ∫ε f ( t ) − T = lim [ f ( T ) – f ( ε ) ] = f ( ∞ ) – f ( 0 ) and therefore. since s→0 lim e = 1 the above expression reduces to s→0 lim [ sF ( s ) – f ( 0 ) ] = lim − T→∞ ε ε→0 T→∞ ε→0 ∫ T d---. and dt = dλ .34) Proof: L { f 1 ( t )*f 2 ( t ) } = L = ∞ ∫– ∞ ∞ f 1 ( τ )f 2 ( t – τ ) dτ = ∞ – st ∫0 ∫0 f1 ( τ )f2 ( t – τ ) dτ ∞ ∞ e – st dt (2.35) ∫ 0 f 1 ( τ ) ∫0 f 2 ( t – τ ) e dt dτ We let t – τ = λ . f 1 ( t )*f 2 ( t ) = discuss it in detail in Chapter 6. ∫–∞ f1 ( τ )f2 ( t – τ ) dτ ∞ where τ is a dummy variable. We will Signals and Systems with MATLAB Applications. that is. Second Edition Orchard Publications 2-11 .Properties of the Laplace Transform lim [ sF ( s ) – f ( 0 ) ] = lim − s→0 s→0 ∫ ----. t = λ + τ .f ( t ) e T → ∞ ε dt lim ε→0 T d – st dt and by interchanging the limiting process.

1L { f 1 ( t )f 2 ( t ) } = ------2πj ∫σ – jω F1 ( µ )F2 ( s – µ )dµ σ + jω 1= ------. we have summarized the Laplace transform pairs and theorems in Table 2. 2.37) and recalling that the Inverse Laplace transform from (2. corresponds to multiplication in the time domain.3 The Laplace Transform of Common Functions of Time In this section.36) Proof: L { f 1 ( t )f 2 ( t ) } = ∫0 f1 ( t )f2 ( t ) e ∫σ – jω σ + jω ∞ – st dt (2. Second Edition Orchard Publications . 1f 1 ( t )f 2 ( t ) ⇔ ------.1. Convolution in the Complex Frequency Domain Convolution in the complex frequency domain divided by 1 ⁄ 2πj .Chapter 2 The Laplace Transformation L { f 1 ( t )*f 2 ( t ) } = ∫0 ∞ f1 ( τ ) ∫0 ∞ f2 ( λ ) e –s ( λ + τ ) dλ dτ = ∫0 ∞ f 1 ( τ )e – sτ dτ ∫0 f 2 ( λ ) e ∞ – sλ dλ = F 1 ( s )F 2 ( s ) 13. Example 2.F 1 ( s )*F 2 ( s ) 2πj For easy reference.2) is 1f 1 ( t ) = ------2πj F 1 ( µ )e dµ µt by substitution into (2. we get L { f 1 ( t )f 2 ( t ) } = ∫0 ∞ 1 ------2πj ∫σ – jω σ + jω F 1 ( µ )e dµ f 2 ( t ) e µt – st dt 1 = ------2πj ∫σ – jω σ + jω F1 ( µ ) ∫0 f 2 ( t ) e ∞ – ( s – µ )t dt dµ We observe that the bracketed integral is F 2 ( s – µ ) .37). we will present several examples for finding the Laplace transform of common functions of time. That is.F 1 ( s )*F 2 ( s ) 2πj (2.1 Find L { u 0 ( t ) } 2-12 Signals and Systems with MATLAB Applications. therefore.

F 1 ( s )*F 2 ( s ) 2πj − Signals and Systems with MATLAB Applications.1 Summary of Laplace Transform Properties and Theorems Property/Theorem Time Domain c1 f1 ( t ) + c2 f2 ( t ) + … + cn fn ( t ) Complex Frequency Domain c1 F1 ( s ) + c2 F2 ( s ) + … + cn Fn ( s ) e – as F(s) 1 Linearity 2 3 4 5 6 7 Time Shifting Frequency Shifting Time Scaling f ( t – a )u 0 ( t – a ) e – as f(t) F(s + a) 1 ⎛ s⎞ -.F -.18) through (2.f ( t ) See also (2.F ( s ) ds F(s) f (0 ) ---------.a ⎝ a⎠ sF ( s ) – f ( 0 ) d – ---.22) Time Integration tf ( t ) t ∫–∞ f ( τ ) dτ f( t) ------t f ( t + nT ) 8 Frequency Integration ∫s F ( s ) d s ------------------------------– sT 1–e ∞ 9 Time Periodicity ∫0 f ( t ) e T – st dt 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 ) f 1 ( t )f 2 ( t ) lim sF ( s ) = f ( 0 ) s→∞ lim sF ( s ) = f ( ∞ ) s→0 F 1 ( s )F 2 ( s ) 1 ------. Second Edition Orchard Publications 2-13 .+ -----------s s − − f ( at ) Time Differentiation d ---.20) dt Frequency Differentiation See also (2.The Laplace Transform of Common Functions of Time TABLE 2.

39) u = t and dv = e – st ---------du = 1 and v = – e s – st * This condition was established in (2. L { u0 ( t ) } = ∫0 1 e ∞ – st –e dt = -------s 1 1 = 0 – ⎛ – -. that is. L { f(t)} = F(s) = ∞ ∫0 f ( t ) e st ∞ 0 – st dt For this example. 2-14 Signals and Systems with MATLAB Applications.9). Second Edition Orchard Publications .38) for Re { s } = σ > 0 . = uv – v du ∫ (2.* Example 2. we have obtained the transform pair 1 u 0 ( t ) ⇔ -s (2.2 Find L { u 1 ( t ) } Solution: We apply the definition L { f( t)} = F(s) = ∫0 f ( t ) e ∞ ∞ – st dt and for this example. L { u1 ( t ) } = L { t } = ∫0 t e – st dt We will perform integration by parts recalling that ∫ u dv We let then.⎞ = -⎝ s ⎠ s Thus.Chapter 2 The Laplace Transformation Solution: We start with the definition of the Laplace transform.

. say a. we consider the limit lim ---------.= lim -------.= lim ⎛ ----. we have obtained the transform pair 1t ⇔ --s2 (2. such as ---------. we use L’Hôpital’s rule which states that if f ( a ) = g ( a ) = 0 .3 Find L { t u 0 ( t ) } Solution: To find the Laplace transform of this function.The Laplace Transform of Common Functions of Time By substitution into (2.42) * f( x) Often. and if the limit ----.– e ---------2 s s s – st – st – st ∞ (2.f ( x ) ⁄ ----.------– e . lim ---------. the ratio of two functions. Second Edition Orchard Publications 2-15 . we apply L’ Hôpital’s rule*.41) for σ > 0 .f ( x ) ⁄ ----.dt = -----------. and we wish to find this limit. then. –t e L { t } = -----------.= 0 st t → ∞ e st t→∞ d t → ∞ se st (e ) dt 1 Evaluating the second term of (2. we must first review the gamma or generalized factorial function Γ ( n ) which is defined as Γ(n) = n ∫0 x ∞ n – 1 –x e dx (2. for some value of x.= lim --------------.40) produces an indeterminate form.40).40) 0 Since the upper limit of integration in (2. Example 2. that is. lim te – st t→∞ d (t) t dt 1 = lim ----. results in an indeterminate form.39). we get L { t } = ---2 s Thus.– s 0 – st ∞ ∫0 ∞ – t e . if it exists.g ( x ) as x dx dx ddf(x) approaches a exists.g ( x )⎞ ⎠ dx x → a g(x) x → a ⎝ dx Signals and Systems with MATLAB Applications. To g(x) f(x) work around this problem.. To find this x→a g(x) ddlimit.

= lim -----------------. Then.42) can be evaluated by performing integration by parts. 2-16 Signals and Systems with MATLAB Applications.Chapter 2 The Laplace Transformation The integral of (2. Thus.= lim ( n – 1 ) ( n – 2 )… ( n – m + 1 ) = 0 ------------------------------------------------------------------x m–n x x→∞ x→∞ ne x e n–m x n d m–1 m–1 nx n–1 Therefore. It also vanishes at the upper limit as x → ∞ .39) we let u = e –x and dv = x n–1 Then.42) is written as x e Γ ( n ) = ----------n n –x ∞ 1 + -n x=0 ∫0 x e ∞ n –x dx (2.= lim ------. (2. This can be proved with L’ Hôpital’s rule by differentiating both numerator and denominator m times. We will now derive the basic properties of the gamma function. we have * Improper integrals are two types and these are: a.43) reduces to 1 Γ ( n ) = -n ∫0 x e ∞ n –x dx and with (2.43) With the condition that n > 0 . and its relation to the well known factorial function n! = n ( n – 1 ) ( n – 2 ) ⋅ ⋅ 3 ⋅ 2 ⋅ 1 The integral of (2. in (2.42) is an improper integral* but converges (approaches a limit) for all n > 0 . the first term on the right side of (2. Second Edition Orchard Publications . b. –x ---du = – e dx and v = x n n and (2.42). d n –x n x→∞ m m x e xdx lim ----------. ∫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.= … m–1 x n x → ∞ ne x x→∞ d m x→∞ d x ne ne m m–1 dx dx n ( n – 1 ) ( n – 2 )… ( n – m + 1 )x = lim ----------------------------------------------------------------------------------. where m ≥ n .43) vanishes at the lower limit x = 0 .= lim d x ----------------------------------.

… The formula of (2. or t = y ⁄ s .45) or nΓ ( n ) = Γ ( n + 1 ) (2. we obtain Γ(2) = 1 ⋅ Γ(1) = 1 Γ ( 3 ) = 2 ⋅ Γ ( 2 ) = 2 ⋅ 1 = 2! Γ ( 4 ) = 3 ⋅ Γ ( 3 ) = 3 ⋅ 2 = 3! (2. 3.47) and thus we have the important 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 .44).50) is a noteworthy relation. Γ(1) = 1 (2.49) and in general Γ ( n + 1 ) = n! (2. we let st = y . we see that Γ ( n ) becomes infinite as n → 0 .42) yields Γ(1) = ∫0 ∞ e dx = – e –x –x ∞ 0 = 1 (2. and (2.46) It is convenient to use (2. L { t u0 t } = n n ∫0 t ∞ n – st e dt (2. Second Edition Orchard Publications 2-17 .48) From the recurring relation of (2.45).The Laplace Transform of Common Functions of Time Γ(n) = ∫0 ∞ x n– 1 1 –x e dx = -n ∫0 x e ∞ n –x dx (2. and Signals and Systems with MATLAB Applications.44) By comparing the integrals in (2. that is.46).51) To make this integral resemble the integral of the gamma function.46) for n > 0 .50) for n = 1. From (2. 2. we observe that Γ(n + 1) Γ ( n ) = -------------------n (2. For n = 1 .45) for n < 0 . (2.

Example 2.Chapter 2 The Laplace Transformation thus dt = dy ⁄ s . we get 2-18 Signals and Systems with MATLAB Applications.4 Find L { δ ( t )} Solution: L { δ ( t )} = ∫0 δ ( t ) e – st ∞ – st dt and using the sifting property of the delta function. we get L { δ ( t )} = ∫0 δ ( t ) e δ(t) ⇔ 1 ∞ dt = e –s ( 0 ) = 1 Thus. we have the transform pair (2. we rewrite (2. we have obtained the transform pair n! n t u 0 ( t ) ⇔ ---------n+1 s (2.53) for all σ .52) for positive integers of n and σ > 0 . Second Edition Orchard Publications .= ---------n+1 n+1 s s Therefore. Example 2.5 Find L { δ ( t – a ) } Solution: L {δ(t – a)} = ∫0 δ ( t – a ) e ∞ – st dt and again. using the sifting property of the delta function.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 Γ(n + 1n! ) dy = ------------------. Now.

6 Find L { e Solution: L {e – at – at u0 ( t ) } u0 ( t ) } = ∫0 ∞ e – at – st e dt = ∫0 e ∞ 0 ∞ – ( s + a )t dt – ( s + a )t 1 = ⎛ – ---------.7 Find L ⎨ t e ⎩ ⎧ n – at ⎫ u0 ( t ) ⎬ ⎭ Solution: For this example.57) Signals and Systems with MATLAB Applications. we will use the transform pair of (2.The Laplace Transform of Common Functions of Time L {δ(t – a)} = ∫0 δ ( t – a ) e – as ∞ – st dt = e – as Thus. we have the transform pair δ(t – a) ⇔ e (2. e – at f( t) ⇔ F( s + a) (2.14). we have the transform pair e – at 1 u 0 ( t ) ⇔ ---------s+a (2.52). Example 2. Example 2. n! n t u 0 ( t ) ⇔ ---------n+1 s (2. i. Second Edition Orchard Publications 2-19 . that is..e.54) for σ > 0 .⎞ e ⎝ s + a⎠ 1 = ---------s+a Thus.56) and the frequency shifting property of (2.55) for σ > – a .

Chapter 2 The Laplace Transformation Then. By the linj2 s+a earity property. Therefore.56). Thus. we get the transform pair te – at 1 u 0 ( t ) ⇔ -----------------2 (s + a) (2.jωt – jωt 1– at This can also be derived from sin ωt = ---. For n = 2 . 1L [ sin ωtu 0 ( t ) ] = ---j2 1 1 ω ⎛ ------------. we get the transform pair t e n – at n! u 0 ( t ) ⇔ ------------------------n+1 (s + a) (2. for n = 1 . and the use of (2.61) for σ > – a .( e – e ) .– --------------⎞ = ----------------⎝ s – jω s + jω⎠ 2 s + ω2 2-20 Signals and Systems with MATLAB Applications.59) for σ > – a .8 Find L { sin ωt u 0 ( t ) } Solution: L { sin ωt u 0 ( t ) } = ∫0 ∞ ( sin ωt ) e – st dt = lim a→∞ 0 ∫ a ( sin ωt ) e – st dt and from tables of integrals* * 1.60) and in general.58) where n is a positive integer. we get the transform t e 2 – at 2! u 0 ( t ) ⇔ -----------------3 (s + a) (2. and σ > – a . Example 2..55) where e u 0 ( t ) ⇔ ---------. replacing s with s + a in (2. the sum of these terms corresponds to the sum of their Laplace transforms. t e n – at n! u 0 ( t ) ⇔ ------------------------n+1 (s + a) (2. Second Edition Orchard Publications .

( e + e ) and the linearity property. we have obtained the transform pair ω sin ωt u 0 t ⇔ ---------------2 2 s +ω (2.9 Find L { cos ω t u 0 ( t ) } Solution: L { cos ω t u 0 ( t ) } = ∫0 ∞ ( cos ωt ) e – st dt = lim ( cos ωt ) e a → ∞∫ 0 a – st dt and from tables of integrals* ∫ Then.sin ω tu 0 ( t ) = --. Second Edition Orchard Publications 2-21 . as in the derivation of the transform 2 d− of sin ω t on the footnote of the previous page. ax e ( a sin bx – b cos bx ) e sin bx dx = ----------------------------------------------------2 2 a +b a ax L { sin ωt u 0 ( t ) } = lim e ( – s sin ωt – ω cos ωt ) ---------------------------------------------------------2 2 a→∞ s +ω = lim – as – st 0 a→∞ ω e ( – s sin ωa – ω cos ωa ) + ---------------. Example 2. We can also use the transform pair ---.The Laplace Transform of Common Functions of Time ∫ Then.sin ω tu 0 ( t ) = --.f ( t ) ⇔ sF ( s ) – f ( 0 ) .L ---.= ----------------ω dt ω dt ω s2 + ω2 s2 + ω2 Signals and Systems with MATLAB Applications.= ---------------ω -------------------------------------------------------------2 2 2 2 2 2 s +ω s +ω s +ω Thus. we get 1 d1 d1 ω s L [ cos ω tu 0 ( t ) ] = L --.s ----------------.62) for σ > 0 . Applying this transform pair for this derivation. this dt is the time differentiation property of (2.16).---. ax ----------------------------------------------------e cos bx dx = e ( acos bx + b sin bx ) 2 2 a +b ax * – jωt 1 jωt We can use the relation cos ωt = -.

14). we have the fransform pair s cos ω t u 0 t ⇔ ---------------2 2 s +ω (2. Example 2.10 Find L { e Solution: Since ω sin ωtu 0 t ⇔ ---------------2 2 s +ω – at sin ωt u 0 ( t ) } using the frequency shifting property of (2.63) for σ > 0 .Chapter 2 The Laplace Transformation e ( – s cos ωt + ω sin ωt ) L { cos ω t u 0 ( t ) } = lim ---------------------------------------------------------2 2 a→∞ s +ω = lim – as – st a 0 a→∞ e ( – s cos ωa + ω sin ωa ) s s -------------------------------------------------------------. and we get e – at ω sin ωt u 0 ( t ) ⇔ ------------------------------2 2 (s + a) + ω (2. e – at f(t) ⇔ F(s + a ) (2. Example 2. Second Edition Orchard Publications .= ---------------2 2 2 2 2 2 s +ω s +ω s +ω Thus. that is.65) for σ > 0 and a > 0 .+ ---------------.11 Find L { e Solution: Since s cos ω t u 0 ( t ) ⇔ ---------------2 2 s +ω – at cos ω t u 0 ( t ) } 2-22 Signals and Systems with MATLAB Applications.64) we replace s with s + a .

For easy reference. and we get e – at s+a cos ω t u 0 ( t ) ⇔ ------------------------------2 2 (s + a) + ω (2.2.14).66) for σ > 0 and a > 0 . we replace s with s + a .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 ωt u 0 ( t ) cos ω t u 0 ( t ) – at e sin ωt u 0 ( t ) cos ω t u 0 ( t ) e – at 2. we will present some examples for deriving the Laplace transform of several waveforms using the transform pairs of Tables 1 and 2.The Laplace Transform of Common Waveforms using the frequency shifting property of (2.4 The Laplace Transform of Common Waveforms In this section. we have summarized the above derivations in Table 2. Signals and Systems with MATLAB Applications. TABLE 2. Second Edition Orchard Publications 2-23 .

Then.= -. u0 ( t ) ⇔ 1 ⁄ s For this example.67) Next. Waveform for Example 2.13 Find the Laplace transform for the waveform f L ( t ) of Figure 2. the Laplace transform of the pulse of Figure 2. by the linearity property. fP ( t ) = A [ u0 ( t ) – u0 ( t – a ) ] (2.2. The subscript P stands for pulse. The subscript L stands for line.– e -. f ( t – a )u 0 ( t – a ) ⇔ e – as F(s ) and from Table 2.2.2.( 1 – e ) s s s Example 2. A fP ( t ) t 0 a Figure 2.13 2-24 Signals and Systems with MATLAB Applications.1.1 is A –as A A – as A [ u 0 ( t ) – u 0 ( t – a ) ] ⇔ -.1.12 Find the Laplace transform of the waveform f P ( t ) of Figure 2.Chapter 2 The Laplace Transformation Example 2. from Table 2.12 Solution: We first express the given waveform as a sum of unit step functions.1. Waveform for Example 2. Second Edition Orchard Publications . Au 0 ( t ) ⇔ A ⁄ s and Au 0 ( t – a ) ⇔ e – as A -s Then. fL ( t ) 1 t 0 1 2 Figure 2.

14 Signals and Systems with MATLAB Applications.3. fL ( t ) 1 t–1 t 0 1 2 Figure 2.4.5. we express the given waveform in terms of the unit step function.14 Find the Laplace transform for the triangular waveform f T ( t ) of Figure 2.The Laplace Transform of Common Waveforms Solution: We must first derive the equation of the linear segment. These are shown in Figure 2. the Laplace transform of the linear segment of Figure 2.3.2.2 is –s 1 ( t – 1 )u 0 ( t – 1 ) ⇔ e --s2 (2. Second Edition Orchard Publications 2-25 . Solution: We must first derive the equations of the linear segments. f L ( t ) = ( t – 1 )u 0 ( t – 1 ) From Table 2. fT ( t ) 1 t 1 2 0 Figure 2. Waveform for Example 2. Then. Then.68) Example 2. we express the given waveform in terms of the unit step function. Waveform for Example 2. This is shown in Figure 2.13 with the equation of the linear segment For this example. 1 tu 0 ( t ) ⇔ --2 s Therefore. f ( t – a )u 0 ( t – a ) ⇔ e – as F(s) and from Table 2.4.1.

6.( 1 – 2e + e ) 2 s Therefore. the Laplace transform of the triangular waveform of Figure 2.2. f ( t – a )u 0 ( t – a ) ⇔ e – as F(s) and from Table 2.( 1 – e ) 2 s (2.69) Example 2. Waveform for Example 2. 2-26 Signals and Systems with MATLAB Applications.– 2e --. Second Edition Orchard Publications . f T ( t ) = tu 0 ( t ) – 2 ( t – 1 )u 0 ( t – 1 ) + ( t – 2 )u 0 ( t – 2 ) From Table 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 ) ⇔ --. –s 1 – 2s 1 1 tu 0 ( t ) – 2 ( t – 1 )u 0 ( t – 1 ) + ( t – 2 )u 0 ( t – 2 ) ⇔ --. 1tu 0 ( t ) ⇔ --2 s Then.15 Find the Laplace transform for the rectangular periodic waveform f R ( t ) of Figure 2.4 is 1–s 2 f T ( t ) ⇔ --.Chapter 2 The Laplace Transformation fT ( t ) 1 t 0 1 –t+2 t 2 Figure 2.1. 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 ) and collecting like terms.13 with the equations of the linear segments For this example.5.

⎜ -------------------------------.70) Signals and Systems with MATLAB Applications.⎟ = -.15 Solution: This is a periodic waveform with period T = 2a . For this example.+ ------– 2as s 0 s 1–e a or A – as – 2as – as L { f R ( t ) } = --------------------------. 1 L { f R ( t ) } = -------------------– 2as 1–e ∫0 2a fR ( t ) e a – st 1 dt = -------------------– 2as 1–e 2a ∫0 a Ae – st dt + ∫a 2a ( –A ) e – st dt – st – st A e . Second Edition Orchard Publications 2-27 . Waveform for Example 2.The Laplace Transform of Common Waveforms fR ( t ) A t 0 a 2a 3a −A Figure 2.tanh ⎛ ---.–e = -------------------.---------------------.( 1 – 2e + e ) = ------------------------------------------------– 2as – as – as s(1 – e ) s(1 + e )(1 – e ) 2 ⎛ A ( 1 – e – as ) A ⎛ e as ⁄ 2 e – as ⁄ 2 – e – as ⁄ 2 e – as ⁄ 2⎞ ⎞ = ⎜ -.= -.⎜ --------------------------------------------------------------⎟ ⎟ ⎝ s ( 1 + e –as ) s ⎝ e as ⁄ 2 e –as ⁄ 2 + e –as ⁄ 2 e –as ⁄ 2⎠ ⎠ – as ⁄ 2 ⎛ as ⁄ 2 – as ⁄ 2 ⎞ –e e A sinh ( as ⁄ 2 ) Ae = -.---------. and thus we can apply the time periodicity property dτ L { f ( τ ) } = -----------------------------– sT 1–e ∫0 f ( τ ) e T – sτ where the denominator represents the periodicity of f ( t ) .---------------------------s e – as ⁄ 2 ⎝ e as ⁄ 2 + e –as ⁄ 2 ⎠ s cosh ( as ⁄ 2 ) or A as f R ( t ) ⇔ -.------------.6.⎞ ⎝ 2⎠ s (2.( – e + 1 + e –e ) – 2as s(1 – e ) – as A – as – 2as A(1 – e ) = --------------------------.

16 Find the Laplace transform for the half-rectified sine wave f HW ( t ) of Figure 2.------------------------2 – 2πs (s + 1) (1 – e ) – πs (1 + e ) 1 L { f HW ( t ) } = -----------------. Second Edition Orchard Publications . For this example. 1 L { f HW ( t ) } = -------------------– 2πs 1–e ∫0 2π f( t )e – st 1 dt = -------------------– 2πs 1–e π ∫0 sin t e π – st dt – πs 1 e ( s sin t – cos t ) = -------------------. Waveform for Example 2. 1 sint f HW ( t ) π 2π 3π 4π Figure 2.7.----------------------------------------– 2πs 2 s +1 1–e – st 0 1 (1 + e ) = -----------------.7.----------------------------------------------2 – πs – πs (s + 1) (1 + e )(1 – e ) or 1 f HW ( t ) ⇔ -----------------------------------------2 – πs (s + 1)(1 – e ) (2.71) 2-28 Signals and Systems with MATLAB Applications.16 Solution: This is a periodic waveform with period T = 2π . We will apply the time periodicity property dτ L { f ( τ ) } = -----------------------------– sT 1–e ∫0 f ( τ ) e T – sτ where the denominator represents the periodicity of f ( t ) .Chapter 2 The Laplace Transformation Example 2.

• The unilateral or one-sided Laplace transform defined as L {f(t)}= F(s) = ∫t ∞ 0 f(t)e – st dt = ∫0 f ( t ) e ∞ – st dt • We denote transformation from the time domain to the complex frequency domain.f ( t ) ⇔ sF ( s ) – f ( 0 ) dt d 2------.⎞ ⎝a⎠ a • The differentiation in time domain property states that d − f ' ( t ) = ---. and vice versa. that is. Second Edition Orchard Publications 2-29 .5 Summary • The two-sided or bilateral Laplace Transform pair is defined as L {f(t )}= F(s ) = –1 ∞ ∫– ∞ f ( t ) e ∫σ – jω σ + jω – st dt L 1{ F ( s ) } = f ( t ) = ------2πj F ( s ) e ds –1 st where L { f ( t ) } denotes the Laplace transform of the time function f ( t ) .F ⎛ -. 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 )u 0 ( t – a ) ⇔ e • The frequency shifting property states that e • The scaling property states that s 1 f ( at ) ⇔ -.f ( t ) ⇔ s 2 F ( s ) – sf ( 0 − ) – f ' ( 0 − ) 2 dt – at – as F(s ) f(t) ⇔ F(s + a) Signals and Systems with MATLAB Applications. and imaginary part ω . and s is a complex variable whose real part is σ . s = σ + jω .Summary 2. L { F ( s ) } denotes the Inverse Laplace transform.

Chapter 2 The Laplace Transformation d3 ------.+ -----------s s –∞ t − • The integration in complex frequency domain property states that f(t) ------. • The differentiation in complex frequency domain property states that d tf ( t ) ⇔ – ---.f ( t ) ⇔ s 3 F ( s ) – s 2 f ( 0 − ) – sf ' ( 0 − ) – f '' ( 0 − ) 3 dt and in general d ------.⇔ t ) provided that the limit lim f ( t .F ( s ) ds and in general. and so on. ------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 lim f ( t ) = lim sF ( s ) = f ( 0 ) t→0 s→∞ − ∫0 f ( t ) e T – st • The final value theorem states that t→∞ lim f ( t ) = lim sF ( s ) = f ( ∞ ) s→0 2-30 Signals and Systems with MATLAB Applications. f ' ( 0 − ).f ( t ) ⇔ s n F ( s ) – s n – 1 f ( 0 − ) – s n – 2 f ' ( 0 − ) – … – f n dt n n–1 (0 ) − where the terms f ( 0 − ). f '' ( 0 − ) . n nd t f ( t ) ⇔ ( – 1 ) ------.F ( s ) n ds n • The integration in time domain property states that ∫ F(s) f (0 ) f ( τ ) dτ ⇔ ---------. Second Edition Orchard Publications .exists. represent the initial conditions.

corresponds to multiplication in the time domain.F 1 ( s )*F 2 ( s ) 2πj • The Laplace transforms of some common functions of time are shown below. u0 ( t ) ⇔ 1 ⁄ s t ⇔ 1 ⁄ s2 n! n t u 0 ( t ) ⇔ ---------n+1 s δ(t) ⇔ 1 δ(t – a) ⇔ e e te – at – as 1 u 0 ( t ) ⇔ ---------s+a – at 1 u 0 ( t ) ⇔ -----------------2 (s + a) 2! u 0 ( t ) ⇔ -----------------3 (s + a) t e 2 – at t e n – at n! u 0 ( t ) ⇔ ------------------------n+1 (s + a) ω sin ωt u 0 t ⇔ ---------------2 2 s +ω s cos ω t u 0 t ⇔ ---------------2 2 s +ω e – at ω sin ωt u 0 ( t ) ⇔ ------------------------------2 2 (s + a) + ω s+a cos ω t u 0 ( t ) ⇔ ------------------------------2 2 (s + a) + ω e – at Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 2-31 . f 1 ( t )*f 2 ( t ) ⇔ F 1 ( s )F 2 ( s ) • Convolution in the complex frequency domain divided by 1 ⁄ 2πj . 1 f 1 ( t )f 2 ( t ) ⇔ ------. That is. that is.Summary • Convolution in the time domain corresponds to multiplication in the complex frequency domain.

– e -.= -.⎞ ⎝ 2⎠ s 2-32 Signals and Systems with MATLAB Applications.( 1 – e ) s s s fL ( t ) 1 t 0 1 2 –s 1 ( t – 1 )u 0 ( t – 1 ) ⇔ e --s2 fT ( t ) 1 t 1 2 0 1 –s 2 f T ( t ) ⇔ --. A fP ( t ) t 0 a A – as A A – as A [ u 0 ( t ) – u 0 ( t – a ) ] ⇔ -.tanh ⎛ ---. Second Edition Orchard Publications .( 1 – e ) 2 s fR ( t ) A t 0 a 2a 3a −A as A f R ( t ) ⇔ -.Chapter 2 The Laplace Transformation • The Laplace transforms of some common waveforms are shown below.

Second Edition Orchard Publications 2-33 .Summary f HW ( t ) 1 sint π 2π 3π 4π 1 f HW ( t ) ⇔ -----------------------------------------2 – πs (s + 1 )(1 – e ) Signals and Systems with MATLAB Applications.

5e – 5t 5 u0 ( t ) u0 ( t ) d. Find the Laplace transform of the following time domain functions: a.6 Exercises 1. ( 3 sin 5t )u 0 ( t ) d. Find the Laplace transform of the following time domain functions: a. 8t e 7 – 5t e. Second Edition Orchard Publications . 3 ( 2t – 3 )δ ( t – 3 ) c. ( t + 3t + 4t + 3 )u 0 ( t ) b. ( 2 tan 4t )u 0 ( t ) Be careful with this! Comment and skip derivation. 2t ( cos 3t )u 0 ( t ) c. j8 b. Find the Laplace transform of the following time domain functions: a. ( 5 cos 3t )u 0 ( t ) e. 3t ( sin 5t )u 0 ( t ) b. 2e – 5t 2 3 2 sin 5t 2-34 Signals and Systems with MATLAB Applications.Chapter 2 The Laplace Transformation 2. 6u0 ( t ) c. 12 b. 5tu 0 ( t ) e. 24u 0 ( t – 12 ) d. 4. 15δ ( t – 4 ) 3. 4t u 0 ( t ) 2. Find the Laplace transform of the following time domain functions: a. j5 ∠– 90° c.

------------ d. d ( e sin 2t ) 2 – 2t e. 4te – 3t 2(t – 2) ( cos 2t )u 0 ( t ) 6. Find the Laplace transform of the following time domain functions: a. d ( t cos 2t ) – 2t d. ( t – 3 )e – 2t 2 u0 ( t – 2 ) u0 ( t – 3 ) d. ∫0 ---------. Second Edition Orchard Publications 2-35 . d ( t e ) 7. ( 2t – 4 )e e. ( cos t )δ ( t – π ⁄ 4 ) 5.Exercises d.dτ τ t t sin τ sin at c. -------t b. ( 2t – 5t + 4 )u 0 ( t – 3 ) c. Find the Laplace transform of the following time domain functions: a. ∫t ∞ cos τ ---------. 8e – 3t cos 4t e. 5tu 0 ( t – 3 ) b.dτ τ Signals and Systems with MATLAB Applications. d ( 3e ) dt dt dt dt 2 c. d ( sin 3t ) dt – 4t b. Find the Laplace transform of the following time domain functions: sin t a.

9. 9. Find the Laplace transform for the full rectification waveform f FR ( t ) of Figure 2.8.dτ τ 8. Find the Laplace transform for the sawtooth waveform f ST ( t ) of Figure 2. Second Edition Orchard Publications .9. ∫t ∞ –τ e -----. f ST ( t ) A a 2a 3a t Figure 2.8. Waveform for Exercise 9 2-36 Signals and Systems with MATLAB Applications. f FR ( t ) 1 Full Rectified Waveform sint a 2a 3a 4a Figure 2.Chapter 2 The Laplace Transformation e. Waveform for Exercise 8.

From (2.⇔ -----------.d. Second Edition Orchard Publications 2-37 .e. 15e 8 s+5 (s + 5) 3. 6 ⁄ s c. a. 2 tan 4t = 2 ⋅ ------------.d.-------------4 2 s s s s b. 5 ⋅ --------------. 12 ⁄ s b.= 8 2 2 2 2 2 2 s +5 s +3 cos 4t s ⁄ (s + 2 ) s This answer looks suspicious because 8 ⁄ s ⇔ 8u 0 ( t ) and the Laplace transform is unilateral. 5 – 5 ⋅ ( 2s ) 1 d 30s 3 ( – 1 ) ---.-c. The interested reader may try to find the answer with the MATLAB code syms s t.2 and the linearity property 3! + 3 ×32! + ---. 3 ⋅ --------------. 5 ⁄ s e.⇔ 2 ⋅ --------------------------. 8 ⋅ -----------------. 2*laplace(sin(4*t)/cos(4*t)) 4.= ----------------------2⎠ 2 ⎝ 2 2 2 ds s + 5 2 ( s + 25 ) ( s + 25 ) Signals and Systems with MATLAB Applications. there is one-to-one correspondence between the time domain and the complex frequency domain.Solutions to Exercises 2. F2 ( s ) f2 ( t ) For this exercise f 1 ( t ) ⋅ f 2 ( t ) = sin 4t ⋅ ------------.22) n nd t f ( t ) ⇔ ( – 1 ) ------.⎞ = – 3 ----------------------.and as we’ve learned multiplication in the time domain corresponds to convolution in the complex frequency domain. From Table 2. 4 a. From the definition of the Laplace transform or from Table 2.F ( s ) n ds n Then.7 Solutions to Exercises 1. We skip this analytical derivation. The fallacy with this procedure is that we assumed that if f 1 ( t ) ⇔ F 1 ( s ) and f1 ( t ) F1 ( s ) f 2 ( t ) ⇔ F 2 ( s ) . 3 ( 2t – 3 )δ ( t – 3 ) = 3 ( 2t – 3 ) t=3 δ ( t – 3 ) = 9δ ( t – 3 ) and 9δ ( t – 3 ) ⇔ 9e 2 2 – 3s 4 ⁄ (s + 2 ) s sin 4t 5 . Accordingly. 5 ⁄ s c. ----------. From the definition of the Laplace transform or from Table 2. j8 ⁄ s b.2 we get: a..⎛ --------------.d.+ 3 ---. 4 ⋅ ---6 s s 2. we cannot conclude that ---------.e. we must use the Laplace transform definition 1 cos 4t ∫0 ( 2 tan 4t )e ∞ – st dt and this requires integration by parts.2 we get: 7! 5 – 4s a. e – 12s 5! 24 2 ⋅ ----. that is.

cos t π⁄4 δ ( t – π ⁄ 4 ) = ( 2 ⁄ 2 )δ ( t – π ⁄ 4 ) and ( 2 ⁄ 2 )δ ( t – π ⁄ 4 ) ⇔ ( 2 ⁄ 2 )e – ( π ⁄ 4 )s 5.+ --.⎞ = -.+ 7 ⎞ 3 2 s⎠ s s c. 8(s + 3) 8(s + 3) ----------------------------.⎛ --------------.-------------.= -----------------------------2 2 2 ( s + 5 ) + 25 (s + 5) + 5 d. a.Chapter 2 The Laplace Transformation b.= 2 ⋅ -------------------------. ( t – 3 )e – 2t u 0 ( t – 2 ) = [ ( t – 2 ) – 1 ]e ⇔e –4 –2 ( t – 2 ) ⋅ e u0 ( t – 2 ) –4 ⋅e – 2s –4 – 2s – ( s + 1 ) 1 1 ----------------------------------. 2 2 2 2 s d ⎛ –s +9⎞ d s + 3 – s ( 2s ) 2 d 2 ( – 1 ) ------.+ 3⎞ ⎝s ⎠ ⎠ s 2 s s b.+ ----.⎞ = 2 ---.e ⎛ -.---------------------------------. Second Edition Orchard Publications . 5tu 0 ( t – 3 ) = [ 5 ( t – 3 ) + 15 ]u 0 ( t – 3 ) ⇔ e – 3s ⎛ ⎝ 5 –3s 1 5 15 --.= -------------------------3 3 3 2 2 2 (s + 9) (s + 9) (s + 9) 3 2 2 2 3 3 2 2 2 2 c.= 2 ⋅ ------------------------------------------------------3 3 2 2 (s + 9) (s + 9) 2s – 54s 2s ( s – 27 ) 4s ( s 2 – 27 ) = 2 ⋅ ---------------------.= -----------------------------2 2 2 ( s + 3 ) + 16 (s + 3) + 4 e.= e ⋅ e 2 2 (s + 2) (s + 2) (s + 2) 2-38 Signals and Systems with MATLAB Applications.⎜ -------------------.= 2 ---. ( 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 ]u 0 ( t – 3 ) ⇔ e 2 – 3s ⎛ 2 2 2 2 2 ⎝ × 2! 7. 10 2×5 -----------------------------.⎟ 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 ⋅ ------------------------------------------------------------------.– --------------.

----------------------------.= ---------s+4 s+4 s+4 s+4 dt c. ( 2t – 4 )e 2(t – 2) u 0 ( t – 3 ) = [ 2 ( t – 3 ) + 6 – 4 ]e ⇔e –2 –2 ( t – 3 ) ⋅ e u0 ( t – 3 ) –2 ⋅e – 3s s+4 –2 – 3s 2 2 ----------------------------------.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt f ( 0 ) = sin 3t − t=0 = 0 3 d 3s ( sin 3t ) ⇔ s --------------.-------------------. Second Edition Orchard Publications 2-39 . 3e – 4t 3⇔ ---------s+4 d---.---------------------------------------------------. 4te – 3t d s+3 s+3 1 d ( cos 2t )u 0 ( t ) ⇔ 4 ( – 1 ) ---.– 0 = ------------2 2 2 dt s +3 s +9 b.= – 4 ----------------------------------------------------------------------2 2 2 ds s + 6s + 13 ( s + 6s + 13 ) 2 s + 6s + 13 – 2s – 6s – 6s – 18 4 ( s + 6s + 5 ) ⇔ – 4 ----------------------------------------------------------------------------. 2s ( s – 12 ) 2 t cos 2t ⇔ -------------------------3 2 (s + 4) 2 and Signals and Systems with MATLAB Applications.= ----------------------------------2 2 2 2 ( s + 6s + 13 ) ( s + 6s + 13 ) 2 2 2 6.-------------------------------.------------2 2 ds s + 4 2 2 2 2 2 2 d s + 4 – s ( 2s ) d –s + 4 ( s + 4 ) ( – 2s ) – ( – s + 4 ) ( s + 4 )2 ( 2s ) ---.+ --------------.= 2e ⋅ e 2 2 (s + 3) (s + 3) (s + 3) e. s cos 2t ⇔ --------------2 2 s +2 2 s 2 2 d t cos 2t ⇔ ( – 1 ) ------.---------------------------.– ------------------. a.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt f ( 0 ) = 3e − – 4t t=0 = 3 3 – 4t 3s 3 ( s + 4 ) – 12 d ( 3e ) ⇔ s ---------.– 3 = ---------.= – 2s – 8s + 4s – 16s = 2s ( s – 12 3 3 3 2 2 2 (s + 4) (s + 4) (s + 4) 2 2 3 3 2 Thus.= ---.= -----------------------------------------------------------------------------------------------2 2 4 2 ds ds 2 2 (s + 4) (s + 4) (s + 4) ( s + 4 ) ( – 2s ) – ( – s + 4 ) ( 4s .Solutions to Exercises d.-------------------------) ) = ----------------------------------------------------------------------.---------------------------------ds s 2 + 6s + 9 + 4 ds ( s + 3 ) 2 + 2 2 s+3 s + 6s + 13 – ( s + 3 ) ( 2s + 6 ) d⇔ – 4 ---.= – 4 ---. 3 sin 3t ⇔ --------------2 2 s +3 d ---.

a ------------∫ s2 + 1 ds = tan 1 –1 ∫s ∞ 1 ------------.tan s τ t sin τ 1 –1 (1 ⁄ s) 2-40 Signals and Systems with MATLAB Applications. Thus. sin t –1 –1 lim f ( t ) = lim sF ( s ) = lim s [ tan ( 1 ⁄ s ) + C ] = 0 and -------.dτ ⇔ -.– 0 = -----------------3 3 dt (s + 2) (s + 2) 7.= 1 this condition is satisfied and thus -------. it follows that s s –∞ t − ∫0 ---------.tan ( x ⁄ a ) + C . a.⇔ t x→0 x ---------------∫ x2 + a2 dx 1 1 –1 = -.⎬ we must show that the limit lim --------t exists. 2 sin 2 t ⇔ --------------2 2 s +2 e – 2t 2 sin 2t ⇔ --------------------------2 (s + 2) + 4 d ---. ⎧ sin t ⎫ 1 sin sin t ⇔ ------------. –1 sin t From (a) above -------.Chapter 2 The Laplace Transformation − d 2 ( t cos 2t ) ⇔ sF ( s ) – f ( 0 ) dt 2 2 2s ( s – 12 ) 2s ( s – 12 ) ⇔ s -------------------------.ds .– 0 = --------------------------2 2 dt (s + 2) + 4 (s + 2) + 4 e. From tables of integrals 2 s +1 ( 1 ⁄ s ) + C and the constant of inte- gration C is evaluated from the final value theorem. Second Edition Orchard Publications . 2! 2 t ⇔ ---3 s t e 2 – 2t 2! ⇔ -----------------3 (s + 2) d---.+ -----------. Then.⇔ tan ( 1 ⁄ s ) and since t ∫ F( s) f ( 0 ) f ( τ ) dτ ⇔ ---------. Since 2 t→0 t s +1 ⎩ t ⎭ sin t sin x lim --------.but to find L ⎨ -------.⇔ tan ( 1 ⁄ s ) t t→∞ s→0 s→0 b.– 0 = ----------------------------3 3 2 2 (s + 4) (s + 4) 2 d..f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt 2! d 2 – 2t 2s ( t e ) ⇔ s -----------------.f ( t ) ⇔ sF ( s ) – f ( 0 − ) dt 2 2s d – 2t ( e sin 2t ) ⇔ s --------------------------.

dx = 1 ln ( x 2 + a 2 ) + C . and from tables of integrals 2 2 t s s +1 s +1 x s -----------------. it follows that ⎝ ⎠ t a a –1 1⁄s sin at sin at ------------.ds s+1 1 .ds = ln ( s + 1 ) + C and the constant of integration C 2 s+1 ∫ is evaluated from the final value theorem.⎞ or -----------.f (0 ) ) f ( τ ) dτ ⇔ ---------. Then. Thus. f ST ( t ) A A -.ds = 1 ln ( s 2 + 1 ) + C and the constant of inte2 2 2 2 2 x +a s +1 ∫ ∫ ∫ gration C is evaluated from the final value theorem.ln ( ax + b ) .ds .t a a 2a 3a t This is a periodic waveform with period T = a and its Laplace transform is Signals and Systems with MATLAB Applications... --------.⎞ .ln ( s 2 + 1 ) τ 2s –t ∞ e 1 –t e ⇔ ---------. Thus.dτ ⇔ ---.ln ( s + 1 ) s τ 8. and from tables of integrals ∫ --------------.⇔ ------------.From (a) above -------.dx ax + b t→∞ 1 1 1 = -. ------------. 1 2 lim f ( t ) = lim sF ( s ) = lim s -.F ⎛ -. Then.ln ( s + 1 ) + C = 0 and using t→∞ s→0 s→0 2 ∫ F( s) f ( 0 ) f ( τ ) dτ ⇔ ---------.we s s –∞ t − get e. ----.⇔ t s+1 ∫s ----------. ∫t ∞ cos τ 1 ---------. Second Edition Orchard Publications 2-41 .Solutions to Exercises c.+ -----------. ∞ cos t s s cos t ⇔ ------------.⇔ tan ( 1 ⁄ s ) and since f ( at ) ⇔ -.dτ ⇔ -.we s s –∞ t − get ∫t ∞ –τ e 1 -----.+ -----------. ---------. lim f ( t ) = lim sF ( s ) = lim s [ ln ( s + 1 ) + C ] = 0 s→0 s→0 and using ∫ F(s.⇔ 1 tan ⎛ -------. 1 s sin t –1 .⇔ tan –1( a ⁄ s ) ⎝ a ⎠ a t at d.

This is a periodic waveform with period T = a = π and its Laplace transform is 1 F ( s ) = ----------------– sT 1–e T π ∫0 f ( t )e – st 1 dt = ---------------------– πs (1 – e ) ∫0 sin te – st dt From tables of integrals ∫ Then.------------------.e ( s sin t – cos t ) F ( s ) = ----------------.⋅ -----------------.coth ⎛ -----⎞ 2 – πs 2 ⎝ 2⎠ s +1 s +1 1–e 2-42 Signals and Systems with MATLAB Applications.( 1 + as ) a A ( 1 + as ) Aa = ----------------------.⋅ -----------------– πs 2 s +1 1–e – πs 1 1 1+e πs = ------------.te dt = ------------------------– as a 0 a(1 – e ) ∫0 te a – st dt (1) and from (2.1F ( s ) = ------------------------.1+e = ----------------.⋅ --.– ---------------------------. Second Edition Orchard Publications . ax e ( asin bx – b cos bx ) sin bxe dx = ----------------------------------------------------2 2 a +b π ax 1 .e = --.– ae – -------.= --.= ------------.2 and limits of integration 0 to a we get L {t} a 0 = ∫0 te a – st e te dt = – --------.– ---------------------2 – as – as as s as as ( 1 – e ) (1 – e ) 9.[ ( 1 + as ) ( 1 – e ) – as ] 2 2 s s By substitution into (1) we get A A – as – as .[ ( 1 + as ) ( 1 – e ) – as ] = -----------------------------.⋅ ----------------------------------------– πs 2 1–e s +1 – πs – st 0 1 .[ ( 1 + as ) – ( 1 + as )e – as ] = --.[ 1 – ( 1 + as )e ] 2 2 2 s s s s Adding and subtracting as we get L {t} a 0 1 1 – as – as = --.= ---.+ ------2 s s – st – st 0 a – as – as 1 – as 1.– ------2 s s – st – st a 0 e te = --------.40) of Example 2.-----------.⋅ [ ( 1 + as ) ( 1 – e ) – as ] – as 2 2 – as a(1 – e ) s as ( 1 – e ) A.Chapter 2 The Laplace Transformation 1 F ( s ) = ----------------– as 1–e ∫ a A –st A -.

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

and find the time domain function f 1 ( t ) corresponding to F 1 ( s ) . p 2. or combinations of real and complex conjugates. we let s → p k . so we will consider each case separately. and in finding the inverses of the Laplace transform. This method allows us to decompose a rational polynomial into smaller rational polynomials with simpler denominators from which we can easily recognize their integrals and inverse transformations. we multiply both sides of (3. or complex conjugates. p 3. that is. r 2.4) can be real and distinct. then. r k = lim ( s – p k )F ( s ) = ( s – p k )F ( s ) s → pk s = pk (3.+ ----------------. using the partial fraction expansion method. …. Case I: Distinct Poles If all the poles p 1.7) Example 3. and the z-transform. p 3. p 2.= ----------------------------------------------------------------------------------------------------------------------------a1 D(s) a0 n an – 1 n – 1 an – 2 n – 2 s + ----------. However. r 3.s + ---an an an an n (3.+ … + ----------------( s – p1 ) ( s – p2 ) ( s – p3 ) ( s – pn ) (3. ….5) where p k is distinct from all other poles. p n are the poles of F ( s ) . we can factor the denominator of F ( s ) in the form N(s) F ( s ) = -----------------------------------------------------------------------------------------------( s – p1 ) ⋅ ( s – p2 ) ⋅ ( s – p3 ) ⋅ … ⋅ ( s – pn ) (3.8) * The partial fraction expansion method applies only to proper rational functions. To evaluate the residue r k . 3s + 2 F 1 ( s ) = ------------------------2 s + 3s + 2 (3.6) by ( s – p k ) . the Fourier transform.*we can express (3. or repeated. we rewrite F ( s ) as 1---.4) The zeros and poles of (3.6) where r 1. we are mostly interested in the nature of the poles. It is used extensively in integration.s + ----------. r n are the residues.1 Use the partial fraction expansion method to simplify F 1 ( s ) of (3. 3-2 Signals and Systems with MATLAB Applications. This method is also being taught in intermediate algebra and introductory calculus courses.( b s m + b m – 1 s m – 1 + b m – 2 s m – 2 + … + b 1 s + b 0 ) an m N(s) F ( s ) = ----------. Second Edition Orchard Publications . …. p n of F ( s ) are distinct (different from each another).5) as rn r2 r3 r1 F ( s ) = ----------------. thus.s + … + ---.8) below.+ ----------------.Chapter 3 The Inverse Laplace Transformation to make the coefficient of s unity. and p 1. Next.

Second Edition Orchard Publications 3-3 .= --------------.⇔ ( – e + 4e ) u 0 ( t ) = f 1 ( t ) (s + 1) (s + 2) (3.12) and from Table 2. –t – 2t 4 –1 F 1 ( s ) = --------------. [r.Partial Fraction Expansion Solution: Using (3.+ --------------2 (s + 1) (s + 2) (s + 1)(s + 2) s + 3s + 2 (3.8).10) and 3s + 2 r 2 = lim ( s + 2 )F ( s ) = --------------(s + 1) s → –2 = 4 s = –2 (3. Ds) and MATLAB returns the values r = 4 -1 p = -2 -1 k = [] Signals and Systems with MATLAB Applications.= --------------. 2].14) The residues and poles of a rational function of polynomials such as (3.11) Therefore.9) as 4 –1 3s + 2 F 1 ( s ) = ------------------------.+ --------------. 2]. can be found easily using the MATLAB residue(a. we express (3.9) The residues are 3s + 2 r 1 = lim ( s + 1 )F ( s ) = --------------(s + 2) s → –1 = –1 s = –1 (3.13) Then.2 of Chapter 2 e – at 1 u 0 ( t ) ⇔ ---------s+a (3.b) function.6). For this example.= -------------------------------. we use the code Ns = [3. 3. p.+ --------------2 (s + 1) (s + 2) s + 3s + 2 (3. we get r2 r1 3s + 2 3s + 2 F 1 ( s ) = ------------------------. k] = residue(Ns. Ds = [1.

15) Solution: First.15) below. 2 2 r2 r3 r1 3s + 2s + 5 3s + 2s + 5 F 2 ( s ) = -----------------------------------------------. we use the MATLAB factor(s) symbolic function to express the denominator polynomial of F 2 ( s ) in factored form.Chapter 3 The Inverse Laplace Transformation For this MATLAB code.+ --------------2 3 (s + 2) (s + 4) (s + 6) ( s + 2 )( s + 4 )( s + 6) s + 12s + 44s + 48 (3. For this example.17) 3-4 Signals and Systems with MATLAB Applications. pretty(ft) When this code is executed. whereas the highest power of the numerator is s and therefore the direct term is empty. we observe that the highest power of the denominator is s 2 . Fs=(3*s+2)/(s^2+3*s+2).2 Use the partial fraction expansion method to simplify F 2 ( s ) of (3.= --------------. that is. the second value of r is associated with the second value of p. For this example.exp(-t) Example 3. 3s + 2s + 5 F 2 ( s ) = -----------------------------------------------2 3 s + 12s + 44s + 48 2 (3. syms s t.= ------------------------------------------------. This is done with the code that follows. factor(s^3 + 12*s^2 + 44*s + 48) ans = (s+2)*(s+4)*(s+6) Then. ft=ilaplace(Fs). and find the time domain function f 2 ( t ) corresponding to F 2 ( s ) . MATLAB displays the r and p vectors that represent the residues and poles respectively. when the highest degree of the denominator is larger than that of the numerator.+ --------------. MATLAB displays the expression 4 exp(-2 t).16) The residues are 3s + 2s + 5 r 1 = -------------------------------(s + 4)(s + 6) 2 s = –2 9 = -8 (3. 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 ) . 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 so on. we defined Ns and Ds as two vectors that contain the numerator and denominator coefficients of F ( s ) . When this code is executed. Second Edition Orchard Publications .

then. Example 3.e – ----. and find the time domain function f 3 ( t ) corresponding to F 3 ( s ) . s+3 F 3 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8 * A review of complex numbers is presented in Appendix B (3.16) we get 9⁄8 – 37 ⁄ 4 89 ⁄ 8 3s + 2s + 5 F 2 ( s ) = -----------------------------------------------. Fs = (3*s^2 + 4*s + 5) / (s^3 + 12*s^2 + 44*s + 48). The procedure is illustrated with the following example. and since complex poles occur in complex conjugate pairs.+ --------------2 3 (s + 2) (s + 4) (s + 6) s + 12s + 44s + 48 2 (3.3 Use the partial fraction expansion method to simplify F 3 ( s ) of (3. 9 – 2t 37 – 4t 89 – 6t 9⁄8 – 37 ⁄ 4 89 ⁄ 8 F 2 ( s ) = --------------.+ --------------. The partial fraction expansion method can also be used in this case.⇔ ⎛ -.e + ----. ft = ilaplace(Fs) ft = -37/4*exp(-4*t)+9/8*exp(-2*t)+89/8*exp(-6*t) Case II: Complex Poles Quite often.= --------------. is also a root of D ( s ) . if p k is a complex root of D ( s ) .+ --------------.18) 3s + 2s + 5 r 3 = -------------------------------(s + 2)(s + 4) (3.23) below.Partial Fraction Expansion 3s + 2s + 5 r 2 = -------------------------------(s + 2)(s + 6) 2 2 s = –4 37 = – ----4 89 = ----8 (3.23) Signals and Systems with MATLAB Applications.22) Check with MATLAB: syms s t. denoted as p k∗ . Thus. 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.21) Then.+ --------------. its complex conjugate pole. the number of complex poles is even.19) s = –6 Then.e ⎞ u 0 ( t ) = f 2 ( t ) ⎝8 ⎠ 8 4 (s + 2) (s + 4) (s + 6) (3. the poles of F ( s ) are complex*. Second Edition Orchard Publications 3-5 .2 of Chapter 2 e – at 1 u 0 ( t ) ⇔ ---------s+a (3.20) From Table 2.

Then. and now (3.27) By substitution into (3.+ -----⎞ = – -. s+3 s+3 F 3 ( s ) = -----------------------------------------. We combine them into a single term*.= -----------------– 8 + j4 ( – 1 – j2 ) ( – j4 ) ( 1 – j2 ) . Therefore. Second Edition Orchard Publications .0000 .26) (3. 2⁄5 – 1 ⁄ 5 + j3 ⁄ 20 – 1 ⁄ 5 – j3 ⁄ 20 F 3 ( s ) = --------------.Chapter 3 The Inverse Laplace Transformation Solution: Let us first express the denominator in factored form to identify the poles of F 3 ( s ) using the MATLAB factor(s) function.+ ----------------------------------.+ -----------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j 2 ) s + 5s + 12s + 8 (3. We will use the roots(p) function.25) s = – 2 – j2 1 – j2 1 – j2 = -----------------------------------.= --------------.0000i -2.28).24).28) is written as 3-6 Signals and Systems with MATLAB Applications.– ----⎝ 5 20⎠ 5 20 (3.0000 + 2.+ ---------------------------------(s + 1) ( s + 2 + j2 ) ( s + 2 –j 2 ) (3. do not resemble any Laplace transform pair that we derived in Chapter 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.---------------------.= – 16 + j12 = – 1 + -----.-----------------------= ---------------------. syms s. we will express them in a different form.0000i Then.28) The last two terms on the right side of (3.2.j3 ( – 8 + j4 ) ( – 8 – j4 ) 5 20 80 1 j3 ∗ 1 j3 r 2∗ = ⎛ – -.= -----------------------------------------------------------------------2 3 ( s + 1 ) ( s + 2 + j2 ) ( s + 2 – j2 ) s + 5s + 12s + 8 r 2∗ r2 r1 s+3 F 3 ( s ) = -----------------------------------------. roots_p=roots(p) roots_p = -2.24) The residues are s+3 r 1 = ------------------------2 s + 4s + 8 s+3 r 2 = ----------------------------------------( s + 1 ) ( s + 2 –j 2 ) s = –1 2 = -5 (3.( – 8 – j4 ) . p=[1 4 8].+ --------------------------.

⎞ 2 2 2 –3 ⁄ 2 2 ⎜ -------------------------------.⇔ -.e = f 31 ( t ) 5 (s + 1) (3. and the second as F 32 ( s ) .e – -.= – 2 ⎛ -------------------------------. we denote the first term on the right side of (3.⎛ -------------------------------..31) and recalling that e e – at ω sin ωtu 0 t ⇔ ------------------------------2 2 (s + a) + ω s+a cos ωtu 0 t ⇔ ------------------------------2 2 (s + a) + ω – at (3. The simple function.⎞ ( s + 1 ) 5 ⎝ ( s + 2 ) 2 + 2 2 ) ⎠ 10 ⎝ ( s + 2 ) 2 + 2 2 ) ⎠ 3 –2t 2 –t 2 – 2t ⇔ -.29) as F 31 ( s ) .+ -.Partial Fraction Expansion 2⁄5 1 ( 2s + 1 ) .32) we express F 32 ( s ) as 1 3 3 .⎞ + ----. Then.F 3 ( s ) = --------------.⎛ -------------------------------. Second Edition Orchard Publications 3-7 .2 F 3 ( s ) = F 31 ( s ) + F 32 ( s ) = --------------.e cos 2t + ----.– -.⎞ 2 ⎝ ( s + 2 )2 + 22 ) ⎠ 5 ⎝ ( s + 2 )2 + 22 ) ⎠ s+2 2 32 = – -.⎛ s + -.29) For convenience.⋅ -----------------------------( s + 1 ) 5 ( s 2 + 4s + 8 ) (3. for F 32 ( s ) ( 2s + 1 ) 1 F 32 ( s ) = – -.⎛ -------------------------------. we used MATLAB with simple((−1/5 +3j/20)/(s+2+2j)+(−1/5 −3j/20)/(s+2−2j)).33) Addition of (3.⎞ 2 2 ⎠ ⎝ 10 ⎝ ( s + 2 ) 2 + 2 2 ) ⎠ 5 (s + 2 ) + 2 ) (3. 2 –t 2⁄5 F 31 ( s ) = --------------.⋅ -----------------------------2 5 ( s + 4s + 8 ) (3.⎟ s+2 . after several simplification tools that were displayed on the screen.e sin 2t = f 3 ( t ) 10 5 5 Check with MATLAB: * Here.30) with (3.+ -------------------------------.⎞ + -----------.⎞ F 32 ( s ) = – --5 ⎜ ( s + 2 ) 2 + 2 2 )⎟ 5 ⎝ ( s + 2 )2 + 22 ) ( s + 2 )2 + 22 ) ⎠ ⎝ ⎠ 2 s+2 6 ⁄ 10 -= – 2 ⎛ -------------------------------.30) Next.⎛ -------------------------------.– -.– -.33) yields s+2 2⁄5 3 2 .⎞ + ----.⎛ -------------------------------. returned (-2*s-1)/ (5*s^2+20*s+40) Signals and Systems with MATLAB Applications.

we find the residues as r k = lim ( s – p k )F ( s ) = ( s – p k )F ( s ) s → pk s = pk (3. Second Edition Orchard Publications .34) Denoting the m residues corresponding to multiple pole p 1 as r 11.34) is written as r 11 r 12 r 13 r 1m F ( s ) = -------------------. …. are found by multiplication of both sides of (3. that is.+ ----------------.Chapter 3 The Inverse Laplace Transformation syms a s t w. has a multiplicity m .+ … + ----------------( s – p2 ) ( s – p3 ) ( s – pn ) (3. % Define several symbolic variables Fs=(s + 3)/(s^3 + 5*s^2 + 12*s + 8). r 13. we express it as N(s) F ( s ) = ----------------------------------------------------------------------------------------m ( s – p 1 ) ( s – p 2 )… ( s – p n – 1 ) ( s – p n ) (3. but one of the poles. Then. ( 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 ) ⎛ ----------------. p 2.+ ----------------. r 12.37).35) by ( s – p ) . ….35) For the simple poles p 1.37) Next.+ … + ----------------m m–1 m–2 ( s – p1 ) ( s – p1 ) ( s – p1 ) ( s – p1 ) rn r2 r3 + ----------------.⎞ ⎝ ( s – p2 ) ( s – p3 ) ( s – p n )⎠ (3.⎞ ⎝ ( s – p2 ) ( s – p3 ) ( s – p n )⎠ or 3-8 Signals and Systems with MATLAB Applications. r 1m .+ --------------------------. r 13. taking the limit as s → p 1 on both sides of (3.+ --------------------------. ….36) The residues r 11. r 1m corresponding to the repeated poles. we proceed as before. For this condition. r 12. F ( s ) has simple poles. say p 1 .+ … + ----------------. p n .+ … + ----------------.+ ----------------. ft=ilaplace(Fs) ft = 2/5*exp(-t)-2/5*exp(-2*t)*cos(2*t) +3/10*exp(-2*t)*sin(2*t) Case III: Multiple (Repeated) Poles In this case. the partial fraction expansion of (3. we get 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 r2 r3 m ( s – p 1 ) ⎛ ----------------.

**Partial Fraction Expansion
**

r 11 = lim ( s – p 1 ) F ( s )

s → p1 m

(3.38)

and thus (3.38) yields the residue of the first repeated pole. The residue r 12 for the second repeated pole p 1 , is found by differentiating (3.37) with respect to s and again, we let s → p 1 , that is,

m d r 12 = lim ---- [ ( s – p 1 ) F ( s ) ] s → p 1 ds

(3.39)

**In general, 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

(3.40)

**whose ( m – 1 )th derivative of both sides is
**

m 1 d ( k – 1 )!r 1k = lim ----------------- ------------- [ ( s – p 1 ) F ( s ) ] - k–1 s → p 1( k – 1 )! ds k–1

(3.41)

or

r 1k d m 1 = lim ----------------- ------------- [ ( s – p 1 ) F ( s ) ] - k–1 s → p 1 ( k – 1 )! ds

k–1

(3.42)

Example 3.4 Use the partial fraction expansion method to simplify F 4 ( s ) of (3.43) below, and find the time domain function f 4 ( t ) corresponding to F 4 ( s ) .

s+3 F 4 ( s ) = ----------------------------------2 (s + 2)(s + 1)

(3.43)

**Solution: We observe that there is a pole of multiplicity 2 at s = – 1 , and thus in partial fraction expansion form, F 4 ( s ) is written as
**

r 21 r1 r 22 s+3 F 4 ( s ) = ----------------------------------- = --------------- + ------------------ + --------------2 2 (s + 2) (s + 1) (s + 1) ( s + 2 )( s + 1 )

(3.44)

The residues are

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

3-9

**Chapter 3 The Inverse Laplace Transformation
**

s+3 r 1 = -----------------2 (s + 1) s+3 r 21 = ---------s+2 d s+3 r 22 = ---- ⎛ ---------- ⎞ ds ⎝ s + 2 ⎠ = 1

s = –2

= 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 (3.44), and letting s = 0 *, we get

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

3 1 -- = -- + 2 + r 22 2 2

**from which r 22 = – 1 as before. Finally,
**

– 2t –t –t 2 s+3 1 –1 F 4 ( s ) = ----------------------------------- = --------------- + ------------------ + --------------- ⇔ e + 2te – e = f 4 ( t ) 2 ( s + 2 ) ( s + 1 )2 ( s + 1 ) (s + 2)(s + 1)

(3.45)

**Check with MATLAB:
**

syms s t; Fs=(s+3)/((s+2)*(s+1)^2); ft=ilaplace(Fs) ft = exp(-2*t)+2*t*exp(-t)-exp(-t)

**We can use the following code to check the partial fraction expansion.
**

syms s Ns = [1 3]; expand((s + 1)^2); d1 = [1 2 1]; d2 = [0 1 2]; Ds=conv(d1,d2); [r,p,k]=residue(Ns,Ds) % Coefficients of the numerator N(s) of F(s) % Expands (s + 1)^2 to s^2 + 2*s + 1; % 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

* This is permissible since (3.44) is an identity.

3-10

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Partial Fraction Expansion
**

r = 1.0000 -1.0000 2.0000 p = -2.0000 -1.0000 -1.0000 k = [] Example 3.5 Use the partial fraction expansion method to simplify F 5 ( s ) of (3.46) below, and find the time domain function f 5 ( t ) corresponding to the given F 5 ( s ) .

s + 3s + 1 F 5 ( s ) = ------------------------------------3 2 (s + 1) (s + 2)

2

(3.46)

Solution: We observe that there is a pole of multiplicity 3 at s = – 1 , and a pole of multiplicity 2 at s = – 2 . Then, in partial fraction expansion form, F 5 ( s ) is written as

r 21 r 11 r 12 r 13 r 22 F 5 ( s ) = ------------------ + ------------------ + --------------- + ------------------ + --------------3 2 ( s + 1 ) ( s + 2 )2 ( s + 2 ) (s + 1) (s + 1)

(3.47)

**The residues are
**

r 11 = s + 3 s + 1 ------------------------2 (s + 2)

2 d ⎛ s + 3 s + 1⎞ ---- ⎜ ------------------------- ⎟ = ds ⎝ ( s + 2 ) 2 ⎠ 2 2

= –1

s = –1

r 12

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 Applications, Second Edition Orchard Publications

3-11

**Chapter 3 The Inverse Laplace Transformation
**

2 2 1 d ⎛ s + 3 s + 1⎞ - r 13 = ---- ------- ⎜ ------------------------- ⎟ 2! ds 2 ⎝ ( s + 2 ) 2 ⎠ 2 1 d d ⎛ s + 3 s + 1⎞ - - = -- ---- ---- ⎜ ------------------------- ⎟ 2 ds ds ⎝ ( s + 2 ) 2 ⎠ 3 2

s = –1

s = –1

1 d- s + 4 = -- ---- ⎛ ------------------ ⎞ 2 ds ⎝ ( s + 2 ) 3 ⎠

s = –1

1 (s + 2) – 3(s + 2) (s + 4) = -- --------------------------------------------------------------6 2 (s + 2) –s–5 = -----------------4 (s + 2) = –4

s = –1

s = –1

1 s + 2 – 3s – 12 = -- ⎛ ---------------------------------- ⎞ 4 ⎠ 2⎝ (s + 2)

s = –1

**Next, for the pole at s = – 2 ,
**

s + 3s + 1 r 21 = ------------------------3 (s + 1)

2

= 1

s = –2

and

2 d ⎛ s + 3 s + 1⎞ r 22 = ---- ⎜ ------------------------- ⎟ ds ⎝ ( s + 1 ) 3 ⎠

s = –2 2

( s + 1 ) ( 2s + 3 ) – 3 ( s + 1 ) ( s + 3 s + 1 ) = -------------------------------------------------------------------------------------------------6 (s + 1) – s – 4s = -------------------4 (s + 1)

2

3

2

2

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 (3.47), we get
**

–1 3 –4 1 4 F 5 ( s ) = ------------------ + ------------------ + --------------- + ------------------ + --------------3 2 2 (s + 1) (s + 2) (s + 2) (s + 1) (s + 1)

(3.48)

**We will check the values of these residues with the MATLAB code below.
**

% 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 % we can use the coefficients of the resulting polynomial with the residue function Ds=collect(((s+1)^3)*((s+2)^2)) syms s;

**Ds = s^5+7*s^4+19*s^3+25*s^2+16*s+4
**

Ns=[1 3 1]; Ds=[1 7 19 25 16 4]; [r,p,k]=residue(Ns,Ds)

r = 4.0000 1.0000 -4.0000 3.0000 -1.0000

3-12

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Case for m ≥ n

p = -2.0000 -2.0000 -1.0000 -1.0000 -1.0000 k = [] From Table 2.2 of Chapter 2

e

– at

1 ⇔ ---------s+a

te

– at

1 ⇔ -----------------2 (s + a)

t

n – 1 – at

e

( n – 1 )! ⇔ -----------------n (s + a)

**and with these, we derive f 5 ( t ) from (3.48) as
**

–t –t – 2t – 2t 1 2 –t f 5 ( t ) = – -- t e + 3te – 4e + te + 4e 2

(3.49)

**We can verify (3.49) with MATLAB as follows:
**

syms s t; Fs=−1/((s+1)^3) + 3/((s+1)^2) − 4/(s+1) + 1/((s+2)^2) + 4/(s+2); 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)

3.3 Case for m ≥ n

Our discussion thus far, was based on the condition that F ( s ) is a proper rational function. However, if F ( s ) is an improper rational function, that is, if m ≥ n , 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)

(3.50)

**where N ( s ) ⁄ D ( s ) is a proper rational function. Example 3.6 Derive the Inverse Laplace transform f 6 ( t ) of
**

s + 2s + 2 F 6 ( s ) = ------------------------s+1

2

(3.51)

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

3-13

**Chapter 3 The Inverse Laplace Transformation
**

Solution: For this example, F 6 ( s ) is an improper rational function. Therefore, we must express it in the form of (3.50) before we use the partial fraction expansion method. By long division, we get

1s + 2s + 2 F 6 ( s ) = ------------------------- = ---------- + 1 + s s+1 s+1

2

**Now, we recognize that
**

1 ---------- ⇔ e –t s+1

and

1 ⇔ δ(t)

but

s⇔?

**To answer that question, we recall that
**

u 0' ( t ) = δ ( t )

and

u 0'' ( t ) = δ' ( t )

**where δ' ( t ) is the doublet of the delta function. Also, by the time differentiation property
**

2 2 2 1 u 0'' ( t ) = δ' ( t ) ⇔ s F ( s ) – sf ( 0 ) – f ' (0 ) = s F ( s ) = s ⋅ -- = s s

**Therefore, we have the new transform pair
**

s ⇔ δ' ( t )

(3.52)

and thus,

–t 1s + 2s + 2 F 6 ( s ) = ------------------------- = ---------- + 1 + s ⇔ e + δ ( t ) + δ' ( t ) = f 6 ( t ) s+1 s+1 2

(3.53)

In general,

d ------- δ ( t ) ⇔ s n n dt

n

(3.54)

**We verify (3.53) with MATLAB as follows:
**

Ns = [1 2 2]; Ds = [1 1]; [r, p, k] = residue(Ns, Ds)

r = 1

3-14

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Alternate Method of Partial Fraction Expansion
**

p = -1 k = 1 1 Here, the direct terms k= [1 1] are the coefficients of δ ( t ) and δ' ( t ) respectively.

**3.4 Alternate Method of Partial Fraction Expansion
**

Partial fraction expansion can also be performed with the method of clearing the fractions, that is, making the denominators of both sides the same, then equating the numerators. As before, we assume that F ( s ) is a proper rational function. If not, we first perform a long division, and then work with the quotient and the remainder as we did in Example 3.6. We also assume that the denominator D ( s ) can be expressed as a product of real linear and quadratic factors. If these assumptions prevail, we let ( s – a ) be a linear factor of D ( s ) , and we assume that ( s – a ) is the highest power of ( s – a ) that divides D ( s ) . Then, we can express F ( s ) as

r2 r1 rm N(s) F ( s ) = ----------- = ---------- + ----------------- + … -----------------m 2 s – a (s – a) D(s) (s – a)

2 2 n m

(3.55)

Let s + αs + β be a quadratic factor of D ( s ) , and suppose that ( s + αs + β ) is the highest power of this factor that divides D ( s ) . Now, we perform the following steps: 1. To this factor, we assign the sum of n partial fractions, that is,

r2 s + k2 rn s + kn r1 s + k1 -------------------------- + --------------------------------- + … + --------------------------------2 2 n 2 s + αs + β ( s 2 + αs + β ) ( s + αs + β )

2. We repeat step 1 for each of the distinct linear and quadratic factors of D ( s ) 3. We set the given F ( s ) equal to the sum of these partial fractions 4. We clear the resulting expression of fractions and arrange the terms in decreasing powers of s 5. We equate the coefficients of corresponding powers of s 6. We solve the resulting equations for the residues Example 3.7 Express F 7 ( s ) of (3.56) below as a sum of partial fractions using the method of clearing the fractions.

– 2s + 4 F 7 ( s ) = ------------------------------------2 2 (s + 1)(s – 1)

(3.56)

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

3-15

**Chapter 3 The Inverse Laplace Transformation
**

Solution: Using Steps 1 through 3 above, we get

r 21 r1 s + A r 22 – 2s + 4 F 7 ( s ) = ------------------------------------- = ------------------ + ----------------- + --------------2 2 2 2 (s – 1) (s + 1)(s – 1) (s + 1) (s – 1)

(3.57)

With Step 4,

– 2s + 4 = ( r 1 s + A ) ( s – 1 ) + r 21 ( s + 1 ) + r 22 ( s – 1 ) ( s + 1 )

2 2 2

(3.58)

**and with Step 5,
**

– 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

(3.59)

Relation (3.59) will be an identity is s if each power of s is the same on both sides of this relation. Therefore, we equate like powers of s and we get

0 = r 1 + r 22 0 = – 2r 1 + A – r 22 + r 21 – 2 = r 1 – 2A + r 22 4 = A – r 22 + r 21

(3.60)

**Subtracting the second equation of (3.60) from the fourth, we get
**

4 = 2r 1

or

r1 = 2

(3.61)

**By substitution of (3.61) into the first equation of (3.60), we get
**

0 = 2 + r 22

or

r 22 = – 2

(3.62)

**Next, substitution of (3.61) and (3.62) into the third equation of (3.60) yields
**

– 2 = 2 – 2A – 2

or

A = 1

(3.63)

Finally by substitution of (3.61), (3.62), and (3.63) into the fourth equation of (3.60), we get

3-16

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Alternate Method of Partial Fraction Expansion
**

4 = 1 + 2 + r 21

or

r 21 = 1

(3.64)

**Substitution of these values into (3.57) yields
**

– 2s + 4 2s + 1 2 1 F 7 ( s ) = ------------------------------------- = ------------------ + ----------------- – --------------2 2 2 2 (s – 1) (s + 1)(s – 1) (s + 1) (s – 1)

(3.65)

**Example 3.8 Use partial fraction expansion to simplify F 8 ( s ) of (3.66) below, and find the time domain function
**

f 8 ( t ) corresponding to F 8 ( s ) . s+3 F 8 ( s ) = -----------------------------------------2 3 s + 5s + 12s + 8

(3.66)

Solution: This is the same transform as in Example 3.3, where we found that the denominator D ( s ) can be expressed in factored form of a linear term and a quadratic. Thus, we write F 8 ( s ) as

s+3 F 8 ( s ) = ----------------------------------------------2 ( s + 1 ) ( s + 4s + 8 )

(3.67)

**and using the method of clearing the fractions, we rewrite (3.67) as
**

r2 s + r3 r1 s+3 F 8 ( s ) = ----------------------------------------------- = ---------- + ------------------------2 2 s + 1 s + 4s + 8 ( s + 1 ) ( s + 4s + 8 )

(3.68)

As in Example 3.3,

s+3 r 1 = ------------------------2 s + 4s + 8 = 2 -5

(3.69)

s = –1

**Next, to compute r 2 and r 3 , we follow the procedure of this section and we get
**

( s + 3 ) = r 1 ( s + 4s + 8 ) + ( r 2 s + r 3 ) ( s + 1 )

2

(3.70)

Since r 1 is already known, we only need two equations in r 2 and r 3 . Equating the coefficient of s 2 on the left side, which is zero, with the coefficients of s 2 on the right side of (3.70), we get

0 = r1 + r2

(3.71)

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

3-17

**Chapter 3 The Inverse Laplace Transformation
**

and since r 1 = 2 ⁄ 5 , then r 2 = – 2 ⁄ 5 . To obtain the third residue r 3 , we equate the constant terms of (3.70). Then, 3 = 8r 1 + r 3 or

3 = 8 × 2 ⁄ 5 + r 3 , or r 3 = – 1 ⁄ 5 . Then, by substitution into (3.68), we get 2⁄5 1 ( 2s + 1 ) - F 8 ( s ) = --------------- – -- ⋅ -----------------------------( s + 1 ) 5 ( s 2 + 4s + 8 )

(3.72)

as before. The remaining steps are the same as in Example 3.3, and thus f 8 ( t ) is the same as f 3 ( t ) , that is,

2 –t 2 – 2t 3 –2t f 8 ( t ) = f 3 ( t ) = ⎛ -- e – -- e cos 2t + ----- e sin 2t⎞ u 0 ( t ) ⎝5 ⎠ 10 5

3.5 Summary

• The Inverse Laplace Transform Integral defined as L

–1 σ + jω

1 { F ( s ) } = f ( t ) = ------2πj

∫σ – jω

F ( s ) e ds

st

**is difficult to evaluate because it requires contour integration using complex variables theory.
**

• For most engineering problems we can refer to Tables of Properties, and Common Laplace trans-

**form pairs to lookup the Inverse Laplace transform.
**

• The partial fraction expansion method offers a convenient means of expressing Laplace trans-

**forms in a recognizable form from which we can obtain the equivalent time-domain functions.
**

• If the highest power m of the numerator N ( s ) is less than the highest power n of the denominator D ( s ) , i.e., m < n , F ( s ) is said to be expressed as a proper rational function. If m ≥ n , F ( s ) is

**an improper rational function.
**

• The Laplace transform F ( s ) must be expressed as a proper rational function before applying the partial fraction expansion. If F ( s ) is an improper rational function, that is, if m ≥ n , 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)

• In a proper rational function, 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 ) .

3-18

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Summary

• The partial fraction expansion method can be applied whether the poles of F ( s ) are distinct, com-

**plex conjugates, repeated, or a combination of these.
**

• When F ( s ) is expressed as rn r2 r3 r1 F ( s ) = ----------------- + ----------------- + ----------------- + … + ----------------( s – p1 ) ( s – p2 ) ( s – p3 ) ( s – pn ) r 1, r 2, r 3, …, r n are called the residues and p 1, p 2, p 3, …, p n are the poles of F ( s ) . • The residues and poles of a rational function of polynomials can be found easily using the MATLAB residue(a,b) function. The direct term is always empty (has no value) whenever F ( s ) is a

**proper rational function.
**

• We can use the MATLAB factor(s) symbolic function to convert the denominator polynomial form of F 2 ( s ) into a factored form. • 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. • In this chapter we developed the new transform pair s ⇔ δ' ( t )

and in general,

d ------- δ ( t ) ⇔ s n n dt • The method of clearing the fractions is an alternate method of partial fraction expansion.

n

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

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6 Exercises 1. ---------------------------------------------3 2 s+1 e.5s + 9 s + 8s + 24s + 32 s + 6s + 11s + 6 3. Find the Inverse Laplace transform of the following: 3s + 4 a. ------------------------5 (s + 3) 2. ----------s+3 4 b.(See hint on next page) 2 (s + 4) 2 3-20 Signals and Systems with MATLAB Applications. ------------------------------------------3 2 2 s + 5s + 10. Find the Inverse Laplace transform of the following: 3s + 2 a. ---------------------------2 s + 4s + 85 4s + 5 b. -----------------4 (s + 3) 3s + 4 d. Find the Inverse Laplace transform of the following: 4 a. ----------------------------------------------3 2 s – 16 d. -----------------5 (s + 3) 2 s + 6s + 3 e.Chapter 3 The Inverse Laplace Transformation 3. Second Edition Orchard Publications . -------------------. -----------------2 (s + 3) 4 c.5 s + 3s + 2 c. ---------------2 s + 25 2 5s + 3b. --------------------------------2 2 s + 5s + 18.

--------------------------------2 3 2 s + 4. It also has a single zero at s = 1 . Use the Initial Value Theorem to find f ( 0 ) given that the Laplace transform of f ( t ) is 2s + 3 -------------------------------2 s + 4.⎪ 2 2 2 (s + α ) ⎭ ⎩ 2α 2s + 3 c. ---------------------------------------------2 s + 6s + 8 e. Second Edition Orchard Publications 3-21 . Find F ( s ) and f ( t ) .25s + 1 Compare your answer with that of Exercise 3(c).⎪ 2 2 2 ⎪ 2α (s + α ) ⎪ Hint: ⎨ ⎬ 1 1 ⎪ --------⎪ ⎪ 3 ( sin αt – αt cos αt ) ⇔ ----------------------. 5.25s + 1 s + 8s + 24s + 32 d. the other at s = – 1 . e – 2s 3 --------------------3 ( 2s + 3 ) 4. one at s = 0 . It is known that the Laplace transform F ( s ) has two distinct poles. t→∞ Signals and Systems with MATLAB Applications.Exercises 2 ⎧ 1 ⎫ s ⎪ -----. and we know that lim f ( t ) = 10 .( sin αt + αt cos αt ) ⇔ ----------------------.

-----------------.e sin 9t 2 2 9 2 2 9 (s + 2) + 9 (s + 2) + 9 b.Chapter 3 The Inverse Laplace Transformation 3.= -----------------. Using the MATLAB factor(s) function we get: syms s.5 ) + 3.= 3 ⋅ ------------------------------.5 2 2 ( s + 2.25 ( s + 2.5 10 3.⋅ --------------------------------------2 2 2 2 3.5t 2 2 7 ( s + 2.5 1 5 × 3.e sin 3.5 ) + 3.⇔ 3e cos 9t – -.– -----------------.5 = 4 ⋅ -------------------------------------------------------.= --------------------------------------.– -.= ---------------------------------------------------.5 ( s + 2.5 c.5 s + 10 ⁄ 4 – 10 ⁄ 4 + 5 ⁄ 4 s + 2.– 6 ⋅ -----------------------------------------5 5 5 5 5 3 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) 1 2 –3t 6 4 –3t 1 2 – 3t 1 4 – 3t ⇔ ---.t e ⎞ ⎠ 2⎝ 4! 2 2! 2. 1 1 (s + 3) – 5 ⁄ 3 3(s + 4 ⁄ 3 + 5 ⁄ 3 – 5 ⁄ 3 ) 3s + 4 -----------------. -----------------. (s + 2) 1 2×9 (s + 2) – 2 ⁄ 3 3s + 4 3(s + 4 ⁄ 3 + 2 ⁄ 3 – 2 ⁄ 3) .– -.3 – 3t 5.---------------------------.5 ) 2 + 3.⋅ ----------------------------2 2 2 2 9 2 2 2 2 (s + 2) + 9 (s + 2) + 9 (s + 2) + 9 s + 4s + 85 ( s + 2 ) + 81 (s + 2) 2 9 2 – 2t – 2t .4 – 3t ⇔ ---.5 ( s + 2. factor(s^3+5*s^2+10.t e – ---.= 4 ⋅ --------------------------------------2 2 2 2 2 2 ( s + 2.t e = -.⇔ 4e cos 3.t e – ---.= ---------------------------------------------------------.5t = 4 ⋅ --------------------------------------. factor(s^2+3*s+2).5 ) 10 – 2.25 + 12. a.= 3 ⋅ ------------------------------. Second Edition Orchard Publications .= ---------------------------------------------------------. a.5*s+9) ans = (s+2)*(s+1) ans = 1/2*(s+2)*(2*s^2+6*s+9) 3-22 Signals and Systems with MATLAB Applications.5 2 7 ( s + 2.5 ) + 3.5 ( s + 2.⋅ -----------------------------.5 s + 5s + 6. s+5⁄4 4s + 5 4s + 5 4s + 5 -------------------------------.7 Solutions to Exercises 1.t e = -.– -----.⎛ t e – -.– 5 ⋅ -----------------5 4 5 5 5 (s + 3) (s + 3) (s + 3) (s + 3) (s + 3) 3. 2 2 2 1 s + 6s + 9 – 6 (s + 3) 6 1 s + 6s + 3 = ---------------------------------.= 3 ⋅ ----------------------------.⇔ ---.5 ) + 3.t 3 e 2 4 s+3 3 3! (s + 3) (s + 3) d.= 3 ⋅ ----------------------------.4 – 3t 1 3 –3t 5.⇔ 4e – 3t b.⇔ 4te – 3t c.5 ) + 3.⎛ t e – ----.5t – 2.t 3 e = -.⋅ --------------------------------------.– ----. 4 4 4 4 – 3t 2 – 3t ---------.= -----------------.t e ⎞ ⎠ 3! 4! 12 2⎝ e.5 ) + 3.= 3 ⋅ -----------------.5t – ----.= 4 ⋅ -------------------------------------.5 s + 5s + 18.

( sin 2t – 2t cos 2t ) 2 2×8 2×2 2 2 2 2 2 2 2 (s + 4) (s + 2 ) (s + 2 ) 17 23 5 3 5 3 ⇔ ⎛ -.= ---------.= --------------------------------------------------.25 – 2.5 .5 ) ( s + 1.⋅ --------------------------------------.– -----⎞ 2t cos 2t = ----.⇔ 5 ⋅ ----------.5 ( s + 1.= ----------------------.= ---------------------------------.= ----------------------------3 2 2 2 2 2 2 s + 8s + 24s + 32 ( s + 4 ) ( s + 4s + 8 ) (s + 2) + 2 (s + 2) + 2 1 6×2 s+2 = -----------------------------.= ------------------------------------------.5 s + 1.5 ) s + 3s + 2.5 ) + ( 1.5 ) + ( 1.+ ----------------------.5 ) 2 d.( sin 2t + 2t cos 2t ) + 3 ⋅ ----------.sin 5t .5 ( s + 1.5 ) 1 1.t cos 2t ⎝ 4 16⎠ ⎝ 4 16⎠ 8 16 Signals and Systems with MATLAB Applications..= ----------------------------.⇔ e cos 2t – 3e sin 2t 2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 e.5 × 1.sin 2t + ----.= -------------------------------3 2 ( s + 2 )( s + 3 ) ( s + 1 )( s + 2 )( s + 3) s + 6s + 11s + 6 r2 r1 1 = -------------------------------.= --------------------------------------------------------------3 2 2 2 2 s + 5s + 10.= ------------------------------------------.5s + 9 ( s + 2 ) ( s + 3s + 4.= ---------.⋅ ------------------------------------------2 2 2 2 2 2 1.5 + 1 s + 1.25 + 4.e sin 1.Solutions to Exercises Then.+ -----⎞ sin 2t + ⎛ -.5 ) ( s + 1. 2 2 1 1 5s + 3 5s 3 -------------------.– 3 ⋅ ----------------------------.⇔ 3 cos 5t + -.+ -.⋅ --------------.5 1 – 1. s + 3s + 2 (s + 1)(s + 2) (s + 1) s+1 ----------------------------------------------.⇔ e – e ( s + 2 )( s + 3 ) s+2 s+3 3.5 ) + 3.– -.5t – -.= 3 ⋅ --------------.5 = ------------------------------------------.⋅ -----------------------------2 2 2 2 2 (s + 2) + 2 (s + 2) + 2 2 – 2t – 2t s+2 = -----------------------------.5 ) + ( 1.5t 2 2 2 2 3 3 ( s + 2.+ ---------( s + 2 )( s + 3 ) s + 2 s + 3 1r 1 = ---------s+3 =1 s = –2 1r 2 = ---------s+2 = –1 s = –3 – 2t – 3t 1 1 1 = -------------------------------.– -----.⇔ e cos 1.⋅ --------------.5 ) + ( 1.5t s + 1. a. s – 16 ( s + 4 )( s – 4 ) (s – 4) s+2–2–4 --------------------------------------------.= ----------------------------------------------.5 ) 1 0.2 2 2 2 2 2 2 2 2 5 s +5 5 5 s +5 s +5 s + 25 s +5 b. s 2 5 2 1 2×5 3s + 2 3s .---------------.5t – 1.= --------------.= ------------------------------------------------. 1 (s + 1) s+1 -----------------------------------------.– -.5 ( s + 3s + 4.5 – 1.– ---------.+ -. Second Edition Orchard Publications 3-23 .

A(s – 1) 5.25s ⁄ s + 1 ⁄ s s → ∞ 1 + 4. s(s + 1) t→∞ s→0 A(s – 1) (s – 1) lim s ------------------.= 2 15 ⁄ 4 3 2 – 4t –t ⁄ 4 4⁄3 2⁄3 ---------.= --.----F ( s ) = – 10 ( s – 1 .= A lim --------------.⇔ δ' ( t ) + 2δ ( t ) + 4e s+2 s+2 2 3 2 2 2 e.t e 3 ⎝ 2! ⎠ 16 3 3 3 3 8 (s + 3 ⁄ 2) ( 2s + 3 ) ⁄ 2 ( 2s + 3 ) [ ( 2s + 3 ) ⁄ 2 ] e – 2s F(s)= e – 2s 3 3 --------------------.⇔ ( 10 – 20e )u 0 ( t ) .( 2e + e ) 3 s+4 s+1⁄4 d.-= -----------. that is. We are given that F ( s ) = ------------------.25s + 1 2+3⁄s 2s ⁄ s + 3s ⁄ s = lim ----------------------------------------------------------. r1 r2 2s + 3 2s + 3 -------------------------------. Therefore. 2s + 3 2s + 3s f ( 0 ) = lim s -------------------------------. Second Edition Orchard Publications .⇔ -.= -----------------------------.= 10 – ---------.+ ----------------2 ( s + 4 )( s + 1 ⁄ 4 ) s+4 s+1⁄4 s + 4.= ----------------------------------------------. e – 2s 3 --------------------3 ( 2s + 3 ) e – 2s F ( s ) ⇔ f ( t – 2 )u 0 ( t – 2 ) 3 3⁄8 3 2 –( 3 ⁄ 2 )t 3 1 2 – ( 3 ⁄ 2 )t⎞ 3 3⁄8 3⁄2 .= --------------------------------------.+ ----------------.= ---------.⇔ -. Then. s + 8s + 24s + 32 ( s + 4 ) ( s + 4s + 8 ) ( s + 4s + 8 ) --------------------------------------------. Then.25s + 1 s → ∞ s 2 + 4.and by long division 2 ( s + 2 )( s + 4 ) (s + 2) s + 6s + 8 – 2t 4 s + 4s + 8 ------------------------.25s + 1 2s + 3r 1 = ----------------s+1⁄4 s = –4 4 –5 = --------------.= – A = 10 .F ( s ) = --------------------.and lim f ( t ) = lim sF ( s ) = 10 .Chapter 3 The Inverse Laplace Transformation c.t e = ----.= lim -------------------------------s → ∞ s 2 + 4.⎛ ---.25 ⁄ s + 1 ⁄ s 2 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 ) .⇔ ----. s → 0 s(s + 1) s → 0 (s + 1) r1 r2 –t 20 ------------------------) .= lim ------------------------------------------.= s + 2 + ---------.= -----------------------------.+ ---------.= ------------------------.= -3 – 15 ⁄ 4 r 2 = 2s + 3 -------------s+4 s = –1 ⁄ 4 5 ⁄ 2.= --------------------------------.( t – 2 ) 2 e –( 3 ⁄ 2 ) ( t – 2 ) u 0 ( t – 2 ) 3 16 ( 2s + 3 ) t→0 s→∞ 4.= 2 2 2 2 2 s → ∞ s ⁄ s + 4. s s+1 s(s + 1) s s+1 f ( t ) = ( 10 – 20e )u 0 ( t ) and we see that lim f ( t ) = 10 t→∞ –t 3-24 Signals and Systems with MATLAB Applications.

Several examples are given to illustrate how the Laplace transformation is applied to circuit analysis. and capacitors in the complex frequency domain. Inductor The time and complex frequency domains for purely inductive circuits is shown in Figure 4. Complex impedance. a. Second Edition Orchard Publications 4-1 .+ -------------Ls s − − ∫–∞ vL dt t + Li L ( 0 ) Figure 4. Time Domain Complex Frequency Domain − + vL ( t ) − L iL ( t ) di L v L ( t ) = L -----dt 1 i L ( t ) = -L + sL VL ( s ) − − IL ( s ) V L ( s ) = sLI L ( s ) – Li L ( 0 ) VL ( s ) iL ( 0 ) I L ( s ) = ------------.e. Signals and Systems with MATLAB Applications.2. Capacitor The time and complex frequency domains for purely capacitive circuits is shown in Figure 4.1.1.Chapter 4 Circuit Analysis with Laplace Transforms T his chapter presents applications of the Laplace transform. Resistor The time and complex frequency domains for purely resistive circuits are shown in Figure 4. and transfer functions are also defined. inductors. Inductive circuit in time domain and complex frequency domain c. Time Domain Complex Frequency Domain + vR ( t ) − iR ( t ) R v R ( t ) = Ri R ( t ) vR ( t ) i R ( t ) = ----------R + VR ( s ) − IR ( s ) R V R ( s ) = RI R ( s ) VR ( s ) I R ( s ) = ------------R Figure 4.2.1 Circuit Transformation from Time to Complex Frequency In this section we will derive the voltage-current relationships for the three basic passive circuit devices. 4..3. resistors. i. complex admittance. Resistive circuit in time domain and complex frequency domain b.

R vS 1Ω + 12u 0 ( t ) V − C 1F + − vC ( t ) Figure 4.4.1 Solution: We apply KCL at node A as shown in Figure 4. Application of KCL for the circuit of Example 4.1 Then. and complex capacitive impedance respectively.+ --------------sC s − − ∫– ∞ i C d t t − IC ( s ) vC ( 0 ) --------------s − + − Figure 4. Capacitive circuit in time domain and complex frequency domain Note: In the complex frequency domain.5. given that v C ( 0 − ) = 6 V .1 Use the Laplace transform method to find the voltage v C ( t ) across the capacitor for the circuit of Figure 4.3. iR + iC = 0 or 4-2 Signals and Systems with MATLAB Applications.Chapter 4 Circuit Analysis with Laplace Transforms Time Domain Complex Frequency Domain + vC ( t ) − C + iC ( t ) 1 − v C ( t ) = --C dv C i C ( t ) = C -------dt + VC ( s ) − 1----sC + I C ( s ) = sCV C ( s ) – Cv C ( 0 ) IC ( s ) vC ( 0 ) V C ( s ) = ----------. Likewise. R iR C 1F A vS 1Ω + 12u 0 ( t ) V − + iC − vC ( t ) Figure 4. Second Edition Orchard Publications .5. Circuit for Example 4. the terms sL and 1 ⁄ sC are called complex inductive impedance. the terms and sC and 1 ⁄ sL are called complex capacitive admittance and complex inductive admittance respectively.4. Example 4.

1) The Laplace transform of (4.+ --------------s(s + 1) s (s + 1) ----------------r 1 = 6s + 12 (s + 1) 6s + 12 r 2 = ----------------s = 12 s=0 = –6 s = –1 Therefore.Circuit Transformation from Time to Complex Frequency dv C v C ( t ) – 12u 0 ( t ) -----------------------------------. given that v C ( 0 − ) = 6 V . Circuit for Example 4.1) is − ----sV C ( s ) – v C ( 0 ) + V C ( s ) = 12 s or 12 ( s + 1 )V C ( s ) = ----. Second Edition Orchard Publications 4-3 . r1 r2 6s + 12 V C ( s ) = -----------------.+ v C ( t ) = 12u 0 ( t ) dt (4.6.2 Signals and Systems with MATLAB Applications.2 Use the Laplace transform method to find the current i C ( t ) through the capacitor for the circuit of Figure 4.= --.+ 1 ⋅ -------.⇔ 12 – 6e = ( 12 – 6e )u 0 ( t ) = v C ( t ) s s+1 Example 4.– ---------.= 0 dt 1 or dv C -------.6. –t –t 12 6 V C ( s ) = ----. vS 1Ω + 12u 0 ( t ) V − C 1F + − iC ( t ) vC ( t ) Figure 4.+ 6 s or 6s + 12 V C ( s ) = -----------------s(s + 1) By partial fraction expansion.

2 1 Ri C ( t ) + --C ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) and with R = 1 and C = 1 .+ --------------.7.⇔ i C ( t ) = 6e u 0 ( t ) s+1 Check: From Example 4.-.1. R 1Ω C vS + 12u 0 ( t ) V − + − vC ( t ) iC ( t ) 1F Figure 4.= ( 12 – 6e )u 0 ( t ) = 6e u 0 ( t ) + 6δ ( t ) dt dt dt (4. Application of KVL for the circuit of Example 4. dv C dv C –t –t d i C ( t ) = C -------. v C ( t ) = ( 12 – 6e )u 0 ( t ) –t Then.3) The presence of the delta function in (4.2) Next. we get iC ( t ) + ∫– ∞ i C ( t ) d t t = 12u 0 ( t ) (4.2).3) is a result of the unit step that is applied at t = 0 . 4-4 Signals and Systems with MATLAB Applications. taking the Laplace transform of both sides of (4.= ----s s s ⎛ 1 + 1 ⎞ I ( s ) = 12 – 6 = 6 -.= -------.⎞ I ( s ) = 6 -⎝ s ⎠ C s − or –t 6 I C ( s ) = ---------.-⎝ s⎠ s s s s+1 ⎛ ---------.1.C ----. Second Edition Orchard Publications .7.Chapter 4 Circuit Analysis with Laplace Transforms Solution: This is the same circuit as in Example 4. We apply KVL for the loop shown in Figure 4. we get IC ( s ) vC ( 0 ) 12 I C ( s ) + ----------.

1 1/s 2 0.9 the current in L 1 has been replaced by a voltage source of 1 V .8 just before switch S 2 opens.Circuit Transformation from Time to Complex Frequency Example 4. while at the same time.5s + V out ( s ) + − 3/s − Figure 4. Second Edition Orchard Publications 4-5 .5s 1V 1 0.9 so that it is consistent with the direction of the current i L1 ( t ) in the circuit of Figure 4.3 Since the circuit contains a capacitor and an inductor. this is provided by the 2 A current source just before switch S 2 opens.5 H + S1 + v out ( t ) − 1Ω − v ( 0− ) = 3 V C R2 L2 Solution: Figure 4.8. we must consider two initial conditions One is given as v C ( 0 − ) = 3 V .9.9. for convenience.3 In Figure 4. switch S 1 closes at t = 0 . our second initial condition is i L1 ( 0 − ) = 2 A . t = 0 t = 0 1F C is ( t ) 2A R1 2Ω S2 L 1 0. we transform the circuit of Figure 4.8.3 In the circuit of Figure 4. This is found from the relation 1 − L 1 i L1 ( 0 ) = -. switch S 2 opens.8 into its s-domain* equivalent shown in Figure 4. * Henceforth.× 2 = 1 V 2 + − (4. Transformed circuit of Example 4. Therefore. we will refer the time domain as t-domain and the complex frequency domain as sdomain Signals and Systems with MATLAB Applications. The other initial condition is obtained by observing that there is an initial current of 2 A in inductor L 1 . Use the Laplace transform method to find v out ( t ) for t > 0 . Circuit for Example 4.5 H i L1 ( t ) 0.4) The polarity of this voltage source is as shown in Figure 4. For t > 0 .

7) Now.3132i y=expand((s + 0. r1 r2 s + r3 2s ( s + 3 ) V out ( s ) = --------------------------------------------------------------------.+ ---------------.61 ) s + 8s + 10s + 4 (4.43s + 0. Applying KCL at node . we perform partial fraction expansion.9) 4-6 Signals and Systems with MATLAB Applications.36 s = – 6.61 = 1.3132j))% Find quadratic form y = s^2+3573/2500*s+3043737/5000000 3573/2500 % Find coefficient of s ans = 1.57 s + 1.6) We will use MATLAB to factor the denominator D ( s ) of (4.= 0 1⁄s+2+s⁄2 1 s⁄2 (4. p=[1 8 10 4].3132i -0.6) into a linear and a quadratic factor.+ ---------------------------------------2 2 ( s + 6.6087 Therefore.7146 + 0.7146 − 0.Chapter 4 Circuit Analysis with Laplace Transforms The initial capacitor voltage is replaced by a voltage source equal to 3 ⁄ s .57 (4.43s + 0.5) and after simplification 2s ( s + 3 ) V out ( s ) = -----------------------------------------3 2 s + 8s + 10s + 4 (4. 2s ( s + 3 ) 2s ( s + 3 ) V out ( s ) = -----------------------------------------.43s + 0.+ ---------------.0.43s + 0.4292 3043737/5000000 % Find constant term ans = 0.= -----------------.7146 + 0. Second Edition Orchard Publications .8) (4.3132j)*(s + 0. r=roots(p) % Find the roots of D(s) r = -6.61 ) s + 6.7146 .57 ) ( s + 1.57 ) ( s + 1.= --------------------------------------------------------------------3 2 2 ( s + 6. we get V out ( s ) – 1 – 3 ⁄ s V out ( s ) V out ( s ) ----------------------------------------.5708 -0.61 2s ( s + 3 ) r 1 = ---------------------------------------2 s + 1.

43s + 0.316 ) 2 1.36 0.12).57 ( s + 0.316 ) 2 ( s + 0.64s + 0.13) 0.in a form that resembles the transform pairs 2 s + 1.36 0..715t cos 0.316 ) 2 (4.61 or s + 0.43s + 0.316t )u 0 ( t ) (4. 1. Signals and Systems with MATLAB Applications.316 ) ( s + 0.57 ( s + 0.58 1.12 * We perform these steps to express the term ---------------------------------------.58 = -----------------.11) By substitution into (4.84e – 0.715 ) + ( 0.316 = -----------------.36 0.715 ) 2 + ( 0.* s + 6.9).43s + 0.64s – 0.61 ) + ( r 2 s + r 3 ) ( s + 6.36e – 6. we get r 2 = 0.715 – 0. The remaining steps are carried out in 2 2 2 2 (s + a) + ω (s + a) + ω (4.715 ) 0.64e – 0.8).84 × 0.316t – 1. we get v out ( t ) = ( 1.57 s 2 + 1.64 (4.36 V out ( s ) = -----------------.12 Similarly.– ------------------------------------------------------s + 6.57 s 2 + 1.+ -----------------------------------------------------. we get 2 = r1 + r2 and using the known value of r 1 .51 + 0.64s – 0.57t + 0.57 ) 2 (4.10) Equating constant terms of (4.715 ) 1.+ ---------------------------------------.61r 1 + 6.715 ) + ( 0.43s + 0.and e sin ωtu 0 ( t ) ⇔ ------------------------------.– ------------------------------------------------------2 2 s + 6.57 ( s + 0.64 ( s + 0.= -----------------.12).12 V out ( s ) = -----------------.46 – 0.10).+ ------------------------------------------------------. we get r 3 = – 0.36 0. Second Edition Orchard Publications 4-7 . equating coefficients of s 2 . we get 0 = 0.715t sin 0.1 s + 6.64 ) ------------------------------------------------------2 2 s + 6.64 ( s + 0.12) Taking the Inverse Laplace of (4.Circuit Transformation from Time to Complex Frequency The residues r 2 and r 3 are found from the equality 2s ( s + 3 ) = r 1 ( s + 1.715 ) 2 + ( 0.+ ( 0.715 ) 2 + ( 0.61 s+a ω – at – at e cos ωtu 0 ( t ) ⇔ ------------------------------.+ ------------------------------------------------------.91 1.316 ) 1.57r 3 and by substitution of the known value of r 1 from (4.

15) and thus.Chapter 4 Circuit Analysis with Laplace Transforms 4.16) where 1 Z ( s ) = R + sL + ----sC (4. where the initial conditions are assumed to be zero. Second Edition Orchard Publications .2 Complex Impedance Z(s) Consider the s – domain RLC series circuit of Figure 4. 4-8 Signals and Systems with MATLAB Applications.= R + sL + ----I(s ) sC (4. and it is referred to as the complex input impedance of an s – domain RLC series circuit.10.10.represents the total opposition to current flow.4 Find Z ( s ) for the circuit of Figure 4. we get VS ( s ) 1Z ( s ) ≡ -----------. Z ( s ) is a complex quantity.11. R sL + + VS ( s ) − I(s ) 1----sC V out ( s ) − Figure 4. All values are in Ω (ohms). Series RLC circuit in s-domain 1 For this circuit. In other words. Example 4. the sum R + sL + -----. Therefore.14) and defining the ratio V s ( s ) ⁄ I ( s ) as Z ( s ) .17) We recall that s = σ + j ω . the s – domain current I ( s ) can be found from VS ( s ) I ( s ) = -----------Z(s ) (4. Z ( s ) is the ratio of the voltage excitation V s ( s ) to the current response I ( s ) under zero state (zero initial conditions). sC VS ( s ) I ( s ) = ---------------------------1R + sL + ----sC (4. Then.

18) Second Method: Signals and Systems with MATLAB Applications. 3 2 VS ( s ) s + 2s + s + 1 Z ( s ) = -----------. Circuit for finding I ( s ) in Example 4. 1 VA ( s ) 1⁄s + I( s) s A VS ( s ) − s Figure 4.= ⎜ 1 – -----------------------------------. Circuit for Example 4.+ ----------------.= -----------------------------------2 I(s ) 2s + 1 (4.+ ------------.⎞ V ( s ) = V ( s ) -S ⎝ s s+1⁄s ⎠ A s +1 V A ( s ) = -----------------------------------.15).12.⋅ V S ( 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 I ( s ) = -------------------------------. We assign the voltage V A ( s ) at node A as shown in Figure 4. Second Edition Orchard Publications 4-9 .4 1 s 1⁄s s Solution: First Method: We will first find I ( s ) .⎟ V S ( s ) = -----------------------------------.⋅ V S ( s ) 3 2 3 2 1 ⎝ s + 2s + s + 1 s + 2s + s + 1 ⎠ and thus.= 0 1 s s+1⁄s 1 ⎛ 1 + 1 + ----------------.12. and we will compute Z ( s ) from (4. VA ( s ) – VS ( s ) VA ( s ) VA ( s ) -------------------------------.4 By nodal analysis.Complex Impedance Z(s) + VS ( s ) − Figure 4.11.

+ V(s ) G IS ( s ) − 1----sL sC Figure 4.+ 1 = --------------------------. 1 a Z(s) b Figure 4. we get I(s) 1 1 Y ( s ) ≡ ---------.19) is the same as (4.19) We observe that (4. For this example. we start on the right side of the network and we proceed to the left combining impedances as we combine resistances. Parallel GLC circuit in s-domain For this circuit.+ 1 = ---------------. Z 2.18). looking to the right of terminals a and b .13. Second Edition Orchard Publications . Then.4 by series − parallel combinations Z1 s Z2 1⁄s Z3 s Z4 To find the equivalent impedance Z ( s ) .14 where the initial conditions are zero.20) 4-10 Signals and Systems with MATLAB Applications. Computation of the impedance of Example 4.+ sC⎞ ( V ( s ) ) = I ( s ) ⎝ ⎠ sL Defining the ratio I S ( s ) ⁄ V ( s ) as Y ( s ) . as it is done with series and parallel resistances.13.V ( s ) + sCV ( s ) = I ( s ) sL 1 ⎛ G + ----.+ 1 = -----------------------------------2 2 2 s+s+1⁄s 2s + 1 2s + 1 ( 2s + 1 ) ⁄ s 2 3 3 2 (4. 4.Chapter 4 Circuit Analysis with Laplace Transforms We can also compute Z ( s ) by successive combinations of series and parallel impedances.14. Z 3 and Z 4 shown in Figure 4.+ sC = ---------V(s) sL Z(s) (4.3 Complex Admittance Y(s) Consider the s – domain GLC parallel circuit of Figure 4. 1 GV ( s ) + ----. we denote the network devices as Z 1.= G + ----. Z ( s ) = [ ( Z 3 + Z 4 ) || Z 2 ] + Z 1 s(s + 1 ⁄ s ) s +1 s +s s + 2s + s + 1 Z ( s ) = ------------------------.

Simplified circuit for Example 4. Y ( s ) is a complex quantity.15. Therefore. Verify your answers with MATLAB.+ sC sL (4. In other words. Example 4.22) We recall that s = σ + j ω . and it is referred to as the complex input admittance of an s – domain GLC parallel circuit. Y ( s ) Z2 Z3 Figure 4. Circuit for Example 4.5 Compute Z ( s ) and Y ( s ) for the circuit of Figure 4.5 where Signals and Systems with MATLAB Applications. Z1 Z ( s ). Y ( s ) is the ratio of the current excitation I S ( s ) to the voltage response V ( s ) under zero state (zero initial conditions).16.16.5 8⁄s 10 20 Solution: It is convenient to represent the given circuit as shown in Figure 4.21) where 1 Y ( s ) = G + ----.Complex Admittance Y(s) and thus the s – domain voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s) (4. Second Edition Orchard Publications 4-11 . All values are in Ω (ohms). 13s Z(s) Y(s) 5s 16 ⁄ s Figure 4.15.

= ---------------------s s 2 Then. z = z1 + z2 * z3 / (z2+z3) z = 13*s+8/s+(5*s+10)*(20+16/s)/(5*s+30+16/s) 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 ) . Second Edition Orchard Publications .23) 4-12 Signals and Systems with MATLAB Applications.⎞ 2 ⎝ ⎠ Z2 Z3 s 13s + 8 + --------------------------------------------------Z ( s ) = Z1 + ----------------. z3 = 20 + 16/s.= -----------------------------------------------------------------------------------4 3 2 Z(s) 65s + 490s + 528s + 400s + 128 2 (4. that is.= ------------------s 4 ( 5s + 4 ) Z2 + Z3 10 + 5s + ---------------------s 4 ( 5s + 4 ) ( 10 + 5s ) ⎛ ---------------------. z2 = 5*s + 10.= ------------------.⎞ ⎝ ⎠ 13s 2 + 8 20 ( 5s 2 + 14s + 8 s 13s + 8 = ------------------. z1 = 13*s + 8/s.Chapter 4 Circuit Analysis with Laplace Transforms 13s + 8 -Z 1 = 13s + 8 = ------------------s s Z 2 = 10 + 5s 16 4 ( 5s + 4 ) Z 3 = 20 + ----. 4 ( 5s + 4 ) ( 10 + 5s ) ⎛ ---------------------.+ ------------------------------------------) 2 2 s s 5s + 10s + 4 ( 5s + 4 ) 5s + 30s + 16 ---------------------------------------------------s 2 65s + 490s + 528s + 400s + 128 = -----------------------------------------------------------------------------------2 s ( 5s + 30s + 16 ) 4 3 2 Check with MATLAB: syms s.+ ---------------------------------------------------. s ( 5s + 30s + 16 ) 1 Y ( s ) = ---------.

+ RL Rg L vg v out + − C − Figure 4.17.4 Transfer Functions In an s – domain circuit.24) Similarly. from now on. V out ( s ) G ( s ) ≡ ---------------V in ( s ) (4. the transfer function will have the meaning of the voltage transfer function. and even if they were. and R L represents the resistance of the load that consists of R L .Transfer Functions 4. Second Edition Orchard Publications 4-13 . is called the current transfer function denoted as G i ( s ) .6 Solution: No initial conditions are given.e. therefore.25) is rarely used. 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 Signals and Systems with MATLAB Applications.25) The current transfer function of (4. Circuit for Example 4. This ratio is referred to as the voltage transfer function and it is denoted as G v ( s ) . I out ( s ) G i ( s ) ≡ --------------I in ( s ) (4. the ratio of the output voltage V out ( s ) to the input voltage V in ( s ) under zero state conditions. the ratio of the output current I out ( s ) to the input current I in ( s ) under zero state conditions. i. V out ( s ) G v ( s ) ≡ ---------------V in ( s ) (4. is of great interest in network analysis. where R g represents the internal resistance of the applied (source) voltage V S . and C .17.26) Example 4. that is..6 Derive an expression for the transfer function G ( s ) for the circuit of Figure 4. that is. L .

and the circuit constants with their numerical values and plot the magnitude G ( s ) = V out ( s ) ⁄ V in ( s ) versus radian frequency ω . C 1.18. Circuit for Example 4.19 in terms of the circuit constants R 1.19. The s-domain circuit for Example 4.20.Chapter 4 Circuit Analysis with Laplace Transforms zero initial conditions. R L + sL + 1 ⁄ sC V out ( s ) = -------------------------------------------------.7 Solution: The complex frequency domain equivalent circuit is shown in Figure 4. 4-14 Signals and Systems with MATLAB Applications. R 3.27) Example 4. C2 10 nF R2 R1 200 K vin C1 40 K R3 50K vout 25 nF Figure 4. R L + Ls + 1 ⁄ sC V out ( s ) G ( s ) = ---------------. R 2. + RL Rg V in ( s ) sL V out ( s ) + − 1 ----sC − Figure 4..V in ( s ) R g + R L + sL + 1 ⁄ sC Then. i.6 The transfer function G ( s ) is readily found by application of the voltage division expression of the s – domain circuit of Figure 4.= -------------------------------------------------V in ( s ) R g + R L + Ls + 1 ⁄ sC (4. and C 2 Then. replace the complex variable s with jω . The s – domain circuit is shown in Figure 4. Second Edition Orchard Publications .18.18.e.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 (4.20.+ sC ⎞ ( – sR C ) – ---.+ ---.+ -------------.1.= ----------------R3 1 ⁄ sC 2 Since V 2 ( s ) = 0 (virtual ground).7 2 V2 ( s ) Vout (s) Next.V ( s ) = ---.+ sC ⎞ ( sR C ) + ----R1 1 ⎠ 3 2 ⎝ R1 R2 R3 R2 By substitution of s with jω and the given values for resistors and capacitors. rearranging.31) or Signals and Systems with MATLAB Applications. we get –1 G ( j ω ) = ------------------------------------------------------------------------------------------------------------------------------------------------------------–8 ⎞ 5 ⎛ 4 –8 1 1 -----------------.29) (4.28) (4. At node 1.5 × 10 ω ( j 5 × 10 × 10 ω ) + --------------2 × 10 4 ⎝ 20 × 10 3 ⎠ 4 × 10 (4. Second Edition Orchard Publications 4-15 .30) or V out ( s ) –1 G ( s ) = ----------------.+ ---. we express (4.11 3 2 ⎝ R1 R2 R3 ⎠ R 1 in R 2 out (4. The s-domain circuit for Example 4.+ ----. we get: 1 1 1 ⎛ ---.+ j 2.+ -----------------------------------.+ ------------------------------. and collecting like terms. V out ( s ) V2 ( s ) – V1 ( s ) ------------------------------.V ( s ) .30) into (4. we write nodal equations at nodes 1 and 2.Transfer Functions 1/sC2 R2 R1 1 R3 V1 ( s ) Vin (s) 1/sC1 Figure 4.= 0 R1 1 ⁄ sC 1 R2 R3 At node 2.= ---------------------------------------------------------------------------------------------------V in ( s ) 1 1 1 1 ⎛ ----.28). V 1 ( s ) – V out ( s ) V 1 ( s ) – V 2 ( s ) V 1 ( s ) – V in ( s ) V1 ---------------------------------.+ ----.

21.*w+5). Figure 4.abs(Gs)).5 × 10 ω – j5 × 10 ω + 5 We use MATLAB to plot the magnitude of (4.Chapter 4 Circuit Analysis with Laplace Transforms V out ( j ω ) –1 G ( j ω ) = --------------------.32) The plot is shown in Figure 4. semilogx(w. Second Edition Orchard Publications .^(−6).*j.5.32) on a semilog scale with the following code: w=1:10:10000. grid. hold on xlabel('Radian Frequency w').21.= -----------------------------------------------------------------------–6 2 –3 V in ( j ω ) 2. G ( jω ) versus ω for the circuit of Example 4.*w.*10. ylabel('|Vout/Vin|').*10. We observe that the given op amp circuit is a second order lowpass filter whose cutoff frequency ( – 3 dB ) occurs at about 700 r ⁄ s . title('Magnitude Vout/Vin vs. Radian Frequency') (4.^2−5./(2. Gs=−1.7 4-16 Signals and Systems with MATLAB Applications.^(−3).

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 ) . and it is referred to as the complex input admittance of an s – domain GLC parallel circuit. and it is referred to as the complex input impedance of an s – domain RLC series circuit. • The expression 1 Z ( s ) = R + sL + ----sC is a complex quantity. the terms and sC and 1 ⁄ sL are called complex capacitive admittance and complex inductive admittance respectively. • In the s – domain the current I ( s ) can be found from VS ( s ) I ( s ) = -----------Z(s) • The expression 1 Y ( s ) = G + ----. Likewise. Second Edition Orchard Publications 4-17 . • In the s – domain the terms sL and 1 ⁄ sC are called complex inductive impedance. • In the s – domain the voltage V ( s ) can be found from IS ( s ) V ( s ) = ----------Y(s ) • In an s – domain circuit.5 Summary • The Laplace transformation provides a convenient method of analyzing electric circuits since integrodifferential equations in the t – domain are transformed to algebraic equations in the s – domain . and complex capacitive impedance respectively.Summary 4. that is.+ sC sL is a complex quantity. V out ( s ) G ( s ) ≡ ---------------V in ( s ) Signals and Systems with MATLAB Applications.

switch S has been closed for a long time. Use the Laplace transform method to compute i L ( t ) for t > 0 .22. switch S has been closed for a long time.6 Exercises 1.23. In the circuit of Figure 4. given that i L (0 − ) = 0 and v c (0 − ) = 0 . Use the Laplace transform method to compute v c ( t ) for t > 0 .Chapter 4 Circuit Analysis with Laplace Transforms 4. and opens at t = 0 . Circuit for Exercise 2 3. L1 2H R2 3Ω R1 + − 1Ω L2 + − 1H v1 ( t ) = u0 ( t ) i1 ( t ) C + − 1F i2 ( t ) v 2 ( t ) = 2u 0 ( t ) Figure 4.22. Use mesh analysis and the Laplace transform method. t = 0 S 20 Ω L 1 mH R1 10 Ω R2 + iL ( t ) − 32 V Figure 4. R1 6 KΩ t = 0 S R3 30 KΩ 60 KΩ C R4 20 KΩ + − 72 V R2 v (t) − C 40 ----. In the circuit of Figure 4.24. and opens at t = 0 .µF 10 KΩ 9 + R5 Figure 4. Circuit for Exercise 3 4-18 Signals and Systems with MATLAB Applications.24. Circuit for Exercise 1 2. to compute i 1 ( t ) and i 2 ( t ) for the circuit of Figure 4. Second Edition Orchard Publications .23.

Exercises 4. For the s – domain circuit of Figure 4.26. Derive the transfer functions for the networks (a) and (b) of Figure 4.27.25. Signals and Systems with MATLAB Applications. a. Networks for Exercise 6 7. compute the admittance Y ( s ) = I 1 ( s ) ⁄ V 1 ( s ) b. Second Edition Orchard Publications − + − + V 2 ( s ) = 2V C ( s ) − + V out ( s ) − + V out ( s ) − 4-19 .26. and all initial conditions are zero.27. Networks for Exercise 5 6. Derive the transfer functions for the networks (a) and (b) of Figure 4.28.25. compute the t – domain value of i 1 ( t ) when v 1 ( t ) = u 0 ( t ) . I1 ( s ) R1 1Ω VC ( s ) 1⁄s R2 + R3 3Ω 1Ω R4 2Ω V1 ( s ) Figure 4. R L + V in ( s ) − (a) C + V out ( s ) − + V in ( s ) − (b) R Figure 4. C R + V in ( s ) − (a) R + V out ( s ) − + V in ( s ) − (b) L Figure 4. Circuit for Exercise 4 5. Derive the transfer functions for the networks (a) and (b) of Figure 4.

28. Networks for Exercise 8 R1 C R2 V out ( s ) (a) V out ( s ) 9. on a semilog scale. Second Edition Orchard Publications . plot G ( s ) versus frequency in Hertz. Using MATLAB.29.30. Derive the transfer function for the network of Figure 4.01 µF 4-20 Signals and Systems with MATLAB Applications.29.3 kΩ R2 = 22.1 kΩ C1=C2 = 0.6 kΩ R3=R4 = 68. Networks for Exercise 7 8. Network for Exercise 9 V out ( s ) R1 = 11.30. C R1 V in ( s ) R2 V in ( s ) (b) Figure 4.Chapter 4 Circuit Analysis with Laplace Transforms + V in ( s ) − L C + R + V in ( s ) − R L + V out ( s ) V out ( s ) − (a) (b) − Figure 4. R4 R3 R1 V in ( s ) R2 C1 C2 Figure 4. Derive the transfer function for the networks (a) and (b) of Figure 4.

Second Edition Orchard Publications 4-21 .2 A − 10 s 20 Ω − + − –3 Li L ( 0 ) = 3.2 A For all t > 0 the t – domain and s – domain circuits are as shown below. iT ( t ) + − 72 V 6 KΩ 60 KΩ 30 KΩ + vC ( t ) − 20 KΩ 10 KΩ i2 ( t ) Then.2 3.= 3.⇔ 3.= ---------------------. IL ( s ) 20 Ω 1 mH –3 i L ( 0 ) = 3.2 × 10 V From the s – domain circuit above we get – 20000t 3. − the t – domain circuit is as shown below and the 20 Ω resistor is shorted out by the S 20 Ω L 1 mH 10 Ω + iL ( t ) − 32 V Then. iL ( t ) t=0 - 32 = ----. At t = 0 − the t – domain circuit is as shown below.7 Solutions to Exercises 1.2 × 10 u0 ( t ) = iL ( t ) I L ( s ) = ------------------------. Signals and Systems with MATLAB Applications.2e –3 20 + 10 s s + 20000 –3 2.Solutions to Exercises 4. At t = 0 inductor.2 A 10 − and thus the initial condition has been established as i L ( 0 ) = 3.

and z 3 = s + 3 z1 2s 1 + z3 3 s z2 I2 ( s ) + − 1⁄s − I1 ( s ) 1⁄s + − 2⁄s 4-22 Signals and Systems with MATLAB Applications. z 2 = 1 + 1 ⁄ s . Second Edition Orchard Publications .5 × 10 .5 × 10 ) 30 30 = --------------------------------------------------------------------------.= -----------------------------------.5 × 10 s 3 ( 30 × 22. the initial condition is − − v C ( 0 ) = ( 20 KΩ + 10 KΩ ) ⋅ i 2 ( 0 ) = ( 30 KΩ ) ⋅ ( 1 mA ) = 30 V For all t > 0 the s – domain circuit is as shown below.V C ( s ) = V R = -----------------------------------------------------------.= 2 mA 6 KΩ + 60 KΩ || 60 KΩ 6 KΩ + 30 KΩ 36 KΩ and − − 1 i 2 ( 0 ) = -.5 × 10 s 9 × 10 ⁄ 40 + 22.= ---------------.5 KΩ 3 22.5 × 10 30 30 × 22.5 × 10 ) + s 9 × 10 ⁄ 90 × 10 + s 3 3 Then.= -------------------------------------------------.⇔ 30e u 0 ( t ) V = v C ( t ) s + 10 3.i T ( 0 ) = 1 mA 2 Therefore.⋅ ----. 30 KΩ 60 KΩ 20 KΩ 1 --------------------------------–6 40 ⁄ 9 × 10 s VC ( s ) 10 KΩ 9 × 10 -----------------40s + − 6 VR = VC ( s ) + VR 22. The s – domain circuit is shown below where z 1 = 2s .5 KΩ + − 30 ⁄ s 30 ⁄ s − ( 60 KΩ + 30 KΩ ) || ( 20 KΩ + 10 KΩ ) = 22.5 × 10 ) ⁄ ( 22. – 10t 30 V C ( s ) = ------------.= -----------------------------------------------------------6 3 6 3 9 × 10 ⁄ 40s + 22.Chapter 4 Circuit Analysis with Laplace Transforms − 72 V 72 V 72 V i T ( 0 ) = ----------------------------------------------------------.= ------------6 3 6 4 10 + s 9 × 10 ⁄ ( 40 × 22.

.. pretty(Is(2)) Is1 = 2 2 s . disp('Is1 = ').. fprintf(' \n').(2) 3 2 2s + 9s + 6s + 3 2 2 We express the denominator of (1) as a product of a linear and quadratic term using MATLAB. −z2 z2+z3]. p=[2 9 6 3]..Solutions to Exercises Then. pretty(Is(1)). disp(r(3)). fprintf(' \n')..8170 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 4-23 ...1 + s ------------------------------2 3 (6 s + 3 + 9 s + 2 s ) conj(s) Is2 = 2 4 s + s + 1 . disp('root3 ='). ( z 1 + z 2 )I 1 ( s ) – z 2 I 2 ( s ) = 1 ⁄ s – z 2 I 1 ( s ) + ( z 2 + z 3 )I 2 ( s ) = – 2 ⁄ s and in matrix form ( z1 + z2 ) –z2 –z2 ( z2 + z3 ) ⋅ I1 ( s ) I2 ( s ) = 1⁄s –2 ⁄ s Using MATLAB we get Z=[z1+z2 −z2. disp('Is2 = '). disp(r(2)*r(3)) + root3 =').(1) 3 2 2s + 9s + 6s + 3 4s + s + 1 I 2 ( s ) = – ------------------------------------------. disp('root1 ='). Is=Z\Vs. disp(r(2)). s + 2s – 1 I 1 ( s ) = ------------------------------------------. disp('root2 * root3 ='). disp('root2 =').. Vs=[1/s −2/s]'.------------------------------2 3 (6 s + 3 + 9 s + 2 s ) conj(s) Therefore.. r=roots(p). disp('root2 disp(r(2)+r(3)). root1 = -3. disp(r(1)).

5257i root3 = -0. B=[1 2 −1]'. fprintf('r1 = %5.52s – 0.683s + 0.52 r3 = -0.+ --------------------------------------------------. r=A\B.393r 1 + 3.= -------------------------.48 I 1 ( s ) = -------------------------. fprintf('r3 = %5.683s + 0.(4) 2 2 ( s + 3.31 By substitution of these values into (3) we get r2 s + r3 r1 0.817 ) ( s + 0. Second Edition Orchard Publications .r(2)).3415 .683s + 0. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.817r 3 = – 1 2 We will use MATLAB to find these residues. fprintf(' \n').683s + 0.5257i root2 + root3 = -0.= -------------------------.31 0.393 ) ( s + 3.82t (5) ( s + 3.683s + 0.817 ) 2 2 Equating s . s .0.Chapter 4 Circuit Analysis with Laplace Transforms root2 = -0.393 ) + ( r 2 s + r 3 ) ( s + 3. A=[1 1 0.48 r2 = 0.817 ) ( s + 0.683 3.(3) 2 2 ( s + 3.48 ----------------------. syms s t 4-24 Signals and Systems with MATLAB Applications. the Inverse Laplace of first term on the right side of (4) is 0.r(1)). and constant terms we get r1 + r2 = 1 0.817r 2 + r 3 = 2 0. 0. 0..2f'.817 ) ⋅ ( s + 0.817 1.2f \t'.2f \t'.+ --------------------------------------------------.⇔ 0.817 ) ( s + 0.+ --------------------------------------------------.393 0 3.393 ) By inspection.3930 and with these values (1) is written as 2 r2 s + r3 r1 s + 2s – 1 I 1 ( s ) = ---------------------------------------------------------------------------------.6830 root2 * root3 = 0. Therefore.r(3)) r1 = 0.393 ) ( s + 3. fprintf('r2 = %5.48e – 3..817].82 ) The second term on the right side of (4) requires some manipulation.683r 1 + 3..393 ) Multiplying every term by the denominator and equating numerators we get s + 2s – 1 = r 1 ( s + 0.3415 + 0.

39)).exp(.r(1)).exp(.2f \t'.49s + 0.---.683r 1 + 3.2f \t'.817 ) ( s + 0.683s + 0. fprintf(' \n').393 ) ( s + 3.49 I 1 ( s ) = -------------------------.393 ) + ( r 2 s + r 3 ) ( s + 3.393 0 3.t) cos(7/50 14 t) 25 Thus.48e – 3.393r 1 + 3. fprintf('r3 = %5.+ --------------------------------------------------.(7) 2 2 ( s + 3.+ --------------------------------------------------.20 By substitution of these values into (6) we get r2 s + r3 r1 0.393 ) Signals and Systems with MATLAB Applications.Solutions to Exercises IL=ilaplace((0. Second Edition Orchard Publications 4-25 . A=[1 1 0.683 3. 0.34t cos 0.34t sin 0.393 ) ( s + 3. fprintf('r2 = %5.2f'.393 ) Multiplying every term by the denominator and equating numerators we get – 4s – s – 1 = r 1 ( s + 0.817]. 0.817r 2 + r 3 = – 1 0. We found earlier that 4s + s + 1 I 2 ( s ) = – ------------------------------------------3 2 2s + 9s + 6s + 3 2 and following the same procedure we have 2 r2 s + r3 r1 – 4s – s – 1 I 2 ( s ) = ---------------------------------------------------------------------------------..683s + 0.52*s−0.r(3)) r1 = -4. i 1 ( t ) = 0. we will find I 2 ( s ) .817 ) 2 2 Equating s . r=A\B.52e – 0.(6) 2 ( s + 3.93e – 0.r(2)).49 r3 = 0.68*s+0. fprintf('r1 = %5. B=[−4 −1 −1]'. pretty(IL) 1217 17 1/2 1/2 .683s + 0.683s + 0.817r 3 = – 1 2 We will use MATLAB to find these residues.t) 14 sin(7/50 14 t) 4900 50 13 17 1/2 + -.-.49 r2 = 0.+ --------------------------------------------------.683s + 0. and constant terms we get r1 + r2 = –4 0.817 ) ( s 2 + 0.817 ) ( s + 0.= -------------------------.= -------------------------.817 ) ⋅ ( s + 0.-.53t + 0.817 1.20 – 4.53t Next...31)/(s^2+0. s .82t 50 – 0.

Therefore.Chapter 4 Circuit Analysis with Laplace Transforms By inspection.48 ----------------------.82t + 0.34t cos 0.49*s+0.20)/(s^2+0. i 2 ( t ) = – 4.39)).34t sin 0.⇔ – 4. VC ( s ) 1 1⁄s 1 V1 ( s ) I1 ( s ) I2 ( s ) 2 a. 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 4-26 Signals and Systems with MATLAB Applications.82 ) The second term on the right side of (7) requires some manipulation. pretty(IL) 167 17 1/2 ---.t) cos(7/50 14 t) 100 50 Thus. Second Edition Orchard Publications − + − + V 2 ( s ) = 2V C ( s ) − 3 + .68*s+0. the Inverse Laplace of first term on the right side of (7) is 0.49e – 0.-. we will use the MATLAB ilaplace(s) function to find the Inverse Laplace as shown below.82t (8) ( s + 3.exp(.exp(.06e – 0.53t 4.-.47 e – 3.47 e – 3.53t + 0.t) 14 9800 50 1/2 sin(7/50 14 t) 49 17 1/2 + --. syms s t IL=ilaplace((0.

Solutions to Exercises ( 11 + 8 ⁄ s ) ⋅ I 1 ( s ) = 6V 1 ( s ) and thus I1 ( s ) 6 6s Y ( s ) = -----------.e = i1 ( t ) 11 11s + 8 s 11s + 8 s + 8 ⁄ 11 5.⋅ V in ( s ) Ls + R and V out ( s ) R⁄L R G ( s ) = ---------------.= ---------------------V in ( s ) R + 1 ⁄ Cs ( RCs + 1 ) ⁄ ( Cs ) RCs + 1 s + 1 ⁄ RC Circuit (b): L + V in ( s ) − R + V out ( s ) − R V out ( s ) = --------------.= -----------------s+R⁄L Ls + R V in ( s ) Both of these circuits are first-order low-pass filters. Second Edition Orchard Publications 4-27 . With V 1 ( s ) = 1 ⁄ s we get 6 – ( 8 ⁄ 11 )t 6s 1 6 6 ⁄ 11 .⋅ -.= --------------.= -------------------.= ------------------.= ----------------V 1 ( s ) 11 + 8 ⁄ s 11s + 8 b. Signals and Systems with MATLAB Applications.⇔ ----.= -------------------.= ---------------------.I 1 ( s ) = Y ( s ) ⋅ V 1 ( s ) = ----------------. Circuit (a): R + V in ( s ) − 1 ⁄ Cs + V out ( s ) − 1 ⁄ Cs V out ( s ) = ---------------------.= ----------------.⋅ V in ( s ) R + 1 ⁄ Cs and V out ( s ) 1 ⁄ Cs 1 ⁄ Cs 1 1 ⁄ RC G ( s ) = ---------------.= --------------------------------------.

⋅ V in ( s ) 1 ⁄ Cs + R and V out ( s ) R RCs s G ( s ) = ---------------.= -----------------R + Ls s+R⁄L V in ( s ) Both of these circuits are first-order high-pass filters.Chapter 4 Circuit Analysis with Laplace Transforms 6.⋅ V in ( s ) R + Ls and V out ( s ) Ls s G ( s ) = ---------------.= -----------------------. Circuit (a): C + V in ( s ) − R + V out ( s ) − R V out ( s ) = ---------------------.⋅ V in ( s ) Ls + 1 ⁄ Cs + R 4-28 Signals and Systems with MATLAB Applications.= ---------------------V in ( s ) 1 ⁄ Cs + R ( RCs + 1 ) s + 1 ⁄ RC Circuit (b): R + V in ( s ) − L + V out ( s ) − Ls V out ( s ) = --------------.= --------------. Second Edition Orchard Publications . Circuit (a): + V in ( s ) − L C + R V out ( s ) − R V out ( s ) = ----------------------------------.= ---------------------. 7.

Circuit (a): C R1 V in ( s ) R2 V out ( s ) 2 out 2 Let z 1 = R 1 and z 2 = ------------------------.= ----------------------------------.= ----------------------------------.= ------------------------------------------------------------------------.= ------------------------------------------------2 2 V in ( s ) Ls + 1 ⁄ Cs + R LCs + 1 + RCs s + ( R ⁄ L )s + 1 ⁄ LC This circuit is a second-order band-pass filter.and since for inverting op-amp ----------------.⋅ V in ( s ) R + Ls + 1 ⁄ Cs and 2 2 V out ( s ) Ls + 1 ⁄ Cs LCs + 1 s + 1 ⁄ LC G ( s ) = ---------------.. Circuit (b): + V in ( s ) − R L + V out ( s ) − Ls + 1 ⁄ Cs V out ( s ) = ----------------------------------. Second Edition Orchard Publications 4-29 .= -------------------------------------. Signals and Systems with MATLAB Applications.= ------------------------V in ( s ) R1 R 1 ⋅ ( R 2 + 1 ⁄ Cs ) s + 1 ⁄ R2 C This circuit is a first-order active low-pass filter.Solutions to Exercises and V out ( s ) R RCs ( R ⁄ L )s G ( s ) = ---------------. for this circuit R × 1 ⁄ Cs R 2 + 1 ⁄ Cs V (s) V in ( s ) z z1 – [ ( R 2 × 1 ⁄ Cs ) ⁄ ( R 2 + 1 ⁄ Cs ) ] – ( R 2 × 1 ⁄ Cs ) –R1 C V out ( s ) G ( s ) = ---------------.= -------------------------------------.= ---------------------------------------.= ------------------------------------------------2 2 V in ( s ) R + Ls + 1 ⁄ Cs LCs + RCs + 1 s + ( R ⁄ L )s + 1 ⁄ LC This circuit is a second-order band-elimination (band-reject) filter.= – ---. 8.

01 µF V out ( s ) V1 V3 R2 V in ( s ) C1 C2 At Node V 1 : V 1 ( s ) V 1 ( s ) – V out ( s ) -----------.6 KΩ R3=R4 = 68.= ------------------------.+ -----------------------------------.= – ---.= 0 R2 1 ⁄ C1 s 4-30 Signals and Systems with MATLAB Applications.3 KΩ R2 = 22.+ --------------.= 0 R3 R4 or 1 1.= -------------------------V in ( s ) R 1 + 1 ⁄ Cs s + 1 ⁄ R1C This circuit is a first-order active high-pass filter.⎞ V ( s ) = ----. R4 R3 R1 V2 R1 = 11.. for this circuit V (s) V in ( s ) z z1 –R2 – ( R 2 ⁄ R 1 )s V out ( s ) G ( s ) = ---------------.Chapter 4 Circuit Analysis with Laplace Transforms Circuit (b): R2 R1 C V in ( s ) V out ( s ) out 2 Let z 1 = R 1 + 1 ⁄ Cs and z 2 = R 2 and since for inverting op-amp ----------------.1⎛ ----.1 KΩ C1=C2 = 0.V ( s ) (1) ⎝R ⎠ 1 R 4 out R4 3 At Node V 3 : V3 ( s ) – V2 ( s ) V3 ( s ) -------------------------------.+ ----. Second Edition Orchard Publications . 9.

Second Edition Orchard Publications 4-31 .+ C s⎞ ----------------------------------.+ C 2 s⎞ ----------------------------------.+ ----.V out ( s ) (4) ( R3 + R4 ) ⁄ R3 R4 ( R3 + R4 ) From (2) 1 V 2 ( s ) = R 2 ⎛ ----.+ 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 ) = ----------------------------------.out -------------2 ⎠ 2 out ⎝R R 2 ( R 3 + R 4 ) out ( R3 + R4 ) R1 R2 1 or R3 ( 1 + R2 C1 s ) 1 R3 1 1.V out ( s ) = ---------------------.+ C 1 sV 1 ( s ) = 0 R2 or 1 1 ⎛ ----.---------------------.+ C s⎞ V ( s ) = V in ( s ) + -----------.= 0 R1 R2 1 ⁄ C2 s or V1 ( s ) 1 1 ⎛ ----.– ----.+ C sV ( s ) (3) -------------2 ⎠ 2 2 out ⎝R R1 R2 R2 1 From (1) R3 ( 1 ⁄ R4 ) V 1 ( s ) = --------------------------------------.+ ----.V ( s ) = V in ( s .+ ----.– ----.+ ----.+ -----------------------------------.V ( s ) 2 ⎠ 2 out ⎝R R 1 in ( R3 + R4 ) R2 ( R3 + R4 ) R2 1 and thus V out ( s ) 1 G ( s ) = ---------------.---------------------.+ C s⎞ V ( s ) = ----.V ( s ) + C sV ( s ) .+ C s⎞ ----------------------------------.= ------------------------------------------------------------------------------------------------------------------------------------------V in ( s ) R3 ( 1 + R2 C1 s ) 1 R3 1 1 R 1 ⎛ ----.+ -------------------------------.V out ( s ) (5) ( R3 + R4 ) By substitution of (4) and (5) into (3) we get R3 ( 1 + R2 C1 s ) R3 ) 1 1 1 ⎛ ----.---------------------.Solutions to Exercises and since V 3 ( s ) = V 1 ( s ) we express the last relation above as V1 ( s ) – V2 ( s ) -------------------------------.1⎛ ----.V ( s ) (2) 1 ⎠ 1 ⎝R R2 2 2 At Node V 2 : V 2 ( s ) – V in ( s ) V 2 ( s ) – V 1 ( s ) V 2 ( s ) – V out ( s ) --------------------------------.+ ----.– C 2 s ⎝R ⎠ ( R3 + R4 ) R2 ( R3 + R4 ) R2 1 By substitution of the given values and after simplification we get Signals and Systems with MATLAB Applications.– C s V ( s ) = ----.

Chapter 4 Circuit Analysis with Laplace Transforms 7. s=j.*10. grid.87.abs(Gs)).*10. 4-32 Signals and Systems with MATLAB Applications. ylabel('|Vout/Vin|').*w.*s+5. Second Edition Orchard Publications .^4.^2+1. hold on xlabel('Radian Frequency w').^7)../(s.83.. title('Magnitude Vout/Vin vs. semilogx(w.*10.77 × 10 s + 5.87 × 10 w=1:10:10000.77.83 × 10 G ( s ) = --------------------------------------------------------------------2 4 7 s + 1..^7. Gs=7. Radian Frequency') 7 The plot above indicates that this circuit is a second-order low-pass filter.

1 A series RLC circuit with excitation vS ( t ) = e jωt (5.+ a 0 y ( t ) = x ( t ) dt (5. If it contains two such devices. we obtain integro-differential equations. it is said to be a first order circuit. These equations can be obtained either from the nth-order differential equation.1) A second order circuit can be described by a second-order differential equation of the same form as (5. provided that the state variables are chosen appropriately. Several examples are given to illustrate their application.1) where the highest order is a second derivative. and so on. or simply state 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. it is said to be secondorder circuit. 5. or directly from the network.1 Expressing Differential Equations in State Equation Form As we know. a first order linear. State equations can also be solved with numerical methods such as Taylor series and Runge-Kutta methods. Signals and Systems with MATLAB Applications. our discussion will be limited to linear. Also. time-invariant circuits. However. The resulting first-order differential equations are called state space equations. The state variable method offers the advantage that it can also be used with non-linear and time-varying devices. The state variable method is best illustrated through several examples presented in this chapter. when a network contains just one such device (capacitor or inductor). Second Edition Orchard Publications 5-1 .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. Example 5.2) * These are discussed in “Numerical Analysis using MATLAB and Spreadsheets” ISBN 0-9709511-1-6. The state transition matrix is defined. when we apply KCL or KVL in networks that contain energy-storing devices. time-invariant circuit can be described by a differential equation of the form dy a 1 ----. and the state space-to-transfer function equivalence is presented. but these will not be discussed in this text*. Thus.

6) and dx 1 · ---x 2 = di = ------.= x 1 dt dt (5. From (5.---. 5-2 Signals and Systems with MATLAB Applications. Thus. 2 2 · x 2 = d i ⁄ dt (5.x 1 + -.Ri + L ---.---.i + -.5) through (5.jωe L LC L (5.8).j ω e jωt L L (5.jωe .-----.+ -----. we obtain the state equations · x1 = x2 11 jωt R · x 2 = – -. we define two state variables x 1 and x 2 such that x1 = i (5.i = -.+ --dt C ∫– ∞ i d t t = e jωt (5.4) or 2 1 R di 1 d t . we write the state equations of (5.9) as 0 · x1 = 1 · – -----x2 LC 1 x 0 1 + 1 u – R x2 --.2 L L dt LC dt jωt (5.5) Next.= – -.+ -.7) Then.Chapter 5 State Variables and State Equations is described by the integro-differential equation di 1 ..8) · where x k denotes the derivative of the state variable x k .x 2 – -----.– -----.9) It is convenient and customary to express the state equations in matrix* form. Second Edition Orchard Publications .jωe 2 L L dt LC dt jωt (5.10) * For a review of matrix theory.3) Differentiating both sides and dividing by L we get 2 1 d t R di 1 -----. please refer to Appendix C.

+ a 2 ------. Second Edition Orchard Publications 5-3 . Block diagram for the realization of the state equations of (5.+ a 0 y ( t ) = u ( t ) 3 2 4 dt dt dt dt 3 2 (5.2 A fourth-order network is described by the differential equation 4 d y d y dy d y -------. and u = any input -. Therefore. Example 5.14) We will learn how to solve the matrix equations of (5. the state representation of a network can be described by the pair of the of the state space equations · x = Ax + bu y = Cx + du (5.11) where · x · x = 1. and u ( t ) is any input.10) in a compact form as · x = Ax + bu (5.1.14) The state space equations of (5.j ω e jωt L 0 (5.+ a 1 ----. and d is a column vector.13) where C is another matrix. Signals and Systems with MATLAB Applications. –R -L x = x1 x2 . · x u b + Σ + ∫ dt x C + Σ + y A d Figure 5. · x2 A = 0 1 – -----LC 1 . Express (5.14) can be realized with the block diagram of Figure 5.15) as a set of state equations.1. b= 1 .+ a 3 -------.14) in the subsequent sections.12) The output y ( t ) is expressed by the state equation y = Cx + du (5.15) where y ( t ) is the output representing the voltage or current of the network.Expressing Differential Equations in State Equation Form We usually write (5.

18) In compact form. x 3 . We choose the state variables to represent inductor currents and capacitor voltages.17) and in matrix form · x1 · x2 · x3 · x4 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. we must define four state variables that will be used with the resulting four first-order state equations.16) We observe that · x1 = x2 · x2 = x3 · x3 = x4 d y · -------. 0 1 · x= . x 2. In other words. We denote the state variables as x 1. Second Edition Orchard Publications .15) is of fourth-order. we assign state variables to energy storing devices. 0 b= 0. (5.= x 4 = – a 0 x 1 – a 1 x 2 – a 2 x 3 – a 3 x 4 + u ( t ) 4 dt 4 (5. 5-4 Signals and Systems with MATLAB Applications.Chapter 5 State Variables and State Equations Solution: The differential equation of (5. and u = u ( t ) We can also obtain the state equations directly from given circuits.19) where · x1 · x2 · x3 · x4 0 0 A= 0 –a0 1 0 0 –a1 0 1 0 –a2 0 0 . 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 (5.18) is written as · x = Ax + bu (5. The examples that follow illustrate the procedure. therefore. 1 –a3 x1 x= x2 x3 x4 . and x 4 .

the capacitor.20) y = x Signals and Systems with MATLAB Applications. dv C · i R = i = i C = C -------.3. Second Edition Orchard Publications 5-5 .= Cx dt and · v R ( t ) = Ri = RCx By KVL. R + vR ( t ) − + − vS u0 ( t ) i C + − v C ( t ) = v out ( t ) = x Figure 5. vR ( t ) + vC ( t ) = vS u0 ( t ) or · RCx + x = v s u 0 ( t ) Therefore.3 with state variable x assigned to it For this series circuit. Circuit for Example 5. we need only one state variable.2. the state equations are 1· x = – ------.3.2. Circuit for Example 5. The output is defined as the voltage across the capacitor.x + v S u 0 ( t ) RC (5. R C + + − − vS u0 ( t ) v C ( t ) = v out ( t ) Figure 5. We choose the state variable to denote the voltage across the capacitor as shown in Figure 5. Therefore. given that v C ( 0 − ) = 0 .3 Write state equation(s) for the circuit of Figure 5.3 Solution: This circuit contains only one energy-storing device.Expressing Differential Equations in State Equation Form Example 5.

x + -. Circuit for Example 5.v S u 0 ( t ) L L (5. therefore. R + − i(t) vS u0 ( t ) L Figure 5.= v S u 0 ( t ) dt or · Rx + Lx = v S u 0 ( t ) Therefore.4 Solution: This circuit contains only one energy-storing device. Circuit for Example 5.21) y = x 5-6 Signals and Systems with MATLAB Applications.4 with state variable x assigned to it By KVL.4 Write state equation(s) for the circuit of Figure 5. and the output y is defined as y = i ( t ) . we need only one state variable. the inductor. R + − i(t) = x vS u0 ( t ) L Figure 5.5. We choose the state variable to denote the current through the inductor as shown in Figure 5. the state equations are R 1 · x = – -.Chapter 5 State Variables and State Equations Example 5. vR + vL = vS u0 ( t ) or di Ri + L ---.4 assuming i L ( 0 − ) = 0 .5.4. Second Edition Orchard Publications .

⎨ e dt dt ⎩ ∫t e 0 t – ατ β u ( τ ) dτ ⎬ ⎫ ⎭ or α ( t – t0 ) αt · x0 + α e x(t) = αe α ( t – t0 ) αt ∫t t e 0 – ατ β u ( τ ) dτ + e [ e αt – ατ βu(τ )] τ = t βu( t) = α e x0 + e ∫t t e 0 – ατ β u ( τ ) dτ + e e αt – αt or Signals and Systems with MATLAB Applications. and k 2 are scalar constants. β . Then.25) is zero since the upper and lower limits of integration are the same.2 Solution of Single State Equations If a circuit contains only one energy-storing device. we differentiate (5.22) is x( t) = e α ( t – t0 ) x0 + e αt ∫t e 0 t – ατ β u ( τ ) dτ (5.24) Proof: First. is denoted as x0 = x ( t0 ) (5.α ( t – t0 ) d. x ( t0 ) = e α ( t0 – t0 ) x0 + e αt ∫t t0 e 0 –α τ β u ( τ ) dτ (5.25) reduces to x ( t 0 ) = x 0 and thus the initial condition is satisfied. To prove this. Next.⎧ αt · x ( t ) = ---. Therefore. we must prove that (5. the state equations are written as · x = αx + βu y = k1 x + k2 u (5.25) The first term in the right side of (5.Solution of Single State Equations 5.23). if non-zero. This is done by substitution of t = t 0 in (5.24) satisfies the initial condition of (5.25) reduces to x 0 since e α ( t0 – t0 ) x0 = e x0 = x0 0 (5. and the initial condition. Second Edition Orchard Publications 5-7 . k 1 .24) satisfies also the first equation in (5.22).26) The second term of (5.23) We will now prove that the solution of the first state equation in (5. (5.24).24) with respect to t and we get d.22) where α .( e x 0 ) + ---. we must show that (5.

= ---------------.5 F Figure 5. · x = αx + βu and this is the same as the first equation of (5.Chapter 5 State Variables and State Equations α ( t – t0 ) · x(t)= α e x0 + ∫t e 0 t α(t – τ) β u ( τ ) dτ + β u ( t ) (5.= – 1 - 1 RC –1 2 × 0.28) through (5.5 Use (5.22).29) with initial condition x0 = x ( t0 ) is obtained from the relation x(t) = e α ( t – t0 ) x0 + e αt ∫t e 0 t –α τ β u ( τ ) dτ (5. Circuit for Example 5. Therefore.27) are the same as the right side of the assumed solution of (5.28).5 and β = 2 5-8 Signals and Systems with MATLAB Applications.27) We observe that the bracketed terms of (5.28) (5.30) to find the capacitor voltage v c ( t ) of the circuit of Figure 5. the solution of · x = αx + βu (5. α = – ------.24). 1 · x = – ------. Second Edition Orchard Publications .x + v S u 0 ( t ) RC and by comparison with (5.30) Example 5.6. In summary.3. given that the initial condition is v C ( 0 − ) = 1 V R=2 Ω + + − − 2u 0 ( t ) vC ( t ) C=0. if α and β are scalar constants.6 for t > 0 .5 Solution: From (5.20) of Example 5.

is said to be the state transition matrix of (5. and we will prove that the solution of the matrix differential equation · x = Ax + bu At (5.32) 5.35) is obtained from the relation x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.A t + ---. another n × n matrix denoted as ϕ ( t ) .The State Transition Matrix Then. x( t) = e α ( t – t0 ) x0 + e –t t αt ∫t t e 0 –α τ β u ( τ ) dτ = e –1 ( t – 0 ) 1+e –t –t ∫0 e 2u ( τ ) dτ t t τ = e + 2e –t ∫0 e d τ = e τ –t + 2e [ e ] –t τ t 0 = e + 2e ( e – 1 ) –t or v C ( t ) = x ( t ) = ( 2 – e )u 0 ( t ) –t (5. Second Edition Orchard Publications 5-9 .A t 3! 2! n! (5.2 2 1.37) Signals and Systems with MATLAB Applications. and b and d are column vectors with two or more rows.n n = I + At + ---.1 we defined the state equations pair · x = Ax + bu y = Cx + du (5.3 3 1. if it is related to the matrix A as the matrix power series ϕ(t) ≡ e At 1. In this section we will introduce the state transition matrix e .34) with initial conditions x ( t0 ) = x0 (5. A and C are 2 × 2 or higher order matrices.36) Proof: Let A be any n × n matrix whose elements are constants. from (5.31) If we assume that the output y is the capacitor voltage.3 The State Transition Matrix In Section 5.A t + … + ---. the output state equation is y ( t ) = x ( t ) = ( 2 – e )u 0 ( t ) –t (5.34).30).33) where for two or more simultaneous differential equations. Then.

42) reduces to · x ( t ) = Ax + bu 5-10 Signals and Systems with MATLAB Applications. The integral is zero since the upper and lower limits of integration are the same.34) is also satisfied. From (5. The initial condition is satisfied from the relation x ( t0 ) = e A ( t0 – t0 ) x0 + e At 0 ∫t t0 e 0 –A τ bu ( τ ) dτ = e x 0 + 0 = Ix 0 = x 0 A0 (5. and the last term as bu ( t ) .e At = Ae At dt Then. that is.34).e At = Ae At dt (5.42) We recognize the bracketed terms in (5. we must prove that it satisfies both the initial condition and the matrix differential equation.e = 0 + A ⋅ 1 + A t + … = A + A t + … dt (5.38) for the initial condition. Thus. d ---.39) and by comparison with (5.Chapter 5 State Variables and State Equations where I is the n × n identity matrix.37) we get d ---. we find that ϕ(0) = e A0 = I + A0 + … = I (5. Second Edition Orchard Publications . 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 (5.41) where we have used (5.40) To prove that (5. the expression (5. To prove that (5.40).38) Differentiation of (5. A ( t – t0 ) At · x ( t ) = Ae x 0 + Ae ∫t e 0 t –A τ bu ( τ ) dτ + e e At – A t bu ( t ) or A ( t – t0 ) At · x0 + e x(t) = A e ∫t e 0 t –A τ bu ( τ ) dτ + e e At – A t bu ( t ) (5.42) as x ( t ) .37) with respect to t yields d At 2 2 ϕ' ( t ) = ---.37).36) is the solution of (5.

and integration of (5. 2. …. if all eigenvalues of a given matrix A are distinct. entails the computation of the state transition matrix e . that is. The roots of the polynomial of (5.43) with initial condition x0 = x ( t0 ) (5. We accept (5.46) can be real (unequal or equal).44) is x(t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5.4 Computation of the State Transition Matrix e i = 1. (5. we must consider the following cases: Case I: Distinct Eigenvalues (Real or Complex) If λ 1 ≠ λ 2 ≠ λ 3 ≠ … ≠ λ n . the coefficients a i are found from the simultaneous solution of the following system of equations: Signals and Systems with MATLAB Applications. the solution of · x ( t ) = Ax + bu (5. The proof can be found in Linear Algebra and Matrix Theory textbooks. and I be the n × n identity matrix.46) We recall that expansion of a determinant produces a polynomial. the eigenvalues λ i . 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 (5.47) without proving it. the solution of second or higher order circuits using the state variable method. n of A are the roots of the nth order polynomial det [ A – λI ] = 0 At Let A be an n × n matrix. Evaluation of the state transition matrix e is based on the Cayley-Hamilton theorem. if A is an n × n matrix whose elements are constants.45) Therefore.47) where the coefficients a i are functions of the eigenvalues λ . Since the coefficients a i are functions of the eigenvalues λ .Computation of the State Transition Matrix In summary. and b is a column vector with n elements. or complex numbers. Second Edition Orchard Publications 5-11 . n ≥ 2 .45). By definition. At 5.

6 Compute the state transition matrix e Solution: We must first find the eigenvalues λ of the given matrix A . that is. For this example. These are found from the expansion of det [ A – λI ] = 0 At given that A = – 2 1 0 –1 For this example.Chapter 5 State Variables and State 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. Second Edition Orchard Publications . a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t or a0 + a1 ( –1 ) = e a0 + a1 ( –2 ) = e –t – 2t (5. Since A is a 2 × 2 matrix. we must find the coefficients a i of (5. e At = a0 I + a1 A (5.49) Next.48).47). we only need to consider the first two terms of that relation.51) 5-12 Signals and Systems with MATLAB Applications.50) The coefficients a 0 and a 1 are found from (5.48) λn t = e Example 5. λ 1 = – 1 and λ 2 = – 2 (5. ⎧ ⎫ 1 det [ A – λI ] = det ⎨ – 2 1 – λ 1 0 ⎬ = det – 2 – λ = 0 0 1 ⎭ 0 –1–λ ⎩ 0 –1 = (– 2 – λ)(– 1 – λ) = 0 or (λ + 1 )( λ + 2) = 0 Therefore.

e At = ( 2e – e –t – 2t ) 1 0 0 1 + (e – e –t – 2t ) –2 1 0 –1 or e At = e – 2t e –e e –t –t – 2t (5.53) At 0 In summary. we use the first 3 terms. We substitute the a i coefficients into the state transition matrix of (5. and we solve for the coefficients a i . Signals and Systems with MATLAB Applications.54) If A matrix is a 3 × 3 matrix. we use only the first 2 terms of the right side of the state transition matrix e At = a0 I + a1 A + a 2 A + … + an – 1 A 2 n–1 (5. 3. If the dimension of A is a 2 × 2 matrix. we perform steps 2 through 4.52) and by substitution into (5. we compute the state transition matrix e procedure: for a given matrix A using the following 1. if it is a 3 × 3 matrix. We find the eigenvalues λ from det [ A – λI ] = 0 .51) yields a 0 = 2e – e a1 = e – e –t –t – 2t – 2t (5. We can write [ A – λI ] at once by subtracting λ from each of the main diagonal elements of A . it will yield two eigenvalues. and we simplify. If the eigenvalues are distinct. and so on. and so on. If the dimension of A is a 2 × 2 matrix. Second Edition Orchard Publications 5-13 . 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. 2. otherwise we refer to Case II below.Computation of the State Transition Matrix Simultaneous solution of (5.54). 4.50). it will yield three eigenvalues.

fprintf('lambda2 = %5. We obtain the coefficients a 0. 5–λ det [ A – λI ] = det 0 2 7 –5 = 0 4–λ –1 8 –3–λ (5.55) Solution: 1.00 λ3 = 3 and thus the eigenvalues are (5. r=roots(p). We obtain [ A – λI ] at once. that is. fprintf('lambda3 = %5.00 lambda2 = 2. a 1. p=[1 −6 11 −6]. 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 5-14 Signals and Systems with MATLAB Applications.57) We will use MATLAB roots(p) function to obtain the roots of (5. fprintf(' \n')..54).56) and expansion of this determinant yields the polynomial λ – 6λ + 11λ – 6 = 0 3 2 (5.59) 3..2f \t'. we need to use the first 3 terms of (5.2f'.00 λ1 = 1 λ2 = 2 lambda3 = 1. We first compute the eigenvalues from det [ A – λI ] = 0 . r(2)). fprintf('lambda1 = %5. e At = a0 I + a1 A + a2 A 2 (5. by subtracting λ from each of the main diagonal elements of A ..2f \t'. Then. r(1)).Chapter 5 State Variables and State Equations Example 5.58) 2. Since A is a 3 × 3 matrix. Second Edition Orchard Publications .7 Compute the state transition matrix e At given that 7 –5 4 –1 8 –3 5 A = 0 2 (5. r(3)) lambda1 = 3.57).

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

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.( a 0 + a 1 λ 1 + a 2 λ 2 + … + a n – 1 λ n – 1 ) = ------. We first find the eigenvalues λ of the matrix A and these are found from the polynomial of det [ A – λI ] = 0 .64) are found from the simultaneous solution of the system of equations of (5. the roots are λ1 = λ2 = λ3 … = λm . Second Edition Orchard Publications .e 1 1 1 m–1 m–1 dλ 1 dλ 1 m–1 m–1 2 2 (5. In other words. For this example.65) below. 0 = 0 det [ A – λI ] = det – 1 – λ 2 –1–λ = (– 1 – λ)(– 1 – λ) = 0 = (λ + 1) = 0 2 5-16 Signals and Systems with MATLAB Applications.8 Compute the state transition matrix e At given that A = –1 0 2 –1 Solution: 1.65) a0 + a1 λm + 1 + a2 λm + 1 + … + an – 1 λm + 1 = e 2 n–1 λ m + 1t … a 0 + a 1 λn + a 2 λ n + … + a n – 1 λ n 2 n–1 = e λn t Example 5. λn (5. a0 + a1 λ1 + a2 λ1 + … + an – 1 λ1 2 n–1 = e λ1 t dd.e 1 1 1 dλ 1 dλ 1 d λt d -------2 ( a 0 + a 1 λ 1 + a 2 λ 2 + … + a n – 1 λ n – 1 ) = -------2 e 1 1 1 dλ 1 dλ 1 … λ t d d -------------. and m of these roots are equal.( a 0 + a 1 λ 1 + a 2 λ 2 + … + a n – 1 λ n – 1 ) = -------------. λm + 1 .Chapter 5 State Variables and State Equations has n roots.λ t -------.

67) into (5.( a 0 + a 1 λ 1 ) = -------. We find a 0 and a 1 from (5. a0 + a1 λ1 = e λ1 t d λt d -------.65). we invoke the help eig command.e 1 dλ 1 dλ 1 or a0 + a1 λ1 = e λ1 t λ1 t a 1 = te and by substitution with λ 1 = λ 2 = – 1 . Since A is a 2 × 2 matrix. that is. we get 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. Signals and Systems with MATLAB Applications.66).68) 2te We can use the MATLAB eig(x) function to find the eigenvalues of an n × n matrix.67) 4. For this example. Second Edition Orchard Publications 5-17 .Computation of the State Transition Matrix and thus. λ1 = λ2 = –1 2.66) 3. To find out how it is used. we only need the first two terms of the state transition matrix. e At = a0 I + a1 A (5. By substitution of (5. we get 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.

8. lambda=eig(C) lambda = -1 -1 5.69) where A is an n × n matrix. Second Edition Orchard Publications .0000 For Example 5.71) can be written as 5-18 Signals and Systems with MATLAB Applications.Chapter 5 State Variables and State Equations We will first use MATLAB to verify the values of the eigenvalues found in Examples 5. 2 8 −3]. and we will briefly discuss eigenvectors on the next section.5 Eigenvectors Consider the relation AX = λX (5.0000 2.6 through 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. 0 −1]. For Example 5. and λ is a scalar number. lambda=eig(A) lambda = -2 -1 For Example 5.6 A= [−2 1. lambda=eig(B) lambda = 1.7 B = [5 7 −5. 2 −1].8 C = [−1 0. (5.0000 3. 0 4 −1.70) We write (5. X is a column vector.70) as ( A – λI )X = 0 (5.

73) results in a polynomial equation of degree n in λ .74) As we know. and corresponding to each eigenvalue λ . Second Edition Orchard Publications 5-19 . the roots λ of the characteristic equation are the eigenvalues of the matrix A . illustrates the relationships between a matrix A .73) Expansion of the determinant of (5. they are normalized to unit length. In many engineering applications the unit eigenvectors are chosen such that X ⋅ X = I where X is the transpose of the eigenvector X . there is a non-trivial solution of the column vector X . This vector X is called eigenvector. Eigenvectors are generally expressed as unit eigenvectors. that is. An orthonormal basis can be formed with the Gram-Schmidt Orthogonalization Procedure.73) in a compact form as det ( A – λI ) = 0 (5.71) to be a non-zero vector and the product ( A – λI )X to be zero. Two vectors X and Y are said to be orthogonal if their inner (dot) product is zero.Eigenvectors ( a 11 – λ )x 1 a 21 x 1 … an 1 x1 a 12 x 2 … an 2 x2 … a1 n xn a2 n xn = 0 ( a 22 – λ )x 2 … … … … ( a nn – λ )x n (5. A set of eigenvectors constitutes an orthonormal basis if the set is normalized (expressed as unit eigenvectors) and these vector are mutually orthogonal.72) will have non-trivial solutions if and only if its determinant is zero*. it is beyond the scope of this chapter to discuss this procedure. i.72) The equations of (5. X ≠ 0 . that is. and eigenvectors. if ( a 11 – λ ) det a 21 … an 1 a 12 … an2 … a1 n a2 n = 0 ( a 22 – λ ) … … … … ( a nn – λ ) (5.. We can express (5. and I is the identity matrix. and it is called the characteristic equation. Signals and Systems with MATLAB Applications. 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. its eigenvalues. The example which follows. and therefore it will not be discussed in this text. Obviously. It can be found in Linear Algebra and Matrix Theory textbooks. there is a different eigenvector for each eigenvalue. T T * This is because we want the vector X in (5.e.

75) or 5x 1 0 2x 1 7x 2 – 5x 3 4x 2 –x3 8x 2 – 3x 3 λx 1 = λx 2 λx 3 (5.76) Equating corresponding rows and rearranging. This is the same matrix as in Example 5. 5 0 2 x1 7 –5 x1 4 –1 x2 = λ x2 8 –3 x3 x3 (5. where we found the eigenvalues to be λ1 = 1 λ2 = 2 AX = λX λ3 = 3 b.9 Given the matrix 5 A = 0 2 7 –5 4 –1 8 –3 a. Find eigenvectors corresponding to each eigenvalue of A c. we get 5-20 Signals and Systems with MATLAB Applications. Form a set of unit eigenvectors using the eigenvectors of part (b). Find the eigenvalues of A b.Chapter 5 State Variables and State Equations Example 5.7. Solution: a. We start with and we let x1 X = x2 x3 Then. Second Edition Orchard Publications .

and x 3 = 2x2 . (5. say x 2 .80). Then. for λ = 2 .81) Finally. we get the indeterminate values x1 = 0 ⁄ 0 x2 = 0 ⁄ 0 x3 = 0 ⁄ 0 (5.79) Since the unknowns x 1. is known.Eigenvectors ( 5 – λ )x 1 0 2x 1 7x 2 ( 4 – λ )x 2 8x 2 – 5x 3 –x3 – ( 3 – λ )x 3 0 = 0 0 (5.77) For λ = 1 . Then.77) reduces to 4x 1 + 7x 2 – 5x 3 = 0 3x 2 – x 3 = 0 2x 1 + 8x 2 – 4x 3 = 0 (5. we get x 1 = – x 2 . for λ = 3 . Therefore. and x 3 = 3x 2 . Second Edition Orchard Publications 5-21 . we get x 1 = 2x2 .80) since any eigenvector is a scalar multiple of the last vector in (5.78) By Crame’s rule. x 2. These are: Signals and Systems with MATLAB Applications. and solve x 1 and x 3 in terms of x 2 . or MATLAB. an eigenvector for λ = 3 is –x2 x1 –1 –1 Xλ = 3 = x2 = x2 = x2 1 = 1 1 1 x3 x2 (5.82) c. We find the unit eigenvectors by dividing the components of each vector by the square root of the sum of the squares of the components. and x 3 = x 2 . an eigenvector for λ = 2 is x1 Xλ = 2 = x2 = x3 x2 x2 2x 2 1 1 = x2 1 = 1 2 2 (5. and x 3 are scalars. we get x 1 = x 2 . an eigenvector for λ = 1 is 2x 2 x1 2 2 Xλ = 1 = x2 = x2 = x2 1 = 1 3 3 x3 3x 2 (5. Similarly. we can assume that one of these. Then.

+ ----. the initial conditions are i L ( 0 − ) = 0 . Example 5.7.9⎛ --------.⎞ 2 = ----.= 1 ⎝ 14 ⎠ ⎝ 14 ⎠ ⎝ 14 ⎠ 14 14 14 (5.⎞ 2 + ⎛ --------. Second Edition Orchard Publications .10 i = iL 5-22 Signals and Systems with MATLAB Applications.5 V .83).1. and v c ( 0 − ) = 0. that is.10 For the circuit of Figure 5. R 1Ω L 1⁄4 H + C + vs ( t ) = u0 ( t ) − i(t) vC ( t ) − 4⁄3 F Solution: For this example.83) We observe that for the first unit eigenvector the sum of the squares is unity.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. Figure 5. Circuit for Example 5.84) and the same is true for the other two unit eigenvectors in (5. Use the state variable method to compute i L ( t ) and v c ( t ) . 5. 2134.⎞ 2 + ⎛ --------.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 (5.7.

we define the state variables x 1 = i L and x 2 = v C . (5. dv C i L = C ------dt and thus.4 dt or di L -----.87).+ v C = u 0 ( t ) dt Substitution of given values and rearranging. di L · x 1 = -----dt (5. dv C 4· · x 1 = i L = C ------. · x1 x = –4 –4 1 + 4 u0 ( t ) · x2 3 ⁄ 4 0 x2 0 (5.85) Next.= Cx 2 = -.88) using Signals and Systems with MATLAB Applications.= – 4i L – 4v C + 4 dt (5.-----.88) We will compute the solution of (5.86) and dv C · x 2 = ------dt Also. Then. from (5. we get the state equations · x 1 = – 4x 1 – 4x 2 + 4 3 · x 2 = -.= ( – 1 )i L – v C + 1 .86). and (5.x 2 dt 3 or 3 · x 2 = -. Second Edition Orchard Publications 5-23 . yields 1 di L -.x 1 4 and in matrix form.x 1 4 (5.87) Therefore.Circuit Analysis with State Variables and di L Ri L + L -----.85).

91).Chapter 5 State Variables and State Equations x( t) = e A ( t – t0 ) x0 + e At ∫t e 0 t –A τ bu ( τ ) dτ (5. Since A is a 2 × 2 matrix. Second Edition Orchard Publications . and we get 5-24 Signals and Systems with MATLAB Applications.5e –t –t – 3t – 3t (5.5e a 1 = 0.5e – 0.91) λ1 t λ2 t The constants a 0 and a 1 are found from a0 + a1 λ1 = e a0 + a1 λ2 = e and with λ 1 = – 1 and λ 2 = – 3 . we only need the first two terms of the state transition matrix.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. we get a0 –a1 = e –t – 3t a 0 – 3a 1 = e (5. We find the eigenvalues from det [ A – λI ] = 0 Then.93) We now substitute these values into (5.5e – 0.92) yields a 0 = 1. e At = a0 I + a1 A (5. det [ A – λI ] = det – 4 – λ – 4 = 0 3 ⁄ 4 –λ = ( –λ ) ( – 4 – λ ) + 3 = 0 = λ + 4λ + 3 = 0 2 Therefore. that is. λ 1 = – 1 and λ 2 = – 3 The next step is to find the coefficients a i .90) First. we compute the state transition matrix e .

Second Edition Orchard Publications 5-25 .95) Signals and Systems with MATLAB Applications.5e – t – 0.e 8 8 –( t – τ ) –3 ( t – τ ) 4 dτ (5.90) b = 4 = 0 1 4 0 and denoting this integral as Int .90).e – -.e 8 8 –t – 2 e + 2e 1.e 8 8 At –t – 3t – 2 e + 2e 1. then.5e – 0.5e 3 –( t – τ ) 3 –3 ( t – τ ) -.75e – 0.5e – 0.89) becomes – 0.5e – 0.5e –3 ( t – τ ) 1 4 dτ 0 or Int = ∫t t 0 + 1.5e e x0 = 3 – t 3 – 3t -.e – -.5e –t –t – 3t – 3t 0 1⁄2 or e x0 = At –e +e –t –t – 3t – 3t (5.5e – 0.5e –2t ) – 4 – 4 1 3⁄4 0 0 – 2 e + 2e + 3 –t 3 – 3t -.e – -.e – -. we have Int = ∫t t 0 – 0.5e –t – 3t ) 1 0 0 + ( 0.e 8 8 – 3t –t –t – 3t = 1.5 e + 1.5 e 3 –( t – τ ) 3 –3 ( t – τ ) -.e 8 8 –( t – τ ) –3 ( t – τ ) –2 e 1.5e – 3t or e At – 0. the first term of (5. From (5.e – -.5e – 0.5e –( t – τ ) + 2e –3 ( t – τ ) –( t – τ ) – 0.94) 0.5e 0 –t – 3t –t – 2 e + 2e 0 –t – 3t 1.89).5 e + 1.Circuit Analysis with State Variables e At = ( 1.5e – 0.5e = 3 – t 3 –3t -.5 e + 1.5e –t – 3t – 3t The initial conditions vector is the second vector in (5.25e We also need to evaluate the integral on the right side of (5.

x1 = iL = e –e (5.25e –t – 3t (5.97).75 e + 0.98) where A = 1 0 1 –1 x0 = 1 0 b = –1 1 and u = δ ( t ) (5.375 e + 0.= -.96) and (5.95) is with respect to τ .5e –3 ( t – τ ) –3 ( t – τ ) τ=0 –( t – τ ) – 0.99) 5-26 Signals and Systems with MATLAB Applications.5e – 0.---.96) and x 2 = v C = 1 – 0.Chapter 5 State Variables and State Equations The integration in (5. then.125e –t – 3t –t – 3t By substitution of these values.25 – 0.25e Then. Second Edition Orchard Publications .5e – 0.375e –( t – τ ) + 0.375e – 0.375 – 0. the voltage across the inductor is di L 1 – t 3 – 3t 1 d – t –3t . we get t Int = 4 – 0.5 e + 0.e + -.375 e + 0.5 e –t –t – 3t – 3t = e –e –t –t – 3t – 3t 0.25e 0.97) Other variables of the circuit can now be computed from (5.( e – e ) = – -.v L = L -----.125 0. integrating the column vector under the integral.5 e 0.125e or Int = 4 0.5 + 0.5 e – 0.25 – 0.75e – 0. For example.e 4 4 dt 4 dt Example 5.11 A circuit is described by the state equation · x = Ax + bu (5.125e –t – 3t 1 – 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 0.5e = 4 –t – 3t –t – 3t 0.5 – 4 – 0.125e 0.75e + 0.

we only need the first two terms of the state transition matrix to find the coefficients a i .102) yields e +e a 0 = ---------------. we get a0 + a1 = e a0 –a1 = e t –t (5.101) and with λ 1 = 1 and λ 2 = – 1 .100).Circuit Analysis with State Variables Compute the state vector x = x1 x2 Solution: We compute the eigenvalues from det [ A – λI ] = 0 For this example. that is.= cosh t 2 e –e a 1 = --------------. det [ A – λI ] = det 1 – λ 0 = 0 1 –1 –λ = ( 1 –λ ) ( – 1 – λ ) = 0 Then. we get Signals and Systems with MATLAB Applications. e At = a0 I + a1 A (5.100) The constants a 0 and a 1 are found from a0 + a1 λ1 = e a0 + a1 λ2 = e λ1 t λ2 t (5.102) and simultaneous solution of (5. λ 1 = 1 and λ 2 = – 1 Since A is a 2 × 2 matrix. Second Edition Orchard Publications 5-27 .= sinh t 2 t –t t –t By substitution of these values into (5.

107) by ( sI – A ) –1 . Consider the state equation · x = Ax + bu (5. x = x1 x2 = 0 0 = –t cosh t – sinh t e (5. we get X ( s ) = ( sI – A ) x ( 0 ) + ( sI – A ) bU ( s ) –1 –1 (5. Second Edition Orchard Publications . We will also show that the transfer function can be found from the coefficient matrices of the state equations.107) Multiplying both sides of (5. we will show that the state transition matrix can be computed from the Inverse Laplace transform.108) Comparing (5.104) Using the sifting property of the delta function we find that (5.103) The values of the vector x are found from x( t) = e A ( t – t0 ) x0 + e At ∫t t e 0 –A τ bu ( τ ) dτ = e x 0 + e At At ∫0 e t –A τ bδ ( τ ) dτ (5.106).Chapter 5 State Variables and State Equations 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. we get sX ( s ) – x ( 0 ) = AX ( s ) + bU ( s ) or ( sI – A )X ( s ) = x ( 0 ) + bU ( s ) (5.105) 5.104) reduces to ⎫ At At At At ⎧ At x ( t ) = e x0 + e b = e ( x0 + b ) = e ⎨ 1 + –1 ⎬ = e 0 1 ⎭ 1 ⎩ 0 = cosh t + sinh t 0 sinh t cosh t – sinh t 0 = x1 1 x2 Therefore.106) Taking the Laplace of both sides of (5.108) with 5-28 Signals and Systems with MATLAB Applications.7 Relationship between State Equations and Laplace Transform In this section.

112) and using (5.12 In the circuit of Figure 5. Second Edition Orchard Publications 5-29 . we get Y ( s ) = C ( sI – A ) x ( 0 ) + [ C ( sI – A ) b + d ]U ( s ) –1 –1 (5. (5. we get Y ( s ) = CX ( s ) + dU ( s ) (5. we consider the output state equation y = Cx + du (5.111). that is.110) Next.113) reduces to Y ( s ) = [ C ( sI – A ) b + d ]U ( s ) –1 (5.113) If the initial condition x ( 0 ) = 0 .108) is the Laplace transform of (5.12 Signals and Systems with MATLAB Applications. R 3Ω L 1H At + C + vs ( t ) = u0 ( t ) − i( t) vC ( t ) − 1⁄2 F Figure 5.108). we can compute the state transition matrix e relation At from the Inverse Laplace of ( sI – A ) –1 .8. then. we can use the –1 –1 e At = L { ( sI – A ) } (5. Therefore.Relationship between State Equations and Laplace Transform x ( t ) = e x0 + e At At ∫0 e t –A τ bu ( τ ) dτ (5.114).8.= C ( sI – A ) b + d U(s) (5. U ( s ) is the Laplace transform of the input u ( t ) . Compute the state transition matrix e using the Inverse Laplace transform method.109).111) Taking the Laplace of both sides of (5.115) Example 5.109) we observe that the right side of (5. all initial conditions are zero. division of both sides by U ( s ) yields the transfer function –1 Y( s) G ( s ) = ----------.114) In (5. Circuit for Example 5.

i = iL and di L Ri L + L -----.117) and (5.5 ------dt dt (5.= – 3 i L – v C + 1 dt (5. · x1 x = –3 –1 1 + 1 1 ·2 x 2 0 x2 0 (5.120) and in matrix form.119) we get the state equations · x 1 = – 3x 1 – x 2 + 1 · x 2 = 2x 1 (5.118) and thus.Chapter 5 State Variables and State Equations Solution: For this circuit. Second Edition Orchard Publications .= 0.117) and dv C · x 2 = -------dt Also.121) 5-30 Signals and Systems with MATLAB Applications.+ v C = u 0 ( t ) dt Substitution of given values and rearranging. dv C · x 1 = i L = 0.116) Now.119) Therefore. we define the state variables x1 = iL and x2 = vC Then. from (5. di L -----.= 0.5 -------.= – 3 i L – v C + 1 dt (5. di L · x 1 = -----.5x 2 dt or · x 2 = 2x 1 (5. dv C dv C i L = C -------.

124) to the rational transfer function form N(s) G ( s ) = ----------D(s) * We have used capital letters for vectors b and c to be consistent with MATLAB’s designations. A = –3 –1 2 0 (5.s 2 det ( sI – A ) s + 3s + 2 2 s -------------------------------–1 = ( s + 1 ) ( s + 2 ) s+3 2 -------------------------------( s + 1 )( s + 2) We find the Inverse Laplace of each term by partial fraction expansion.= ------------------------. e At = L –1 –1 { ( sI – A ) } = – e + 2e –t – 2t 2e – 2e –t – 2t –e +e 2e – e –t –t – 2t – 2t Now. we can find the state variables representing the inductor current and the capacitor voltage from x ( t ) = e x0 + e At At ∫0 e t –A τ bu ( τ ) dτ using the procedure of Example 5. The function ss2tf (state space to transfer function) converts the state space equations · x = Ax + Bu * y = Cx + Du (5. and vice versa.123) where ( sI – A ) = s 0 0 – –3 –1 = s + 3 s 2 0 –2 1 s –1 -------------------------------( s + 1 )( s + 2) s+3 -------------------------------( s + 1 )( s + 2) Then.Relationship between State Equations and Laplace Transform By inspection. Second Edition Orchard Publications 5-31 . to transfer function (s-domain). we will find the state transition matrix from e At = L –1 { ( sI – A ) } –1 (5.11. ( sI – A ) –1 1 adj ( sI – A ) = --------------------------. (5.125) Signals and Systems with MATLAB Applications. MATLAB provides two very useful functions to convert state space (state equations).122) Now. Then.

It is used with the statement [A.den]=ss2tf(A. Second Edition Orchard Publications . and D are the matrices of (5. C.124).D.den) where A.C.iu) where A.= C(sI-A) B + D DEN(s) of the system: x = Ax + Bu y = Cx + Du from the iu'th input. Matrix NUM must con- 5-32 Signals and Systems with MATLAB Applications. and num.125) to the state-space equations of (5.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. The MATLAB help command provides the following information: help ss2tf SS2TF State-space to transfer function conversion.124).124) and iu is 1 if there is only one input. [NUM. The MATLAB help command provides the following information: help tf2ss TF2SS Transfer function to state-space conversion.C. converts the transfer function of (5. C. Vector DEN contains the coefficients of the denominator in descending powers of s. tf2ss.DEN] = SS2TF(A.Chapter 5 State Variables and State Equations This is used with the statement [num. B.C.D] = TF2SS(NUM.B. Vector DEN must contain the coefficients of the denominator in descending powers of s.125) respectively. D are the matrices of (5.C.D. den are N ( s ) and D ( s ) of (5. B.B.B. [A. See also TF2SS The other function.iu) calculates the transfer function: NUM(s) -1 G(s) = -------.B.D]=tf2ss(num. The numerator coefficients are returned in matrix NUM with as many rows as there are outputs y.

Second Edition Orchard Publications 5-33 . Circuit for Example 5.9. Derive the transfer function N(s) G ( s ) = ----------D(s) c. To avoid confusion when using this function with discrete systems.C. R 1Ω L 1H + C 1F + vs ( t ) = u0 ( t ) − i(t) v C ( t ) = v out ( t ) − Figure 5. See the User's guide for more details. Derive the state equations and express them in matrix form as · x = Ax + Bu y = Cx + Du b. Verify your answers with MATLAB. This calculation also works for discrete systems. ---i + di + v C = u 0 ( t ) dt or di ---. Example 5.Relationship between State Equations and Laplace Transform tain the numerator coefficients with as many rows as there are outputs y.D matrices are returned in controller canonical form.9.13 a. The differential equation describing the circuit is di Ri + L ---.+ v C = u 0 ( t ) dt and with the given values. See also SS2TF. 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.B. The A.= – i – v C + u 0 ( t ) dt Signals and Systems with MATLAB Applications. Solution: a.

· x · x = Ax + Bu ↔ 1 = – 1 · 1 x2 y = Cx + Du ↔ y = 0 1 –1 x1 + 1 u ( t ) 0 0 x2 0 x1 x2 + 0 u0 ( t ) (5. Second Edition Orchard Publications . The s – domain circuit is R 1Ω L s + C 1⁄s + V in ( s ) − V C ( s ) = V out ( s ) − Figure 5.13 By the voltage division expression. the state equations are · x1 = –x1 – x2 + u0 ( t ) · x2 = x1 y = x2 and in matrix form.= x 1 dt Thus. 1⁄s V out ( s ) = -------------------------.126) b.Chapter 5 State Variables and State Equations We let x1 = iL = i and x 2 = v C = v out Then. di · x 1 = ---dt and dv c · x 2 = ------. Transformed circuit for Example 5.V in ( s ) 1+s+1⁄s or 5-34 Signals and Systems with MATLAB Applications.10.

1) % Verify coefficients of G(s) in (5. B. B = [1 0]'.126) [num. den = [1 1 1].= --------------------2 V in ( s ) s +s+1 (5.127) % Verify the matrices of (5. Second Edition Orchard Publications 5-35 .127) c. den) A = -1 1 B = 1 0 C = 0 D = 0 -1 0 1 Signals and Systems with MATLAB Applications. A = [−1 −1.0000 1.126) num = [0 0 1].= --------------------2 V in ( s ) s +s+1 Therefore.0000 % The coefficients of G(s) in (5.127) num = 0 0 den = 1. den] = ss2tf(A.0000 1 1. 1 0]. V out ( s ) 1 G ( s ) = ---------------. C = [0 1]. D = [0]. [A B C D] = tf2ss(num. C.% The matrices of (5. D.Relationship between State Equations and Laplace Transform V out ( s ) 1 ---------------.

The resulting first-order differential equations are called state space equations. the state equations are written as · x = αx + βu y = k1 x + k2 u where α . and the initial condition. of an n × n matrix A are the roots of the nth order polynomial det [ A – λI ] = 0 where I is the n × n identity matrix. and b and d are column vectors with two or more rows. provided that the state variables are chosen appropriately. …. and k 2 are scalar constants. β . k 1 . entails the computation of the state transition matrix e . • When we obtain the state equations directly from given circuits. 5-36 Signals and Systems with MATLAB Applications. • The state variable method offers the advantage that it can also be used with non-linear and time- varying devices. 2. or simply state equations. 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 .Chapter 5 State Variables and State Equations 5. the solution of x = α x + β u with initial condition x 0 = x ( t 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 · x = Ax + bu y = Cx + du where A and C are 2 × 2 or higher order matrices. is denoted as x0 = x ( t0 ) (5.128) · • If α and β are scalar constants.8 Summary • An nth-order differential equation can be resolved to n first-order simultaneous differential equa- tions with a set of auxiliary variables called state variables. • If a circuit contains only one energy-storing device. • The state space equations can be obtained either from the nth-order differential equation. where i = 1. Second Edition Orchard Publications . n . or directly from the network. we choose the state variables to represent inductor currents and capacitor voltages. if non-zero.

Summary

• We can use the MATLAB eig(x) function to find the eigenvalues of an n × n matrix. • The Cayley-Hamilton theorem states that a matrix can be expressed as an ( n – 1 )th degree polynomial in terms of the matrix A as e

At

= a0 I + a1 A + a2 A + … + an – 1 A

2

n–1

**where the coefficients a i are functions of the eigenvalues λ .
**

• If all eigenvalues of a given matrix A are distinct, that is, if λ 1 ≠ λ 2 ≠ λ 3 ≠ … ≠ λ n , 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 λ1 t λ2 t

= e = e

= e

λn t

• If some or all eigenvalues of matrix A are repeated, that is, if λ 1 = λ 2 = λ 3 … = λ m , λ m + 1 , λ n ,

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 λt d -------- ( a 0 + a 1 λ 1 + a 2 λ 2 + … + a n – 1 λ n – 1 ) = ------- e 1 1 1 dλ 1 dλ 1 d- λt d-------2 ( a 0 + a 1 λ 1 + a 2 λ 2 + … + a n – 1 λ n – 1 ) = -------2 e 1 1 1 dλ 1 dλ 1 …

λ t d d -------------- ( a 0 + a 1 λ 1 + a 2 λ 2 + … + a n – 1 λ n – 1 ) = -------------- e 1 1 1 m–1 m–1 dλ 1 dλ 1

m–1 m–1 2 2

a0 + a1 λm + 1 + a2 λm + 1 + … + an – 1 λm + 1 = e

2

n–1

λ m + 1t

… a 0 + a 1 λn + a 2 λ n + … + a n – 1 λ n

2 n–1

= e

λn t

• A column vector X that satisfies the relation AX = λX

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

5-37

**Chapter 5 State Variables and State Equations
**

where A is an n × n matrix and λ is a scalar number is called an eigenvector.

det ( A – λI ) = 0 • There is a different eigenvector for each eigenvalue. • Eigenvectors are generally expressed as unit eigenvectors, that is, they are normalized to unit

(5.129)

length. 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.

• Two vectors X and Y are said to be orthogonal if their inner (dot) product is zero. • A set of eigenvectors constitutes an orthonormal basis if the set is normalized (expressed as unit

**eigenvectors) and these vector are mutually orthogonal.
**

• The state transition matrix can be computed from the Inverse Laplace transform using the rela-

tion

e

At

= L

–1

{ ( sI – A ) }

–1

• If U ( s ) is the Laplace transform of the input u ( t ) and Y ( s ) is the Laplace transform of the output y ( t ) , the transfer function can be computed using the relation

–1 Y(s ) G ( s ) = ----------- = C ( sI – A ) b + d U(s)

• MATLAB provides two very useful functions to convert state space (state equations), to transfer function (s-domain), and vice versa. The function ss2tf (state space to transfer function) converts the state space equations to the transfer function equivalent, and the function tf2ss, converts the

transfer function to state-space equations.

5-38

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Exercises 5.9 Exercises

1. Express the integrodifferential equation below as a matrix of state equations where k 1, k 2, and k 3 are constants.

2 dv dv ------- + k 3 ----- + k 2 v + k 1 2 dt dt

∫0 v dt

t

= sin 3t + cos 3t

**2. Express the matrix of the state equations below as a single differential equation, and let x( y) = y(t) .
**

· x1 · x2 · x3 · x4 x1 0 1 0 0 0 x2 = 0 0 1 0 ⋅ + 0 u(t) x3 0 0 0 1 0 –1 –2 –3 –4 1 x4

3. For the circuit of Figure 5.11, all initial conditions are zero, and u ( t ) is any input. Write state equations in matrix form.

R C L

+

u( t)

−

Figure 5.11. Circuit for Exercise 3

**4. In the circuit of Figure 5.12, all initial conditions are zero. Write state equations in matrix form.
**

R 1Ω L C1 2F 1H C2 2F

+

V p cos ωtu 0 ( t )

−

Figure 5.12. Circuit for Exercise 4

**5. In the circuit of Figure 5.13, i L ( 0 − ) = 2 A . Use the state variable method to find i L ( t ) for t > 0 .
**

R 2Ω L

+

10u 0 ( t )

−

2H

Figure 5.13. Circuit for Exercise 5

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

5-39

**Chapter 5 State Variables and State Equations
**

6. Compute the eigenvalues of the matrices A , B , and C below.

A = 1 2 3 –1 B = a 0 –a b C = 0 1 0 0 0 1 – 6 – 11 – 6

**Hint: One of the eigenvalues of matrix C is – 1 . 7. Compute e
**

At

given that

A = 0 1 0 0 0 1 – 6 – 11 – 6

**Observe that this is the same matrix as C of Exercise 6.
**

· 8. Find the solution of the matrix state equation x = Ax + bu given that A= 1 0 , –2 2 b= 1 , 2 x0 = –1 , 0 u = δ ( t ), t0 = 0

**9. In the circuit of Figure 5.14, i L ( 0 − ) = 0 , and v C ( 0 − ) = 1 V . a. Write state equations in matrix form. b. Compute e
**

At

using the Inverse Laplace transform method.

**c. Find i L ( t ) and v C ( t ) for t > 0 .
**

C

R 3⁄4 Ω

L

4H

4⁄3 F

Figure 5.14. Circuit for Exercice 9

5-40

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Solutions to Exercises 5.10 Solutions to Exercises
**

1. Differentiating the given integrodifferential equation with respect to t we get

3 dv - + k dv - + k dv + k v = 3 cos 3t – 3 sin 3t = 3 ( cos 3t – sin 3t ) ------3 ------2 ----1 2 3 dt dt dt 2

or

3 dv dv dv ------- = – k 3 ------- – k 2 ----- – k 1 v + 3 ( cos 3t – sin 3t ) (1) 2 3 dt dt dt 2

We let

v = x1 · dv ----- = x 2 = x 1 dt

3 · dv ------- = x 3 3 dt 2 · dv ------- = x 3 = x 2 2 dt

Then,

**and by substitution into (1)
**

· x 3 = – k 1 x 1 – k 2 x 2 – k 3 x 3 + 3 ( cos 3t – sin 3t )

**and thus the state equations are
**

· x1 = x2 · x2 = x3 · x 3 = – k 1 x 1 – k 2 x 2 – k 3 x 3 + 3 ( cos 3t – sin 3t )

**and in matrix form
**

· x1 x1 0 1 0 0 · = 0 0 1 ⋅ x + 0 ⋅ 3 ( cos 3t – sin 3t ) x2 2 –k1 –k2 –k3 · 1 x3 x3

**2. Expansion of the given matrix yields
**

· x1 = x2 · x2 = x3 · x3 = x2 · x 4 = – x 1 – 2x 2 – 3x 3 – 4x 4 + u ( t )

Letting x = y we get

4 dy dy dy dy ------- + 4 ------- + 3 ------- + 2 ----- + y = u ( t ) 3 2 4 dt dt dt dt 3 2

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

5-41

**Chapter 5 State Variables and State Equations
**

3.

R

iT

L

+

u(t)

−

iL

vC

+ iC

−

C

**We let i L = x 1 and v C = x 2 . By KCL, i T = i L + i C or
**

dv C u ( t ) – vC -------------------- = i L + C -------dt R

or

u ( t ) – x2 · -------------------- = x 1 + Cx 2 R

Also,

· x 2 = Lx 1

Then,

1 1 · 1 · 1 x 1 = -- x 2 and x 2 = – --- x 1 – ------- x 2 + ------- u ( t ) RC RC L C

**and in matrix form
**

· x1 0 0 1 ⁄ L ⋅ x1 + = ⋅ u(t) · x2 1 ⁄ RC – 1 ⁄ C – 1 ⁄ RC x2

4.

R 1Ω

v C1

L 1H

iL

+

V p cos ωt

−

+

−

v C1

C2

+

−

v C2

C1 2 F

2F

**We let i L = x 1 , v C1 = x 2 , and v C2 = x 3 . By KCL
**

dv C1 v C1 – V p cos ωt · ----------------------------------- + 2 ---------- + i L = 0 or x 2 – V p cos ωt + 2x 2 + x 1 = 0 dt 1

or

· 1 1 1 x 2 = – -- x 1 – -- x 2 + -- V p cos ωt (1) 2 2 2

By KVL

5-42

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Solutions to Exercises

di L · · v C1 = L ------ + v C2 or x 2 = 1x 1 + x 3 or x 1 = x 2 – x 3 (2) dt

Also,

dv C2 · · 1 i L = C ---------- or x 1 = 2x 3 or x 3 = -- x 1 (3) 2 dt

**Combining (1), (2), and (3) into matrix form we get
**

· x1 x1 0 0 1 –1 · = ⋅ x 2 + 1 ⁄ 2 ⋅ V p cos ωt –1 ⁄ 2 –1 ⁄ 2 0 x2 · 0 1⁄2 0 0 x3 x3

5. +

10u 0 ( t ) −

R 2Ω L 2H

From (5.21) of Example 5.4

R 1 · x = – -- x + -- v S u 0 ( t ) L L

**For this exercise α = – R ⁄ L = – 1 and b = 10 × ( 1 ⁄ L ) = 5 . Then,
**

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 get
**

y ( t ) = x ( t ) = ( 5 – 3e )u 0 ( t )

–t

6. a.

A = 1 2 3 –1 ⎛ ⎞ 2 det ( A – λI ) = det ⎜ 1 2 – λ 1 0 ⎟ = det 1 – λ = 0 ⎝ 3 –1 0 1⎠ 3 –1 –λ ( 1 – λ )( – 1 – λ ) – 6 = 0

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

5-43

**Chapter 5 State Variables and State Equations
**

–1–λ+λ+λ –6 = 0 λ = 7

2 2

and thus

λ1 = 7 λ2 = – 7

b.

B = a 0 –a b ⎛ ⎞ det ( B – λI ) = det ⎜ a 0 – λ 1 0 ⎟ = det a – λ 0 = 0 ⎝ –a b 0 1⎠ –a b – λ (a – λ )(b – λ ) = 0

and thus

λ1 = a λ2 = b

c.

0 1 0 C = 0 0 1 – 6 – 11 – 6 ⎛ 0 1 0 1 0 0⎞ ⎜ ⎟ det ( C – λI ) = 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 + 6λ + 11λ + 6 = 0

2 3 2

**and it is given that λ 1 = – 1 . Then,
**

2 λ + 6λ + 11λ + 6 --------------------------------------------- = λ + 5λ + 6 ⇒ ( λ + 1 ) ( λ + 2 ) ( λ + 3 ) = 0 (λ + 1) 3 2

and thus

λ1 = –1 λ2 = –2 λ1 = –3

**7. a. Matrix A is the same as Matrix C in Exercise 6. Then,
**

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,

5-44

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Solutions to Exercises

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; A=[1 −1 1; 1 −2 4; 1 −3 9];... a=sym('[exp(−t); exp(−2*t); exp(−3*t)]'); x=A\a; fprintf(' \n');... disp('a0 = '); disp(x(1)); disp('a1 = '); disp(x(2)); disp('a2 = '); 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,
**

a 0 = 3e – 3e

–t –t –t – 2t

+ 3e

– 3t – 3t

a 1 = 2.5e – 4e a 2 = 0.5e – e

– 2t

+ 1.5e

– 2t

+ 0.5e

– 3t

Now, we compute e

At

of (1) with the following MATLAB code:

syms t; 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); A=[0 1 0; 0 0 1; −6 −11 −6]; fprintf(' \n');... eAt=a0*eye(3)+a1*A+a2*A^2

eAt =

[ 3*exp(-t)-3*exp(-2*t)+exp(-3*t), 5/2*exp(-t)-4*exp(-2*t)+3/2*exp(-3*t), [-3*exp(-t)+6*exp(-2*t)-3*exp(-3*t), -5/2*exp(-t)+8*exp(-2*t)-9/2*exp(-3*t), [3*exp(-t)-12*exp(-2*t)+9*exp(-3*t), 5/2*exp(-t)-16*exp(-2*t)+27/2*exp(-3*t),

1/2*exp(-t)-exp(-2*t)+1/2*exp(-3*t)] -1/2*exp(-t)+2*exp(-2*t)-3/2*exp(-3*t)] 1/2*exp(-t)-4*exp(-2*t)+9/2*exp(-3*t)]

Then,

3e – 3e e

At –t – 2t

+e

– 3t

2.5e – 4e

–t

–t

– 2t

+ 1.5e

– 3t – 3t – 3t

0.5e – e

–t –t

–t

– 2t

+ 0.5e

– 3t – 3t

= – 3 e – t + 6e – 2t – 3e – 3t 3e – 12e

–t – 2t

– 2.5 e + 8e 2.5e – 16e

–t

– 2t

– 4.5e

– 0.5 e + 2e 0.5e – 4e

– 2t

– 1.5e

+ 9e

– 3t

– 2t

+ 13.5e

– 2t

+ 4.5e

– 3t

8.

A= 1 0 , –2 2 b= 1 , 2 x0 = –1 , 0 u = δ ( t ), t0 = 0

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

5-45

**Chapter 5 State Variables and State Equations
**

x( t) = e

A(t – 0)

x0 + e

At

At

∫0

t

e

–A τ

bu ( τ ) dτ = e x 0 + e

At ⎛

At

At

∫0 e

t

–A τ

bδ ( 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 code to find the eigenvalues λ 1 and λ 2
**

A=[1 0; −2 2]; lambda=eig(A); fprintf(' \n');... fprintf('lambda1 = %4.2f \t',lambda(1)); fprintf('lambda2 = %4.2f \t',lambda(2))

lambda1 = 2.00 Next,

lambda2 = 1.00

a0 + a1 λ1 = e a0 + a1 λ2 = e

λ1 t λ2 t

⇒ a0 + a1 = e

t 2t

⇒ a 0 + 2a 1 = e

2t

Then,

a 0 = 2e – e

t 2t

a1 = e – e

t

and

e

At t 2t 2t t = a 0 I + a 1 A = ( 2e – e ) 1 0 + ( e – e ) 1 0 0 1 –2 2

= 2e – e 0

t

2t t

0 2e – e

2t

+

e –e

2t

2t

t t

0 2e – 2e

2t t

=

t

e

t 2t

0 e

2t

– 2e + 2e

2e – 2e

**By substitution into (1) we get
**

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

9.

R 3⁄4 Ω

iR

L

iL

4H

C

+ iC

−

4⁄3 F

− iL ( 0 ) = 0 − vC ( 0 ) = 1 V

We let x 1 = i L

x 2 = v C . Then,

5-46

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

Solutions to Exercises

a.

iR + iL + iC = 0 vC vC ---- + i L + C ---- = 0 dt R x2 4· -------- + x 1 + -- x 2 = 0 3⁄4 3

or

· 3 x 2 = – -- x 1 – x 2 (1) 4

Also,

di L · v L = v C = L ------ = 4x 1 = x 2 dt

or

· 1 x 1 = -- x (2) 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

–1

b.

e [ sI – A ] =

At

= L

{ [ sI – A ] } 1⁄4 = s –1 3⁄4 –1 ⁄ 4 s+1

s 0 – 0 0 s –3 ⁄ 4 s 3⁄4

∆ = 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

adj [ sI – A ] = adj

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

5-47

disp('a21 = ').5e – 0.. Second Edition Orchard Publications .5 e – 0..25t – 0. disp('a12 = ').75t and thus for t > 0 x 1 = i L = 0.25t – 0.5 e – 0.5e – 0.25t – 0.s + 1 ( s + 1 ⁄ 4 ) ( s + 3 ⁄ 4 ) –3 ⁄ 4 ∆ s+1 ---------------------------------------------(s + 1 ⁄ 4 )(s + 3 ⁄ 4 ) = –3 ⁄ 4 ---------------------------------------------(s + 1 ⁄ 4 )(s + 3 ⁄ 4 ) 1⁄4 ---------------------------------------------(s + 1 ⁄ 4)(s + 3 ⁄ 4) s ---------------------------------------------(s + 1 ⁄ 4)(s + 3 ⁄ 4) –1 1⁄4 s We use MATLAB to find e At = L –1 { [ sI – A ] } with the code below. disp('a11 = ').25t – 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 5-48 Signals and Systems with MATLAB Applications.25t c.75t – 1.25t – 0.5e – 0. disp(simple(ilaplace(Fs2))).5e – 0.5 e – 0.75t – 0.5e – 0.adj [ sI – A ] = ---------------------------------------------.75t = 1.75t – 0. disp(simple(ilaplace(Fs4))) a11 = -1/2*exp(-3/4*t)+3/2*exp(-1/4*t) a12 = 1/2*exp(-1/4*t)-1/2*exp(-3/4*t) a21 = -3/2*exp(-1/4*t)+3/2*exp(-3/4*t) a22 = 3/2*exp(-3/4*t)-1/2*exp(-1/4*t) Thus.75t – 0.25t – 0.5e – 0..25t 0 = 0.75t x 2 = v C = – 0.5e – 0.. Fs3=(-3/4)/(s^2+s+3/16).25t = 1.75t – 0.5e – 0.5e – 0..5e – 0. Fs4=s/ (s^2+s+3/16).75t – 0. e At – 0.5e + 1. Fs2=(1/4)/(s^2+s+3/16).5 e – 0.75t 1 + 1.5e – 1.5e – 0.5 e + 1.5e + 1. fprintf(' \n'). disp(simple(ilaplace(Fs3))).5e – 0.Chapter 5 State Variables and State Equations [ sI – A ] –1 1 1 = -.25t – 0. disp('a22 = '). disp(simple(ilaplace(Fs1))).25t + 1..25t – 0.5e – 0.5e 0.75t – 0.5 e + 1. syms s t Fs1=(s+1)/(s^2+s+3/16).

5) where u 0 ( t ) is included to indicate that this relation holds for t > 0 . the solution of (6. Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 6-1 . 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.. the response of a circuit that is subjected to the excitation of the impulse function. with initial condition x 0 = 0 . i.2) reduces to x(t) = e At ∫0 e t –A τ bδ ( τ ) dτ (6.3) Using the sifting property of the delta function. Then. we get At ∞ = f(0) (6.1 The Impulse Response in Time Domain In this section we will discuss the impulse response of a network. 6.2) Therefore. the output (voltage or current) of a network when the input is the delta function. Of course. ∫–∞ f ( t )δ ( τ ) dτ and denoting the impulse response as h ( t ) . that is.e. that is.1) has the solution x(t) = e A ( t – t0 ) x0 + e At ∫0 e t –A τ bu ( τ ) dτ (6. We learned in the previous chapter that the state equation · x = Ax + bu (6.4) h ( t ) = e bu 0 ( t ) (6. The determination of the impulse response assumes zero initial conditions.Chapter 6 The Impulse Response and Convolution T his chapter begins with the definition of the impulse response. the output can be any voltage or current that we choose as the output. and with the input u ( t ) = δ ( t ) .

− compute the current through the capacitor. Application of KCL for the circuit for Example 6.= x dt and (6. and we apply KCL.2.1 Solution: We assign currents i C and i R with the directions shown in Figure 6.= --------R R or 6-2 Signals and Systems with MATLAB Applications.1 in terms of the constants R and C . Circuit for Example 6.= 0 dt R (6. Then. R + δ(t) C − − + h(t) = v (t) = v (t) C out Figure 6.1 Then.1 Compute the impulse response of the series RC circuit of Figure 6.2.Chapter 6 The Impulse Response and Convolution Example 6.6) becomes δ(t) · x Cx + -. iR R C + δ(t) + − iC h ( t ) = v C ( t ) = v out ( t ) − Figure 6. Second Edition Orchard Publications .1. and v c ( 0 ) = 0 .+ -------------------.6) We assign the state variable vC = x Then. where the response is considered to be the voltage across the capacitor. dv C · ------. iR + iC = 0 or dv C v C – δ ( t ) C ------.

h ( t ) = C ---.e δ(t) 2 R R C Using the sampling property of the delta function.x + ------. h ( t ) = e bu 0 ( t ) At For this example.– t ⁄ RC h ( t ) = ------. where we found that Signals and Systems with MATLAB Applications.e + -.e u0 ( t ) RC (6.1 . h ( t ) = vC ( t ) = e – t ⁄ RC 1 ------RC or 1 .e u 0 ( t )⎞ ⎠ dt ⎝ RC dt 1 –t ⁄ RC 1 –t ⁄ RC = – ---------. that is.δ ( t ) RC RC (6.2 For the circuit of Figure 6. Solution: This is the same circuit as that of Example 5.10 of the previous chapter.7) This equation has the form · x = ax + bu and as we found in (6.5).The Impulse Response in Time Domain 1 1 · x = – ------. d. Second Edition Orchard Publications 6-3 .e 2 R R C (6.3.9) Example 6.8) The current i C can now be computed from dv C i C = C ------dt Thus. a = – 1 ⁄ RC and b = 1 ⁄ RC Therefore.– t ⁄ RC di C = C ---. i L ( 0 − ) = 0 . we get 1 –t ⁄ RC 1 i C = -. compute the impulse response h ( t ) = v C ( t ) given that the initial conditions are zero.δ ( t ) – ---------. and v C ( 0 − ) = 0 .⎛ ------.

e 8 8 –t – 2 e + 2e 1.5e –t – 3t or h ( t ) = v C ( t ) = 1.5e –t – 3t The impulse response is obtained from (6. Second Edition Orchard Publications .5e – 1.10.5e –t –t – 3t – 3t 4 u ( t ) = – 2 e + 6e u ( t ) 0 3 – t 3 –3t 0 0 -.3.e 2 2 –t – 3t (6. we defined x1 = iL and x2 = vC Then.5e – 0.Chapter 6 The Impulse Response and Convolution R 1Ω L 1⁄4 H + C + δ(t) − 4⁄3 F h ( t ) = vC ( t ) − Figure 6. because the inputs and initial conditions were defined differently.5 e + 1. h ( t ) = x ( t ) = e bu 0 ( t ) At then.5e = 3 – t 3 –3t -.10) In Example 5.5e – 0.e 8 8 –t – 3t – 2 e + 2e 1.e – -.11) Of course.5e = 3 – t 3 –3t -. h ( t ) = x 2 = v C ( t ) = 1.e – -.5 ( e – e –t – 3t ) (6.e – -.10. 6-4 Signals and Systems with MATLAB Applications.2 b = 4 0 – 3t –t – 3t and e At – 0. that is.5 e + 1. h( t)= x(t) = x1 x2 – 0. Circuit for Example 6. this answer is not the same as that of Example 5.5).

t.– ---. and no constants are odd functions.5.– ---. if in an even function we replace t with – t .+ … 3! 5! 7! 3 5 7 Other examples of odd functions are shown in Figure 6. polynomials with odd exponents only.tsin t = t – ---.13) that is. –f ( –t ) = f ( t ) (6. Examples of odd functions Signals and Systems with MATLAB Applications. Thus. we obtain the negative of the function f ( t ) .4. the sine function is an odd function because it can be written as the power series t. Second Edition Orchard Publications 6-5 .tcos t = 1 – ---.2 Even and Odd Functions of Time A function f ( t ) is an even function of time if the following relation holds. Examples of even functions A function f ( t ) is an odd function of time if the following relation holds.t. the function f ( t ) does not change. f(t) mt 0 f(t) f(t) t3 t 0 t 0 t Figure 6.4.+ ---.+ ---. For instance. Thus. the cosine function is an even function because it can be written as the power series t. are even functions.Even and Odd Functions of Time 6.12) that is. if in an odd function we replace t with – t .5. f(t) f(t) f(t) t2 0 k t 0 t2 + k t t 0 Figure 6. and with or without constants.+ … 2! 4! 6! 2 4 6 Other examples of even functions are shown in Figure 6. f ( –t ) = f ( t ) (6. polynomials with even exponents only. For instance.

we will denote an even function with the subscript e . Also.3 Determine whether the delta function is an even or an odd function of time. f ( 0 ) = 0 .[ f ( t ) + f ( – t ) ] 2 (6.15) A function f ( t ) that is neither even nor odd can be expressed as 1 f e ( t ) = -. the reverse is not always true. f e ( t ) and f o ( t ) will be used to represent even and odd functions of time respectively. if f ( 0 ) = 0 .16) or as 1 f o ( t ) = -. Then.18) that is. we get f ( t ) = fe ( t ) + fo ( t ) (6.14) ∫– T T f o ( t ) dt = 0 (6. 2 The product of two even or two odd functions is an even function.Chapter 6 The Impulse Response and Convolution We observe that for odd functions.17). and the product of an even function times an odd function. Thus.16) with (6. that is. Henceforth. Solution: Let f ( t ) be an arbitrary function of time that is continuous at t = t 0 . Example 6. we should not conclude that f ( t ) is an odd function.17) By addition of (6.[ f ( t ) – f ( – t ) ] 2 (6. any function of time can be expressed as the sum of an even and an odd function. An example of this is the function f ( t ) = t in Figure 6. However. by the sifting property of the delta function 6-6 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications . ∫– T and T f e ( t ) dt = 2 ∫0 T f e ( t ) dt (6.4. and an odd function with the subscript o . is an odd function.

∞ = fo ( 0 ) As stated earlier. it follows that δ ( t ) must be an even function of t for (6. since f o ( t ) is odd. Therefore.3 Convolution Consider a network whose input is δ ( t ) .Convolution ∫–∞ f ( t )δ ( t – t ) dt 0 ∞ = f ( t0 ) and for t 0 = 0 .e. ∫–∞ f ( t )δ ( t ) dt Also. integrating from – ∞ to +∞ . δ(t – τ) Network h( t – τ) We let u ( t ) be any input whose value at t = τ is u ( τ ) .19) and this indicates that the product f o ( t )δ ( t ) is an odd function of t . and making use of the fact that the delta function is even. Then. and its output is the impulse response h ( t ) . i. δ ( t – τ ) = δ ( τ – t ) . ∞ = f(0) ∫–∞ fe ( t )δ ( t ) dt and ∞ = fe ( 0 ) ∫–∞ fo ( t )δ ( t ) dt from the last relation above. ∫–∞ fo ( t )δ ( t ) dt ∞ = fo ( 0 ) = 0 (6. Second Edition Orchard Publications 6-7 . We can represent the input-output relationship as the block diagram shown below. δ(t) Network h(t) or in general. u ( τ )δ ( t – τ ) u ( τ )h ( t – τ ) Network Multiplying both sides by the constant dτ . 6. that is. Then. we get Signals and Systems with MATLAB Applications. an odd function f o ( t ) evaluated at t = 0 is zero. f o ( 0 ) = 0 .19) to hold..

The convolution integral is usually denoted as u ( t )*h ( t ) or h ( t )*u ( t ) . Second Edition Orchard Publications .4 The signals h ( t ) and u ( t ) are as shown in Figure 6.20) ∞ ∞ Network The integral ∫– ∞ ∞ u ( τ )h ( t – τ ) dτ or ∫–∞ u ( t – τ )h ( τ ) dτ ∞ is known as the convolution integral. In Section 6.6. we find that the second integral on the left side reduces to u ( t ) and thus ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ u( t) ∫–∞ u ( τ )h ( t – τ ) dτ ∫–∞ u ( t – τ )h ( τ ) dτ (6. Therefore. 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. if we know h ( t ) . it states that if we know the impulse response of a network. where the asterisk (*) denotes convolution. Compute h ( t )*u ( t ) using the graphical evaluation. we can compute the response to any input u ( t ) using either of the integrals of (6. The procedure is best illustrated with the following examples. we found that the impulse response for a single input is h ( t ) = e b . 6-8 Signals and Systems with MATLAB Applications.21) 6. Example 6.1.20).Chapter 6 The Impulse Response and Convolution ∫ ∫ ⎫ u ( τ )δ ( t – τ ) dτ ⎪ ⎪ –∞ ⎬ ∞ ⎪ u ( τ )δ ( τ – t ) dτ ⎪ –∞ ⎭ ∞ Network ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ ∫–∞ u ( τ )h ( t – τ ) dτ ∫–∞ u ( t – τ )h ( τ ) dτ ∞ ∞ Using the sifting property of the delta function.4 Graphical Evaluation of the Convolution Integral The convolution integral is more conveniently evaluated by the graphical evaluation.

9 shows the product u ( t – τ )h ( τ ) as point A moves to the right. u ( τ ) and h ( τ ) .22) where τ is a dummy variable.Graphical Evaluation of the Convolution Integral 1 h(t) = – t + 1 1 u ( t ) = u0 ( t ) – u0 ( t – 1 ) 0 1 t 0 1 t Figure 6. and computation of the area from – ∞ to +∞ . 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 .8.7.4 Next. 1 u ( t –τ ) 0 t τ Figure 6. Signals for Example 6. u ( –τ ) 1 −1 0 τ Figure 6. this is shown as u ( – τ ) in Figure 6. Signals and Systems with MATLAB Applications.4 Solution: The convolution integral states that h ( t )∗ u ( t ) = ∞ ∫–∞ u ( t – τ )h ( τ ) dτ (6.7.6. are considered to be the same as u ( t ) and h ( t ) .4 Now. Formation of u ( t – τ ) for Example 6. Figure 6. We form u ( t – τ ) by first constructing the image of u ( τ ) . Construction of u ( – τ ) for Example 6. Second Edition Orchard Publications 6-9 . we form u ( t – τ ) by shifting u ( – τ ) to the right by some value t as shown in Figure 6. that is.8.

10. 6-10 Signals and Systems with MATLAB Applications. t > 0 1 h(τ) A 0 t 1 τ Figure 6. This is not an exponential increase. we get the sketch of Figure 6. u ( t – τ ).4 when t = 1 Using the convolution integral. u ( t – τ ). t = 0 1 u ( t – τ )*h ( τ ) = 0 for t = 0 h(τ) −1 A 0 τ Figure 6.12 represents the area under the convolution integral.12 shows how u ( τ )*h ( τ ) increases during the interval 0 < t < 1 .9. t = 0 1 h(τ) A 0 1 τ Figure 6.23) Figure 6. it is the function t – t 2 ⁄ 2 in (6.10 where the integral of the product is denoted by the shaded area. Signals for Example 6.4 We observe that u ( t – τ ) t=0 = u ( –τ ) Shifting u ( t – τ ) to the right so that t > 0 .Chapter 6 The Impulse Response and Convolution u ( t – τ ). Formation of the product u ( t – τ )*h ( τ ) for Example 6.4 The maximum area is obtained when point A reaches t = 1 as shown in Figure 6. Second Edition Orchard Publications .11. we find the area as a function of time t is ∫– ∞ ∞ u ( t – τ )h ( τ ) dτ = ∫0 t u ( t – τ )h ( τ ) dτ = ∫ τ ( 1 ) ( – τ + 1 ) dτ = τ – --2 0 t 2 t 0 t = t – --2 2 (6. and each point on the curve of Figure 6.11. and it increases as point A moves further to the right.23). Shift of u ( t – τ ) for Example 6.

0 0. we find that the area for the interval 1 < t < 2 is Signals and Systems with MATLAB Applications.3 0. Convolution for interval 1 < t < 2 of Example 6. t = 2 t τ Figure 6.5 0. we get t t – -2 2 t=1 1 = -2 (6. Curve for the convolution of u ( τ )*h ( τ ) for 0 < t < 1 in Example 6.14.4 Using the convolution integral. Second Edition Orchard Publications 6-11 .4 u ( t – τ ).0 t–t ⁄2 2 Figure 6. 1 < t < 2 1 h(τ) A 0 t−1 1 τ 0 1 h(τ) A 1 2 u ( t – τ ).5 1.13. as shown in Figure 6. the area starts decreasing.Graphical Evaluation of the Convolution Integral u(t)*h(t) t Figure 6.1 0 0.12.4 Evaluating (6.24) The plot for the interval 0 ≤ t ≤ 1 is shown in Figure 6. Convolution of u ( τ )*h ( τ ) at t = 1 for Example 6.14.4 0.5 2. and it becomes zero at t = 2 . 0.13.2 0.0 1.23) at t = 1 . As we continue shifting u ( t – τ ) to the right.

– 2t + 2 2 2 2 Thus.16.5 2.16.15.– ( t – 1 ) + ----------------------. Second Edition Orchard Publications . Signals for Example 6.5 0.5 Solution: Following the same procedure as in the previous example.17.1 0 0. For t > 2 . we form u ( t – τ ) by first constructing the image of u ( τ ) . Compute h ( t )*u ( t ) using the graphical evaluation method.15.25) 1 t – 2t + 1 t = 1 – -.25) at t = 2 . This is shown as u ( – τ ) in Figure 6. 0.5 The signals h ( t ) and u ( t ) are as shown in Figure 6. Convolution for 0 ≤ τ ≤ 2 of the signals of Example 6.4 Example 6.3 0.= --. for 1 < t < 2 .0 1. the area decreases in accordance with t ⁄ 2 – 2t + 2 .4 0. Evaluating (6.5 1. we find that u ( τ )*h ( τ ) = 0 .0 2 t ⁄ 2 – 2t + 2 2 t–t ⁄2 2 Figure 6.Chapter 6 The Impulse Response and Convolution ∫– ∞ ∞ 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 (6.0 0. is shown in Figure 6.2 0. the product u ( t – τ )h ( τ ) is zero since there is no overlap between these two signals. 6-12 Signals and Systems with MATLAB Applications. The convolution of these signals for 0 ≤ t ≤ 2 . u ( t ) = u0 ( t ) – u0 ( t – 1 ) 1 h(t) = e –t 1 0 t 0 1 t 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 . and it increases as point A moves further to the right. Second Edition Orchard Publications 6-13 . Formation of u ( t – τ ) for Example 6.18. and computation of the area from – ∞ to +∞ .5 As in the previous example.17. we get the sketch of Figure 6. we form u ( t – τ ) by shifting u ( – τ ) to the right by some value t as shown in Figure 6.5 Next. Signals and Systems with MATLAB Applications. Formation of the product u ( t – τ )*h ( τ ) for Example 6. Construction of u ( – τ ) for Example 6.19.5 We observe that u ( t – τ ) t=0 = u ( –τ ) Shifting u ( t – τ ) to the right so that t > 0 . u ( t – τ ).19 shows the product u ( t – τ )h ( τ ) as point A moves to the right.20 where the integral of the product is denoted by the shaded area. Figure 6. 1 u ( t –τ ) 0 t τ Figure 6.18. t = 0 1 u ( t – τ )*h ( τ ) = 0 for t = 0 h(τ) −1 A 0 τ Figure 6.Graphical Evaluation of the Convolution Integral u ( –τ ) 1 −1 τ 0 Figure 6.

21. t > 0 1 h(τ) A 0 t τ Figure 6. Second Edition Orchard Publications .26) at t = 1 . Convolution of u ( τ )*h ( τ ) for 0 ≤ t ≤ 1 in Example 6.26) Evaluating (6.Chapter 6 The Impulse Response and Convolution u ( t – τ ).0 1–e –t Figure 6.5 1.8 0.0 0.22.6 0. t = 1 1 h(τ) A 0 1 τ Figure 6.5 6-14 Signals and Systems with MATLAB Applications.0 0.2 0.0 0.0 1. u ( t – τ ).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. Convolution of u ( τ )*h ( τ ) at t = 1 for Example 6.632 (6.22.20.5 The maximum area is obtained when point A reaches t = 1 as shown in Figure 6. Shift of u ( t – τ ) for Example 6.27) The plot for the interval 0 ≤ t ≤ 1 is shown in Figure 6.21. we get 1–e –t t=1 = 1–e –1 = 0. u(t)*h(t) 1.5 2.4 0.

28) Evaluating (6. the product u ( t – τ )h ( τ ) approaches zero as t → ∞ .5 Therefore.Graphical Evaluation of the Convolution Integral As we continue shifting u ( t – τ ) to the right.6 0. Convolution for 0 ≤ t ≤ 2 of the signals of Example 6. u(t)*h(t) 1.5 1. is shown in Figure 6.2 0. for the time interval t > 1 .23. As shown in Figure 6.0 –t 1–e e (e – 1) –t Figure 6.23.0 0.0 1.233 . we have ∫t – 1 t u ( t – τ )h ( τ ) dτ = ∫t – 1 ( 1 ) ( e t –τ ) dτ = – e –τ t t–1 = e –τ t – 1 t = e –( t – 1 ) –e –t = e (e – 1) –t (6.5 Example 6.6 Perform the convolution v 1 ( t )*v 2 ( t ) where v 1 ( t ) and v 2 ( t ) are as shown in Figure 6.8 0. Convolution for interval 1 < t < 2 of Example 6. the area starts decreasing. we find that u ( τ )*h ( τ ) = 0.5 2. For t > 2 . t = 1 1 h(τ) A 0 t−1 t τ Figure 6. The convolution of these signals for 0 ≤ t ≤ 2 .24.0 0.28) at t = 2 .0 0.25. it approaches zero as t becomes large but never reaches the value of zero. Solution: We will use the convolution integral Signals and Systems with MATLAB Applications.24.4 0. Second Edition Orchard Publications 6-15 . u ( t – τ ).

27. Second Edition Orchard Publications . v1 ( t ) 2 v2 ( t – τ ) 1 v 1 ( t )*v 2 ( t ) = 2 × 1 × t = 2t t τ 1 Figure 6.29. Signals for Example 6.25.Chapter 6 The Impulse Response and Convolution v1 ( t ) 2 v2 ( t ) 1 t 1 t 2 Figure 6.26 through 6. v1 ( t ) v2 ( –τ ) 2 1 τ 1 τ −2 Figure 6. Formation of v 2 ( t – τ ) and convolution with v 1 ( t ) For 0 < t < 1 . v 1 ( t )∗ v 2 ( t ) = ∫ 0 ( 1 ) ( 2 ) dτ t = 2τ t 0 = 2t (6. Figure 6. and are evident from the sketches of Figures 6.30) 6-16 Signals and Systems with MATLAB Applications.29) The computation steps are as in the two previous examples.26 shows the formation of v 2 ( – τ ) .26.6 v 1 ( t )∗ v 2 ( t ) = ∫–∞ v ( τ )v ( t – τ ) dτ 1 2 ∞ (6.27 shows the formation of v 2 ( t – τ ) and convolution with v 1 ( t ) for 0 < t < 1 .6 Figure 6. Formation of v 2 ( – τ ) for Example 6.

v1 ( t ) 2 1 1 t–2 v2 ( t – τ ) τ t Figure 6. we obtain the waveform of Figure 6. (6. v 1 ( t )∗ v 2 ( t ) = ∫0 1 ( 1 ) ( 2 ) dτ = 2τ 1 0 = 2 (6.30 that represents the convolution of the signals v 1 ( t ) and v 2 ( t – τ ) .31) Figure 6.30).28.Graphical Evaluation of the Convolution Integral Figure 6.32).29 shows the convolution of v 2 ( t – τ ) with v 1 ( t ) for 2 < t < 3 . Convolution of v 1 ( t ) with v 2 ( t ) for 0 < t < 3 Signals and Systems with MATLAB Applications. Convolution of v 2 ( t – τ ) with v 1 ( t ) for 2 < t < 3 For 2 < t < 3 v 1 ( t )∗ v 2 ( t ) = ∫t – 2 ( 1 ) ( 2 ) d τ 1 = 2τ 1 t–2 = – 2t + 6 (6.32) From (6. and (6.31).28 shows the convolution of v 2 ( t – τ ) with v 1 ( t ) for 1 < t < 2 . Convolution of v 2 ( t – τ ) with v 1 ( t ) for 1 < t < 2 For 1 < t < 2 .30. ( v 1 ( t ) )∗ v 2 ( t ) 2 0 1 2 3 t Figure 6.29. 2 v2 ( t – τ ) 1 τ v1 ( t ) 1t Figure 6. Second Edition Orchard Publications 6-17 .

use the convolution integral to find the capacitor voltage when the input is the unit step function u 0 ( t ) . We integrate this product by varying t from – ∞ to +∞ . 4. We substitute u ( t ) and h ( t ) with u ( τ ) and h ( τ ) respectively. The circuit of Figure 6.34. 2.31 was analyzed in Example 6. We multiply the two functions to obtain the product u ( t – τ ) h ( τ ) . We slide u ( – τ ) or h ( – τ ) to the right a distance t to obtain u ( t – τ ) or h ( t – τ ) .33) With the given values. and v C ( 0 − ) = 0 .31.7 For the circuit of Figure 6.1 where we found that 1 – t ⁄ RC u0 ( t ) h ( t ) = ------. 6. the procedure for the graphical evaluation of the convolution integral. Second Edition Orchard Publications .31. 6-18 Signals and Systems with MATLAB Applications. we must know the impulse response h ( t ) of this circuit. The formation of u 0 ( – τ ) is shown in Figure 6.33) reduces to h ( t ) = e u0 ( t ) –t (6. R 1Ω C 1F + u0 ( t ) + − − vC ( t ) Figure 6. Circuit for Example 6.32. We fold (form the mirror image of) u ( τ ) or h ( τ ) about the vertical axis to obtain u ( – τ ) or h ( – τ ) . Example 6.Chapter 6 The Impulse Response and Convolution In summary. or u ( τ ) h ( t – τ ) . 5. is as follows: 1. we use the graphical evaluation of the convolution integral as shown in Figures 6.32 through 6.5 Circuit Analysis with the Convolution Integral We can use the convolution integral in circuit analysis as illustrated by the following example.7 Solution: Before we apply the convolution integral.34) Next. 3.e RC (6. (6.

35) and the convolution u 0 ( t )*h ( t ) is shown in Figure 6. u0 ( t –τ ) 1 0 t τ Figure 6. Convolution of u 0 ( t )∗ h ( t ) for Example 6.0 1.35.34 shows the convolution ( u 0 ( t ) )∗ h ( t ) .32. Formation of u 0 ( – τ ) for Example 6.33 shows the formation of u 0 ( t – τ ) .0 0.34.7 Therefore.8 0.0 2. Formation of u 0 ( t – τ ) for Example 6.7 Figure 6.0 4.35.6 0. –t ( 1 – e )u 0 ( t ) 0.0 Figure 6. Second Edition Orchard Publications 6-19 .Circuit Analysis with the Convolution Integral u0 ( –τ ) 1 τ 0 Figure 6. we get u 0 ( t )*h ( t ) = ∫– ∞ 1.33.2 0.0 3. Convolution of u 0 ( t )*h ( t ) for Example 6.7 Figure 6.0 ∞ u 0 ( t – τ )h ( τ ) dτ = ∫0 ( 1 )e t –t dτ = – e –t t 0 = e –t 0 t = ( 1 – e )u 0 ( t ) –t (6. 1 h(τ) 0 t τ Figure 6.7 Signals and Systems with MATLAB Applications.4 0. for the interval 0 < t < ∞ .

[ f ( t ) + f ( – t ) ] 2 or as 1 f o ( t ) = -. Second Edition Orchard Publications . • Any function of time can be expressed as the sum of an even and an odd function. • The integral ∞ ∫–∞ u ( τ )h ( t – τ ) dτ or ∫–∞ u ( t – τ )h ( τ ) dτ is known as the convolution integral. f ( t ) = fe ( t ) + fo ( t ) • The delta function is an even function of time. that is.Chapter 6 The Impulse Response and Convolution 6. 6-20 Signals and Systems with MATLAB Applications. we can compute the response to any input u ( t ) ∞ with the use of the convolution integral.6 Summary • The impulse response is the output (voltage or current) of a network when the input is the delta function. • A function f ( t ) is an even function of time if the following relation holds. and the product of an even function times an odd function. –f ( –t ) = f ( t ) • The product of two even or two odd functions is an even function. can be expressed as 1 f e ( t ) = -.[ f ( t ) – f ( – t ) ] 2 where f e ( t ) denotes an even function and f o ( t ) denotes an odd function. • The determination of the impulse response assumes zero initial conditions. • If we know the impulse response of a network. • 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. is an odd function.

where the asterisk (*) denotes convolution. Second Edition Orchard Publications 6-21 .Summary • The convolution integral is usually denoted as u ( t )*h ( t ) or h ( t )*u ( t ) . Signals and Systems with MATLAB Applications. • The convolution integral is more conveniently evaluated by the graphical evaluation method.

38 using the convolution integral. 6-22 Signals and Systems with MATLAB Applications.37. that is. R 1Ω iL ( t ) L 1H + u0 ( t ) i(t) Figure 6. 4.5 by forming h ( t – τ ) instead of u ( t – τ ) .4 by forming h ( t – τ ) instead of u ( t – τ ) . compute the voltage v L ( t ) across the inductor. use the convolution integral ∫–∞ u( τ )h ( t – τ ) dτ 3.7 Exercises 1.37. R iL ( t ) + δ(t) − L Figure 6. Compute the impulse response h ( t ) = i L ( t ) in terms of R and L for the circuit of Figure 6. Repeat Example 6. the response is the current i L ( t ) .36. Compute v out ( t ) for the network of Figure 6. For the series RL circuit shown in Figure 6. Circuit for Exercise 1 2. Circuit for Exercise 5 6. Compute v 1 ( t )*v 2 ( t ) given that ⎧ 4t v1 ( t ) = ⎨ ⎩0 t≥0 t<0 ⎧ e – 2t v2 ( t ) = ⎨ ⎩ 0 t≥0 t<0 ∞ 5.Chapter 6 The Impulse Response and Convolution 6.36. given that v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) . Repeat Example 6. Then. Use the convolution integral to find the response when the input is the unit step u 0 ( t ) . Second Edition Orchard Publications .

Second Edition Orchard Publications 6-23 . Compute v out ( t ) for the circuit of Figure 6.Exercises L + 1H R + v in ( t ) − v out ( t ) 1Ω − Figure 6.39 given that v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) .39. Network for Exercise 7 Hint: Use the result of Exercise 6. Network for Exercise 6 7.38. R + 1Ω L 1H + v in ( t ) − v out ( t ) − Figure 6. Signals and Systems with MATLAB Applications.

= δ ( t ) dt Letting state variable x = i . b = 1 ⁄ L .8 Solutions to Exercises 1. Its solution is x( t) = e A ( t – t0 ) x0 + e At ∫0 e t –A τ bu ( τ ) dτ and from (6.v L = L ---. Second Edition Orchard Publications . Alternately. and then decreases to zero at t = 2 .i ( t ) = L ---. and u = δ ( t ) .5) h ( t ) = i ( t ) = e bu 0 ( t ) = e At – ( R ⁄ L )t ⋅ 1 ⁄ L ⋅ u 0 ( t ) = ( 1 ⁄ L )e – ( R ⁄ L )t u0 ( t ) The voltage v L across the inductor is found from d d d 1 – ( R ⁄ L )t – ( R ⁄ L )t – ( R ⁄ L )t .Chapter 6 The Impulse Response and Convolution 6. using the convolution integral we get 6-24 Signals and Systems with MATLAB Applications.e u 0 ( t ) ⎞ = ( – R ⁄ L )e u0 ( t ) + e δ(t) ⎝L ⎠ dt dt dt and using the sampling property of the delta function the above reduces to v L = ( – R ⁄ L )e – ( R ⁄ L )t u0 ( t ) + δ ( t ) 2. the above relation is written as · x = ( – R ⁄ L )x + ( 1 ⁄ L )δ ( t ) · and this has the form x = Ax + bu where A = – R ⁄ L . 1 h(t) h ( –τ ) −1 1 h ( t –τ ) 1 1 1 0 1 0 τ 0 t τ 0 1 τ 0 t–1 1 t τ From the plots above we observe that the area reaches the maximum value of 1 ⁄ 2 at t = 1 .h ( t ) = L ---.⎛ -. R + δ(t) − L iL ( t ) di Ri + L ---.

Area 1 = 1 ⁄ 2 square units Next. using the convolution integral we get u ( t )*h ( t ) = –t –τ τ ∫–∞ u ( τ )h ( t – τ ) dτ –( t – τ ) ∞ where h ( t ) = e .+ ( 1 – t )t = t – ----2 2 2 2 and we observe that at t = 1 . and h ( t – τ ) = e Area 1 = . Then.– ( 1 – t ) ⋅ ( t – 1 ) = --. for 1 < t < 2 τ Area 2 = [ ( 1 – t ) + τ ] dτ = ---.Solutions to Exercises u ( t )*h ( t ) = ∫–∞ u ( τ )h ( t – τ ) dτ ∞ where h ( t ) = – t + 1 . h ( – τ ) = e . and h ( t – τ ) = – ( t – τ ) + 1 = 1 – t + τ . h ( τ ) = – τ + 1 .+ ( 1 – t )τ 2 t–1 ∫ 1 2 1 t–1 2 t 1 (t – 1) = -. Area 2 = 0 3. Second Edition Orchard Publications 6-25 . 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 Signals and Systems with MATLAB Applications. h ( τ ) = e . and then decreases exponentially to zero as t → ∞ . for 0 < t < 1 τArea 1 = [ ( 1 – t ) + τ ] dτ = ---. Then.– 2t + 2 2 2 2 2 and we observe that at t = 2 . Alternately. 1 h(t) t h ( –τ ) 0 1 1 1 h ( t –τ ) τ 0 0 t 1 τ 0 1 t τ From the plots above we observe that the area reaches its maximum value at t = 1 . h ( – τ ) = τ + 1 .+ ( 1 – t )τ 2 0 ∫ t 2 t 0 t= t .+ 1 – t – ----------------.

1 v2 ( t ) t v2 ( –τ ) 0 1 v2 ( t –τ ) v 1 ( t )*v 2 ( t ) 4t 0 τ τ 0 0 –2 ( t – τ ) t t t 2τ τ v 1 ( t )*v 2 ( t ) = ∫0 t v 1 ( τ )v 2 ( t – τ ) dτ = ∫0 ax 4τe dτ = 4e – 2t ∫0 τe dτ From tables of integrals. It was found in Exercise 1 as h ( t ) = i ( t ) = ( 1 ⁄ L )e – ( R ⁄ L )t u0 ( t ) and with the given values. ilaplace(4/(s^3+2*s^2)) ans = 2*t-1+exp(-2*t) 5.Chapter 6 The Impulse Response and Convolution Area 2 = ∫0 1 (1 ⋅ e –( t – τ ) ) dτ = e –t ∫0 1 e dτ = e e τ –t τ 1 0 = e (e – e ) = e (e – 1) –t 1 0 –t 4. ∫ and thus v 1 ( t )*v 2 ( t ) = ( 4e 0 – 2t e ax xe dx = -----. h ( t ) = e u0 ( t ) –t 6-26 Signals and Systems with MATLAB Applications. To use the convolution integral we must first find the impulse response.( ax – 1 ) 2 a 2τ t e ( 2τ – 1 ) ) -------------------------4 – 2t = e 0 – 2t [ e ( 2t – 1 ) – e ( – 1 ) ] 2t 0 = e ( 2t – 1 + e ) = 2t + e – 2t –1 Check: v 1 ( t )*v 2 ( t ) ⇔ V 1 ( s ) ⋅ V 2 ( s ) . V1 ( s ) = 4 ⁄ s . Second Edition Orchard Publications . 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.

. that is. Then. v in ( t ) = δ ( t ) . i( t ) v = u (t) = in 0 h(t) 1 ∫–∞ u0 ( t – τ )h ( τ ) dτ 1 ∞ e 0 –t u0 ( –τ ) t 1 u0 ( t –τ ) τ τ h ( t –τ ) 1 0 0 0 t τ i( t ) v = u (t) = in 0 ∫0 ( 1 ) ⋅ e 1 t –τ dτ = – e –τ t 0 = e –τ 0 t = ( 1 – e ) ( u0 ( t ) ) –t u 0 ( t )*h ( t ) t 6.Solutions to Exercises R 1Ω iL ( t ) L 1H + u0 ( t ) i(t) When the input is the unit step u 0 ( t ) .+ Ri L = δ ( t ) dt and with i L = x · 1 ⋅ x + 1 ⋅ x = δ(t) or · x = – x + δ(t) · By comparison with x = Ax + bu we see that A = – 1 and b = 1 . the output when the input is the delta function. Second Edition Orchard Publications 6-27 . i. Signals and Systems with MATLAB Applications. We will first compute the impulse response. by KVL di L L -----.e.

1 h(τ) 0< t<1 0 t t>1 τ ∫0 t ( 1 ) ( e ) dτ = – e –τ –τ t 0 = e –τ 0 t = 1–e –t 1 h(τ) 0 t−1 t ∫t – 1 ( 1 ) ( e τ t –τ ) dτ = – e –τ t t–1 = e –τ t – 1 t = e (e – 1) –t 7.Chapter 6 The Impulse Response and Convolution From (6. 0< t<1 ⎧1 – e vR = ⎨ ⎩ e –t ( e – 1 ) t>1 –t Then. Second Edition Orchard Publications . The remaining steps are as in Example 6. 0< t<1 ⎧ (1 – (1 – e ) = e ) vR = ⎨ –t –t ⎩ 0 – e ( e – 1 ) = ( 1 – e )e t>1 –t –t 6-28 Signals and Systems with MATLAB Applications. R + 1Ω L 1H + v in ( t ) − v out ( t ) − v in ( t ) = u 0 ( t ) – u 0 ( t – 1 ) v out ( t ) = v L = v in – v R where from Exercise 6. for this circuit. v out ( t ) = v in ( t )*h ( t ) . 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.5 shown below.5) h ( t ) = e bu 0 ( t ) = e ⋅ 1 = e At –t –t Now.

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

Then. that is.4) ( sin mt ) ( cos nt ) dt = 0 (7.1. the second harmonic.3) 2π cos m t dt = 0 (7. the product of the sine and cosine functions under the integral evaluated from 0 to 2π is zero. the fundamental. second and third harmonic 7. The integral of (7. and so on. must produce the waveform f ( t ) . 7-2 Signals and Systems with MATLAB Applications. ∫0 ∫0 ∫0 2π 2π sin mt dt = 0 (7.2. Total 2nd Harmonic 3rd Harmonic Fundamental Figure 7. and for convenience. Let us consider the functions sin mt and cos m t where m and n are any integers. This will be shown shortly.2 Evaluation of the Coefficients Evaluations of a i and b i coefficients of (7. we have assumed that ω = 1 .5) The integrals of (7.Chapter 7 Fourier Series DC .4) are zero since the net area over the 0 to 2π area is zero. Summation of a fundamental. the sum of two or more sinusoids of different frequencies produce a waveform that is not a sinusoid as shown in Figure 7.5) is also is zero since 1 sin x cos y = -. Generally. Second Edition Orchard Publications . where we observe that the net shaded area above and below the time axis is zero.[ sin ( x + y ) + sin ( x – y ) ] 2 This is also obvious from the plot of Figure 7.1.1) is not a difficult task because the sine and cosine are orthogonal functions.3) and (7.

We observe that the net shaded area above and below the time axis is zero.6) can also be confirmed graphically as shown in Figure 7.3. Second Edition Orchard Publications 7-3 . then. where m = 2 and n = 3 .Evaluation of the Coefficients sin x sin x ⋅ cos x cos x Figure 7.3. if m and n are different integers. then.[ cos ( x – y ) – cos ( x – y ) ] 2 The integral of (7. Graphical proof of ∫0 2π ( sin mt ) ( cos nt ) dt = 0 Moreover.2. ∫0 since 2π ( sin mt ) ( sin nt ) dt = 0 (7.6) 1 ( sin x ) ( sin y ) = -. Signals and Systems with MATLAB Applications. if m and n are different integers. sin 2x sin 3x sin 2x ⋅ sin 3x Figure 7. Graphical proof of ∫0 2π ( sin mt ) ( sin nt ) dt = 0 for m = 2 and n = 3 Also.

7) 1 ( cos x ) ( cos y ) = -. Graphical proof of ∫0 2π ( cos m t ) ( cos nt ) dt = 0 for m = 2 and n = 3 However. then. 7-4 Signals and Systems with MATLAB Applications. We observe that the net shaded area above and below the time axis is zero. if in (7.4.8) ∫0 2π ( cos m t ) dt = π 2 (7.9) The integrals of (7. ∫0 and 2π ( sin mt ) dt = π 2 (7.8) and (7. The simplification obtained by application of the orthogonality properties of the sine and cosine functions. where m = 2 and n = 3 .Chapter 7 Fourier Series ∫0 since 2π ( cos m t ) ( cos nt ) dt = 0 (7. It was stated earlier that the sine and cosine functions are orthogonal to each other. m = n . becomes apparent in the discussion that follows.4. Second Edition Orchard Publications .6.6) and (7.5 and 7.9) can also be seen to be true graphically with the plots of Figures 7. cos 3x cos 2x cos 2x ⋅ cos 3x Figure 7.7).[ cos ( x + y ) + cos ( x – y ) ] 2 The integral of (7.7) can also be confirmed graphically as shown in Figure 7.

for simplicity. Graphical proof of ∫0 2π ( sin mt ) dt = π 2 cos x cos x 2 Figure 7.10) by sin 2t . Graphical proof of ∫0 2π ( cos m t ) dt = π 2 In (7. Second Edition Orchard Publications 7-5 . we let ω = 1 . 1 f ( t ) = -.a 0 + a 1 cos t + a 2 cos 2t + a 3 cos 3t + a 4 cos 4t + … 2 + b 1 sin t + b 2 sin 2t + b 3 sin 3t + b 4 sin 4t + … (7.Evaluation of the Coefficients 2 sin x sin x Figure 7. we multiply both sides of (7. and we integrate over the period 0 to 2π . Then.10) To evaluate any coefficient.5. Signals and Systems with MATLAB Applications.1). we multiply both sides of the above expression by dt .6. 1 f ( t ) sin 2t = -. Then. Then.a 0 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 + … 2 b 1 sin t sin 2t + b 2 ( sin 2t ) + b 3 sin 3t sin 2t + b 4 sin 4t sin 2t + … 2 Next. say b 2 .

12) yields the average ( DC ) value of f ( t ) .11) except the term b2 ∫0 2π ( sin 2t ) dt 2 is zero as we found in (7. The remaining coefficients can be evaluated similarly.a 0 = ----2 2π 1 a n = -π 2π ∫0 2π f ( t ) dt (7. Therefore.11) sin 3t sin 2t dt 2π sin 4t sin 2t dt + … We observe that every term on the right side of (7.13) 1 b n = -π ∫0 2π f ( t ) sin nt dt (7. Second Edition Orchard Publications . 7-6 Signals and Systems with MATLAB Applications.11) reduces to ∫0 or 2π f ( t ) sin 2t dt = b 2 ∫0 2π ( sin 2t ) dt = b 2 π 2 1 b 2 = -π ∫0 2π f ( t ) sin 2t dt and thus we can evaluate this integral for any given function f ( t ) . (7.a 0 2 ∫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 + b4 ∫0 ∫0 ∫0 2π cos 3t sin 2t dt + a 4 sin t sin 2t dt + b 2 ∫0 2π cos 4t sin 2t dt + … 2 2π ∫0 2π ( sin 2t ) dt + b 3 ∫0 2π (7.7).12) ∫0 f ( t ) cos nt dt (7. a n . and b n are found from the following relations. The coefficients a 0 .Chapter 7 Fourier Series ∫0 2π 1 f ( t ) sin 2t dt = -.6) and (7.14) The integral of (7. 1 1-.

that is. it is possible to predict which terms will be present in the trigonometric Fourier series.3 Symmetry With a few exceptions such as the waveform of Example 7. the series will consist of cosine terms only. cosine. only odd (odd cosine and odd sine) harmonics will be present. Some waveforms have cosine terms only. if f ( t ) is an even function. Signals and Systems with MATLAB Applications. Still other waveforms have or have not DC components.Symmetry 7. will be zero. We defined odd and even functions in Chapter 6. However. We recall that odd functions are those for which –f ( –t ) = f ( t ) (7. whereas the product of an odd function and an even function will result in an odd function. all even (even cosine and even sine) harmonics will be zero. all the a i coefficients including a 0 . we recall that any periodic function with period T . In other words. In other words. and a 0 may or may not be zero. the series will consist of sine terms only. 2. that is. the sum (or difference) of an odd and an even function will yield a function which is neither odd nor even. all the b i coefficients will be zero. if it is an odd function. an odd function has odd powers of the independent variable t . In other words. 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. the most common waveforms that are used in science and engineering. Even symmetry − If a waveform has even symmetry.17) f(t) = f(t + T) that is. by observing whether or not the given waveform possesses some kind of symmetry. is expressed as (7. Odd symmetry − If a waveform has odd symmetry.6. Thus. Half-wave symmetry − If a waveform has half-wave symmetry (to be defined shortly). These are: 1.15) and even functions are those for which f ( –t ) = f ( t ) (7. Generally. the product of two odd functions or the product of two even functions will result in an even function. and an even function has even powers of the independent variable t . will have the same value again at a later time t + T . 3. Fortunately. Second Edition Orchard Publications 7-7 . do not have the average. and sine terms all present. if f ( t ) is an odd function. the function with value f ( t ) at any time t . To understand half-wave symmetry.16) Examples of odd and even functions were given in Chapter 6. while others have sine terms only.

the waveform will have neither odd nor even symmetry. such as f ( a ) and f ( b ) . as shown in Figure 7.11 for any of the three types of symmetry. we see that the square waveform now becomes an even function and has half-wave symmetry since f ( – t ) = f ( t ) and – f ( t + T ⁄ 2 ) = f ( t ) . but inverted. 1. 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. 2.7.18) that is.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 ) . and therefore. Square waveform with ordinate axis shifted If we shift the ordinate axis π ⁄ 2 radians to the right. 7-8 Signals and Systems with MATLAB Applications. It is also an odd function and has half-wave symmetry since – f ( – t ) = f ( t ) and –f ( t + T ⁄ 2 ) = f ( t ) .8. and observe the values of f ( t ) at the left and right points on the time axis. has half-wave symmetry if –f ( t + T ⁄ 2 ) = f ( t ) (7.7 through 7. T A T/2 f(b) π 2π 0 f(a) T/2 ωt −A Note Figure 7. the average value over one period T is zero. if the ordinate axis is shifted by any other value other than an odd multiple of π ⁄ 2 . Also. a 0 = 0 . Obviously.7. Second Edition Orchard Publications . If there is half-wave symmetry. We will test the waveforms of Figures 7.Chapter 7 Fourier Series A periodic waveform with period T . the shape of the negative half-cycle of the waveform is the same as that of the positive halfcycle. a 0 = 0 . Square waveform For the waveform of Figure 7.

Sawtooth waveform T A −2π −π 0 T/2 π T/2 2π ωt −A Figure 7. a 0 = 0 .Symmetry T A −π/2 π/2 2π π −2π −π 0 ωt T/2 −A T/2 Figure 7. Sawtooth waveform test for symmetry For the sawtooth waveform of Figure 7.9. the average value over one period T is zero and therefore. Square waveform with ordinate shifted by π ⁄ 2 3.8. Second Edition Orchard Publications 7-9 .9. Triangular waveform T A −2π −π T/2 0 π T/2 2π ωt −A Figure 7.10. Triangular waveform test for symmetry Signals and Systems with MATLAB Applications. but has no half-wave symmetry since – f ( t + T ⁄ 2 ) ≠ f ( t ) 4. It is also an odd function because – f ( – t ) = f ( t ) .

This is necessary in order to test the fundamental. the limits of integration for the coefficients a n and b n are given as 0 to 2π . Moreover. we can choose the limits of integration as – π to +π . one period T . The fundamental has half-wave symmetry since the a and – a values. a 0 = 0 . Fundamental. Also. are equal and opposite. second.11 shows a fundamental. we can choose the limits of integration from 0 to π ⁄ 2 and multiply the integral by 4 . Fundamental. The second harmonic has no half-wave symmetry because the ordinates b on the left and b on the right. The third harmonic has half-wave symmetry since the c and – c values. if the waveform has half-wave symmetry and is also an odd or an even function. there are not opposite in sign. It is also an odd function since – f ( – t ) = f ( t ) . it has half-wave symmetry because – f ( t + T ⁄ 2 ) = f ( t ) 5.Chapter 7 Fourier Series For this triangular waveform of Figure 7. Second Edition Orchard Publications . if the given waveform is an odd function. Τ/2 a b Τ/2 b c Τ/2 −a −c Figure 7.12) through (7. or an even function. second. Moreover. we must evaluate the coefficients a n and b n for the integer values of n that will result in non-zero coefficients.14). the average value over one period T is zero and therefore. we can compute the non-zero coefficients a n and b n by integrating from 0 to π only.10. is chosen as the half period of the period of the fundamental frequency. second. when separated by T ⁄ 2 . This point will be illustrated in Example 7. These waveforms can be either odd or even depending on the position of the ordinate. the half period T ⁄ 2 . The proof is based on the fact that. 7-10 Signals and Systems with MATLAB Applications. and also that the product of two odd functions results also in an even function. it is important to remember that when using these shortcuts. that is.2. and third harmonic of a typical sinewave. or has half-wave symmetry. although are equal. Second and Third Harmonics of a Sinusoid Figure 7. Also.11.11. and third harmonic test for symmetry In Figure 7. and third harmonics for halfwave symmetry. and multiply the integral by 2 . In the expressions of the integrals in (7. the product of two even functions is another even function. Of course. when separated by T ⁄ 2 are equal and opposite. However. all three waveforms have zero average value unless the abscissa axis is shifted up or down.

we will get the indeterminate form 0 ⁄ 0 . the average ( DC ) value is zero. only odd harmonics will be present since this waveform has half-wave symmetry. To work around this problem.19) A A = ----.12.1 Compute the trigonometric Fourier series of the square waveform of Figure 7.20) Signals and Systems with MATLAB Applications. by inspection.19) are zero and therefore.4 Waveforms in Trigonometric Form of Fourier Series Example 7. for brevity. the terms inside the parentheses on the second line of (7.19). this waveform is an odd function. all a i coefficients are zero.Waveforms in Trigonometric Form of Fourier Series We will now derive the trigonometric Fourier series of the most common periodic waveforms. we will assume that ω = 1 . we will compute all coefficients to verify this. Square waveform for Example 7.( 2 sin nπ – sin n2π ) nπ nπ and since n is an integer (positive or negative) or zero. as expected since the square waveform has odd symmetry. Second Edition Orchard Publications 7-11 . However. we will evaluate a 0 directly from (7.( sin nπ – 0 – sin n2π + sin nπ ) = ----. but if we attempt to verify this using (7. 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 Aπ ( – A ) cos nt dt = ----.( π – 0 – 2π + π ) = 0 π (7.12). Also.( sin nt 0 – sin nt nπ 2π ) π (7. 7. T A π 0 −A 2π ωt Figure 7. Also. Moreover.1 Solution: The trigonometric series will consist of sine terms only because.12. 1 a 0 = -π ∫0 π A dt + ∫π 2π A ( – A ) dt = -. Then. as we already know.

Then. 7-12 Signals and Systems with MATLAB Applications.21) A A = ----.sin 3ωt + -. that is.sin 5ωt + …⎞ = -----⎝ ⎠ π 5 3 π n = odd ∑ 1 -. (7. (7. we can integrate from 0 to π ⁄ 2 . Therefore. Example 7. we are only concerned with the odd b n coefficients.( 1 – 2 cos nπ + cos 2nπ ) nπ nπ For n = even .22) It was stated above that.21) yields A b n = ----.( 1 – 2 + 1 ) = 0 nπ as expected. For n = odd .14). if the given waveform has half-wave symmetry.( – cos nπ + 1 + cos 2nπ – cos nπ ) = ----.2 Compute the trigonometric Fourier series of the square waveform of Example 1 by integrating from 0 to π ⁄ 2 .⎛ sin ωt + -. and multiplying the result by 4 . Second Edition Orchard Publications .( 1 + 2 + 1 ) = -----nπ nπ and thus -----b 1 = 4A π 4A b 3 = -----3π 4A b 5 = -----5π and so on.sin nωt n (7. 1 b n = -π ∫0 2π 1 f ( t ) sin nt dt = -π ∫0 π A sin nt dt + ∫π 2π A π ( – A ) sin nt dt = ----.( – cos n t 0 + cos nt nπ 2π ) π (7.21) reduces to A 4A b n = ----. We will apply this property to the following example. and multiply the integral by 4 . since the square waveform has half-wave symmetry.Chapter 7 Fourier Series The b i coefficients are found from (7. Solution: Since the waveform is an odd function and has half-wave symmetry. and it is also an odd or an even function. the trigonometric Fourier series for the square waveform with odd symmetry is 4A 1 1 4A f ( t ) = -----.

we observe from (7. Thus. Second Edition Orchard Publications 7-13 . Also.⎛ – cos n -. Signals and Systems with MATLAB Applications.+ 1⎞ ⎝ ⎠ 2 nπ (7.25) We observe that for n = even . T A 0 π/2 π 3π / 2 2π ωt −A Figure 7. (7.( sin nt nπ π⁄2 ) 0 π 4A = -----.⎞ ⎝ 2⎠ nπ (7.13.13.1.( – cos n t nπ π⁄2 0 π 4A ) = -----. Solution: This is the same waveform as in Example 7. Waveform for Example 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 A cos nt dt = -----. and thus the series is the same as in Example 1. it still has half-wave symmetry. will alternate between +1 and – 1 depending on π 2 the odd integer assigned to n . by inspection.3 For n = odd . the trigonometric Fourier series will consist of odd cosine terms only. Since the waveform has half-wave symmetry and is an even function.23) For n = odd .( – 0 + 1 ) = 4A nπ nπ (7. Therefore. except that the ordinate has been shifted to the right by π ⁄ 2 radians. and multiply the integral by 4 . Example 7.. and has become an even function. it will suffice to integrate from 0 to π ⁄ 2 .25) that sin n -. However.24) as before. all a n coefficients are zero.Waveforms in Trigonometric Form of Fourier Series 1 b n = 4 -π ∫0 π⁄2 4A f ( t ) sin nt dt = -----.⎛ sin n -. and thus all even harmonics are zero as expected.23) becomes 4A -----b n = -----.3 Compute the trigonometric Fourier series of the square waveform of Figure 7. the average ( DC ) value is zero.

i.sin ⎛ 5ωτ + 5π⎞ + … ---------⎝ π 2⎠ 2⎠ 5 ⎝ 2⎠ 3 ⎝ (7.⎛ sin ωt + -.29) as 4A 1 1 f ( τ ) = -----. if we compute the trigonometric Fourier series with reference to one ordinate. 7. it becomes – 4A a n = --------nπ Then. and so on. and so on. 15 . and so on. the trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A 1 f ( t ) = -----. but shifted to the right by π ⁄ 2 radians.⎛ cos ω t – -.sin ⎛ 3ωτ + 3π⎞ + -. (7. Second Edition Orchard Publications . and afterwards we want to recompute the series with reference to a different ordinate.11.Chapter 7 Fourier Series 4A a n = ± -----nπ (7.cos 3ωt + -.28) and substitute ωt with ωt + π ⁄ 2 . With this substitution. we let ωt = ωτ + π ⁄ 2 .sin ⎛ ωτ + π⎞ + -.cos 5ωt – …⎞ = -----⎠ π 5 π⎝ 3 n = odd ∑ ( –1 ) (n – 1) ---------------2 1 -.3 is the same as of Example 7.28) becomes 1 1 4A ---f ( τ ) = -----. we can use the result of Example 7. we rewrite (7.27) Alternate Solution: Since the waveform of Example 7.sin 3 ⎛ ωτ + π⎞ + -. 5. 9. 13 . that is.30) and this is the same as (7. 11.26) For n = 1. 1 1 4A f ( t ) = -----. 7-14 Signals and Systems with MATLAB Applications.sin ⎛ ωτ + π⎞ + -. we can use the above procedure to save time. sin ( x + 3π ⁄ 2 ) = – cos x .cos 5ωτ – … π 3 5 (7.cos ωτ – -.sin 5 ⎛ ωτ + π⎞ + … ⎝ ⎝ ⎠ 5 ⎝ ⎠ 3 π 2⎠ 2 2 1 1 4A = -----.cos n ωt n (7. Therefore.sin 3ωt + -.26) becomes 4A a n = -----nπ and for n = 3. relation (7.sin 5ωt + …⎞ ⎠ 5 3 π ⎝ (7.22).cos 3ωτ + -..1.e.29) and using the identities sin ( x + π ⁄ 2 ) = cos x .

∫ x sin ax dx Then. we can choose the limits from – π to +π . T A −π −2π −A π 0 2π ωt Figure 7. since the waveform is an odd function. If we choose the limits of integration from 0 to 2π .14.4 Compute the trigonometric Fourier series of the sawtooth waveform of Figure 7.sin a x – -. we only need to evaluate the b n coefficients.cos ax 2 a a (7. and thus we will only need one integration since A f ( t ) = -. the DC component is zero. From tables of integrals. As before.t π –π < t < π Better yet. and multiply the integral by 2 . we will need to perform two integrations since ⎧ At -π ⎪ f(t) = ⎨ ⎪ A t – 2A -⎩π 0<t<π π < t < 2π However. we can integrate from 0 to π . we will assume that ω = 1 . By inspection. therefore.Waveforms in Trigonometric Form of Fourier Series Example 7.31) Signals and Systems with MATLAB Applications. it contains sine terms only with both odd and even harmonics. Sawtooth waveform Solution: This waveform is an odd function but has no half-wave symmetry. Accordingly. 1x = ---.14. this is what we will do. Second Edition Orchard Publications 7-15 .

5 Find the trigonometric Fourier series of the triangular waveform of Figure 7. Thus.32) reduces to 2A 2A b n = ---------.⎛ ---.sin 4ωt + …⎞ = -----⎠ π 4 3 2 π⎝ ∑ ( –1 ) n–1 1 -. Accordingly.sin nωt n (7.t sin nt dt = 2A -----π π2 ∫0 π t 2A 1t sin nt dt = -----. 7-16 Signals and Systems with MATLAB Applications.( sin nπ – nπ cos nπ ) n2 π2 π 0 (7.( nπ ) = -----n2 π2 nπ that is.5 Solution: This waveform is an odd function and has half-wave symmetry. (7. the trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A 1 1 1 2A f ( t ) = -----. cos nπ = – 1 . 2A 2A b n = ---------.33) Example 7.sin nt – -.⎛ sin ωt – -.15. 2. Then.sin 2ωt + -.Chapter 7 Fourier Series 2 b n = -π ∫0 π A -.15.cos nt⎞ ⎠ n π2 ⎝ n2 2A = ---------. the odd harmonics have positive coefficients. sin nπ = 0 and cos nπ = 1 . T ωt A −2π −π −A π/2 0 π 2π Figure 7. then. We will choose the limits of integration from 0 to π ⁄ 2 . we only need to evaluate the b n coefficients.32) 2A = ---------. If n = odd . the even harmonics have negative coefficients.sin 3ωt – -. Second Edition Orchard Publications .( sin nt – nt cos nt ) n2 π2 π 0 We observe that: 1. If n = even . the trigonometric Fourier series will contain sine terms only with odd harmonics.( – nπ ) = – -----n2 π2 nπ that is. Assume ω = 1 . Triangular waveform for Example 7. sin nπ = 0 . Then. and will multiply the integral by 4 .

From tables of integrals.= ⎨ 2 8A ⎪ – 1 for n = 3. the sine term yields 8A ⎧ 1 for n = 1.⎞ 2 2 ⎝ 2 2 2⎠ n π (7.sin a x – -.37) Express v out ( t ) as a trigonometric Fourier series.6 The circuit of Figure 7.sin nt – -. Solution: The input and output waveforms for this example are shown in Figures 7. 5.Waveforms in Trigonometric Form of Fourier Series By inspection. and we observe that: π cos n -.sin 7ωt + …⎞ = -----2 ⎝ 2 ⎠ 49 25 9 π n = odd π ∑ (n – 1) ---------------2 1---.⎛ sin ω t – 1 sin 3ωt + ----. Second Edition Orchard Publications 7-17 . ∫ x sin ax dx Then.cos nt⎞ 2 ⎝ 2 ⎠ n π n 0 8A = ---------.t sin nt dt = -----2 π π ∫0 t 8A 1 t sin nt dt = -----.⎛ sin n -. 4 b n = -π 1 x = ---. Signals and Systems with MATLAB Applications. 9. 7. 11. the DC component is zero.– n -.sin 5ωt – ----.⎛ ---.sin n ωt (7.( sin nt – nt cos nt ) 2 2 n π π⁄2 0 8A π π π = ---------.35) We are only interested in the odd integers of n .cos ax 2 a a π⁄2 (7. b = – ---------n ⎪ 2 2 n π ⎩ Thus.34) π⁄2 ∫0 π⁄2 2A 8A -----.17 and 7.cos n -. and its output v out ( t ) is defined as ⎧ sin ωt v out ( t ) = ⎨ ⎩ 0 0 < ωt < π π < ωt < 2π (7.16 is a half-wave rectifier whose input is the sinusoid v in ( t ) = sin ωt . … then. b = ---------n ⎪ 2 2 n π ⎪ π sin n -.36) 2 n Example 7. … then. Assume ω = 1 . the trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 118A -( –1 ) f ( t ) = -----.18.= 0 2 For odd integers of n .

7-18 Signals and Systems with MATLAB Applications. Input v in ( t ) for the circuit of Figure 7. the average is a non-zero value. and the waveform has neither odd nor even symmetry.17. we expect all terms to be present. Circuit for half-wave rectifier Figure 7.Chapter 7 Fourier Series + v in ( t ) − + R v out ( t ) − Figure 7.16 Figure 7. Output v out ( t ) for the circuit of Figure 7.16 By inspection.16 We choose the ordinate as shown in Figure 7.18. Half-wave rectifier waveform for the circuit of Figure 7. Therefore. −2π −π 0 π 2π Figure 7. Second Edition Orchard Publications .19.16.19.

+ ----------------------------. we get Signals and Systems with MATLAB Applications. By substitution of n = 0 . except a 1 .+ ------------.⎨ -----------------. we can evaluate all the a n coefficients.– ------------.+ -----------------.( m ≠ n ) 2(m + n) 2(m – n) A ⎧ 1 cos ( 1 – n )t cos ( 1 + n )t a n = -.– ----------.cos nπ + n cos nπ + cos nπ – n cos nπ 2 = ----.⎧ cos ( π – nπ .⎨ – -. by substitution into (7.+ -------------.⎫ 1 ) A. A. First.⎛ --------------------------------------------------------------------------------------.⎨ ---------------------------.38) Using the trigonometric identities cos ( x – y ) = cos x cos y + sin xsiny and cos ( x + y ) = cos x cos y – sin x sin y we get cos ( π – nπ ) = cos π cos nπ + sin π sin nπ = – cos nπ and cos ( π + nπ ) = cos π cos nπ – sin π sin nπ = – cos nπ Then.⎧ cos nπ cos nπ A ⎧ – cos nπ – cos nπ 2 ⎫ 2 ⎫ a n = – ----.⎞ n ≠ 1 2 2⎠ π ⎝ ( 1 – n2 ) ⎠ 2π ⎝ 1–n 1–n (7.⎨ -------------.38).+ --------------------------π ⎩ 2 1+n 1–n π ⎫ ⎬ 0⎭ 1 .+ ----------. A a n = -π ∫0 π A sin t cos nt dt + -π ∫π 2π 0 cos nt dt and from tables of integrals ∫ ( sin mx ) ( cos nx ) dx Then.– ----------------------------.39) Next. from (7.39).⎬ 1–n n+1 ⎭ 1+n 1–n 2π ⎩ (7. 2 2 cos ( m – n )x cos ( m + n )x = – ----------------------------. we will evaluate a 0 to obtain the DC value.⎛ -----------------------.⎬ = ----.cos ( π + nπ ) = – ----.⎬ 2 2 2π ⎩ 1 – n 2π ⎩ 1 – n 1+n 1+n 1–n ⎭ 1–n ⎭ A cos nπ + 1 A.Waveforms in Trigonometric Form of Fourier Series The a n coefficients are found from 1 a n = -π ∫0 2π f ( t ) cos nt dt For this example. Second Edition Orchard Publications 7-19 .--------------------------.+ -------------⎞ = -.

( sin t ) 2π π = 0 0 (7.= – -------2 15π π(1 – 4 ) A ( cos 6π + 1 ) 2A a 6 = --------------------------------.Chapter 7 Fourier Series a 0 = 2A ⁄ π Therefore. For this example. we will evaluate the integral A a 1 = -π ∫0 sin t cos t dt 12 = ----. Second Edition Orchard Publications . for n = even . … .43) We see that for odd integers of n. we need to evaluate the bn coefficients.39) with n = 2.⎛ -----------------------. a n = 0 .⎞ = – -----π ⎝ ( 1 – 22 ) ⎠ 3π A ( cos 3π + 1 ) a 3 = --------------------------------. 3. therefore. 4.( sin ax ) 2a π From tables of integrals.41) From (7. ∫ ( sin ax ) ( cos ax ) dx and thus. the DC value is 1 -.45) (7. Now. A2 a 1 = ----.40) We cannot use (7.= – -------2 63π π(1 – 8 ) (7.42) (7. However.46) and so on.= – -------2 35π π(1 – 6 ) A ( cos 8π + 1 ) 2A a 8 = --------------------------------.44) (7. we get A ( cos 4π + 1 ) 2A a 4 = --------------------------------.= 0 2 π(1 – 3 ) (7. we get A cos 2π + 1 2A a 2 = -.39) to obtain the value of a 1 . 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 7-20 Signals and Systems with MATLAB Applications. 5.a 0 = A -2 π (7.

∫ ( sin mx ) ( sin nx ) dx Therefore. Second Edition Orchard Publications 7-21 .π 3 15 35 63 π 2 (7. By inspection. we find that the trigonometric Fourier series for the half-wave rectifier with no symmetry is A cos 2t cos 4t cos 6t cos 8t A A f ( t ) = -. are zero. v in ( t ) − + R − + v out ( t ) − + Solution: Figure 7.– ---------------------------.– -----------π 2 4 π 0 A π sin 2π A .42) through (7. and (7.40). A b 1 = -π ∫0 π A t sin 2t 2 . The output of that circuit is v out ( t ) = A sin ωt .⋅ -. We choose the period of the input sinusoid so that the output will be expressed in terms of the fundamental frequency.--------------------------.20.7 Figure 7. Full-wave rectifier circuit The input and output waveforms are shown in Figures 7.48) Example 7.( m ≠ n ) 2( m + n) 2( m – n) π A 1 ⎧ sin ( 1 – n )t sin ( 1 + n )t . We will find b 1 by direct substitution into (7.+ ------------.21 and 7.= -.+ … . Assume ω = 1. Express v out ( t ) as a trigonometric Fourier series.– ------------.14) for n = 1 .22.+ ------------. Signals and Systems with MATLAB Applications. We choose the ordinate as shown in Figure 7.b n = -.( sin t ) dt = -.= -π 2 4 2 (7. all the b n coefficients. we observe that the waveform has even symmetry.– -------------------------π 2⎩ 1+n 1–n ⎫ ⎬ 0⎭ A sin ( 1 – n )π sin ( 1 + n )π = ----.-. the average is a non-zero value. except b 1 .– 0 + 0 = 0 ( n ≠ 1 ) 2π 1–n 1+n that is.+ -.Waveforms in Trigonometric Form of Fourier Series and from tables of integrals.⎨ -------------------------.20 shows a full-wave rectifier circuit with input the sinusoid v in ( t ) = A sin ωt . 2 2 sin ( m – n )x sin ( m + n )x = ---------------------------. Thus.23. We also choose the limits of integration as – π and +π .47).sin t – -.-.------------.47) Combining (7.+ ------------.– ---------------------------.

22. we expect only cosine terms to be present.7 A −2π −π 0 π 2π Figure 7. Second Edition Orchard Publications . 7-22 Signals and Systems with MATLAB Applications.23.Chapter 7 Fourier Series Therefore. 1 a n = -π ∫ 2A A sin t cos nt dt = -----π –π π ∫0 π sin t cos nt dt (7.21. The a n coefficients are found from A vIN(t) π 2π -A Figure 7. Input sinusoid for the circuit of Example 7. Output waveform for the circuit of Example 7.7 A vOUT(t) π 2π Figure 7. Full-wave rectified waveform with even symmetry 1 a n = -π ∫0 2π f ( t ) cos nt dt where for this example.49) and from tables of integrals.

⎨ --------------------------.-------------------------------------. except a 1 .50) simplifies to A – 2 + ( n – 1 ) cos nπ – ( n + 1 ) cos nπ A 1 + cos nπ 1 + cos nπ a n = -.a n = -----. we can evaluate all the a n coefficients. we will evaluate a 0 to obtain the DC value.52) From (7.51) we observe that for all n = odd .⋅ -.– ----------------------------. we make use of the trigonometric identities cos ( nπ + π ) = cos nπ cos π – sin nπsinπ = – cos nπ and cos ( nπ – π ) = cos nπ cos π + sin nπsinπ = – cos nπ Then.51) Now.-----------------------. First. By substitution of n = 0 .⎬ π⎩ n–1 n+1 n–1 n+1 ⎭ A 1 – cos ( nπ + π ) cos ( nπ – π ) – 1 = -.51).( m ≠ n ) 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 . (7.n ≠ 1 2 π(n – 1) (7. from (7.------------------------------------------------------------------------------------2 π π n–1 n+1 n –1 – 2A ( cos nπ + 1 ) = --------------------------------------. Second Edition Orchard Publications 7-23 . the DC value is 1 -.– ----------. a n = 0 .50).Waveforms in Trigonometric Form of Fourier Series ∫ ( sin mx ) ( cos nx ) dx Since we express (7. we get 4A a 0 = -----π Therefore.a 0 = 2A -----2 π (7. other than n = 1 .+ ------------------------------------π n+1 n–1 (7.= -.50) To simplify the last expression in (7.– ----------------------------.– ----------.⎨ ---------------------------. we must evaluate the integral Signals and Systems with MATLAB Applications.49) as 2 2 cos ( m – n )x cos ( m + n )x = ----------------------------.– -----------------------. To obtain the value of a 1 .– --------------------------π 2⎩ n–1 n+1 ⎫ ⎬ 0⎭ A ⎧ cos ( n – 1 )π cos ( n + 1 )π 1 1 ⎫ = -.

51) we get – 2A ( cos 2π + 1 ) 4A a 2 = --------------------------------------. it is very unlikely that a Fourier series will consist of even harmonic terms only.57) and so on. 7.+ ----------------. Generally.⎨ ----------------.+ ----------------.+ … ⎬ π⎩ 3 63 35 15 π ⎭ (7.= – -------2 63π π(8 – 1) (7. combining the terms of (7.Chapter 7 Fourier Series 1 a 1 = -π ∫0 sin t cos t dt 12 = ----.1.58) Therefore.( sin t ) 2π π = 0 0 (7.= – -----2 3π π(2 – 1) 4Aa 4 = – 2A ( cos 4π + 1 ) = – ---------------------------------------------2 15π π(4 – 1) 4Aa 6 = – 2A ( cos 6π + 1 ) = – ---------------------------------------------2 35π π(6 – 1) – 2A ( cos 8π + 1 ) 4A a 8 = --------------------------------------. This is because we chose the period to be from – π and +π . Then. the period is defined as the shortest period of repetition. … ∑ ∞ (7. from (7. In any waveform where the period is chosen appropriately. 1 2 a 1 = ----.53) For n = even .57) we get ⎫ 4A ⎧ cos 2ωt cos 4ωt cos 6ωt cos 8ωt -----f ( t ) = 2A – -----.56) (7.( sin ax ) 2a π From tables of integrals.59) This series of (7.5 Gibbs Phenomenon In Example 7.55) (7.cos nωt 2 (n – 1) n = 2 . ∫ ( sin ax ) ( cos ax ) dx and thus. we found that the trigonometric form of the Fourier series of the square waveform 7-24 Signals and Systems with MATLAB Applications.52) and (7. 6 .59) shows that there is no component of the input (fundamental) frequency. the trigonometric form of the Fourier series for the full-wave rectifier with even symmetry is 4A -----f ( t ) = 2A – -----π π 1 -----------------.54) through (7. 4.+ ----------------.54) (7. Second Edition Orchard Publications .

a 0 + a 1 cos ωt + a 2 cos 2ωt + a 3 cos 3ωt + a 4 cos 4ωt + … 2 + b 1 sin ωt + b 2 sin 2ωt + b 3 sin 3ωt + b 4 sin 4ωt + … (7. However.25 for the derivation of the alternate forms.= ---cn an + bn an ϕ n = atan ---bn cn θn an an an cos θ n = -------------------.= ---cn an + bn bn θ n = atan ---an cos θ n = sin ϕ n Figure 7.24. we still need to compute the a n and b n coefficients separately.25.6 Alternate Forms of the Trigonometric Fourier Series We recall that the trigonometric Fourier series is expressed as 1 f ( t ) = -. Gibbs phenomenon 7. We use the triangle shown in Figure 7.60) If a given waveform does not have any kind of symmetry. either cosine or sine.Alternate Forms of the Trigonometric Fourier Series is 4A 1 1 4A f ( t ) = -----.sin nωt n Figure 7. it may be advantageous of using the alternate form of the trigonometric Fourier series where the cosine and sine terms of the same frequency are grouped together. and the sum is combined to a single term.24 shows the first 11 harmonics and their sum. ϕn bn cn = an + bn bn bn sin θ n = -------------------.sin 5ωt + …⎞ = -----⎠ π 5 3 π⎝ n = odd ∑ 1 -. Crest (Gibbs Phenomenon) Sum of first 11 harmonics Figure 7. the sum looks more and more like the square waveform. the crests do not get 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 . Second Edition Orchard Publications 7-25 .sin 3ωt + -. We observe that as we add more and more harmonics. However. Derivation of the alternate form of the trigonometric Fourier series Signals and Systems with MATLAB Applications.⎛ sin ωt + -.

a 0 + c 1 ⎛ 2 ⎝ + 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.Chapter 7 Fourier Series We assume ω = 1 .a 0 + 2 n=1 ∑ cn sin ⎛ nωt + atan ----n⎞ ⎝ b⎠ ∞ (7.a 0 + c 1 ⎛ ---. we rewrite (7.⎞ ⇔ -.63) below. we choose to use the transformation of (7. we get 1 f ( t ) = -.a 0 + 2 n=1 ∑ ∞ 1 c n sin ( nωt + ϕ n ) = -.60) as b1 b2 a1 a2 1 f ( t ) = -.61) and (7. Since it is customary to use the cosine function in the time domain to phasor transformation.62) When used in circuit analysis. Second Edition Orchard Publications .a 0 + -⎠ ⎝ 2 an n=1 ∑ cn ∠– atan ----n a ∞ bn (7.61) Similarly.cos t + ---.a 0 + 2 n=1 ∑ ∞ bn 1 c n cos ⎛ nωt – atan ---. for ω ≠ 1 .a 0 + 2 ⎧ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎩ cos ( nt – θ n ) ∞ cos θ n cos nt + sin θ n sin nt ⎞ ⎠ n=1 ∑ cn cos ( nωt – θn ) 1 = -.cos 2t + ---.26. 2. 7-26 Signals and Systems with MATLAB Applications.63) Example 7. (7. in general. sin ϕ 1 cos t + cos ϕ 1 sin t 1 ⎞ f ( t ) = -.sin t⎞ + c 2 ⎛ ---. in general.cos nt + ---.sin 2t⎞ + … ⎝ c1 ⎠ ⎝ c2 ⎠ 2 c1 c2 bn an + c n ⎛ ---. and for n = 1.8 Find the first 5 terms of the alternate form of the trigonometric Fourier series for the waveform of Figure 7. we get 1 f ( t ) = -. … .62) can be expressed as phasors. where ω ≠ 1 . 1 -.sin nt⎞ ⎝ cn ⎠ cn 1 = -.a 0 + c 1 ⎛ 2 ⎝ ⎠ sin ( t + ϕ 1 ) ⎧ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎩ c2 ⎛ ⎝ ⎧ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎩ sin ( 2t + ϕ 2 ) ⎧ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎩ sin ( nt + ϕ n ) an sin ϕ 2 cos 2t + cos ϕ 2 sin 2t ⎞ + … + cn ⎛ ⎠ ⎝ sin ϕ n cos nt + cos ϕ n sin nt ⎞ ⎠ and.a 0 + 2 n=1 ∑ cn cos ⎛ nωt – atan ----n⎞ ⎝ a⎠ ∞ (7. 3.

sin n -. we expect both cosine and sine functions with odd and even terms present. 2 a 1 = -π (7.67) The b n coefficients are Signals and Systems with MATLAB Applications. a n = 0 . Also.( 3t 2π π⁄2 0 +t 2π ) π⁄2 11. Second Edition Orchard Publications 7-27 . For n = odd . by inspection the DC value is not zero. and we will combine them to get an expression in the form of (7. 1 a n = -π ∫0 π⁄2 1 ( 3 ) cos nt dt + -π ∫ 3 ( 1 ) cos nt dt = ----.26.63). the DC value.65) and 2 a 3 = – ----3π (7.sin nt nπ π⁄2 2π π⁄2 0 1 + ----.sin nt nπ 2π π⁄2 3 π 1 1 π 2 π = ----.sin n -. We will compute the a n and b n coefficients.3π 3 π = ----.66) The DC value is 1 1-.sin n -nπ 2 nπ nπ 2 nπ 2 (7. thus.Alternate Forms of the Trigonometric Fourier Series f( t) 3 2 1 ω = 1 t π/2 π 3π/2 2π Figure 7.sin n2π – ----. Waveform for Example 7.64) We observe that for n = even . Then.+ ----.⎛ ----.a 0 = ----2 2π ∫0 π⁄2 1( 3 ) dt + ----2π ∫π ⁄ 2 ( 1 ) d t 2π 1= ----.8 Solution: The given waveform has no symmetry.⎞ = ----.( π + 2π ) = -2π ⎝ 2 2 2⎠ 2π (7.= ----.+ 2π – -.

cos nt nπ π⁄2 π⁄2 0 –1 + ----.= ----.74) Similarly.cos ( 3ωt – 135° ) 3π 3π 3π 3π (7.75) (7.+ ----.a 0 + 2 n=1 ∑ ∞ bn 1 c n cos ⎛ nωt – atan ---. 1 1 1 .+ ----.71) (7.77).cos ( 2ωt – 90° ) π π π 2 2 2 2 2 2 a 3 – jb 3 = – ----. 3. b1 = 2 ⁄ π b2 = 1 ⁄ π b 3 = 2 ⁄ 3π b 4 = 1 ⁄ 2π (7.⎞ ∠– 45° ⎝ π⎠ ⎝ π⎠ 2 2 2 2 8 ----.cos nt nπ 2π π⁄2 1 π 1 π 3 –1 –3 2 = ----. we find that the alternate form of the trigonometric Fourier series representing the waveform of this example is 7-28 Signals and Systems with MATLAB Applications.cos n2π + ----.68) Then.= π π = 2 2 2 2 ⎛ -.70) (7.77) Combining the terms of (7.= -.cos ( ωt – 45° ) π π 2 π (7.– j ----. for n = 1.∠– 45° ⇔ --------.( 3 – cos n2π ) = ----2 nπ nπ 2 nπ nπ nπ nπ (7.a 2 – jb 2 = 0 – j -.= an a n + b n ∠– θ n = a n – jb n 2 2 (7.∠– 90° ⇔ ----. Second Edition Orchard Publications . 2.76) and 1 1 1 a 4 – jb 4 = 0 – j ----.– j -.∠– 135° ⇔ --------.67) and (7.= an bn 2 2 a n + b n ∠– atan ---. we get: 2 2 a 1 – jb 1 = -.72) ∞ From (7.a 0 + -⎠ ⎝ 2 an n=1 ∑ cn ∠– atan ----n a bn where bn c n ∠– atan ---.cos ( 4ωt – 90° ) 2π 2π 2π (7.⎞ ⇔ -.cos n -.73) Thus.∠– 45° = --------.74) through (7.cos n -.⎞ + ⎛ -.69) (7. 1 -. and 4 .63).Chapter 7 Fourier Series 1 b n = -π ∫0 π⁄2 1 ( 3 ) sin nt dt + -π ∫ 2π –3 ( 1 ) sin nt dt = ----.∠– 90° ⇔ -.= ----.= --------.

Second Edition Orchard Publications (7.sin 3ωt + -. Circuit for Example 7. is the square waveform of Figure 7.2 π [2 2 cos ( ωt – 45° ) + cos ( 2ωt – 90° ) (7.+ -. R=1Ω + − v in ( t ) vC ( t ) C + − =1F Figure 7.sin 5ωt + …⎞ ⎝ ⎠ 5 3 π Signals and Systems with MATLAB Applications.cos ( 3ωt – 135° ) + -.Circuit Analysis with Trigonometric Fourier Series 3 1 f ( t ) = -. and assume ω = 1.27. The procedure is illustrated with the examples that follow.7 Circuit Analysis with Trigonometric Fourier Series When the excitation of an electric circuit is a non-sinusoidal waveform such as those we discussed thus far.28.27. Input waveform for the circuit of Figure 7.78) 1 2 2 + --------.1.79) 7-29 . we found that the above square waveform can be represented by the trigonometric Fourier series as 1 1 4A f ( t ) = -----. Compute the voltage v c ( t ) across the capacitor.⎛ sin ωt + -.28. Example 7. Consider only the first three terms of the series.cos ( 4ωt – 90° ) + … 2 3 ] 7.9 v in ( t ) A π 0 2π ωt T −A Figure 7. we can use Fouries series to determine the response of a circuit.27 Solution: In Example 7.9 The input to the series RC circuit of Figure 7.

83) By substitution of (7.80)..4° ) π 15 π 15 (7.∠– 90° = -------------------. we obtain the phasor and time domain voltages indicated in (7. 2. Phasor circuit for Example 7. we are only interested in the first three terms. For this example. and thus n = 1.4A V C 1 = ---------.4A 1 .∠– 135° ⇔ -----. and 3 By the voltage division expression.sin 3t = 4A ⋅ 1 cos ( 3t – 90° ) ⇔ V .⋅ -..81) through (7.-----.V in n 1 + 1 ⁄ ( jnω ) 1 + jn (7.80) With reference to (7.29.⋅ -.⋅ -----.⋅ -.⋅ -----.∠– 90° in 2 π 3 π 3 π 3 4A 1 4A 1 -----. R=1 C + + − V in 1.∠– 90° 1+j π 2 ∠45° π 4A 2 4A 2 = -----..⋅ -----.⋅ -.− ----jω VC Figure 7.= -----. Second Edition Orchard Publications . we will use phasor analysis to obtain the solution.⋅ -----.Chapter 7 Fourier Series Since this series is the sum of sinusoids.cos ( 2t – 90° ) ⇔ V .82) (7.∠– 90° in 3 π 5 π 5 π 5 (7.⋅ -.cos ( 2t – 153.∠– 90° = -----------------------. The equivalent phasor circuit is shown in Figure 7.⋅ -.85) 7-30 Signals and Systems with MATLAB Applications.80) are 4A 4A 4A -----.86) below.V C 2 = ------------.81) (7.∠– 90° π π π 4A 1 4A 1 4A 1 -----.-.79) the phasors of the first 3 terms of (7.sin 2t = -----.⋅ -----.-----.9 We let n represent the number of terms in the Fourier series.sin t = -----.∠– 153.4° π 3 4A 5 4A 5 = -----.4° ⇔ -----.4A 1 .= -----.⋅ -----.83) into (7.⋅ -----.∠– 90° 1 + j2 π 3 5 ∠63.84) through (7.⋅ -.29.84) (7. 1 ⁄ ( jnω ) 1 V C n = ----------------------------.V in n = ------------. 4A 1 1 ..cos ( t – 135° ) π 2 π 2 1 1 .cos ( t – 90° ) ⇔ V in1 = -----.

⎞ = -.( a n – j b n ) 2 2⎝ j⎠ (7.6° ⇔ -----. we get a 1 b 1 jωt a 2 b 2 j2ωt a 2 b 2 –j2ωt ⎛ a 1 b 1 ⎞ – jωt 1 f ( t ) = … + ⎛ ---. in most cases the integration is simpler.⋅ --------.⋅ -.87) 7.6° ) + … π 2 15 50 (7.– ---.cos ( 2t – 153.⎞ = -.4° ) + --------.89) into f ( t ) .∠– 161.6° π 5 4A 10 4A 10 = -----.⋅ -.e + -. The exponential form is derived from the trigonometric form by substitution of +e --------------------------cos ωt = e 2 e –e sin ωt = -------------------------j2 jωt – jωt jωt – jωt (7. Moreover.93) Signals and Systems with MATLAB Applications.8 The Exponential Form of the Fourier Series The Fourier series are often expressed in exponential form.– ---.⎞ + … ⎝ ⎠ ⎝ ⎠ j2 j2 jωt – jωt j2ωt – j2ωt (7..a 0 + a 1 ⎛ --------------------------. the capacitor voltage in the time domain is 4A 2 5 10 v C ( t ) = -----. Thus.( a n + jb n ) 2 2⎝ j⎠ bn 1 1 C n = -.V C 3 = ------------.⎞ + ⎝ ⎠ ⎝ ⎠ 2 2 2 jωt – jωt j2ωt – j2ωt e –e e –e … + b 1 ⎛ -------------------------. and another for the b n coefficients in the trigonometric form of the series..+ ----⎞ e + ⎛ ---.+ ----⎞ e ⎝ 2 j2 ⎠ ⎝ 2 j2 ⎠ ⎝ 2 j2⎠ ⎝ 2 j2⎠ 2 (7.⎛ a n – ---.⋅ -----.86) Thus. The advantage of the exponential form is that we only need to perform one integration rather than two.91) in parentheses are usually denoted as bn 1 1 C – n = -.⎛ a n + ---.-----. one for the a n .-----.∠– 90° = --------------------------.cos ( 3t – 161.⎞ + a 2 ⎛ -------------------------------.The Exponential Form of the Fourier Series 1 4A 1 1 4A 1 .90) and grouping terms with same exponents.cos ( 3t – 161. Second Edition Orchard Publications 7-31 .cos ( t – 135° ) + -----.⎞ + b 2 ⎛ ------------------------------.88) (7.92) (7.6° ) π 50 π 50 (7.⎞ e + ---.91) The terms of (7.∠– 90° 1 + j3 π 5 10 ∠71. e +e e +e 1 f ( t ) = -.⋅ --------.a 0 + ⎛ ---.

91) is written as f ( t ) = … + C –2 e – j2ωt + C –1 e – jωt + C0 + C1 e jωt + C2 e j2ωt +… (7. ∫0 f ( t )e – jnt dt = … + + + ∫0 C–2 e 2π – j2t – jnt e dt + 2π ∫0 C–1 e e jt – jnt 2π – jt – jnt dt (7. that is.97) are zero except the last one.96) We can derive a general expression for the complex coefficients C n . except C 0 .a 0 2 (7. Therefore. by multiplying both sides of (7. with ω = 1 . for ω ≠ 1 .95) by e and integrating over one period.97) ∫0 ∫0 C0 e C2 e – jnt dt + ∫0 C1 e e dt jnt – jnt 2π j2t – jnt e dt + … + ∫0 Cn e e dt We observe that all the integrals on the right side of (7. 1C n = ----2π ∫0 2π f ( t )e – jnωt d( ωt ) (7. as we did in the derivation of the a n and b n coeffi2π 2π 2π cients of the trigonometric form.98) or 1 C n = -T ∫0 f ( t )e T – jnωt d( ωt ) (7. Then. ∫0 or 2π f ( t )e – jnt dt = ∫0 2π Cn e jnt – jnt e dt = ∫0 dt 2π C n dt = 2πC n 1 C n = ----2π ∫0 2π f ( t )e – jnt and. are complex and occur in complex conjugate pairs. Second Edition Orchard Publications .99) We can derive the trigonometric Fourier series from the exponential series by addition and subtrac- 7-32 Signals and Systems with MATLAB Applications. (7.95) We must remember that the C i coefficients.94) Then. in general.Chapter 7 Fourier Series 1 C 0 = -. C –n = C n∗ – jnωt (7.

all coefficients C i are real We recall from (7.103) and (7. If there is no symmetry.93). the b n coefficients in (7.103) and (7. Thus.⎛ a n – ---.⎞ = -. in (7.( a n + jb n ) ⎠ 2 2⎝ j (7. C n = 0 for n = even We recall from the trigonometric Fourier series that if there is half-wave symmetry.104) are zero. Therefore. 3.( a n – j b n ) 2 2⎝ j⎠ (7. 4. all coefficients C i are imaginary Since odd functions have no cosine terms. 2. the a n coefficients in (7.100) Similarly.92) and (7.⎛ a n + ---. from (7.104) Since even functions have no sine terms.( a n – jb n – a n – j b n ) 2 (7. If there is half-wave symmetry.93) that bn 1 1 C – n = -. Therefore. both C –n and C n are real. Signals and Systems with MATLAB Applications. For even functions.103) and (7. 1 C n – C – n = -.⎞ = -.101) or b n = j ( Cn – C–n ) (7. and thus.The Exponential Form of the Fourier Series tion of the exponential form coefficients C n and C –n .104) are zero.103) and bn 1 1 C n = -. For odd functions. Second Edition Orchard Publications 7-33 . both C –n and C n are imaginary. all even harmonics are zero.104) the coefficients a n and b n are both zero for n = even .92) and (7. f ( t ) is complex.102) Symmetry in Exponential Series 1. Therefore. 1 C n + C – n = -. both C – n and C n are also zero for n = even .( a n – jb n + a n + jb n ) 2 or a n = C n + C –n (7.

and its DC component is zero.e 2π – jn π 0 – A – jnt + ------.------.( 1 – e +e –e ) 2π – jn jn 2jπn 2 AA .( π – 2π + π ) = 0 2π as expected. the C n coefficients will be imaginary. T A π 0 2π ωt −A Figure 7.30. 1C 0 = ----2π ∫0 π Ae dt + –0 ∫π A–0 ( – A )e dt = ----. C n = 0 for n = even .105) 7-34 Signals and Systems with MATLAB Applications. Assume that ω = 1.30 below.( e –e ) = ----------.104) Example 7.------.1.A .103) and (7. For n ≠ 0 . and as we know. Waveform for Example 7. it is an odd function.Chapter 7 Fourier Series 5.10 Solution: This is the same waveform as in Example 7. we get 1 C n = ----2π π ∫0 2π f ( t )e – jnt 1 dt = ----2π 2π ∫0 Ae – jnt 1 dt + ----2π ∫π 2π –A e – jnt dt and for n = 0 .( e – 1 ) + ---.( e – 1) 2jπn 2jπn (7.10 Compute the exponential Fourier series for the square waveform of Figure 7.e – jn 2π π 1. 1 C n = ----2π ∫0 π Ae – jnt dt + ∫π 2π –A e – jnt 1 A – jnt dt = ----.– jnπ – jn2π – jnπ = ----------. Therefore.98) with ω = 1 .– jnπ A –jn2π – jnπ A– jnπ – jn2π – jnπ = ----. has half-wave symmetry. C –n = C n∗ always This can be seen in (7. Using (7.( 1 + e – 2e ) = ----------. and C 0 = 0 . Second Edition Orchard Publications .

2 A . it follows that C – 3 = C 3∗ = – 2A ⁄ j3π .Line Spectra For n = even .107) Using (7. Signals and Systems with MATLAB Applications.108) The minus ( −) sign of the first two terms within the parentheses results from the fact that C –n = C n∗ . and this will produce the third harmonic sin 3ωt .– jnπ – 1 ) = ----------.106) as expected. 2 A A A 2A .⎛ … – -. 7. e – jnπ = 1 . we group the two terms for which n = 3 .95).– jnπ A2 = ----------.( – 2 ) 2 = ------= ----------. since the waveform is an odd function.31 shows the line spectrum of the square waveform of Example 7. since C 3 = 2A ⁄ j3π . it is useful to plot the amplitudes of the harmonics on a frequency scale that shows the first (fundamental frequency) harmonic.1.108) for which n = 1 . and so on.32 shows the line spectrum for the half-wave rectifier of Example 7.( – 1 – 1 ) 2 = ----------. For n = odd . Figure 7.e –e +e + -.( 1 – 1 ) = 0 n = even 2jπn 2jπn Cn (7. Therefore.6. Such a plot is known as line spectrum and shows the spectral lines that would be displayed by a spectrum analyzer*. We observe that f ( t ) is purely imaginary.( e n = odd 2jπn 2jπn 2jπn jπn Cn (7. we group the two terms inside the parentheses of (7. and the higher harmonics times the amplitude of the fundamental.e 3 3 jπ ⎝ j3ωt ⎞ ⎠ 2A = -----jπ n = odd ∑ 1 -. For instance. e – jnπ = – 1 . f ( t ) = … + C–2 e – j2ωt + C–1 e – jωt + C0 + C1 e jωt + C2 e j2ωt +… we obtain the exponential Fourier series for the square waveform with odd symmetry as 1 – j3ωt – jωt 2A jωt 1 f ( t ) = -----. To prove that (7. as expected. this will produce the fundamental frequency sin ωt .108) and (7. Second Edition Orchard Publications 7-35 . The line spectra of other waveforms can be easily constructed from the Fourier series. that is.( e – 1 ) = ----------.9 Line Spectra When the Fourier series are known. * An instrument that displays the spectral lines of a waveform. Figure 7.e n jnωt (7. Then. then.22) are the same.

is k times the pulse duration. Thus. Assume ω = 1 . For this example.11 Compute the exponential Fourier series for the waveform of Figure 7.11 As shown in Figure 7.31. Line spectrum for square waveform of Example 7. the components of the exponential Fourier series are found from 7-36 Signals and Systems with MATLAB Applications. and plot its line spectra.1 A/ 2 A/π DC 2 0 1 4 6 8 nωt Figure 7.6 Example 7. k is the ratio of the pulse repetition time to the duration of each pulse. it is necessary to know the frequency components. A T T/κ −2π −π −π/κ 0 π/κ π 2π ωt Figure 7.33. To determine how faithfully such pulses will be transmitted. Second Edition Orchard Publications .33. the recurrence interval (period) T. Waveform for Example 7.32. the pulse duration is T ⁄ k .Chapter 7 Fourier Series bn 4/π 0 1 2 3 4 5 6 7 8 9 nωt Figure 7. In other words.33. Line spectrum for half-wave rectifier of Example 7. Solution: This recurrent rectangular pulse is used extensively in digital communications systems.

from (7. s in (n π /k )/(n π /k ) k = 2 -1 0 -8 -6 -4 -2 0 2 4 6 8 10 Figure 7. Then.109) yields π⁄k A -------------. f(t) = ∑ n = –∞ ∞ A sin ( nπ ⁄ k ) -.⎛ -.⋅ sin ⎝ k⎠ nπ nπ nπ j2 jnπ ⁄ k – jnπ ⁄ k or A sin ( nπ ⁄ k ) C n = -.⎞ ⎝ k⎠ nπ AA.⎞ = A ------------------= ----.⎞ .34.112) has the sin x ⁄ x form.e –e ⎛ ----. k = 5 and k = 10 . and the line spectrum is shown in Figures 7.109) we get AC 0 = ----. for k = 2 .⋅ -----------------------------------. integration of (7.110) For the values for n ≠ 0 .t 2π π⁄k –π ⁄ k A.Line Spectra 1 C n = ----2π ∫– π π Ae – jnt A dt = ----2π ∫– π ⁄ k e π⁄k – jnt dt (7.112) for k = 2 Signals and Systems with MATLAB Applications. Line spectrum of (7.111) and thus.π π = ----.34 through 7.⋅ ------------------------k nπ ⁄ k (7.109) The value of the average ( DC component) is found by letting n = 0 . Second Edition Orchard Publications 7-37 .112) The relation of (7.36.e – jnt – π ⁄ k – jn2 π Cn = nπ sin ⎛ ----.2π ⎝ k k ⎠ or A C 0 = -k (7.+ -.⋅ ------------------------nπ ⁄ k k (7.= ----.

112) for k = 5 sin(nπ/k)/(nπ/k) k = 10 -10 -5 0 5 10 Figure 7.37. Example 7.⋅ ------------------------k nπ ⁄ k (7. the lines get closer together while the lines are further apart as k gets smaller. Line spectrum of (7.Chapter 7 Fourier Series sin(nπ/k)/(nπ/k) k=5 -10 -5 0 5 10 Figure 7.112) for k = 10 The spectral lines are separated by the distance 1 ⁄ k and thus. are different. Although the space between lines seems to be the same in each case. Line spectrum of (7. we should observe that the number of lines between line crossings.36.11.35. Second Edition Orchard Publications .12 Use the result of Example 7.11 to compute the exponential Fourier series of the unit impulse train Aδ ( t ± 2πn ) shown in Figure 7.113) 7-38 Signals and Systems with MATLAB Applications. Solution: From Example 7. A sin ( nπ ⁄ k ) C n = -. as k gets larger.

115) 2π/κ −π/κ 0 −2π −π π/κ π 2π 2π ⁄ k ωt 1 Figure 7. we observe from Figure 7. 1 A = -----------2π ⁄ k A T (7.38.116) and as π ⁄ k → 0 .117) Signals and Systems with MATLAB Applications.116) reduces to C n = ----. as a recurrent pulse with amplitude k1 1 A = --------.. recalling that 1 sin x lim --------.12 and the pulse width was defined as T ⁄ k .sin ( nπ ⁄ k ) k ⁄ 2π sin ( nπ ⁄ k ) C n = -----------.Line Spectra A .= 1 . .38. all coefficients of the exponential 2π x→0 x Fourier series have the same amplitude and thus. we get 1.. Second Edition Orchard Publications 7-39 . 1f ( t ) = ----2π ∑ n = –∞ ∞ e jnωt (7.37. that is. we see that (7. let us represent the impulse train of Figure 7.38..= -----------. Impulse train for Example 7. and the total number of the pulses reduce to a unit impulse train... Moreover.113). that each recurrent pulse becomes a unit impulse.37.= ----2π T⁄k 2π ⁄ k as shown in Figure 7.⋅ ------------------------.------------------------2π nπ ⁄ k nπ ⁄ k k (7.114) Next. T 2π -. that is. ωt −8π −6π −4π −2π 0 2π 4π 6π 8π Figure 7. Recurrent pulse with amplitude A = ------------ By substitution of (7.115) into (7.= ----- k k (7.= ----.

In this case.12 Let us reconsider the train of recurrent pulses shown in Figure 7.118) where I 0 represents a constant current. Line spectrum for Example 7. if 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. become less and less frequent. 7. 1/ 2π .40.40.Chapter 7 Fourier Series The series of (7.38.39. the lines in the line spectrum come closer together.. A T T/κ −π/κ 0 −2π −π π/κ π 2π ωt Figure 7. the RMS value of i is found from 7-40 Signals and Systems with MATLAB Applications. and are equally spaced harmonics as shown in Figure 7. that is. …. Since these spectral lines extend from – ∞ to + ∞ .. is equal to the square root of the sum of the squares of the RMS values of each sinusoid. −4 −3 −2 −1 0 1 2 3 4 n Figure 7. the period T approaches infinity. and the line spectrum becomes a continuous spectrum. Recurrent pulse with T → ∞ Now. . the bandwidth approaches infinity. I N represent the amplitudes of the sinusoids. and I 1. This forms the basis of the Fourier transform that we will study in the next chapter. As T → ∞ . ω → 0 as T approaches infinity. the frequency difference between consecutive harmonics becomes smaller.. there is only one pulse left (the one centered around zero).39. Thus.10 Computation of RMS Values from Fourier Series The RMS value of a waveform consisting of sinusoids of different frequencies. let us suppose that the pulses to the left and right of the pulse centered around zero. Second Edition Orchard Publications . the fundamental frequency approaches zero. or in other words. I 2. Accordingly. consists of a train of equal amplitude.117) reveals that the line spectrum of the impulse train of Figure 7.. In this case.

is defined as I RMS = 1 -T ∫0 i d t 2 T (7.121).Computation of RMS Values from Fourier Series I RMS = I 0 + I 1 RMS + I 2 RMS + … + I N RMS 2 2 2 2 (7. I 1m [ cos ( ω 1 t – θ 1 ) ] 2 . will produce the terms I 0 .41. We recall that the RMS (effective) value of a function. we will discuss this theorem on the next chapter.121) 2 2 Substitution of (7.122) as in (7.I m 2 T (7.= -. Waveform for Example 7. or other cosine terms of different harmonic frequencies.120).118) into (7.120) 1 ωt −1 Figure 7.I + -.13 Signals and Systems with MATLAB Applications. such as current i ( t ) . from the orthogonality principle. and other similar terms representing higher order harmonics. Second Edition Orchard Publications 7-41 .119) is based on Parseval’s theorem. will be 2T I m -1 2 2 -------.120) The proof of (7. will produce all zero terms except the cosine squared terms which. But as we know. A brief description of the proof follows.121).119) or I RMS = 1 2 1 2 1 2 2 I 0 + -. The result will also contain products of cosine functions multiplied by a constant.I + … + -.121) b. for each harmonic.I 2 1m 2 2m 2 Nm (7. the integration of (7.13 Find the I RMS value of the square waveform shown in Figure 7. relation (7.41 by application of a. Example 7. relation (7.

the RMS value of a sinusoid is a real number independent of the frequency and the phase angle..e.125) The proof is obtained from the definition of average power..⎞ + … = 0. 7. In Example 7. I RMS = 0.42.120) and (7.Chapter 7 Fourier Series Solution: a.97 2 π 2⎝3⎠ 2⎝5⎠ (7.⎞ + -.11 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 + … (7.1. Then.707I max . and it is equal to 0. By inspection.123). the period is T = 2π as shown in Figure 7.[ ωt 0 + ωt 2π 2π ] π 1= ----.13 showing period T = 2π Then. we found that the given waveform may be written as 1 1 4 i ( t ) = -.I RMS = -. from (7.⎛ -.sin 5ωt + …⎞ ⎠ 5 3 π⎝ (7. i.[ 2π ] = 1 2π or I RMS = 1 b.707 times its maximum value. 7-42 Signals and Systems with MATLAB Applications. 1 π 2π ωt −1 Figure 7.sin 3ωt + -.42. Waveform of Example 7. 1 4 1 1 2 1 1 2 2 .0 + -.124) This is a good approximation to unity. that is.⎛ sin ωt + -.123) and as we know.( 1 ) + -. considering that higher harmonics have been neglected. 1 2 I RMS = -T ∫0 T 1 2 i dt = ----2π ∫0 2π 1 2 i d( ωt ) = ----2π ∫0 π 1 d( ωt ) + 2 ∫π 2π ( – 1 ) d( ωt ) 2 1π = ----.⎛ -. Second Edition Orchard Publications .

a 0 + 2 n=1 ∑ cn cos ( nωt – θn ) ∞ (7. Solution: a. v in1 ( t ) = 6 cos ωt ⇔ V in1 = 6 ∠0° V –j –j ---------. The current i c ( t ) given that v in ( t ) = 6 ⎛ cos ωt – -.= ------------------------------.= – j3 3 –3 ω1 C 10 × 10 ⁄ 3 Z 1 = 1 – j3 = 10 ∠– 71. compute: a.6° Signals and Systems with MATLAB Applications.14 Then. 1 f ( t ) = -. Example 7.F 3 Figure 7. and we will denote them with capital letters.43.126) and the expression for the alternate trigonometric Fourier series.14 For the circuit of Figure 7. Second Edition Orchard Publications 7-43 . The average power P ave delivered by the voltage source.125). we can use phasor quantities. that is. will be zero.43. The non-zero values will represent the average power for each harmonic in (7. and only the products of the same frequency terms will have non-zero values. Circuit for Example 7.Computation of Average Power from Fourier Series 1 P ave = -T ∫0 T 1 p dt = -T ∫0 vi dt T (7. R 1Ω C + v in ( t ) − + iC ( t ) –3 − 10 ----------. we will find that the products of v and i that have different frequencies. by substitution of these series for v and i into (7.127) where f ( t ) can represent voltages and currents. ⎝ ⎠ 3 1 b. We will use the subscripts 1 and 3 to represent the quantities due to the fundamental and third harmonic frequencies respectively.cos 3ωt⎞ V where ω = 1000 r ⁄ s . Since the excitation consists of two sinusoids of different frequencies.126). Then.

129).6° (7.6° ) + -----.90 – 1. v in3 ( t ) = – 2 cos 3ωt = 2 cos ( 3ωt + 180° ) ⇔ V in3 = 2 ∠180° V –j –j ---------. The average power absorbed by the resistor is 1 2 1 1 2 2 2 2 P ave = -.90 ∠71. Quite often.= 1.cos ( 71.132) Check: The average power absorbed by the capacitor is zero.= -----------------------------.= ----------------------. It is also applied in the analysis of the behavior of physical systems subjected to periodic disturbances.41 6 1.cos ( – 135 ° ) 2 2 2 2 (7. The average power delivered by the voltage source is P ave = V 1RMS I 1RMS cos θ 1 + V 3RMS I 3RMS cos θ 3 2 1. it is necessary to construct the Fourier expansion of a function based on observed values instead of an analytic expression.129) From (7.130) b.90 = -----.( 1.= ---------------------------------------.131) or P ave = 0.41 ∠225° = 1. must be equal to the average power delivered by the source.( I 1max – I 3max ) = -. Examples include cable stress analysis in suspension bridges.8 w 2 2 2 7.128) and (7.128) Next. and mechanical vibrations. and therefore. the average power absorbed by the resistor.41 cos ( 3ωt – 135 ° ) (7.8 w (7.6° ) A Z1 10 ∠– 71.41 cos ( 3ωt – 135 ° ) A (7.I max R = -. Examples are meteorological or economic quantities whose 7-44 Signals and Systems with MATLAB Applications.41 ) = 0.6° ) + 1.41 ∠( 225 – 135 )° Z3 2 ∠– 45° ⇔ i C3 ( t ) = 1.12 Numerical Evaluation of Fourier Coefficients The use of Fourier series is not restricted to electric circuit analysis.⋅ --------. Second Edition Orchard Publications .90 cos ( ωt + 71.Chapter 7 Fourier Series V in1 6 ∠0° I C1 = --------.= – j1 3 –3 ω3 C 3 × 10 × 10 ⁄ 3 Z 3 = 1 – j1 = 2 ∠– 45° V in3 2 ∠180° I C3 = --------.90 cos ( ωt + 71. i c ( t ) = i c1 ( t ) + i c3 ( t ) = 1.= 1.⋅ --------.6° ⇔ i C1 ( t ) = 1.

Even though we may already know the Fourier series from analytical methods.) and divide by 180 to perform the conversion.. we form the sums of y cos x and y sin x . y cos 3x . The complete tables extend to the seventh harmonic to the right and to 360° down. f(x) x Figure 7. we form the products y cos 2x . and enter these values in Column A of the spreadsheet. In Column C we enter the corresponding values of y = f ( x ) as measured from the waveform. a month or even a year. and so on.5° intervals. we can choose ∆x to be 2. Similarly. such as Microsoft Excel.46 is a partial table showing the computation of the coefficients of a clipped sine waveform. we multiply these by ∆x . and we enter these in subsequent columns of the spreadsheet. were we have divided it into small pulses of width ∆x . Signals and Systems with MATLAB Applications. will work for both the waveforms that have an analytical solution and those that do not. the better the approximation.Numerical Evaluation of Fourier Coefficients period may be a day. a week.1459. we can use this procedure to check our results. Second Edition Orchard Publications 7-45 .44. We enter these in Column B and we denote them as x . To compute the coefficients of the higher order harmonics. Next. If the time axis is in degrees. using a spreadsheet. In these situations. Then. we can divide the period 0° to 360° in 2. y sin 3x . Consider the waveform of f ( x ) shown in Figure 7. Waveform whose analytical expression is unknown Since the arguments of the sine and the cosine are in radians.45 is a partial table showing the computation of the coefficients of the square waveform.44. we need to evaluate the integral(s) using numerical integration. The procedure presented here. In Columns D and E we enter the values of cos x and the product y cos x respectively. we enter the values of sin x and y sin x in Columns F and G respectively.5° and it is convenient to start at the zero point of the waveform. we multiply degrees by π (3. Figure 7. Obviously.. the more pulses we use. and Figure 7. and we divide by π to obtain the coefficients a 1 and b 1 . y sin 2x .

609 0.044 0.000 0.342 0.698 0.044 0.996 0.174 0.000 1.383 0.383 -0.609 0.383 0.000 0.866 0.423 0.) Numerical: Average= Square waveform 1.000 1.0 22.866 0.996 0.707 0.000 1.985 0.216 0.866 0.259 0.174 0.985 0.866 0.000 0.044 0.873 1.000 0.500 0.999 0.5 25.131 0.423 0.574 0.940 0.423 0.985 0.766 0.5 20.707 0.000 0.000 1.423 0.000 1.866 0.906 0.044 0.000 1.793 -0.000 0.5 35.000 0.044 0.131 0.301 0.966 0.737 0.301 0.174 0.462 0.793 0.087 0.000 1.966 0.000 0.819 0.259 0.000 0.991 0.087 0.793 0.954 0.423 0.349 0.0 2.793 0.707 0.924 0.000 0.991 1.000 0.000 -0.707 0.966 0.000 1.342 0.45.766 0.044 0.866 0.737 0.819 0.500 0.500 0.966 0.000 1.966 0.707 0.044 0.793 0.574 0.174 0.087 -0.000 0.0 8.906 0.500 0.976 0.000 1.000 1.259 0.766 0.000 1.866 0.0 0.044 0.000 1.000 1.259 -0.866 0.924 0.000 1.393 0.000 -0.707 0.985 Orchard Publications 0.424 0.976 0.991 1.044 0.000 1.000 -0.044 1.000 0.609 0.000 0.175 0.537 0.643 0.966 0.793 0.707 0.0 4.966 0.000 Figure 7.793 0.5 5.611 0.5 -1.259 0.524 0.383 -0.131 0.819 0.305 0.342 0.866 0.609 0.866 0.131 0.131 -0.174 1.0 47.5 15.216 0.259 0.131 0.819 0.5 0.819 0.044 0.742 0.785 0.537 0.924 0. Second Edition 0.462 0.793 0.924 0.996 0.906 0.793 0.0 27.707 -0.218 0.7-46 Analytical: 1.737 0.609 -0.087 0.000 0.087 0.676 0.000 0.383 0.906 0.000 1.940 0.000 0.676 0.954 0.5 30.643 0.766 0.819 0.643 0.131 0.991 0.643 0.000 0.866 0.924 0.087 0.643 0.843 0.383 0.342 0.044 0.044 0.707 0.044 0.500 -0.609 0.643 0.906 0.996 1.273 0.000 0.940 0.996 0.500 .0 42.0 Chapter 7 Fourier Series -1.966 0.940 0.567 0.966 0.174 0.707 0.044 0.5 10.436 0.087 -0.574 0.991 0.924 0.259 0.044 0.996 1.044 0.0 6.906 0.254 0.500 0.5 f(t)=4(sinwt/p+sin3wt/3p+sin5wt/5p+ ….0 0.383 0.259 0.574 0.924 0.0 32.480 0.5 45.044 0.5 50.259 0.707 0.609 0.676 0.924 0.000 0.383 0.766 0.044 0.342 0.676 0.0 7.991 0.766 0.500 0.866 0.609 0.131 0.262 0.000 0.940 0.500 0.737 0.0 0.707 0.259 0.707 0.180 0.707 -0.966 0.654 0.087 0.996 0.000 0.5 2.707 0.985 0.0 37.766 0.866 0.996 0.609 -0.000 -0.087 0.966 0.643 0.999 0.966 0.793 -0.000 0.259 0.574 0.000 0.500 0.000 1.609 0.843 0.866 0.500 0.0 12.423 0.044 0.574 0.174 0.044 0.500 0.131 -0.985 0.940 0.0 17.985 0.887 0.766 0.5 40.707 0.000 0.991 0.044 0.5*a0 cosx ycosx sin2x cos2x ycox2x sinx ysinx ysin2x cos3x ycos3x sin3x ysin3x x(deg) x(rad) Signals and Systems with MATLAB Applications.342 0.887 0.829 0.500 -0.500 0.000 1.0 -0. Numerical computation of the coefficients of the square waveform (partial listing) y=f(x) 0.000 0.000 1.000 0.643 0.000 0.0 DC= a1= a2= a3= a4= a5= a6= a7= b1= b2= b3= b4= b5= b6= b7= 1.985 0.259 -0.044 0.000 0.174 0.991 0.

793 0.0 42.131 0.0 -1.349 0.087 0.250 Figure 7.121 0.0 6.271 0.996 1.0 7.0 22.410 0.131 0.034 0.766 0.5 -1.793 0.609 0.5 25.000 -0.000 0.383 0.131 0.408 0.5 5.065 -0.272 0.109 0.462 0.707 0.436 0.321 0.369 0.009 0.086 0.000 0.250 0.423 0.5*a0 ysin2x 0.126 0.224 0.174 0.213 0.000 0.211 0.737 0.574 0.022 0.262 0.183 0.383 sin2x 0.500 0.707 0.301 0.342 0.5 0.000 0.766 0.999 0.000 0.000 0.397 0.654 0.906 0.044 0.060 0.0 47.000 -0.338 0.269 0.259 0.996 0.171 0.000 -0.976 0.011 0.174 0.000 0.458 0.259 0.000 b5= 0.819 0. 5π/6 etc.171 0.000 0.129 0.492 cos3x ycos3x 1.866 0.301 0.000 0.966 0.609 b2= 0.172 0.265 0.643 0.022 0.866 0. Numerical: f(t)=unknown 1.698 0.008 0.906 0.000 0.397 0.940 0.020 0.383 0.423 0.785 0.574 0.500 0.991 0.000 0.383 0.259 0.500 0.433 0.0 2.000 0.397 -0.0 8.393 0.609 0.250 0.966 0.643 0.017 0.138 b4= 0.010 0.304 0.030 0.742 0.087 0.017 0.966 0.5 20.022 0.866 0.175 0.0 4.5 50.500 0.131 0.470 0.028 b6= 0.609 0.044 0.338 0.433 0.843 0.5 1.829 0.132 0.707 0.483 0.000 0.676 0.462 0.179 0.354 0.321 0.5 2.906 0.924 0.304 -0.146 0.500 -0.954 0.500 0.0 -0.793 -0.091 0.500 0.940 0.004 0.044 0.866 0.0 0.087 0.015 0.985 0.793 0.991 0.287 0.250 0.000 0.0 17.819 0.022 0.174 1.500 0.000 0.262 0.259 0.498 0.483 0.342 0.940 0.050 0.015 0.500 0.087 0.216 0.150 0.966 0.737 0.433 sin3x 0.500 0.0 27.0 12.609 -0.131 0.462 0.887 0.216 0.174 0.707 0.453 0.609 0.171 0.090 0.129 0.0 0.643 0.174 0.022 0.378 0.383 0.707 -0.423 0.271 0.500 0.087 -0.500 0.5 30.047 0.131 -0.023 0.537 0.246 0.087 0.410 0.000 b7= -0.059 0.383 -0.022 0.000 -0.866 0.866 0.500 ysin3x 0.043 0.996 0.991 0.0 32.321 0.000 0.991 1. Numerical computation of the coefficients of a clipped sine waveform (partial listing) x(deg) x(rad) Numerical Evaluation of Fourier Coefficients 0.46.087 0.480 0.500 0.018 0.087 0.004 0.985 0.087 0.500 0.643 0.966 0.172 0.196 0.676 0.218 0.000 0.492 0.866 0.259 -0.500 0.044 -0.067 0.002 0.996 0.0 DC= a1= a2= a3= a4= a5= a6= a7= b1= 0.022 0.354 0.422 0.819 0.259 0.163 0.873 7-47 .574 0.022 0.707 0.0 37.766 0.369 0.924 0.239 0.259 0.296 0.117 0.354 0.423 0.305 0.000 b3= 0.707 0.5 40.220 0.354 0.500 0.000 0.000 0.000 0.966 0.985 1.567 0.087 0.383 0.250 -0.0 0.924 0.5 15.354 -0.000 Signals and Systems with MATLAB Applications.5 45.002 0.000 0.022 0.044 0.498 0.006 0.611 0.342 0.304 0.342 0.211 0.006 0.129 -0.5 10.000 0.707 0.985 0.524 0.084 0.000 0.433 0.287 0.5 35.183 0.924 0.044 0.766 0.324 0.Analytical: Sine wave clipped at π/6.043 0.013 0.354 0.383 0.191 -0.500 0.793 0.008 0.183 0.000 0.146 0.496 0. Second Edition Orchard Publications y=f(x) cosx ycosx sinx ysinx cos2x ycox2x 0.129 0.

the series will consist of cosine terms only. if it is an odd function.sin nωt n 7-48 Signals and Systems with MATLAB Applications. and a 0 may or may not be zero.13 Summary • Any periodic waveform f ( t ) can be expressed as 1 f ( t ) = -. and b n are found from the following relations: 1 1 -.⎛ sin ωt + -. • If a waveform has even symmetry. and represents the DC (average) component of f ( t ) .sin 5ωt + …⎞ = -----⎠ π 5 3 π⎝ n = odd ∑ 1 -. In other words. represent the second harmonic component 2ω .sin 3ωt + -. the terms with the coefficients a 2 and b 2 together. Likewise. • The trigonometric Fourier series for the square waveform with odd symmetry is 4A 1 1 4A f ( t ) = -----. represent the fundamental frequency component ω .Chapter 7 Fourier Series 7. the series will consist of sine terms only. that is. Second Edition Orchard Publications .a 0 = ----2 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. a n . the shape of the negative half-cycle of the waveform is the same as that of the positive half-cycle. We recall that even functions are those for which f( –t ) = f ( t ) • A periodic waveform with period T . that is. if it is an even function. and so on. but inverted. all even (even cosine and even sine) harmonics will be zero. has half-wave symmetry if –f ( t + T ⁄ 2 ) = f ( t ) that is. If a waveform has half-wave symmetry only odd (odd cosine and odd sine) harmonics will be present. The coefficients a 0 . The terms with the coefficients a 1 and b 1 together. We recall that odd functions are those for which – f ( – t ) = f ( t ) .a 0 + 2 ∞ n=1 ∑ ( a cos nωt + b sin nωt ) n n where the first term a 0 ⁄ 2 is a constant.

+ ------------. Second Edition Orchard Publications 7-49 . C – n = C n∗ Signals and Systems with MATLAB Applications. and appear as complex conjugate pairs.⎛ sin ω t – -. except C 0 . that is.sin nωt n • The trigonometric Fourier series for the triangular waveform with odd symmetry is 8A 1 1 8A 1 ( –1 ) f ( t ) = -----. … ∑ ∞ • 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 bn 1 1 C –n = -.( a n + jb n ) ⎝ ⎠ 2 2 j bn 1 1 C n = -.+ ------------.⎛ a n – ---.a 0 2 • The C i coefficients.sin 4ωt + …⎞ = -----⎝ ⎠ π 4 3 2 π ∑ ( –1 ) ∑ n–1 1 -.– -----π π 1 -----------------. are complex.cos 3ωt + -. 4.+ … 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 3ωt + ----.f ( t ) = A + -. 6.------------.cos n ωt n • The trigonometric Fourier series for the sawtooth waveform with odd symmetry is 2A 1 1 1 2A f ( t ) = -----.⎞ = -.Summary • The trigonometric Fourier series for the square waveform with even symmetry is 4A 1 4A 1 f ( t ) = -----.+ ------------.sin 7ωt + …⎞ = -----2 ⎝ 2 ⎠ 49 25 9 π n = odd π (n – 1) ---------------2 1 ---.⎛ sin ωt – -.⎛ a n + ---.cos nωt 2 (n – 1) n = 2.( a n – j b n ) ⎝ ⎠ 2 2 j 1 C 0 = -.⎞ = -.sin 3ωt – -.sin 5ωt – ----.sin n ωt 2 n • The trigonometric Fourier series for the half-wave rectifier with no symmetry is A cos 2t cos 4t cos 6t cos 8t A -.sin 2ωt + -.cos 5ωt – …⎞ = -----⎠ π 5 π⎝ 3 n = odd ∑ ( –1 ) (n – 1) ---------------2 1 -.⎛ cos ω t – -.sin t – -.

Thus. I RMS = I 0 + I 1 RMS + I 2 RMS + … + I N RMS 2 2 2 2 or I RMS = 1 2 1 2 1 2 2 I 0 + -.I + … + -.I 2 Nm 2 1m 2 2m • 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 line spectrum of an impulse train consists of a train of equal amplitude. is equal to the square root of the sum of the squares of the RMS values of each sinusoid. Second Edition Orchard Publications . • Τhe RMS value of a waveform consisting of sinusoids of different frequencies.Chapter 7 Fourier Series • In general.I + -. and are equally spaced harmonics. 1 C n = -T ∫0 T f ( t )e – jn ω t 1 d( ωt ) = ----2π ∫0 2π f ( t )e – jn ω t d( ωt ) • 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. all coefficients C i are imaginary • If there is half-wave symmetry. all coefficients C i are real • For odd functions. C n = 0 for n = even • C –n = C n∗ always • A line spectrum is a plot that shows the amplitudes of the harmonics on a frequency scale. • The frequency components of a recurrent rectangular pulse follow a sin x ⁄ x form. 7-50 Signals and Systems with MATLAB Applications. for ω ≠ 1 .

Compute the first 5 components of the trigonometric Fourier series for the waveform of Figure 7. Waveform for Exercise 2 3.47.Exercises 7.48. Second Edition Orchard Publications 7-51 . f(t) A ωt 0 Figure 7.50. f(t) A 0 Figure 7. f( t) A⁄2 0 –A ⁄ 2 ωt Figure 7. Compute the first 5 components of the exponential Fourier series for the waveform of Figure 7. Assume ω = 1 . Waveform for Exercise 4 Signals and Systems with MATLAB Applications.14 Exercises 1.47. Waveform for Exercise 3 ωt 4.49.50.49. Compute the first 5 components of the exponential Fourier series for the waveform of Figure 7. Assume ω = 1 . Compute the first 5 components of the trigonometric Fourier series for the waveform of Figure 7. Assume ω = 1 . f(t) A 0 ωt Figure 7. Assume ω = 1 . Waveform for Exercise 1 2.48.

f( t) A 0 Figure 7. Waveform for Exercise 6 7-52 Signals and Systems with MATLAB Applications.51. Compute the first 5 components of the exponential Fourier series for the waveform of Figure 7. Compute the first 5 components of the exponential Fourier series for the waveform of Figure 7. Second Edition Orchard Publications . Waveform for Exercise 5 ωt 6.52.52. f(t) A ωt 0 −A Figure 7.Chapter 7 Fourier Series 5.51. Assume ω = 1 . Assume ω = 1 .

the series consists of cosine terms only.a n = -----.Solutions to Exercises 7..cos nt + -.. – 4A 4A – 4A for n = 1.t dt = ---. f(t) A A -.– 0 ⎞ 2⎝ 2 ⎠ 2 n π n n and since sin ntπ = 0 for all integer n .= -----. for n = 0 . 2A 12A 1 a n = -----. Second Edition Orchard Publications 7-53 .cos nπ – ---.t π – 2π –π 0 π 2π ωt This is an even function. a 1 = – 4A. There is no half-wave symmetry and the average ( DC component) is not zero. Then. therefore.⋅ --2 π 2 2 π 0 A π . for n = 3. 2 a n = -π ∫0 π A 2A -.⋅ ---2 π 2 2 or ( 1 ⁄ 2 ) ⁄ a0 = A ⁄ 2 We observe from (2) that for n = even .⎛ ---. a n = even = 0 .cos ax + -. we must use (1). ∫ x cos ax dx and thus (1) becomes t 2A 1 . 1 2A -. Then. a 5 = – ---------.t cos nt dt = -----2 π π ∫0 t cos nt dt π (1) From tables of integrals.⎛ ---. for n = 7.cos nπ + -.sin ntπ – ---.sin nt ⎞ 2⎝ 2 ⎠ n π n x 1 = ---.( cos nπ – 1 ) (2) 2⎝ 2 2⎠ 2 2 π n n n π We cannot evaluate the average ( 1 ⁄ 2 ) ⁄ a 0 from (2). Then. for n = 5.⎛ ---.15 Solutions to Exercises 1. a 3 = --------------2 2 2 2 2 2 2 π 3 π 5 π 7 π Signals and Systems with MATLAB Applications.⎞ = ---------.sin a x 2 a a π 0 t 2A 1 1 .a 0 = -------2 2 2π ∫0 π A t .= ---. We will integrate from 0 to π and multiply by 2 . a 3 = ---------.

sin nt nπ π π⁄2 0 2A nπ 4A . therefore. Second Edition Orchard Publications .sin a x = ---.cos 7t + …⎞ = A – -----2⎝ ⎠ 2 9 25 49 2 π π ∞ ∑ n = odd 1 ---.⎛ sin nπ – sin nπ⎞ --------⎠ nπ ⎝ 2 2⎝ 2 2⎠ 2 2 n π and since sin ntπ = 0 for all integer n . a 1 = -----.t cos nt dt + -π π ∫π ⁄ 2 A cos nt dt π (1) and with ∫ x cos ax dx (1) simplifies to 1x 1= ---.t π 0 π⁄2 π 3π ⁄ 2 π ωt This is an even function.cos nπ + -----.= ------------------------.----a n = ---------.⎛ cos t + -.sin nπ – 1 – 0⎞ + -----. f( t) A 2A -----.a 0 – -----. for n = 4.⎛ cos nπ + ----. 4A 4A 1 1 1 1 -f ( t ) = -.a 0 = ----------------.----.sin nπ = ---------. There is no half-wave symmetry and the average ( DC component) is not zero. for n = 2.---. the series consists of cosine terms only. a 3 = -------.= -----2 Period 2π 2π 4 2 a n = -π ∫0 π⁄2 2A 2 -----. 1 Area 2 × [ ( A ⁄ 2 ) ⋅ ( π ⁄ 2 ) ] + Aπ 3A ⋅ ( π ⁄ 2 ) 3A Average = -.( – 1 – 1 ) = – -----2 2 2 2 π 4π π π 4A– 4A 4A for n = 3.⎠ 2 2 2 2⎝ 2 2 nπ 2 2 2 nπ 2 n π n π n π 4A 4A 4A 2A for n = 1.( 1 – 1 ) = 0 2 2 2 2 9π 9π 7 π 7-54 Signals and Systems with MATLAB Applications.sin nπ – ---------. a 2 = -------..⎛ cos nπ – 1⎞ --------.( 0 – 1 ) = – -------.Chapter 7 Fourier Series and so on. 4A 2A 4A 4A 2A .cos 3t + ----.----= ---------.( cos ax + ax sin ax ) 2 2 a a a 4A 1a n = -----.cos nt 2 n 2. a 4 = ---------. Therefore.( 0 – 1 ) = – ------.( cos nt + nt sin nt ) 2 2 π n π⁄2 2A + -----.cos 5t + ----.– -----.= -------------------------------------------------------------.cos ax + -.

– jnt dt = -------------. 1 4A 1 -----f ( t ) = 3A – -----.⎛ cos t + -.( 1 – 1 ) = 0 j2nπ and AAC n = odd = ----------. f(t) A 0 π 2π ωt This is neither an even nor an odd function and has no half-wave symmetry.cos 2t + -. Second Edition Orchard Publications 7-55 . 1C n = ----2π ∫0 π 2π f ( t )e – jn ω t d( ωt ) and with ω = 1 1 C n = ----2π ∫0 2π f ( t )e – jnt 1 dt = ----2π ∫0 Ae – jnt dt + ∫π 2π 0e – jnt A dt = ----2π ∫0 e π – jnt dt The DC value is AC 0 = ----2π ∫0 π A0 e dt = ----. the series consists of both cosine and sine terms.cos 3t + …⎞ 2⎝ ⎠ 9 2 4 π 3. Then. therefore.Solutions to Exercises We observe that the fourth harmonic and all its multiples are zero. Then.t 2π π 0 π 0 A = -2 For n ≠ 0 AC n = ----2π ∫0 π e – jnt A . e = – 1 .[ 1 – ( – 1 ) ] = ------j2nπ jnπ By substitution into Signals and Systems with MATLAB Applications. e – jn π = 1 and for n = odd . Therefore.( 1 – e ) j2nπ Recalling that e – jn π = cos nπ – j sin nπ – jn π for n = even . The average ( DC component) is not zero. A C n = even = ----------.e – j2 nπ A– jn π = ----------.

For instance.⎛ … – -. since C 1 = 2A ⁄ jπ . Then.e + …⎞ ⎠ 3 3 jπ ⎝ It is also the same waveform as in Example 7. f(t) A⁄2 0 –A ⁄ 2 ωt This is the same waveform as in Exercise 3 where the DC component has been removed. 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. Therefore. 1 C n = ----2π ∫– π π f ( t )e – jnt A dt = ----2π ∫– π ⁄ 2 e π⁄2 – jnt dt The DC value is 7-56 Signals and Systems with MATLAB Applications. 1 – j3 ω t – j ω t Aj ω t 1 j3 ω t f ( t ) = ---. 5. 4. Second Edition Orchard Publications . 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 ⁄ jπ . for this waveform C n is real. We observe that f ( t ) is complex. Then.⎛ … – -.10 except that the amplitude is halved.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∗ . as expected.Chapter 7 Fourier Series f ( t ) = … + C –2 e – j2 ω t + C –1 e –j ω t + C0 + C1 e jωt + C2 e j2 ω t +… we find that 1 – j3 ω t – j ω t Aj ω t 1 j3 ω t -f ( t ) = A + ---.e –e + e + -.e –e + e + -.

5. 5.π π A = ----.if n = 3.( e ⎝ ⎠ nπ ----nπ j2 j2nπ 2 jn π ⁄ 2 and we observe that for n = even . Second Edition Orchard Publications 7-57 . We can express f ( t ) in a more compact form as -f( t) = A + 2 n = odd ∑ ( –1 ) (n – 1) ⁄ 2 A----. C n alternates in plus (+) and minus (−) signs. 9.Solutions to Exercises AC 0 = ----. f(t) –π ⁄ 2 –π −A 0 A 2A -----. … nπ A C n = – ----.sin nπ = ----------. that is.⎞ = ----. 7.2π ⎝ 2 2⎠ 2 π⁄2 –π ⁄ 2 For n ≠ 0 AC n = ----2π ∫– π ⁄ 2 π⁄2 e – jnt A . 11.+ -. -f(t) = A + 2 n = odd ∑ A⎛ ± ----.⎛ ------------------------------------. 7.e – j2 nπ A .e jn ω t⎞ ⎝ nπ ⎠ where the plus (+) sign is used with n = 1.t 2π π⁄2 –π ⁄ 2 A. C n = 0 For n = odd .⎛ -.– jnt dt = -------------.jn π ⁄ 2 – e – jn π ⁄ 2 ) = ----. … nπ Thus.⎞ = -.e jn ω t nπ 6. A C n = ----. … and the minus (−) sign is used with n = 3.( e –e ) – j2 nπ – jn π ⁄ 2 A e –e A A . 9. 11.if n = 1. … .t – 1 π π⁄2 π ωt We will find the exponential form coefficients C n from 1 C n = ----2π ∫–π f ( t )e π – jnt dt From tables of integrals Signals and Systems with MATLAB Applications.– jn π ⁄ 2 jn π ⁄ 2 = -------------.

It also has half-wave symmetry and thus C n = 0 for n = even as we’ve found. 1 C n = ----2π e ax xe dx = -----. cos nπ = – 1 .⎛ … + -. Second Edition Orchard Publications .e +e + e + -.( cos nπ – 1 ) 2 2 n π –4 A For n = even .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.sin nπ⎞ 2 2⎝ ⎠ 2 2n π and since sin nπ = 0 for all integer n . 2A C n = ---------. 1 – j3 ω t –j ω t j ω t 1 j3 ω t 4A f ( t ) = – -----. 7-58 Signals and Systems with MATLAB Applications. by inspection.( ax – 1 ) 2 a ax ∫ ⎛ – 2A t – 1⎞ e –jnt dt + -----⎝ π ⎠ –π 0 ∫0 ⎛ ------.4A.⋅ --------------------------2 ⎝ ⎠ n 2 2π n π n π j2 j2 2 jn π – jn π jn π – jn π 4A nπ = -------------. Then.t – 1⎞ e ⎝ π ⎠ 2A π – jnt dt Integrating and rearranging terms we get jn π – jn π e 2A e 4A 1 –e –e +e .+ -------.⎛ nπ ⋅ --------------------------. C n = 0 and for n = odd .+ --------------------------.– -------.Chapter 7 Fourier Series ∫ Then.⎛ – 1 + nπ sin nπ + cos nπ – ----.⎞ – -----. and C n = ---------2 2 n π Also. the DC component C 0 = 0 .e C n = ----. This is to be expected since f ( t ) is an even function.

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

as f ( t ) = f Re ( t ) + j f Im ( t ) (8. By substitution of (8.8) From (8.2) into (8.2). we get F(ω) = ∫– ∞ ∞ f Re ( t )e – jωt dt + j ∫–∞ fIm ( t )e ∞ ∞ – jωt dt (8. in general. and thus we can express it as the sum of its real and imaginary parts.10) We can derive similar forms for the Inverse Fourier transform as follows: Substitution of (8.12) 1+ j ----2π Therefore.3) yields 1f ( t ) = ----2π ∞ ∫–∞ [ FRe ( ω ) + jFIm ( ω ) ]e jωt dω (8.7) and by Euler’s identity F(ω) = ∫– ∞ ∞ [ f Re ( t ) cos ωt + f Im ( t ) sin ωt ] dt – j ∫–∞ [ fRe ( t ) sin ωt –fIm ( t ) cos ω t ] dt (8. Second Edition Orchard Publications .1).11) and by Euler’s identity. These notations have the same meaning as Re { f ( t ) } and Im { f ( t ) } .6) into the Fourier integral of (8.13) 8-2 Signals and Systems with MATLAB Applications. that is.Chapter 8 The Fourier Transform 8.6) The subscripts Re and Im will be used often to denote the real and imaginary parts respectively.2 Special Forms of the Fourier Transform The time function f ( t ) is. 1 f ( t ) = ----2π ∫–∞ [ FRe ( ω ) cos ωt –FIm ( ω ) sin ωt ] dω ∫–∞ [ FRe ( ω ) sin ωt + FIm ( ω ) cos ω t ] dω ∫–∞ [ FRe ( ω ) cos ωt –FIm ( ω ) sin ωt ] dω ∞ ∞ ∞ (8.9) and F Im ( ω ) = – (8. complex. we see that the real and imaginary parts of F ( ω ) are F Re ( ω ) = ∫–∞ [ fRe ( t ) cos ωt + fIm ( t ) sin ωt ] dt ∫–∞ [ fRe ( t ) sin ωt –fIm ( t ) cos ω t ] dt ∞ ∞ (8. the real and imaginary parts of f ( t ) are 1f Re ( t ) = ----2π (8.

9) and (8. whereas the product of an odd function and an even function will result in an odd function. Real Time Functions If f ( t ) is real. can be expressed as the sum of an even and an odd function. Therefore.Special Forms of the Fourier Transform and 1 f Im ( t ) = ----2π ∞ ∫–∞ [ FRe ( ω ) sin ωt + FIm ( ω ) cos ω t ] dω (8. as indicated in Table 8.14) Now. TABLE 8. we will use the above relations to determine the time to frequency domain correspondence for real. and when f ( t ) is real and odd*.2 .10) reduce to F Re ( ω ) = ∫–∞ fRe ( t ) cos ωt dt ∫–∞ fRe ( t ) sin ωt dt ∞ ∞ (8. F ( ω ) is. Second Edition Orchard Publications 8-3 . the product of two odd functions or the product of two even functions will result in an even function. while the sine is an odd function. imaginary. We indicate this result with a check mark in Table 8. We will show these in tabular form.7) f(t) Real Imaginary F(ω) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd 1. in general. we will make use of the fact that the cosine is an even function.1 Time Domain and Frequency Domain Correspondence (Refer to Tables 8.8. * In our subsequent discussion. Also. and odd functions in both the time and the frequency domains.15) and F Im ( ω ) = – (8. (8. even. complex.2.16) Conclusion: If f ( t ) is real. Signals and Systems with MATLAB Applications.1. We know that any function f ( t ) . we will also consider the cases when f ( t ) is real and even.

if f Re ( t ) = even .17) and F Im ( ω ) = – ∫–∞ fRe ( t ) sin ωt dt ∞ = 0 f Re ( t ) = even (8. while the product f Re ( t ) sin ω t is odd. F ( ω ) is also real and even.7) f( t) Real Imaginary F(ω) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd a.3. we must perform a test for evenness or oddness with respect to ω .19) Conclusion: If f ( t ) is real and even.2 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8.15) and (8.18) Therefore. To determine whether F ( ω ) is even or odd when f Re ( t ) = even . F ( ω ) is real as seen in (8. the product f Re ( t ) cos ωt .17). while the product f Re ( t ) ( sin ω t ) is even.3 . Second Edition Orchard Publications .Chapter 8 The Fourier Transform TABLE 8. (8. yields F Re ( – ω ) = 2 ∞ ∞ ∫0 f Re ( t ) cos ( – ω )t dt = 2 ∫0 f Re ( t ) cos ωt dt = F Re ( ω ) (8. with respect to t . We indicate this result in Table 8. b. In this case.8. is odd. is even. (8. with respect to t . the product f Re ( t ) cos ωt .15) and (8. Thus. f Re ( t ) is even If f Re ( – t ) = f Re ( t ) .16) reduce to: F Re ( ω ) = 2 ∫0 ∞ f Re ( t ) cos ωt dt f Re ( t ) = even (8.17). f Re ( t ) is odd If – f Re ( – t ) = f Re ( t ) .16) reduce to: 8-4 Signals and Systems with MATLAB Applications. substitution of – ω for ω in (8. In this case.

10) reduce to F Re ( ω ) = ∫–∞ fIm ( t ) sin ω t dt ∫–∞ fIm ( t ) cos ω t dt ∞ ∞ (8. F ( ω ) is imaginary and odd. if f Re ( t ) = odd . To determine whether F ( ω ) is even or odd when f Re ( t ) = odd .3 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8. Imaginary Time Functions If f ( t ) is imaginary.4.20) and F Im ( ω ) = – 2 f Re ( t ) sin ωt dt f Re ( t ) = odd (8.8. substitution of – ω for ω in (8. 2. We indicate this result in Table 8. we perform a test for evenness or oddness with respect to ω . Thus. (8.7) f(t) Real Imaginary F(ω) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd ∞ F Re ( ω ) = ∫–∞ fRe ( t ) cos ωt dt ∫0 ∞ = 0 f Re ( t ) = odd (8.4 .21) Therefore.23) and F Im ( ω ) = (8. yields F Im ( – ω ) = – 2 ∞ ∞ ∫0 f Re ( t ) sin ( – ω )t dt = 2 ∫0 f Re ( t ) sin ωt dt = – F Im ( ω ) (8.22) Conclusion: If f ( t ) is real and odd. Second Edition Orchard Publications 8-5 . F ( ω ) is imaginary.21).Special Forms of the Fourier Transform TABLE 8.24) Signals and Systems with MATLAB Applications.9) and (8.

TABLE 8. in general.5 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8.23) and (8. and f ( t ) is imaginary and odd. complex.24) reduce to: F Re ( ω ) = ∞ ∫–∞ fIm ( t ) sin ω t dt ∫0 ∞ = 0 f Im ( t ) = even (8. (8.4 Time Domain and Frequency Domain Correspondence (Refer also to Tables 8.7) f( t) Real Imaginary F( ω ) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Next.5. In this case.6 . f Im ( t ) is even If f Im ( – t ) = f Im ( t ) . We indicate this result in Table 8.7) f( t) Real Imaginary F(ω) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Conclusion: If f ( t ) is imaginary.8.26) 8-6 Signals and Systems with MATLAB Applications. 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. Second Edition Orchard Publications . a. with respect to t .8. F ( ω ) is.Chapter 8 The Fourier Transform TABLE 8. the product f Im ( t ) cos ωt .5 .25) and F Im ( ω ) = 2 f Im ( t ) cos ω t dt f Im ( t ) = even (8.

7) f(t) Real Imaginary F(ω) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd b. we perform a test for evenness or oddness with respect to ω . f Im ( t ) is odd If – f Im ( – t ) = f Im ( t ) . To determine whether F ( ω ) is even or odd when f Im ( t ) = even .27) f Im ( t ) cos ωt dt = F Im ( ω ) Conclusion: If f ( t ) is imaginary and even.29) Therefore. TABLE 8. (8. F ( ω ) is real.Special Forms of the Fourier Transform Therefore. while the product f Im ( t ) sin ω t is even. We indicate this result in Table 8.28) and F Im ( ω ) = ∫–∞ fIm ( t ) cos ω t dt ∞ = 0 f Im ( t ) = odd (8. if f Im ( t ) = odd . substitution of – ω for ω in (8.26) yields F Im ( – ω ) = 2 = 2 ∞ ∫0 ∫0 f Im ( t ) cos ( – ω )t dt ∞ (8. with respect to t . the product f Im ( t ) cos ωt . In this case.6 Time Domain and Frequency Domain Correspondence (Refer also to Table 8. Thus.24) reduce to F Re ( ω ) = ∫– ∞ ∞ f Im ( t ) sin ω t dt = 2 ∫0 ∞ f Im ( t ) sin ω t dt f Im ( t ) = odd (8. F ( ω ) is imaginary. F ( ω ) is also imaginary and even. if f Im ( t ) = even . Signals and Systems with MATLAB Applications. is odd.6.23) and (8. Second Edition Orchard Publications 8-7 .

TABLE 8. the real part of F ( ω ) is even.7 Time Domain and Frequency Domain Correspondence (Completed Table) f(t) Real Imaginary F(ω) Complex Even Odd Real Real and Even Real and Odd Imaginary Imaginary and Even Imaginary and Odd Table 8.33) and F Im ( – ω ) = – F Im ( ω ) Since.34) Now. F Re ( – ω ) = F Re ( ω ) f ( t ) = Real f ( t ) = Real (8. Second Edition Orchard Publications .31) (8.28) yields F Re ( – ω ) = 2 ∞ ∞ ∫0 f Im ( t ) sin ( – ω )t dt = – 2 ∫0 f Im ( t ) sin ωt dt = – F Re ( ω ) (8. We indicate this result in Table 8. we can verify this with (8.14) which is repeated below for convenience. if F ( ω ) of some function of time f ( t ) is known.Chapter 8 The Fourier Transform To determine whether F ( ω ) is even or odd when f Im ( t ) = odd . can we conclude that f ( t ) is real? The answer is yes.7 is now complete and shows that if f ( t ) is real (even or odd). and the imaginary part is odd. we perform a test for evenness or oddness with respect to ω .7. and F ( ω ) is such that F ( – ω ) = F∗ ( ω ) . Then. F ( ω ) is real and odd. 8-8 Signals and Systems with MATLAB Applications. substitution of – ω for ω in (8. F ( ω ) = F Re ( ω ) + jF Im ( ω ) it follows that F ( – ω ) = F Re ( – ω ) + jF Im ( – ω ) = F Re ( ω ) – jF Im ( ω ) or F ( – ω ) = F∗ ( ω ) f ( t ) = Real (8.32) (8.30) Conclusion: If f ( t ) is imaginary and odd. Thus.

37) F ( ω )e j [ ωt + ϕ ( ω ) ] dω 8. is that F ( – ω ) = F∗ ( ω ) .3 Properties and Theorems of the Fourier Transform 1.31) and (8.32). Proof: The proof is easily obtained from (8.35) We observe that the integrand of (8. Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 8-9 .Properties and Theorems of the Fourier Transform 1 f Im ( t ) = ----2π ∫–∞ [ FRe ( ω ) sin ωt + FIm ( ω ) cos ω t ] dω ∞ (8. * In (8. we rewrite (8. that is. if it is known that f ( t ) is real. the definition of the Fourier transform.Re π ∫0 ∞ (8. Therefore. The procedure is the same as for the linearity property of the Laplace transform in Chapter 2. 1f Re ( t ) = ----2π ∫–∞ [ FRe ( ω ) cos ωt –FIm ( ω ) sin ωt ] dω ∞ (8. that a necessary and sufficient condition for f ( t ) to be real. the linearity property of the Fourier transform states that a1 f1 ( t ) + a2 f2 ( t ) + … + an fn ( t ) ⇔ a1 F1 ( ω ) + a2 F2 ( ω ) + … + an Fn ( ω ) (8.36) as 1f Re ( t ) = 2 ----2π 1 = -π ∫0 ∞ [ F Re ( ω ) cos ωt – F Im ( ω ) sin ωt ] dω ∫0 ∞ 1 A ( ω ) cos [ ωt + ϕ ( ω ) ] dω = -. Also. f ( t ) is real.38) where a i is some arbitrary real constant. that is.36) and since the integrand is an even function with respect to ω . the Inverse Fourier transform of (8. f Im ( t ) = 0 .1).35) is zero since it is an odd function with respect to ω because both products inside the brackets are odd functions*. We can state then.3) can be simplified as follows: From (8. Linearity If F 1 ( ω ) is the Fourier transform of f 1 ( t ) . F 2 ( ω ) is the transform of f 2 ( t ) . we determined that F Re ( ω ) is even and F Im ( ω ) is odd.13). and so on.

⎞ a ⎝ a ⎠ (8.41) We let at = τ . then.39) follows. the time scaling property of the Fourier transform states that if we replace the variable t in the time domain by at . we get 2πf ( – ω ) = ∫–∞ F ( t )e – j ωt dt and (8. we replace ω with t .40) that is. t = τ ⁄ a . 1 ω f ( at ) ⇔ ----. ∞ F { f ( at ) } = ∫–∞ f ( at )e – jωt dt (8. Proof: Since 1f ( t ) = ----2π ∞ ∫–∞ F ( ω )e ∫–∞ F ( ω )e ∞ ∞ jωt dω then. and divide F ( ω ⁄ a ) by the absolute value of a . we must replace the variable ω in the frequency domain by ω ⁄ a . and F ( ω ) is the Fourier transform of f ( t ) . Second Edition Orchard Publications . 3.39) that is.F ⎛ --. the symmetry property of the Fourier transform states that F ( t ) ⇔ 2πf ( – ω ) (8. Symmetry If F ( ω ) is the Fourier transform of f ( t ) . if in F ( ω ) . 2πf ( – t ) = – j ωt dω Interchanging t and ω . Time Scaling If a is a real constant. then.41) becomes 8-10 Signals and Systems with MATLAB Applications. Proof: We must consider both cases a > 0 and a < 0 .39). and (8. we get the Fourier transform pair of (8. For a > 0 .Chapter 8 The Fourier Transform 2.

Time Shifting If F ( ω ) is the Fourier transform of f ( t ) .⎞ = -⎝ a⎠ a ∞ ∫–∞ f ( τ )e – jωt ∞ ω – j ⎛ ---⎞ τ ⎝ a⎠ 1 ω dτ = -. and thus F { f ( t – t0 ) } or = ∫– ∞ ∞ f ( τ )e – jω ( τ + t 0 ) dτ = e – jωt 0 ∫–∞ f ( τ )e ∞ – jω ( τ ) dτ F { f ( t – t0 ) } 5. where ω 0 is a constant. 4. then. t = τ + t 0 .43) that is.Properties and Theorems of the Fourier Transform F {f(τ)} For a < 0 . Frequency Shifting If F ( ω ) is the Fourier transform of f ( t ) .42) that is.⎞ ⎝a⎠ τ 1 d ⎛ -. Proof: F { f ( t – t0 ) } = ∫–∞ f ( t – t )e 0 ∞ – jωt dt We let t – t 0 = τ . then. the time shifting property of the Fourier transform states that if we shift the time function f ( t ) by a constant t 0 . = ∫–∞ f ( τ )e ∞ τ – jω ⎛ -.40). results in shifting Signals and Systems with MATLAB Applications. f ( t – t 0 ) ⇔ F ( ω )e – jωt 0 (8. but the term ωt 0 is added to its phase angle. Second Edition Orchard Publications 8-11 . for 1 ⁄ a we obtain (8. the Fourier transform magnitude does not change. we find that the multiplying factor is – 1 ⁄ a . Therefore. . multiplication of the time function f ( t ) by e the Fourier transform by ω 0 .F ⎛ ---⎞ a ⎝ a⎠ F { f ( –at ) } = ∫–∞ f ( –at )e dt and making the above substitutions. dt = dτ . e jω 0 t = e – jωt 0 F(ω) f ( t ) ⇔ F ( ω – ω0 ) jω 0 t (8. then.

44) Property 5. the Fourier transform of ------.47) Proof: Differentiating the Inverse Fourier transform.⎞ ⎝ a ⎠ a (8. that is. Second Edition Orchard Publications . d ------. from e jω 0 t f ( t ) ⇔ F ( ω – ω0 ) jω 0 t –j ω0 t and +e e cos ω 0 t = -----------------------------2 we get F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ ---------------------------------------------------------2 (8.f ( t ) .40) and (8. Time Differentiation If F ( ω ) is the Fourier transform of f ( t ) .F ⎛ --------------. F ( ω – ω0 ) –F ( ω + ω0 ) f ( t ) sin ω 0 t ⇔ ------------------------------------------------------j2 (8. if it exists. is ( jω ) F ( ω ) .45) Similarly. Thus.Chapter 8 The Fourier Transform Proof: ∞ F { e jω t f ( t ) } 0 = ∫– ∞ e jω 0 t f ( t )e – jωt dt or F {e Also. from (8.43) jω 0 t f(t)} = ∫–∞ f ( t )e ∞ –j ( ω – ω0 ) dt = F ( ω – ω 0 ) e jω 0 t ω – ω0 1 f ( at ) ⇔ ----. then.f ( t ) ⇔ ( jω ) n F ( ω ) n dt d n that is. n dt n n (8. we get 8-12 Signals and Systems with MATLAB Applications.43) is also used to derive the Fourier transform of the modulated signals f ( t ) cos ωt and f ( t ) sin ωt .46) 6. (8.

∫–∞ f ( τ ) dτ ⇔ -----------jω 9. Signals and Systems with MATLAB Applications.48) Proof: Using the Fourier transform definition.⎛ ----.n n ⎝ 2π dt dt 1= ----2π n n ∫– ∞ ∞ F ( ω )e n jωt 1 dω⎞ = ----⎠ 2π ∫ d . d n ( – j t ) f ( t ) ⇔ --------. Time Integration If F ( ω ) is the Fourier transform of f ( t ) . then. 7.F ( ω ) n dω n (8.⎛ n n⎝ dω dω = n n ∫– ∞ ∞ f ( t )e – j ωt dt⎞ = ⎠ ∫ d – j ωt dt f ( t ) --------.jωt F ( ω ) ------. Conjugate Time and Frequency Functions t F(ω) (8. then.48) follows. then.+ πF ( 0 )δ ( ω ) jω Proof: t F(ω ) (8.47) follows.F ( ω ) = --------.e n –∞ dω n ∞ n ∫– ∞ ∞ f ( t ) ( –j t ) e n – j ωt dt = ( – j t ) ∫–∞ f ( t )e ∞ – j ωt dt and (8. 8.f ( t ) = ------.49) We postpone the proof of this property until we derive the Fourier transform of the unit step function u 0 ( t ) on the next section. then.49). Second Edition Orchard Publications 8-13 . If F ( ω ) is the Fourier transform of the complex function f ( t ) . F ( 0 ) = 0 .Properties and Theorems of the Fourier Transform d d 1 ------. ∫–∞ f ( τ ) dτ ⇔ -----------.e dω n –∞ dt ∞ n ∫– ∞ ∞ F ( ω ) ( jω ) e jωt n 1 dω = ( jω ) ⎛ ----⎝ 2π ∫–∞ F ( ω )e ∞ jωt dω⎞ ⎠ and (8.50) and this is easily proved by integrating both sides of the Inverse Fourier transform. In the special case where in (8. Frequency Differentiation If F ( ω ) is the Fourier transform of f ( t ) . we get d d --------.

f 1 ( t )∗ f 2 ( t ) ⇔ F 1 ( ω )F 2 ( ω ) (8. convolution in the time domain. dt = dσ . then. 8-14 Signals and Systems with MATLAB Applications. 10. Proof: F(ω) = = ∫– ∞ ∫– ∞ ∞ ∞ f ( t )e – jωt dt = ∫–∞ [ fRe ( t ) + jfIm ( t ) ]e ∫–∞ fIm ( t )e dt – j ∞ ∞ – jωt ∞ – jωt dt f Re ( t )e – jωt dt + j dt Then. F∗ ( ω ) = ∫– ∞ ∞ f Re ( t )e jωt ∫–∞ fIm ( t )e – j ωt jωt dt Replacing ω with – ω . and F 2 ( ω ) is the Fourier transform of f 2 ( t ) .53).52) that is. if the Fourier transform of f ( t ) = f Re ( t ) + f Im ( t ) is F ( ω ) .51) that is. then. and by substitution into (8.53) dt dτ – jωt and letting t – τ = σ . corresponds to multiplication in the frequency domain. and thus (8. then. Second Edition Orchard Publications . the Fourier transform of f∗ ( t ) = f Re ( t ) – f Im ( t ) is F∗ ( – ω ) . Time Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) .52) follows. F { f 1 ( t )∗ f 2 ( t ) } = ∫– ∞ ∞ f1 ( τ ) ∫– ∞ ∞ f 2 ( σ )e – jωτ – jωσ e dσ dτ = ∫– ∞ ∞ f 1 ( τ )e – jωτ dτ ∫–∞ f ( σ )e 2 ∞ – jωσ dσ The first integral above is F 1 ( ω ) while the second is F 2 ( ω ) .51) follows. Proof: F { f1 ( t )∗ f2 ( t ) } = = ∫–∞ ∫–∞ f ( τ )f2 ( t – τ ) dτ 1 ∞ ∞ e – jωt dt ∫–∞ f ( τ ) ∫–∞ f ( t – τ )e 1 2 ∞ ∞ (8.Chapter 8 The Fourier Transform f∗ ( t ) ⇔ F ∗ ( – ω ) (8. we get F∗ ( – ω ) = ∫–∞ [ fRe ( t ) – jfIm ( t ) ]e ∞ dt and (8.

corresponds to convolution in the frequency domain divided by the constant 1 ⁄ 2π . then. then. 12. replacing it with F 2 ( ω )e – jωt 0 ∞ – jωt 0 into the bracketed integral of . multiplication in the time domain. Proof: Using the definition of F ( ω ) and that e – jωt ω=0 = 1 .53).54) follows. and F 2 ( ω ) is the Fourier transform of f 2 ( t ) . the area under a time function f ( t ) is equal to the value of its Fourier transform evaluated at ω = 0 . Second Edition Orchard Publications 8-15 . F( 0) = ∫– ∞ f ( t ) d t ∞ (8. Proof: F { f1 ( t )f2 ( t ) } = ∫– ∞ ∞ [ f 1 ( t ) f 2 ( t ) ]e ∞ – jωt dt = ∫ 1----2π –∞ ∞ ∫–∞ F ( χ )e 1 ∞ jχt dχ f 2 ( t )e – jωt dt 1 = ----2π ∫– ∞ F1 ( χ ) ∫– ∞ ∞ f 2 ( t )e – j ( ω – χ )t 1 dt dχ = ----2π ∫–∞ F ( χ )F ( ω – χ ) dχ 1 2 ∞ and (8. 1 f 1 ( t )f 2 ( t ) ⇔ ----. we see that (8. Frequency Convolution If F 1 ( ω ) is the Fourier transform of f 1 ( t ) .F 1 ( ω )∗ F 2 ( ω ) 2π (8. Area under f ( t ) If F ( ω ) is the Fourier transform of f ( t ) .55) that is.54) that is. we get f 2 ( t – τ )e – jωt F { f 1 ( t )∗ f 2 ( t ) } = = ∫– ∞ ∞ f1 ( τ ) ∫– ∞ dt dτ = ∫–∞ f ( τ ) dτF 1 ∞ 2 ( ω )e – jωt 0 ∫–∞ f ( τ )e 1 ∞ – jωt dτF 2 ( ω ) = F 1 ( ω )F 2 ( ω ) 11. then.55) follows. Signals and Systems with MATLAB Applications.Properties and Theorems of the Fourier Transform Alternate Proof: We can apply the time shifting property f ( t – t 0 ) ⇔ F ( ω )e (8.

the integral is called the energy of the signal. Proof: From the frequency convolution property. 1 f 1 ( t )f 2 ( t ) ⇔ ----.3). we let e 14. evaluated at t = 0 .Chapter 8 The Fourier Transform 13. 1 f ( 0 ) = ----2π ∫–∞ F ( ω ) dω ∞ (8. Parseval’s Theorem If F ( ω ) is the Fourier transform of f ( t ) . Parseval’s theorem states that jωt t=0 = 1 . Proof: In the Inverse Fourier transform of (8. then. is equal to the area under its Fourier transform F ( ω ) times 1 ⁄ 2π . if the time function f ( t ) represents the voltage across. or i 2 R . it reduces to ∫ 8-16 1 [ f 1 ( t )f 2 ( t ) ] dt = ----2π –∞ ∞ ∫–∞ F ( χ )F ( –χ ) dχ 1 2 ∞ (8.F 1 ( ω )∗ F 2 ( ω ) 2π or F { f1 ( t )f2 ( t ) } = ∫– ∞ ∞ [ f 1 ( t )f 2 ( t ) ]e – jωt 1 dt = ----2π ∫–∞ F ( χ )F ( ω – χ ) dχ 1 2 ∞ (8.57) then. we can compute the energy without the need to evaluate the Inverse Fourier transform. and under this condition.58) must hold for all values of ω . or the current through an 1 Ω resistor. v 2 . states that if we do not know the energy of a time function f ( t ) . and (8. Then.59) Signals and Systems with MATLAB Applications. represents the energy (in watt-seconds or joules) dissipated by the resistor.58) Since (8. Second Edition Orchard Publications .56) that is. i 2 . the integral of the magnitude squared.57) that is. For this reason. the value of the time function f ( t ) . the instantaneous power absorbed by this resistor is either v 2 ⁄ R .56) follows. v 2 ⁄ 1 . ∫– ∞ ∞ 1 2 f ( t ) dt = ----2π ∫– ∞ F ( ω ) ∞ 2 dω (8. it must also be true for ω = 0 . but we know the Fourier transform of this function. Area under F ( ω ) If F ( ω ) is the Fourier transform of f ( t ) . Relation (8.

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 .60) may also be denoted as in Figure 8. we get: ∫ 1 [ f ( t )f∗ ( t ) ] dt = ----2π –∞ 2 ∞ ∫ 1 F ( ω )F∗ [ – ( – ω ) ] dω = ----2π –∞ 2 ∞ ∫–∞ F ( ω )F∗ ( ω ) dω ∞ Since f ( t )f∗ ( t ) = f ( t ) and F ( ω )F∗ ( ω ) = F ( ω ) . Parseval’s theorem is proved. (8. Thus.4 Fourier Transform Pairs of Common Functions In this section. we will derive the Fourier transforms of common time functions. We will use the notation f ( t ) ↔ F ( ω ) to show the time domain to frequency domain correspondence. Second Edition Orchard Publications 8-17 . The Fourier transform properties and theorems are summarized in Table 8. 1. The Fourier transform of the delta function Signals and Systems with MATLAB Applications.1. and the conjugate functions property f∗ ( t ) ⇔ F∗ ( – ω ) . f(t) δ(t) 0 t 0 F(ω) 1 ω Figure 8.59). δ(t) ⇔ 1 (8.60) follows. then. ∫–∞ f ( t )δ ( t ) dt By the definition of the Fourier transform F(ω) = ∞ = f( 0) ∫–∞ δ ( t )e ∞ – jωt dt = e – jωt t=0 = 1 and (8. by substitution into (8.Fourier Transform Pairs of Common Functions For the special case where f 2 ( t ) = f 1∗ ( t ) .1. 8.

61) 8-18 Signals and Systems with MATLAB Applications.Chapter 8 The Fourier Transform TABLE 8.8 Fourier Transform Properties and Theorems Property Linearity Symmetry Time Scaling Time Shifting Frequency Shifting Time Differentiation f( t) a1 f1 ( t ) + a2 f2 ( t ) + … F(t) f ( at ) F(ω) a1 F1 ( ω ) + a2 F2 ( ω ) + … 2πf ( – ω ) 1 ω ----.F 1 ( ω )∗ F 2 ( ω ) 2π F(0) = ∫–∞ f ( t ) dt ∫ ∞ Area under F(w) ∞ 1 f ( 0 ) = ----F ( ω ) dω 2π – ∞ Parseval’s Theorem ∫ ∞ 2 2 1 F ( ω ) dω f ( t ) dt = ----2π – ∞ –∞ ∞ ∫ Likewise.f ( t ) n dt n ( – jt ) f ( t ) Frequency Differentiation n d ---------.F ( ω ) n dω F(ω) -----------.F ⎛ ---⎞ a ⎝ a⎠ F ( ω )e – jωt 0 f ( t – t0 ) e jω 0 t f(t) F ( ω – ω0 ) n ( jω ) F ( ω ) n d -------. the Fourier transform for the shifted delta function δ ( t – t 0 ) is δ ( t – t0 ) ⇔ e – jωt 0 (8. Second Edition Orchard Publications .+ πF ( 0 )δ ( ω ) jω F∗ ( – ω ) Time Integration ∫– ∞ t f ( τ ) dτ Conjugate Functions Time Convolution Frequency Convolution Area under f(t) f∗ ( t ) f 1 ( t )∗ f 2 ( t ) f1 ( t ) ⋅ f2 ( t ) F1 ( ω ) ⋅ F2 ( ω ) 1 ----.

we derive the transform e jω 0 t ⇔ 2πδ ( ω – ω 0 ) (8.Fourier Transform Pairs of Common Functions 2.62).3. 1 ⇔ 2πδ ( ω ) (8. or the frequency shifting property and (8. by direct application of the Inverse Fourier transform.63) The transform pairs of (8.64) Proof: This transform pair follows directly from (8. cos 0 cos ωωt0 t t t π −ω0 0 F Re ( ω ) π ω0 ω Figure 8.62) follows. f(t) 1 F(ω) 2πδ ( ω ) t 0 ω 0 Figure 8. The Fourier transform of unity Also.60) and (8.2.62) Proof: F –1 1{ 2πδ ( ω ) } = ----2π ∫– ∞ ∞ 2πδ ( ω )e jωt dω = ∫–∞ δ ( ω )e ∞ jωt dω = e jωt ω=0 = 1 and (8. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.3.62) and (8.63). –j ω0 t 1 jω 0 t cos ω 0 t = -.( e +e ) ⇔ πδ ( ω – ω 0 ) + πδ ( ω + ω 0 ) 2 (8.2. The Fourier transform of f ( t ) = cos ω 0 t Signals and Systems with MATLAB Applications.61) by using the symmetry property F ( t ) ⇔ 2πf ( – ω ) 3. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. Second Edition Orchard Publications 8-19 .63) can also be derived from (8.

and we found out that its Fourier transform is a real and even function of frequency. The signum function Proof: To derive the Fourier transform of the sgn ( t ) function.7. sin ω 0 t F Im ( ω ) π tt −ω0 0 −π ω0 ω Figure 8.( e –e ) ⇔ jπδ ( ω – ω 0 ) – jπ δ ( ω + ω 0 ) j2 (8.Chapter 8 The Fourier Transform We know that cos ω 0 t is real and even function of time. it is convenient to express it as an exponential that approaches a limit as shown in Figure 8.4.4. The Fourier transform of f ( t ) = sin ω 0 t We know that sin ω 0 t is real and odd function of time. Second Edition Orchard Publications . 2 sgn ( t ) = u 0 ( t ) – u 0 ( – t ) ⇔ ----jω (8.5. 8-20 Signals and Systems with MATLAB Applications. This is consistent with the result in Table 8. This is consistent with the result in Table 8. 5.63).5.65) Proof: This transform pair also follows directly from (8. 1 jω0 t –j ω0 t sin ω 0 t = ---.7. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8.66) where sgn ( t ) denotes the signum function shown in Figure 8.6. and we found out that its Fourier transform is an imaginary and odd function of frequency. f(t) 1 t −1 Figure 8. 4.

This is consistent with the result in Table 8. 6. sgn ( t ) = lim [ e a→0 – at u0 ( t ) – e u0 ( –t ) ] ∞ at (8. Second Edition Orchard Publications 8-21 . The Fourier transform of sgn ( t ) We now know that sgn ( t ) is real and odd function of time. f( t) 1 0 F Im ( ω ) t 0 −1 ω Figure 8.7.67) and F { sgn ( t ) } = lim = lim = lim a→0 ∫– ∞ ∫– ∞ 0 0 –e e –e at – j ωt dt + ∫0 ∫0 e e – a t – j ωt e dt dt ( a – j ω )t a→0 dt + ∞ – ( a + jω ) t (8. and we found out that its Fourier transform is an imaginary and odd function of frequency.Fourier Transform Pairs of Common Functions f(t) 1 e 0 – at u0 ( t ) –e – at u0 ( –t ) −1 Figure 8.7.69) Signals and Systems with MATLAB Applications.6. The signum function as an exponential approaching a limit Then.+ -------------.= -------.= ----a – jω a + jω – jω jω jω The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω (8.+ ----.7.68) a→0 1 1 –1 1 2 -------------.

Second Edition Orchard Publications . because e = 1 ∠– ωt .( 1 + sgn ( t ) ) = -.9.8 below. Since the upper limit cannot be evaluated. that is.72) and since we know that 1 ⇔ 2π δ ( ω ) and sgn ( t ) ⇔ 2 ⁄ ( jω ) .u 0 ( t ) = -.8.70) 0 but we cannot say that e – jωt approaches 0 as t → ∞ . and its angle changes continuously as t assumes greater and greater values. The f ( t ) ↔ F ( ω ) correspondence is also shown in Figure 8. the integral of (8.69) by direct application of the Fourier transform definition.71) This expression is derived from the waveform of Figure 8. This is a complex function in the frequency domain whose real part is π δ ( ω ) and imaginary part – 1 ⁄ ω .70) does not converge. we will make use of the sgn ( t ) function which we express as sgn ( t ) = 2u 0 ( t ) – 1 (8.72) we get 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω and this is the same as(8. f(t) 2 0 t −1 Figure 8.+ -.71) as 1 1 1 . To work around this problem. by substitution of these into (8. 8-22 Signals and Systems with MATLAB Applications. the magni- tude of e is always unity.sgn ( t ) 2 2 2 (8. Alternate expression for the signum function We rewrite (8.69).Chapter 8 The Fourier Transform Proof: If we attempt to verify the transform pair of (8. we will find that F(ω ) = ∫–∞ f ( t )e – jωt ∞ – jωt dt = F ( ω ) = ∫0 ∞ e – jωt ---------dt = e – jω – jωt – jωt ∞ (8.

Second Edition Orchard Publications 8-23 . we will prove the time integration property of (8.69). This is consistent with the result in Table 8. the time integration property is proved.+ πF ( 0 )δ ( ω ) jω as follows: By the convolution integral. Signals and Systems with MATLAB Applications. u 0 ( t )∗ f ( t ) ⇔ U 0 ( ω ) ⋅ F ( ω ) and since 1 U 0 ( ω ) = πδ ( ω ) + ----jω using these results and the sampling property of the delta function. ∫–∞ f ( τ ) dτ ⇔ -----------.49).9. and it is zero otherwise. u 0 ( t )∗ f ( t ) = t F(ω ) ∫–∞ f ( τ )u ( t – τ ) dτ 0 t and since u 0 ( t – τ ) = 1 for t > τ . that is. The Fourier transform of the unit step function Since u 0 ( t ) is real but neither even nor odd function of time. its Fourier transform is a complex function of frequency as shown in (8. Now.Fourier Transform Pairs of Common Functions f(t) 1 F Im ( ω ) t π F Re ( ω ) F Im ( ω ) ω Figure 8. the above integral reduces to u 0 ( t )∗ f ( t ) = ∫– ∞ f ( τ ) d τ t Next.7. we get 1F(ω) -----------U 0 ( ω ) ⋅ F ( ω ) = ⎛ πδ ( ω ) + -----⎞ F ( ω ) = = πδ ( ω )F ( ω ) + F ( ω ) = πF ( 0 )δ ( ω ) + -----------⎝ ⎠ jω jω jω Thus. by the time convolution property.

[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------2 2 j2 ω –ω 0 (8. e jω 0 t f ( t ) ⇔ F ( ω – ω0 ) we obtain (8.+ -------------------------2 2 j ( ω – ω 0 ) 2j ( ω + ω 0 ) π jω ⇔ -.Chapter 8 The Fourier Transform 7. 9.74).[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ----------------2 2 2 ω –ω 0 (8.73) Proof: From the Fourier transform of the unit step function. 8.73). π 1 1 u 0 ( t ) cos ω 0 t ⇔ -. Second Edition Orchard Publications .( e +e ) 2 From (8. using we get (8. 2 π ω u 0 ( t ) sin ω 0 t ⇔ ---.73). e – jω 0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) and e jω 0 t 1 u 0 ( t ) ⇔ πδ ( ω + ω 0 ) + ---------------------j ( ω + ω0 ) 1 u 0 ( t ) ⇔ πδ ( ω ) + ----jω Now.74) Proof: We first express the cosine function as –j ω0 t 1 jω0 t cos ω 0 t = -.75) 8-24 Signals and Systems with MATLAB Applications. e – jω 0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) (8. 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω and the frequency shifting property.[ δ ( ω – ω 0 ) + δ ( ω + ω 0 ) ] + ------------------------.

.( e –e ) j2 From (8.75). 1 = ----------s+α 1 = --------------jω + α F { e–αt u0 ( t ) } = L [e – αt u0 ( t ) ] s = jω s = jω Thus. e – αt 1 u 0 ( t ) ⇔ --------------jω + α (8. we have obtained the following Fourier transform pair. Compute s+α F { e–αt u0 ( t ) } .2 It is known that L [(e – αt s+α cos ω 0 t )u 0 ( t ) ] = ------------------------------2 2 ( s + α ) + ω0 Signals and Systems with MATLAB Applications. e – jω 0 t 1 u 0 ( t ) ⇔ πδ ( ω – ω 0 ) + ---------------------j ( ω – ω0 ) and e jω 0 t 1 u 0 ( t ) ⇔ πδ ( ω + ω 0 ) + ---------------------j ( ω + ω0 ) 1u 0 ( t ) ⇔ πδ ( ω ) + ----jω Using we obtain (8. Example 8. Second Edition Orchard Publications 8-25 .73).Finding the Fourier Transform from Laplace Transform Proof: We first express the sine function as 1 jω 0 t – j ω 0 t sin ω 0 t = ---.1 It is known that L [ e Solution: – αt 1 u 0 ( t ) ] = ----------.5 Finding the Fourier Transform from Laplace Transform If a time function f ( t ) is zero for t ≤ 0 . 8. we can obtain the Fourier transform of f ( t ) from the onesided Laplace transform of f ( t ) by substitution of s with jω .76) Example 8.

**Chapter 8 The Fourier Transform
**

Compute Solution:

F { ( e–αt cos ω0 t )u0 ( t ) }

F { ( e–αt cos ω0 t )u0 ( t ) }

= L [(e

– αt

cos ω 0 t )u 0 ( t ) ]

s = jω

s+α = ------------------------------2 2 ( s + α ) + ω0

s = jω

jω + α = ----------------------------------2 2 ( jω + α ) + ω 0

**Thus, we have obtained the following Fourier transform pair.
**

(e

– αt

jω + α cos ω 0 t )u 0 ( t ) ⇔ ----------------------------------2 2 ( jω + α ) + ω 0

(8.77)

We can also find the Fourier transform of a time function f ( t ) that has non-zero values for t < 0 , and it is zero for all t > 0 . But because the one-sided Laplace transform does not exist for t < 0 , we must first express the negative time function in the t > 0 domain, and compute the one-sided Laplace transform. Then, the Fourier transform of f ( t ) can be found by substituting s with – jω . In other words, when f ( t ) = 0 for t ≥ 0 , and f ( t ) ≠ 0 for t < 0 , we use the substitution

F { f(t) }

Example 8.3

= L [ f ( –t ) ]

s = –j ω

(8.78)

Compute the Fourier transform of f ( t ) = e a. using the Fourier transform definition

–a t

**b. by substitution into the Laplace transform equivalent Solution: a. Using the Fourier transform definition, we get
**

∞ ∞

F { e –a t }

=

∫– ∞

0

e e

at – jωt

dt +

∫0

e

– a t – jωt

e

dt =

∫– ∞

0

e

( a – jω )t

dt +

∫0 e

– ( a + jω ) t

dt

1 1 2 = -------------- + -------------- = ----------------a – jω a + jω ω 2 + a 2

and thus we have the transform pair

8-26

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Fourier Transforms of Common Waveforms
**

e

–a t

2 ⇔ ----------------2 2 ω +a

(8.79)

b. By substitution into the Laplace transform equivalent, we get

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 = -------------- + ------------------- = ----------------jω + a – jω + a ω 2 + a 2

and this result is the same as (8.79). We observe that since f ( t ) is real and even, F ( ω ) is also real and even.

**8.6 Fourier Transforms of Common Waveforms
**

In this section, we will derive the Fourier transform of some common time domain waveforms. Example 8.4 Derive the Fourier transform of the pulse

f ( t ) = A [ u0 ( t + T ) – u0 ( t – T ) ]

(8.80)

**Solution: The pulse of (8.80) is shown in Figure 8.10.
**

f(t)

A

−T

0

t

T

Figure 8.10. Pulse for Example 8.4

**Using the definition of the Fourier transform, we get
**

F(ω) =

∫–∞ f ( t )e

T

∞

– jωt

dt =

∫–T Ae

T

– jωt

-------------dt = Ae – jω

– jωt T –T

Ae = -------------jω

– jωt – T

jωt – jωt sin ωT sin ωT –e ) = A(e ----------------------------------- = 2A -------------- = 2AT -------------ωT ω jω

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

8-27

**Chapter 8 The Fourier Transform
**

We observe that the transform of this pulse has the ( sin x ) ⁄ x form, and has its maximum value 2AT at ωT = 0 *. Thus, we have the waveform pair

sin ωT 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, where we observe that the ω axis crossings occur at values of ωT = ± nπ where n is an integer.

F(ω ) f(t)

A

−π 0 π 2π ωT

−T

0

t

T

−2π

Figure 8.11. Fourier transform of f ( t ) = A [ u 0 ( t + T ) – u 0 ( t – T ) ]

We also observe that since f ( t ) is real and even, F ( ω ) is also real and even. Example 8.5 Derive the Fourier transform of the pulse of Figure 8.12.

f(t)

A

0

t

2T

Figure 8.12. Pulse for Example 8.5

**Solution: The expression for the given pulse is
**

f ( t ) = A [ u 0 ( t ) – u 0 ( t – 2T ) ]

(8.82)

sin x * We recall that lim --------- = 1 x→0

x

8-28

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Fourier Transforms of Common Waveforms
**

Using the definition of the Fourier transform, we get

F(ω) =

∫– ∞

∞

f ( t )e

– jωt

dt =

∫0

2T

Ae

– jωt

Ae dt = -------------– jω

– jωt 2T 0

Ae = -------------jω

– jωt 0 2T

A(1 – e ) = -------------------------------jω

– jω2T

**and making the substitutions
**

1 = e e

– jω2T jωT

⋅e

– jωT – jωT

= e

– j ωT

⋅e

(8.83)

we get

–e sin ωT Ae - e – jωT ⎛ sin ωT ⎞ -------------- = 2ATe –jωT ⎛ -------------- ⎞ F ( ω ) = --------------- ⎛ --------------------------- ⎞ = 2Ae ⎝ ⎠ ⎝ ω ⎠ ⎝ ωT ⎠ j ω

– jωT jωT – jωT

(8.84)

**Alternate Solution: We can obtain the Fourier transform of (8.82) using the time shifting property, i.e,
**

f ( t – t 0 ) ⇔ F ( ω )e

– jωt 0

and the result of Example 8.4. Thus, multiplying 2AT --------------- by e

sin ωT ωT

– jωT

, we obtain (8.84).

We observe that F ( ω ) is complex* since f ( t ) is neither an even nor an odd function. Example 8.6 Derive the Fourier transform of the waveform of Figure 8.13.

f(t)

A 2A

−T

0

T

t

2T

Solution:

Figure 8.13. Waveform for Example 8.6

**The given waveform can be expressed as
**

f ( t ) = A [ u 0 ( t + T ) + u 0 ( t ) – u 0 ( t – T ) – u 0 ( t – 2T ) ] * We recall that e –j ω T consists of a real and an imaginary part. Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

(8.85)

8-29

**Chapter 8 The Fourier Transform
**

and this is precisely the sum of the waveforms of Examples 8.4 and 8.5. We also observe that this waveform is obtained by the graphical addition of the waveforms of Figures 8.10 and 8.12. Therefore, we will apply the linearity property to obtain the Fourier transform of this waveform. We denote the transforms of Examples 8.4 and 8.5 as F 1 ( ω ) and F 2 ( ω ) respectively, and we get

sin ωT – jωT ⎛ sin ωT⎞ -------------F ( ω ) = F 1 ( ω ) + F 2 ( ω ) = 2AT -------------- + 2ATe ⎝ ωT ⎠ ωT = 2AT ( 1 + e

ωT – j ------2 – jωT –j sin ωT ) -------------- = 2ATe ωT ωT ωT ------- ⎛ j ------2 2

⎜e ⎝

+e

ωT – j -------⎞ 2

sin ωT ⎟ -------------⎠ ωT

(8.86)

= 4ATe

ωT sin ωT cos ⎛ ------- ⎞ -------------⎝ 2 ⎠ ωT

We observe that F ( ω ) is complex since f ( t ) of (8.85) is neither an even nor an odd function. Example 8.7 Derive the Fourier transform of

f ( t ) = A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ]

(8.87)

Solution: From (8.45),

F ( ω – ω0 ) + F ( ω + ω0 ) f ( t ) cos ω 0 t ⇔ ---------------------------------------------------------2

and from (8.81),

sin ωT A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT -------------ωT

Then,

sin [ ( ω – ω 0 )T ] sin [ ( ω + ω 0 )T ] A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ AT ------------------------------------ + ------------------------------------( ω – ω 0 )T ( ω + ω 0 )T

(8.88)

We also observe that since f ( t ) is real and even, F ( ω ) is also real and even*. Example 8.8 Derive the Fourier transform of a periodic time function with period T .

* The sin x ⁄ x is an even function.

8-30

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Fourier Transforms of Common Waveforms
**

Solution: From the definition of the exponential Fourier series,

f(t) =

∞

∑ Cn e n = –∞

jnω 0 t

(8.89)

**where ω 0 = 2π ⁄ T , and recalling that
**

e

jω 0 t

⇔ 2πδ ( ω – ω 0 )

we get

Cn e Cn e

jω 0 t

⇔ 2πC 1 δ ( ω – ω 0 ) ⇔ 2πC 2 δ ( ω – 2ω 0 ) … ⇔ 2πC n δ ( ω – nω 0 )

j2ω 0 t

(8.90)

Cn e

jnω 0 t

Taking the Fourier transform of (8.89), and applying the linearity property for the transforms of (8.90), we get

F { f(t)}

=

F⎧ ∑ ⎨ ⎩

∞

Cn e

jnω 0 t ⎫

n = –∞

⎬ = ⎭

∑

n = –∞

∞

Cn F { e

jnω 0 t

} = 2π

∑∞ Cn δ ( ω – nω ) n=–

0

∞

(8.91)

**The line spectrum of the Fourier transform of (8.91) is shown in Figure 8.14.
**

F( ω) 2πC 0 2πC – 1 2πC – 3 0 ω0 2πC 1

2πC –2 2πC – 4

.....

**2πC 2 2πC 3 2πC 4
**

.....

– 4ω 0 – 3 ω 0 – 2 ω 0 – ω 0

2 ω0

3 ω0

4 ω0

ω

Figure 8.14. Line spectrum for relation (8.91)

The line spectrum of Figure 8.14 reveals that the Fourier transform of a periodic time function, consists of a train of equally spaced delta functions. The strength of each δ ( ω – nω 0 ) is equal to 2π times the coefficient C n . Example 8.9 Derive the Fourier transform of the periodic time function

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

8-31

**Chapter 8 The Fourier Transform
**

f( t) = A

n = –∞

∑

∞

δ ( t – nT )

(8.92)

Solution: This function consists of a train of equally spaced delta functions in the time domain, and each has the same strength A , as shown in Figure 8.15.

f( t)

Α

..... .....

−4Τ

−3Τ

−2Τ

−Τ

0

Τ

2Τ

3Τ

4Τ

t

Figure 8.15. Waveform for Example 8.9

Since this is a periodic function of time, its Fourier transform is as derived in the previous example, that is, expression (8.91). Then,

F ( ω ) = 2π

n = –∞

∑

∞

C n δ ( ω – nω 0 )

(8.93)

**where ω 0 = 2π ⁄ T , and C n is found from the exponential Fourier series
**

1 C n = -T

∫–T ⁄ 2 f ( t )e

T⁄2

– jnω 0 t

dt

(8.94)

From the waveform of Figure 8.15, we observe that, within the limits of integration from – T ⁄ 2 to +T ⁄ 2 , there is only the impulse δ ( t ) at the origin. Therefore, replacing f ( t ) with δ ( t ) and using the sifting property of the delta function, we get

1 C n = -T

∫–T ⁄ 2 δ ( t )e ∑

T⁄2

– jnω 0 t

1 dt = -T

(8.95)

**Thus, we see that all C n coefficients are equal to 1 ⁄ T , and (8.93) with ω 0 = 2π ⁄ T reduces to
**

2π ∞ F ( ω ) = ----δ ( ω – nω 0 ) T n = –∞

(8.96)

The Fourier transform of the waveform of Figure 8.15 is shown in Figure 8.16.

8-32

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Using MATLAB to Compute the Fourier Transform
**

F(ω)

Α

..... .....

– 4ω 0 – 3ω 0 – 2ω 0 – ω 0

0

ω0

2ω 0

3ω 0

4ω 0

ω

Figure 8.16. The Fourier transform of a train of equally spaced delta functions

Figure 8.16 shows that the Fourier transform of a periodic train of equidistant delta functions in the time domain, is a periodic train of equally spaced delta functions in the frequency domain. 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.

**8.7 Using MATLAB to Compute the Fourier Transform
**

MATLAB has the built-in fourier and ifourier functions to compute the Fourier transform and its inverse. Their descriptions and examples, can be displayed with the help fourier and help ifourier commands. In examples 8.10 through 8.13 we present some Fourier transform pairs, and how they are verified with MATLAB. Example 8.10

e

1 2 – -- t 2

⇔ 2πe

1 2 – -- ω 2

(8.97)

This time function, like the time function of Example 8.9, is its own Fourier transform multiplied by the constant 2π .

syms t v w x; ft=exp(−t^2/2); 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(- 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 Applications, Second Edition Orchard Publications

8-33

**Chapter 8 The Fourier Transform
**

Example 8.11

te

–t

2

– ω 1 4 ⇔ -- j πωe 2

1 --

2

(8.98)

syms t v w x; ft=t*exp(−t^2); Fw=fourier (ft)

**Fw = -1/2*i*pi^(1/2)*w*exp(-1/4*w^2)
**

pretty(Fw)

1/2 - 1/2 i pi Example 8.12

2 w exp(- 1/4 w )

–t 1 – e u 0 ( t ) + 3δ ( t ) ⇔ – -------------- + 3 jω + 1

(8.99)

syms t v w x; fourier(sym('−exp(−t)*Heaviside(t)+3*Dirac(t)'))

ans = -1/(1+i*w)+3 Example 8.13

1u 0 ( t ) ⇔ πδ ( ω ) + ----jω syms t v w x; u0=sym('Heaviside(t)'); Fw=fourier(u0)

(8.100)

Fw = pi*Dirac(w)-i/w We summarize the most common Fourier transform pairs in Table 8.9.

**8.8 The System Function and Applications to Circuit Analysis
**

We recall from Chapter 6 that, by definition, the convolution integral is

h ( t )*u(t) =

∞

∫–∞ u ( t – τ )h ( τ ) dτ

(8.101)

We let

g ( t ) = f ( t )∗ h ( t )

(8.102)

and recalling that convolution in the time domain corresponds to multiplication in the frequency domain, we get

8-34

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**The System Function and Applications to Circuit Analysis
**

TABLE 8.9 Common Fourier transform pairs f( t)

δ(t) δ ( t – t0 )

F(ω) 1 e

– jωt 0

1 e

– jωt 0

2π δ ( ω ) 2π δ ( ω – ω 0 ) 2 ⁄ ( jω ) 1 ----- + π δ ( ω ) jω π [ δ ( ω – ω0 ) + δ ( ω + ω0 ) ] jπ [ δ ( ω – ω 0 ) – δ ( ω + ω 0 ) ] 1 -------------jω + a a>0 1 --------------------2 ( jω + a ) a>0 jω + a ---------------------------------2 2 ( jω + a ) + ω a>0 ω ---------------------------------2 2 ( jω + a ) + ω a>0 sin ωT 2AT -------------ωT

**sgn ( t ) u0 ( t ) cos ω 0 t sin ω 0 t e
**

– at

u0 ( t )

a>0 te

– at

u0 ( t )

a>0 e

– at

cos ω 0 tu 0 ( t ) a>0

– at

e

sin ω 0 tu 0 ( t ) a>0

A [ u0 ( t + T ) – u0 ( t – T ) ]

f ( t )∗ h ( t ) = g ( t ) ⇔ G ( ω ) = F ( ω ) ⋅ H ( ω )

(8.103)

We call H ( ω ) the system function. From (8.103), we see that the system function H ( ω ) and the impulse response h ( t ) form the Fourier transform pair

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

8-35

**Chapter 8 The Fourier Transform
**

h(t) ⇔ H(ω)

(8.104)

Therefore, if we know the impulse response h ( t ) , we can compute the response g ( t ) of any input f ( t ) , by multiplication of the Fourier transforms H ( ω ) and F ( ω ) to obtain G ( ω ) . Then, we take the Inverse Fourier transform of G ( ω ) to obtain the response g ( t ) . Example 8.14 For the linear circuit of Figure 8.17 (a) below, it is known that the impulse response is as shown in (b). Use the Fourier transform method to compute the response g ( t ) when the input f ( t ) is as shown in (c).

+

−

f(t)

Linear Circuit

(a)

g(t)

+

−

3

f ( t ) = 2 [ u0 ( t ) – u0 ( t – 3 ) ] h ( t ) = 3e – 2t

t (b) 0 1 (c) 2 3 2 t

0

Figure 8.17. Figure for Example 8.14.

**Solution: To facilitate the computations, 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 ) . Thus,

F {h(t)}

3 = H ( ω ) = -------------jω + 2

Let F 1 ( ω ) be the Fourier transform of f 1 ( t ) , that is,

F { f1 ( t ) }

Then,

1 = F 1 ( ω ) = 2 ⎛ πδ ( ω ) + -----⎞ ⎝ jω⎠

3 1 G 1 ( ω ) = H ( ω ) ⋅ F 1 ( ω ) = -------------- ⋅ 2 ⎛ πδ ( ω ) + -----⎞ jω + 2 ⎝ jω⎠

or

8-36

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

⎬ jω ( jω + 2 ) ⎭ ⎩ or g 1 ( t ) = 1. 1.5e – 2t u0 ( t ) – 2t = 1.108).5 ( 1 – e – 2t )u 0 ( t ) (8.5 ( 1 – e –2 ( t – 3 ) )u 0 ( t – 3 ) (8. and we get g ( t ) = g1 ( t ) –g2 ( t ) or g ( t ) = 1.15 For the circuit of Figure 8. Signals and Systems with MATLAB Applications.. and the system function H ( ω ) to compute v L ( t ) .107) with u 0 ( t – 3 ) .5e u 0 ( t ) = 0. use the Fourier transform method.5 [ 2πδ ( ω ) ] } = 1. Thus.= 1. Second Edition Orchard Publications 8-37 .105) To evaluate the first term of (8.5 1.107) Next.75 + 1. we get g 2 ( t ) = 0. we use partial fraction expansion.⎬ = 1.δ ( ω ) + -------------------------jω + 2 jω ( jω + 2 ) (8.5 + 0.5 3 ------------------------------.75 ----. Since 1 ⇔ 2πδ ( ω ) . X(ω) ⋅ δ(ω) = X(0) ⋅ δ(ω) and this term reduces to 3πδ ( ω ) or 1.18.5 [ 2πδ ( ω ) ] . we combine (8.105). Assume i L ( 0 − ) .75 [ 2u 0 ( t ) – 1 ] – 1. we denote the response due to the second term of the input as g 2 ( t ) .5 + F jω ( jω + 2 ) ⎭ ⎩ –1 ⎧ 2 1.105).107) with (8.75 sgn ( t ) – 1.– ------------------.5 + F – 1 ⎧ 1.The System Function and Applications to Circuit Analysis 6π 3 G 1 ( ω ) = -------------. and replacing u 0 ( t ) in (8.5 ⎫ ⎨ -----.5 – ------------------jω ( jω + 2 ) jω ( jω + 2 ) and therefore.5 (8.5 ⎫ ⎨ 0.e. we apply the sampling property of the delta function.– ------------------. the Inverse Fourier transform of this term is F –1 { 1. g 1 ( t ) = 1.5 { ( 1 – e – 2t )u 0 ( t ) – ( 1 – e –2 ( t – 3 ) )u 0 ( t – 3 ) } Example 8.5 + 0.75 + 1. i.106) To find the Inverse Fourier transform of the second term in (8.108) Now.

18. Phasor circuit for Example 8. v in ( t ) = 5e – 3t 5 u 0 ( t ) ⇔ V in ( ω ) = -------------jω + 3 Then. r2 r1 jω 5 V out ( ω ) = H ( ω )V in ( ω ) = -------------. Circuit for Example 8.V in ( ω ) 4 + j2ω jω + 2 and the system function is V out ( ω ) jω H ( ω ) = -------------------. R 4Ω L j2ω + + V in ( ω ) − V L ( ω ) = V out ( ω ) − Figure 8. Thus.19. j2ω jω V out ( ω ) = -----------------.Chapter 8 The Fourier Transform R 4Ω L 2H – 3t + + − v in ( t ) v in ( t ) = 5e vL ( t ) − u0 ( t ) Figure 8.19. 15 10 V out ( ω ) = -------------.⋅ -------------.= -------------.19.V in ( ω ) = -------------. we find that r 1 = – 10 and r 2 = 15 .= -------------V in ( ω ) jω + 2 Also.15 Solution: We will find the system function H ( ω ) from the phasor equivalent circuit shown in Figure 8.+ -------------jω + 2 jω + 3 jω + 2 jω + 3 and by partial fraction expansion.15 From the phasor circuit of Figure 8.– -------------jω + 3 jω + 2 and 8-38 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .

Use the Fourier transform method. V in ( ω ) = F { v in ( t ) } = F ( 3e – 2t 3 u 0 ( t ) ) = -------------jω + 2 (8.20.112) and Signals and Systems with MATLAB Applications.f ( t ) ⇔ ( jω ) n F ( ω ) n dt n we get. V out ( ω ) 10 H ( ω ) = -----------------.111) Also.The System Function and Applications to Circuit Analysis v L ( t ) = v out ( t ) = F –1 ⎧ – 3t – 2t 15 – 10 ⎫ ⎨ -------------.110). and recalling that d-----. Second Edition Orchard Publications 8-39 . and the system function v in ( t ) − + Linear Circuit + v out ( t ) − v in ( t ) = 3e – 2t 0 t Figure 8.110) where v in ( t ) is as shown in Figure 8. Network for Example 8.16 Solution: Taking the Fourier transform of both sides of (8.v out ( t ) + 4v out ( t ) = 10v in ( t ) dt H ( ω ) to compute the output v out ( t ) .20. the input-output relationship is d---.16 For the linear circuit of Figure 8.= -------------jω + 4 V in ( ω ) (8. 3 (8.109) Example 8.⎬ = 15e – 10e ⎩ jω + 3 jω + 2 ⎭ or v L ( t ) = 5 ( 3e – 3t – 2e – 2t )u 0 ( t ) (8.– -------------.20. jωV out ( ω ) + 4V out ( ω ) = 10V in ( ω ) or ( jω + 4 )V out ( ω ) = 10V in ( ω ) and thus.

v out ( t ) = F –1 ⎧ – 2t – 4t 15 – 15 ⎫ ⎨ -------------.117) F(ω) = F { 3e–2t u0 ( t ) } 3 = -------------jω + 2 (8. and verify the result by application of Parseval’s theorem.116) Parseval’s theorem states that ∫– ∞ Since 1 2 f ( t ) dt = ----2π ∫– ∞ F ( ω ) ∞ 2 dω (8. Second Edition Orchard Publications .+ -------------jω + 2 jω + 4 (8.e 4 0 ∞ = 2. 15 – 15 V out ( ω ) = -------------.118) and F(ω) 2 9 = F ( ω ) ⋅ F∗ ( ω ) = ----------------2 2 ω +2 (8.= -------------.17 The voltage across an 1 Ω resistor is known to be v R ( t ) = 3e u 0 ( t ) . we find that r 1 = – 15 and r 2 = 15 .25 joules (8.117) we get 8-40 Signals and Systems with MATLAB Applications.⋅ -------------.+ -------------.Chapter 8 The Fourier Transform r2 r1 10 3 V out ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------.114) Example 8. Then.⎬ = 15 ( e – e )u 0 ( t ) ⎩ jω + 2 jω + 4 ⎭ (8.115) and thus. Solution: The instantaneous power absorbed by the resistor is p R = v R ⁄ 1 = v R = 9e 2 2 – 4t – 2t u0 ( t ) (8.113) Therefore.+ -------------jω + 4 jω + 2 jω + 4 jω + 2 By partial fraction expansion. the energy is WR = ∫0 ∞ v R dt = 2 ∫0 ∞ ∞ 9e – 4t e dt = 9 -------–4 – 4t ∞ 0 9 –4t = -. Compute the energy dissipated in this resistor for 0 < t < ∞ .119) by substitution into the right integral of (8.

⋅ -.122) We observe that (8.122) is in agreement with (8.121) From tables of integrals.= 2.dω 2 2 ω +2 (8.The System Function and Applications to Circuit Analysis 1 W R = ----2π ∫– ∞ ∞ 9 ----------------.116).120) We observe that the integrand of (8. we can multiply the integral by 2 . and integrate from 0 to ∞ . Second Edition Orchard Publications 8-41 .120) is an even function of ω . Then. 9 1 . ---------------∫ a2 + x2 dx 1 x = -.25 joules 2π 2 (8.dω 2 2 ω +2 (8.⎛ -.atan -. 2 W R = ----2π ∫0 ∞ 9 9 ----------------.= ----.W R = -. Signals and Systems with MATLAB Applications. therefore.atan ω⎞ ---⎠ π ⎝2 2 ∞ 0 9 π .dω = -2 2 π ω +2 1 ∫0 ∞ 1 ----------------.+ C a a Thus.

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

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

Chapter 8 The Fourier Transform F(0) = ∫–∞ f ( t ) dt ∞ • The value of a time function f ( t ) . 1 f ( 0 ) = ----2π • Parseval’s theorem states that ∫– ∞ F ( ω ) d ω ∫– ∞ F ( ω ) F(ω) ∞ 2 ∞ ∫– ∞ f(t) δ(t) 0 ∞ 12 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. cos 0 cos ωωt0 t t t π −ω0 0 F Re ( ω ) π ω0 ω 8-44 Signals and Systems with MATLAB Applications. evaluated at t = 0 . is equal to the area under its Fourier trans- form F ( ω ) times 1 ⁄ 2π . Second Edition Orchard Publications . ⇔ 2πδ ( ω – ω 0 ) • The Fourier transforms of the time functions cos ω 0 t . f(t) 1 F(ω) 2πδ ( ω ) t jω 0 t 0 0 ω • The Fourier transform of the complex time function e e jω 0 t is as indicated below. and sin ω 0 t are as shown below. In other words.

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

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

use the Fourier transform method to compute v C ( t ) . The input-output relationship in a certain network is d d2 -----.⎞ ⎝T ⎠ ⎝ T ⎠ ⎝ 2⎠ 7. 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. Circuit for Exercise 7 8.5 Ω R2 v in ( t ) v in ( t ) = 50 cos 4tu 0 ( t ) Figure 8. Derive the Fourier transform of A A T f ( t ) = ⎛ -.21.v out ( t ) + 5 ---. –t Signals and Systems with MATLAB Applications.v out ( t ) + 6v out ( t ) = 10v in ( t ) 2 dt dt Use the Fourier transform method to compute v out ( t ) given that v in ( t ) = 2e u 0 ( t ) . Sketch the time and frequency waveforms of f ( t ) = cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] 4. Show that ∫–∞ u ( t )δ ( t ) dt 0 ∞ = 1⁄2 2.10 Exercises 1.t [ u 0 ( t + T ) – u 0 ( t – T ) ] T 6. Derive the Fourier transform of A f ( t ) = -. Second Edition Orchard Publications 8-47 . Compute F { te – at u0 ( t ) } a > 0 3.Exercises 8.t + A⎞ u 0 ( t ) – u 0 ⎛ t – -.21. For the circuit of Figure 8. R1 1Ω C 1F + + − − vC ( t ) 0.t + A⎞ [ u 0 ( t + T ) – u 0 ( t ) ] + ⎛ – -.

Figure for Exercise 10 Compute the percentage of the 1 Ω energy of f ( t ) contained in the interval – π ⁄ T ≤ ω ≤ π ⁄ T of F(ω) .Chapter 8 The Fourier Transform 9. if the input signal is v in ( t ) = 3e – 2t u 0 ( t ) volts. In a bandpass filter.22. Compute the 1 Ω energy of the input. 8-48 Signals and Systems with MATLAB Applications.4. 10. we derived the Fourier transform pair sin ωT A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT -------------ωT F(ω) f( t) A −π 0 π 2π ωT −T 0 t T −2π Figure 8. and the percentage that appears at the output. In Example 8. and f 2 = 6 Hz respectively. the lower and upper cutoff frequencies are f 1 = 2 Hz . Second Edition Orchard Publications .

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

2]) we obtain the plots below./x'.2 1.Chapter 8 The Fourier Transform te – at 1 u 0 ( t ) ⇔ -----------------2 (s + a) 1 = ---------------------2 ( jω + a ) it follows that 1 F ( ω ) = -----------------2 (s + a) s = jω 3. 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 Example 8.4. Second Edition Orchard Publications .4 1.+ ------------------------------------( ω – ω 0 )T ( ω + ω 0 )T and using the MATLAB statements fplot('cos(x)'. AT f( t) ω F( ω) A t –T 0 T –ω0 0 ω0 2π ----T 4. sin [ ( ω – ω 0 )T ] sin [ ( ω + ω 0 )T ] A cos ω 0 t [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ AT -----------------------------------.2]) fplot('sin(x). sin ωT A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT -------------ωT and from the time shifting property 8-50 Signals and Systems with MATLAB Applications.[−20 20 −0.7.[−2*pi 2*pi −1. From Example 8.

= ----------.⋅ ⎛ -----------------------------.⋅ ( e +e ) ωT or sin ωT e +e sin ωT F ( ω ) = 4AT -------------.[ jωT ⋅ ( e +e ) – (e –e )] 2 ω T and multiplying both the numerator and denominator by j2 we get j2 A j2 A jωT ( e +e ) -------------------------------. Signals and Systems with MATLAB Applications. F ( ω ) is imaginary and odd.( ωT cos ωT – sin ω T ) –e ) F ( ω ) = ----------.Solutions to Exercises f ( t – t 0 ) ⇔ F ( ω )e – jωt 0 sin ωT j2ωt – j 2ωt f ( t ) = A [ u 0 ( t + 3T ) – u 0 ( t + T ) + u 0 ( t – T ) – u 0 ( t – 3T ) ] ⇔ F ( ω ) = 2AT -------------.⋅ ( – jωt – 1 ) 2 –ω – jωt = –T A -T e ⋅ ---------.⋅ [ – ( jωt + 1 ) ] 2 –ω – jωt –T – jωT jωT A = ----------. Second Edition Orchard Publications 8-51 .t e dt T A = --T ∫– T t e – jωt dt From tables of integrals ∫ Then.( ax – 1 ) 2 a T T ax e ⋅ -----------.------------------------------------------.t T A t T F(ω) = ∫– ∞ f ( t )e – jωt dt = ∫– T A – jωt -.⎞ = 4AT cos 2ωT -------------⎠ ωT ⎝ 2 ωT j2ωt – j 2ωt 5.( jωT ⋅ e +e + jωT ⋅ e –e ) 2 ω T jωT – jωT jωT – jωT A = ----------.⋅ ( – jωt – 1 ) 2 ( jω ) – jωt T = –T A -T e ⋅ ---------.[ e ⋅ ( jωT + 1 ) – e ⋅ ( – j ωT + 1 ) ] 2 ω T – jωT – jωT jωT jωT A = ----------.– ( e 2 2 j2 j2 ω T ω T jωT – jωT jωT – jωT We observe that since f ( t ) is real and odd. F(ω) = A -T e ax xe dx = -----. A f ( t ) = -.t [ u 0 ( t + T ) – u 0 ( t – T ) ] T –T 0 –A ∞ T T A f ( t ) = -.

4.F ( ω ) n dω n Then. A --f 1 ( t ) = ⎛ -.F ( ω ) n dω n n or n n d t f ( t ) ⇔ j --------.⎛ 2A -------------.sin ωT d{ f 1 ( t ) = tf 2 ( t ) } = ⎛ j -----.⎛ -------------.⎞ ⎞ ⎝ dω ⎝ ωT ⎠ dω ⎝ ωT ⎠ ⎠ ( ωT )T cos ωT – T ( sin ω T ) j2A = j2A --------------------------------------------------------------. Second Edition Orchard Publications .t T A –T 0 –A T t f2 ( t ) A⁄T t T −T 0 The waveform of f 2 ( t ) is the derivative of the waveform of f 1 ( t ) and thus f 1 ( t ) = tf 2 ( t ) .= --------.T -------------.t + A⎞ [ u 0 ( t + T ) – u 0 ( t ) ] + ⎛ – A t + A⎞ u 0 ( t ) – u 0 ⎛ t – T ⎞ ⎝T ⎠ ⎝ T ⎠ ⎝ 2⎠ A f 1 ( t ) = -.t T A f2 ( t ) A⁄T a t f3( t ) A⁄T T 0 –T 0 T −T t b –T ⁄2 T ⁄2 t –A ⁄ T 8-52 Signals and Systems with MATLAB Applications. From Example 8. that is.⎞ = j2A -----.Chapter 8 The Fourier Transform Alternate Solution: A f 1 ( t ) = -. F sin ωT d . sin ωT A sin ωT f 2 ( t ) ⇔ 2 -.( ωT cos ωT – sin ωT ) 2 2 ( ωT ) ω T 6. We denote the given waveform as f 1 ( t ) .= 2A -------------ωT ωT T From the frequency differentiation property d ( – j t ) f ( t ) ⇔ --------.

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

5 Ω By KCL dv C v C ( t ) v C ( t ) – v in ( t ) ------------------------------. Second Edition Orchard Publications . 1Ω + + 1F − v in ( t ) − vC ( t ) 0.5 dv C -------. Thus.⋅ ----------------------------.= ---------------./x).[-8*pi 8*pi 0 1]) 1 2 ω 0 7.⋅ sin ( ωT ⁄ 2 ) 2 ω jω ωT ⁄ 2 ωT ⁄ 2 ω T⁄2 2 2 We can plot F 1 ( ω ) by letting T ⁄ 2 = 1 . fplot('(sin(x).+ ----------.Chapter 8 The Fourier Transform Now. F 1 ( ω ) simplifies to the form K [ ( sin x ) ⁄ x ] This curve is shown below and it was created with the following MATLAB code.+ 3v C = v in dt Taking the Fourier transform of both sides we get jωV C ( ω ) + 3V C ( ω ) = V in ( ω ) ( jω + 3 )V C ( ω ) = V in ( ω ) and since V out ( ω ) = V C ( ω ) 8-54 Signals and Systems with MATLAB Applications.+ 1 ⋅ -------.⋅ j2A ----------------------------. Then. 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 ⁄ jω .= -----. 2A sin ( ωT ⁄ 2 ) 2A 1 sin ( ωT ⁄ 2 ) 2 F 1 ( ω ) = ( 1 ⁄ jω ) ⋅ F 2 ( ω ) = ----.^2'.= 0 dt 1 0.

Solutions to Exercises ( jω + 3 )V out ( ω ) = V in ( ω ) and V out ( ω ) 1 H ( ω ) = -----------------.⋅ 50π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] jω + 3 and vC ( t ) = F –1 1 { V C ( ω ) } = ----2π ∫–∞ ---------------------------------------------------------------. using the sifting property of δ ( ω ) we simplify the above to j4t – j 4t – j 4t ⎞ ⎛ e j4t j4t – j 53. Second Edition Orchard Publications 8-55 . syms s.⋅ e jω + 3 ∞ ∞ 50π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] δ(ω + 4) jωt dω = 25 ∫ ∞ δ ( ω – 4 ) jωt -------------------.= 10 cos ( 4t – 53.1° e e e +e ⋅e ) v C ( t ) = 25 ⎛ ------------.1° – j 4t j53.v out ( t ) + 6v out ( t ) = 10v in ( t ) = 2e – t u 0 ( t ) 2 dt dt Taking the Fourier transform of both sides we get 2 2 [ ( jω ) + 5jω + 6 ]V out ( ω ) = 10V in ( ω ) = 10 ⋅ -------------jω + 1 20 [ ( jω + 2 ) ⋅ ( jω + 3 ) ]V out ( ω ) = 10V in ( ω ) = -------------jω + 1 20 V out ( ω ) = --------------------------------------------------------------------( jω + 1 ) ⋅ ( jω + 2 ) ⋅ ( jω + 3 ) We use the following MATLAB code for partial fraction expansion where we let jω = s . d2 d -----.+ ------------------.1° – j 53. collect((s+1)*(s+2)*(s+3)) Signals and Systems with MATLAB Applications.1° ⎝ 5e ⎠ 5e +e e = 10 -----------------------------------------------------------.v out ( t ) + 5 ---.1° ) 8.= -------------V in ( ω ) jω + 3 where v in ( t ) = 50 cos 4tu 0 ( t ) ⇔ V in ( ω ) = 50π [ δ ( ω – 4 ) + δ ( ω + 4 ) ] Then.+ ------------.⋅ e dω + 25 – ∞ jω + 3 jωt dω Next.⎞ = 25 ⎜ ----------------.1° ) 2 j ( 4t – 53.⋅ e jω + 3 ∫–∞ --------------------.⎟ = 5 ( e ⋅ e ⎝ j4 + 3 j4 + 3 ⎠ j53.1° ) – j ( 4t – 53. 1 V out ( ω ) = V C ( ω ) = H ( ω ) ⋅ V in ( ω ) = -------------.

2f \t'.2f \t'. Second Edition Orchard Publications .+ ------------------( jω + 1 ) ⋅ ( jω + 2 ) ⋅ ( jω + 3 ) ( jω + 1 ) ( jω + 2 ) ( jω + 3 ) and thus v out ( t ) = F –1 { V out ( ω ) } = 10e – 20e – 2t –t – 2t + 10e – 3t = 10 ( e – 2e –t +e – 3t )u 0 ( t ) 9.dω 2 2 ω +2 and from tables of integrals ∫ ---------------. den=[1 6 11 6].den).00 p3 = -1.25 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 4π rad ≤ ω ≤ 12π rad is 1W out = ----2π ∫– ∞ 12 F ( ω ) dω = ----2π ∫– ∞ ∞ 13 -2 -------------... fprintf('r1 = %4. num(3)).2f \t'.+ ------------------.= 2. fprintf('r3 = %4. fprintf('r2 = %4. p1 = -3.2f'..dω = ----2π jω + 2 ∫4π 12π 9 ----------------. 1 1 x = -.... num(2)). fprintf(' \n').. fprintf('p1 = %4. fprintf('p3 = %4. den(3)) r1 = 10.+ ------------------. den(2)). fprintf(' \n').Chapter 8 The Fourier Transform ans = s^3+6*s^2+11*s+6 num=[0 0 0 20].2f'. [num.den]=residue(num.00 r2 = -20. num(1)).2f'.00 p2 = -2..atan -a a 8-56 Signals and Systems with MATLAB Applications.. fprintf('p2 = %4. fprintf(' \n'). 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 10 20 V out ( ω ) = --------------------------------------------------------------------.dx 2 2 x +a Then.00 r3 = 10.00 Then. den(1)).

41 9 W out = ----.41 ) = 0.56% --------W in 2.atan ω --2π 2 2 12π 4π 99= ----. W total = ∫– ∞ T 2 ∞ f ( t ) dt = 2 ∫ – T A dt 2 T and since f ( t ) is an even function W total = 2 ∫0 A dt = 2A t 2 T 0 = 2A T 2 Next.52 and thus atan(2*pi) = 1. fprintf('atan(6*pi) = %4. atan(2*pi)) atan(6*pi) = 1.( atan 6π – atan 2π ) ----.⎛ atan 12π – atan 4π⎞ = ----. we denote the energy in the frequency interval – π ⁄ T rad ≤ ω ≤ π ⁄ T rad as W out in the frequency domain we get 1W out = ----2π ∫– ∞ ∞ 12 F ( ω ) dω = ----2π ∫– π ⁄ T π⁄T sin ωT 2 2AT -------------.08 J 4π Therefore.⎠ -------4π 4π ⎝ 2 2 fprintf(' \n').1 W out = ----.× 100 = 0. atan(6*pi)).2f \t'.dω ωT Signals and Systems with MATLAB Applications.Solutions to Exercises 9. sin ωT A [ u 0 ( t + T ) – u 0 ( t – T ) ] ⇔ 2AT -------------ωT F(ω) f(t) A −π 0 π 2π ωT −T 0 t T −2π First.08 = 3. the percentage of the input appearing at the output is W out ---------.52 – 1. fprintf('atan(2*pi) = %4.25 10.⋅ -. Second Edition Orchard Publications 8-57 .( 1.2f'. we compute the total energy of the pulse in terms of f ( t ) .

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

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

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

The Inverse Z transform. 9. Second Edition Orchard Publications 9-1 . by multiplying it by a train of impulses.2) We can obtain a discrete time waveform from an analog (continuous or with a finite number of discontinuities) signal.Chapter 9 Discrete Time Systems and the Z Transform T his chapter is devoted to discrete time systems. to another domain which we call z – domain . there is the one-sided. theorems. are also discussed. and the two-sided Z transform. Signals and Systems with MATLAB Applications. and the Z transforms of the most common discrete time functions are derived. 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. The definition. the same way the Laplace and Fourier transforms are used with continuous time signals. and the impulses as δ[n] = ∑0 δ [ t – nT ] n= ∑ δ [ t – nT ] ∞ ∞ (9.F ( z )z dz j2π ∫ ° (9.1 Definition and Special Forms The Z transform performs the transformation from the domain of discrete time signals. and several examples are given to illustrate its application. Like the Laplace transform. such as digital filters.3) Multiplication of f ( t ) by δ [ n ] produces the signal g ( t ) defined as g( t) = f(t) ⋅ δ[n] = f(t) (9. and the methods available for finding it. and properties are discussed.1) and the Inverse Z transform is defined as 1 k–1 f [ n ] = ------. It is used with discrete time signals. We denote the continuous signal as f ( t ) . The Z transform yields a frequency domain description for discrete time signals.4) n=0 These signals are shown in Figure 9. and forms the basis for the design of digital systems. and introduces the one-sided Z Transform. The discrete transfer function is also defined.

Chapter 9 Discrete Time Systems and the Z Transform f(t) 0 (a) δ[n] t n 0 (b) f ( t )δ [ n ] 0 (c) Figure 9. Formation of discrete time signals t Of course. taking the Laplace transform of both sides of (9. are those for which t = nT .1. we recall from Chapter 2. we get ∞ ∞ ⎧ ⎫ – nsT = G(s) = L ⎨ f [n] δ [ t – nT ] ⎬ = f [ n ] e ⎩ ⎭ n=0 n=0 – sT ∑ ∑ ∑ f [n]e n=0 ∞ – nsT (9. that the t – domain to s – domain transform pairs for the delta function are δ ( t ) ⇔ 1 and δ ( t – T ) ⇔ e . and. letting f [ nT ] = f [ n ] .6) 9-2 Signals and Systems with MATLAB Applications. for simplicity. the only values of f ( t ) which are not zero. and thus we can express (9.5).4) as g ( t ) = f [ nT ] ∑ n=0 ∞ δ [ t – nT ] = ∑0 f [ nT ]δ [ t – nT ] n= ∞ (9. Second Edition Orchard Publications . Therefore. after multiplication by δ [ n ] .5) Next.

c. with the substitution z = e . In complex variables theory. 9. becomes the same as (9. the radius R is known as the radius of absolute convergence.1). we will state and prove the most common Z transforms. In the complex z – plane the region of convergence is the set of z for which the magnitude of F ( z ) is finite. as defined in (9. is a series of complex numbers and converges outside the circle of radius R . … are arbitrary real or complex constants.1). 2. In our subsequent discussion.Properties and Theorems of the Z Transform Relation (9.6).9) where a. In this section. z is also a complex variable. Proof: The proof is easily obtained by application of the definition of the Z transform to each term on the left side.8) The function F ( z ) .10) Signals and Systems with MATLAB Applications. that is. The Z and Inverse Z transforms are denoted as F(z) = sT Z {f [n]} (9. and the region of divergence is the set of z for which the magnitude of F ( z ) is infinite.7) and f [n] = Z –1 {F(z)} (9. we will denote the discrete unit step function as u 0 [ n ] . it converges (approaches a limit) when z > R . Linearity af 1 [ n ] + bf 2 [ n ] + cf 3 [ n ] + … ⇔ aF 1 ( z ) + bF 2 ( z ) + cF 3 ( z ) + … (9. 1. b. Second Edition Orchard Publications 9-3 .2 Properties and Theorems of the Z Transform The properties and theorems of the Z transform are similar to those of the Laplace transform. Shift of f [ n ]u 0 [ n ] in the Discrete Time Domain f [ n – m ]u 0 [ n – m ] ⇔ z –m F(z) (9. and like s .

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

Second Edition Orchard Publications 9-5 . Then. by substitution into the last summation term of the above expression. we get 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. n = – m .11) reduces to f [ n – 1 ] ⇔ z F ( z ) + f [ –1 ] –1 (9. n = – 1 . the mth left shift of f [ n ] is f [n + m] . For m = 1 .14).13) 4. and m is a positive integer. 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 m–1 =z m F(z ) – ∑ f [k] z k k=0 k=0 When k = 0 . and when k = m – 1 .11). and when n = 0 . then.Properties and Theorems of the Z Transform 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 and this is the same as (9.14) that is. Then. Proof: Z { f [n + m]} = n=0 ∑ f [ n + m ]z ∞ ∞ –n We let n + m = k .12) and for m = 2 . Signals and Systems with MATLAB Applications. n = k – m . k = m . if f [ n ] is a discrete time signal. reduces to f [ n – 2 ] ⇔ z F ( z ) + f [ –2 ] + z f [ –1 ] –2 –1 (9. Left Shift in the Discrete Time Domain f [n + m] ⇔ z F( z) + m n = –m ∑ –1 f [ n + m ]z –n (9. (9.

19) Proof: By definition. Multiplication by n and n 2 in the Discrete Time Domain d nf [ n ] ⇔ – z ---.16) 5. the above expression reduces to Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ]z (9.17) Proof: Z {a f [n]} = n ∑ k=0 ∞ a f [ n ]z n –n = ∑ k=0 ∞ 1 -----.F ( z ) dz d 2d n f [ n ] ⇔ z ---.⎞ ⎝a⎠ n (9.F ( z ) 2 dz dz 2 2 (9.18) Proof: Z {e – naT f [n]} = k=0 ∑e ∞ – naT f [n] z –n = k=0 ∑ f [n](e ∞ aT z) –n = F(e z ) aT 7.⎞ ⎝ a⎠ ⎝ a⎠ 6.f [ n ]z – n = –n a k=0 ∑ ∞ z –n z f [ n ] ⎛ -.Chapter 9 Discrete Time Systems and the Z Transform For m = 1 . Multiplication by a in the Discrete Time Domain z n a f [ n ] ⇔ F ⎛ -.F ( z ) + z ------.⎞ = F ⎛ -. Multiplication by e – naT in the Discrete Time Domain e – naT f [n ] ⇔ F( e z) aT (9. reduces to Z { f [ n + 2 ] } = z F ( z ) – f [ 0 ]z – f [ 1 ]z 2 2 (9. F(z) = n=0 ∑ f [ n ]z ∞ –n 9-6 Signals and Systems with MATLAB Applications.15) and for m = 2 . Second Edition Orchard Publications .

8.⎞ F ( z ) ⎝z–1 ⎠ m= z n (9. We will see on the next section that the term z ⁄ ( z – 1 ) is the Z transform of the discrete unit step function u 0 [ n ] .21) and let us express (9. Proof: Let y[ n] = t F(s) ∑0 x [ m ] m= n (9. is equal to z ⁄ ( z – 1 ) times the Z transform of the signal. Summation in the Discrete Time Domain ∑0 f [ m ] ⇔ ⎛ ----------. and recalling that in the s – domain 1 u 0 ( t ) ⇔ -s and ∫0 f ( τ ) dτ ⇔ ----------s then.20) that is.21) as y[n] = n–1 m=0 ∑ x[m] + x[n] (9. the Z transform of the sum of the values of a signal.Properties and Theorems of the Z Transform and taking the first derivative of both sides with respect to z we get d ---.F ( z ) dz Differentiating one more time. and thus we can write (9. This property is equivalent to time integration in the continuous time domain since integration in the discrete time domain is summation.22) Since the summation symbol in (9.F ( z ) = dz n=0 ∞ –1 ∞ ∑ ( – n )f [ n ]z –n–1 = –z n=0 ∑ nf [ n ]z –n Multiplication of both sides by – z yields n=0 ∑ nf [ n ]z ∞ –n d = – z ---.22) is y [ n – 1 ] . then the summation symbol in (9.22) as Signals and Systems with MATLAB Applications.21) is y [ n ] . the similarity of the Laplace and Z transforms becomes apparent.19). we get the second pair in (9. Second Edition Orchard Publications 9-7 .

we get 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. then.X ( z ) = ---------. Likewise. for any other input x [ 0 ].26) 9-8 Signals and Systems with MATLAB Applications. any discrete time input signal can be considered as an impulse train. x [ 1 ]. f 1 [ n ]∗ f 2 [ n ] ⇔ F 1 ( z ) ⋅ F 2 ( z ) (9. Then.20). if y [ n ] is the output due to the input x [ m ] convolved with h [ n ] . an impulse δ [ n ] .23). is obtained by summing all the components that have occurred up to that point. in which each impulse has a weight equal to its corresponding sampled value. 9. x [ 2 ]. we take the Z transform of both sides of (9. x [ m ] . Therefore. Convolution in the Discrete Time Domain Let the impulse response of a discrete time system be denoted as h [ n ] . y[ n] = m=0 ∑ x [ m ]h [ n – m ] ∑ h [ n – m ]x [ m ] n n (9. produces a response h [ n ] . and using the property x [ n – m ]u 0 [ n – m ] ⇔ z –m X(z) we get Y(z) = z Y(z) + X(z) –1 or z 1 Y ( z ) = --------------.25) m=0 We will now prove that convolution in the discrete time domain corresponds to multiplication in the Z domain.Chapter 9 Discrete Time Systems and the Z Transform y[ n] = y[ n – 1] + x[n] (9. Second Edition Orchard Publications . a delayed impulse δ [ n – m ] produces a delayed response h [ n – m ] . and so on.23) Next. …. that is.X ( z ) –1 z–1 1–z and this relation is the same as (9.24) or y[ n] = (9. that is. that is.

we get 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. Taking the limit as z → ∞ in the expression Signals and Systems with MATLAB Applications. then.29) Proof: For all n ≥ 1 . we let k = n – m . Second Edition Orchard Publications 9-9 . Y(z) = m=0 ∑ x[m] n=0 ∑ ∞ h[ k]z –( k + m ) = m=0 ∑ x [ m ]z –m n=0 ∑ h[ k]z –k or Y( z) = X(z ) ⋅ H(z) (9.→ 0 n z and under these conditions f [ n ]z → 0 also. The proof requires contour integration. then. as z → ∞ z –n –n 1 = --.28) ∫ ° is a closed contour inside the overlap convergence regions f [ 0 ] = lim X ( z ) z→∞ for X 1 ( v ) and X 2 ( z ⁄ v ) . 11. Initial Value Theorem (9. f 1 [ n ] ⋅ f 2 [ n ] ⇔ -------j 2π where v is a dummy variable. 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. we get ⎧ ∞ ⎫ 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.27) 10.Properties and Theorems of the Z Transform Proof: Taking the Z transform of both sides of (9. and thus. and 1 ⎛ ⎞ ∫ ° xF ( v )F ⎝ -v-⎠ v z 1 2 –1 dv (9. it will not be provided here.24). n = k + m .

if it exists. Z { f [ n + 1 ] – f [ n ] } = lim k→∞ ∑ ( f [ n + 1 ] – f [ n ] )z n=0 –n (9. we get zF ( z ) – f [ 0 ]z – F ( z ) = lim k→∞ ∑ ( f [ n + 1 ] – f [ n ] )z n=0 k –n Taking the limit as z → 1 on both sides.30) Proof: Let us consider the Z transform of the sequence f [ n + 1 ] – f [ n ] . we get 9-10 Signals and Systems with MATLAB Applications.32) and by substitution of (9.15).. by multiplying the Z transform of f [ n ] by ( z – 1 ) . n=0 ∑ f [ n ]z ∞ –n = f [0] z –0 = f [0] Therefore. Then. n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 (9. Second Edition Orchard Publications . and we let k → ∞ . and taking the limit of the product as z → 1 . That is. i. Final Value Theorem This theorem states that if f [ n ] approaches a limit as n → ∞ .32) into (9.31) From (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.Chapter 9 Discrete Time Systems and the Z Transform F(z) = n=0 ∑ f [n] z ∞ –n we observe that the only non-zero value in the summation is that of n = 0 . z→∞ lim F ( z ) = f [ 0 ] 12. we can find that limit.31).e. Then. Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ]z (9.

that if the sequence f [ n ] does not approach a limit. – 2. 3.1. In instances where we cannot determine whether f [ n ] exists or not.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. Second Edition Orchard Publications 9-11 . 2. 1. The right side of (9. … (9. We summarize the properties and theorems of the Z transform in Table 9. … n = 0. 9. however.30) may exist even though f [ n ] does not approach a limit.1 Find the Z transform of the geometric sequence defined as ⎧0 f [n] = ⎨ n ⎩a n = – 1 . if X ( z ) can be expressed in a proper rational form as ---------X(z) = A(z) B(z) where A ( z ) and B ( z ) are polynomials with real coefficients. the final value theorem is invalid. we can be certain that it exists. – 3. Example 9.The Z Transform of Common Discrete Time Functions ⎧ lim { ( z – 1 )F ( z ) – f [0 ]z } = lim ⎨ lim z→1 z → 1 ⎩k → ∞ k ∑ ( f [ n + 1 ] – f [ n ] )z n=0 k –n ⎫ ⎬ ⎭ = lim k→∞ ∑ zlim1 ( f [ n + 1 ] – f [ n ] )z → n=0 k –n z→1 lim ( z – 1 )F ( z ) – lim f [ 0 ]z = lim z→1 k→∞ ∑ zlim1 { f [ n + 1 ] – f [ n ] } z → n=0 –n z→1 lim ( z – 1 )F ( z ) – f [ 0 ] = lim k→∞ ∑0 { f [ n + 1 ] } – f [ n ] n= k→∞ 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.33) Signals and Systems with MATLAB Applications.

Chapter 9 Discrete Time Systems and the Z Transform TABLE 9.F ( z ) + z ------.F ( z ) 2 dz dz z ⎛ ---------.⎞ v dv ⎝ v⎠ f [ 0 ] = lim F ( z ) n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 Solution: From the definition of the Z transform.34) 9-12 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .⎞ ⎝a ⎠ F( e z) d – z ---. F( z) = n=0 ∑ ∞ f [ n ]z –n = n=0 ∑ ∞ a z n –n = n=0 ∑ ( az ∞ –1 n ) (9.⎞ F ( z ) ⎝z – 1⎠ F1 ( z ) ⋅ F2 ( z ) 2 aT Multiplication by e f [n] Multiplication by n Multiplication by n 2 nf [ n ] n f [n] n 2 Summation in Time ∑ f [m] m=0 f 1 [ n ]∗ f 2 [ n ] f1 [ n ] ⋅ f2 [ n ] Time Convolution Frequency Convolution Initial Value Theorem Final Value Theorem ∫ j 2π ° z→∞ 1 -------- z –1 xF 1 ( v )F 2 ⎛ .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 ]u 0 [ 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 – naT a f [n] e – naT n z F ⎛ -.F ( z ) dz d 2d z ---.

we multiply both sides by az . F ( z ) = lim F k ( z ) is unbounded for az In summary.38) we observe that. az ( az ) = az –1 k – 1 k jkθ –1 –1 k –1 –1 k –1 –1 = az e jθ and (9. Then. Second Edition Orchard Publications 9-13 . We write the terms az and ( az ) in polar form. we form a truncated version of F ( z ) which contains the first k terms of the series. ∑ ( az ∞ –1 n ) Signals and Systems with MATLAB Applications.35) in a closed form. We denote this truncated version as F k ( z ) . –1 k –1 < 1 . (9. the magnitude of the complex z 1 F ( z ) = lim F k ( z ) = -----------------.38) e From (9. Then. that is.= ------------------------–1 –1 1 – az 1 – az k –k –1 k (9. F( z) = n=0 > 1.35) becomes the same as (9.35). the magnitude of the complex number ( az ) becomes –1 k→∞ –1 k unbounded as k → ∞ .37). az F k ( z ) = az –1 –1 –1 +a z 2 –2 +a z 3 –3 +…+a z k –k (9.36) Subtracting (9.= ---------–1 z–a k→∞ 1 – az (9. we get F k ( z ) – az F k ( z ) = 1 – a z –1 k –k or 1 – ( az ) 1–a z F k ( z ) = -------------------.34).39) for az –1 <1 –1 For the values of z for which az > 1 . Fk ( z ) = k–1 ∑a z n –n = 1 + az –1 +a z 2 –2 +…+a k – 1 –( k – 1 ) z (9. and therefore. we examine the behavior of the term ( az ) in the numerator of (9. for the values of z for which az number ( az ) → 0 as k → ∞ and therefore.The Z Transform of Common Discrete Time Functions To evaluate this infinite summation.37) for az ≠ 1 To determine F ( z ) from F k ( z ) .35) n=0 and we observe that as k → ∞ .36) from (9. To express (9.

2. we evaluate the sequence F k ( z ) at z = a . while az ∞ –1 Z { a u0 [ n ] } = n n=0 ∑a z n –n ⎧ z ---------. Then. Example 9. and diverges for az –1 >1. a a = -. the circumference of the circle lies in the region of divergence. Second Edition Orchard Publications .for z > a ⎪ z–a = ⎨ ⎪ unbounded for z < a ⎩ (9. where z = a |. then.= ----z z > 1 implies z < a and thus. Fk ( z ) = ∑a z n=0 k–1 n –n = 1 + az –1 +a z 2 –2 +…+a k – 1 –( k – 1 ) z z=a (9.Chapter 9 Discrete Time Systems and the Z Transform converges to the complex number z ⁄ ( z – a ) for az Also.2 Find the Z transform of the discrete unit step function u 0 [ n ] shown in Figure 9. Im[z] Region of Convergence z F ( z ) = ---------z–a |a| Region of Divergence Re[z] F(z) → ∞ Figure 9. lies in the region of convergence or divergence. Regions of convergence and divergence for the geometric sequence a n To determine whether the circumference of the circle. since az –1 –1 < 1 . az –1 < 1 implies that z > a . 9-14 Signals and Systems with MATLAB Applications.41) = 1+1+1+…+1 = k We see that this sequence becomes unbounded as k → ∞ .40) are shown in Figure 9.3.40) The regions of convergence and divergence for the sequence of (9. and therefore.2.

z 1 F ( z ) = lim F k ( z ) = --------------. to evaluate this infinite summation.. as k → ∞ .43) in a closed form. The discrete unit step function u 0 [ n ] Solution: From the definition of the Z transform. n Figure 9. Second Edition Orchard Publications 9-15 .42). we multiply both sides by z –1 and we get –1 z Fk ( z ) = z +z –2 +z –3 +…+z –k (9.44) Subtracting (9. F(z) = ∞ ∞ n=0 ∑ f [ n ]z –n = n=0 ∑ [ 1 ]z –n (9. To express (9. we get Fk ( z ) – z Fk ( z ) = 1 – z –1 –k or 1 – (z ) 1–z F k ( z ) = --------------. Signals and Systems with MATLAB Applications.46) for z > 1 . Fk ( z ) = k–1 n=0 ∑z –1 –n = 1+z –1 +z –2 +…+z –( k – 1 ) (9.43) becomes the same as (9. we form a truncated version of F ( z ) which contains the first k terms of the series. Therefore. (9.42) As in the previous example.. and the region of convergence lies outside the unit circle.44) from (9.3.. and we denote this truncated version as F k ( z ) . ( z ) → 0 .43).The Z Transform of Common Discrete Time Functions u0 [ n ] ⎧0 u0 [ n ] = ⎨ ⎩1 n<0 n≥0 0 1 . Then.45) for z ≠ 1 Since ( z ) = z –1 k – 1 k jkθ –1 e .43) and we observe that as k → ∞ .= ---------–1 z–1 k→∞ 1–z –1 k (9.= ---------------------–1 –1 1–z 1–z –k –1 k (9.

e – naT z ⇔ ----------------– aT z–e and replacing – naT with jnaT we get Z [e jnaT z ] = Z [ cos naT + j sin naT ] = -----------------jaT z–e z z–e = Z [ cos naT ] + jZ [ sin n aT ] = -----------------.= ----------------– aT – aT – 1 z–e 1–e z (9.48) for e z <1 Example 9.48) of Example 9. and since 1 = 1 .3.for z > 1 ⎪ z–1 = ⎨ ⎪ unbounded for z < 1 ⎩ (9. Second Edition Orchard Publications .Chapter 9 Discrete Time Systems and the Z Transform Alternate Solution: The discrete unit step u 0 [ n ] is a special case of the sequence a with a = 1 .47) Example 9.3 Find the Z transform of the discrete exponential sequence f [ n ] = e Solution: F( z) = – naT ∑e n=0 ∞ – naT – n z = 1+e – aT – 1 z +e – 2aT – 2 z +e – 3aT – 3 z +… and this is a geometric sequence which can be expressed in closed form as Z [e – aT – 1 – naT z 1 ] = ------------------------.⋅ ------------------jaT – j aT z–e z–e z – z cos aT + jz sin aT = Z [ cos naT ] + jZ [ sin n aT ] = -----------------------------------------------------2 z – 2z cos aT + 1 2 – j aT 9-16 Signals and Systems with MATLAB Applications.40) we get ∞ n n Z { u0 [ n ] } = n=0 ∑ [ 1 ]z –n ⎧ z ---------.4 Find the Z transform of the discrete time functions f 1 [ n ] = cos n aT and f 2 [ n ] = sin naT Solution: From (9. by substitution into (9.

since the circumference of the circle lies on the region of divergence.4. the poles lie on the unity circle as shown in Figure 9. we express the denominator of (9.50) To define the regions of convergence and divergence. we get the transform pairs z – z cos aT cos naT ⇔ ----------------------------------------2 z – 2z cos aT + 1 2 (9.4. that is. as we have seen before.49) and (9. Regions of convergence and divergence for cos n aT and sin n aT From 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 (9.49) or (9.The Z Transform of Common Discrete Time Functions Equating real and imaginary parts. the poles lie on the region of divergence. we see that the poles separate the regions of convergence and divergence.50) have two poles.52) and z sin a T sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 for z > 1 (9.53) Signals and Systems with MATLAB Applications. Im[z] Region of Convergence ×Pole 1 Region of Divergence Re[z] ×Pole Figure 9. one at z = e z = e – j aT .51) and the other at We see that both pairs of (9. Therefore. Second Edition Orchard Publications 9-17 . Also.4.49) and z cos aT sin n aT ⇔ ----------------------------------------2 z – 2z cos aT + 1 (9.50) as (z – e jaT ) ⋅ (z – e – j aT ) jaT (9.

for z–1 z > 1 (9. and others. Second Edition Orchard Publications . given as exercises at the end of this chapter.2.⎞ ⎝ z – 1⎠ dz or 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) (9.55) Differentiating both sides of (9. in Table 9. * This was defined in Chapter 3.55) with respect to z . 9-18 Signals and Systems with MATLAB Applications. but the zeros can lie anywhere on the z -plane.5 Find the Z transform of discrete unit ramp f [ n ] = nu 0 [ n ] . we get d ⎛ dz ⎝ n=0 ∞ ∑ ( 1 )z – n⎞ ⎠ = z d ⎛ ---------. Solution: Z { nu 0 [ n ] } = n=0 ∑ nz ∞ ∞ –n = 0+z –1 + 2z –2 + 3z –3 +… (9.54) in closed form using the discrete unit step function transform pair Z { u0 [ n ] } = n=0 ∑ ( 1 )z ∞ –n z = ---------.Chapter 9 Discrete Time Systems and the Z Transform It is shown in complex variables theory that if F ( z ) is a proper rational function*. page 3-1. Example 9.56) We summarize the transform pairs we have derived. all poles lie outside the region of convergence.54) We can express (9.

z > 1 2 z – 2z cos aT + 1 z – az cos aT ---------------------------------------------2 2 z – 2az cos aT + a az sin a T ---------------------------------------------2 2 z – 2az cos aT + a z –1 ---------------------------m–1 z (z – 1) z ⁄ (z – 1) 2 3 m 2 ( sin n aT )u 0 [ n ] ( a cos naT )u 0 [ n ] ( a sin naT )u 0 [ n ] u0 [ n ] –u0 [ n – m ] n n z >a z >a nu 0 [ n ] n u0 [ n ] [ n + 1 ]u 0 [ n ] a nu 0 [ n ] a n u0 [ n ] a n [ n + 1 ]u 0 [ 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 Applications.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 )u 0 [ n ] z ----------------– aT z–e 2 z <1 ( cos naT )u 0 [ n ] z – z cos aT ----------------------------------------.The Z Transform of Common Discrete Time Functions TABLE 9. Second Edition Orchard Publications 9-19 .z > 1 2 z – 2z cos aT + 1 z sin a T ----------------------------------------.

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 ) = ------j2π ∫C ° F( v) ------------------------.60) Example 9.= ---------–1 z–1 s → 0 1 – z – 1 e sT s → 0 1 – z – 1 e sT 1–z * This section may be skipped without loss of continuity.57) where C is a contour enclosing all singularities (poles) of F ( s ) . However. by residue theorem of (9.= --------------. Second Edition Orchard Publications . Solution: We learned in Chapter 2.dv – sT vT 1–e e (9.57). the following examples will show that this procedure is not difficult.= lim ( s – 0 ) ----------------------– 1 sT – 1 sT s → pk s→0 1–z e 1–z e 1⁄s z 1 1 = lim s ----------------------. that L [ u0 ( t ) ] = 1 ⁄ s Then. 9-20 Signals and Systems with MATLAB Applications. It is intended for readers who have prior knowledge of complex variables theory.6 Derive the Z transform of the discrete unit step function u 0 [ n ] using the residue theorem.Chapter 9 Discrete Time Systems and the Z Transform 9.= lim -----------------------.60).58) into (9. We can compute the Z transform of a discrete time function f [ n ] using the transformation F ( z ) = F∗ ( s ) z=e sT (9.59) as F(z) = ----------------------∑ Res 1 – z–1 esT k F(s) s = pk F(s) = lim ( s – p k ) ----------------------– 1 sT s → pk 1–z e (9.59) Next.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 ) . F(s) 1⁄s F ( z ) = lim ( s – p k ) ----------------------. we use Cauchy’s Residue Theorem to express (9. we get 1 F ( z ) = ------j2π ∫C ° F( s) ----------------------. and v is a dummy variable for s . and replacing v with s .58) By substitution of (9.ds – 1 sT 1–z e (9.

for this example. Signals and Systems with MATLAB Applications.47).= ----------------– 1 sT 2 s → 0 ds s → 0 ds 1 – z – 1 e sT 1–z e (z – 1) 2 for z > 1 . This theorem states that 1 d F( s) F ( z ) = lim ⎛ ------------------⎞ ( s – p k ) ------------. Example 9.Computation of the Z Transform with Contour Integration for z > 1 .7 Derive the Z transform of the discrete exponential function e Solution: From Chapter 2.48).8 Derive the Z transform of the discrete unit ramp function nu 0 [ n ] using the residue theorem. Second Edition Orchard Publications 9-21 . L [ tu 0 ( t ) ] = 1 ⁄ s 2 Since F ( s ) has a second order pole at s = 0 . L [e – at – naT u 0 [ n ] using the residue theorem.= lim ( s + a ) ----------------------– 1 sT – 1 sT s → pk s → –a 1–z e 1–z e z 1 1 = lim -----------------------. Example 9. and this is the same as (9. Solution: From Chapter 2.----------------------n–1 – 1 sT ⎝ ( n – 1 )!⎠ s → pk 1–z e ds n–1 (9. 1 z d d 2 1⁄s F ( z ) = lim ---.= ----------------–1 –a T –a T – 1 sT s → –a 1 – z e z–e 1–z e for z > 1 and this is the same as (9.s ----------------------.60).61) Thus. by residue theorem of (9. 1u 0 ( t ) ] = ---------s+a Then. and this is the same as (9. we need to apply the residue theorem applicable to a pole of order n.56).= lim ---.= ------------------------. F(s) 1 ⁄ (s + a) F ( z ) = lim ( s – p k ) ----------------------.----------------------.

66) Therefore.64) Thus.63). In this section.67) Since s . and z are both complex variables.6) and (9.ln z T (9. We find this transformation by recalling that s = σ + jω and therefore.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 . we get z = z ∠θ = z e jθ = e e σT jωT (9.69) and 9-22 Signals and Systems with MATLAB Applications. into the plane of the complex variable z . we will investigate the mapping of the plane of the complex variable s . Second Edition Orchard Publications . expressing z in magnitude-phase form and using (9. F(z ) = G(s) 1 s = -. the variables s and z are related as z = e sT (9. relation (9.65).63) By comparison of (9.67) allows the mapping (transformation) of regions of the s -plane into the z -plane.Chapter 9 Discrete Time Systems and the Z Transform 9. Let us reconsider expressions (9. z = e σT (9. G(s) = ∞ ∑0 f [ n ] e n= ∞ – nsT (9.ln z T (9.62) and F( z) = n=0 ∑ f [ n ]z –n (9.1) which are repeated here for convenience. G(s ) = F( z) z=e sT (9.68) where.65) and 1 s = -.62) with (9.

from (9. and T = ( 2π ) ⁄ ω s Therefore. we get z = e e σT j2π ( ω ⁄ ω s ) (9.3.ln z and it is shown in complex variables textbooks that T ln z = ln z + j2nπ (9. therefore.5.72).70) as ω2π θ = ω ----.3. we have mapped several fractional values of the sampling radian frequency ω s . and thus the right half of the s plane maps outside the unit circle of the z -plane. Case III σ = 0 : When σ is zero.72).= 2π ----ωs ωs (9. we get concentric circles with radius less than unity.70) Since T = 1 ⁄ fs the period T defines the sampling frequency f s . let us examine the behavior of z when σ is negative.69).69). Case I σ < 0 : When σ is negative. Then.71) and by substitution of (9. The mapping from the z -plane to the s -plane is a multi-valued transformation since.72) The quantity e j2π ( ω ⁄ ωs ) in (9. we see that z < 1 . we see that the portion of the jω axis for the interval 0 ≤ ω ≤ ω s in the s -plane. maps on the circumference of the unit circle in the z -plane as shown in Figure 9. from (9. zero. we see that z = e j2π ( ω ⁄ ωs ) and all values of ω lie on the circumference of the unit circle. and for different negative values of σ .Transformation Between s and z Domains θ = ωT (9. defines the unity circle.68). From Table 9. as we have 1 seen. ω s = 2πf s or f s = ω s ⁄ 2π . and these are shown in Table 9. and for different positive values of σ we get concentric circles with radius greater than unity. s = -. Second Edition Orchard Publications 9-23 .71) into (9. we see that z > 1 . For illustration purposes. we express (9. Case II σ > 0 : When σ is positive. and thus the left half of the s plane maps inside the unit circle of the z -plane.69) and (9. from (9. or positive.73) Signals and Systems with MATLAB Applications.

75ω s 0.375ω s ω = 0.6 The Inverse Z Transform The Inverse Z transform enables us to extract f [ n ] from F ( z ) .3 Mapping of multiples of sampling frequency ω 0 ωs ⁄ 8 ωs ⁄ 4 3ω s ⁄ 8 ωs ⁄ 2 5ω s ⁄ 8 3ω s ⁄ 4 7ω s ⁄ 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. The Inversion Integral c.875ω s 0. Long Division of polynomials 9-24 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications . It can be found by any of the following three methods: a. Mapping of the s-plane to z-plane 9.25ω s x 0.5.5ω s x 0.75ω s Figure 9.Chapter 9 Discrete Time Systems and the Z Transform TABLE 9.25ω s 0. Partial Fraction Expansion b.625ω s 0.625ω s 0.5ω s 0.125ω s ω = 0 Re [ z ] z =1 x 0 x x x ω = ωs 0.375ω s 0.125ω s σ<0 σ = 0 σ>0 ω = 0.875ω s σ ω = 0.

This is done by expanding F ( z ) ⁄ z instead of F ( z ) . Then. -----------. and r i and p i represent the residues and poles respectively. and we expand in partial fractions as Signals and Systems with MATLAB Applications.5 z ) ( 1 – 0. these can be real or complex. that is. that is.78) Solution: We multiply both numerator and denominator by z 3 to eliminate the negative powers of z .75 z ) ( 1 – z ) (9. ------------------..+ -----------.74) where k is a constant. a. Before we expand F ( z ) into partial fractions. we form F ( z ) ⁄ z . These terms have the form r2 z r3 z r1 z k.. z F ( z ) = -----------------------------------------------------------( z – 0.+ … ---------z z – p1 z – p2 z (9.+ -----------.76) z = pk we rewrite (9.The Inverse Z Transform We will discuss these methods.77) Example 9. we expand F ( z ) into a summation of terms whose inverse is known.75 ) ( z – 1 ) 3 Next.+ … z – p1 z – p2 (9.. we must express it as a proper rational function. Partial Fraction Expansion This method is very similar to the partial fraction expansion method that we used in finding the Inverse Laplace transform. we expand it as r1 r2 F ( z ) = k + -----------. Second Edition Orchard Publications 9-25 . … 2 z – p1 ( z – p ) z – p2 1 (9. -----------.75) as r2 z r1 z F ( z ) = k + -----------.5 ) ( z – 0.= ( z – p k ) ---------z z z → pk (9.75) and after the residues are found from F(z ) F(z) r k = lim ( z – p k ) ---------. and we will illustrate with examples.9 Use the partial fraction expansion method to compute the Inverse Z transform of 1 F ( z ) = ---------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0.

75 ) ( z – 1 ) z The residues are z r 1 = --------------------------------------( z – 0.75 z r 3 = ------------------------------------------( z – 0. 8 –9 z 2 F ( z ) = -----------------------------------------------------------..75 – 1 ) 1 = --------------------------------------------. % Verify the residues in (9. [num.5 ) ( z – 0. fprintf('p3 = %4.75 – 0.75 ) ( z – 1 ) z ( z – 0.+ ---------------------.= 8 ( 1 – 0.75 ) ( z – 1 ) 3 (9.= 2 ( 0. fprintf('p2 = %4.5)*(z−0. fprintf('p1 = %4.2f \t'.75 ) ( 0.75 ) z=1 Then. num(1)).5 ) ( z – 0.5 ) ( z – 0. fprintf('r3 = %4. % The denominator of F(z) % Multiply the three factors of F(z) to get a polynomial ans = z^3-9/4*z^2+13/8*z-3/8 num=[0 1 0 0].5 – 0. Therefore.+ ---------------------.= ------------------.75 ) = ---------------------------------------------------.Chapter 9 Discrete Time Systems and the Z Transform 2 r1 r2 r3 z F ( z ) = -----------------------------------------------------------.den]=residue(num.5 ) ( z – 0.5 ) ( z – 0.+ -----------------------( z – 0.75 ) ( z – 1 ) ( z – 0. fprintf('r2 = %4..+ -----------------------( z – 0. % The coefficients of the numerator den=[1 −9/4 13/8 −3/8].25 ) 2 2 2 z = 0. Second Edition Orchard Publications .2f \t'.= ------------------.5 ( 0.2f \t'..5 ) ( z – 1 ) 2 2 2 z = 0.75)*(z−1) collect(Dz). we recall that z n a ⇔ ---------z–a for z > a .79).den).5 – 1 ) ( 0.= – 9 ( 0.5 ) = ------------------------------------------------..+ --------------( z – 0.2f \t'. num(3)). den(1)).2f \t'..79) fprintf('r1 = %4. num(2)). the discrete time sequence is f [ n ] = 2 ( 0.= ------------------.5 ) ( 0.5 ) ( z – 0.75 ) + 8 n n (9.79) To find the Inverse Z transform of (9.+ ---------------------. % The coefficients of the denominator fprintf(' \n').5 ) – 9 ( 0.5 ) ( 1 – 0.75 ) ( z – 1 ) z r 2 = -----------------------------------( z – 0.75 ) ( z – 1 ) ( z – 0.75 ) ( z – 1 ) 2 and multiplication of both sides by z yields z 2z – 9z 8z F ( z ) = -----------------------------------------------------------. den(2)). den(3)) 9-26 Signals and Systems with MATLAB Applications.80) Check with MATLAB: Dz=(z−0..2f \t'.5 ) ( z – 0.

000 6. Second Edition Orchard Publications 9-27 .621 12.2500 2.000 7. The spreadsheet of Figure 9.5 ) – 9 ( 0.50 syms n z fn=2*(0.The Inverse Z Transform r1 = 8.429 7.000 7.00 r2 = -9.000 4.000 3.786 14.000 7.n. % This is the answer in (9.5)^n−9*(0. The discrete time sequence f [ n ] = 2 ( 0.0000 1.927 6.z).453 4.75) + 8 8 7 6 5 4 3 2 1 0 1 3 5 7 9 11 13 15 17 19 21 23 n n n Figure 9.00 p1 = 1.10 Use the partial fraction expansion method to compute the Inverse Z transform of 12z F ( z ) = ---------------------------------2 ( z + 1 )( z – 1 ) 25 (9.6. n f[n] 0.81) Solution: Division of both sides by z and partial expansion yields Signals and Systems with MATLAB Applications.75)^n+8.000 6.80) Fz=ztrans(fn.000 7.00 p3 = 0. simple(Fz) % 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.438 3.000 7.000 5.715 13.000 7.84 15.5) − 9(0.814 8.000 5.000 7.277 5.495 11.75 ) + 8 n Example 9.00 p2 = 0.000 2.000 7.000 1.328 10.75 r3 = 2. verify that Inverse of F(z) gives back f[n] ans = 2*(1/2)^n-9*(3/4)^n+8 We can use Microsoft Excel to obtain and plot the values of f [ n ] .107 9.6 shows the first 25 values of n but only part of the spreadsheet is shown.88 Discrete Time Sequence f[n] = 2(0.

82).+ --------------2 z ( z + 1 ) ( z – 1 )2 ( z – 1 ) (z + 1)(z – 1) or 3z 6z – 3z 12z F ( z ) = ---------------------------------.= 3 2 (– 1 – 1) z=1 12 = ---------------. F(z) 12 3 6 –3 ---------. we must express the denominator of F(z) as a polynomial denpol=collect((z+1)*((z−1)^2)) 9-28 Signals and Systems with MATLAB Applications. Fz=ztrans(fn).+ ----------------.= --------------.= ---------------------------------. simple(Fz) ans = 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 .⎛ ---------.⎞ dz ⎝ z + 1 ⎠ z=1 Then.+ ----------------.Chapter 9 Discrete Time Systems and the Z Transform r2 r1 r3 12 F(z) ---------.= ---------------------------------.+ ----------------. % First.= --------------. Therefore.= 6 (1 + 1) – 12 = -----------------.= – 3 2 (z + 1) d. the discrete time sequence is f [ n ] = 3 ( – 1 ) + 6n – 3 n (9. The following code will display the first 20 values of f [ n ] in (9. Second Edition Orchard Publications .+ --------------2 ( z – ( –1 ) ) ( z – 1 )2 ( z – 1 ) ( z + 1 )( z – 1 ) Now. fn=3*(−1)^n+6*n−3.= ----------------------.+ --------------2 2 z (z + 1) (z – 1) (z – 1) (z + 1)(z – 1) The residues are 12 r 1 = ----------------2 (z – 1) 12 r 2 = --------------(z + 1) z = –1 12 = ---------------------.12 r 3 = ---. we recall that z u 0 [ n ] ⇔ ---------z–1 and z nu 0 [ n ] ⇔ ----------------2 (z – 1) for z > 1 .82) Check with MATLAB: syms n z.

dimpulse(num.11 Use the partial fraction expansion method to compute the Inverse Z transform of z+1 F ( z ) = ---------------------------------------------2 ( z – 1 ) ( z + 2z + 2 ) (9. Second Edition Orchard Publications 9-29 . den=[1 −1 −1 1]. Example 9.The Inverse Z Transform denpol = z^3-z^2-z+1 num=[12 0]. the MATLAB code num=[0 0 12 0]. den=[1 −1 −1 1].20) % The coefficients of the numerator of F(z) in (9.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 . fn=dimpulse(num.7. Thus.81) % The coefficients of the denominator in polynomial form % Compute the first 20 values of f[n] fn = 0 0 12 12 24 24 36 36 48 48 60 60 72 72 84 84 96 96 108 108 The MATLAB function dimpulse(num.den.83) Signals and Systems with MATLAB Applications.den) displays the plot of Figure 9.

15 )z (z + 1 + j) (z + 1 – j) z–1 0.+ ( 0.+ ( 0.+ ----------------------2 z z – 1 (z + 1 – j) (z + 1 + j) z z ( z – 1 ) ( z + 2z + 2 ) (9.15 0.5 + ---------.= --.15 )z ( 0.15 )z ----------------------------------= – 0.Chapter 9 Discrete Time Systems and the Z Transform Figure 9.05 + j0.84) The residues are z+1 r 1 = ---------------------------------------------2 ( z – 1 ) ( z + 2z + 2 ) z+1 r 2 = ------------------------------------2 ( z ) ( z + 2z + 2 ) z=0 1= ----.15 ---------. we get r4 r2 r3 r1 F(z) z+1 ---------.+ -----------------------------------.05 + j0.0.5 + ---------.4.05 – j0.----------------------------------F ( z ) = – 0.4z ( 0.4z ( 0.15 )z j135° – j 135° z–1 z – 2e z – 2e 9-30 Signals and Systems with MATLAB Applications.= ------------------------------------------------.= 0.10 Solution: Dividing both sides by z and performing partial fraction expansion.= – 0. z+1 F(z) --------.7.05 – j0.15 ( – 1 + j ) ( – 2 + j ) ( j2 ) z+1 r 3 = ----------------------------------------------(z)(z – 1)(z + 1 + j) r 4 = r∗ 3 = 0.05 – j0.05 + j0.0.+ ---------------------------.5 –2 z=1 2 = -.+ -----------------------------------.05 + j0.4 5 j = -------------------------------------------------.+ ---------.05 – j0.5 + ---------.+ ---------------------------2 (z + 1 + j) (z + 1 – j) z–1 z z z ( z – 1 ) ( z + 2z + 2 ) or 0.05 + j0.= 0.= – 0.+ ----------------------. Second Edition Orchard Publications .15 z = –1+j Then.= ------------------------------------------------.15 )z = – 0. The impulse response for Example 9.5 + ---------.05 – j0.+ ----------------------------------z–1 z – (– 1 + j) z – (– 1 – j) 0.4z -----------------------------------.15 )z + ( 0.

05 ( 2 e ) n – j n135° ) ) – j0. Second Edition Orchard Publications 9-31 .15 ( 2 e n n – j n135° or 3 2 2f [ n ] = – 0.16) fn = 0 0 1 0 0 2 -2 2 -6 10 Signals and Systems with MATLAB Applications.4 + -------.85). We recall that his function requires that F ( z ) is expressed as a ratio of polynomials in descending order.4 ( 1 ) + ( 0.4 + 0.5δ [ n ] + 0. den=[1 1 0 −2]. expand denominator of given F(z) ans = z^3+z^2-2 The following code displays the first 10 values of f [ n ] and plots the impulse response shown in Figure 9.15 ) ( 2e – j 135° n n j135° n ) ) = – 0.sin n135° 10 10 n (9. dimpulse(num.den. syms n z collect((z−1)*(z^2+2*z+2)) % First.05 + j0. num=[0 0 1 1].15 ) ( 2e + ( 0.05 ( 2 e + j0.The Inverse Z Transform Recalling that δ[n] ⇔ 1 and z n a u 0 [ n ] ⇔ ---------z–a for z > a .cos n135° – -----------.85) We will use the MATLAB dimpulse function to display the first 8 values of f [ n ] in (9.5δ [ n ] + 0. we find that the discrete time sequence is f [ n ] = – 0.8.11). fn=dimpulse(num.05 – j 0.den.5δ [ n ] + 0.15 ( 2 e n jn135° n jn135° ) + 0.

F ( z )z dz j2π ∫ ° C (9. Use the inversion integral method to find the Inverse Z transform of 1 + 2z + z F ( z ) = ---------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. It is intended for readers who have prior knowledge of complex variables theory.8. The impulse response for Example 9.12 n–1 ] and Res [ F ( z )z ] represents a residue at z = p k . 9-32 Signals and Systems with MATLAB Applications.75z ) –1 –3 (9.88) Solution: Multiplication of the numerator and denominator by z 3 yields * This section may be skipped without loss of continuity.87) where p k represents a pole of [ F ( z )z Example 9.Chapter 9 Discrete Time Systems and the Z Transform Figure 9. The Inversion Integral* The inversion integral states that 1 n–1 f [ n ] = ------.86) where C is a closed curve that encloses all poles of the integrant. this integral can be expressed as f [n] = ∑ Res [ F ( z )z k n–1 ] z = pk n–1 (9. and by Cauchy’s residue theorem. Second Edition Orchard Publications .11 b.

for n = 0 . f [n] = ∑ k ( z + 2z + 1 )z Res -------------------------------------------z ( z – 1 ) ( z – 0.90) z = pk We are interested in the values f [ 0 ].75 ) 3 2 z=0 ( z + 2z + 1 ) + Res -------------------------------------------2 z ( z – 1 ) ( z – 0. 1.75 ) 3 2 (9.75 (9. … .75 ) z = 0.91) z=1 ( z + 2z + 1 ) + Res -------------------------------------------2 z ( z – 1 ) ( z – 0.75 The first term on the right side of (9.75 ) 3 2 n–2 (9.The Inverse Z Transform z + 2z + 1 -----------------------------------------z ( z – 1 ) ( z – 0.91) has a pole of order 2 at z = 0 .75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + -------------------------------2 z (z – 1) 3 2 z = 0.75 ) 3 2 n–1 = z = pk ∑ k ( z + 2z + 1 )z Res -------------------------------------------( z – 1 ) ( z – 0.90) becomes f[ 0] = ∑ k ( z + 2z + 1 ) Res -------------------------------------------2 z ( z – 1 ) ( z – 0. f [ 2 ]. values of n = 0.75 ) 28 163 = ----.87).91) reduces to ( z + 2z + 1 ) d f [ 0 ] = ---.= 1 9 9 3 2 ( z + 2z + 1 ) + -------------------------------2 z ( z – 0. For n = 0 . … . (9.--------------------------------------dz ( z – 1 ) ( z – 0.+ 16 – -------. (9.90) becomes Signals and Systems with MATLAB Applications.89) and by application of (9.92) For n = 1 . we must evaluate the first derivative of ( z + 2z + 1 ) --------------------------------------( z – 1 ) ( z – 0.75 ) 3 2 (9.75 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res -------------------------------------------2 z ( z – 1 ) ( z – 0. that is. 2. Second Edition Orchard Publications 9-33 . Thus. therefore. f [ 1 ].75 ) 3 2 at z = 0 . (9.

= 16 – -------.75 ) 2 9 ( – 0.75 ) z=0 3 2 z=1 ( z + 2z + 1 ) + Res -----------------------------------------z ( z – 1 ) ( z – 0. From (9.75 3 2 ( z + 2z + 1 ) + -------------------------------z ( z – 0.75 ) = 16 + ----------------------------------------.25 ) ( 0.-----------------------------------------------------------------------------= --------.75 ) z = pk 3 2 3 2 ( z + 2z + 1 ) = Res -----------------------------------------z ( z – 1 ) ( z – 0. Second Edition Orchard Publications .75 + 2 ( 0.+ [ 0.75 ) ( z + 2z + 1 ) = --------------------------------------( z – 1 ) ( z – 0. 9-34 Signals and Systems with MATLAB Applications.75 .95) for n ≥ 2 . the only poles are at z = 1 and z = 0.75 ) = 4 + 16 – 163 = 15 -------.75 z=1 3 2 n–2 ( z + 2z + 1 )z + --------------------------------------------(z – 1) z = 0.75 For n ≥ 2 there are no poles at z = 0 . Then. the exponential factor z z = 1 .75 4 . but varies for values z ≠ 1 .Chapter 9 Discrete Time Systems and the Z Transform f [1] = ∑ k ( z + 2z + 1 ) Res -----------------------------------------z ( z – 1 ) ( z – 0. ( z + 2z + 1 ) f [ n ] = -------------------------------( z – 0.75 ) (9.94).75 ) 3 2 ( z + 2z + 1 ) + Res -----------------------------------------z ( z – 1 ) ( z – 0.75 for n ≥ 2 . Therefore.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 = 0.75 ) z=1 3 2 n–2 ( z + 2z + 1 )z + Res --------------------------------------------( z – 1 ) ( z – 0.75 ) 0. that is.-----4 12 3 3 2 (9.93) z = 0. we observe that for all values of n ≥ 2 .75 ) z = pk 3 2 n–2 ( z + 2z + 1 )z = Res --------------------------------------------( z – 1 ) ( z – 0.( 0.75 ) 3 2 n–2 ( z + 2z + 1 )z = ---------------------------------------------( z – 0.75 ) + 1 ] ( 0.94) z = 0. f[ n] = ∑ k 3 2 n–2 ( z + 2z + 1 )z Res ---------------------------------------------( z – 1 ) ( z – 0.75 ) z=0 3 2 ( z + 2z + 1 ) ---------------------------------+ z(z – 1) z=1 z = 0.25 – 0.25 n 163 n ( 163 ⁄ 64 ) ( 0.

750 5. n 0 1 2 3 4 5 6 7 8 9 10 11 12 13 f[n] 1.δ [ n – 1 ] + 16 – -------.75 ) 9 3 9 (9.75.9.75z ) (9.The Inverse Z Transform We can express f [ n ] for all n ≥ 0 as 163 4 28 n f [ n ] = ----.9. The coefficient 28 ⁄ 9 is multiplied by δ [ n ] to emphasize that this value exists only for n = 0 and coefficient 4 ⁄ 3 is multiplied by δ [ n – 1 ] to emphasize that this value exists only for n = 1 .( 0.13 Use the inversion integral method to find the Inverse Z transform of 1 F ( z ) = ---------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 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 9.702 12.97) Solution: Multiplication of the numerator and denominator by z 2 yields Signals and Systems with MATLAB Applications.640 14. The discrete time sequence for Example 9. iztrans(Fz) ans = 4/3*charfcn[1](n)+28/9*charfcn[0](n)+16-163/9*(3/4)^n We evaluate and plot f [ n ] for the first 20 values.813 8.980 15. f[1] = 3.777 13.δ [ n ] + -. This is shown on the spreadsheet of Figure 9.12 Example 9.000 3.96) where the coefficients of δ [ n ] and δ [ n – 1 ] are the residues that were found in (9.187 14.570 Discrete Time Sequence of f[0] = 1. Second Edition Orchard Publications 9-35 .270 11. Fz=(z^3+2*z^2+1)/(z*(z−1)*(z−0.582 14.93) for n = 0 and n = 1 respectively at z = 0 .92) and (9.75)).359 10. Check with MATLAB: syms z n.235 15.426 15.

The poles are at z = 1 and z = 0. expand the denominator to a polynomial.25 ) ( 0. we multiply numerator and denominator by z 3 .100) Solution: First.5 ) ( z – 0.25z ) ( 1 – 0.75 ) z = ---------------------( z – 0.98) This function has no poles at z = 0 .25)*(z−0.75 ) c.5)*(z−0.87).5z ) ( 1 – 0.75 ) n+1 z + Res --------------------------------------( z – 1 ) ( z – 0. and the numerator and denominator must be polynomials arranged in descending powers of z . Second Edition Orchard Publications .75 ) z = pk n+1 n+1 z = Res --------------------------------------( z – 1 ) ( z – 0.75 n+1 (9. F ( z ) must be a rational function.75 ) z = pk n+1 2 n–1 = ∑ k z Res --------------------------------------( z – 1 ) ( z – 0.( 0.99) z + --------------(z – 1) z=1 n z = 0. syms z.75 ) 3 2 Next. given that 1 + z + 2z + 3z F ( z ) = -------------------------------------------------------------------------------------------–1 –1 –1 ( 1 – 0.( 0.+ ----------------------0.25 ) ( z – 0. and 2 .25 ) 16 n ( 0.75 ) = 4 – -----------------------------. z + z + 2z + 3 F ( z ) = -------------------------------------------------------------------( z – 0.75 .75 ) = ----------.75 ) 3 ( 0. Example 9.75 ) z=1 n+1 n+1 z = 0. Then.= 4 – ----.75 ) 2 (9. 1.75 1 .Chapter 9 Discrete Time Systems and the Z Transform z --------------------------------------( z – 1 ) ( z – 0. and arrange the numerator and denominator polynomials in descending powers of z .75z ) –1 –2 –3 (9.14 Use the long division method to determine f [ n ] for n = 0. Long Division of Polynomials To apply this method. den=collect((z−0. Then by (9.75)) den = z^3-3/2*z^2+11/16*z-3/32 Thus. 9-36 Signals and Systems with MATLAB Applications. f[n] = ∑ k z z Res --------------------------------( z – 1 ) ( z – 0. we use the MATLAB collect function to expand the denominator to a polynomial.25 ( – 0.

16) fn = 1.z – ----z – 2 16 32 3 2 (9. Divisor 3 3 2 11 3z – -. num=[1 1 2 3].z + ----.103)..z – ----2 16 32 5 –1 81 –2 1 + -.15).102) and (9.z – 1 ----2 4 32 64 81 ----. dimpulse(num.z – ----2 16 32 3 2 Quotient Dividend 5 2 21 -.z + … 2 16 (9.10.102) By definition of the Z transform.10. den=[1 −3/2 11/16 −3/32]. Second Edition Orchard Publications 9-37 . f [ 1 ] = 5 ⁄ 2 and f [ 2 ] = 81 ⁄ 16 (9.0625 Signals and Systems with MATLAB Applications.5000 5.z – ----. and to obtain the sequence of the first 15 values of f [ n ] .z + ----.z – … + … 16 2nd Remainder Figure 9. fn=dimpulse(num.den.101) Now we perform long division as shown in Figure 9.z + ----.z + 35 ----2 16 32 1st Remainder 15 5 2 15 -.z + 55 – ----.14 We find that the quotient Q ( z ) is 5 – 1 81 –2 Q ( z ) = 1 + -.. Long division for the polynomials of Example 9.z + ----.den.z + ----. F(z) = n=0 ∑ f [n] z ∞ –n = f [ 0 ] + f [ 1 ]z –1 + f [ 2 ]z –2 +… (9.The Inverse Z Transform z + z + 2z + 3 F ( z ) = --------------------------------------------3 3 2 11 3-.z + ----..z + … 16 2 z + z + 2z + 3 3 3 2 11 3z – -.0000 2.104) We will use the MATLAB dimpulse function to verify the answers.103) Equating like terms in (9. we get f [ 0 ] = 1.

12.2070 9.Chapter 9 Discrete Time Systems and the Z Transform 8. can be described by the linear difference equation x[n] Linear Discrete Time System Figure 9.1577 2. 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 ] y[n] (9.2522 6.7 The Transfer Function of Discrete Time Systems The discrete time system of Figure 9.14 Table 9.9688 10.0338 Figure 9.4 lists the advantages and disadvantages of the three methods of evaluating the Inverse Z transform.3727 1.3115 4.105) 9-38 Signals and Systems with MATLAB Applications.4024 1.1195 3. Impulse response for Example 9.8189 1. Second Edition Orchard Publications . 9.7220 5.12.11.6191 8.

Second Edition Orchard Publications 9-39 .108) a0 + a1 z + a2 z + … + ak z Y ( z ) = -------------------------------------------------------------------------. • Division may be endless • Useful when Inverse Z has no closed form solution • Can use the MATLAB dimpulse function for large sequence of numbers where a i and b i are constant coefficients. In a compact form. y [n] = ∑ i=0 k ai x [ n – i ] – ∑ bi y [ n – i ] i=0 k (9.The Transfer Function of Discrete Time Systems TABLE 9.109) Signals and Systems with MATLAB Applications.4 Methods of Evaluation of the Inverse Z transform Method Advantages • Most familiar • Can use the MATLAB residue function Disadvantages • Requires that F ( z ) is a Partial Fraction Expansion proper rational function • Requires familiarity with Inversion Integral Long Division • Can be used whether F ( z ) is a rational function or not the Residues theorem • Practical when only a small • Requires that F ( z ) is a sequence of numbers is proper rational function desired.X ( z ) –1 –2 –k 1 + b1 z + b2 z + … + bk z (9. and using the Z transform pair [f [n – m]] ⇔ z –m F( z) –k we get 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 + b1 z –1 –1 –2 –k –1 –2 (9. taking the Z transform of both sides of (9.106) Assuming that all initial conditions are zero.106).107) + b2 z –2 + … + b k z )Y ( z ) –1 –k = ( a0 + a1 z –1 + a2 z –2 –2 + … + ak z ) X ( z ) –k –k (9.

113).110) and by substitution of (9. h[ n] = Z –1 {H(z)} (9. Second Edition Orchard Publications . we get Y ( z ) – 0.110) into (9.15 The difference equation describing the input-output relationship of a discrete time system with zero initial conditions. The discrete time impulse response h [ n ] c.109). that is. The response when the input is the discrete unit step u 0 [ n ] Solution: a.5z + 0. Taking the Z transform of both sides of (9. is y [ n ] – 0.5y [ n – 1 ] + 0.5 z Y ( z ) + 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 ) . we get Y ( z ) = H ( z )X ( z ) (9.5 z + 0.125 –1 2 (9.125z z – 0.Chapter 9 Discrete Time Systems and the Z Transform We define the discrete time system transfer function H ( z ) as a0 + a1 z + a2 z + … + ak z N(z) H ( z ) = ----------.125z Y ( z ) = X ( z ) + z X ( z ) –1 –2 –1 and thus Y(z ) 1+z z +z H ( z ) = ---------.125y [ n – 2 ] = x [ n ] + x [ n – 1 ] (9.= -------------------------------------------------------------------------–1 –2 –k D(z) 1 + b1 z + b2 z + … + bk z –1 –2 –k (9.114) 9-40 Signals and Systems with MATLAB Applications.111) The discrete impulse response h [ n ] is the response to the input x [ n ] = δ [ n ] .112) Example 9.= ---------------------------------------–1 –2 2 X(z ) 1 – 0.113) Compute: a. The transfer function H ( z ) b.= -----------------------------------------------.

. disp(den(1)).den]=residue(num.5000i p2 = 0.5 ) ( 0.5 + j2. To obtain the discrete time impulse response h [ n ] .. disp('r1 = ').5 ( 0.+ ----------------------------------------. disp('r2 = ').25 2e (9. we need to compute the Inverse Z transform of (9.+ --------------------------------------j45° – j 45° z – ( 0.5 0.5 )z ( 0.= ---------------------------------------2 z z – 0.2500 . We first divide both sides by z and we get: H(z) z+1 ----------.115) as follows: num=[0 1 1].5000 .25 – j0.25 ) z – 0.5 [ ( 0.115) Using the MATLAB residue function.25 2e = 0. disp('p1 = ').2500i and thus.25 2e n – j n45° – j 45° n ) ] + 0.114).25 2 ) ( e –e – j n45° ) or Signals and Systems with MATLAB Applications.5000 + 2. den=[1 −0.5 – j2.= -------------------------------------.+ -----------------------------------z – 0..5000i p1 = 0.5z + 0.25 2 ) e n jn45° n j45° n ) + ( 0.5 + j2.116) Recalling that z n a u 0 [ n ] ⇔ ---------z–a for z > a . we obtain the residues and the poles of (9.2.. 0.2500i r2 = 0.25 z – 0.5 [ ( 0.5 + j2. [num. Second Edition Orchard Publications 9-41 .5 [ ( 0. disp(den(2)) r1 = 0.5 [ ( 0.5 )z H ( z ) = ----------------------------------------.5 H(z) ----------. disp(num(2)).25 2 ) e ] ] n jn45° – j2.2500 + 0.25 – j0.25 ) z – ( 0.5 ) ( 0..5 + j2.25 + j0.25 z or ( 0.25 2 ) ( e n jn45° ] + j2.125].The Transfer Function of Discrete Time Systems b.25 2e z – 0.5 – j2.25 2 ) e = 0.= -----------------------------------. the discrete impulse response sequence h [ n ] is h [ n ] = ( 0.5 [ ( 0.5 )z ( 0.den). disp('p2 = ').25 2 ) e – j n45° n – j n45° jn45° +e ) ] – j2.0.5 )z ( 0.fprintf(' \n').125 (9.. disp(num(1)).5 – j2.5 0.25 + j0.5 – j2.

the transform u 0 [ n ] ⇔ ---------. disp('r3 = ')..0000 r2 = -1.1000 + 0.117)...1000 .Chapter 9 Discrete Time Systems and the Z Transform 2 n h [ n ] = ⎛ -----.119) Now.⋅ ---------.. [num. First. num=[0 1 1 0]. disp(num(1)).125)*(z−1). and using the result of part (a) we get: 2 z +z z z(z + z) Y ( z ) = ---------------------------------------.125 ) ( z – 1 ) 2 or Y ( z ) = ------------------------------------------------------------(z + z) ---------2 z ( z – 0.2500 + 0..3000i 9-42 Signals and Systems with MATLAB Applications. From Y ( z ) = H ( z )X ( z ) . disp(num(2)).den)..2000 p1 = 1.125 z – 1 ( z – 0.3000i p2 = 0.⎞ ( cos n45° + 5 sin n45° ) ⎝ 4 ⎠ z z–1 (9. disp('p3 = ').118) We will use the MATLAB residue function to compute the residues and poles of expression (9..5z + 0. disp('p2 = '). Y( z) z +z ---------. disp('r2 = '). syms z. we must express the denominator as a polynomial..125 ) ( z – 1 ) 2 (9. den=[1 −3/2 5/8 −1/8]..5z + 0. we compute the residues and poles. disp(den(2)). Second Edition Orchard Publications . collect(denom) ans = z^3-3/2*z^2+5/8*z-1/8 Then. disp(den(3)) r1 = 3. denom=(z^2−0. fprintf(' \n'). disp('r1 = ').2500i r3 = -1.den]=residue(num.5*z+0.0.. disp('p1 = '). disp(num(3)).= ---------------------------------------------------------------------3 – ( 3 ⁄ 2 )z 2 + ( 5 ⁄ 8 )z – 1 ⁄ 8 z z 2 (9.117) c. disp(den(1)).5z + 0.= ------------------------------------------------------------2 2 z – 0.

1 – j 0.State Equations for Discrete Time Systems p3 = 0.2 – ⎛ -----. 9.3 ) ( 0.25 3.3 )z = ---------.6 sin n45° ) ⎝ 4 ⎠ n (9. we select state variables for discrete time systems.122) The plots for the discrete time sequences h [ n ] and y [ n ] are shown in Figure 9.8 State Equations for Discrete Time Systems As with continuous time systems.⎞ sin n45° ⎝ 4 ⎠ ⎝ 4 ⎠ 2 = 3.+ ------------------------------.1 – j 0.121) Recalling that z n a u 0 [ n ] ⇔ ---------z–a for z > a . either from block diagrams that relate the input-output information. Second Edition Orchard Publications 9-43 . or directly from a difference equation.25 – j 0.⎞ cos n45° – 0.25 2 ) ( e n jn45° j45° n ) – ( 1.– 1.25 z z 3 – ( 3 ⁄ 2 )z 2 + ( 5 ⁄ 8 )z – 1 ⁄ 8 2 (9.6 ⎛ -----.+ ---------------------------------z – 1 z – 0.119) as – 1.1 [ ( 0.25 2e = 3.2 – 2.3 )z( – 1.3 z +z 3.2 cos n45° + 0.2 + ( – 1.= ---------.13.1 + j0. we express (9.25 + j0.25 2e j45° z – 0.25 – j 0. Consider the block diagram of Figure 9.2.1 + j0.+ -------------------------------------.2 ⎛ -----.1 + j0. We learned in Chapter 5 that the state equations representing this continuous time system are · x = Ax + bu y = Cx + du (9.25 2e – j 45° (9.1 + j0. we find that the discrete output response sequence is y [ n ] = 3.3 )z ( – 1.123) Signals and Systems with MATLAB Applications.120) or 3.3 Y ( z ) = ---------------------------------------------------------------------.0.2500i With these values.2 – 1.14.⎞ ( 2.3 [ ( 0.1 – j 0.25 2 ) ( e n n – j 45° n ) +e n – j n45° jn45° –e – j n45° )] or 2 2 y [ n ] = 3.25 z – 0.2z ( – 1.+ ------------------------------------------z – 1 z – 0.25 2e ) ] + j0.2z ( – 1.25 + j0.+ --------------------------------------z – 1 z – 0.3 ) ( 0.1 + j0.25 z – 0.3 )z Y ( z ) = ---------.+ ---------------------------------.2500 .

125 -0.02 -0.5 1 2 3 4 5 6 7 8 9 10 11 Figure 9.000 13.13.000 14.0 2.200 3.200 3.000 10. and y [ n ] is the output.0 -0.000 3.199 3.200 3.234 3. the integrator is replaced by a delay device.000 6.000 2.000 0.0 0. n 0.15 3.000 9.124) where u [ n ] is any input.000 12.500 3. Thus.15.250 3.010 -0 0.5 1. Plots of h [ n ] and y [ n ] for Example 9.500 0.000 11. The analogy between an integrator and a unit delay device is shown in Figure 9.125 3. we choose the discrete state variables as 9-44 Signals and Systems with MATLAB Applications.000 1.000 7. Solution: We choose our state variables as the output and the output advanced by one and by two time steps.200 3.000 8.200 3.000 5.02 -0.000 h[n] 1.201 3. Write the discrete time state equations for this system.5 2. Block diagram for a continuous time system Example 9.5 3.200 h[n] and y[n] for Example 9.000 4.0 1.Chapter 9 Discrete Time Systems and the Z Transform In a discrete time block diagram.000 1.15 u b + Σ + · x ∫ dt A x C + Σ + y d Figure 9.199 3.000 3E-05 -0 -0 -0 y[n] 1.625 0.211 3.14.16 The input-output relation for a discrete time system is y [ n + 3 ] + 2y [ n + 2 ] + 5y [ n + 1 ] + y [ n ] = u [ n ] (9.000 0.000 2. Second Edition Orchard Publications .5 0.

Second Edition Orchard Publications 9-45 .State Equations for Discrete Time Systems · x(t) ∫ dt x(t) x[n + 1] Delay x[ n] Continuous Time · L [x(t)] L [x(t)] Discrete Time 1⁄s s-domain Z{x[n + 1]} z –1 Z{x[n]} z-domain Figure 9.127) i=0 The discrete time state equations are written in a more compact form as x [ n + 1 ] = Ax [ n ] + bu [ n ] y [ n ] = Cx [ n ] + du [ n ] (9. 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.125) Then. x3 [ n + 1 ] = y [ n + 3 ] x2 [ n + 1 ] = y [ n + 2 ] = x3 [ n ] x1 [ n + 1 ] = y [ n + 1 ] = x2 [ n ] Thus.126) The general form of the solution is x[ n] = A x[0] + n n–1 ∑A n–1–i b [ i ]u [ i ] (9.128) Signals and Systems with MATLAB Applications.15. Analogy between integration and delay devices x1 [ n ] = y [ n ] x2 [ n ] = y [ n + 1 ] x3 [ n ] = y [ n + 2 ] (9. x1 [ n + 1 ] x2 [ n + 1 ] = x3 [ n + 1 ] x1 [ n ] 0 1 0 0 ⋅ x2 [ n ] + 0 u [ n ] 0 0 1 –1 –5 –2 1 x3 [ n ] (9.

17 Use the MATLAB c2d function to convert the continuous time state space equation · x ( t ) = Ax ( t ) + bu ( t ) where A = 0 1 –3 –4 and b = 0 1 (9.Chapter 9 Discrete Time Systems and the Z Transform We can use the MATLAB c2d function to convert the continuous time state space equation · x ( t ) = Ax ( t ) + bu ( t ) (9. n indicates the present sample.6588 and therefore.9868 -0.0820 0.1) Adisc = 0. [Adisc.2460 bdisc = 0. and n + 1 the next.130) where the subscript disc stands for discrete. Second Edition Orchard Publications . Solution: Adisc=[0 1.129) to the discrete time state space equation x [ n + 1 ] = A disc x [ n ] + b disc u [ n ] (9.132) 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 · x ( t ) = Ax ( t ) + bu ( t ) We can invoke the MATLAB command help d2c to obtain a detailed description of this function.9868 0.0820 – 0. −3 −4].131) to discrete time state space equation with sampling period T s = 0.0820 0. bdisc=[0 1]'.0044 u [ n ] 0.1 s .2460 0.bdisc. Example 9.0820 ⋅ x 1 [ n ] + 0.0044 0. the equivalent discrete time state space equation is x1 [ n + 1 ] x2 [ n + 1 ] = 0.6588 x2 [ n ] (9.bdisc]=c2d(Adisc. 9-46 Signals and Systems with MATLAB Applications.0.

reduces to f [ n – 2 ] ⇔ z F ( z ) + f [ –2 ] + z f [ –1 ] –2 –1 Signals and Systems with MATLAB Applications.9 Summary • The Z transform performs the transformation from the domain of discrete time signals. It is used with discrete time signals. • The one-sided Z transform F ( z ) of a discrete time function f [ n ] defined as F( z) = n=0 ∑ f [ n ]z ∞ –n and it is denoted as F(z) = • The Inverse Z transform is defined as 1 k–1 f [ n ] = ------. produces the Z trans- form pair f [ n – m ]u 0 [ 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 . the same way the Laplace and Fourier transforms are used with continuous time signals. this transform pair reduces to f [ n – 1 ] ⇔ z F ( z ) + f [ –1 ] –1 and for m = 2 . to another domain which we call z – domain . Second Edition Orchard Publications 9-47 .F ( z )z dz j2π Z {f [n]} ∫ ° and it is denoted as f [n] = Z –1 {F(z)} • The linearity property of the Z transform states that af 1 [ n ] + bf 2 [ n ] + cf 3 [ n ] + … ⇔ aF 1 ( z ) + bF 2 ( z ) + cF 3 ( z ) + … • The shifting of f [ n ]u 0 [ n ] where u 0 [ n ] is the discrete unit step function.Summary 9.

F ( z ) + z ------.F ( z ) 2 dz dz • The summation property of the Z transform states that 2 ∑0 f [ m ] ⇔ ⎛ ----------. 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. 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 ⎛ -. Second Edition Orchard Publications . that is.⎞ ⎝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 respectively d nf [ n ] ⇔ – z ---. produces the Z transform pair f [n + m] ⇔ z F(z) + m n = –m ∑ –1 f [ n + m ]z –n For m = 1 . the above expression reduces to Z { f [ n + 1 ] } = zF ( z ) – f [ 0 ]z and for m = 2 . that is. 1 f 1 [ n ] ⋅ f 2 [ n ] ⇔ -------j 2π ⎛ ⎞ ∫ v ° xF ( v )F ⎝ --⎠ v z 1 2 n –1 dv • The initial value theorem of the Z transform states that f [ 0 ] = lim X ( z ) z→∞ 9-48 Signals and Systems with MATLAB Applications.F ( z ) dz d 2 2d n f [ n ] ⇔ z ---.⎞ F ( z ) ⎝z–1 ⎠ m= z • Convolution in the discrete time domain corresponds to multiplication in the z -domain.Chapter 9 Discrete Time Systems and the Z Transform • The mth left shifting of f [ n ] where m is a positive integer.

. n is Z [ u0 [ n ] ] = n=0 ∑ [ 1 ]z ∞ –n ⎧ z ---------. 2.. Second Edition Orchard Publications 9-49 . … ⎧ z ---------.= ----------------– 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 respecz 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 Signals and Systems with MATLAB Applications.. – 2. – 3. 1. 3. … n = 0.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 0 1 .Summary • The final value theorem of the Z transform states that n→∞ lim f [ n ] = lim ( z – 1 ) F ( z ) z→1 • The Z transform of the geometric sequence ⎧0 f [n] = ⎨ n ⎩a n = – 1.for z > 1 ⎪ z–1 = ⎨ ⎪ unbounded for z < 1 ⎩ – naT • The Z transform of the discrete exponential sequence f [n] = e is Z [ e–naT ] for e tively – aT – 1 z 1 = ------------------------.

Chapter 9 Discrete Time Systems and the Z Transform • 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 1 F∗ ( s ) = ------j2π ∫C ° F(v) ------------------------. Second Edition Orchard Publications . • The Inverse Z transform can be found by partial fraction expansion. the inversion integral.ln z T • The relation F(z) = G(s) 1 s = -.ln z T allows the mapping (transformation) of regions of s -plane to z -plane. and long division of polynomials.dv – sT vT 1–e e and the residue theorem. • The variables s and z are related as z = e sT and 1 s = -.= -------------------------------------------------------------------------–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] = • The discrete time state equations are x [ n + 1 ] = Ax [ n ] + bu [ n ] y [ n ] = Cx [ n ] + du [ n ] Z –1 {H(z)} and the general form of the solution is 9-50 Signals and Systems with MATLAB Applications. • The discrete time system transfer function H ( z ) is defined as a0 + a1 z + a2 z + … + ak z N(z) H ( z ) = ----------.

Summary 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 · x ( t ) = Ax ( t ) + bu ( t ) 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 · x ( t ) = Ax ( t ) + bu ( t ) Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 9-51 .

m – 1 otherwise 2. δ [ n ] ⇔ 1 b. …. n a u 0 [ n ] ⇔ --------------------3 (z – a) z 2 2 n az az ( z + a ) e. Use the partial fraction expansion to find f [ n ] = Z –1 [ F ( z ) ] given that A F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0. Find the Z transform of a p [ n ] where p [ n ] is defined as in Exercise 1.Chapter 9 Discrete Time Systems and the Z Transform 9.5z ) –1 –3 7. Use the Inversion Integral to compute the Inverse Z transform of 1 + 2z + z F ( z ) = ------------------------------------------------–1 –1 ( 1 – z ) ( 1 – 0.5z ) 5. [ n + 1 ]u 0 [ n ] ⇔ ----------------2 (z – 1) 4.75 ) 2 6.10 Exercises 1. Find the Z transform of the discrete time pulse p [ n ] defined as ⎧1 p[ n] = ⎨ ⎩0 n n = 0. 2. na u 0 [ n ] ⇔ ----------------2 (z – a) d. Second Edition Orchard Publications . Use the partial fraction expansion method to compute the Inverse Z transform of z F ( z ) = -----------------------------------------2 ( z + 1 ) ( z – 0. δ [ n – 1 ] ⇔ z n –m c. 1. 3. Prove the following Z transform pairs: a. 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 9-52 Signals and Systems with MATLAB Applications.

Given the difference equation – naT T y [ n ] – y [ n – 1 ] = -. Given the discrete transfer function z+2 H ( z ) = ---------------------------2 8z – 2z – 3 write the difference equation that relates the output y [ n ] to the input x [ n ] . Compute the transfer function of the difference equation y [ n ] – y [ n – 1 ] = Tx [ n – 1 ] b.{ x [ n ] + x [ n – 1 ] } 2 a.Exercises 8. Compute the transfer function H ( z ) b. A discrete time system is described by the difference equation y[n] + y[n – 1] = x[n] where y [ n ] = 0 for n < 0 a. Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 9-53 . Compute the impulse response h [ n ] c. a. Compute the response when the input is x [ n ] = 10 for n ≥ 0 11. Compute the response to the input x [ n ] = e – naT 10. Compute the discrete transfer function H ( z ) b. Compute the response y [ n ] when the input is x [ n ] = e 9.

1.= ----------------------–1 –1 –1 –1 –m –1 –1 –1 –1 –1 1 – (z ⁄ a) a (a – z ) a(a – z ) 1 – az (a – z ) ⁄ a –m –m –m –m –1 –m –m m –m –m m –m or z(1 – a z ) n a p [ n ] ⇔ -----------------------------z–a m –m 3.= --------------------------------.= ---------------–1 z–1 z–1 z–1 1–z z n a f [ n ] ⇔ F ⎛ -.= ---------------------------------.⎞ ⎝a⎠ and from Exercise 1. Z{δ[n]} = ∑ δ [ n ]z n=0 ∞ –n = δ [ 0 ]z –0 = 1 b.11 Solutions to Exercises 1. Z{δ[n – m]} = ∑ δ [ n – m ]z n=0 ∞ –n and since δ [ n – m ] is zero for all n except n = m . m – 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.= --------------------------------------. Second Edition Orchard Publications . –m –m –m z z(1 – z ) 1–z z = ---------. it follows that 9-54 Signals and Systems with MATLAB Applications. a. n (a – z ) ⁄ a a (a – z ) a (a – z ) 1–a z 1 – (z ⁄ a) a p [ n ] ⇔ ---------------------------.= ----------------------. 1–z p [ n ] ⇔ ---------------–1 1–z –m Then. 2. ….Chapter 9 Discrete Time Systems and the Z Transform 9. ⎧1 p[n] = ⎨ ⎩0 n = 0.– z ---------.

1. Second Edition Orchard Publications 9-55 .(2) 2 2 dz (z – a) (z – a) Also.⎛ ---------. from the multiplication by n property d 2 2 n 2d n f [ n ] = n ( a u 0 [ n ] ) ⇔ z ---.----------------.3(c).F ( z ) (3) dz and from (2) and (3) az n n ( a u 0 [ n ] ) ⇔ ----------------.= ---------------------. relation (2) Signals and Systems with MATLAB Applications.(2) 4 3 dz ( z – a ) 2 (z – a) (z – a) Also. From Example 9. from the multiplication by n property dn nf [ n ] = n ( a u 0 [ n ] ) ⇔ – z ---.⎞ .F ( z ) = ------.(1) z–a Differentiating (1) with respect to z and multiplying by – z we get z–a–z d az – z ---. From Example 9.= ----------------. n z f [ n ] = a u 0 [ n ] ⇔ F ( z ) = ---------.(1) z–a and taking the second derivative of (1) with respect to z we get d z d d d z ------.F ( z ) + z ------.= ----------------.---.(4) 2 (z – a) we observe that for a = 1 (4) above reduces to z nu 0 [ n ] ⇔ ----------------2 (z – 1) d.F ( z ) (3) 2 dz dz 2 From Exercise 9.⎛ ---------.1.2 2⎝ z – a ⎠ dz dz ⎝ z – a ⎠ dz dz 2 2 2 d –a 2a ( z – a ) 2a = ---.F ( z ) = – z -----------------.⎞ = ---.Solutions to Exercises Z{δ[n – m]} = ∑ δ [ 0 ]z n=0 ∞ –m = z –m c. n z f [ n ] = a u 0 [ n ] ⇔ F ( z ) = ---------.

= ----------------⎝z–1 ⎠ 2 z–1 z–1 (z – 1) and thus z [ n + 1 ]u 0 [ n ] ⇔ ----------------2 (z – 1) 2 9-56 Signals and Systems with MATLAB Applications. including n = 0 .+ z ----------------. of u 0 [ n ] and thus it can be written as the summation g [ n ] = ( n + 1 )u 0 [ n ] = ∑ u0 [ k ] k=0 n Since summation in the discrete time domain corresponds to integration in the continuous time domain.= 2az – az + a 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.Chapter 9 Discrete Time Systems and the Z Transform d –a z z ---.(1) z–1 The term ( n + 1 )u 0 [ n ] represents the sum of the first n values.= 2az – az ( z – a . k=0 ∑ f [ k ] ⇔ ⎛ ----------. Let f [ n ] = u 0 [ n ] and we know that z u 0 [ n ] ⇔ ---------. from the summation in time property.⎞ F ( z ) ⎝z–1 ⎠ z n and with (1) above 2 z z z z G ( z ) = ⎛ ---------. Second Edition Orchard Publications .F ( z ) = ----------------.⋅ ---------.⎞ F ( z ) = ---------. it follows that u 1 [ n ] = ( n + 1 )u 0 [ n ] where u 1 [ n ] represents the discrete unit ramp.(4) 2 dz (z – a) and by substitution of (2) and (4) into (3) we get 2 2 2 2 2a 2 n 2 –a z az ( z + a ) ) n ( a u 0 [ n ] ) ⇔ ----------------. Now.

5 = 2A z=1 Az r 2 = ---------z–1 = –A z = 0.– --------------z z – 1 z – 0.+ ------------------------.75 ( z – 0. Second Edition Orchard Publications 9-57 .– --------------z – 1 z – 0.⎞ = A 2 – ⎛ -.5 Since z ---------.75 ) and clearing of fractions yields r 1 ( z – 0.75 ) + r 3 ( z + 1 ) = z (2) 2 With z = 0.75 from which r 3 = 3 ⁄ 7 With z = – 1 (2) reduces to ( – 1.5 or 2Az Az F ( z ) = ---------.⎞ ⎝ 2⎠ ⎝ 2⎠ r1 r2 r3 z F ( z ) = ---------.5 F(z) 2A A ---------.+ -----------------------( z – 1 ) ( z – 0.= ---------.⇔ a n z–a it follows that Z 5.75r 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 get 2 2 2 Signals and Systems with MATLAB Applications. –1 1 n 1 n [ F ( z ) ] = f [ n ] = 2A – A ⎛ -.75 ) r 1 – 0.5 ) z z – 1 z – 0.= ---------.75 (2) reduces to 1.75 ) ( z + 1 ) ( z – 0.5z ) 2 2 or r1 r2 Az F ( z ) = -----------------------------------.+ -----------------. Az A F ( z ) = ------------------------------------------------. We first multiply the numerator and denominator by z to eliminate the negative exponents of z .5 ) ( 1 – z ) ( 1 – 0.Solutions to Exercises 4.75r3 = 0.= -----------------------------------------.⇔ 1 z–1 z ---------.75 ) + r 2 ( z + 1 ) ( z – 0.= -----------------------------------–1 –1 ( z – 1 ) ( z – 0.(1) ---------2 2 z z + 1 z – 0.5 Az r 1 = --------------z – 0.75 ) r 1 = – 1 from which r 1 = – 16 ⁄ 49 With z = 0 (2) reduces to ( – 0.

iztrans(Fz) ans = -16/49*(-1)^n+16/49*(3/4)^n+4/7*(3/4)^n*n 6.⎞ ( – 1 ) + ⎛ ----. Multiplication by z yields z + 2z + 1 F ( z ) = --------------------------------------z ( z – 1 ) ( z – 0.+ -----------------------------------2 z – ( –1 ) z – 0. Then.75 ( z – 0.+ ---------------------..75z ) F ( z ) = ------------------------.75)^2).75 ) z az Using the transforms u 0 [ n ] ⇔ ---------. following the same procedure as in Example 9. for n = 1 there is a simple pole at z = 0 .75 ) ⎝ 49 ⎠ ⎝ 49 ⎠ 7 Check with MATLAB: syms z n. 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. a u 0 [ n ] = ---------.86) f [n] = ∑ Res [ F ( z )z k 3 2 n–1 ] z = pk and for this exercise f [n] = ∑ k ( z + 2z + 1 )z Res -------------------------------------------( z – 1 ) ( z – 0. But for n ≥ 2 the only poles are z = 1 and z = 0.5 ) n–2 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.Chapter 9 Discrete Time Systems and the Z Transform ( – 16 ⁄ 49 )z ( 16 ⁄ 49 )z ( 4 ⁄ 7 ) ⋅ ( 0. and na u 0 [ n ] = ----------------. Fz=z^2/((z+1)*(z−0.12 we get: For n = 0 9-58 Signals and Systems with MATLAB Applications.5 ) 3 2 3 By (9. Second Edition Orchard Publications ..5 .we get 2 n n z z–1 z–a (z – a) 16 n n 4 n 16 f [ n ] = ⎛ – ----.75 ) + -.⎞ ( 0.n ( 0.

Second Edition Orchard Publications 9-59 .5 or ( z + 2z + 1 ) f [ 1 ] = --------------------------------------( z – 1 ) ( z – 0.5 ) z = 0.5 For n ≥ 2 there are no poles at z = 0 .5 ) 3 2 3 2 z = pk ( z + 2z + 1 ) = Res ----------------------------------------2 z ( z – 1 ) ( z – 0. we must evaluate the first derivative of ( z + 2z + 1 ) -----------------------------------( z – 1 ) ( z – 0.5 ) 3 2 z=1 ( z + 2z + 1 ) + Res ----------------------------------------2 z ( z – 1 ) ( z – 0. Therefore.5 ) 3 2 z=0 ( z + 2z + 1 ) + Res ----------------------------------------2 z ( z – 1 ) ( z – 0.5 ) ( z + 2z + 1 ) + Res --------------------------------------z ( z – 1 ) ( z – 0.Solutions to Exercises f[ 0] = ∑ k ( z + 2z + 1 ) Res ----------------------------------------2 z ( z – 1 ) ( z – 0. for n = 0 .5 ) = 3.5 ) = 6 + 8 – 13 = 1 3 2 ( z + 2z + 1 ) + -------------------------------2 z ( z – 0.75 ) 3 2 z = 0. 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. Signals and Systems with MATLAB Applications.5 ) 3 2 at z = 0 . therefore. that is.75 ) z=1 3 2 ( z + 2z + 1 ) + ---------------------------------z(z – 1) z=1 3 2 z = 0.5 The first term on the right side of the above expression has a pole of order 2 at z = 0 .5 .5 = 2 + 8 – 13 ⋅ ( 0.5 For n = 1 .5 ) z=0 ( z + 2z + 1 ) + -------------------------------z ( z – 0. the only poles are at z = 1 and z = 0. it reduces to d ( z + 2z + 1 ) f [ 0 ] = ---.75 ) z=0 3 2 3 2 ( z + 2z + 1 ) + Res -----------------------------------------z ( z – 1 ) ( z – 0.-----------------------------------dz ( z – 1 ) ( z – 0. Thus.5 ) z=0 3 2 z=1 ( z + 2z + 1 ) + -------------------------------2 z (z – 1) 3 2 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 = 1.5 for n ≥ 2 .5 z=1 3 2 n–2 ( z + 2z + 1 )z + --------------------------------------------(z – 1) z = 0. Multiplication of each term by z yields z +z–1 z +z –z F ( z ) = ---------------------------------------------.5)). 9-60 Signals and Systems with MATLAB Applications.5 ) 3 2 n–2 ( z + 2z + 1 )z = --------------------------------------------( z – 0. We can express f [ n ] for all n ≥ 0 as f [ n ] = 6δ [ n ] + 2δ [ n – 1 ] + 8 – 13 ( 0. Second Edition Orchard Publications .5 ) z = 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 . iztrans(Fz) ans = 2*charfcn[1](n)+6*charfcn[0](n)+8-13*(1/2)^n 7.Chapter 9 Discrete Time Systems and the Z Transform f[n] = ∑ k 3 2 n–2 ( z + 2z + 1 )z Res --------------------------------------------( z – 1 ) ( z – 0. Check with MATLAB: syms z n.5 ) z=1 3 2 n–2 ( z + 2z + 1 )z + Res --------------------------------------------( z – 1 ) ( z – 0. Fz=(z^3+2*z^2+1)/(z*(z−1)*(z−0.= --------------------------------–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.5 ) z = pk 3 2 n–2 ( z + 2z + 1 )z = Res --------------------------------------------( z – 1 ) ( z – 0.

T z Tz Y ( z ) = H ( z )X ( z ) = ---------.⋅ ----------------. x[ n] = e – naT z ⇔ X ( z ) = ----------------– aT z–e Then. F(z) = ∑ f [ n ]z 0 ∞ –n = f[0 ] + f[1 ] z –1 + f[2] z –2 + f[ 4] z –4 + … (2) Equating like terms on the right sides of (1) and (2) we get f[0] = 0 f[1] = 1 f[2] = 0 f [ 3 ] = –2 f[4] = 1 8.= --------------. a.Solutions to Exercises 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. y [ n ] – y [ n – 1 ] = Tx [ n – 1 ] Taking the Z transform of both sides we get Y ( z ) – z Y ( z ) = Tz X ( z ) –1 –1 and thus Y(z ) Tz T H ( z ) = ---------. F ( z ) = z –2 z –1 –3 + z –4 + … (1) + f[ 3] z –3 Also.= ------------------------------------------– aT – aT z–1 z–e (z – 1) ⋅ (z – e ) Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 9-61 .= ---------–1 X(z ) z–1 1–z –1 b.

T y [ n ] – y [ n – 1 ] = -. a.⇔ a u 0 [ n ] we get z–1 z–a – naT T – naT Te T )u 0 [ n ] y [ n ] = -----------------.+ ----------------.⇔ u 0 [ n ] and ---------.Chapter 9 Discrete Time Systems and the Z Transform or r2 r1 T Y ( z ) = ------------------------------------------.= -. x[ n] = e – naT z ⇔ X ( z ) = ----------------– aT z–e Then.– Tz ⁄ ( 1 – e – aT (z – 1) (z – e ) z z n Recalling that ---------.--------------------------------Y ( z ) = --------------------------------.= ---------------------------------------------– aT 2 z – 1 z – e – aT 2( z – 1) ⋅ (z – e ) 9-62 Signals and Systems with MATLAB Applications.⋅ ----------------.= ---------.(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 get ) ) Tz ⁄ ( 1 – e .( 1 + z )X ( z ) 2 and thus T z+1 T 1+z Y(z ) H ( z ) = ---------.⋅ --------------.[ X ( z ) + z X ( z ) ] 2 or T –1 –1 ( 1 – z )Y ( z ) = -.⋅ ---------–1 2 z–1 2 1–z X(z ) –1 b.{ x [ n ] + x [ n – 1 ] } 2 Taking the Z transform of both sides we get T –1 –1 Y ( z ) – z Y ( z ) = -.= -----------------.⋅ ---------. T z+1 z Tz ( z + 1 ) Y ( z ) = H ( z )X ( z ) = -. Second Edition Orchard Publications .= -.– -----------------.( 1 – e – aT – aT – aT 1–e 1–e 1–e – aT – aT 9.

+ -.= ---------------------------------------------.Solutions to Exercises or r2 r1 Y(z) T(z + 1) ---------.⇔ u 0 [ n ] and ---------. a.⎞ e – aT 2 ⎝ 2⎠ – aT 2 e – aT – 1 1–e 1–e 10.(1) – aT z – 1 z – e –aT z 2(z – 1) ⋅ (z – e ) T z+1r 1 = -.= ---------.⎬ = ( – 1 ) ⎩ z – ( –1 ) ⎭ c.e = -----------------.T T .⋅ -----------------.= --------------.⋅ -----------------. x [ n ] = 10 for n ≥ 0 z X ( z ) = 10 ⋅ ---------z–1 Signals and Systems with MATLAB Applications.coth ⎛ ----.T e y [ n ] = -----------------.= -----------------–1 z + 1 z – ( –1 ) X(z ) 1+z b. ⎫ z –1 –1 ⎧ n h [ n ] = Z { H ( z ) } = Z ⎨ -----------------.⇔ a u 0 [ n ] we get z–1 z–a – aT – aT – aT – aT aT – naT + 1 –naT T . y[n] + y[n – 1] = x[n] y [ n ] = 0 for n < 0 Taking the Z transform of both sides we get ( 1 + z )Y ( z ) = X ( z ) –1 and thus z 1 z Y(z ) H ( z ) = ---------.= -----------------– aT 2 1 – e –aT 1–e T e +1 T = -.⋅ ---------2 z–1 2 T T = -. Second Edition Orchard Publications 9-63 .+ ----------------.= ---------.= -----------------– aT 2 e – aT – 1 1–e – aT z=1 z=e – aT By substitution into (1) and multiplication by z we get + 1)] ⁄ (1 – e ) Tz ⁄ ( 1 – e ) [ ( Tz ⁄ 2 ) ⋅ ( e Y ( z ) = --------------------------------.⋅ ----------------2 z – e – aT T z+1 r 2 = -.– -.⋅ -----------------.+ -----------------------------------------------------------------------------– aT (z – 1) (z – e ) z z n Recalling that ---------.

z+2 H ( z ) = ---------------------------2 8z – 2z – 3 Multiplication of each term by 1 ⁄ 8z yields 1 ⁄ 8 ⋅ ( z + 2z ) Y(z ) H ( z ) = ---------.y [ n – 1 ] – -.= ---------.x [ n – 1 ] + -.⇔ f [ n ] = 5 ( – 1 ) + 5 z – ( –1 ) z – 1 11.10z10z Y ( z ) = H ( z )X ( z ) = ---------.+ ---------.= ----------------------------------------------------------–1 –2 X(z ) 1 – (1 ⁄ 4) z – (3 ⁄ 8) z 1 –1 3 –2 1 –1 –2 1 – -.x [ n – 2 ] 4 8 8 4 9-64 Signals and Systems with MATLAB Applications.= -------------------------------. we get 1 1 3 1 y [ n ] – -.z ⋅ Y ( z ) = -.+ ---------.= -------------------------------z+1 z–1 ( z + 1 )( z – 1 ) r1 r2 10z 5Y(z) 5---------.y [ n – 2 ] = -.⋅ ---------. Second Edition Orchard Publications .z – -.+ ---------(z + 1)(z – 1) z z+1 z–1 z+1 z–1 n 5z 5z Y ( z ) = -----------------.= ---------.Chapter 9 Discrete Time Systems and the Z Transform 2 z .⋅ ( z + 2z ) ⋅ X ( z ) 4 8 8 –1 –2 2 and taking the Inverse Z transform.

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

N – 1 Since e mn – j2π -----N 2πmn = cos ------------.5) for m = 0.3) as X [m] = N–1 n=0 ∑ x [ n ]e mn – j2π ------N = N–1 n=0 ∑ N–1 x [ n ] cos 2πmn – j x [ n ] sin 2πmn ------------------------N N n=0 ∑ (10. it must be truncated before it can be computed. We refer to (10. 2. N – 1 .7) reduces to X [ m ] = x [ 0 ] .Chapter 10 The DFT and the FFT Algorithm Its value on the unit circle of the z -plane.– j sin 2πmn ------------N N (10.3) as the N – point DFT of X [ m ] . 2. Second Edition Orchard Publications . N – 1 . and thus we can express it as X [ m ] = Re { X [ m ] } + Im { X [ m ] } (10. Then. …. 1. Let this truncated version be represented by X[m] = N–1 n=0 ∑ x [ n ]e mn – j2π ------N (10.4) m=0 for n = 0. the real part Re { X [ m ] } can be computed from 10-2 Signals and Systems with MATLAB Applications. ….2) This represents an infinite summation.7) For n = 0 . and 2π ω = ⎛ -----. 1. the discrete frequency transform X [ m ] is complex.⎞ m ⎝ NT ⎠ for m = 0. The Inverse DFT is defined as j2π 1 N–1 x [ n ] = --X [ m ]e N ∑ mn -----N (10. In general. 2. (10. 1.3) where N represents the number of points that are equally spaced in the interval 0 to 2π on the unit circle of the z -plane. is F(e jωT ) = n=0 ∑ f [ n ]e ∞ – nj ωT (10.6) we can write (10. ….

N – 1 (10. …. 2 . for m = 0. x [ 2 ] = 2. 2 . and 3 we get Re { X [ m ] } = x [ 0 ] + n=1 ∑ x [ n ] cos -------------N 3 2πmn ) 2πm ( 2 ) 2πm ( 1 ) = 1 + 2 cos -----------------. 2. for this example. we compute the imaginary components using (10.1 A discrete time signal is defined by the sequence x [ 0 ] = 1. 1. Using (10.11) Now. 1.8) and (10. that is.The Discrete Fourier Transform (DFT) Re { X [ m ] } = x [ 0 ] + N–1 n=1 ∑ x [ n ] cos -------------N 2πmn for m = 0.+ 2 cos -----------------. and x [ 3 ] = 1 and x [ n ] = 0 for all other n . x [ 1 ] = 2. we will use a 4 -point DFT.10) Next.9) We observe that the summation in (10. 2. Example 10. Solution: Since we are given four discrete values of x [ n ] .9) is from n = 1 to n = N – 1 since x [ 0 ] appears in (10. 1. N – 1 (10.8). N = 4 . For this example.9). and 3 we get: 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. Im { X [ m ] } = – ∑ x [ n ] sin -------------N n=1 3 2πmn = – 2 sin mπ – 2 sin mπ – sin 3mπ ---------------2 2 Signals and Systems with MATLAB Applications. 1. Compute the frequency components X [ m ] .8) and the imaginary part Im { X [ m ] } from Im { X [ m ] } = – N–1 n=1 ∑ x [ n ] sin -------------N 2πmn for m = 0. …. Second Edition Orchard Publications 10-3 .+ cos 2πm ( 3 -----------------4 4 4 = 1 + 2 cos mπ + 2 cos mπ + cos 3mπ ---------------2 2 (10.8) with n = 0.

2. 2 . 3 . Then. we will use a 4 -point DFT.12).Chapter 10 The DFT and the FFT Algorithm and for m = 0. and 3 are found by addition of the real and imaginary components X re [ i ] of (10. Second Edition Orchard Publications . 2 .4). Solution: Since we are given four discrete values of x [ n ] . to compute the values of the discrete time sequence x [ n ] .e. Thus.11) and X im [ i ] of (10.14) + X [ 3 ]e 3n jπ ----2 1 = -.X [ 0 ] + X [ 1 ]e 4 n jπ -2 + X [ 2 ]e The discrete frequency components x [ n ] for n = 0.{ X [ 0 ] + X [ 1 ] + X [ 2 ] + X [ 3 ] } 4 1 = -. for this example.{ X [ 0 ] + X [ 1 ] ⋅ j + X [ 2 ] ⋅ ( – 1 ) + X [ 3 ] ⋅ ( – j ) } 4 1 = -. that is. i. N = 4 . 1..{ 6 + ( – 1 – j ) + 0 + ( – 1 + j ) }= 1 4 1 x [ 1 ] = -. 1.12) The discrete frequency components X [ m ] for m = 0. we get: 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 (10.2 Use the Inverse DFT.1. (10. relation (10.13) Example 10.{ 6 + ( – 1 – j ) ⋅ j + 0 ⋅ ( – 1 ) + ( – 1 + j ) ⋅ ( – j ) } = 2 4 10-4 Signals and Systems with MATLAB Applications. 1.4) for m = 0. 1. 2 . X [ 0 ] = 6 + j0 = 6 X [1] = – 1 – j X [ 2 ] = 0 + j0 = 0 X [3] = – 1 + j (10. and the results of Example 10. and 3 are: 1 x [ 0 ] = -. and 3 reduces to 1 x [ n ] = -4 ∑ X [ m ]e m=0 3 mn j2π -----4 1 = -4 ∑ X [ m ]e m=0 jπn 3 mn jπ ------2 (10.

Second Edition Orchard Publications 10-5 .0000 2.1. we get the spreadsheet shown in Figure 10. xn=[1 2 2 1].0000i 2.The Discrete Fourier Transform (DFT) 1 x [ 2 ] = -.0000i 0 -1.1 % Compute the FFT of this discrete time sequence Xm = 6. and the ifft(x) function to compute the Inverse DFT. it is convenient to represent it as W N . If not. where the range 0 ≤ θ ≤ 2π is divided into 360 ⁄ N equal segments.2 % Compute the Inverse FFT xn = 1. and follow the instructions on the screen.2 with MATLAB and Excel.0000+1. We will check the answers of Examples 10.1. are given on the spreadsheet. With MATLAB.15) and consequently WN = e –1 j2π -------N (10.0000-1.0000 -1.0000i Xm = [6 −1−j 0 −1+j]. we use the fft(x) function to compute the DFT. that is.0000+0. we let WN = e j2π – -------N (10.{ X [ 0 ] + X [ 1 ] ⋅ ( – 1 ) + X [ 2 ] ⋅ 1 + X [ 3 ] ⋅ ( – 1 ) } 4 1 = -. The instructions on how to use it. xn=ifft(Xm) % The discrete frequency components of Example 10.0000i To use Excel for the computation of the DFT. Xm=fft(xn) % The discrete time sequence of Example 10. The term e –( j2π ) ⁄ N is a rotating vector.{ X [ 0 ] + X [ 1 ] ⋅ ( – j ) + X [ 2 ] ⋅ ( – 1 ) + X [ 3 ] ⋅ j } 4 1 = -.1 and 10. we can install it by clicking Add-Ins on the Tools menu.0000-0. the Analysis ToolPak must have been installed.{ 6 + ( – 1 – j ) ⋅ ( – j ) + 0 ⋅ ( – 1 ) + ( – 1 + j ) ⋅ j } = 1 4 We observe that these are the same values as in Example 10.16) Signals and Systems with MATLAB Applications. Therefore.{ 6 + ( – 1 – j ) ⋅ ( – 1 ) + 0 ⋅ 1 + ( – 1 + j ) ⋅ ( – 1 ) } = 2 4 1 x [ 3 ] = -. With Excel’s Fourier Analysis tool.0000 1.

the DFT pair will be denoted as X[m] = N–1 n=0 ∑ x ( n )WN mn (10.Chapter 10 The DFT and the FFT Algorithm 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 A B C D E Input data x(n) are same as in Example 10.1.18) 10-6 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications . we select Data Analysis and from it. 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. Using Excel to find the DFT and Inverse DFT Henceforth. we select Inverse from the Fourier Analysis menu Input data are the same as in Example 10.17) and 1N–1 –m n X ( m )W N x [ n ] = --N n=0 ∑ (10.2 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 10.1 and are entered in cells A11 through A14 From the Tools drop down menu.

**The Discrete Fourier Transform (DFT)
**

Also, the correspondence between x [ n ] and X [ m ] will be denoted as

x [n] ⇔ X [m]

(10.19)

In Example 10.1, we found that, although the discrete time sequence x [ n ] is real, the discrete frequency sequence X [ m ] is complex. However, in most applications we are interested in X [ m ] , that is, the magnitude of X [ m ] . Example 10.3 Use MATLAB to compute the magnitude of the frequency components of the following discrete time function. Then, use Excel to display the time and frequency values.

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] 1.0 1.5 2.0 2.3 2.7 3.0 3.4 4.1 4.7 4.2 3.8 3.6 3.2 2.9 2.5 1.8

**Solution: We compute the magnitude of the frequency spectrum with the MATLAB code below.
**

xn=[1 1.5 2 2.3 2.7 3 3.4 4.1 4.7 4.2 3.8 3.6 3.2 2.9 2.5 1.8]; magXm=abs(fft(xn));... fprintf(' \n'); fprintf('magXm1 = %4.2f \t', magXm(1)); fprintf('magXm2 = %4.2f \t', magXm(2));... fprintf('magXm3 = %4.2f \t', magXm(3)); fprintf(' \n'); fprintf('magXm4 = %4.2f \t', magXm(4));... fprintf('magXm5 = %4.2f \t', magXm(5)); fprintf('magXm6 = %4.2f \t', magXm(6)); fprintf(' \n');... fprintf('magXm7 = %4.2f \t', magXm(7)); fprintf('magXm8 = %4.2f \t', magXm(8));... fprintf('magXm9 = %4.2f \t', magXm(9)); fprintf(' \n');... fprintf('magXm10 = %4.2f \t', magXm(10)); fprintf('magXm11 = %4.2f \t', magXm(11)); ... fprintf('magXm12 = %4.2f \t', magXm(12)); fprintf(' \n');... fprintf('magXm13 = %4.2f \t', magXm(13)); fprintf('magXm14 = %4.2f \t', magXm(14));... fprintf('magXm15 = %4.2f \t', magXm(15))

magXm1 = 46.70 magXm4 = 2.41 magXm7 = 0.07 magXm10 = 0.47 magXm13 = 0.22

magXm2 = 11.03 magXm5 = 0.22 magXm8 = 0.47 magXm11 = 0.07 magXm14 = 2.41

magXm3 = magXm6 = magXm9 = magXm12 = magXm15 =

0.42 1.19 0.10 1.19 0.42

Now, we use Excel to plot the x [ n ] and X [ m ] values. These are shown in Figure 10.2. On the plot of X [ m ] in Figure 10.2, the first value X [ 0 ] = 46.70 represents the DC component. We observe that after the X [ 8 ] = 0.10 value, the magnitude of the frequency components for the range 9 ≤ m ≤ 15 , are the mirror image of the components in the range 1 ≤ m ≤ 7 . This is not a coincidence; it is a fact that if x [ n ] is an N -point real discrete time function, only N ⁄ 2 of the frequency

components of X [ m ] are unique.

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

10-7

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 0 46.70 1 1.5 1 11.03 2 2.0 2 0.42 3 2.3 3 2.41 4 2.7 4 0.22 5 3.0 5 1.19 6 3.4 6 0.07 7 4.1 7 0.47 8 4.7 8 0.10 9 4.2 9 0.47 10 3.8 10 0.07 11 3.6 11 1.19 12 3.2 12 0.22 13 2.9 13 2.41 14 2.5 14 0.42 15 1.8 15 11.03

E

F

G

x(n) 4.7 4.1 3.4 2.7 3.0

H

I

J

4.2 3.8 3.6 3.2 2.9 2.5 1.8

2.0 1.5 1.0

2.3

46.70

|X(m)|

11.03

2.41

1.19

0.47

0.42

0.47

1.19

2.41

0.22

0.07

0.10

Figure 10.2. Plots of x [ n ] and X [ m ] values for Example 10.3

Figure 10.3 shows typical discrete time and frequency magnitude waveforms, for a N = 16 point DFT. Next, we will examine the even and odd properties of the DFT.

**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 ]

0.07

0.22

0.42

11.03

(10.20) (10.21) (10.22) (10.23)

10-8

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Even and Odd Properties of the DFT
**

x[n]

0

n N (Start of New Period)

X[m]

N-1 (End of Period)

m 0 (N/2)-1 N/2 (N/2)+1 N (Start of New Period)

N-1 (End of Period)

Figure 10.3. x [ n ] and X [ m ] for a N = 16 point DFT.

In Chapter 8, we developed Table 8-7 showing the even and odd properties of the Fourier transform. Table 10.2 shows the even and odd properties of the DFT. These can be proved by methods similar to those that we have used for the continuous Fourier transform. To prove the first entry, for example, we expand

X [m] =

N–1

∑ x [ n ]WN

mn

n=0

into its real and imaginary parts using Euler’s identity, and we equate these with the real and imaginary parts of X [ m ] = X re [ m ] + jX im [ m ] . Now, since the real part contains the cosine, and the imaginary contains the sine function, and cos ( – m ) = cos m while sin ( – m ) = – sin m , this entry is proved.

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

10-9

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

TABLE 10.2 Even and Odd Properties of the DFT Discrete Time Sequence f [ n ] Real Discrete Frequency Sequence F [ m ] Complex Real part is Even Imaginary Part is Odd Real and Even Imaginary and Odd Complex Real part is Odd Imaginary Part is Even Imaginary and Even Real and Odd

Real and Even Real and Odd Imaginary

Imaginary and Even Imaginary and Odd

**10.3 Properties and Theorems of the DFT
**

For the proofs of the following properties and theorems of the DFT, we will denote the DFT and Inverse DFT as follows:

X[ m] =

D{x [n]}

–1

(10.24)

and

x[ n] =

D

{X [m]}

(10.25)

1. Linearity

ax 1 [ n ] + bx 2 [ n ] + … ⇔ aX 1 [ m ] + bX 2 [ m ] + …

(10.26)

where x 1 [ n ] ⇔ X 1 [ m ] , x 2 [ n ] ⇔ X 2 [ m ] , and a and b are arbitrary constants. Proof: The proof is readily obtained by using the definition of the DFT. 2. Time Shift

x [ n – k ] ⇔ WN X [ m ]

km

(10.27)

Proof: By definition,

10-10

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**Properties and Theorems of the DFT D{x [n]}
**

=

N–1

∑ x [ n ]WN

mn

n=0

and if x [ n ] is shifted to the right by k sampled points for k > 0 , we must change the lower and upper limits of the summation from 0 to k , and from N – 1 to N + k – 1 respectively. Then, replacing x [ n ] with x [ n – k ] in the definition above, we get

D{x[n – k]}

=

N+k–1

∑

x [ n – k ]W N

mn

(10.28)

n=k

**Now, we let n – k = µ ; then n = k + µ , and when n = k , µ = 0 . Therefore, the above relation becomes
**

N–1

D{x [µ]}

=

∑

m(k + µ) x [ µ ]W N

N–1

= W

km

∑ x [µ]WN

µm

= WN X [ µ ] = WN X [ m ]

km

km

(10.29)

µ=0

µ=0

We must remember, however, that although the magnitudes of the frequency components are not affected by the shift, a phase shift of 2πkm ⁄ N radians is introduced as a result of the time shift. To prove this, let us consider the relation y [ n ] = x [ n – k ] . Taking the DFT of both sides of this relation, we get

Y [ m ] = W N X [ m ] = X [ m ]e

km 2πkm – j ------------N

– 2 πkm = X [ m ] ∠---------------N

(10.30)

Since both X [ m ] and Y [ m ] are complex quantities, they can be expressed in magnitude and phase angle form as

X [ m ] = X [ m ] ∠θ

and

Y [ m ] = Y [ m ] ∠ϕ

**By substitution of these into (10.30), we get
**

– 2 πkm Y [ m ] ∠ϕ = X [ m ] ∠θ ∠---------------N

(10.31)

**and since Y [ m ] = X [ m ] , it follows that
**

------------ϕ = θ – 2πkm N

(10.32)

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

10-11

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

3. Frequency Shift

WN

–k m

x [ n ] ⇔ X [ m –k ]

(10.33)

Proof:

– D { WNkn x [ n ] }

=

N–1 n=0

∑

WN

–k m

x [ n ]W N

mn

=

N–1

n=0

∑ x [ n ]WN

( m – k )n

(10.34)

and we observe that the last term on the right side of (10.34) is the same as D { x [ n ] } except that m is replaced with m – k . Therefore,

– D { WN k m x [ n ] }

= X[m – k]

(10.35)

4. Time Convolution

x [ n ]∗ h [ n ] ⇔ X [ m ] ⋅ H [ m ]

(10.36)

Proof: Since

x [ n ]∗ h [ n ] =

N–1 k=0

∑ x [ n ]h [ n – k ]

WN

mn

then,

D { x [ n ]∗ h [ n ] }

=

N–1

∑

N–1

∑ x [ k ]h [ n – k ]

(10.37)

n=0

k=0

Next, 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 (10.37), we get

D { x [ n ]∗ h [ n ] }

=

N–1

∑

x[k]

N+k–1

∑

h [ n – k ] WN

kn

(10.38)

k=0

n=k

**Now, from the time shifting theorem,
**

N+k–1

∑

n=k

h [ n – k ] WN = WN H [ m ]

kn

kn

(10.39)

10-12

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**The Sampling Theorem
**

and by substitution into (10.38),

D { x [ n ]∗ h [ n ] }

=

N–1

∑ x [ k ] [ WN

kn

] H[m] = X[k ] ⋅ H[m] = X[m ] ⋅ H[m]

(10.40)

k=0

5. Frequency Convolution

1 x [ n ] ⋅ y [ n ] ⇔ --N

N–1

∑ X [ k ]Y [ m – k ] =

1 --- X [ m ]∗ Y [ m ] N

(10.41)

k=0

Proof: The proof is obtained by taking the Inverse DFT, changing the order of the summation, and letting m – k = µ .

**10.4 The Sampling Theorem
**

The sampling theorem, also known as Shannon’s Sampling Theorem, states that if a continuous time function f ( t ) is band-limited with its highest frequency component less than W , then f ( t ) can be completely recovered from its sampled values, if the sampling frequency if equal to or greater than 2W . For example, if we assume that the highest frequency component in a signal is 18 KHz , this signal must be sampled at 2 × 18 KHz = 36 KHz or higher so that it can be completed specified by its sampled values. If the sampled frequency remains the same, i.e., 36 KHz , and the highest frequency of this signal is increased to, say 25 KHz , this signal cannot be recovered by any digital-to-analog converter. A typical digital signal processing system contains a low-pass analog filter, often called pre-sampling filter, to ensure that the highest frequency allowed into the system, will be equal or less the sampling rate so that the signal can be recovered. The highest frequency allowed by the pre-sampling filter is referred to as the Nyquist frequency, and it is denoted as f n . If a signal is not band-limited, or if the sampling rate is too low, the spectral components of the signal will overlap each another and this condition is called aliasing. To avoid aliasing, we must increase the sampling rate. A discrete time signal may have an infinite length; in this case, it must be limited to a finite interval before it is sampled. We can terminate the signal at the desired finite number of terms, by multiplying it by a window function. There are several window functions such as the rectangular, triangular, Hamming, Hanning, Kaiser, etc. To obtain a truncated sequence, we multiply an infinite sequence by one of these window functions. However, we must choose a suitable window function; otherwise, the sequence will be terminated abruptly producing the effect of leakage.

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

10-13

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

As an example of how leakage can occur, let us review Example 8.7, and Exercise 8.3, where the infinite sequence cos ω 0 t , or cos naT is multiplied by the window function A [ u 0 ( t + T ) – u 0 ( t – T ) ] or A [ u 0 ( n + m ) – u 0 ( n – m ) ] . We can see that the spectrum spreads or leaks over the neighborhood of ± ω 0 . Selection of an appropriate window function to avoid leakage is beyond the scope of this book, and will not be discussed here. A third problem that may arise in using the DFT, results from the fact the spectrum of the DFT is not continuous; it is a discrete function where the spectrum consists of integer multiples of the fundamental frequency. It is possible, however, that some significant frequency component lies between two spectral lines and goes undetected. This is called picket-fence effect since we can only see discrete values of the spectrum. This problem can be alleviated by adding zeros at the end of the discrete signal, thereby changing the period, which in turn changes the location of the spectral lines.We should remember that the sampling theorem states that the original time sequence can be completely recovered if the sampling frequency is adequate, but does not guarantee that all frequency components will be detected. To get a better understanding of the sampling frequency f s , Nyquist frequency f n , number of samples N , and the periods in the time and frequency domains, 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 notations are shown in Figure 10.4. Thus, we have the relations
**

T t t = ---t N 1 f s = -tt T t f = ---f N 1t t = --Tf 1t f = --Tt

(10.42)

Example 10.4 The period of a periodic discrete time function is 0.125 millisecond, and it is sampled at 1024 equally spaced points. It is assumed that with this number of samples, the sampling theorem is satisfied and thus there will be no aliasing. a. Compute the period of the frequency spectrum in KHz . b. Compute the interval between frequency components in KHz . c. Compute the sampling frequency f s

10-14

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**The Sampling Theorem
**

d. Compute the Nyquist frequency f n

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 10.4. Intervals between samples and periods in discrete time and frequency domains

Solution: For this example, T t = 0.125 ms and N = 1024 points . Therefore, the time between successive time components is

–3 T ----------------------------t t = ---t = 0.125 × 10 - = 0.122 µs 1024 N

Then, a. the period T f of the frequency spectrum is

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

10-15

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

1 1 T f = -- = ----------------------------- = 8192 kHz ≈ 8.2 MHz –6 tt 0.122 × 10

**b. the interval t f between frequency components is
**

Tf 8192 kHz t f = --- = ----------------------- = 8 kHz N 1024

**c. the sampling frequency f s is
**

1 1 f s = -- = ----------------------------- = 8.2 MHz –6 tt 0.122 × 10

**d. the Nyquist frequency must be equal or less than half the sampling frequency, that is,
**

1 1 f n ≤ -- f s ≤ -- × 8.2 MHz ≤ 4.1 MHz 2 2

**10.5 Number of Operations Required to Compute the DFT
**

Let us consider a signal whose highest (Nyquist) frequency is 18 KHz , the sampling frequency is 50 KHz , and 1024 samples are taken, i.e., N = 1024 . The time required to compute the entire DFT would be

1024 samples t = --------------------------------------------------------------------------- = 20.48 ms 3 50 × 10 samples per sec ond

(10.43)

To compute the number of operations required to complete this task, let us expand the N -point DFT defined as

X[m] =

N–1 n=0

∑ x [ n ]WN

0 2 4

mn

(10.44)

Then,

X [ 0 ] = x [ 0 ]W N + x [ 1 ]W N + x [ 2 ]W N + … + x [ N – 1 ]W N X [ 1 ] = x [ 0 ]W N + x [ 1 ]W N + x [ 2 ]W N + … + x [ N – 1 ]W N X [ 2 ] = x [ 0 ]W N + x [ 1 ]W N + x [ 2 ]W N + … + x [ N – 1 ]W N … X [ N – 1 ] = x [ 0 ]W N + x [ 1 ]W N

0 N–1 0 2 0 1 0 0 0 N–1 2(N – 1)

(10.45)

(N – 1)

2

+ x [ 2 ]W N

2π ⎛ – j ----- ⎞ ( 0 ) ⎝ N⎠

2(N – 1)

+ … + x [ N – 1 ]W N

**and it is worth remembering that
**

0 WN

= e

= 1

(10.46)

10-16

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

**The Fast Fourier Transform (FFT)
**

Since W N is a complex number, the computation of any frequency component X [ k ] , requires N complex multiplications and N complex additions, that is, 2N complex arithmetic operations are required to compute any frequency component of X [ k ] . If we assume that x [ n ] is real, then only

N ⁄ 2 of the | X [ m ] components are unique. Therefore, we would require 2N × N ⁄ 2 = N complex operations to compute the entire frequency spectrum. Thus, for an N = 1024 point DFT, such

2 i

as the one with 18 KHz signal, we would require N = 1024 = 1048576 complex operations, and these would have to be completed within 20.48 ms as we found in (10.43). Although the means of doing this task may be possible with today’s technology, it seems impractical. Fortunately, many of the W N terms in (10.45) are unity. Moreover, because of some symmetry properties, the number of complex operations can be reduced considerably. This is possible with the algorithm known as FFT (Fast Fourier Transform) that was developed by Cooley and Tukey, and it is very well documented. This algorithm is the subject of the next section.

2

2

**10.6 The Fast Fourier Transform (FFT)
**

In this section, we will be making extensive use of the complex rotating vector

WN = e

j2π – -------N

(10.47)

**Some additional properties of W N are given in (10.48) below.
**

WN = e WN WN W

N⁄2 N j2π – ⎛ --------⎞ N ⎝ N⎠ j2π N – ⎛ --------⎞ ----⎝ N⎠ 2 j2π N – ⎛ --------⎞ ----⎝ N⎠ 4

= e = e = e

– j2π

= 1 = –1 = –j = j k = 0, 1, 2, … e = 1 ⋅ WN = WN

r r

= e = e = =

– jπ

N⁄4

– jπ ⁄ 2

3N ⁄ 4 N

j2π 3N – ⎛ --------⎞ -----⎝ N⎠ 4 e j2π – ⎛ --------⎞ kN ⎝ N⎠ e

= e = e

– j3π ⁄ 2

(10.48)

W WN

kN N

– j2kπ

= 1

kN + r

= e = e

j2π – ⎛ --------⎞ ( kN + r ) ⎝ N⎠ j2π – ⎛ --------⎞ k ⎝ 2N ⎠

= e

j2π j2π – ⎛ --------⎞ kN – ⎛ --------⎞ r ⎝ N ⎠ ⎝ N⎠

k W 2N

= e

j2π k – ⎛ --------⎞ -⎝ N ⎠2

= WN

k⁄2

We rewrite the array of (10.45) in matrix form as shown in (10.49) below.

Signals and Systems with MATLAB Applications, Second Edition Orchard Publications

10-17

and so on.52) The FFT computation begins with matrix W L in (10. unity and W N . that is. However. This new vector is then operated on by the [ W L – 1 ] matrix.Chapter 10 The DFT and the FFT Algorithm WN 0 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 … WN … N–1 2(N – 1 ) … (N – 1) 2 … WN x [0] x [1] ⋅ x [2] … x [N – 1] (10. This matrix operates on vector x [ n ] producing a new vector. the vector X [ m ] . where the matrix W in (10. It appears that the entire computa- tion would require NL = Nlog 2 N complex multiplications. This is because there are only two non-zero elements on a given row. WN = W1 ⋅ W2 ⋅ … ⋅ WL L (10. 2 10-18 Signals and Systems with MATLAB Applications. there will be N complex additions and N complex multiplications. Then.52). then on [ W L – 2 ] .50) is factored into L smaller matrices. Since there are N components on x [ n ] . and also Nlog 2 N additions for a total of 2Nlog 2 N arithmetic operations.50) The algorithm that was developed by Cooley and Tukey.49) This is a complex Vandermonde matrix and it is expressed in a more compact form as X [ m ] = WN ⋅ x [ n ] (10. Second Edition Orchard Publications . it is estimated that only about half of these. since W N = 1 .51) where L is chosen as L = log 2 N or N = 2 Each row of the matrices on the right side of (10. Nlog 2 N total arithmetic operations are required by the FFT versus the N computations required by the DFT.51) contains only two non-zero terms. is obtained from X [ m ] = W1 ⋅ W2 ⋅ … ⋅ WL ⋅ x [ n ] k (10. and other reductions. and one of these elements is unity. is based on matrix decomposition methods. W N 0 N⁄2 = – 1 . and each component of this new vector. that is. is obtained by one multiplication and one addition. until the entire computation is completed.

53) n=0 and 1N–1 –m n x [ n ] = --X [ m ]W N N ∑ (10.The Fast Fourier Transform (FFT) Under those assumptions.6 9.1 1. we construct Table 10. Second Edition Orchard Publications 10-19 .8 1 0. X [m] = N–1 ∑ x [ n ]WN mn (10.54) n=0 Signals and Systems with MATLAB Applications.4 5. They are divided into two main categories: Category I a. Natural Input−Output (Double-Memory Technique) To define Category I.3 DFT and FFT Computations DFT N N 2 FFT N log 2N FFT/DFT % 24 64 160 384 896 2048 4608 10240 22528 37. TABLE 10. Decimation in Time b. Decimation in Frequency Category II a.5 3.3 to compare the percentage of computations achieved by the use of FFT versus the DFT.5 8 16 32 64 128 256 512 1024 2048 64 256 1024 4096 16384 65536 262144 1048576 4194304 A plethora of FFT algorithms has been developed and published. In−Place b.5 25 15. we need to refer to the DFT and Inverse DFT definitions. They are repeated below for convenience.

and the multiplication by the factor 1 ⁄ N can be done either at the input or output.53).54). it is divisible by 2 . and f odd [ n ] which contains the odd components. The Category II algorithm schemes are described in the Table 10. In other words. and if it is developed in terms of the Inverse DFT of (10.4 along with their advantages and disadvantages. Then. it is referred to as decimation in time.55) We assume that N is a power of 2 and thus. we will explain how the unnatural order occurs and how it can be re-ordered.54) differ only by the factor 1 ⁄ N . its DFT is found from F[m] = ∑ f [ n ]WN n=0 N–1 mn (10. Consider the discrete time sequence f [ n ] . and the replacement of W N with W N . In the latter case. we can decompose the sequence f [ n ] into two subsequences. it is referred to as decimation in frequency. Second Edition Orchard Publications . the sine terms are reversed in sign. If the DFT algorithm is developed in terms of the direct DFT of (10.4 In-Place and Natural Input-Output algorithms Category II algorithm 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 requirebe re-ordered.Chapter 10 The DFT and the FFT Algorithm We observe that (10.53) and (10. ments Requires more internal memory to preserve the natural order Natural Input-Output (Double Memory) The process where the output No reordering is appears in same (natural) required order as the input Now. f even [ n ] which contains the even components. TABLE 10. we choose these as f even [ n ] = f [ 2n ] 10-20 Signals and Systems with MATLAB Applications. the vector WN = e 2π – j ----N –1 is replaced by its complex conjugate –1 WN = e 2π j ----N that is.

N = 8 . and 3 and recalling that W N = 1 .60) + f [ 4 ]W N + f [ 6 ]W N 0 Expanding also (10. Second Edition Orchard Publications 10-21 . F even [ m ] = N⁄2–1 n=0 ∑ f even [ n ]W N ⁄ 2 = mn N⁄2–1 n=0 ∑ f [ 2n ]W N ⁄ 2 mn (10.56) for n = 0. 2. 2. we get F odd [ m ] = n=0 ∑ f [ 2n + 1 ]WN 3 2 mn = f [ 1 ]W N + f [ 3 ]W N 4m 0 2m + f [ 5 ]W N 4m + f [ 7 ]W N 6m (10. 2. 1.57) for n = 0. Expanding (10.The Fast Fourier Transform (FFT) and f odd [ n ] = f [ 2n + 1 ] for n = 0. 2.57) where WN ⁄ 2 = e 2π – j ---------N⁄2 = e⎝ 2π ⎛ – j ----.58) For an 8 -point DFT. ….55) for n = 1.⎞ 2 N⎠ = WN 2 (10. respectively.61) = f [ 1 ] + f [ 3 ]W N 2m + f [ 5 ]W N + f [ 7 ]W N 6m Signals and Systems with MATLAB Applications. 3.56) and F odd [ m ] = N⁄2–1 n=0 ∑ f odd [ n ]W N ⁄ 2 = mn N⁄2–1 n=0 ∑ f [ 2n + 1 ]W N ⁄ 2 mn (10. 1. 1. …N ⁄ 2 – 1 Each of these subsequences has a length of N ⁄ 2 and thus. 7 we get F[m] = n=0 ∑ f [ n ]WN 7 mn = f [ 0 ] + f [ 1 ]W N + f [ 2 ]W N + f [ 4 ]W N 4m m 2m + f [ 3 ]W N 6m 3m 7m (10. and 3 and using W N = 1 . their DFTs are. we get F even [ m ] = 0 n=0 ∑ f [ 2n ]WN 0 3 2mn = f [ 0 ]W N + f [ 2 ]W N = f [ 0 ] + f [ 2 ]W N 2m 2m + f [ 4 ]W N 4m 4m + f [ 6 ]W N 6m 6m (10.59) + f [ 5 ]W N 5m + f [ 6 ]W N + f [ 7 ]W N Expanding (10.

63) for n = 1. 3. They justify the statement made earlier. (10. f [ 6 ] } . Then. yields F even [ m ] = F even1 [ m ] + W N 2m F even2 [ m ] (10. f [ 2 ].66) into (10.59).67) Likewise.⎞ 4 ⎝ N⎠ = WN 4 (10.65) and (10.66) cannot be decomposed further.61) by W N . and N = 8 . 1. that each computation produces a vector where each component of this vector.60).61). we get W N F odd [ m ] = f [ 1 ]W N + f [ 3 ]W N m m 3m m + f [ 5 ]W N 5m + f [ 7 ]W N 7m (10. This is often referred to as a butterfly operation. …. Second Edition Orchard Publications . for n = 1.65) and (10. 7 m (10.Chapter 10 The DFT and the FFT Algorithm The vector W N is the same in (10. 3. f [ 4 ] } and { f [ 2 ]. and f [ 6 ] } into { f [ 0 ]. These are sequences of length N ⁄ 4 = 2 .62) and from (10. …. 2.62). Denoting their DFTs as F even1 [ m ] and F even2 [ m ] . (10. f [ 4 ]. F odd [ m ] can be decomposed into DFTs of length 2. we get F even1 [ m ] = f [ 0 ] + f [ 4 ]W N 4m (10.60) and (10.59). we decompose { f [ 0 ]. we observe that F [ m ] = F even [ m ] + W N F odd [ m ] m (10.60) and (10. 7 .65) and F even2 [ m ] = f [ 2 ] + f [ 6 ]W N 4m (10. 2. F [ m ] can be computed from F ( m ) = F even ( m ) + W N F odd ( m ) m = 0. 2. and using the relation WN ⁄ 4 = e 2π – j ---------N⁄4 =e 2π ⎛ – j ----. 7 is obtained by one multiplication and one addition. …. Continuing the process. then. WN = W8 = e 2π – j ----N = e 2π – j ----8 Multiplying both sides of (10.68) 10-22 Signals and Systems with MATLAB Applications. 1 .66) The sequences of (10. Substitution of (10.64) for n = 0.

the output of the node associated with row R and column C .5. is found from Y [ R. N ⁄ 2 . 2 . Signals and Systems with MATLAB Applications.69) ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ is indicated on the signal flow graph. and N -point FFTs are in Columns 1 . the input x [ n ] appears in Column 0 . where the input is shuffled in accordance with the above procedure. for N = 8 In the signal flow graph of Figure 10. The subscript N in W has been omitted for clarity. C ) . and the exponent m in W ⎧ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎩ (10. Figure 10.5. in-place FFT algorithm for N = 8 .The Fast Fourier Transform (FFT) for N = 8 .5 shows the signal flow graph of a decimation in time. In simplified form. and 3 respectively. in-place FFT algorithm. Column 0 (x[n]) Column 1 (N /4 ) Row 0 Column 2 (N / 2) Column 3 (N) X[m] x[0] x[4] x[2] x[6] x[1] x[5] x[3] x[7] W0 W0 W0 X[0] X[1] X[ 2] X[3] X[ 4] X[5 ] X[6] X[ 7] Row 1 W4 W2 W1 Row 2 W0 W4 W2 Row 3 W4 W6 W3 Row 4 W0 W0 W4 Row 5 W4 W2 W5 Row 6 W0 W4 W6 Row 7 W4 W6 W7 Figure 10. Second Edition Orchard Publications 10-23 . The N ⁄ 4 . Signal flow graph of a decimation in time. C – 1 ] Solid line m where 0 ≤ R ≤ 7 . Of course. 0 ≤ C ≤ 3 . C – 1 ] Dash line + m W Y [ Rj . this procedure can be extended for any N that is divisible by 2. indicated as Y ( R. C ] = Y [ Ri .

0 ] Y [ 1. Second Edition Orchard Publications . 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6. 0 ] + W Y [ 3.69) we get: Y [ 0. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 0 ] + W Y [ 7. TABLE 10. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 0 ] + W Y [ 5. 0 ] Y [ 7. 0 ] Y [ 4.5 Binary words for the signal flow graph of Figure 10.5. compute the spectral component X [ 3 ] in terms of the inputs x [ i ] and vectors W .69) with the signal flow graph of Figure 10. 0 ] 0 4 0 0 4 4 0 0 4 4 0 0 4 4 0 0 j (10. 1 ] = x [ 0 ] + W x [ 4 ] = Y [ 0. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2. 1 ] = x [ 2 ] + W x [ 6 ] = Y [ 2.5 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. 0 ] + W Y [ 1. 0 ] + W Y [ 7. 0 ] + W Y [ 1. 0 ] Y [ 6.Chapter 10 The DFT and the FFT Algorithm The binary input words and the bit-reversed words applicable to the this signal flow graph.5 Using (10.69) we get: 10-24 Signals and Systems with MATLAB Applications. Solution: The N ⁄ 4 point FFT appears in Column 1. Then. 1 ] = x [ 1 ] + W x [ 5 ] = Y [ 4. 1 ] = x [ 3 ] + W x [ 7 ] = Y [ 6. are shown in Table 10. Using (10. 0 ] + W Y [ 5. 0 ] + W Y [ 3. 0 ] Y [ 2.70) The N ⁄ 2 point FFT appears in Column 2. 0 ] Y [ 3. Using (10.5. 0 ] Y [ 5. Example 10.69) with the following example. verify that the result is the same as that obtained by direct application of the DFT.

3 ] = Y [ 1. 1 ] + W Y [ 2. 2 ] + W Y [ 6. 1 ] 6 (10. 3 ] = Y [ 0. 1 ] + W Y [ 6. 2 ] = Y [ 4. 3 ] = Y [ 3. 1 ] + W Y [ 3. 1 ] Y [ 6. from (10. 2 ] 7 6 5 4 3 2 1 0 (10. 1 ] + W Y [ 2.70). X [ 3 ] = Y [ 3. 2 ] Y [ 3.72). 1 ] Y [ 4. with reference to the signal flow chart of Figure 10. 2 ] + W Y [ 4. 1 ] Y [ 3. 2 ] = Y [ 0. 2 ] Y [ 5. and (10. 1 ] Y [ 5. 1 ] 6 (10. 2 ] = Y [ 1. 2 ] = Y [ 0. then.74) and Y [ 7. 1 ] + W Y [ 3.71). 1 ] Y [ 1. 1 ] + W Y [ 7. 2 ] + W Y [ 5. where Y [ 0. 1 ] + W Y [ 7. 3 ] = Y [ 1. 1 ] Y [ 7. 2 ] = Y [ 1. 2 ] + W Y [ 4.72).71) Y [ 3. 2 ] Y [ 4. 2 ] + W Y [ 7. 2 ] Y [ 2. 3 ] = Y [ 0. 2 ] = Y [ 5. Second Edition Orchard Publications 10-25 . 2 ] = Y [ 5. 2 ] Y [ 7. 2 ] = Y [ 1.73) Also.The Fast Fourier Transform (FFT) Y [ 0.70) Signals and Systems with MATLAB Applications.71) The N point FFT appears at the outputs of Column 3.5 and the fourth of the equations in (10. 2 ] = Y [ 4. 2 ] + W Y [ 6. 1 ] 6 4 2 0 6 4 2 0 (10.75) Finally. 2 ] Y [ 1. 3 ] = Y [ 3. 2 ] + W Y [ 7. 1 ] Y [ 2. 2 ] + W Y [ 7. 1 ] + W Y[ 7. 2 ] 3 (10. 2 ] Y[ 6. from (10. 3 ] = Y [ 2. 2 ] + W Y [ 5.72) With the equations of (10. (10. 1 ] + W Y [ 3. 3 ] = Y [ 2. 1 ] + W Y [ 6. we can determine any of the 8 spectral components. Our example calls for X [ 3 ] . 2 ] = Y [ 5. 3 ] = Y [ 3.

0 ] = x [ 6 ] Y[ 7. 1 ] = Y [ 4. 0 ] + W Y [ 5. 0 ] + W Y [ 4. 0 ] + W Y [ 7. 0 ] + W Y [ 1.73). 0 ] + W Y [ 5. 0 ] + W Y [ 7. 3 ] = Y [ 0. 0 ] = x [ 0 ] Y [ 4.77) as 10-26 Signals and Systems with MATLAB Applications. 0 ] + W Y [ 1. 1 ] = Y [ 6. 0 ] Y [ 3. 0 ] = x [ 5 ] Y[ 6. 0 ] + W Y [ 7. 0 ] + W Y [ 5. 0 ] ) } = Y [ 0. 0 ] = x [ 3 ] Y [ 3. 0 ] ) + W ( Y [ 6. 1 ] + W Y [ 3. 2 ] = Y [ 1. 0 ] + W Y [ 1. 1 ] = Y [ 2. 0 ] + W 7 9 10 3 4 6 Y [ 3.Chapter 10 The DFT and the FFT Algorithm Y [ 1. 1 ] + W Y [ 7. 0 ] + W Y [ 3. 0 ] + W 13 Y [ 7. we get Y [ 3. 0 ] + W Y [ 3. 0 ] + W Y [ 3. 0 ] 4 4 4 4 (10. 1 ] } = Y [ 0. 0 ] + W Y [ 6. 1 ] = Y [ 0. we get Y [ 3. Second Edition Orchard Publications . 0 ] = x [ 7 ] and Y [ 3. 0 ] + W Y [ 5.77) From the signal flow graph of Figure 10. we observe that Y [ 0. 3 ] = Y [ 3. 0 ] + W Y [ 2. 3 ] = X [ 3 ] Therefore.5. 0 ] + W Y [ 6. 0 ] + W Y [ 2. 0 ] + W Y [ 4. 0 ] Y [ 5.76) and making these substitutions into (10. 1 ] + W { Y [ 5. 0 ] } + W { ( Y [ 4. 0 ] = x [ 2 ] Y [ 5. 2 ] + W Y [ 7. 0 ] + W { Y [ 2. 0 ] + W Y [ 1. 0 ] = x [ 1 ] Y [ 1. 0 ] (10. 0 ] = x [ 4 ] Y [ 2. 0 ] Y [ 7. we express (10. 0 ] 3 7 9 13 4 6 10 3 4 6 4 4 6 4 6 3 6 3 Rearranging in ascending powers of W .

natural output. and decimation in frequency algorithms. represents a shuffled input. X[m] = ∑ x ( n )WN n=0 6 N–1 mn For m = 3 and n = 0. we get kN = 8 . Second Edition Orchard Publications 10-27 . W kN + r = W Now. 7 .17). The signal flow graph of Figure 10.79) and from (10. 2.Summary 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 (10.78) 13 + x [ 7 ]W We will verify that this expression is correct by the use of the direct DFT of (10.80) is the same as (10. and m = 0. W 12 = W . shuffled output. 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 (10.78). we get 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. 10.80) We observe that (10. or natural input. with N = 8 . 1. …. Others are natural input. 4 W 15 =W . 2. 1. Signals and Systems with MATLAB Applications. These combinations occur in both decimation in time. 7 W 18 =W 10 and W 21 = W 13 and by substitution into (10. Then. N – 1 .5. natural output algorithm.79). ….48). and k = 1 . that is.7 Summary • The N -point DFT is defined as X[m] = N–1 mn – j2π ------N n=0 ∑ x [ n ]e where N represents the number of points that are equally spaced in the interval 0 to 2π on the unit circle of the z -plane.

and the ifft(x) function to compute the Inverse DFT. WN = e j2π – -------N and consequently WN = e –1 j2π -------N Accordingly. the DFT pair is normally denoted as X[ m] = N–1 n=0 ∑ x ( n )WN mn and 1N–1 –m n X ( m )W N x [ n ] = --N n=0 ∑ • The correspondence between x [ n ] and X [ m ] is denoted as x [n] ⇔ X [m] 10-28 Signals and Systems with MATLAB Applications. …. 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 2πmn for m = 0. that is. …. …. Second Edition Orchard Publications . N – 1 • We can use the fft(x) function to compute the DFT. 1. • In general.Chapter 10 The DFT and the FFT Algorithm • The N -point Inverse DFT is defined as j2π 1 N–1 X [ m ]e x [ n ] = --N ∑ mn ------N m=0 for n = 0. N – 1 . 1. N – 1 and the imaginary part from Im { X [ m ] } = – N–1 n=1 ∑ x [ n ] sin -------------N 2πmn for m = 0. 2. the discrete frequency transform X [ m ] is complex. 2. 2. 1. • The term e – ( j2π ) ⁄ N is a rotating vector. where the range 0 ≤ θ ≤ 2π is divided into 360 ⁄ N equal segments and it is denoted as represent it as W N .

• A typical digital signal processing system contains a low-pass analog filter.2. only N ⁄ 2 of the frequency components of X [ m ] are unique. in accordance with the rela- tions 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 transform and are listed in Table 10. and it is denoted as f n . will be equal or less the sampling rate so that the signal can be recovered.Summary • If x [ n ] is an N -point real discrete time function. Signals and Systems with MATLAB Applications. to ensure that the highest frequency allowed into the system. • 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 k=0 ∑ X [ k ]Y [ m – k ] = 1 --. Second Edition Orchard Publications 10-29 .X [ m ]∗ Y [ m ] N • The sampling theorem. then f ( t ) can be completely recovered from its sampled values. also known as Shannon’s Sampling Theorem. if the sampling frequency if equal to or greater than 2W . • The discrete time and frequency functions are defined as even or odd. states that if a continuous time function f ( t ) is band-limited with its highest frequency component less than W . The highest frequency allowed by the pre-sampling filter is referred to as the Nyquist frequency. often called pre-sam- pling filter.

Natural input−output refers to the process where the output appears in same (natural) order as the input.Chapter 10 The DFT and the FFT Algorithm • If a signal is not band-limited. These combinations occur in both decimation in time. Decimation in time implies that DFT algorithm is developed in terms of the direct DFT. • The Category II FFT algorithms are classified either as in-place or natural input−output. and in others the input is natural and the output is shuffled. thereby changing the period. the picket-fence effect is produced. In some signal flow graphs the input is shuffled and the output is natural. However. the sequence will be terminated abruptly producing the effect of leakage • If in a discrete time signal some significant frequency component that lies between two spectral lines and goes undetected. by multiplying it by a window function. otherwise. we must choose a suitable window function. 10-30 Signals and Systems with MATLAB Applications. or if the sampling rate is too low. the spectral components of the sig- nal will overlap each another and this condition is called aliasing. • The number of operations required to compute the DFT can be significantly reduced by the FFT algorithm. whereas decimation in frequency implies that the DFT is developed in terms of the Inverse DFT. • The FFT algorithms are usually shown in a signal flow graph. we can terminate the signal at a desired finite num- ber of terms. Second Edition Orchard Publications . and decimation in frequency algorithms. 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. which in turn changes the location of the spectral lines. • If a discrete time signal has an infinite length. • The Category I FFT algorithms are classified either as decimation it time or decimation in fre- quency. This effect can be alleviated by adding zeros at the end of the discrete signal.

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.Exercises 10.5. There are two equations that relate successive columns. x [ n ] cos 2πkn ⇔ -. Second Edition Orchard Publications 10-31 .6.6 is a decimation in time. Verify that this is the same as that found in Example 10. compute the frequency component X [ 3 ] . x [ 2 ] = x [ 3 ] = – 1 2. shuffled-output type FFT algorithm.8 Exercises 1. 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] Figure 10. C ) = Y dash ( R i . Compute the DFT of the sequence x [ 0 ] = x [ 1 ] = 1 . natural-input. 3. Prove that a. The signal flow graph of Figure 10. Signals and Systems with MATLAB Applications. The first is Y dash ( R.{ X [ m – k ] + X [ m + k ] } -----------N b.69). Signal flow graph for Exercise 4 5. Using this graph and relation (10. C – 1 ) and it is used with the nodes where two dashed lines terminate on them. shuffled output type FFT algorithm.{ X [ m – k ] + X [ m + k ] } -----------N 1 j2 1 2 4. x [ n ] sin 2πkn ⇔ ---. The signal flow graph of Figure 10.7 is a decimation in frequency. C – 1 ) + Y dash ( R j .

Verify that this is the same as in Example 10. compute the frequency component X [ 3 ] . Second Edition Orchard Publications .5.Chapter 10 The DFT and the FFT Algorithm The second equation is Y sol ( R. Using this graph and the above equations. The number inside the circles denote the power of W N . C ) = W [ Y sol ( R i . 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 0 2 − W −W Figure 10. C – 1 ) – Y sol ( R j . C – 1 ) ] m and it is used with the nodes where two solid lines terminate on them. and the minus (−) sign below serves as a reminder that the bracketed term of the second equation involves a subtraction.7. Signal flow graph for Exercise 5 10-32 Signals and Systems with MATLAB Applications.

Then. Fm=fft(fn) Fm = 0 2. 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 ( – j2π ⁄ 4 ) × 1 0 0 0 0 ) + ( –1 ) ⋅ ( e ( – j2π ⁄ 4 ) × 2 ) + ( –1 ) ⋅ ( e ( – j2π ⁄ 4 ) × 3 ) = 1 + cos π – j sin π – cos π + j sin π – cos 3π + j sin 3π ----------2 2 2 2 = 1 + 0 – j + 1 + 0 – 0 – j = 2 – j2 m = 2: F(2) = (1) ⋅ (e ) + (1) ⋅ (e 0 ( – j2π ⁄ 4 ) × 2 ) + ( –1 ) ⋅ ( e ( – j2π ⁄ 4 ) × 4 ) + ( –1 ) ⋅ ( e ( – j2π ⁄ 4 ) × 6 ) = 1 + cos π – j sin π – cos 2π + j sin 2π – cos 3π + j sin 3π = 1–1–0–1+0+1+0 = 0 m = 3: F(3) = (1) ⋅ (e ) + (1) ⋅ (e 0 ( – j2π ⁄ 4 ) × 3 ) + ( –1 ) ⋅ ( e ( – j2π ⁄ 4 ) × 6 ) + ( –1 ) ⋅ ( e ( – j2π ⁄ 4 ) × 9 ) 3π = 1 + cos 3π – j sin 3π – cos 3π + j sin 3π – cos 3π + j sin ----------------2 2 2 2 = 1 + 0 + j + 1 + 0 – 0 + j = 2 + j2 Check with MATLAB: fn=[1 1 −1 −1]. 1. Second Edition Orchard Publications 10-33 . 2.9 Solutions to Exercises 1.0000 + 2. F[ m] = N–1 n=0 ∑ f ( n )WN mn where N = 4 and f [ 0 ] = f [ 1 ] = 1 .Solutions to Exercises 10.0000i 0 2.2. f [ 2 ] = f [ 3 ] = – 1 .0000i Signals and Systems with MATLAB Applications.0000 . F[m] = ∑ f ( n )W4 n=0 3 mn = f [ 0 ]W 4 m[0] + f [ 1 ]W 4 m[1] + f [ 2 ]W 4 m[2] + f [ 3 ]W 4 m[3] for m = 0.

magXm(5)).00 magXm5 = 2. Second Edition Orchard Publications . W N x [ n ] ⇔ X [ m + k ] (2) km Adding (1) and (2) and multiplying the sum by 1 ⁄ 2 we get 10-34 Signals and Systems with MATLAB Applications. 1 2πkn x [ n ] cos -----------. fprintf('magXm6 = %4. fprintf('magXm0 = %4.2f \t'.2f \t'.2f \t'. fprintf('magXm4 = %4. fprintf('magXm2 = %4. fprintf('magXm1 = %4... fprintf('magXm7 = %4. magXm(3)).. magXm(8)) magXm0 = 0.23 The MATLAB stem command can be used to plot discrete sequence data.2f \t'.23 magXm2 = 0. stem(abs(fft(fn))) and we obtain the plot below. magXm(1)). magXm=abs(fft(fn)).00 magXm3 = 2.. fprintf(' \n'). For this exercise we use the code fn=[1 1 1 1 −1 −1 −1 −1].2f \t'..00 magXm1 = 5.{ X [ m – k ] + X [ m + k ] } 2 N 1x [ n ] sin 2πkn ⇔ ---.2f \t'. magXm(2)). magXm(4)).. fprintf(' \n')...2f \t'.{ X [ m – k ] + X [ m + k ] } -----------j2 N From the frequency shift property of the DFT WN –k m x [ n ] ⇔ X [ m – k ] (1) Then.16 magXm4 = 0... x [ 0 ] = x [ 1 ] = x [ 2 ] = x [ 3 ] = 1 and x [ 4 ] = x [ 5 ] = x [ 6 ] = x [ 7 ] = – 1 fn=[1 1 1 1 −1 −1 −1 −1]... fprintf('magXm5 = %4. magXm(6)).. fprintf('magXm3 = %4.2f \t'..⇔ -. 3..Chapter 10 The DFT and the FFT Algorithm 2. magXm(7)).00 magXm7 = 5.16 magXm6 = 0.

1 ) 6 Going backwards (to the left) we find that Y ( 4. 0 ) Y ( 7. subtracting (2) from (1) and multiplying the difference by 1 ⁄ j2 we get j2πkn ⁄ N – j 2πkn ⁄ N ( WN – WN ) ( x [ n ] ) (e –e ) ---------------------------------------------------.Solutions to Exercises j2πkn ⁄ N – j 2πkn ⁄ N ( WN + WN ) ( x [ n ] ) (e +e ) ----------------------------------------------------. 1 ) = Y ( 0. 0 ) + W N Y ( 5. 2 ) = Y ( 4. 0 ) + W N 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. 0 ) + W N Y ( 7. 0 ) Signals and Systems with MATLAB Applications.x [ n ] = x [ n ] sin 2πkn -----------j2 j2 N km –k m 4.x [ n ] = x [ n ] cos 2πkn ---------------------------------------------------.[ X [ m – k ] + X [ m + k ] ] -----------2 N Likewise. 0 ) Y ( 6.= ---------------------------------------------------.= -----------2 2 N km –k m and thus 1 x [ n ] cos 2πkn ⇔ -. 1 ) = Y ( 3. 2 ) (1) where Y ( 6. 2 ) + W N Y ( 7. Second Edition Orchard Publications 4 4 4 4 10-35 . 1 ) + W N Y ( 7. 1 ) = Y ( 1. 1 ) 6 and Y ( 7. 2 ) = Y ( 5. 3 ) = Y ( 6. 0 ) + W N Y ( 6. 1 ) + W N Y ( 6. 1 ) = Y ( 2. 0 ) Y ( 5.

0 ) + W N [ Y ( 3. and W 8 = W 8 . 0 ) + W N Y ( 5. 0 ) + W N Y ( 6. Y ( 1. W 8 = W 8 . we see that the first 4 terms of (3) are the same the first. 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 ) +W N x ( 4 ) + W N x ( 5 ) + W N x ( 6 ) + W N x ( 7 ) 12 15 18 21 3 6 9 (3) By comparison. r 12 4 5. that is. C – 1 ) Y sol ( R. 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 Applications. 0 ) + W N Y ( 2. 1 ) + W N Y ( 6. 0 ) + W N Y ( 6. and so on. 0 ) + W N Y ( 4. 0 ) = x ( k ) . C – 1 ) – Y sol ( R j .Chapter 10 The DFT and the FFT Algorithm and by substitution into (1) F ( 3 ) = X ( 3 ) = Y ( 6. C ) = Y dash ( R i . The remaining terms in (2) and (3) are also the same since W 8 W 8 = W 8 . Y ( 0. 15 7 18 10 21 13 kN + r = W 8 and thus W 8 = W 8 . 1 ) + W N [ Y ( 5. 0 ) +W N Y ( 5. 0 ) = x ( 1 ) . second. 0 ) + W N Y ( 3. C ) = W [ Y sol ( R i . 0 ) + W N Y ( 7. 0 ) + W N Y ( 7. Second Edition Orchard Publications . Y dash ( R. 3 ) = Y ( 4. 0 ) ] +W N { Y ( 1. and sixth terms of (2) since Y ( k. fourth. 0 ) = x ( 0 ) . 0 ) + W N Y ( 4. 0 ) + W N [ Y ( 2. C – 1 ) + Y dash ( R j . 0 ) + W N Y ( 1. 1 ) ] = Y ( 0. 0 ) ] } = Y ( 0.

0 ) + Y ( 5. 1 ) = Y ( 3. 2 ] = Y ( 4. 2 ) = Y ( 1. 1 ] = W N [ Y ( 0. 3 ] = W N [ Y ( 4. 2 ) + Y ( 1. 0 ) – Y ( 5. 1 ) + Y ( 2. 2 ) Y [ 5.5. 2 ) – Y ( 5. 1 ) + Y ( 6. 1 ) – Y ( 6. 2 ) – Y ( 3. 3 ) = W N [ Y ( 0. 2 ) = Y ( 0. 1 ) – Y ( 7. 0 ) – Y ( 4. 0 ) ] Y [ 7. 0 ) + Y ( 6. 1 ) Y ( 1. 1 ) = Y ( 1. 2 ) ] Y ( 2. 2 ) + Y ( 5. 1 ] = W N [ Y ( 2. 0 ) – Y ( 6. 2 ) + Y ( 3. 1 ) ] 2 0 2 0 (2) Column 3 (C=3): Y ( 0. 0 ) Y ( 1. 1 ) + Y ( 3. 2 ) – Y ( 1. 1 ) ] Y [ 7. 2 ) = W N [ Y ( 0. 1 ) ] Y [ 4. 0 ) Y [ 4. 0 ) + Y ( 4. 0 ) Y ( 2.Solutions to Exercises We are asked to compute F ( 3 ) only. Column 1 (C=1): Y ( 0. 2 ] = Y ( 5. 2 ) ] Y [ 6. 3 ] = Y ( 6. 1 ) – Y ( 2. 1 ) ] Y ( 3. 1 ) – Y ( 3. 1 ) = Y ( 0. 3 ) = Y ( 0. 1 ) Y [ 5. 0 ) Y ( 3. However. 3 ) = W N [ Y ( 2. 2 ) ] Y [ 4. 0 ) + Y ( 7. 1 ] = W N [ Y ( 3. 1 ) = Y ( 2. 2 ) Y ( 3. 2 ] = W N [ Y ( 5. 3 ] = W N [ Y ( 6. 2 ) = W N [ Y ( 1. 2 ) Y ( 1. 0 ) ] Y [ 6. Second Edition Orchard Publications 0 0 0 0 (3) 10-37 . 1 ) Y ( 2. 2 ) Y [ 7. 1 ) Y [ 6. 0 ) ] 3 2 1 0 Column 2 (C=2): Y ( 0. 3 ) = Y ( 2. 0 ) – Y ( 7. 2 ) – Y ( 7. 2 ) ] Signals and Systems with MATLAB Applications. 0 ) ] (1) Y [ 5. 2 ] = W N [ Y ( 4. we will derive all equations as we did in Example 10. 1 ) + Y ( 7. 1 ] = W N [ Y ( 1. 2 ) + Y ( 7. 3 ] = Y ( 4.

0) + 5 W N Y ( 7. 2 ) (4) where Y ( 6. 3 0 ) – W N Y ( 5. 1 ) – Y ( 7. 0 ) ] Y [ 6. 1 ] = W N [ Y ( 2. 1 ] = W N [ Y ( 0. 0 3 2 5 0) + 2 W N Y ( 6. 1 ) ] 2 From (1) Y [ 4. 0 ) 0 – W N Y ( 4. 0 ) – W N Y ( 3. 0 ) + W N Y ( 1. 1 ] = W N [ Y ( 3. W 8 W8 = –W8 . 2 ) = W N [ Y ( 5. 3 ) = Y ( 6. 0 ) ] 3 2 1 0 and by substitution into (4) F ( 3 ) = X ( 3 ) = W N Y ( 0. 0 ) = x ( k ) . 0 ) – Y ( 4. and W 8 = W N . W8 = –W8 6 2 9 5 8i + n 12 = W 8 and W 8 0 15 n n±4 = – W 8 (see proof below). Therefore. 0 ) – W N Y ( 2. Second Edition Orchard Publications . 0 ) – Y ( 7. 0) (5) From Exercise 4. we see that 3 18 2 21 5 n .Chapter 10 The DFT and the FFT Algorithm F ( 3 ) = X ( 3 ) = Y ( 6. 0 ) ] Y [ 5. Proof that W 8 n±4 = –W8 : = W8 ⋅ W8 = W8 ⋅ e n ±4 n – j2π ⁄ 8 ⋅ ( ± 4 ) n W8 n±4 = W 8 ⋅ ( cos π − sin π ) = – W 8 + n n 10-38 Signals and Systems with MATLAB Applications. 2 ) = W N [ Y ( 4. 1 ] = W N [ Y ( 1. 1 ) – Y ( 6. W 8 = W 8 . W 8 = – W 8 . W 8 = – W 8 . 2 ) + Y ( 7. 1 ) ] 0 and Y ( 7. 0 ) – Y ( 5. 0 ) – Y ( 6. F ( 3 ) = X ( 3 ) = x ( 0 ) + WN x ( 1 ) + WN x ( 2 ) + WN x ( 3 ) +W N x ( 4 ) + W N x ( 5 ) + W N x ( 6 ) + W N x ( 7 ) 12 15 18 21 3 6 9 (6) Since Y ( k. (5) and (6) are the same. 0 ) ] Y [ 7.

It concludes with design examples using MATLAB. we will see that practical filters can be designed to approximate these characteristics. It has a constant amplitude response but is phase varies with frequency. transfer functions. and frequency response. band-pass and band-elimination (stop-band). They are classified as low-pass. is the all-pass or phase shift filter. Please refer to Exercise 4. 11.1.1 Filter Types and Classifications Analog filters are defined over a continuous range of frequencies. A digital filter. Amplitude characteristics of the types of filters Another. high-pass. The ideal characteristics are not physically realizable.Chapter 11 Analog and Digital Filters T his chapter is an introduction to analog and digital filters.1. It begins with the basic analog filters. less frequently mentioned filter. V out --------V in 1 PASS BAND V out --------V in STOP (CUTOFF) BAND 1 STOP BAND PASS BAND ωc Ideal low− pass filter V out --------V in ω ωc Ideal high− pass filter ω 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. Second Edition Orchard Publications 11-1 . or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal. in general. Accord- Signals and Systems with MATLAB Applications. The amplitude characteristics of Butterworth and Chebychev filters and conversion of analog to equivalent digital filters using the bilinear transformation is presented. The ideal amplitude characteristics of each are shown in Figure 11. is a computational process.

Example 11. and sketch their characteristics. 11. of course. therefore.2) and the phase angle.. integration.1 Solution: 1 ⁄ jωC V out = -------------------------. The procedure is illustrated with the examples that follow. we will present them first.∠– atan ( ωRC ) 2 2 2 1+ω R C (11. a digital filter can perform functions as differentiation. We can find out whether a filter.1) is V out 1 G ( jω ) = --------. high-pass.2 Basic Analog Filters An analog filter can also be classified as passive or active. Analog filter functions have been used extensively as prototype models for designing digital filters and. estimation. + V in − R C + − V out Figure 11. operational amplifiers with resistors and capacitors connected to them externally.= ----------------------------------------------------------------------V in 1 + jωRC 2 2 2 ( 1 + ω R C ) ∠ atan ( ωRC ) 1 = -------------------------------.= -------------------------------2 2 2 V in 1+ω R C (11. Series RC network for Example 11. passive or active. is a low-pass.= ----------------------. Second Edition Orchard Publications . Active filters are. is 11-2 Signals and Systems with MATLAB Applications.2. from its the frequency response that can be obtained from its transfer function. Passive filters consist of passive devices such as resistors.V in R + 1 ⁄ jωC or V out 1 1 G ( jω ) = --------. like an analog filter. and.2.1 Derive expressions for the magnitude and phase responses of the series RC network of Figure 11. generally. etc. capacitors and inductors. also known as the argument.Chapter 11 Analog and Digital Filters ingly. it can filter out unwanted bands of frequency.1) The magnitude of (11.

707 and as ω → ∞ .3 where.magGs). G(jω) ≅ 0 We will use the MATLAB code below to plot G ( jω ) versus radian frequency ω . we let RC = 1 . Thus. RC=1. Second Edition Orchard Publications 11-3 . ω = 1 ⁄ RC . as ω → 0 .2) at ω = 0 .3) We can obtain a quick sketch for the magnitude G ( jω ) versus ω by evaluating (11. Thus. ω = – 1 ⁄ RC . This is shown in Figure 11. grid Figure 11. θ ≅ – atan 0 ≅ 0° Signals and Systems with MATLAB Applications. ω → – ∞ and ω → ∞ .. θ = arg { G ( j ω ) } versus ω by evaluating of (11. As ω → 0 .e.Basic Analog Filters V out θ = arg { G ( jω ) } = arg ⎛ ---------⎞ = – atan ( ωRC ) ⎝ V in ⎠ (11. ω = 1 ⁄ RC . i.3.02:10. for convenience. w=0:0. G ( j ω ) = 1 ⁄ 2 = 0.*RC). magGs=1. and ω → ∞ .3) at ω = 0 . semilogx(w./sqrt(1+w. Amplitude characteristics of a series RC low-pass filter with RC = 1 We can also obtain a quick sketch for the phase angle. G(jω) ≅ 1 for ω = 1 ⁄ RC .

for convenience. we let RC = 1 .*RC).3 where. RC network for Example 11.02:8. w=-8:0./pi. θ = – atan ( – ∞ ) = 90° and as ω → ∞ . + V in − C R + V out − Figure 11. grid Figure 11. plot(w. argGs=−atan(w.*180.4. RC=1. This is shown in Figure 11.5.Chapter 11 Analog and Digital Filters For ω = 1 ⁄ RC . Second Edition Orchard Publications .2 The network of Figure 11.5 is also a series RC circuit. θ = – atan ( – 1 ) = 45° As ω → – ∞ . and sketch their characteristics.argGs). where the positions of the resistor and capacitor have been interchanged. θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB code below to plot the phase angle θ versus radian frequency ω .2 11-4 Signals and Systems with MATLAB Applications. θ = – atan 1 = – 45° For ω = – 1 ⁄ RC . Derive expressions for the magnitude and phase responses. Phase characteristics of a series RC low-pass filter with RC = 1 Example 11.

G ( j ω ) = 1 ⁄ 2 = 0.6) We can obtain a quick sketch for the magnitude G ( j ω ) versus ω by evaluating (11.6) at ω = 0 . This is shown in Figure 11. and ω → ∞ . we let RC = 1 . ω → – ∞ . G(jω) ≅ 1 We will use the MATLAB code below to plot G ( jω ) versus radian frequency ω . ω = 1 ⁄ RC .∠ atan ( 1 ⁄ ( ωRC ) ) 2 2 2 2 2 2 1+ω R C 1 + 1 ⁄ (ω R C ) (11. and ω → ∞ .j ωRC + ω R C G ( j ω ) = --------.02:100./(w.magGs).*RC).707 and as ω → ∞ .= ----------------------. grid We can also obtain a quick sketch for the phase angle.Basic Analog Filters Solution: R V out = -------------------------. As ω → 0 ..4) is 1 G ( j ω ) = -------------------------------------------2 2 2 1 + 1 ⁄ (ω R C ) (11.= -------------------------------------------. by evaluating (11. magGs=1. θ = arg { G ( j ω ) } versus ω . As ω → 0 . for convenience.V in R + 1 ⁄ j ωC or 2 2 2 V out ωRC ( j + ωRC ) j ωRC . semilogx(w. G(jω) ≅ 0 For ω = 1 ⁄ RC .= ------------------------------------2 2 2 2 2 2 V in 1 + j ωRC 1+ω R C 1+ω R C 2 2 2 1 ωRC 1 + ω R C ∠ atan ( 1 ⁄ ( ωRC ) ) = ------------------------------------------------------------------------------------------. Second Edition Orchard Publications 11-5 .4) The magnitude of (11. RC=1.= ---------------------------------------.5 where.5) and the phase angle or argument. ω = 1 ⁄ RC . is θ = arg { G ( j ω ) } = atan ( 1 ⁄ ωRC ) (11. ω = – 1 ⁄ RC .e. i./sqrt(1+1. Thus. w=0:0. Thus.^2).5) at ω = 0 . θ ≅ – atan 0 ≅ 0° Signals and Systems with MATLAB Applications.

argGs=atan(1.argGs). θ = – atan ( – ∞ ) = 90° and as ω → ∞ .3 The circuit of Figure 11.02:8./pi. for convenience. high-pass. Second Edition Orchard Publications . Example 11. RC=1. we let RC = 1 . This is shown in Figure 11. w=−8:0. Amplitude characteristics of a series RC high-pass filter with RC = 1 For ω = 1 ⁄ RC . θ = – atan ( – 1 ) = 45° As ω → – ∞ . band-pass.7 where. They are given as exercises in Chapter 4. inductors.7 of Chapter 4. and capacitors. θ = – atan 1 = – 45° For ω = – 1 ⁄ RC . plot(w. and band-elimination passive filters consist of combinations of resistors.Chapter 11 Analog and Digital Filters Figure 11.*RC)).8 is an active low-pass filter and its magnitude G ( j ω ) versus ω was derived and plotted in Example 4. 11-6 Signals and Systems with MATLAB Applications. grid Other low-pass.*180./(w. θ = – atan ( ∞ ) = – 90 ° We will use the MATLAB code below to plot the phase angle θ versus radian frequency ω .6.

11. Low-pass filter for Example 11.8. several books containing filters and their characteristics.3 Using the derivation procedures of the examples we discussed thus far. the derivations are tedious. we can derive high-pass and the other types of filters from a basic low-pass filter. Second Edition Orchard Publications 11-7 . In our subsequent discussion we will be concerned with filter design.3 Low-Pass Analog Filters In this section. we can analyze any circuit to determine its behavior. Chebyshev and Cauer (elliptic) filters.7. However. using transformations. We will discuss these later. as we found out in Example 4. Phase characteristics of an RC high-pass filter with RC = 1 R1 vin R2 40 K R3 C2 10 nF 200 K C1 50K vout 25 nF Figure 11. Signals and Systems with MATLAB Applications. We will discuss the Butterworth.Low-Pass Analog Filters Figure 11. Fortunately. we will use the analog low-pass filter as a basis. We will see later that. have been published.7.

then A ( ω ) = G ( jω ) = G ( jω )G∗ ( jω ) = G ( jω ) ⋅ G ( – j ω ) 2 (11. Also. only even functions of ω . 11-8 Signals and Systems with MATLAB Applications.8) Now. and thus (11. * It was stated earlier. it needs not be enclosed in vertical lines.7) Since ( jω )∗ = ( – jω ) .= ------------------------------------2 2 4 2 s + 4s + 6 s – 4 s + 6 s – 4s + 36 2 2 Therefore. Not all amplitude-squared functions can be decomposed to G ( s ) and G ( – s ) rational functions. and proper rational functions* can satisfy (11.7). Second Edition Orchard Publications . since A is understood to represent the magnitude. and from it derive a G ( s ) function such that A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω 2 (11.⋅ ------------------------.Chapter 11 Analog and Digital Filters The first step in the design of an analog low-pass filter is to find a suitable amplitude-squared function A ( ω ) . Solution: Since 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 2 2 it follows that 3s – 5 s + 7 G ( – s ) = ------------------------2 s –4 s + 6 2 and 4 2 3s + 5s + 7 3s – 5 s + 7 9s + 17s + 49 G ( s ) ⋅ G ( – s ) = ---------------------------. if the magnitude is A . Example 11. G ( jω ) can be considered as G ( s ) evaluated at s = jω .4 It is given that 3s + 5s + 7 G ( s ) = --------------------------2 s + 4s + 6 2 Compute A ( ω ) . positive for all ω . 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. the square of the magnitude of a complex number can be expressed as that number and its complex conjugate. Thus.7) is justified.

12) The attenuation rate of this approximation is 6k dB ⁄ octave or 20k dB ⁄ decade . Then. and if ω 2 = 10ω 1 .9) where C is the DC gain. To understand this. Consider two frequencies u 1 and u 2 . a and b are constant coefficients. we say that these frequencies are separated by one octave.14) Taking the common log of both sides of (11. and k is a positive integer denoting the order of the filter. To compute the attenuation rate of (11. we get Signals and Systems with MATLAB Applications.13) If these frequencies are such that ω 2 = 2ω 1 . In this case (11. the DC gain of the amplitude square function is unity.9) reduces to b0 2 A ( ω ) = ----------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 (11.12). Let ω2 u 2 – u 1 = log 10 ω 2 – log 10 ω 1 = log 10 ----ω1 (11. Once the amplitude square function A ( ω ) is known. we take the square root of both sides. Second Edition Orchard Publications 11-9 . let us review the definitions of octave and decade.= ----k k k ω ω ω (11. that is.Low-Pass Analog Filters A ( ω ) = G ( s ) ⋅ G ( –s ) 2 s = jω 9s + 17s + 49 = ------------------------------------4 2 s – 4s + 36 2 4 2 s = jω 9ω – 17 ω + 49 = ------------------------------------4 2 ω + 4ω + 36 4 2 The general form of the amplitude square function A ( ω ) is + … + b0 ) C ( bk ω + bk – 1 ω 2 A ( ω ) = -------------------------------------------------------------------------------2k 2k – 2 ak ω + ak – 1 ω + … + a0 2k 2k – 2 (11.11) and at high frequencies reduces to b0 ⁄ ak 2 A ( ω ) ≈ ------------2k ω (11. we can find G ( s ) from (11.14) and multiplying by 20.10) In the simplest low-pass filter. they are separated by one decade.9) with the substitution ( jω ) = – ω = s or ω = – s . b0 ⁄ a Cons tan t B A ( ω ) = -----------------k = ----------------------. G ( s ) ⋅ G ( –s ) = A ( ω ) 2 ω = –s 2 2 2 2 2 2 2 2 (11.

and poles at s = ± 2 and s = ± 3 . Example 11. and intercept = B as shown in Figure 11.9. G ( s )G ( – s ) = A ( ω ) 2 ω = –s 2 2 16 ( s + 1 ) = -------------------------------------------2 2 ( –s + 4 ) ( –s + 9 ) 2 (11. 11-10 Signals and Systems with MATLAB Applications.16) This is an equation of a straight line with slope = – 20k dB ⁄ decade . 40 30 B 20 10 0 1 10 100 1000 A ( ω ) dB – 20 dB ⁄ decade = – 6 dB ⁄ octave log 10 ω Figure 11.9. is best illustrated with the following example. Second Edition Orchard Publications .17) find a suitable transfer function G ( s ) Solution: From (11.18) This function has zeros at s = ± j1 .Chapter 11 Analog and Digital Filters 20log 10 A ( ω ) = 20log 10 B – 20log 10 ω = – 20klog 10 ω + 20log 10 B k (11. The – 20 dB ⁄ decade = – 6 dB ⁄ octave line The procedure of finding the transfer function G ( s ) from the amplitude square function A ( ω ) .10).15) or A ( ω ) dB = – 20klog 10 ω + 20log 10 B (11.5 Given the amplitude square function 2 16 ( – ω + 1 ) A ( ω ) = ----------------------------------------2 2 (ω + 4 )( ω + 9) 2 2 (11.

From (11.Aw2k8).02:3..w_w0. The plot was created with the following MATLAB code.20) for k = 1.10 shows relation (11./(w_w0.Aw2k2./(w_w0. Let K( s + 1) G ( s ) = -------------------------------(s + 2)(s + 3) 2 (11.17). Figure 11. and ω C is the cutoff ( 3 dB ) frequency. we select the left-half s -plane poles.^8+1)). Aw2k8=sqrt(1. Signals and Systems with MATLAB Applications. and 8 . grid * Generally.. 4.^16+1)). Alternately.19) We must find K such that G ( 0 ) = A ( 0 ) .w_w0. G(0) = K ⁄ 6 and for G ( 0 ) = A ( 0 ) we must have. Second Edition Orchard Publications 11-11 . w_w0=0:0.^4+1)). A ( 0 ) = 16 ⁄ 36 = 4 ⁄ 9 2 or A(0) = 2 ⁄ 3 From (11.4 Design of Butterworth Analog Low-Pass Filters We will consider the Butterworth low-pass filter whose amplitude-squared function is 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 (11. Stability is discussed in Feedback and Control Systems textbooks./(w_w0..Aw2k4. a system is said to be stable if a finite input produces a finite output. (s + 1) G ( s ) = 4 -------------------------------( s + 2 )( s + 3 ) 2 11./(w_w0.Aw2k1. Aw2k4=sqrt(1. K⁄6 = 2⁄3 or K = 12 ⁄ 3 = 4 By substitution into (11. a system is stable if the impulse response h ( t ) vanishes after a sufficiently long time..^2+1)).19). We must also select the gain constant such that G ( 0 ) = A ( 0 ) ..20) where k is a positive integer.. Aw2k1=sqrt(1. Aw2k2=sqrt(1. plot(w_w0. 2.Design of Butterworth Analog Low-Pass Filters There is no restriction on the zeros but.19). for stability*.w_w0.

For stability. But regardless whether k is odd or even. Second Edition Orchard Publications .Chapter 11 Analog and Digital Filters Figure 11. they start at 2π ⁄ 2k . ± 2. the poles start at zero radians. the poles are distributed in symmetry with respect to the jω axis. … (11. Butterworth low-pass filter amplitude characteristics All Butterworth filters have the property that all poles of the transfer functions that describes them. ± 1. (11. Thus.6 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 . It states that jθ θ + 2kπ j ⎛ -----------------. if k = odd . lie on a circumference of a circle of radius ω C . and they are 2π ⁄ 2k radians apart. we choose the left half-plane poles to form G ( s ) .22) 11-12 Signals and Systems with MATLAB Applications.10.20) reduces to 2 1 A ( ω ) = --------------6 ω +1 (11.21) Example 11. and if k = even .⎞ ⎝ n ⎠ n re = n re k = 0. We can find the nth roots of a the complex number s by DeMoivre’s theorem.

24) Signals and Systems with MATLAB Applications.6 The transfer function G ( s ) is formed with the left half-plane poles s 3 .11.⎞ ⎝ 6 ⎠ k = 0. s = 6 1 ∠0° and by DeMoivre’s theorem.+ j -----2 2 s 4 = 1 ∠180° = – 1 3 -s 5 = 1 ∠240° = – 1 – j -----2 2 1 3 s 6 = 1 ∠300° = -.23) Then. Second Edition Orchard Publications 11-13 . 2. Then. 3. Location of the poles for the transfer function of Example 11. 6 j0 1e = 6 1e 0 + 2kπ j ⎛ -----------------.Design of Butterworth Analog Low-Pass Filters With the substitution ω = – s .22) becomes 1 G ( s ) ⋅ G ( – s ) = ----------------6 –s +1 2 2 (11. s 1 = 1 ∠0° = 1 3 -s 2 = 1 ∠60° = 1 + j -----2 2 3 1 s 3 = 1 ∠120° = – -. 5 Thus.11. (11. with n = 6 . these six poles lie on the circumference of the circle with radius ω c = 1 as shown in Figure 11.– j -----2 2 As expected. Im { s } s3 × ×2 × s s4 × × s5 × s1 Re { s } s6 Figure 11. and s 5 . 1. K G ( s ) = ---------------------------------------------------------------------------------3 3 1 – j ------⎞ ( s + 1 ) ⎛ s + 1 + j ------⎞ ⎛ s + --⎝ ⎝ 2⎠ 2⎠ 2 2 (11. s 4 . 4 .

1442136 5. Thus.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 .1 Values for the coefficients a i in (11. have been derived and tabulated by Weinberg in Network Analysis and Synthesis.2360680 1 2 2. TABLE 11.2360680 a5 a4 a3 a2 a1 a0 1 1 1 1 1 11-14 Signals and Systems with MATLAB Applications.2360680 1. Chebyshev.Chapter 11 Analog and Digital Filters We use MATLAB to express the denominator as a polynomial. (11.26) 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 .6131259 5.6131259 3. K = 1 and 1 G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 2 (11. Second Edition Orchard Publications . The general form of any analog low-pass (Butterworth. Table 11. McGraw-Hill.2360680 1 3. etc.25) The gain K is found from A ( 0 ) = 1 or A ( 0 ) = 1 and G ( 0 ) = K .24) simplifies to K G ( s ) = --------------------------------------3 2 s + 2s + 2s + 1 (11. Elliptic.4142136 2 1 3.27) The pole locations and the coefficients of the corresponding denominator polynomials.) filter is G(s) lp b0 = ---------------------------------------------------------------k 2 ak s + … + a2 s + a1 s + a0 (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.27) Coefficients of Denominator Polynomial for Butterworth Low-Pass Filters Order 1 2 3 4 5 1 2. syms s.

k) b = 0 a = 1. Second Edition Orchard Publications 11-15 . Solution: [z.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 Denominator of Equation (11. Table 11. The second performs the zero-pole to transfer function conversion. Example 11. The first returns the zeros.3896s + 1 ) ( s + 1.0000 2. and gain for an N – th order normalized prototype Butterworth analog low-pass filter.0000 We observe that the denominator coefficients are the same as in Table 11. [b.4142s + 1 ) ( s + 1.p.2465s + 1 ) ( s + 1.0000 2.7 Use MATLAB to find the numerator b and denominator a coefficients for the third-order Butterworth low-pass filter prototype with normalized cutoff frequency*.8478s + 1 ) ( s + 1 ) ( s + 0. normalized cutoff frequency will be understood to be ω C = 1 rad ⁄ s Signals and Systems with MATLAB Applications.0000 1.4449s + 1 ) ( s + 1.9318s + 1 ) ( s + 1 ) ( s + 0.p.1110s + 1 ) ( s + 1.6180s + 1 ) ( s + 1. The resulting filter has N poles around the unit circle in the left half plane. poles. TABLE 11.k]=buttap(3).Design of Butterworth Analog Low-Pass Filters We can also use the MATLAB buttap and zp2tf functions. and no zeros.2 shows factored forms of the denominator polynomials in terms of linear and quadratic factors with normalized frequency ω C = 1 rad ⁄ s .1.9622s + 1 ) 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 0 1 * Henceforth.7654s + 1 ) ( s + 1.4142s + 1 (s + 1 )(s + s + 1) ( s + 0.8022s + 1 ) ( s + 0.27) s+1 s + 1.6630s + 1 ) ( s + 1.6180s + 1 ) ( s + 05176s + 1 ) ( s + 1.a]=zp2tf(z.

^6+1)))..dBk8).w_w0.*log10(sqrt(1./(w_w0.^14+1))). We can convert to the actual transfer function using the relation ω norm × s G ( s ) actual = G ⎛ ---------------------..dBk7. we require a sharper cutoff.. Second Edition Orchard Publications . dBk1=20.w_w0.^2+1))).w_w0. we generate the plot for different values of k shown in Figure 11. i.12 using the following MATLAB code.Chapter 11 Analog and Digital Filters The equations shown in Table 11.. dBk5=20. we require that ω ≥ ω C .. grid 11-16 Signals and Systems with MATLAB Applications. the attenuation to be larger than – 20 dB ⁄ decade .e. dBk8=20.*log10(sqrt(1. in the stop band of the low-pass filter.^4+1))).... we replace s with s ⁄ ω actual Quite often.^8+1)))./(w_w0./(w_w0.w_w0./(w_w0.^10+1)))..30) that is.⎞ ⎝ ω actual ⎠ and since.*log10(sqrt(1. If ω C ≠ 1 ..dBk2./(w_w0. dBk6=20. s G ( s ) actual = G ⎛ ---------------.dBk1.2 can be derived from 1 G ( s ) = ---------------------------------------n–1 ( –1 ) n i=0 n (11.10. dBk2=20. usually ω norm = 1 rad ⁄ s . dBk3=20.w_w0.⎞ ⎝ ω actual ⎠ (11.w_w0. w_w0.2 apply only when the cutoff frequency is normalized to ω C = 1 rad ⁄ s .^16+1)))..29) We must remember that the factors in Table 11. They can be found from s i = ω C ⎛ – sin ( 2i + 1 )π + j cos ( 2i + 1 )π⎞ ----------------------⎠ ---------------------⎝ 2k 2k (11.dBk4.dBk5. Accordingly.28) ∏ ⎛ ---i – 1⎞ ⎝s ⎠ s where the factor ( – 1 ) is to ensure that G ( 0 ) = 1 ./(w_w0. As we have seen from the plots of Figure 11.*log10(sqrt(1.dBk3.02:10. dBk7=20.dBk6.*log10(sqrt(1. semilogx(w_w0../(w_w0./(w_w0. we must scale the transfer function appropriately..*log10(sqrt(1..*log10(sqrt(1.*log10(sqrt(1. dBk4=20.^12+1))).. that is. w_w0=1:0. the Butterworth low-pass filter cutoff becomes sharper for larger values of k . and s i denotes the poles on the left half of the s -plane..

12.2. we replace s with s ⁄ 5 . Second Edition Orchard Publications 11-17 . derive the transfer function of a Butterworth low-pass analog filter with pass band bandwidth of 5 rad ⁄ s . from Table 11.8 Using the attenuation curves of Figure 11. and attenuation in the stop band at least 30 dB ⁄ decade for frequencies larger than 15 rad ⁄ s .+ 1 ⎞ ⎛ ----.8478s ⎛ ----.12 and at ω ⁄ ω C = 15 ⁄ 5 = 3 . is 1 G ( s ) norm = ---------------------------------------------------------------------------------------2 2 ( s + 0.+ 1⎞ ⎝ 25 ⎠ ⎝ 25 ⎠ 5 5 Signals and Systems with MATLAB Applications. Attenuation for different values of k Example 11.12.8478s + 1 ) (11. Solution: We refer to Figure 11.7654s s 1.7654s + 1 ) ( s + 1.+ -----------------. Since we require that the attenuation be at least – 30 dB . we choose a fourth order Butterworth low-pass filter whose normalized transfer function. Then. we see that the vertical line at this value crosses the k = 3 curve at approximately – 28 dB .Design of Butterworth Analog Low-Pass Filters Figure 11. we use the attenuation corresponding to the k = 4 curve.31) and since ω C = 5 rad ⁄ s .+ -----------------. Accordingly. 1 G ( s ) actual = -----------------------------------------------------------------------------------------------2 2 s 0. and the k = 4 curve at approximately – 37 dB .

Some good references are: Electronic Filter Design Handbook. VCVS low-pass filter The transfer function of the second order VCVS low-pass filter of Figure 11.066s + 85. the Reference Data for Engineers Handbook provides the circuit of Figure 11. Second Edition Orchard Publications .33) with the conditions that * The terminology “all-pole” stems from the fact that the s−plane contains poles only and the zeros are at ± ∞ .8270s + 25 ) ( s + 9.32) As a last step. 11-18 Signals and Systems with MATLAB Applications. R4 R3 C1 R1 R2 C2 vout vin Figure 11.13.13 satisfies the transfer function of (11. the s−plane is all poles and no zeros. Fortunately.358s + 326. McGraw-Hill Reference Data for Engineers Handbook. that will satisfy a transfer function such as the one above.2390s + 25 ) 625 = ----------------------------------------------------------------------------------------------------------4 3 2 s + 13. that is. Howard Sams As an example.Chapter 11 Analog and Digital Filters or 625 G ( s ) actual = -------------------------------------------------------------------------------------------------2 2 ( s + 3. McGraw-Hill Electronic Engineers’ Handbook. the work for us has been done by others who have developed analog filter prototypes. Van Valkenburgh. the circuit of Figure 11. For a non-inverting positive gain K . Williams and Taylor.13 that is known as Second Order Voltage Controlled Voltage Source (VCVS) low-pass filter. Fink and Christiansen. we wish to know how to design a circuit (passive or active). both passive and active. where K is the gain. and the coefficients a and b are provided by tables.33) This is referred to as a second order all-pole* approximation to the ideal low-pass filter with cutoff frequency ω C .650s + 625 (11.13 is given as Kbω c G ( s ) = -------------------------------------2 2 s + aω c s + bω c 2 (11.

A practical method of obtaining a fourth order transfer function. For a practical design of a second-order VCVS circuit.33). Signals and Systems with MATLAB Applications.14.33) and (11. Second Edition Orchard Publications 11-19 .38) can be realized by a stage (circuit). Stage 1 Stage 2 vin vout Figure 11.e.⋅ ------------------------------------------2 2 2 2 s + a1 ωc s + b1 ωc s + a2 ωc s + b2 ωc 2 2 (11.34) (11.14.3.37) R4 = K ( R1 + R2 ) From (11. the two stages can be cascaded as shown in Figure 11.38) Each factor in (11.36) (11. A fourth-order all-pole low-pass filter transfer function is a ratio of a constant to a fourth degree polynomial.35) (11.37) to find the values of the resistors R 1 through R 4 .13. and we substitute these in (11. Cascaded stages Table 11. we select standard values for capacitors C 1 and C 2 of the circuit of Figure 11. where a and b apply to the transfer functions of (11.37). we observe that K = 1 + R 4 ⁄ R 3 . is to factor it into two second-order transfer functions of the form of (11.38). we substitute the appropriate values for the coefficients a and b from Table 11. K1 b1 ωc K2 b2 ωc G ( s ) = ------------------------------------------.36) and (11.34) through (11. Then.. we choose desired values for the gain K and cutoff frequency ω C .Design of Butterworth Analog Low-Pass Filters 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 (11.3 lists the Butterworth low-pass coefficients for second and fourth-order designs. i.

Second Edition Orchard Publications .R1).37).37). b=1. We now substitute these values into the equations of (11. a=sqrt(2). with capacitance values C 1 = C2 = 0.R3).34) through (11.41421 Example 11.3 KΩ .0f \t'.76537 1. a = 1. It will be interesting to find out what the frequency response of this filter looks like. Solution: We will use the second order VCVS prototype op amp circuit of Figure 11. R4=K*(R1+R2).. to find the values of the resistors. R 2 = 2 × R 1 = 22. R3=K*(R1+R2)/(K-1).R2).0000 0. From Table 11. R2=1/(b*C1*C2*R1*wc^2).0f \t'. wc=2*pi*10^3.9 Design a second-order VCVS Butterworth low-pass filter with gain K = 2 and cutoff frequency f C = 1 kHz ..37) R1=2/((a*C2+sqrt((a^2+4*b*(K−1))*C2^2-4*b*C1*C2))*wc). and we solve the first 11-20 Signals and Systems with MATLAB Applications.34) through (11..41421 = 2 and b = 1 . with capacitors C 1 = C 2 = 0.0f \t'.Chapter 11 Analog and Digital Filters TABLE 11.1 KΩ . we must select standard resistor values as close as possible to the calculated values.3 Coefficients for Butterworth low-pass filter designs Coefficients for Second and Fourth Order Butterworth Low-Pass Filter Designs Order a 2 b a1 b1 4 a2 b2 1.0000 1.34) through (11.R4) R1 = 11254 R2 = 22508 R3 = 67524 R4 = 67524 These are the calculated values but they are not standard resistor values. We use MATLAB to do the calculations as follows: C1=10^(-8).6 KΩ . % and from (11. fprintf('R1 = %6.3.01 µF a n d s t a n d a r d 1% t o l e r a n c e r e s i s t o r s w i t h va l u e s R 1 = 11. fprintf(' \n'). and R 3 = R 4 = 68.01 µF = 10 –8 F . We substitute these values into (11.. C2=C1. K=2.0000 1. fprintf('R2 = %6... fprintf('R4 = %6.0f \t'.84776 1.13. fprintf('R3 = %6.

title ('2nd Order Butterworth Low-Pass Filter Response') The frequency response of this low-pass filter is shown in Figure 11. ylabel('|Vout/Vin|').*wc. [mag. R3=68100. magGw=abs(Gw).a.15.p.w). Then. f=1:10:5000.k). C1=10^(−8).33).phase]=bode(b. xlabel('Frequency Hz'). R4=R3.*b. R1=11300. % Specify a two-pole filter [b.^2).*wc./(s.*s+b.^2+a. fc=sqrt(1/(b*R1*R2*C1*C2))/(2*pi).15.p.^2). w=2*pi*f. Plot for the VCVS low-pass filter of Example 11. s=w*j. % Display in polynomial rational form w=0:0. We do this with the following MATLAB code which produces the plot of Figure 11. b=1. we use ω C with the transfer function of (11.a]=zp2tf(z. semilogx(f. b % Display b coefficients b = 0 0 1 Signals and Systems with MATLAB Applications. 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 . K=1+R3/R4. C2=C1.15. Figure 11.k]= buttap(2). a=sqrt(2).Design of Butterworth Analog Low-Pass Filters equation of this set for the cutoff frequency ω C . Second Edition Orchard Publications 11-21 .01:4. The following code will produce the Bode magnitude and phase plots for a two-pole Butterworth low-pass filter. [z.*wc. hold on. Gw=(K.9 We see that the cutoff frequency occurs at about 1 KHz . grid. wc=2*pi*fc.magGw). R2=22600. We can also use the bode function to display both the (asymptotic) magnitude and phase plots.

title('Butterworth 2nd Order Low-Pass Filter') The Bode plots are shown in Figure 11.9 11. the Handbook of Mathematical Functions.den). we get C 0 ( x ) = cos ( 0cos x ) = 1 –1 (11. bode(num. The coefficients of these polynomials are tabulated in math tables.16. Bode plots for example 11. These polynomials are derived from the equations C k ( x ) = cos ( kcos x ) –1 ( x ≤ 1) (11. den=[1 sqrt(2) 1].Chapter 11 Analog and Digital Filters a % Display a coefficients a = 1. Second Edition Orchard Publications .0000 num=[0 0 1]. See.5 Design of Type I Chebyshev Analog Low-Pass Filters The Type I Chebyshev filters are based on approximations derived from the Chebyshev polynomials C k ( x ) which constitute a set of orthogonal functions.41) 11-22 Signals and Systems with MATLAB Applications.4142 1.0000 1.40) From (11. Figure 11. for example.39) and C k ( x ) = cos h ( kcosh x ) –1 x >1 (11.39) with k = 0 .16. Dover Publications.

and 5 .Design of Type I Chebyshev Analog Low-Pass Filters With k = 1 . syms x. * We recall that if x = cos y .42) With k = 2 C 2 ( x ) = cos ( 2cos x ) = 2x – 1 –1 2 (11. For example. C 1 ( x ) = cos ( 1cos x ) = x * –1 (11. Then.44) and so on.17. we get C 3 ( x ) = 4x – 3x C 4 ( x ) = 8x – 8x + 1 C 5 ( x ) = 16x – 20x + 5x 5 3 4 2 3 (11. and for k = odd . The Type I Chebyshev low-pass filter amplitude-square function is defined as 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) 2 (11. and cos y = x .43) and this is shown by letting cos x = α . expand(cos(2*acos(x))) ans = 2*x^2-1 Using this iterated procedure we can show that with k = 3. We observe that for k = even . 4. The curves representing these polynomials are shown in Figure 11. –1 Signals and Systems with MATLAB Applications. C 2 ( x ) = cos ( 2α ) = 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. Second Edition Orchard Publications 11-23 . C k ( x ) = odd . then y = cos x .45) The quantity ε is a parameter chosen to provide the desired passband ripple and α is a constant chosen to determine the desired DC gain. C k ( x ) = even .

Second Edition Orchard Publications .18.17. Pass-Band in Type I Chebyshev Filters α α/(1+ε2)1/2 Amplitude k=odd (k=3) k=even (k=4) 1 ω/ωc 2 0 Figure 11. ε is a parameter used in determining the ripple in the pass-band.0 0. The magnitude at ω = 0 is α when k = odd and α ⁄ 1 + ε when k = even . k=0 through k=5 6 5 4 k=4 k=5 k=3 k=2 Ck(x) 3 2 1 0 -1 0.Chapter 11 Analog and Digital Filters Type I Chebyshev Polynomials.0 1.5 1. Type I Chebyshev polynomials The parameter α in (11.18 shows Type I Chebyshev amplitude frequency responses for k = 3 and k = 4 . and ω C is the cutoff frequency.45) is a constant representing the DC gain. Chebyshev Type I Chebyshev low-pass filter for even and odd values of k .18.5 2. Figure 11. This is shown in Figure 11. the subscript k denotes both the degree of the Type I Chebyshev polynomial and the order of the transfer function.0 k=1 k=0 x Figure 11. The cutoff frequency is the largest value of ω C for which 2 11-24 Signals and Systems with MATLAB Applications. This filter produces a sharp cutoff rate in the transition band.

707 i.46) Stated in other words. the pass-band is the range over which the ripple oscillates with constant bounds.45).49) To find A min .4 gives the ratio of the conventional cutoff frequency f 3 dB to the ripple width frequency f C of a Type I Chebyshev low-pass filter.0 k=2 1.48) and A max occurs when ε C k ( ω ⁄ ω C ) = 0 .213 1.46).053 The pass-band ripple r in dB .47) where A max and A min are the maximum and minimum values respectively of the amplitude A in the pass-band interval. we observe that only when ε = 1 the magnitude at the cutoff frequency is 0. this is the range from DC to ω C .= 20log 10 ----------2 A min A min 2 (11. But when 0 < ε < 1 . A max = α 2 2 2 2 (11. Table 11. the same as in other types of filters.5 1. the cutoff frequency is greater than the conventional 3 dB cutoff frequency ω C .1 0.4 Ratio of conventional cutoff frequency to ripple width frequency Ratio of Conventional f3 dB Cutoff Frequency to Ripple Width for Low-Pass Chebyshev Filters Ripple Width dB 0. From (11. Second Edition Orchard Publications 11-25 .218 f3 dB ⁄ fc k=4 1.e.390 1.093 1. is defined as A max A max r dB = 10log 10 ----------. From (11.943 1. Then. 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11. TABLE 11. we must first confirm that Ck ( ω ⁄ ωC ) ≤ 1 2 2 Signals and Systems with MATLAB Applications..Design of Type I Chebyshev Analog Low-Pass Filters 1 A ( ω C ) = ----------------2 1+ε (11.

(11.45) reduces to A (0) = α 2 (11.51) or r dB 2 log 10 ( 1 + ε ) = -----10 or 1 + ε = 10 2 r dB ⁄ 10 or ε = 10 2 r dB ⁄ 10 –1 (11.Chapter 11 Analog and Digital Filters This can be shown to be true by (11.= 1 2 2 2 1 + ε Ck ( 0 ) 1 + ε 11-26 Signals and Systems with MATLAB Applications. the relation 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) reduces to 2 α α A ( 0 ) = ---------------------------.= 10log 10 -------------------------2 2 α ⁄ (1 + ε ) A min 2 = 10log 10 ( 1 + ε ) 2 (11.47) yields r dB A max α = 10log 10 ----------. This is because at ω = 0 .53) 2 and for a unity gain.50) Substitution of (11.39). Second Edition Orchard Publications .49) and (11. for unity gain when k = even . However. we must have C k ( 0 ) = 1 in accordance with(11. C k ( x ) = cos ( kcos x ) –1 x ≤1 or C k ( x ) ≤ 1 for – 1 ≤ x ≤ 1 Therefore.50) into (11. that is.41). we must have α = 1 + ε . C k ( ω ⁄ ω C ) max = 1 2 and 2 α A min = ------------2 1+ε (11.= ------------. there is a maximum at ω = 0 . α = 1 when k = odd .52) We have seen that when k = odd . At this frequency. Then.

for unity DC gain. Then. Second Edition Orchard Publications 11-27 . Type I Chebyshev function that has pass-band ripple r dB = 1 dB . and normalized cutoff frequency at ω C = 1 rad ⁄ s . unity DC gain. (11. Signals and Systems with MATLAB Applications. ε = 10 2 r dB ⁄ 10 – 1 = 10 1 ⁄ 10 – 1 = 1. 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.259 Then.54) becomes 2 1+ε A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) 2 For k = 2 C 2 ( x ) = 2x – 1 2 and C k ( ω ⁄ ω C ) = C k ( ω ) = ( 2ω – 1 ) = 4ω – 4ω + 1 2 2 2 2 4 Also. the amplitude response at maxima. 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 A ( ω max ) = ------------. we must have α = 1 + ε .52).= 1 + ε 1 2 or A ( ω max ) = 1+ε 2 Example 11.10 Derive the transfer function G ( s ) for the k = 2 .Design of Type I Chebyshev Analog Low-Pass Filters or α = 1+ε 2 For this choice of α . Solution: From (11.54) 2 and since k = even . from (11.45).259 – 1 = 0.

259 A ( ω ) = -----------------------------------------------------------.= ------------------------------------------------------------------------------------------------------------( s + 0. d=[1. disp('p3 = '). disp(p(2)). disp('p1 = '). simple(expand(den)) ans = s^2+686/625*s+22047709/20000000 686/625 ans = 1.5488 – j 0.036ω + 1. fprintf(' \n'). disp(p(1)).5488-0.5488 + j0.0.5488 + 0. syms s.0976 22047709/20000000 ans = 1.036 0 1.Chapter 11 Analog and Digital Filters 2 1. disp(p(4)) p1 = -0.036s + 1.8951*j)*(s+0. disp('p2 = ').036s + 1.8951i p2 = -0.5488 .036 0 1.8951 ) ( s + 0. Second Edition Orchard Publications . disp('p4 = '). disp(p(3)).. den=(s+0.8951 .8951i p4 = 0.8951 ) ( s – p1 ) ( s – p2 ) We will use MATLAB to multiply the factors of the denominator.259 G ( s )G ( – s ) = -------------------------------------------------------------4 2 1.8951*j). K K G ( s ) = -----------------------------------.036ω – 1.1024 11-28 Signals and Systems with MATLAB Applications.5488 + 0.= ----------------------------------------------------------------4 4 2 1.259 ( 4ω – 4ω + 1 ) and with ω = – s ..259 1 + 0..0.5488 + j0.5488 . Then.5488+0. p=roots(d). 1.8951i p3 = 0.259].8951i We now form the transfer function from the left half-plane poles p 1 = – 0.259 1 + 0.8951 and p 2 = – 0.5488 – j0.259 2 2 We find the poles from the roots of the denominator using MATLAB.

Instead. but we need to construct one for each value of dB in the ripple region. K G ( 0 ) = --------------1.10 is 1. K G ( s ) = ---------------------------------------------------2 s + 1. A ( 0 ) = 1 Then. we will develop the following procedure. the value of ε can be determined from ε = 10 2 r dB ⁄ 10 –1 once the band-pass ripple has been specified.1024 Also. If we want the magnitude of this to be less than some value β for ω ≥ ω C .1024 G ( s ) = ---------------------------------------------------2 s + 1.0976s + 1. As we have already seen from (11.56) that is. we need to find G ( s ) from A ( ω ) = G ( s )G ( – s ) 2 s = jω Signals and Systems with MATLAB Applications. Next. A ( 0 ) = 1 . We begin with the Chebyshev approximation 2 α A ( ω ) = -------------------------------------------2 2 1 + ε Ck ( ω ⁄ ωC ) (11.52). we should choose the value of k in C k ( ω ⁄ ω C ) so that 1 -------------------------------------------. K G ( 0 ) = A ( 0 ) = --------------. we let α = 1 . Second Edition Orchard Publications 11-29 .Design of Type I Chebyshev Analog Low-Pass Filters Thus.55) and.1024 2 or K = 1. for convenience. we need to find a suitable value of the integer k so that (11.= 1 1.1024 We can plot the attenuation band for Type I Chebyshev filters.56) will be satisfied.1024 and at s = 0 .0976s + 1. the transfer function for Example 11. as we did with the Butterworth filters in Figure 11.12.≤ β 2 2 2 1 + ε Ck ( ω ⁄ ωC ) 2 (11.1024 Therefore.

62) ∏ i=0 Example 11. 1. Solution: From (11. we get 2 1 G ( s ) = -------------------------------------------2 2 1 + ε C k ( s ⁄ jω C ) (11.– 1⎞ ⎝s ⎠ i k (11. 2k – 1 The constants b and c in (11.61) The transfer function is then computed from ( –1 ) G ( s ) = --------------------------k–1 s ⎛ -.52).≤ – 30 2 1 + C k ( 15 ⁄ 5 ) 11-30 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .58) can be evaluated from m–m b = -----------------2 –1 (11. ε = 10 2 r dB ⁄ 10 – 1 = 10 3 ⁄ 10 – 1 = 1.55) where α = 1 .Chapter 11 Analog and Digital Filters and if we replace ω by s ⁄ j in (11.9953 – 1 ≈ 1 and the integer k must be chosen such that 1 10log 10 -----------------------------------.11 Design a Type I Chebyshev 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 .60) where m = ( 1+ε –2 +ε ) –1 1 ⁄ k (11. 2.57) It can be shown that the poles of the left half of the s -plane are given by s i = ω C – b sin ( 2i + 1 )π + jc cos ( 2i + 1 )π ------------------------------------------2k 2k (11.58) for i = 0. ….59) and ------------------c = m+m 2 –1 (11.

1.41) through (11. b .3415 – 0.59) and (11.Design of Type I Chebyshev Analog Low-Pass 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. 2.7454 c = -------------------------------------.61). we choose k = 3 .298 2 1. that is s i = ω C – b sin ( 2i + 1 )π + jc cos ( 2i + 1 )π ------------------------------------------2k 2k Thus. … . we compute the Chebyshev polynomials for k = 0. From (11. From (11. 1.= 0. 1. to find the poles of left half of the s -plane we first need to compute m .+ --------⎟ = ( 2 + 1) 2 2 ⎝ ε ε⎠ 2 2 3 +ε ) –1 1 ⁄ k or m = 1. the poles for this example are Signals and Systems with MATLAB Applications. m = ( 1+ε –2 1⁄3 ⎛ 1⁄3 1 1 ⎞ = ⎜ 1 + ---.60). Next. 3. we get 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 .= 1.7454 Then. Second Edition Orchard Publications 11-31 . from (11.44).043 2 and the poles for i = 0.58). and 2 are found from (11.7454 b = -------------------------------------.3415 and m –1 = 0.3415 + 0. and c .

516)*(s+0. w=0:0.516 ) 3 We will use MATLAB to do these computations. hold on.= ------------------------------------------------------------------------------------------------------------------------( s ⁄ s0 – 1 ) ( s ⁄ s1 – 1 ) ( s ⁄ s2 – 1 ) ( s + 1. simple(expand(den)) ans = s^3+149/50*s^2+23169381/1000000*s+3121442869/100000000 Then.^2+23.745 – j4. and gain of an N – th order normalized prototype Type I Chebyshev analog lowpass filter with ripple Rp decibels in the pass band.043 cos π⎞ = – 0. Second Edition Orchard Publications . plot(w. by substitution into (11. dB=20.980s + 23.745 + j4.49)*(−0.*log10(magGs). Gs=31.298 sin 5π + j1.63) satisfies the filter specifications. returns the zeros.745−j*4.⎠ ----⎝ 6 6 Therefore.745 – j4.214).49)*(s+0.62) we get ( –1 ) – ( – 1./(s.k] = cheb1ap(N.dB).49 --.516 ) G ( s ) = ------------------------------------------------------------------------. we use the MATLAB code below to plot G ( jω ) . ylabel('|G(w)| in dB').214 G ( s ) = ----------------------------------------------------------------------------3 2 s + 2.043 cos 5π⎞ = – 0.516 ) ( s + 0.*s.Chapter 11 Analog and Digital Filters s 0 = 5 ⎛ – 0.*s+31. −(−1.169.745+j*4. grid.745−j*4.516 ----. 31.. xlabel('Radian Frequency w rad/s').63) To verify that the derived transfer function G ( s ) of (11. hold on.214..19.49 ) ( s + 0.745 + j4. We can use the MATLAB cheb1ap function to design a Type I Chebyshev analog low-pass filter.298 sin π + j1. 11-32 Signals and Systems with MATLAB Applications.^3+2.516)*(−0.298 sin π + j1.745+j*4.. semilogx(w.2144 syms s.magGs).214 (11.⎠ -⎝ 6 6 s 1 = 5 ⎛ – 0. the [z.49 ) ( – 0. s=j*w. den=(s+1. Thus.745 + j4.01:100. poles.043 cos π⎞ = – 1. grid. magGs=abs(Gs).⎠ ⎝ 2 2 s 2 = 5 ⎛ – 0.98.516).169s + 31.516) ans = 31.Rp) statement where N denotes the order of the filter.p.516 -. title('Magnitude of G(w) versus Radian Frequency') The plot is shown in Figure 11.745 – j4.516 ) ( – 0.

Second Edition Orchard Publications 11-33 . [b.0000 0.19.7079 Now.3). with the known values of a and b we use the bode function to produce the Bode plots as follows.11 Example 11.w).p. hold on b % Display the b coefficients b = 0 a 0 0.p. Signals and Systems with MATLAB Applications. % Define range to plot [z.12 Use the MATLAB cheb1ap function to design a second order Type I Chebyshev low-pass filter with 3 dB ripple in the pass band.k]=cheb1ap(2.Design of Type I Chebyshev Analog Low-Pass Filters Figure 11. Plot for Example 11. % Convert zeros and poles of G(s) to polynomial form [mag.k).6449 0.phase]=bode(b.a]=zp2tf(z.a. Solution: We use the code w=0:0.05:400.5012 % Display the a coefficients a = 1.

20..20.20. ylabel('Magnitude of G(s)').21.64).a). and the Cauer or Elliptic.64) and has the ripple in the stop-band as opposed to Type I which has the ripple in the pass-band.. the frequency ω C defines the beginning of the stop band.a]=zp2tf(z..p. The Inverted Chebyshev. [b.abs(Gs)).w). semilogx(w. Gs=freqs(b. we use the following code: w=0:0.3). In (11.p. the Inverted Chebyshev. the ripple is not so obvious. grid The generated plot is shown in Figure 11. title('Bode Plot for Type 1 Chebyshev Low-Pass Filter') This is shown in Figure 11. is characterized by the following amplitude-square approximation. 11-34 Signals and Systems with MATLAB Applications. The reason is that this is a Bode plot with straight line approximations.. Bode plots for the filter of Example 11. [z. Second Edition Orchard Publications . title('Type 1 Chebyshev Low-Pass Filter'). also known as Type II Chebyshev.12 On the Bode plots shown in Figure 11. xlabel('Frequency in rad/s').01:10. Figure 11. 11.k)..k]=cheb1ap(2.Chapter 11 Analog and Digital Filters bode(b. ε C k ( ω C ⁄ ω) 2 A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω C ⁄ ω) 2 2 (11.6 Other Low-Pass Filter Approximations We will briefly discuss two other filter types. To see the ripple..a.

Second Edition Orchard Publications 11-35 .p. and gain of an N – th order normalized prototype Type II Chebyshev analog lowpass filter with ripple Rs decibels in the stop band. Example 11. Amplitude characteristics for the filter of Example 11. design a third order Type II Chebyshev analog filter with 3 dB ripple in the stop band.21. A(ω) k=4 1 dB ripple in stop band ω Figure 11.k] = cheb2ap(N.Other Low-Pass Filter Approximations Figure 11. the statement [z.12 The characteristics of a typical Type II Chebyshev low-pass filter are shown in Figure 11. Thus.13 Using the MATLAB cheb2ap function.22.22. Type II Chebyshev low-pass filter We can design Type II Chebyshev low-pass filters with the MATLAB cheb2ap function. poles. Signals and Systems with MATLAB Applications.Rs) where N denotes the order of the filter. returns the zeros.

[b.. ylabel('Magnitude of G(s)'). Second Edition Orchard Publications .’s’) where N is the order of the filter. semilogx(w. [b.a.13 The elliptic (Cauer) filters are characterized by the low-pass amplitude-squared function 2 1 A ( ω ) = ----------------------------------2 1 + Rk ( ω ⁄ ωC ) (11.6.k).a]=zp2tf(z. k=3. We can design elliptic low-pass filters with the MATLAB ellip function..w).w).p.a]=zp2tf(z.05: 500. and ’s’ is used to specify analog elliptic filters. If ’s’ is not included in the above statement. Figure 11.23.p.65) where R k ( x ) represents a rational elliptic function used with elliptic integrals. ripple Rs decibels in the stop band.p.. 3 dB ripple in stop band'). [z. plot(w.24.01:1000. grid 11-36 Signals and Systems with MATLAB Applications.Rp.24 was obtained with the following MATLAB code: w=0: 0.abs(Gs)).k).abs(Gs)). MATLAB designs a digital filter..Chapter 11 Analog and Digital Filters Solution: We use the code w=0:0.a] = ellip(N.Wn.23. The plot of Figure 11.. title('5-pole Elliptic Low Pass Filter'). xlabel('Frequency in rad/sec'). [z. Elliptic filters have ripple in both the pass-band and the stop-band as shown in Figure 11. title('Type 2 Chebyshev Low-Pass Filter. grid The plot for this filter is shown in Figure 11. designs an N – th order low-pass filter with ripple Rp decibels in the pass band. 20.Rs.3).a..k]=cheb2ap(3. The statement [b. 's'). Gs=freqs(b. Wn is the cutoff frequency. Plot for the filter of Example 11.p. Gs=freqs(b. 0.k]=ellip(5. 200.

14 Use MATLAB to design a four-pole elliptic analog low-pass filter with 0.25.5.abs(Gs)). and we get format long a Signals and Systems with MATLAB Applications.p. 20. title('4-pole Elliptic Low Pass Filter'). [z.Other Low-Pass Filter Approximations Figure 11..05: 500. Gs=freqs(b. we use the format long MATLAB command. Because these are large numbers. we need to know the coefficients a i and b i of the denominator and numerator respectively. Solution: The solution is obtained with the following MATLAB code. w=0: 0.p. grid The plot for this example is shown in Figure 11.a. plot(w. 0. of G ( s ) in descending order.. To form the transfer function G ( s ) . 200.24. 's').a]=zp2tf(z.5 dB maximum ripple in the pass-band and 20 dB minimum attenuation in the stop-band with cutoff frequency at 200 rad ⁄ s .w).k). [b. Second Edition Orchard Publications 11-37 ..k]=ellip(4. Characteristics of an elliptic low-pass filter Example 11.

072 × 10 9 (11.Chapter 11 Analog and Digital Filters Figure 11.0487 × 10 G ( s ) = ---------------------------------------------------------------------------------------------------------------------------------------4 3 2 6 9 s + 339.0e+009 * Columns 1 through 4 0.00000000010003 Column 5 2.07245309396647 b 0.14 a = 1.00000033979343 0.00010586590805 b = 1.04872991957189 0 0.01618902078998 Column 5 2.0e+009 * Columns 1 through 4 0.189 × 10 + 2. Second Edition Orchard Publications .00000000100000 0. Plot for filter of Example 11. the transfer function for this filter is 2.25.00003630258930 0 Thus.66) 11-38 Signals and Systems with MATLAB Applications.793s + 105866s + 16.

and from ω = ω 2 to ω = ∞ Replace s in G ( s ) with No Change sω C -------ω LP 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 Example 11. The procedure is best illustrated with the following examples. 3 dB pass-band. and Band-Elimination Filters 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 . 3 dB pass-band from ω = 0 to ω = ω LP . These transformations are listed in Table 11. 3 dB pass-band from ω = ω 2 to ω = ∞ Band-Pass Filter.0000 1.a]=zp2tf(z.0000 2. 3 dB pass-band from ω = ω LP to ω = ω 2 Band-Elimination Filter.0000 0 0 1 Signals and Systems with MATLAB Applications.5 Filter transformations Analog Filter Frequency Transformations Filter Type. Second Edition Orchard Publications 11-39 . Normalized Frequency ω C Low-Pass Filter. k]=buttap(3). Solution: We first find the transfer function for a third-order Butterworth low-pass filter with normalized frequency ω C = 1 rad ⁄ s .k) b = 0 a = 1.5 where ω C is the cutoff frequency of a low-pass filter.0000 2.7 High-Pass.15 Compute the transfer function for a third-order band-pass Butterworth filter with 3 dB pass-band from 3 KHz to 5 KHz . Frequency Low-Pass Filter. Using the MATLAB function buttap we write and execute the following code: [z. from a third-order low-pass Butterworth filter with cutoff frequency f C = 1 KHz . 3 dB pass-band. TABLE 11. [b.High-Pass. Band-Pass. Band-Pass. Non-Normalized Frequency ω LP High-Pass Filter. and Band-Elimination Filters 11.p. p.

68) with s + ω LP ⋅ ω 2 ω C ⋅ ------------------------------s ( ω 2 – ω LP ) 2 (11. 11-40 Signals and Systems with MATLAB Applications.= -------------------------------------3 3 3 4 s ( 3 × 2π × 10 – 2π × 10 ) s ( 4π × 10 ) 1.⎟ + -------------------------------------.⎟ + ⎜ -------------------------------------. lp2hp.= ------------------------------------------.844 × 10 1 ⋅ -------------------------------------------------------------------.844 × 10 11 s + 1.+ 2.68) Now. Example 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 (11.26 × 10 s + 7. using the transformations of Table 11. to another low-pass filter with any other specified frequency.5. we replace s with sω C s --------.48 × 10 11 (11. or to a band elimination filter respectively.48 × 10 4 4 4 ⎝ 1.844 × 10 ⎜ -------------------------------------.69) or 2 2 6 2 8 s + 2π × 10 × 3 × 2π × 10 s + 12 × π × 10 s + 1.⎞ = G' ( s ) = ------------------------------------------------------------------------------------------------------------------------------------------------3⎠ ⎝ 3 3 3 2 3 2π × 10 ( s ⁄ ( 2π × 10 ) ) + 2 ( s ⁄ ( 2π × 10 ) ) + 2 ( s ⁄ ( 2π × 10 ) ) + 1 2. Accordingly. Fortunately. 2. we can use the MATLAB lp2lp.257 × 10 s 11 We see that the computations.Chapter 11 Analog and Digital Filters Thus.48 × 10 G'' ( s ) = --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------2 8 ⎞3 ⎛ 2 8 ⎞2 2 8 ⎛ s + 1.257 × 10 s ⎠ 1. in accordance with Table 11.257 × 10 s ⎠ ⎝ 1. and lp2bs functions to transform a low pass filter with normalized cutoff frequency.67) Next. or to a high-pass filter. lp2bp.= -------------------3 ω LP 2π × 10 and we get s 1 G ⎛ -------------------.257 × 10 s 2 3 3 Then.48 × 10 = -----------------------------------------------------------------------------------------------------------3 4 2 7 11 s + 1.16 Use the MATLAB buttap and lp2lp functions to find the transfer function of a third-order Butterworth low-pass filter with cutoff frequency f C = 2 KHz .89 × 10 s + 2. we replace s in the last expression of (11.5 become quite tedious. the actual cutoff frequency is given as f C = 1 KHz or ω C = 2π × 10 rad ⁄ s .844 × 10 s + 1. Second Edition Orchard Publications . or to a band-pass filter.

Then.w). we will use the command lp2lp to transform G ( s ) to G' ( s ) with cutoff frequency at f C = 2 KHz .an]=lp2lp(b.. % Convert desired cutoff frequency to rads/sec [bn. % Compute num. title('3-pole Butterworth low-pass filter with fc=2 kHz or wc = 12.k). xlabel('Radian Frequency w (rad/sec)').an..71) The coefficients of the numerator and denominator of the transfer function are as follows: b Signals and Systems with MATLAB Applications.26. Figure 11. hold on. ylabel('Magnitude of Transfer Function'). % Compute num.abs(Gsn)). Magnitude for the transfer function of (11. den of filter with fc = 2 kHz Gsn=freqs(bn. % Define frequency range to plot w=2*pi*f.wc). % Compute transfer function of filter with fc = 2 kHz semilogx(w. [b.. % Convert to rads/sec fc=2000.57 kr/s') The plot for the magnitude of this transfer function is shown in Figure 11. Second Edition Orchard Publications 11-41 . 3 format short e % Design 3 pole Butterworth low-pass filter (wcn=1 rad/s) [z.k]=buttap(3). or ω C = 2π × 2 × 10 rad ⁄ s .High-Pass.a.p. % Define actual cutoff frequency at 2 KHz wc=2*pi*fc.26. grid.a]=zp2tf(z. and Band-Elimination Filters Solution: We will use the buttap command to find the transfer function G ( s ) of the filter with normalized cutoff frequency at ω C = 1 rad ⁄ s .. Band-Pass. den coefficients of this filter (wcn=1rad/s) f=1000:1500/50:10000.p...

hold on 3 11-42 Signals and Systems with MATLAB Applications.an.70) 4 and with actual cutoff frequency ω Cn = 2 π × 2000 rad ⁄ s = 1. den coef.5133 × 10 s + 3. Second Edition Orchard Publications . % Compute num.5133e+004 3.9844 × 10 G' ( s ) = -----------------------------------------------------------------------------------------------------------------------------3 4 2 8 12 s + 2.1583 × 10 s + 1. we will use the command lp2hp to transform G ( s ) to another G' ( s ) with cutoff frequency at f C = 5 KHz or ω C = 2π × 5 × 10 rad ⁄ s % Design 3 pole Type 1 Chebyshev low-pass filter.k).an]=lp2hp(b.9844e+012 an = 1.abs(Gsn)). % Compute num.Chapter 11 Analog and Digital Filters b = 0 a 0 0 1 a = 1. grid. % Define frequency range to plot fc=5000. wcn=1 rad/s [z.71) Example 11. % Convert desired cutoff frequency to rads/sec [bn. with wcn=1 rad/s f=1000:100:100000.9844 × 10 12 (11.2*pi*f).p.0000e+000 bn 2.17 Use the MATLAB commands cheb1ap and lp2hp to find the transfer function of a 3-pole Type I Chebyshev high-pass analog filter with cutoff frequency f C = 5 KHz . % Define actual cutoff frequency at 5 KHz wc=2*pi*fc. % Compute and plot transfer function of filter with fc = 5 KHz semilogx(f.p.a]=zp2tf(z.0000e+000 bn = an 1.0000e+000 2.3).k]=cheb1ap(3.9844e+012 Thus. Then.0000e+000 2.a. den of high-pass filter with fc = 5 KHz Gsn=freqs(bn. 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.wc).1583e+008 1.2566 × 10 is 1. Solution: We will use the cheb1ap command to find the transfer function G ( s ) of the low-pass filter with normalized cutoff frequency at ω C = 1 rad ⁄ s . [b.

27. Figure 11.73) for Example 11. Second Edition Orchard Publications 11-43 .8973e-003 an = 1.1638e+005 2. the transfer function with normalized cutoff frequency ω Cn = 1 rad ⁄ s is Signals and Systems with MATLAB Applications.27.0000e+000 1.5059e-001 a = 1.0000e+000 an 2.4346e-002 -6.17 The coefficients of the numerator and denominator of the transfer function are as follows: b b = 0 a 0 0 2.9724e-001 9.3522e+009 1.High-Pass.0000e+000 bn 5.2496e-011 -1.5059e-001 bn = 1. and Band-Elimination Filters xlabel('Frequency (Hz)'). Band-Pass. ylabel('Magnitude of Transfer Function') title('3-pole Type 1 Chebyshev high-pass filter with fc=5 KHz ') The magnitude of this transfer function is plotted as shown in Figure 11. Magnitude of the transfer function of (11.2835e-001 2.2373e+014 Therefore.

and bandwidth 3 BW = 2 KHz or BW = 2π × 2 × 10 rad ⁄ s format short e [z.abs(Gsn)). However.73) Example 11.% Compute num.15 as given by (11.1416 × 10 . den of band-pass filter % Compute and plot the magnitude of the transfer function of the band-pass filter Gsn=freqs(bn. to maintain a similar MATLAB code as in the previous examples. BW = 2KHz') 3 The plot for this band-pass filter is shown in Figure 11. and bandwidth BW = 2 KHz . hold on xlabel('Frequency f (Hz)').k). We found this transfer function in Example 11. Solution: We will use the buttap function to find the transfer function G ( s ) of the low-pass filter with normalized cutoff frequency at ω C = 1 rad ⁄ s .1638 × 10 s + 2.a]=zp2tf(z. semilogx(f. % Convert desired bandwidth to rads/sec [bn. title('3-pole Butterworth band-pass filter with f0 = 4 KHz.2*pi*f).2506 G ( s ) = -------------------------------------------------------------------------------3 2 s + 0.9284s + 0. grid. % Define frequency range to plot f0=4000.67).p. % Compute numerator and denominator coefficients for wcn=1 rad/s f=100:100:100000.Chapter 11 Analog and Digital Filters 0.2373 × 10 3 (11. % Design 3 pole Butterworth low-pass filter with wcn=1 rad/s [b.W0.an]=lp2bp(b. % Convert desired centered frequency to rads/sec fbw=2000. Then.3522 × 10 s + 1.p. ylabel('Magnitude of Transfer Function'). is s G' ( s ) = -------------------------------------------------------------------------------------------------------------------------------3 5 2 9 14 s + 1.an. we will use the command lp2bp to transform G ( s ) to another G' ( s ) with centered frequency at f 0 = 4 KHz or ω 0 = 2π × 4 × 10 rad ⁄ s . The coefficients b n and a n are as follows: bn bn = 11-44 Signals and Systems with MATLAB Applications.Bw).18 Use the MATLAB functions buttap and lp2bp to find the transfer function of a 3-pole Butterworth analog band-pass filter with the pass band frequency centered at f 0 = 4 KHz . % Define bandwidth Bw=2*pi*fbw. Second Edition Orchard Publications .2506 (11. we will include it in the code that follows. % Define centered frequency at 4 KHz W0=2*pi*f0.72) 4 and with actual cutoff frequency ω Cn = 2π × 5000 rad ⁄ s = 3.28.a.k]=buttap(3).5972s + 0.

6156 × 10 – 1.6501e+005 -2. Power of s s6 s5 s4 s3 s2 s Cons tan t Numerator b n 0 Denominator a n 1 2.3965 × 10 1.6501 × 10 – 2.2108e+009 3.5456 × 10 1 5 9 Signals and Systems with MATLAB Applications.3735e+013 1.0028e+022 2.6156e+001 -1.9844e+012 -4. and Band-Elimination Filters 1.2108 × 10 4 9 0 0 1.5456e+009 Figure 11.28.18 an an = 1.9844 × 10 12 3. Plot for the band-pass filter of Example 11.5133 × 10 2.5202e+026 Since the numerator b n and denominator a n coefficients are too large to be written in a one line equation. Second Edition Orchard Publications 11-45 . Band-Pass.3735 × 10 1.0000e+000 2.5133e+004 2.3965e+018 1.5202 × 10 13 18 22 26 – 4.0028 × 10 2.High-Pass. we have listed them in tabular form as shown below.

hold on xlabel('Frequency in Hz').29. % Convert bandwidth to r/s % Compute numerator and denominator coefficients of desired band stop filter [bn. However. Second Edition Orchard Publications . Accordingly. % Compute and plot magnitude of the transfer function of the band stop filter Gsn=freqs(bn. % Convert centered frequency to r/s fbw=2000.5133e+004 2. and bandwidth BW = 2 KHz . [z.2767e+009 9.an.6352e-012 -7.9223e+018 an -7.9609e+009 9. Solution: We will use the buttap function to find the transfer function G ( s ) of the low-pass filter with normalized cutoff frequency at ω C = 1 rad ⁄ s .2340e+018 2. we will use the lp2bs function to transform G ( s ) to another transfer function G' ( s ) with centered frequency at f 0 = 5 KHz . wcn = 1 r/s [b. % Define frequency range to plot f0=5000.Bw).a.k).0000e+000 3. we will include it in the code which follows. and 3 bandwidth BW = 2 KHz or BW = 2π × 2 × 10 rad ⁄ s .abs(Gsn)).2*pi*f). grid.W0. % Define centered frequency at 5 kHz W0=2*pi*f0.15.k]=buttap(3).67) in Example 11.1594e+013 11-46 Signals and Systems with MATLAB Applications. ylabel('Magnitude of Transfer Function').p.6139e+026 5. den coefficients of this filter. semilogx(f. % Define bandwidth Bw=2*pi*fbw. The coefficients b n and a n are as follows: bn bn = 1. % Compute num. BW = 2 KHz') 3 The amplitude response of this band elimination filter is shown in Figure 11.0000e+000 2.5071e-002 an = 1.4374e+006 2.a]=zp2tf(z.4482e+022 3.p.6139e+026 -1.an]=lp2bs(b. % Design 3-pole Butterworth low-pass filter. to maintain a similar MATLAB code as in the previous examples.19 Use the MATLAB functions buttap and lp2bs to find the transfer function of a 3-pole Butterworth band-elimination (band-stop) filter with the stop band frequency centered at f 0 = 5 KHz . or ω 0 = 2π × 5 × 10 rad ⁄ s . title('3-pole Butterworth band-elimination filter with f0=5 KHz. wcn=1 r/s f=100:100:100000. We found this transfer function as (11.Chapter 11 Analog and Digital Filters Example 11.

2340 × 10 2.2767 × 10 5. However.6139 × 10 26 In all of the above examples.High-Pass.den) to generate both the magnitude and phase responses of any transfer function describing the filter type. Band-Pass. we list the numerator b n and denominator a n coefficients in tabular form as shown below.4374 × 10 9. Signals and Systems with MATLAB Applications.6139 × 10 4 9 –6 –2 – 1.4482 × 10 9. as shown by the following example.5133 × 10 3.9609 × 10 – 12 Denominator a n 1 2. but not the phase response of each filter type. Amplitude response for the band-elimination filter of Example 11. Second Edition Orchard Publications 11-47 . Power of s s6 s5 s4 s3 s2 s Cons tan t Numerator b n 1 – 7.9223 × 10 13 18 22 26 18 6 – 7.29.1594 × 10 3.5071 × 10 2. we can use the MATLAB function bode(num.6352 × 10 2. we have shown the magnitude. and Band-Elimination Filters Figure 11.19 As in the previous example.

11-48 Signals and Systems with MATLAB Applications.15.30. Solution: We know. Figure 11.6 listing the advantages and disadvantages of each type.20 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 . from Example 11. den=[1 2 2 1].. Second Edition Orchard Publications .30..den).. Bode plots for 3-pole Butterworth low-pass filter We conclude the discussion on analog filters with Table 11. title('Bode Plot for 3-pole Butterworth Low-Pass Filter'). grid The magnitude and phase characteristics are shown in Figure 11. 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 code: num=[0 0 0 1].Chapter 11 Analog and Digital Filters Example 11. bode(num.

8 Digital Filters A digital filter is essentially a computational process (algorithm) that converts one sequence of numbers x [ n ] representing the input. Thus.Digital Filters TABLE 11. Second Edition Orchard Publications 11-49 . in addition of filtering out desired bands of frequency. entails the determination of the coefficients a i and b i .= ---------------------------k D(z) –i 1+ bi z i=0 ∑ ai z ∑ (11. 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. in the z -domain as i=0 N(z) G ( z ) = ----------.75) Therefore.6 Advantages / Disadvantages of different types of filters Filter Type Butterworth Chebyshev Type 1 Advantages • Simplest design • Flat pass band • Sharp cutoff rate in transition (pass to stop) band • Sharp cutoff rate in transition (pass to stop) band • Sharpest cutoff rate among all other types of filters Disadvantages • Slow rate of attenuation for order 4 or less • Ripple in pass band • Bad (non-linear) phase response • Ripple in stop band • Bad (non-linear) phase response • Ripple in both pass band and stop band • Worst (most non-linear) phase response among the other types of filters. Chebyshev Type II Elliptic (Cauer) 11. differentiation. to another sequence y [ n ] that represents the output. Digital filters are classified in terms of the duration of the impulse response. and estimation. the design of a digital filter to perform a desired function.74) or. and in forms of realization. Signals and Systems with MATLAB Applications. can also be used as a computational means of performing other functions such as integration. a digital filter.

2.⋅ ---------. We will discuss only the bilinear transformation. Transformation methods are also available to map an analog prototype to an equivalent digital filter. * T s is the sampling period. In a non-recursive digital filter. The Bilinear Transformation that uses the transformation z–1 s = ---------z+1 (11. Second Edition Orchard Publications . alternately. the reciprocal of the sampling frequency fs 11-50 Signals and Systems with MATLAB Applications. The Impulse Invariant Method that produces a digital filter whose impulse response consists of the sampled values of the impulse response of an analog filter. that is. IIR filters are implemented by recursive realization. A Finite Impulse Response (FIR) digital filter has a finite number of samples in its impulse response h [ n ] 2. Realization a. we can choose the appropriate prototype to satisfy the requirements. whereas FIR filters are implemented by non-recursive realization. Thus. both the coefficients a i and b i are present. b.77) to transform the left-half of the s -plane into the interior of the unit circle in the z -plane.z – 1 s = ---. that is. and prototype circuits have been published. only the coefficients a i are present. An Infinite Impulse Response (IIR) digital filter has infinite number of samples in its impulse response h [ n ] b. Generally. 3. In a Recursive Realization digital filter the output is dependent on the input and the previous values of the output. bi = 0 . Impulse Response Duration a. In a Non-Recursive Realization digital filter the output depends on present and past values of the input only.76) or.Chapter 11 Analog and Digital Filters 1. In a recursive digital filter.* Ts z + 1 (11.31 shows third-order (3-delay element) recursive and non-recursive realizations. Filter design methods have been established. Figure 11. the transformation 2. 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. Three well known methods are the following: 1.

1 – α ≥ 1 + α and thus z ≤ 1 . Second Edition Orchard Publications 11-51 . we get ---------------------------z = ( 1 + α ) + jβ ( 1 – α ) – jβ (11.78) and by substitution of s = α + jβ .31.Digital Filters a0 a1 x[n] a2 y[n] a3 + Z −b1 −b2 –1 Z –1 Z –1 + −b3 Recursive Digital Filter Realization a0 a1 x[n] Z a2 –1 Z –1 Z –1 y[ n] a3 + Non-Recursive Digital Filter Realization x[n] y[n] + ± v[n] Adder/Subtractor y[ n] = x[ n] + v[n] Z –1 x[n] A y[n] Unit Delay y[n] = x[n – 1] Constant Multiplier y [ n ] = Ax [ n ] Figure 11.79) for α ≤ 0 . Recursive and non-recursive digital filters To understand the bilinear transformation.76) as ---------z = 1+s 1–s (11. we rewrite (11. Signals and Systems with MATLAB Applications.

⋅ ---------Ts Ts z + 1 (11.⎞ ⎝ Ts z + 1 ⎠ (11.82) 1 But the relation s = ---.83) Then. To derive a relationship between the frequencies of the analog and digital filters. we let ω a and ω d denote the analog and digital frequencies respectively.84) 11-52 Signals and Systems with MATLAB Applications. by substitution into (11. this condition is known as warping.ln z ≈ ---. For instance. that is.ln z can be approximated as Ts 1 2 z–1 ---.81) We recall from (9. as such.82). 1 It is shown in complex variables theory that ---. cannot be used to derive a Ts rational form in z .67) of Chapter 9 that F(z) = G(z) = G(s) 1 s = ---.ln z Ts (11.⋅ --------------------------------------------. 2 z–1 s = ---.z – 1 G ( z ) = G ⎛ ---. the jω axis of the s -plane is transformed to the circumference of the unit circle in the z -plane. Figure 9. 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.76) yields d s d s d s d s 2j sin ( ω d T s ⁄ 2 ) e –e e e –1 jω a = ---------------------.ln z is a multi valued transformation and.80) We see that the analog frequency to digital frequency transformation results in a non-linear mapping.Chapter 11 Analog and Digital Filters In the special case where s = jω .77). Substitution of s = jω a and z = e (11. 2.= -----------------------------------jω d T s ⁄ 2 jω d T s ⁄ 2 –j ωd T s ⁄ 2 jω d T s 2 cos ( ω d T s ⁄ 2 ) e e +e +1 e jω d T s into jω T jω T ⁄ 2 jω T ⁄ 2 –j ω T ⁄ 2 or ωd Ts ω a = tan ----------2 (11.= -----------------.⋅ ---------Ts z + 1 (11.5. Second Edition Orchard Publications .⋅ ---------. as we have seen in Chapter 9. Another form of the analog to digital frequency transformation can be derived from the alternate form of the bilinear transformation of (11.

⋅ ------------------.87) In MATLAB z is a function of normalized frequency and thus the range of frequencies in G ( z ) is from 0 to π .⋅ ---.Digital Filters and with the substitution z = e jω d . when used with MATLAB. –1 ωa T s ωa T s tan ----------. the quantity 2.⋅ --------------------------.⋅ tan ----Ts 2 (11. that is. T s jωd e +1 2 e –1 jω a = ---.⋅ ---------------. Then (11.85) Since the z → s transformation maps the unit circle into the jω axis on the s -plane. Second Edition Orchard Publications 11-53 .= ---.⋅ ------------------.⋅ ------------------.⎟ ⎝ T s e jω d + 1 ⎠ jω (11. we get jω d G(e ⎛ 2 e d–1⎞ ) = G ⎜ ---.86) To express ω d in terms of ω a .= ---.e –1 ---. ωa Ts ω d ≈ 2 ----------. becomes Signals and Systems with MATLAB Applications. –1 ωa T s ω d = 2tan ----------2 and for small ω a T s ⁄ 2 .⋅ ------------------jω d Ts +1 e jω d jω d or ωd sin ----2 1 2 e – 1 2 1 ⁄ (j2) e –e 2 .≈ ω a T s 2 (11.= ----------2 2 Then.87). we rewrite (11.ω a = -.and jω must be equal to some point ω = ω a on the jω axis.-------------ωd ωd Ts 1 ⁄ 2 Ts j T s jωd ωd j ----j ----+1 e cos ----2 2 +e e 2 jω d ωd j ----2 ωd j ----2 or ωd 2 ω a = ---.86) as ωa Ts ωd tan----.≈ ----------2 2 Therefore.

is related to the digital frequency as ωd Ts ω a = tan ----------2 where 1 1 T s = -. arbitrarily we choose a second order Butterworth lowpass filter which. We denote it as G a ( s ) . Solution: We will apply the bilinear transformation and.80) or (11.0000 Thus.= -------fs 200 Denoting the analog cutoff ( 3 dB ) frequency as ω ac . we must transform this transfer function to another with the actual cutoff frequency at 20 Hz .21 Compute the transfer function G ( z ) of a low-pass digital filter with 3 dB cutoff frequency at 20 Hz .89) Now.0000 1. The sampling frequency f s is 200 Hz . the transfer function with normalized frequency. The transfer function G ( s ) of the analog low-pass filter with nor malized frequency at ω C = 1 rad ⁄ s is found with the MATLAB buttap function as follows: [z.p. meets the stop-band specification. This is accomplished by the use of (11. and the attenuation frequency as ω aa . Example 11. Second Edition Orchard Publications . by (11.p.Chapter 11 Analog and Digital Filters ωa Ts ω d ≈ ----------π (11.86).414s + 1 0 1 (11.12. we get 11-54 Signals and Systems with MATLAB Applications. We will first pre-warp the analog frequency which. denoted as G n ( s ) is 1 G n ( s ) = ----------------------------------2 s + 1. as we see from the curves of Figure 11.88) The effect of warping can be eliminated by pre-warping the analog filter prior to application of the bilinear transformation.a] = zp2tf(z. and attenuation of at least 10 dB for frequencies greater than 40 Hz .k) b = 0 a = 1. [b.k]=buttap(2).80).4142 1.

91) Next. syms z.4596s + 01056 9.414s ) ⁄ 0.1056 G ( z ) = ------------------------------------------------------------------------------------2 z–1 ⎞ 0.Digital Filters ω ac = tan 2π × 20 = tan 0.1056/(((z−1)/(z+1))^2+0.4596*(z−1)/(z+1)+0.4596 ( z – 1 ) ⎛ ---------+ -------------------------------.7265 -----------------2 × 200 (11.4675 1414/325 ans = 4.90) and ω aa = tan 2π × 40 = tan 0.3142 = 0. 01056 1 G a ( s ) = ------------------------------------------------------.= -------------------------------------------------2 2 s + 0.325)^2+1.325+1)) 1/(1600/169*s^2+1414/325*s+1) 1600/169 ans = 9. to find G a ( s ) from G n ( s ) .3508s + 1 z–1 and making the substitution of s = ----------.325 -----------------2 × 200 (11.414*s/0.92) We use MATLAB to simplify this expression. Second Edition Orchard Publications 11-55 .1056 ⎝ z+1 ⎠ (z + 1) (11. we replace s with s ⁄ 0.+ 0. simple(0. simple(1/((s/0.4675s + 4.1056)) ans = 264*(z+1)^2/(3913*z^2-4472*z+1615) expand(264*(z+1)^2) Signals and Systems with MATLAB Applications.3508 Then.6283 = 0.325 ) + ( 1.89) and we get 1 G a ( s ) = -------------------------------------------------------------------------------2 ( s ⁄ 0.325 in (11..325 + 1 We will use MATLAB to simplify this expression. we get z+1 0. syms s.

grid The magnitude is shown on the plot of Figure 11.4127z –1 –2 2 (11.1429z + 0.. 11-56 Signals and Systems with MATLAB Applications. [Gz.0675 + 0.1429 0.. Dividing each term of (11.0675].21 Let us now plot the analog equivalent to compare the digital to the analog frequency response. xlabel('Frequency in Hz')..94) The MATLAB code below will generate G ( z ) and will plot the magnitude of this transfer function.200). title('Digital Low-Pass Filter').. Figure 11.0675 0. hold on.Chapter 11 Analog and Digital Filters ans = 264*z^2+528*z+264 and thus 264z + 528z + 264 G ( z ) = ------------------------------------------------------2 3913z – 4472z + 1615 2 (11.32. axis([0.az.1 1000 0 1]). Second Edition Orchard Publications . bz=[0... The MATLAB code below produces the desired plot.4127]. Frequency response for the digital low-pass filter of Example 11. ylabel('Magnitude').32. but we must first express it in negative powers of z .20. wT]=freqz(bz.abs(Gz)).93) by 3913z we get ---------------------------------------------------------------------------G ( z ) = 0. az=[1 −1.0675z –1 –2 1 – 1.1349z + 0.1349 0. semilogx(wT.93) We will use the MATLAB freqz function to plot the magnitude of G ( z ) .

. and is smaller than 0. Therefore. from both plots..Digital Filters [z. Second Edition Orchard Publications 11-57 . we see that the amplitude is greater than 0. wc=2*pi*fc. [b. The procedure is illustrated with the following example. [bn.33.wc). Example 11. grid The frequency response for the analog low-pass equivalent is shown in Figure 11. we see that they are almost identical.a..w). xlabel('Frequency in Hz'). Also.1 1000 0 1]).22 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 .k). Signals and Systems with MATLAB Applications. ylabel('Magnitude'). f=w/(2*pi). hold on.. semilogx(f. and sampling rate f s = 500 Hz .05*2*pi:100*2*pi...abs(Gs)). axis([0. fc=20. An analog filter transfer function can be mapped to a digital filter transfer function directly with the MATLAB bilinear function.an]=lp2lp(b. Gs=freqs(bn.33.k]=buttap(2).707 ( – 3 dB ) for frequencies less than 20Hz .an. the filter meets the required specifications..316 (– 10 dB) for frequencies larger than 40Hz . title('Analog Low-Pass Filter').p..a]=zp2tf(z.p. Solution: We will use the following MATLAB code to produce the desired digital filter transfer function. Frequency response for analog low-pass filter equivalent Comparing the digital filter plot with the analog. Figure 11.. w=0:0.

A] = butter(N.1279 -1.'stop') [B. N = order of the filter Wn = normalized cutoff frequency Rp = pass band ripple Rs = stop band ripple B = B(z).1/T) numd = 0.A] = cheb2(N.0640z + 0.Wn.wc).den1]=lp2lp(num. the numerator of the discrete transfer function G ( z ) = B ( z ) ⁄ A ( z ) A = A(z).[Wn1.p.Wn2].[Wn1.1683 0.A] = ellip(N.Wn) [B.1683z + 0.Rp.0000 0.A] = cheb2(N.Rp.A] = butter(N.Wn2]) [B.. the denominator of the discrete transfer function G ( z ) For Low-Pass Filters [B.k).A] = cheb2(N.A] = ellip(N.Wn2]) [B.Rs.'high') [B.Wn2]) Band-Elimination Filters [B. i.Rs.Wn) [B.[Wn1.A] = cheb1(N.Rs.Rs.'stop') [B.A] = ellip(N.e.[Wn1.Rp.A] = butter(N.den]=zp2tf(z.Wn.Rp.'high') [B.0640 G ( z ) = --------------------------------------------------------------------z 2 – 1.0640 dend = 1.den.Wn2]) [B.[Wn1.den1. T=1/500.[Wn1.A] = cheb1(N.4241 Therefore.A] = ellip(N.dend]=bilinear(num1.4241 2 (11.A] = cheb1(N..e.Rs..Rp.[Wn1.k]=buttap(2).'high') [B..Wn) [B. [num1..Rs.Rp.A] = butter(N.Rs.'stop') 11-58 Signals and Systems with MATLAB Applications. [numd.Rs.0640 0.[Wn1.Wn2].Rp.Wn.p.Rp.Wn2].A] = cheb1(N. wc=2*pi*50.Wn.'high') Band-Pass Filters [B.A] = cheb2(N.1279z + 0. i.95) MATLAB provides us with all the functions that we need to design digital filters using analog prototypes. These are listed below with the indicated notations. the transfer function G ( z ) for this filter is 0.'stop') [B.Wn2].Chapter 11 Analog and Digital Filters [z. Second Edition Orchard Publications .Wn) For High-Pass Filters [B. [num.

Digital Filters Example 11. a4=[1 −1.a3). % b4=[0.5828 1.96) through (11. % Signals and Systems with MATLAB Applications.abs(G2z))..97) (11.8482]*10^(−4). % b2=[0. [G3z.5321z 0. [G2z.w1T]=freqz(b1.ylabel('Magnitude').2079 0. Second Edition Orchard Publications 11-59 .8541].99) below.5276 z G 2 ( z ) = ------------------------------------------------------------------------------------------------------–1 –2 –3 1 – 1.6946 z + 8.5276 −1.8482 0 -13. a2=[1 −1. % subplot(222).9603]. title('Filter for G2(z)') xlabel(''). semilogx(w2T. title('Filter for G3(z)') xlabel('').5276].5276 – 1.abs(G1z)).a2).a1).a4).5828 −0.8982]*10^(−3). axis([1 10 0 1]).6946 8.w2T]=freqz(b2. describe different types of digital filters. axis([0.5244z + 3.8541z –1 –2 –2 –4 –4 –1 –2 –3 –1 –2 –3 –3 (11.1829z – 0. % subplot(223).. -----------------------------------------------------------------------------------------------------------------------------G 1 ( z ) = ( 2.2079 0..9603z 0..6964 z + 6.. a1=[1 −2.8982z ) ⋅ 10 –1 –2 –3 1 – 2. [G4z. is given below..w3T]=freqz(b3.2079z + 0.6946z + 2. title('Filter for G1(z)') xlabel('').23 The transfer functions of (11.2781z ( 6.3741 1.2781].6946 2.ylabel('Magnitude').9294z – 0.1 1 0 1]).96) through (11. % N=512 % Default b1=[2. % clear current figure % subplot(221).1390z + 0.5828z – 0. clf.9270 −1.98) (11.2079 z + 0.1829 −0.. [G1z.1390 0.8982 + 8.9270z G 4 ( z ) = ---------------------------------------------------------------------------–1 –2 1 – 1.96) (11. Use the MATLAB freqz command to plot the magnitude versus radian frequency. semilogx(w1T.8482z ) ⋅ 10 G 3 ( z ) = --------------------------------------------------------------------------------------------------------------------------–1 –2 –3 –4 1 + 3. a3=[1 3. semilogx(w3T.1 10 0 1]).5244 3.3741z + 1. axis([0.9294 −0.w4T]=freqz(b4..5828 z + 1.99).ylabel('Magnitude').2033 4.99) Solution: The MATLAB code to compute and plot each of the transfer functions of (11.6964 0 6.7600z + 1..7600 1.9270 – 1.grid.8982 8.grid.2033z + 4.5321]. % b3=[6.abs(G3z)).grid...9270].8482 – 13..

1. High-pass filter with 3 dB frequency at 90 KHz 4.34.grid.abs(G4z)). Solution: We will use Butterworth filters up to order 12 to obtain sharp cutoffs. 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. Second Edition Orchard Publications . and the following types and bandwidths for each. Plot for the transfer functions of Example 11.1 10 0 1]). 11-60 Signals and Systems with MATLAB Applications. Low-pass filter with bandwidth 0 to 25 KHz . highpass.24 We are given a 165 KHz total bandwidth. and band-stop digital filters. Band-pass filter with bandwidth from 40 KHz to 65 KHz 3. and within this bandwidth we must accommodate four different signals. axis([0. The MATLAB freqz function in the code below normalizes the frequencies from 0 to π where π = Nyquist frequency . title('Filter for G4(z)') xlabel('').Chapter 11 Analog and Digital Filters subplot(224). semilogx(w4T. Figure 11.ylabel('Magnitude'). We see that the given transfer functions are for low-pass. The plots are shown in Figure 11. Each of these signals requires 25 KHz bandwidth. We are asked to define the types of filters and cutoff frequencies to avoid interference among these signals.34. band-pass.23 Example 11. ( 3 dB cutoff at 25 KHz ) 2.

% Nyquist frequency % f1=25000/fn % Low-pass filter cutoff frequency (Signal 1 End) f2=40000/fn % Band-pass left cutoff frequency (Signal 2 Start) f3=65000/fn % Band-pass right cutoff frequency (Signal 2 End) f4=90000/fn % High-pass filter cutoff frequency (Signal 3 Start) f5=115000/fn % Band-stop filter left cutoff frequency (Signal 3 End) f6=140000/fn % Band-stop filter right cutoff frequency (Signal 4 Start) % Signal 4 will terminate at 165 kHz [b1. [b2.f3]).wT]=freqz(b1. [G3z.+ ------------.wT]=freqz(b2.abs(G4z)). [G2z.a3]=butter(12.f6].sin t – -. % Sampling period fn=fs/2.Hz.wT]=freqz(b4.a4]=butter(12. % [G1z.25 In Chapter 7. or. axis([0 16*10^4 0 1]) title('Four signals separated by four digital filters'). [b3.'stop').abs(G2z).a1]=butter(12. we let A = 3π and we truncate it by eliminating all terms beyond the third. we want to filter out just the first 2 terms. % Hz=wT/(2*pi*Ts). % clf.+ -.a2]=butter(12. Then. In the following example. xlabel('Hz'). Example 7. Second Edition Orchard Publications 11-61 .+ ------------.a1).------------. [b4.6.π 3 15 35 63 π 2 In this example.Digital Filters % N=512 % Default fs=330000 % Chosen sampling frequency Ts=1/fs. we found that the half-wave rectifier can be represented by the trigonometric series A cos 2t cos 4t cos 6t cos 8t A A f ( t ) = -. we must design a filter that is capable of removing those unwanted components.f1). to remove all cosine terms.Hz. But before we use the filter function.wT]=freqz(b3.f4. The plot of Figure 11.abs(G3z).ylabel('Magnitude'). % clear current figure % plot(Hz. [G4z.a2). Signals and Systems with MATLAB Applications. we will demonstrate the MATLAB filter function that is being used to remove unwanted frequency components from a function.a4).'high').abs(G1z). in other words.35 shows the frequency separations for these four signals.Hz.[f5.[f2.+ ------------.a3).+ … .grid. To simplify this expression. Example 11.

Thus. and use the filter command to remove the cosine term in (11.24 g ( t ) = 3 + 1. Also. Compute coefficients of the numerator and denominator of the transfer function with normalized cutoff frequency. Will recompute the digital filter transfer function to account for the warping effect. The MATLAB code below will perform the following steps: 1.35. 2.5 . 4. we must specify a sampling frequency of ω s = 4 rad ⁄ s to avoid aliasing. Frequency separations for the signals of Example 11.Chapter 11 Analog and Digital Filters Figure 11. 3. 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 .100) The problem now reduces to design a low-pass digital filter. Also. 11-62 Signals and Systems with MATLAB Applications. we choose the cutoff frequency of the filter to be ω C = 1.5 rad ⁄ s in order to attenuate the cosine terms.We choose T = 0. Use the bilinear function to map the analog transfer function to a digital transfer function. and will plot the frequency response of the digital filter.5 sin t – cos 2t (11. this is sufficiently small.100). the sampling frequency must be f s = ω s ⁄ 2π = 2 ⁄ π and the sampling period will be T s = 1 ⁄ f s = π ⁄ 2 . Second Edition Orchard Publications . Will recompute the coefficients for the desired frequency.

% pause.Dzp]=butter(p.81) [Nzp. grid.Dz. % xlabel('Radian Frequency w in rads/sec'). ylabel('Magnitude of G(z)'). % Define sampling period [Nz. fprintf('WITHOUT PREWARPING: \n\n').p.wd).5=0. Will use the filter function to remove the cosine terms % Step 1 % [z. % Chosen cutoff frequency [b1.5..5*0. T=0. % Analog cutoff frequency in rad/sec wd=wc*T/pi. Signals and Systems with MATLAB Applications.75 r/s.a. fprintf('Summary: \n\n').k]=buttap(6).a1...Digital Filters 5.5. hold on % We must remember that when z is used as a function of % normalized frequency.Dz]=bilinear(b1. % fprintf('The num N(z) coefficients in descending order of z are: \n\n'). % Map to digital filter using the bilinear transformation w=0:2*pi/300:pi.wc). the range of frequencies of G(z) are % from zero to pi and the normalized cutoff frequency on the % plot is wc*T=1.w).abs(Gz)). % Normalized digital filter cutoff frequency by (11. % Convert to actual cutoff frequency % % Step 3 % T=0.a1]=lp2lp(b. % Define range for plot Gz=freqz(Nz.1/T)..a]=zp2tf(z. % The digital filter transfer function % clf % semilogx(w.5..5. Second Edition Orchard Publications 11-63 . % % Step 2 % wc=1. [b.. % Number of poles and Sampling period wc=1.k). title('Digital Filter Response in Normalized Frequency') % fprintf('Press any key to continue \n').p. % % Step 4 % p=6.

0007 0.Chapter 11 Analog and Digital Filters fprintf('%8.0007 The den D(z) coefficients in descending order of z are: 1.4f \t'.9273 1. fprintf('%8.7566 -3. Second Edition Orchard Publications . fprintf('The den D(z) coefficients in descending order of z are: \n\n'). Plot of the low-pass filter of Example 11.23 Therefore.0100 0. The plot of the low-pass filter that will remove the cosine terms is shown in Figure 11.36. WITHOUT PREWARPING: The num N(z) coefficients in descending order of z are: 0.[Dz]). fprintf('WITH PREWARPING: \n\n'). fprintf('%8.2379 4.0040 0.0040 0.4f \t'.36. fprintf('\n\n'). % fprintf('The num N(z) coefficients in descending order of z are: \n\n').5064 0.8999 -0.[Nzp]).4f \t'. fprintf('%8. fprintf('\n\n'). fprintf('\n\n').0578 11-64 Signals and Systems with MATLAB Applications.0100 0.0000 -3. Figure 11.[Nz]).4f \t'.0134 0. fprintf('The den D(z) coefficients in descending order of z are: \n\n').[Dzp]). fprintf('\n\n').

0008 The den D(z) coefficients in descending order of z are: 1.yt). ylabel('Filtered Output y(t)'). Second Edition Orchard Publications 11-65 . ylabel('Function g(t)'). 6]). subplot(211).0050 0. % % We will plot the unfiltered discrete time signal g(n*T) % subplot(211). 0.7075 % % Step 5 % Nzp=[0. gta=3+1. yt=filter(Nzp.0050 0.0125 0. plot(t.4479 0. gt=3+1.12. plot(n*T. The analog and digital inputs and outputs are shown in Figure 11.0008 0. % % We will plot the filtered analog signal y(t) % subplot(212). % % We will plot the filtered discrete time signal y(n*T) subplot(212).0000 -3.7075 -0.0008].0008 0.0167 0. T=0.0504].0125 0. axis([0.12. Signals and Systems with MATLAB Applications.Digital Filters WITH PREWARPING: The num N(z) coefficients in descending order of z are: 0.gt).5957 1.4528 -3.5957 1.37. axis([0.5*sin(t)-cos(2*t). axis([0.Dzp.gt).12. ylabel('Discrete Function g(n*T)').1138 4. stem(n*T.4528 -3. 6]). % % We will plot the unfiltered analog signal gta % t=0:0.0050 0. Dzp=[1. hold on xlabel('Continuous Time t').0125 0. n=0:150. 0. hold on xlabel('Continuous Time t').1:12.12. 6]). pause. stem(n*T.5*sin(n*T)-cos(2*n*T).yt). 6]).1138 4. 0. hold on xlabel('Discrete Time nT').gta).0167 0.0125 0.0050 0. 0.0000 -3. axis([0. % fprintf('Press any key to continue \n').5. hold on xlabel('Discrete Time nT'). ylabel('Filtered Output y(n*T)').

23 We will conclude this chapter with one more example to illustrate the use of the MATLAB find function. Second Edition Orchard Publications . Input and output waveforms for Example 11. % Display the integers in the range −2 <= x < =5 11-66 Signals and Systems with MATLAB Applications.37. For example.Chapter 11 Analog and Digital Filters Figure 11. x=−2:5. This function displays the subscripts of an array of numbers where a relational expression is true.

Second Edition Orchard Publications 11-67 . % Signals and Systems with MATLAB Applications. % % and the sampling frequency is % Ws=2*pi/Ts. % We plot the signal to see what it looks like % subplot(221). % Create a new array y using the indices in k 2 3 4 5 (11. % Find the subscripts of the numbers for which x > 0. Finally. use the fft function to compute the frequency components of the 512point FFT and plot the spectrum of this noisy signal. % % The sampling period of x is found by the time difference of two samples % Ts=t(2)−t(1).title('x(t)=Signal plus Noise') % % The input signal x is shown in the upper left corner of the graph % % Next. use the find function to restrict the frequency range of the spectrum identify the frequency components of the signal f ( t ) . we will compute the frequency domain of the signal x % X=fft(x). plot(t. x=10*sin(2*t)−5*cos(5*t)+15*randn(size(t)).Digital Filters x = -2 k = 4 y = 1 Example 11. 512).x). 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 ) ) -1 0 1 2 3 4 5 k=find(x>0.8 5 6 7 8 y=x(k). t=linspace(0.101) where 0 ≤ t ≤ 512 . Solution: The MATLAB code is shown below. Next.26 Given the function f ( t ) = 5 sin 2t – 10 cos 5t .8). 10.

rads/sec'). % % The magnitude of the positive frequency components Xp are found from: % Xp=abs(X(1:length(t)/2)).Wn. % % Now we will plot this restricted range % subplot(212). we will define the frequency domain axis % w=linspace(0. We observe the appearance of the sinusoids at 2 and 5 rad ⁄ s in the lower plot. % % Now. plot(w(k). They were undistinguished in the time-domain of the upper left plot. % We want now to plot Xp versus radian frequency w % subplot(222). but these cannot be identified precisely.Xp). Xp(k)).title('Spectrum of Signal & Noise in Wide Range') % % We will select the frequencies of interest with the "find" function: % k=find(w<=20). Second Edition Orchard Publications . the Nyquist frequency Wn is half the sampling frequency % Wn=Ws/2.length(t)/2).title('Spectrum of Signal & Noise in Narrow Range') % % The last plot will have grid. xlabel('Frequency. 11-68 Signals and Systems with MATLAB Applications. labels and title % grid. ylabel('Frequency Components'). plot(w.Chapter 11 Analog and Digital Filters % As we know. title('Spectrum of Signal & Noise in Narrow Range') The signal is shown in Figure 11.38. The upper right plot indicates that the signal f ( t ) has frequency components in the lower range of frequencies.

Second Edition Orchard Publications 11-69 . • If two frequencies ω 1 and ω 2 are such that ω 2 = 2ω 1 .Summary Figure 11. we say that these frequencies are separated by one octave. we can derive high-pass and the other types of filters from a basic low-pass filter. • An all-pass or phase shift filter has a constant amplitude response but is phase varies with fre- quency. is a computational process. band-pass and band-elimination (stop-band). besides filtering out unwanted bands of frequency. They are classified as low-pass.38. Waveforms for Example 11. and if ω 2 = 10ω 1 . Passive filters consist of passive devices such as resistors. • A digital filter. • A digital filter.9 Summary • Analog filters are defined over a continuous range of frequencies. • Analog filter functions have been used extensively as prototype models for designing digital filters. operational amplifiers with resistors and capacitors connected to them externally. can perform functions of differ- entiation. or algorithm that converts one sequence of numbers representing the input signal into another sequence representing the output signal.26 11. Signals and Systems with MATLAB Applications. • An analog filter can also be classified as passive or active. and estimation. in general. high-pass. • Τhe analog low-pass filter is used as a basis. integration. Active filters are. capacitors and inductors. they are separated by one decade. Using transformations. generally.

But regardless whether k is odd or even. Elliptic. etc. • The general form of any analog low-pass (Butterworth. • All Butterworth filters have the property that all poles of the transfer functions that describes them. Second Edition Orchard Publications . if k = odd . • The amplitude-squared function of a Butterworth analog low-pass filter is 2 1 A ( ω ) = ----------------------------------2k ( ω ⁄ ωC ) + 1 where k is a positive integer indicating the order of the filter. we choose the poles of the left half of the s -plane to form G ( s ) . Thus. the [z.k] = cheb1ap(N.) 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 poles start at zero radians. • We can use the MATLAB cheb1ap function to design a Type I Chebyshev analog low-pass filter. and no zeros. For stability. Chebyshev Type I & II. Chebyshev.Chapter 11 Analog and Digital Filters • In this chapter we discussed the Butterworth. The second performs the zero-pole to transfer function conversion. • The first step in the design of an analog low-pass filter is to find a suitable amplitude-squared function A ( ω ) . The resulting filter has N poles around the unit circle in the left • The Type I Chebyshev filters are based on approximations derived from the Chebyshev polynomials C k ( x ) that constitute a set of orthogonal functions. and if k = even . and from it derive a G ( s ) function such that A ( ω ) = G ( s ) ⋅ G ( –s ) 2 2 s = jω 2 • The general form of the amplitude square function A ( ω ) is C ( bk ω + bk – 1 ω + … + b0 ) A ( ω ) = -------------------------------------------------------------------------------2k 2k – 2 + … + a0 ak ω + ak – 1 ω 2 2k 2k – 2 where C is the DC gain. a and b are constant coefficients. and gain for an N – th order normalized prototype Butterworth analog low-pass filter. and they are 2π ⁄ 2k radians apart. tabulated in math tables.p. lie on a circumference of a circle of radius ω C . and Cauer (elliptic) filters. returns 11-70 Signals and Systems with MATLAB Applications. The first returns the zeros. and k is a positive integer denoting the order of the filter. they start at 2π ⁄ 2k . Thus. The coefficients of these polynomials are half plane.Rp) statement where N denotes the order of the filter. the poles are distributed in symmetry with respect to the jω axis. and ω C is the cutoff ( 3 dB ) frequency. poles.

Wn is the cutoff frequency. poles.Wn.’s’) where N is the order of the filter. to another low-pass filter with any other specified frequency. Second Edition Orchard Publications 11-71 . or to a high-pass filter. or to a band-pass filter. lp2bp. a stop band with ripple Rs decibels. and in forms of real• 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 ] ization. Signals and Systems with MATLAB Applications. and gain of an N – th order normalized prototype Type I Chebyshev analog lowpass filter with ripple Rp decibels in the pass band. The frequency ω C defines the beginning of the stop band. If ’s’ is not included in the above statement. Elliptic filters have ripple in both the pass-band and the stop-band. The statement [b. and ’s’ is used to specify analog elliptic filters.5 where ω C is the cutoff frequency of a low-pass filter.Rp. is characterized by the following amplitude-square approximation. • The elliptic (Cauer) filters are characterized by the low-pass amplitude-squared function 2 1 A ( ω ) = ----------------------------------2 1 + Rk ( ω ⁄ ωC ) where R k ( x ) represents a rational elliptic function used with elliptic integrals. lp2hp. • Digital filters are classified in terms of the duration of the impulse response. These transformations are listed in Table 11. • We can design elliptic low-pass filters with the MATLAB ellip function. • We can use the MATLAB lp2lp. also known as Type II Chebyshev.Summary the zeros.den) to generate both the magnitude and phase responses of any transfer function describing the filter type. designs an N – th order low-pass filter with ripple Rp decibels in the pass band. • 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 . or to a band elimination filter respectively • We can use the MATLAB function bode(num. ε C k ( ω C ⁄ ω) A ( ω ) = ----------------------------------------2 2 1 + ε C k ( ω C ⁄ ω) 2 2 2 and has the ripple in the stop-band as opposed to Type I which has the ripple in the pass-band.Rs. MATLAB designs a digital filter. and lp2bs functions to transform a low pass fil- ter with normalized cutoff frequency.a] = ellip(N. • The Inverted Chebyshev.

X) function can be used to remove unwanted frequency components from a function. both the coefficients a i and b i are present. whereas FIR filters are imple- mented by non-recursive realization. only the coefficients a i are present.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.Chapter 11 Analog and Digital Filters • In a Recursive Realization digital filter the output is dependent on the input and the previous values of the output. alternately. b i = 0 . • The effect of warping can be eliminated by pre-warping the analog filter prior to application of the bilinear transformation. IIR filters are implemented by recursive realization. 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.a.⋅ ---------Ts z + 1 • The analog frequency to digital frequency transformation results in a non-linear mapping.Fs) function. • In a Non-Recursive Realization digital filter the output depends on present and past values of the input only. • Generally. • 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 ) . Three well known methods are the following: 1. In a non-recursive digital filter. • Transformation methods are also available to map an analog prototype to an equivalent digital fil- ter.a. • We can use the MATLAB freqz(b. that is. • The MATLAB filter(b. The Step Invariant Method that produces a digital filter whose step response consists of the sampled values of the step response of an analog filter. 3. 2. 11-72 Signals and Systems with MATLAB Applications. the transformation 2 z–1 s = ---. this condition is known as warping. The Bilinear Transformation that uses the transformation z–1 s = ---------z+1 or. Second Edition Orchard Publications .a. In a recursive digital filter.

39. R 1. 4b R 2 = -------------------------------------------------------------------------⎧ ⎫ 2 C 1 ⎨ a + [ a + 8b ( K – 1 ) ] ⎬ω C ⎩ ⎭ b R 1 = ------------------2 C1 R2 ω2 C KR 2 R 3 = -----------. C1 vin C2 R1 R2 R4 R3 vout Figure 11. Plot G ( s ) versus frequency. Choose the capacitors as C 1 = 10 ⁄ f C µF and C 2 = C 1 . Solution using MATLAB is highly recommended. compute the appropriate values of the resistors to achieve the cutoff frequency f C = 1 KHz . The circuit of Figure 11. R 2. Signals and Systems with MATLAB Applications. Circuit for Exercise 1 For this circuit.39 is a VCVS second-order high-pass filter whose transfer function is 2 V out ( s ) Ks G ( s ) = ---------------.10 Exercises 1. Second Edition Orchard Publications 11-73 .= -------------------------------------------------------------2 2 V in ( s ) s + ( a ⁄ b )ω C s + ( 1 ⁄ b )ω C and for given values of a . R 3. and R 4 to achieve the desired cutoff frequency ω C .Exercises 11. b . K–1 R 4 = KR 2 K≠1 and the gain K is K = 1 + R4 ⁄ R3 Using these relations. and desired cutoff frequency ω C . we can calculate the values of C 1.. C 2.

2Q R 1 = ---------------C1 ω0 K 2Q R 2 = ------------------------------------------------------------------------⎧ 2 2⎫ C 1 ω 0 ⎨ – 1 + ( K – 1 ) + 8Q ⎬ ⎩ ⎭ 1 . Choose the capacitors as C 1 = C 2 = 0.+ -----⎞ 2 2⎝R R 2⎠ C1 ω0 1 R 4 = R 5 = 2R 3 Using these relations. Bandwidth BW = ω 2 – ω 1 . and Quality Factor Q = ω 0 ⁄ BW We can calculate the values of C 1. and R 4 to achieve the desired centered frequency ω 0 and bandwidth BW .40.1 1 R 3 = -----------. R 1. Solution using MATLAB is highly recommended. ω 1 = lower cutoff frequency .= --------------------------------------2 2 V in ( s ) s + [ BW ]s + ω 0 R1 vin C1 C2 R2 R3 R5 R4 vout Figure 11. Second Edition Orchard Publications . and Q = 10 .1 µF . C 2.Chapter 11 Analog and Digital Filters 2.⎛ ----.40 is a VCVS second-order band-pass filter whose transfer function is V out ( s ) K [ BW ]s G ( s ) = ---------------. R 2. ω 2 = upper cutoff frequency . For this circuit. 11-74 Signals and Systems with MATLAB Applications. The circuit of Figure 11. Gain K = 10 . Plot G ( s ) versus frequency. compute the appropriate values of the resistors to achieve center frequency f 0 = 1 KHz . R 3. Circuit for Exercise 2 Let ω 0 = center frequency .

R 2.Exercises 3. ω 1 = lower cutoff frequency . C 2.1 µF and C 3 = 2C1 . Quality Factor Q = ω 0 ⁄ BW . compute the appropriate values of the resistors to achieve center frequency f 0 = 1 KHz . The circuit of Figure 11. Gain K = 1 and Q = 10 . and gain K = 1 We can calculate the values of C 1. R 3. 1 R 1 = -------------------2ω 0 QC 1 2Q R 2 = ----------ω0 C1 2Q R 3 = -----------------------------------2 C 1 ω 0 ( 4Q + 1 ) The gain K must be unity. Choose the capacitors as C 1 = C 2 = 0. but Q can be up to 10. Second Edition Orchard Publications 11-75 . Circuit for Exercise 3 Let ω 0 = center frequency . Using these relations.= --------------------------------------2 2 V in ( s ) s + [ BW ]s + ω 0 C1 vin R1 C2 R3 R2 C3 vout Figure 11. ω 2 = upper cutoff frequency . and R 4 to achieve the desired centered frequency ω 0 and bandwidth BW .41 is a VCVS second-order band elimination filter whose transfer function is 2 V out ( s ) K ( s 2 + ω0 ) G ( s ) = ---------------. Solution using MATLAB is highly recommended. Signals and Systems with MATLAB Applications. R 1.41. Bandwidth BW = ω 2 – ω 1 . Plot G ( s ) versus frequency. For this circuit.

we compute the coefficient a from 4K 1–K 2 a = -------------------------------.42.= --------------------------------------------2 2 V in ( s ) s + aω 0 s + bω 0 2 where the gain K = cons tan t .⋅ tan ( φ 0 ⁄ 2 ) 1–K 2K tan ( φ 0 ⁄ 2 ) 11-76 Signals and Systems with MATLAB Applications.42 is a MFB second-order all-pass filter whose transfer function is V out ( s ) K ( s 2 – a ω0 s + b ω0 ) G ( s ) = ---------------.– 1 + 1 + -----------. Second Edition Orchard Publications .⎞ 2⎠ ⎝ 2 bω 0 – ω C2 R1 vin R3 R4 C1 R2 vout Figure 11. and the phase is given by aω 0 ω –1 φ ( ω ) = – 2tan ⎛ --------------------. we can compute the resistances from 2 R 2 = --------------aω 0 C 1 ( 1 – K )R 2 R 1 = ----------------------4K R2 R 3 = ----K R2 R 4 = -----------1–K For 0 < φ 0 < 180° .Chapter 11 Analog and Digital Filters 4. The circuit of Figure 11. Circuit for Exercise 4 The coefficients a and b can be found from a –1 φ 0 = φ ( ω 0 ) = – 2tan ⎛ ----------. ( 0 < K < 1 ) .⎞ ⎝ b – 1⎠ For arbitrary values of C 1 = C 2 .

⋅ tan ( φ 0 ⁄ 2 ) 1–K 2K tan ( φ 0 ⁄ 2 ) Using these relations. we can use a low-pass filter circuit such as that of Figure 11.– 1 – 1 + -----------.43. The Bessel filter of Figure 11.01 µF and plot phase versus frequency. Second Edition Orchard Publications 11-77 .43. Choose the capacitors as C 1 = C 2 = 0. from 4K 1–K 2 a = -------------------------------. Solution using MATLAB is highly recommended. to achieve a constant delay T 0 by specifying the resistor and capacitor values of the circuit.= -------------------------------------2 2 V in ( s ) s + 3ω 0 s + 3ω 0 R2 R1 vin C1 C2 R3 vout Figure 11. 5. The resistor values are computed from Signals and Systems with MATLAB Applications. Therefore. The second-order transfer function of this filter is 2 V out ( s ) 3Kω 0 G ( s ) = ---------------.3.43 has the same configuration as the low-pass filter of Example 11.sec onds 13ω 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 .75 . and achieves a relatively constant time delay over a range 0 < ω < ω 0 . compute the appropriate values of the resistors to achieve a phase shift φ 0 = – 90° at f 0 = 1 KHz with K = 0.Exercises and for – 180° < φ 0 < 0° . Circuit for Exercise 5 where K is the gain and the time delay T 0 at ω 0 = 2πf 0 is given as 12 T 0 = T ( ω 0 ) = ----------.

compute the appropriate values of the resistors to achieve a time delay T 0 = 100 µs with K = 2 . The equivalent analog filter cutoff frequency is ω C = 4 rad ⁄ s and has 3 dB pass band ripple.Chapter 11 Analog and Digital Filters 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. Solution using MATLAB is highly recommended. Compute the coefficients of the numerator and denominator and plot G ( z ) with and without pre-warping. 11-78 Signals and Systems with MATLAB Applications. Plot G ( s ) versus frequency. Derive the amplitude-squared function for a third-order Type I Chebyshev low-pass filter with 1.25 s . 7. Use capacitors C 1 = 0. Second Edition Orchard Publications . 6.5 dB pass band ripple and cutoff frequency ω C = 1 rad ⁄ s . 8.002 µF . Derive the transfer function of a fourth-order Butterworth filter with ω C = 1 rad ⁄ s . Use MATLAB to derive the transfer function G ( z ) and plot G ( z ) versus ω for a two-pole. Type I Chebyshev high-pass digital filter with sampling period T S = 0.01 µF and C 2 = 0.

We will use MATLAB for all computations... R1=b/(C1^2*R2*wc^2). C1=10^(−8). fprintf('R4 = %5. These are shown in the MATLAB code below. a=sqrt(2).Solutions to Exercises 11.R3).R1).. Gw=(K.0f Ohms \t'. R4=R3. K=1+R4/R3.. R4=K*R2. C2=C1..abs(Gw)). b =1. R1=12700./(s. w=2*pi*f.*s.*s.^2..0f Ohms \t'.. K=2.. Part II of the code is as follows: f=10:10:20000.^2). R2=20000. Hz').*wc.. s=w*j.0f Ohms \t'./ b+wc... R2=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*wc). semilogx(f.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.. xlabel('Frequency. fprintf(' \n'). fprintf('R2 = %5. grid..^2+a. wc=(4*b)/(C1*sqrt(a^2+8*b*(K−1))*R2). title('2nd Order Butterworth High-Pass Filter Response') Signals and Systems with MATLAB Applications./b). R3=40200. % PART I − Find Resistor values for second order Butterworth filter. hold on. ylabel('|Vout/Vin|'). b = 1 a=sqrt(2). wc=2*pi*fc.0f Ohms \t'. Second Edition Orchard Publications 11-79 . fprintf('R3 = %5.R2).. fc=1000. fprintf('R1 = %5.11 Solutions to Exercises 1.. R3=(K*R2)/(K−1).

R2).abs(Gw)).0f Ohms \t'.^2+B. axis([500 2000 0 10]).0f Ohms \t'.*s). R2=1100.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.. R4=2*R3.... f=10:10:10000... R1=(2*Q)/(C1*w0*K). Part II of the code is as follows: K=10.. These are shown in the MATLAB code below. R1=3160.Chapter 11 Analog and Digital Filters 2.*s+w0. f0=1000. w0=2*pi*f0.*B. s=w*j. R3=(1/(C1^2*w0^2))*(1/R1+1/R2)./(s. R4=6190..R3).. w0=(2*Q)/(C1*R1*K). B=w0/Q. C1=10^(−7). % PART I − Find Resistor values for second order band-pass filter f0 = 1 KHz Q=10. fprintf('R3 = %5. w=2*pi*f... Q=10. fprintf('R4 = %5. fprintf('R1 = %5... We will use MATLAB for all computations. fprintf('R5 = %5. fprintf(' \n')..0f Ohms \t'. semilogx(f.. R5=R4.. C2=C1. fprintf('R2 = %5. K=10. R5=R4. R3=3090..0f Ohms \t'.^2). R2=(2*Q)/(C1*w0*(−1+sqrt((K−1)^2+8*Q^2)))...0f Ohms \t'.R1)..R4). Second Edition Orchard Publications . Hz').. xlabel('Frequency. ylabel('|Vout/Vin|'). title('2nd Order Butterworth Band-Pass Filter Response') 11-80 Signals and Systems with MATLAB Applications. hold on. Gw=(K. grid.

*(s.^2+B. These are shown in the MATLAB code below.6....7.0f Ohms \t'. .*s+w0.^2). semilogx(f. hold on. % PART I − Find Resistor values for second order Butterworth band-pass filter f0 = 1 KHz Q=10...^2)).. Part II of the code is as follows: K=1. Q=10.0f Ohms \t'. fprintf('R3 = %5... C1=10^(−7).... f0=1000. w=2*pi*f. We will use MATLAB for all computations. B=w0/Q. axis([500 2000 0 1]).Solutions to Exercises 3. fprintf('R1 = %5. title('2nd Order Butterworth Band-Stop Filter Response') Signals and Systems with MATLAB Applications.. R1=1/(2*w0*Q*C1). Gw=(K. R1=80. s=w*j.0f Ohms \t'. ylabel('|Vout/Vin|').^2+w0.R3) R1=80 Ohms R2=31831 Ohms R3=79 Ohms We choose standard resistors as close as possible to those found above. R2=31600. C3=2*C1. C2=C1. f=10:10:10000. grid./(s. R3=(2*Q)/(C1*w0*(4*Q^2+1))... K=1. Second Edition Orchard Publications 11-81 . R2=(2*Q)/(w0*C1).abs(Gw)).R2).. xlabel('Frequency. R3=78... w0=1/(2*R1*Q*C1). w0=2*pi*f0. fprintf(' \n'). Hz'). fprintf('R2 = %5.R1).

../(s.0f Ohms \t'.^2+a. Second Edition Orchard Publications . fprintf(' \n'). C1=10^(−8). fprintf('a = %5..*w0.*s+b.. hold on. R2=2/(a*w0*C1).R1).. semilogx(f. a)..... R3=54900.0f Ohms \t'. Part II of the code is as follows: K=3/4.. C2=C1. We rewrite the above relation as φ0 a –1 tan ⎛ ----------.768 R3=55292 Ohms R4=165875 Ohms We choose standard resistors as close as possible to those found above.768.*w0.R3). R4=165000. Hz'). fprintf('R4 = %6.^2−a..3f \t'.angle(Gw)). a=((1−K)/(2*K*tan(phi0/2)))*(−1−sqrt((1+4*K/(1−K))*(tan(phi0/2))^2)). b) R1=3456 Ohms R2=41469 Ohms a = 0. a and b values phi0=−pi/2. C2=C1.. w0=2*pi*f0.3f \t'. R3=R2/K. fprintf(' \n'). . w=2*pi*f.*w0. Gain must be 0<K<1 % PART I − Find Resistor.⎞ ⎝ 2⎠ ⎝ 2⎠ φ0 φ0 b = a + tan ⎛ – ---... title('2nd Order All-Pass Filter Response') The plot shown below is the phase (not magnitude) response.768 b = 1.Chapter 11 Analog and Digital Filters 4.768.. K=0. b=1. fprintf('b = %5...⎞ = ----------⎝ 2⎠ b–1 φ0 φ0 btan ⎛ – ---. fprintf('R3 = %6. These are shown in the MATLAB code below...0f Ohms \t'.75. f=10:10:100000... grid.⎞ ⎝ b – 1⎠ for b in terms of φ 0 and a so that we can find its value from the MATLAB code below...⎞ ⁄ tan ⎛ – ---. w0=2/(a*R2*C1).*(s.. 11-82 Signals and Systems with MATLAB Applications.⎞ = – ---⎝b – 1⎠ 2 or φ0 a tan ⎛ – ---.^2). R4=R2/(1−K). f0=1000.⎞ = a + tan ⎛ – ---.*s+b. b=(a+tan(−phi0/2))/tan(−phi0/2). ylabel('Phase Angle'). s=w*j. C1=10^(−8).0f Ohms \t'. fprintf('R2 = %6. R2=41200..^2)).⎞ ⎝ 2⎠ ⎝ 2⎠ % MFB 2nd order all-pass filter.R2).R4). R1=3480. xlabel('Frequency. Gw=(K. fprintf('R1 = %6. f0=1 KHz % phase shift phi=-pi/2 and gain K=3/4. R1=(1−K)*R2/(4*K)..*w0. Let us first solve the relation a –1 φ 0 = φ ( ω 0 ) = – 2tan ⎛ ----------. a=0.

. We will use MATLAB for all computations. s=w*j. semilogx(f. a=3.*K.. a=3.*w0....*s+b.R1).0f Ohms \t'.. These are shown in the MATLAB code below.. xlabel('Frequency.^2+a./(s... grid.0f Ohms \t'. Second Edition Orchard Publications 11-83 . b=3. C2=2*10^(−9). fprintf(' \n').. ylabel('Phase Angle')..R2). fprintf('R2 = %5.^2). Hz'). fprintf('R3 = %5.. w0=(2*(K+1))/((a*C1+sqrt(a^2*C1^2-4*b*C1*C2*(K+1)))*R2).. R1=R2/K.0f Ohms \t'.^2). fprintf('R1 = %5. Gw=(3..angle(Gw)).. w0=12/(13*T0). Part II of the code is as follows: K=2..*w0.. R3=13000.R3) R1 = 7486 Ohms R2 = 14971 Ohms R3 = 13065 Ohms We choose standard resistors as close as possible to those found above. R3=1/(b*C1*C2*R2*w0^2). w=2*pi*f. % MFB 2nd order Bessel filter..*w0. T0=100 microseconds. C1=10^(−8).. hold on. f=1:10:100000. C1=10^(−8)... R1=7500.. K=2. R2=(2*(K+1))/((a*C1+sqrt(a^2*C1^2−4*b*C1*C2*(K+1)))*w0). R2=15000.Solutions to Exercises 5. K=2 % PART I − Find resistor values T0=100*10^(−6).. b=3. title('2nd Order Bessel Filter Response') Signals and Systems with MATLAB Applications. C2=2*10^(−9)..

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. The group delay (the slope at a particular frequency) is practically flat at frequencies near DC. and k = 4 we get 2 1 A ( ω ) = --------------8 ω +1 Then. Second Edition Orchard Publications . 8 11-84 Signals and Systems with MATLAB Applications.20) 2 1 A ( ω ) = ---------------------------------2k ( ω ⁄ ωC ) + 1 and with ω C = 1 rad ⁄ s . This filter has very good phase response but poor amplitude response. From (11. 6.Chapter 11 Analog and Digital Filters The plot shown below is the phase (not magnitude) response.

disp(simple(y(4))).45).44) that C k = C 3 = ( 4ω – 3ω ) 2 2 3 2 Signals and Systems with MATLAB Applications... disp('s3 = '). we choose the roots s 2 ..9240*i)*(s+.3827+. disp('s7 = '). disp('s2 = '). Second Edition Orchard Publications 11-85 . disp(simple(y(1))).4) r = (s+.. disp(simple(y(6))).3827-.41s + 2.... disp(simple(y(8))) s1 = 1/2*2^(3/4)*(1+i)^(1/2) s2 = -1/2*2^(3/4)*(1+i)^(1/2) s3 = 1/2*i*2^(3/4)*(1+i)^(1/2) s4 = -1/2*i*2^(3/4)*(1+i)^(1/2) s5 = 1/2*i*2^(3/4)*(-1+i)^(1/2) 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) s1 = ( 1 ⁄ 2 ) ⋅ 4 2 ⋅ 1 + j s2 = –( 1 ⁄ 2 ) ⋅ 4 2 ⋅ 1 + j s 3 = ( 1 ⁄ 2 )j ⋅ 4 2 ⋅ 1 + j s 4 = – ( 1 ⁄ 2 )j ⋅ 4 2 ⋅ 1 + j s 5 = ( 1 ⁄ 2 )j ⋅ 4 2 ⋅ – 1 + j s 6 = – ( 1 ⁄ 2 )j ⋅ 4 2 ⋅ – 1 + j s7 = ( 1 ⁄ 2 ) ⋅ 4 2 ⋅ – 1 + j s8 = –( 1 ⁄ 2 ) ⋅ 4 2 ⋅ – 1 + j 3 3 3 3 3 3 3 3 Since we are only interested in the poles of the left half of the s -plane. and s 8 . s 4 ..6134*s^3+3.0004706353613841 and thus 1 G ( s ) = ---------------------------------------------------------------------------4 3 2 s + 2.9240+. disp(simple(y(7))). To express the denominator in polynomial form we use the following MATLAB code: denGs=(s-s2)*(s-s4)*(s-s6)*(s-s8). disp('s6 = '). disp('s5 = ').9240-.3827*i)*(s+. disp('s4 = ').9240*i) expand(r) ans = s^4+2. disp(simple(y(5))).614014906886*s +1.Solutions to Exercises syms s.. y=solve('s^8+1=0'). From (11.61s + 1 7. fprintf(' \n'). disp(simple(y(3))). disp('s1 = ')... disp(simple(y(2))).. disp('s8 = '). we find from (11. s 6 .3827*i)*(s+. r=vpa(denGs. 2 α A ( ω ) = -------------------------------------------.61s + 3.41492978*s^2+2.(1) 2 2 1 + ε Ck ( ω ⁄ ωC ) and with ω C = 1 and k = 3 .

52) with 1.Chapter 11 Analog and Digital Filters Also.5 dB ripple.6ω – 9.'high'). % This code designs a 2-pole Chebyshev Type 1 high-pass digital filter with % analog cutoff frequency wc=4 rads/sec.[Nz]). % We divide by pi to normalize the digital cutoff frequency. Therefore we will compute G 1 ( z ) with pre-warping using the following MATLAB code. This frequency is related to % the continuous time radian frequency wc by wd=Ts*wc with no pre-warping. fprintf(' \n').4125 ⋅ ( 4ω – 3ω ) To express the denominator in polynomial form.87) with ω C = ω a we find that ω C = ω a ⋅ T S = 4 × 0. fprintf('%8. sampling period Ts=0.7125ω + 1 8. ε = 10 2 ( 1.5 ⁄ 10 ) – 1 = 0. [Nz. with % pass band % ripple of 3 dB. % With prewarping it is related to wc by wdp=2*arctan(wc*Ts/2). % Analog cutoff frequency % Let wd be the discrete time radian frequency. With the approximation of (11.Rp.. % Sampling period wc=4. % fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n'). However.wdp. % # of poles Rp=3. denA=1+0..Dz]=cheby1(N. fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n').86) and solving for ω d we find that ω d = 2 tan –1 ( ω a T S ) ⁄ 2 = 0. we use the following MATLAB code.. % To obtain the digital cutoff frequency without prewarping we use the relation % wd=(wc*Ts)/pi. % Passband ripple in dB Ts=0.25.9273 and this value is not very close to unity..4125 and with these values (1) is written as 2 α A ( ω ) = -----------------------------------------------------------2 3 1 + 0. Second Edition Orchard Publications . % N=2.25 sec. from (11.4125*expand((4*w^3-3*w)^2). denA = 1+33/5*w^6-99/10*w^4+297/80*w^2 and thus 2 α A ( ω ) = ------------------------------------------------------------------------6 4 2 6. syms w. 11-86 Signals and Systems with MATLAB Applications. wdp=2*atan(wc*Ts/2)/pi.4f \t'.25 = 1 .9ω + 3. using the exact relation of (11.

3914 G 1 ( z ) = -------------------------------------------------------------------2 z – 0. pause.7829 0.4963 2 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications 11-87 .3914 The denominator D(z) coefficients in descending powers of z are: 1. xlabel('Frequency (rads/sec)'). Gz=freqz(Nz.4963 and thus the transfer function and the plot with pre-warping are as shown below.w).[Dz]). % fprintf('Press any key to see the graph \n').0000 -0.abs(Gz)).4f \t'.7829z + 0.Solutions to Exercises fprintf('%8.7153 0.Dz. title('High-Pass Digital Filter with prewarping') The numerator N(z) coefficients in descending powers of z are: 0.3914 -0.7153z + 0. plot(w. grid. fprintf(' \n').3914z – 0. % w=0:2*pi/300:pi. ylabel('|H|'). 0.

25.3689z – 0. ylabel('|H|'). [Nz.3689 -0.3689 G 2 ( z ) = -------------------------------------------------------------------2 z – 0.w).0000 -0.3689 The denominator D(z) coefficients in descending powers of z are: 1.'high'). 0.7377 0. plot(w.Rp.4f \t'.abs(Gz)).[Dz]). fprintf('The denominator D(z) coefficients in descending powers of z are: \n\n').[Nz]). fprintf('%8.6028 0. pause. fprintf(' \n'). Second Edition Orchard Publications . % # of poles Rp=3.4f \t'.6028z + 0. % w=0:2*pi/300:pi. title('High-Pass Digital Filter without prewarping') The numerator N(z) coefficients in descending powers of z are: 0.Dz]=cheby1(N. Gz=freqz(Nz. grid. % Sampling period wc=4.wd. % Pass band ripple in dB Ts=0. fprintf('%8.Chapter 11 Analog and Digital Filters Next. % fprintf('Press any key to see the graph \n'). % Analog cutoff frequency wd=(wc*Ts)/pi.7377z + 0. % fprintf('The numerator N(z) coefficients in descending powers of z are: \n\n').4814 2 11-88 Signals and Systems with MATLAB Applications.Dz. xlabel('Frequency (rads/sec)'). we will compute G 2 ( z ) without pre-warping using the following MATLAB code: N=2. fprintf(' \n').4814 and thus the transfer function and the plot without pre-warping are as shown below.

Second Edition Orchard Publications 11-89 .Solutions to Exercises Signals and Systems with MATLAB Applications.

Second Edition Orchard Publications .Chapter 11 Analog and Digital Filters NOTES 11-90 Signals and Systems with MATLAB Applications.

These are two outstanding software packages for scientific and engineering computations and are used in educational institutions and in industries including automotive.Appendix A Introduction to MATLAB® T his appendix serves as an introduction to the basic MATLAB commands and functions. Simulink is a block diagram tool used for modeling and simulating dynamic systems such as controls. A. A. In this appendix we will discuss MATLAB only. and environmental applications. Several examples are provided with detailed explanations. and return to the command screen to execute the program as explained below. and MATLAB functions. To use the Editor/Debugger: * EDU>> is the MATLAB prompt in the Student Version Signals and Systems with MATLAB Applications. important terms. finding the roots of a polynomial. Second Edition Orchard Publications A-1 . It is highly recommended that we use the Editor/Debugger to write our program. electronics. procedures for naming and saving the user generated files. and making plots. notes and file names When we first start MATLAB. and communications. access to MATLAB’s Editor/Debugger. MATLAB now waits for a new command from the user. telecommunications. signal processing. we see the toolbar on top of the command screen and the prompt EDU>>. This prompt is displayed also after execution of a command. aerospace. save it.1 MATLAB® and Simulink® MATLAB and Simulink are products of The MathWorks™ Inc. comment lines. MATLAB enables us to solve many advanced numerical problems fast and efficiently.2 Command Window To distinguish the screen displays from the user commands. we will use the following conventions: Click: Click the left button of the mouse Courier Font: Screen displays Helvetica Font: User inputs at MATLAB’s command window prompt >> or EDU>>* Helvetica Bold: MATLAB functions Times Bold Italic: Important terms and facts.

This command erases everything.m or any other similar name. myfile01. This takes us to the Editor Window where we can type our code (list of statements) for a new file. if the code performs some matrix operations. For example. we choose New and click on M-File. The command help matlab\iofun will display input/output information. to get information on graphics. t and T are two different characters in MATLAB language. The MATLAB User’s Guide contains numerous help topics. Thus. All text after the % (percent) symbol is interpreted as a comment line by MATLAB.m extension at the >> prompt. we type demo and we see the MATLAB Demos menu.Introduction to MATLAB® 1. we type quit or exit. we use the clc command. For instance. A-2 Signals and Systems with MATLAB Applications. variables. and thus it is ignored during the execution of a program. it will be understood that each input command is typed after the >> prompt and followed by the <enter> key. When we are done and want to leave MATLAB. The command clc clears the screen but MATLAB still remembers all values. To execute a program. we ought to name and save that file as matrices01. leaving only the >> prompt on the upper left of the screen. A comment can be typed on the same line as the function or command or as a separate line. From the File menu on the toolbar. In other words. Important! MATLAB is case sensitive. we can type help followed by any topic from the displayed menu. But if we want to clear all previous values. it is like exiting MATLAB and starting it again. The files that we create are saved with the file name we use and the extension . The MATLAB User’s Guide provides more information on this topic. that is. 3. conv(p. or open a previously saved file. and equations without exiting. To appreciate MATLAB’s capabilities. we click on the Close button. Second Edition Orchard Publications . we type the file name without the . for example. if we want to clear all previously entered commands. % The next statement performs partial fraction expansion of p(x) / q(x) are both correct.m. We can do this periodically to become familiar with them. MATLAB then returns to the command window. we should use the command clear. 2. we type help matlab\graphics. Whenever we want to return to the command window. We must save our program with a file name which starts with a letter. It is a good practice to save the code in a file name that is descriptive of our code content. To get help with other MATLAB topics. we press <enter> and observe the execution and the values obtained from it. For instance.and lower-case letters. we must make sure that it is added it to the desired directory in MATLAB’s search path. then.q) % performs multiplication of polynomials p and q. Once the code is written and saved as an m-file.m. If we have saved our file in drive a or any other drive. We should also use a floppy disk to backup our files. it distinguishes between upper. variables and equations that we have already used. Henceforth. we may exit the Editor/Debugger window by clicking on Exit Editor/Debugger of the File menu.

and the roots as roots_ p1.3 Roots of Polynomials In MATLAB. if the imaginary part is a function. A.Roots of Polynomials One of the most powerful features of MATLAB is the ability to do computations involving complex numbers. we must use the multiplication sign.0000 Signals and Systems with MATLAB Applications.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 p1.0000-4. p1=[1 −10 35 −50 24] % Specify and display the coefficients of p1(x) p1 = 1 -10 35 -50 24 roots_ p1=roots(p1) % Find the roots of p1(x) roots_p1 = 4. For example. a polynomial is expressed as a row vector of the form [ a n a n – 1 … a 2 a 1 a 0 ] . We must include terms whose coefficients are zero. or variable such as cos ( x ) . However. We find the roots of any polynomial with the roots(p) function. the statement z=3−4j displays z = 3. a multiplication (*) sign between 4 and j was not necessary because the complex number consists of numerical constants. We can use either i . These are the coefficients of the polynomial in descending order. Example A.0000 3. we must type cos(x)*j or j*cos(x) for the imaginary part of the complex number. that is.0000i In the above example. p is a row vector containing the polynomial coefficients in descending order. such as 3-4i or 3-4j. or j to denote the imaginary part of a complex number. Second Edition Orchard Publications A-3 .

the conjugate of a complex number A = a + jb is A∗ = a – jb . we must enter zero as its coefficient. A-4 Signals and Systems with MATLAB Applications. where we have defined the polynomial as p2.Introduction to MATLAB® 2.3202i -0.3202i A.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 = 6.7428 -1. Refer also to Appendix B.3366+ 1.5014 2. and two complex roots.3366.5711 -0. and the roots as a column vector. therefore. with the poly(r) function where r is a row vector containing the roots. The result indicates that this polynomial has three real roots.0000 We observe that MATLAB displays the polynomial coefficients as a row vector. * By definition.1. Of course. from a given set of roots. and the roots of this polynomial as roots_ p2.0000 1. Second Edition Orchard Publications . complex roots always occur in complex conjugate* pairs. The roots are found with the statements below.4 Polynomial Construction from Known Roots We can compute the coefficients of a polynomial. Example A.

5.1.0000+ 5. and 4 . r3=[1 2 3 4] % Specify the roots of the polynomial r3 = 1 poly_r3 = 1 -10 35 -50 24 2 3 4 poly_r3=poly(r3) % Find the polynomial coefficients We observe that these are the coefficients of the polynomial p 1 ( x ) of Example A.0000 -4. say r3 . Solution: We first define a row vector.3 It is known that the roots of a polynomial are 1.0000i poly_r4=poly(r4) -2. we find the coefficients with the poly(r) function as shown below.0000 Column 5 -4. then. and we find the polynomial coefficients with the poly(r) function as shown below.4 It is known that the roots of a polynomial are – 1. with the given roots. Compute the coefficients of this polynomial.0000. 2.0000i poly_r4 = 1 14 100 340 499 246 Signals and Systems with MATLAB Applications. – 2. with the given roots as elements of this vector. 3. say r4 . Solution: We form a row vector. Example A. 4 + j5 and 4 – j5 . Second Edition Orchard Publications A-5 .Polynomial Construction from Known Roots Example A. Find the coefficients of this polynomial. – 3. r4=[ −1 −2 −3 −4+5j −4−5j ] r4 = Columns 1 through 4 -1.0000 -3.

−3) % Evaluate p5 at x=−3.) after the right bracket suppresses the display of the row vector % that contains the coefficients of p5. % These are the coefficients % The semicolon (.5 Evaluate the polynomial at x = – 3 .6 Let p 1 = x – 3x + 5x + 7x + 9 5 4 2 and A-6 Signals and Systems with MATLAB Applications. the polynomial is p 4 ( x ) = x + 14x + 100x + 340x + 499x + 246 5 4 3 2 A. % val_minus3=polyval(p5.x) function evaluates a polynomial p ( x ) at some specified value of the independent variable x. Example A.b) − multiplies two polynomials a and b [q.5 Evaluation of a Polynomial at Specified Values The polyval(p. no semicolon is used here % because we want the answer to be displayed p 5 ( x ) = x – 3x + 5x – 4x + 3x + 2 6 5 3 2 (A.r]=deconv(c.1) val_minus3 = 1280 Other MATLAB functions used with polynomials are the following: conv(a.d) −divides polynomial c by polynomial d and displays the quotient q and remainder r. Second Edition Orchard Publications . polyder(p) − produces the coefficients of the derivative of a polynomial p. Example A.Introduction to MATLAB® Therefore. Solution: p5=[1 −3 0 5 −4 3 2].

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

Example A.2) where some of the terms in the numerator and/or denominator may be zero. we can write MATLAB statements in one line. We can find the roots of the numerator and denominator with the roots(p) function as before. Commas will display the results whereas semicolons will suppress the display.7.p 5 = 12x 5 – 32x 3 + 4x 2 + 8x + 10 dx 0 -32 0 8 10 A. as bn x + bn – 1 x + bn – 2 x + … + b1 x + b0 ------------------R ( x ) = Num ( x ) = ---------------------------------------------------------------------------------------------------------------------m m–1 m–2 Den ( x ) am x + am – 1 x + am – 2 x + … + a1 x + a0 n n–1 n–2 (A. A-8 Signals and Systems with MATLAB Applications.6 Rational Polynomials Rational Polynomials are those which can be expressed in ratio form.p 5 using the polyder(p) function. Second Edition Orchard Publications . d ----.Introduction to MATLAB® Example A.9 Let 5 4 2 p num x – 3x + 5x + 7x + 9 R ( x ) = ----------. if we separate them by commas or semicolons. that is. der_p5=polyder(p5) % The coefficients of p5 % Compute the coefficients of the derivative of p5 der_p5 = 12 Therefore. d dx 6 4 2 Solution: p5=[2 0 −8 0 4 10 12]. using the roots(p) function.8 Let p 5 = 2x – 8x + 4x + 10x + 12 Compute the derivative ----. As noted in the comment line of Example A.= ------------------------------------------------------6 4 2 p den x – 4x + 2x + 5x + 6 Express the numerator and denominator in factored form.

6760 + j0.4186 −1.9961i -1.4922i)*(1.4922i -0.6760+ 0.9961i roots_den = 1. x 1 ⋅ x 2 = c . that is. roots_num=roots(num).4186 + 1.4922 ) ( x + 1.4186+ 1. For the numerator.9961i) ans = 1.4186.4186 + j1.9304 ) ( x + 0.3370. – ( x 1 + x 2 ) = b .1058 (1. we have p den = ( x – 1.3370+ 0.9304 -1.1633 As expected. that is. the complex roots occur in complex conjugate pairs.2108 + j0.0712i)*(2.1.6760+0.4922 ) ( x – 1. den=[1 0 −4 0 2 5 6]. Second Edition Orchard Publications A-9 .9870i -1.0712 ) ( x – 2.6760 – j0. roots_den=roots(den) % Do not display num and den coefficients % Display num and den roots roots_num = 2.Rational Polynomials Solution: num=[1 −3 0 5 7 9].2108+0.3370 + j0. the negative sum of the roots is equal to the coefficient b of the x term. we have the factored form p num = ( x – 2. Accordingly.1633 ) ( x + 0.4922i) ans = 3.3370+ 0.0000 2.0.6760-0. in a quadratic equation of the form x 2 + bx + c = 0 whose roots are x 1 and x 2 .6760−0. we form the coefficient b by addition of the complex conjugate roots and this is done by inspection.9961 ) and for the denominator.4922i -0.0712i -0.3370 – j0.9870 ) ( x + 1.0712i) ans = 6. while the product of the roots is equal to the constant term c .0712i -0.9971 (−0.9870i 1.0000 ) We can also express the numerator and denominator of this rational function as a combination of linear and quadratic factors. We recall that.0512 Signals and Systems with MATLAB Applications.2108 – j 0.4186 – j1.0712 ) ( x + 1. then we multiply the complex conjugate roots to obtain the constant term c using MATLAB as follows: (2.3370−0.9870 ) ( x + 0.9961 ) ( x + 0.2108-0.9961i)*(−0.

9870i)*(−0. we want to plot a set of ordered pairs.9971)*(x^2+0. Second Edition Orchard Publications . A.10 Consider the electric circuit of Figure A.1058 ) ( x + 1. that is.2108−0. 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. we use the following code: syms x % Define a symbolic variable and use collect(s) to express numerator in polynomial form collect((x^2−4.0186 ) ( x + 1.0000 ) ( x + 1.1633 ) R ( x ) = ----------. 2 2 p num ( x – 4.4216x + 1. y.Introduction to MATLAB® (−0. For the present. while the amplitude was held constant. Example A.1058)*(x+1. They are discussed in detail in MATLAB’s Users Manual. Before using a symbolic expression.9304 ) We can check this result with MATLAB’s Symbolic Math Toolbox which is a collection of tools (functions) used in solving symbolic expressions. and so on. This is a very easy task with the MATLAB plot(x. we must create one or more symbolic variables such as x.q) function is used with numeric expressions only. We can use the same procedure to verify the denominator.6740x + 1.1.y) command that plots y versus x. polynomial coefficients. x is the horizontal axis (abscissa) and y is the vertical axis (ordinate).2108+ 0.6740*x+1. We must remember that the conv(p. t.= --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------2 2 p den ( x – 3.1633)) 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. The ammeter readings were then recorded for each frequency.3520x + 3.9870i) ans = 1.0186 Thus.9971 ) ( x + 0.1.0512 ) ( x + 0. A-10 Signals and Systems with MATLAB Applications. we find that is the same as the numerator of the given rational expression in polynomial form.8372*x+6. where the radian frequency ω (radians/second) of the applied voltage was varied from 300 to 3000 in steps of 100 radians/second. For our example. The magnitude of the impedance Z was computed as Z = V ⁄ A and the data were tabulated on Table A.8372x + 6. Here.7 Using MATLAB to Make Plots Quite often.

This is illustrated below for the data of w and z. Also. or a row vector is too long to fit in one line.184 97. Solution: We cannot type ω (omega) in the MATLAB command window.339 52.1.665 140. it can be continued to the next line by typing three or more periods.056 1014. and continue to enter data. then pressing <enter> to start a new line. Electric circuit for Example A. Z versus radian frequency ω .) to suppress the display of numbers that we do not care to see on the screen.428 48.182 436.Using MATLAB to Make Plots A R V L C Figure A.240 54.717 46.589 71.513 62.10 TABLE A.437 222.353 103. so we will use the English letter w instead.432 38.938 469.845 Plot the magnitude of the impedance.588 67.032 187.83 266.111 ω (rads/s) 1700 1800 1900 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000 |Z| Ohms 90.088 73.122 42. as mentioned before.182 40.603 81. we use the semicolon (. The data are entered as follows: Signals and Systems with MATLAB Applications.1 Table for Example A. Second Edition Orchard Publications A-11 .611 51.751 120. If a statement.10 ω (rads/s) 300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 |Z| Ohms 39.286 44. that is.052 145.481 58.

that is.588 67.2.104 97.437 222. The grid off command removes the grid. The default* is off. The command grid toggles them. or from the Window pull-down menu.056. 90.. we click on the Window pull-down menu. Second Edition Orchard Publications .2.353 103. We can make the above. and box on restores the box. we use the plot(x.513 62. 48.. we use plot(w. and we press <enter>.. and we select Figure.611 51.. A-12 Signals and Systems with MATLAB Applications. Figure A... or any plot.286 44. changes from off to on or vice versa. To see the graph again. if we want to see the values of w or z or both. MATLAB displays the plot on MATLAB’s graph screen.938 469. 1014.665 140.240 54.830 266. box off: This command removes the box (the solid lines which enclose the plot). Of course.845].088 73.Introduction to MATLAB® w=[300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 1600 1700 1800 1900.182 40. more presentable with the following commands: grid on: This command adds grid lines to the plot.182 436.432 38.. 2000 2100 2200 2300 2400 2500 2600 2700 2800 2900 3000]. we simply type w or z. The default is on. The command box toggles them... To plot z (y-axis) versus w (x-axis).y) command.468.. To return to the command window.603 81. For this example.122 42.10 This plot is referred to as the amplitude frequency response of the circuit.789 71. This plot is shown in Figure A. When this command is executed.339 52.z). we select MATLAB Command Window..111. we press any key..032 187.751 120. % z=[39.052 145.717 46. Plot of impedance z versus frequency ω for Example A.481 58.

% Replaces the plot(w.z). and this will place a cross-hair in the Figure window. Then. the semilogy(x. the function log(x) in MATLAB is the natural logarithm. whereas the common logarithm is expressed as log10(x). To display the voltage v in dB units on the y-axis. Likewise.y) command uses logarithmic scales for both axes. Signals and Systems with MATLAB Applications. and the y-axis as a linear scale. * With MATLAB Versions 6 and higher we can add text. we add the relation dB=20*log10(v). we can use the command gtext(‘Impedance |Z| versus Frequency’). however. Second Edition Orchard Publications A-13 . Throughout this text it will be understood that log is the common (base 10) logarithm. and the logarithm to the base 2 as log2(x).y) command. and the y-axis in dB (decibels).y) command. voltage or current.dB). For instance. and we press <enter>. The command gtext(‘string’)* switches to the current Figure Window. the x-axis of the frequency response is more often shown in a logarithmic scale. lines and arrows directly into the graph using the tools provided on the Figure Window. The amplitude frequency response is usually represented with the x-axis in a logarithmic scale. * 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.and y-axis respectively. We can use the semilogx(x.z) command title('Magnitude of Impedance vs. xlabel(‘string’) and ylabel(‘string’) are used to label the x. we can move the cross-hair to the position where we want our label to begin. ylabel('|Z| in Ohms') After execution of these commands. xlabel('w in rads/sec'). and the x-axis as a linear scale. and we replace the semilogx(w. Radian Frequency').z) command with semilogx(w. The loglog(x. We must remember. except that the y-axis is represented as a log scale. Let us now redraw the plot with the above options by adding the following statements: semilogx(w.Using MATLAB to Make Plots title(‘string’): This command adds a line of the text string (label) at the top of the plot. using the mouse.3.y) command that is similar to the plot(x. grid. and displays a cross-hair that can be moved around with the mouse. except that the x-axis is represented as a log scale. If the y-axis represents power. and ln is the natural (base e) logarithm. our plot is as shown in Figure A.y) command is similar to the plot(x.

grid on.85.4.x. last_value.02: 2)*pi instead. text(4. u=sin(x+2*pi/3). plot(x. % The x-axis must be specified for each function % turn grid and axes box on text(0.95. box on.65. We will illustrate its use with the following example that plots a 3-phase sinusoidal waveform. The code for the 3-phase plot is as follows: x=linspace(0.’string’) is similar to gtext(‘string’). 0. The first line of the code below has the form linspace(first_value.u. 2*pi. A-14 Signals and Systems with MATLAB Applications. 'sin(x+4*pi/3)') These three waveforms are shown on the same plot of Figure A.Introduction to MATLAB® Figure A.y.65.3. 'sin(x+2*pi/3)'). v=sin(x+4*pi/3). % pi is a built-in function in MATLAB. Second Edition Orchard Publications . and string is the label which we want to place at that location.75. The command text(x.02*pi:2*pi or x = (0: 0. y=sin(x). % we could have used x=0:0. 0. 0. 60). Modified frequency response plot of Figure A.2. 'sin(x)'). It places a label on a plot in some specific location specified by x and y.v). number_of_values) This function specifies the number of data points but not the increments between data points.65. text(2.x. An alternate function is x=first: increment: last and this specifies the increments between points but not the number of data points.y.

y. The plots we have discussed thus far are two-dimensional. and z. we did not specify line styles.z3..y2. where x. These strings are the same as those of the two-dimensional plots. However. MATLAB has also a three-dimensional (three-axes) capability and this is discussed next. MATLAB allows us to specify various line types. MATLAB has no default color. but does not draw any line because no line was selected. These.z2. marker symbol.y1. or line style. The plot3(x.11 Plot the function z = – 2x + x + 3y – 1 3 2 (A. For example. plot(x.. it starts with blue and cycles through the first seven colors listed in Table A. Example A. yn and zn are vectors or matrices.) where xn.y.y3. and colors for our plots. and plot(x.2. no markers are drawn unless they are selected. and colors. or a combination of these.z) command plots a line in 3-space through the points whose coordinates are the elements of x. markers.4. that is. can be added with the plot(x.3) Signals and Systems with MATLAB Applications. there is no default marker.y. Also. The default line is the solid line. If we want to connect the data points with a solid line.s2. plot symbols.'rs−').s) command. For additional information we can type help plot in MATLAB’s command screen.z1.s1. where s is a character string containing one or more characters shown on the three columns of Table A.x2.y. they are drawn on two axes.. Second Edition Orchard Publications A-15 .'rs') plots a red square at each data point. The general format is plot3(x1.s3.x3.y. we must type plot(x.Using MATLAB to Make Plots Figure A.'m*:') plots a magenta dotted line with a star at each data point.y. y and z are three vectors of the same length. Three-phase waveforms In our previous examples. and sn are strings specifying color.2 for each additional line in the plot.

z. This must be done for each plot.*y.5 In a two-dimensional plot. Likewise.2 Styles.z) commands.y.y.z). * This statement uses the so called dot multiplication.z) on the plot.^2-1.5: 10. division. 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 . and dot exponentiation where the multiplication. A-16 Signals and Systems with MATLAB Applications. The three-dimensional text(x.^3+x+3.Introduction to MATLAB® TABLE A. x= -10: 0. Second Edition Orchard Publications .*x. grid The three-dimensional plot is shown in Figure A. These operations will be explained in Section A. grid on and box off are the default states. dot division.% Vector z is function of both x and y* plot3(x. colors. or on the same line without first executing the plot command.9. in a three-dimensional plot we can set the limits of all three axes with the axis([xmin xmax ymin ymax zmin zmax]) command.y. % Length of vector y must be same as x z= -2. −− ∨ ∧ < > p h Solution: We arbitrarily choose the interval (length) shown on the code below. o x + * s d − : −.’string’) command will place string beginning at the co-ordinate (x. It must be placed after the plot(x. % Length of vector x y= x. For three-dimensional plots.y. and exponential operators are preceded by a dot.and y-axes with the axis([xmin xmax ymin ymax]) command.y) or plot3(x. we can set the limits of the x.

Z ( i. h ) The three-dimensional plot is created with the following MATLAB code where. V = f ( r. and y corresponds to the rows. say z = f ( x. To produce a mesh plot of a function of two variables. Solution: The volume of the cone is a function of both the radius r and the height h.5. and the matrix Y whose columns are copies of the vector y.Y]=meshgrid(x. as in the previous example. this will be explained in Section A.y) function that creates the matrix X whose rows are copies of the vector x.11 We can also use the mesh(x.4) Plot the volume of the cone as r and h vary on the intervals 0 ≤ r ≤ 4 and 0 ≤ h ≤ 6 meters. and dot exponentiation. in the second line we have used the dot multiplication.Using MATLAB to Make Plots . We observe that x corresponds to the columns of Z . As mentioned earlier. Signals and Systems with MATLAB Applications. the vertices of the mesh lines are the triples { x ( j ). 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. y ( i ).9. n ] = size ( Z ) . that is.12 The volume V of a right circular cone of radius r and height h is given by V = ( 1 ⁄ 3 )πr h 2 (A. In this case. Second Edition Orchard Publications A-17 . Example A. These must be defined as length ( x ) = n and length ( y ) = m where [ m. j ) } . y ) .y. Three dimensional plot for Example A. We can generate the matrices X and Y with the [X. dot division.z) command with two vector arguments. Figure A.

zlabel('z-axis. This.^ 2 . division.6. box on The three-dimensional plot of Figure A. We will illustrate the use of the subplot(m. No spaces or commas are required between the three integers m. division. These are the matrix multiplication. and the plot of Figure A. Division and Exponentiation MATLAB recognizes two types of multiplication. ylabel('y-axis. altitude h (meters)').n. title('Volume of Right Circular Cone'). and exponentiation. radius r (meters)'). V) xlabel('x-axis. Volume of a right circular cone.6. division.Introduction to MATLAB® [R.n.8 Subplots MATLAB can display up to four windows of different plots on the Figure window using the command subplot(m./ 3.p). Second Edition Orchard Publications . % Creates R and H matrices from vectors r and h V=(pi .p) command following the discussion on multiplication. The MATLAB User’s manual contains more examples.* H) .7. and the element-by-element multiplication. They are explained in the following paragraphs.* R . n and p. A. and exponentiation. The possible combinations are shown in Figure A. volume (cubic meters)'). and exponentiation. 0: 6). H. Figure A.9 Multiplication. This command divides the window into an m × n matrix of plotting areas and chooses the pth area to be active. MATLAB can generate very sophisticated threedimensional plots. division and exponentiation that follows. are rudimentary.H]=meshgrid(0: 4. mesh(R. shows how the volume of the cone increases as the radius and height are increased.5. A-18 Signals and Systems with MATLAB Applications. A.

Signals and Systems with MATLAB Applications. To distinguish between row and column vectors. Thus. a column vector can be written either as b=[−1. the arrays [ a b c … ] . it is called a column vector.Multiplication. the elements of a column vector must be separated by semicolons. Division and Exponentiation 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. If an array has one column and multiple rows. and then transpose it into a column vector. 6. 3. 3. MATLAB uses the single quotation character (′) to transpose a vector. Second Edition Orchard Publications A-19 . consisted of one row and multiple columns. is to write it first as a row vector. MATLAB produces the same display with either format as shown below. We recall that the elements of a row vector are separated by spaces. b=[−1. 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. Possible subplot arrangements in MATLAB In Section A. 11] or as b=[−1 3 6 11]'.2.7. and thus are called row vectors. 6. An easier way to construct a column vector. such a those that contained the coefficients of polynomials.

and warns us that we cannot perform this multiplication using the matrix multiplication operator (*). MATLAB expects vector B to be a column vector. Here. B=[−2 6 −3 8 7]. A-20 Signals and Systems with MATLAB Applications. because we have used the matrix multiplication operator (*) in A*B. multiplication of the row vector A by the column vector B . Matrix Multiplication (multiplication of row by column vectors) Let A = [ a1 a2 a3 … an ] and B = [ b 1 b 2 b 3 … b n ]' be two vectors.5) For example. Here. A*B When these statements are executed. We observe that A is defined as a row vector whereas B is defined as a column vector. Accordingly. This operator is defined below. A∗ B = 1 × ( – 2 ) + 2 × 6 + 3 × ( – 3 ) + 4 × 8 + 5 × 7 = 68 and this is verified with MATLAB as A=[1 2 3 4 5].Introduction to MATLAB® 1. Second Edition Orchard Publications . not a row vector. Then. It recognizes that B is a row vector. we must perform this type of multiplication with a different operator. if A = [1 2 3 4 5] and B = [ – 2 6 – 3 8 7 ]' the matrix multiplication A*B produces the single value 68. A*B ans = 68 Now. that is. let us suppose that both A and B are row vectors. as indicated by the transpose operator (′). MATLAB displays the following message: ??? Error using ==> * Inner matrix dimensions must agree. and we attempt to perform a row-by-row multiplication using the following MATLAB statements A=[1 2 3 4 5]. B=[ −2 6 −3 8 7]'. is performed with the matrix multiplication operator (*). A*B = [ a 1 b 1 + a 2 b 2 + a 3 b 3 + … + a n b n ] = sin gle value (A.

Here.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. as the elements of C and D . Second Edition Orchard Publications A-21 .6) This product is another row vector with the same number of elements. let C = [1 2 3 4 5] and D = [ –2 6 –3 8 7 ] Dot multiplication of these two row vectors produce the following result.) is never required with the plus (+) and minus (−) operators. C. Thus.13 Write the MATLAB code that produces a simple plot for the waveform defined as y = f ( t ) = 3e –4 t cos 5t – 2e –3 t t sin 2t + ---------t+1 2 (A.*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./) and dot exponentiation (.∗ D = 1 × ( – 2 ) 2 × 6 3 × ( – 3 ) 4 × 8 5 × 7 = – 2 12 – 9 32 35 Check with MATLAB: C=[1 2 3 4 5]. multiplication of the row vector C by the row vector D is performed with the dot multiplication operator (. division. We must remember that no space is allowed between the dot (. the division (/) and exponentiation (^) operators. Note: A dot (. There is no space between the dot and the multiplication symbol.^) are used for element-by-element division and exponentiation. Division and Exponentiation 2. Example A. are used for matrix division and exponentiation.∗ D = [ c 1 d 1 c2 d2 c3 d3 … cn dn ] (A. and exponentiation operators.Multiplication. whereas dot division (.) and the multiplication. C. As an example. D=[−2 6 −3 8 7]. C.*).7) Signals and Systems with MATLAB Applications.

/ (t+1).* t)−2 . and also MATLAB’s capability of displaying up to four windows of different plots. grid. Figure A.13') Figure A.^2 . This is because the last term (the rational fraction) of the given expression. ylabel('y=f(t)'). A-22 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .* cos(5 . the eps number.2 × 10 – 16 . ymin and ymax. we use the special MATLAB function eps. This is a number approximately equal to 2. Plot for Example A. The following example illustrates the use of the dot multiplication. xmax. MATLAB would have displayed the following message: Warning: Divide by zero.13 Had we. and exponentiation.8.* exp(−3 . Solution: The MATLAB code for this example is as follows: t=0: 0. title('Plot for Example A. xlabel('t').y).* sin(2 . is divided by zero when t = – 1 . division. plot(t. The command axis([xmin xmax ymin ymax]) scales the current plot to the values specified by the arguments xmin. defined the time interval starting with a negative value equal to or less than – 1 . To avoid division by zero.01: 5 % Define t-axis in 0.* t) + t . This command must be placed after the plot command and must be repeated for each plot.* t) . say as – 3 ≤ t ≤ 3 .01 increments y=3 .Introduction to MATLAB® in the 0 ≤ t ≤ 5 seconds interval. There are no commas between these four arguments.* t) . It will be used with the next example. in this example.8 shows the plot for this example.* exp(−4 . the axis([xmin xmax ymin ymax]) command.

v = sin 2x ⁄ cos 2x in the interval 0 ≤ x ≤ 2π using 100 data points. axis([0 2*pi 0 0. subplot(222).3]).15 Consider the electric circuit of Figure A.Multiplication. z = cos 2x. the impedance Z ab as a function of the radian frequency ω can be computed from the following expression: Signals and Systems with MATLAB Applications. axis([0 2*pi 0 1]). w=y. We will introduce the real(z) and imag(z) functions that display the real and imaginary parts of the complex quantity z = x + iy. title('w=(sinx)^2*(cosx)^2').9. We will also use the polar(theta.v).z). axis([0 2*pi 0 1]).10. % upper left of four subplots plot(x. subplot(224). Second Edition Orchard Publications A-23 .r) function that produces a plot in polar coordinates. subplot(223). With the given values of resistance.y). These subplots are shown in Figure A. The next example illustrates MATLAB’s capabilities with imaginary numbers. % lower left of four subplots plot(x. axis([0 2*pi 0 400]).w). theta is the angle in radians. v=y.100). Division and Exponentiation Example A. and the round(n) function that rounds a number to its nearest integer. Solution: The MATLAB code to produce the four subplots is as follows: x=linspace(0.2*pi.^ 2). inductance.^ 2).14 Plot the functions y = sin 2x. and the angle(z) functions that compute the absolute value (magnitude) and phase angle of the complex quantity z = x + iy = r∠θ. % Interval with 100 data points y=(sin(x). z=(cos(x). title('y=(sinx)^2'). the abs(z). and capacitance. % add eps to avoid division by zero subplot(221). % upper right of four subplots plot(x. w = sin 2x ⋅ cos 2x. title('v=(sinx)^2/(cosx)^2')./ (z+eps). where r is the magnitude. title('z=(cosx)^2'). Example A. Use the subplot command to display these functions as four windows on the same graph.* z. % lower right of four subplots plot(x.

1ω – 10 ⁄ ω ) 4 6 10 Ω 0.15 10 – j ( 10 ⁄ ω ) Z ab = Z = 10 + ------------------------------------------------------5 10 + j ( 0. for simplicity. denoted as z .9. c. Solution: The MATLAB code below computes the real and imaginary parts of Z ab that is.Introduction to MATLAB® Figure A.8) a. Plot Im { Z } (the imaginary part of the impedance Z ) versus frequency ω . It also displays a polar plot (part c).14 a 10 Ω Z ab b Figure A. Electric circuit for Example A. b. Plot the impedance Z versus frequency ω in polar coordinates.1 H 10 µF (A.10. and plots these as two separate graphs (parts a & b). A-24 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications . Subplots for the functions of Example A. Plot Re { Z } (the real part of the impedance Z ) versus frequency ω .

11.^ 6 .* 10 . imaginary. % Computes |Z| rndz=round(abs(z)).15 Example A. ylabel('Imaginary part of Z')./ (10 + j . grid. % Rounds |Z| to read polar plot easier theta=angle(z).* (0. and A. xlabel('radian frequency w'). and flexible MATLAB is.real_part).1 .Script and Function Files w=0: 1: 2000. % Angle is the first argument grid. xlabel('radian frequency w'). The real.m extension. grid.imag_part). ylabel('Polar Plot of Z'). plot(w. % The last six statements (next six lines) below produce the polar plot of z mag=abs(z)./ (w+eps)) . % Computes the phase angle of impedance Z polar(theta.rndz). Second Edition Orchard Publications A-25 .11. Plot for the real part of the impedance in Example A./ (w+eps)))). and polar plots are shown in Figures A. ylabel('Real part of Z'). % % The first five statements (next two lines) compute and plot Re{z} real_part=real(z).10 Script and Function Files MATLAB recognizes two types of files: script files and function files. fast. Both types are referred to as mfiles since both require the . Figure A.* w −10. accurate. Signals and Systems with MATLAB Applications. % % The next five statements (next two lines) compute and plot Im{z} imag_part=imag(z). plot(w.^ 4 −j .13 respectively. % Define interval with one radian interval z=(10+(10 . A.15 clearly illustrates how powerful.^5.12. A.

Second Edition Orchard Publications . the code for each of the examples we discussed earlier.15 Figure A. and the input argument enclosed in parentheses. Plot for the imaginary part of the impedance in Example A. Thus. The first line of a function file must contain the word function.13. followed by the output argument. Polar plot of the impedance in Example A. but the file name must have the extension .Introduction to MATLAB® Figure A. make up a script file. the equal sign ( = ).12.15 A script file consists of two or more built-in functions such as those we have discussed thus far. We use function files for repetitive tasks. A function file is a user-defined function using MATLAB. a script file is one which was generated and saved as an m-file with an editor such as the MATLAB’s Editor/ Debugger. Generally. the function file con- A-26 Signals and Systems with MATLAB Applications. The function name and file name must be the same.m. For example.

Second Edition Orchard Publications A-27 . Note: NaN (Not-a-Number) is not a function. It attempts to return a value of x where f ( x ) is minimum in the interval x 1 < x < x2 . x=−1.x) tries to find a zero of a function of one variable.x2)* minimizes a function of one variable. that we mentioned earlier. maxima. Signals and Systems with MATLAB Applications.01) −1. ∞ ⁄ ∞ .1). Important: We must remember that we use roots(p) to find the roots of polynomials only./ ((x−1. Using lims = [xmin xmax ymin ymax] also controls the y-axis limits. and returns that value.Script and Function Files sisting of the two lines below function y = myfunction(x) y=x. y=1. that is.m For the next example.5.16 Find the zeros. fmin(f.1 and A. The string f contains the name of the function to be minimized. plot(x. where f is a string containing the name of a real-valued function of a single real variable.+ --------------------------------------. it is MATLAB’s response to an undefined expression such as 0 ⁄ 0 . such as those in Examples A.^ 2 + 0. fzero(f.– 10 2 2 ( x – 0./ ((x−0.^ 2 + 0.5: 0.x1. We can avoid division by zero using the eps number. and minima using the following code.2. The string fcn must be the name of an m-file function or a string with variable x .01: 1.x2) to find both minimum and maximum values of a function.x1.2). MATLAB searches for a value near a point where the function f changes sign.x2) function in MATLAB. or returns NaN if the search fails.* x) is a function file and must be saved as myfunction.04) −10.y).2 ) + 0. grid * This function is being replaced with the function x = fminbnd(fun. or inability to produce a result as described on the next paragraph. we will use the following MATLAB functions.1 ) + 0. Example A. maxima and minima of the function 1 1 f ( x ) = --------------------------------------.lims) plots the function specified by the string fcn between the x-axis limits specified by lims = [xmin xmax].01 ( x – 1. This function starts at X0 and finds a local minimizer x of the function fun in the interval x1 < x < x2. fplot(fcn. we can use fmin(f. Note: MATLAB does not have a function to maximize a function of one variable.04 Solution: We first plot this function to observe the approximate zeros.x2).x1.^ 3 + cos(3. but since a maximum of f ( x ) is equal to a minimum of – f ( x ) . there is no fmax(f.x1.

3).x) function to compute the roots of f ( x ) in (A. The maximum occurs at approximately x = 0.5 1.20) more precisely.y) command.1 where. x1= fzero('funczero01'. y max = 90 . Figure A.4f \n'. Now.16 using the plot command The roots (zeros) of this function appear to be in the neighborhood of x = – 0.2 and x = 0. approximately. we can use the fplot(fcn.14 that was obtained with the plot(x.04)-10. approximately. and the minimum occurs at approximately x = 1. x2= fzero('funczero01'. [−1.3 .15. x1).14. 0.1)^2+0.01)−1/((x−1. y min = – 34 . Second Edition Orchard Publications . fplot('funczero01'.m function m-file with the following code: function y=funczero01(x) % Finding the zeros of the function shown below y=1/((x−0. this plot is identical to the plot of Figure A. The code below must be saved with a file name. Plot for Example A.2)^2+0.5]). As expected.4f'. grid This plot is shown in Figure A. fprintf(' and r2= %3.lims) command to plot f ( x ) as follows. x2) A-28 Signals and Systems with MATLAB Applications. and then invoked with that file name.2 where. we define and save f ( x ) as the funczero01. Next. −0. We will use the fzero(f.Introduction to MATLAB® The plot is shown in Figure A. fprintf('The roots (zeros) of this function are r1= %3.14.2).

before displaying the function minimum. we substitute it into f ( x ) .x2) function as follows.5 ≤ x ≤ 1. we specify the range 0 ≤ x ≤ 1. We define it as follows: * Local maxima or local minima.x1.1) ^ 2 + 0. Plot for Example A.2) ^ 2 + 0. For this example.5 .01) −1 / ((x−1.15. are the maximum or minimum values of a function within a restricted range of values in the independent variable.x1. To find the value of y corresponding to this value of x. When the entire range is considered. 0. Signals and Systems with MATLAB Applications. therefore. Second Edition Orchard Publications A-29 .2012. we must remember that this function searches for a minimum and it may display the values of local minima* .1919 and r2= 0. that is. x=1. if any. min_val=fmin('funczero01'.1812 To find the maximum value. 1.x2) function. y=1 / ((x−0.5 rather than the interval – 1. plot the function with either the plot(x.y) or the fplot(fcn.x2) or the fminbnd(f.2012 This is the value of x at which y = f ( x ) is minimum.3788 Whenever we use the fmin(f.5) min_val = 1. we must first define a new function m-file that will produce – f ( x ) .Script and Function Files Figure A.16 using the fplot command MATLAB displays the following: The roots (zeros) of this function are r1= -0. The minimum of f ( x ) is found with the fmin(f.x1.04) −10 y = -34. We should.lims) command to find the smallest possible interval within which the function minimum lies. the maxima and minima are considered be to the maximum and minimum values in the entire range in which the function is defined.

FORMAT may be used to switch between different output display formats as follows: FORMAT Default.01) −1 / ((x−1. MATLAB performs all computations with accuracy up to 16 decimal places. A-30 Signals and Systems with MATLAB Applications. All computations in MATLAB are done in double precision.11 Display Formats MATLAB displays the results on the screen in integer format without decimals if the result is an integer number. Second Edition Orchard Publications .0999 x=0.2000 A.1) ^ 2 + 0.2) ^ 2 + 0. % Using this value find the corresponding value of y y=1 / ((x−0.0999. Same as SHORT. this is equivalent to the negative of the funczero01 function. 0.01)−1/((x−1. max_val=fmin('minusfunczero01'. FORMAT SHORT G Best of fixed or floating point format with 5 digits.2)^2+0. We have placed the minus (−) sign in front of the right side of the last expression above. or in short floating point format with four decimals if it a fractional number.1) max_val = 0. Now. FORMAT LONG Scaled fixed point format with 15 digits.04) −10 y = 89. FORMAT LONG E Floating point format with 15 digits. so that the maximum value will be displayed.04)−10). FORMAT SHORT Scaled fixed point format with 5 digits. FORMAT SHORT E Floating point format with 5 digits. Of course. The output format can changed with the format command. we execute the following code to get the value of x where the maximum y = f ( x ) occurs.1)^2+0. The available formats can be displayed with the help format command as follows: help format FORMAT Set output format. The format displayed has nothing to do with the accuracy in the computations.Introduction to MATLAB® function y=minusfunczero01(x) % It is used to find maximum value from −f(x) y=−(1/((x−0.

and if %e is used. Spacing: FORMAT COMPACT Suppress extra line-feeds.and blank are printed for positive. It uses specifiers to indicate where and in which format the values would be displayed and printed. negative and zero elements. FORMAT LOOSE Puts the extra line-feeds back in.array) command displays and prints both text and arrays.Display Formats FORMAT LONG G Best of fixed or floating point format with 15 digits. Some examples with different format displays age given below. FORMAT BANK Fixed format for dollars and cents. format short 33. Signals and Systems with MATLAB Applications. With this command only the real part of each parameter is processed. FORMAT RAT Approximation by ratio of small integers. If X is a string. The fprintf(format. FORMAT + The symbols +. if %f is used.3333e+01 Four decimal digits plus exponent format short g 33. . Second Edition Orchard Publications A-31 .333 Better of format short or format short e format bank 33.3335 Four decimal digits (default) format long 33.33333333333334 16 digits format short e 3.33 two decimal digits format + only + or − or zero are printed format rat 100/3 rational approximation The disp(X) command displays the array X without printing the array name. Thus. the values will be displayed and printed in fixed decimal format. the values will be displayed and printed in scientific notation format. the text is displayed. FORMAT HEX Hexadecimal format. Imaginary parts are ignored.

Introduction to MATLAB® NOTES A-32 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .

A fourth 90 ° rotation returns the vector to its original position. we conclude that j = – 1 . but it has been rotated counterclockwise by 90 ° . the vector A has rotated 180 ° and its new value now is – A . Applications using Euler’s identities are presented. j = – j . that is. Also.1. Thus. and thus its value is again A . j is an operator that produces a 90-degree counterclockwise rotation to any vector to which it is applied as a multiplying factor. Therefore. and the exponential and polar forms are discussed and illustrated with examples.Appendix B A Review of Complex Numbers T his appendix is a review of the algebra of complex numbers. Second Edition Orchard Publications B-1 . the square root of minus one is denoted as i . The basic operations are defined and illustrated by several examples. multiplication of this vector by the operator j will result in a new vector jA whose magnitude remains the same. if it is given that a vector A has the direction along the right side of the x-axis as shown in Figure B. another multiplication of the new vector jA by j will produce another 90 ° counterclockwise direction. and j = 1 . Essentially. The j operator Signals and Systems with MATLAB Applications. In the electrical engineering field. i = – 1 . we denote i as j to avoid confusion with current i . When this vector is rotated by another 90 ° for a total of 270 ° . its value becomes j ( – A ) = – j A . B.1 Definition of a Complex Number In the language of mathematics. y 2 3 4 jA j ( j A ) = j2 A = –A A x j ( –j A ) = –j A = A 2 j ( –A ) = j 3 A = –j A Figure B.1. In this case.

Thus. Thus. say r . and an imaginary component equal to the sum of the imaginary components. Then.1 It is given that A = 3 + j 4 .* An imaginary number is the product of a real number.A Review of Complex Numbers Note: In our subsequent discussion. two complex numbers A and B where A = a + jb and B = c + jd . a = Re { A } and b = Im { A } where Re { A } denotes real part of A. Second Edition Orchard Publications . For subtraction. B.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. are equal if and only if their real parts are equal. and also their imaginary parts are equal. the number A = a + jb where a and b are both real numbers. Find A + B and A – B Solution: A + B = (3 + j4) + (4 – j2) = (3 + 4) + j(4 – 2) = 7 + j2 and A – B = (3 + j4) – (4 – j2) = (3 – 4) + j(4 + 2) = – 1 + j6 * We may think the real axis as the cosine axis and the imaginary axis as the sine axis. A complex number is the sum (or difference) of a real number and an imaginary number. and the yaxis (ordinate) as the imaginary axis with the understanding that the “imaginary” axis is just as “real” as the real axis. is a complex number. r is a real number and jr is an imaginary number. Thus. we change the signs of the components of the subtrahend and we perform addition. and b = Im { A } the imaginary part of A . By definition. and B = 4 – j 2 . by the operator j . For example. In other words. the imaginary axis is just as important as the real axis. if A = a + jb and B = c + jd then A + B = (a + c) + j(b + d) and A – B = (a – c) + j(b – d) Example B. we will designate the x-axis (abscissa) as the real axis. B-2 Signals and Systems with MATLAB Applications. A = B if and only if a = c and b = d .

2 It is given that A = 3 + j 4 and B = 4 – j 2 . Find A∗ Solution: The conjugate of the complex number A has the same real component. the result is a real number. Example B. Then. 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 . Find A ⋅ A∗ Solution: A ⋅ A∗ = ( 3 + j 5 ) ( 3 – j 5 ) = 3 + 5 = 9 + 25 = 34 2 2 Signals and Systems with MATLAB Applications. Thus.3 It is given that A = 3 + j 5 .4 It is given that A = 3 + j 5 .1) The conjugate of a complex number. but the imaginary component has opposite sign. Second Edition Orchard Publications B-3 . Thus. it follows that A ⋅ B = ac + jad + jbc – b d = ( ac – bd ) + j ( ad + bc ) Example B. denoted as A∗ . Find A ⋅ B Solution: A ⋅ B = ( 3 + j 4 ) ⋅ ( 4 – j 2 ) = 12 – j 6 + j 16 – j 2 8 = 20 + j 10 (B. is another complex number with the same real component. if A = a + jb . and making use of the fact that j 2 = – 1 . and with an imaginary component of opposite sign. A∗ = 3 – j 5 If a complex number A is multiplied by its conjugate.Multiplication of Complex Numbers B. if A = a + jb . Thus.3 Multiplication of Complex Numbers Complex numbers are multiplied using the rules of elementary algebra. then A ⋅ A∗ = ( a + jb ) ( a – jb ) = a 2 – jab + jab – j 2 b 2 = a + b 2 2 Example B. then A∗ = a – j b .

+ j ---------------------2 2 2 2 c +d c +d (B. Using this procedure.A Review of Complex Numbers B. and it is done by multiplying the denominator by its conjugate. Multiplying (B.-----------------------------------------------2 2 25 B 25 25 4 + j3 (4 + j3)(4 – j3) 4 +3 B.2) In (B. if A = a + jb and B = c + jd . Find A ⁄ B Solution: Using the procedure of expression (B.= ------------------------------------.= 12 – j 9 + j 16 + 12 = ---------------. we get 73 + j4 (3 + j4)(4 – j3) 24 + j 7 A = ------------. and B = 4 + j 3 .= -.⋅ ----.5 It is given that A = 3 + j 4 . then. Thus. Second Edition Orchard Publications .5) B-4 Signals and Systems with MATLAB Applications.3) by the real positive constant C we get: Ce jθ – jθ jθ = cos θ + j sin θ (B.= -------------------------------------. A B∗ a + jb ( a + jb ) ( c – jd ) ( ac + bd ) + j ( bc – ad ) A -.4 Division of Complex Numbers When performing division of complex numbers. This procedure is called rationalization of the quotient.28 .2). it is desirable to obtain the quotient separated into a real part and an imaginary part.= ------------. we multiplied both the numerator and denominator by the conjugate of the denominator to eliminate the j operator from the denominator of the quotient.( bc – ad ) ) = ---------------------.= -----------------------------------------------------2 2 B B∗ B c + jd ( c + jd ) ( c – jd ) c +d ( ac + bd .5 Exponential and Polar Forms of Complex Numbers The relations e and e are known as the Euler’s identities.4) = C cos θ + j C sin θ (B.96 + j 0.= 24 + j ----.2).3) = cos θ – j sin θ (B. we see that the quotient is easily separated into a real and an imaginary part. Example B.= 0.

6) where the left side of (B. say a + jb . we use the expression 2 2 a + jb = a +b e j ⎛ tan ⎝ –1 b⎞ -a⎠ (B.⎞ ⎝a⎠ (B.12) Signals and Systems with MATLAB Applications.7) Then. Second Edition Orchard Publications B-5 .6) is the exponential form. and thus Ce jθ = a + jb (B.5) and (B. C 2 = a +b 2 2 or C = a +b 2 2 (B.Exponential and Polar Forms of Complex Numbers This expression represents a complex number. that is.10) To convert a complex number from exponential to rectangular form.8) Also.= --------------. Ce jθ = C ∠θ (B. we get a = C cos θ and b = C sin θ Squaring and adding the expressions in (B.6). and the right side is the rectangular form.11) The polar form is essentially the same as the exponential form but the notation is different. we use the expressions Ce Ce jθ – jθ = C cos θ + j C sin θ = C cos θ – j C sin θ (B. Equating real and imaginary parts in (B.= tan θ C cos θ a or –1 b θ = tan ⎛ -.9) To convert a complex number from rectangular to exponential form. we get a + b = ( C cos θ ) + ( C sin θ ) = C ( cos θ + sin θ ) = C 2 2 2 2 2 2 2 2 (B.7) b C sin θ -. from (B.7).

4 Im 5 53. 4 – j 3 Solution: a. 3 + j4 = –1 j ⎛ tan 4 ⎞ -.2.1 ° = 5 ∠53. We must remember that the phase angle θ is always measured with respect to the positive real axis.2.1301 b. Example B.3.6 ° = 5 ∠116.⎠ 3 = 5e j53.⎞ ⎝ –1 ⎠ = 1 +2 e 2 2 –1 5e j116. The real and imaginary components of this complex number are shown in Figure B. magx=abs(x). The components of 3 + j 4 Then. thetax=angle(x)*180/pi. disp(thetax) 5 53.12) is the exponential form. Second Edition Orchard Publications . Then. and rotates in the counterclockwise direction. – 1 + j2 = 2 j ⎛ tan ----.1° 3 +4 e ⎝ 2 2 Check with MATLAB: x=3+j*4.6° B-6 Signals and Systems with MATLAB Applications. The real and imaginary components of this complex number are shown in Figure B. – 2 – j d. disp(magx). 3 + j 4 b.6 Convert the following complex numbers to exponential and polar forms: a.1° 3 Re Figure B.A Review of Complex Numbers where the left side of (B. and the right side is the polar form. – 1 + j 2 c.

9 ° = 5 ∠– 36.2361 116.5651 c. thetay=angle(y)*180/pi.5.4.Exponential and Polar Forms of Complex Numbers Im 5 63. 4 –j 3 = –1 j ⎛tan – 3⎞ ----. Im 206. magv=abs(v).6° −2 Re 26.6° = 5e j ( – 153. disp(thetay) 2.4° −1 2 116. The real and imaginary components of this complex number are shown in Figure B.3. thetav=angle(v)*180/pi. –2 –j 1 = –1 j ⎛ tan – 1 ⎞ ----⎝ –2 ⎠ 2 2 2 +1 e = 5e j206.4 ° Check with MATLAB: v=−2−j*1.2361 -153.4°(Measured Clockwise) −1 Figure B. The components of – 1 + j 2 Check with MATLAB: y=−1+j*2. Then. The components of – 2 – j Then. The real and imaginary components of this complex number are shown in Figure B. Second Edition Orchard Publications B-7 . disp(magv).4349 d.6° Re Figure B. magy=abs(y).6° = 5 ∠206.4 )° = 5 ∠– 153.9 ° 4 +3 e ⎝ Signals and Systems with MATLAB Applications. disp(magy). disp(thetav) 2.1 ° = 5 ∠323.4.⎠ 2 2 4 = 5e j323.1° = 5e –j36.6° 5 −153.

866 – j0. however. we multiply the magnitudes and we add the phase angles. disp(magw). that is.73 – j Note: The rectangular form is most useful when we add or subtract complex numbers. then – 2 ∠30° is the same as 2 ∠30° rotated counterclockwise by 180 ° .1° −36. To multiply two complex numbers in exponential (or polar) form. thetaw=angle(w)*180/pi.9° −3 5 4 Re Figure B.7 Express the complex number – 2 ∠30° in exponential and in rectangular forms. disp(thetaw) 5 -36. Since each j rotates a vector by 90 ° counterclockwise. magw=abs(w). Second Edition Orchard Publications . if A = M ∠θ and B = N ∠φ B-8 Signals and Systems with MATLAB Applications. – 2 ∠30° = 2 ∠( 30° + 180° ) = 2 ∠210° = 2 ∠– 150° The components of this complex number are shown in Figure B. The components of 2 ∠– 150° Then.8699 Example B.73 30° 2 Re −150°(Measured Clockwise) −1 Figure B.A Review of Complex Numbers Im 323.6. Therefore.5. Im 210° −1. The components of 4 – j 3 Check with MATLAB: w=4−j*3. the exponential and polar forms are most convenient when we multiply or divide complex numbers. 2 ∠– 150 ° = 2e – j 150 ° = 2 ( cos 150° – j sin 150° ) = 2 ( – 0.6.5 ) = – 1. Solution: We recall that – 1 = j 2 .

= -------------------.= ---.2° To divide one complex number by another when both are expressed in exponential or polar form.1° j36.= --.13) Example B.1° – ( – 36.14) Example B.1° by B = 5 ∠– 36.1° + ( – 36. and we subtract the phase angle of the divisor from the phase angle of the dividend.1° – 36. we divide the magnitude of the dividend by the magnitude of the divisor.9° ) ] = 50 ∠16.9° ) ] = 2 ∠90° B 5 ∠– 36. that is.9° Solution: Division in polar form yields A 10 ∠53. AB = MN ∠( θ + φ ) = M e jθ Ne jφ = MN e j(θ + φ) (B.Exponential and Polar Forms of Complex Numbers then.9 Divide A = 10 ∠53.9° j90° 10 e A -.1° Signals and Systems with MATLAB Applications. M j(θ – φ ) M Me A -.= ----------------------. if A = M ∠θ and B = N ∠φ then.∠( θ – φ ) = -----------.1° by B = 5 ∠– 36.9° ) = 50 e j ( 53. Second Edition Orchard Publications B-9 .9° Solution: Multiplication in polar form yields AB = ( 10 × 5 ) ∠[ 53.1° -.9° ) = 50 e j16.= 2 ∠[ 53.8 Multiply A = 10 ∠53.e N N jφ B Ne jθ (B.1° ) ( 5e – j 36.9° Division in exponential form yields j53.2° and multiplication in exponential form yields AB = ( 10 e j53.9° B 5e j53.= 2e e = 2e – j36.

A Review of Complex Numbers NOTES B-10 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications .

and j indicates the column in which each element is positioned. Signals and Systems with MATLAB Applications. a 22. a 33. A matrix of m rows and n columns is said to be of m × n order matrix. In a square matrix. and reference to more advance topics in matrix theory. but are included for subject continuity. a nn . the elements a 11. a 22.1) The numbers a ij are the elements of the matrix where the index i indicates the row. If m = n .1 Matrix Definition A matrix is a rectangular array of numbers such as those shown below. Determinants. …. a nn are called the main diagonal elements. the matrix is said to be a square matrix of order m (or n ). Some definitions and examples are not applicable to subsequent material presented in this text. …. it is said to be a square matrix of order 5. and Gauss’s elimination method are reviewed. a 43 indicates the element positioned in the fourth row and third column. C.Appendix C Matrices and Determinants T his appendix is an introduction to matrices and matrix operations. Cramer’s rule. For instance. we say that the matrix elements a 11. if a matrix has five rows and five columns. are located on the main diagonal. 1 3 1 –2 1 –5 4 –7 6 2 3 7 1 –1 5 or In general form. These are denoted with a dagger (†) and may be skipped. a 33. Second Edition Orchard Publications C-1 . 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 (C. Thus. Alternately.

…. …. Second Edition Orchard Publications . all paragraphs and topics preceded by a dagger ( † ) may be skipped. A = B . 0 1 4].2 Matrix Operations Two matrices A = a ij and B = b ij are equal. 3. % Define matrices A and B A+B % Add A and B * Henceforth. These are discussed in matrix theory textbooks.3) Example C. their sum (difference) will be another matrix C with the same order as A and B .2) Two matrices are said to be conformable for addition (subtraction). C = A ± B = [ a ij ± b ij ] (C. where each element of C is the sum (difference) of the corresponding elements of A and B . If A = a ij and B = b ij are conformable for addition (subtraction).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 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. 2. † A matrix in which every element is zero. −1 2 5]. 3 . n (C. 2 . C-2 Signals and Systems with MATLAB Applications. if and only if a ij = b ij i = 1 .Matrices and Determinants † The sum of the diagonal elements of a square matrix A is called the trace* of A . C. that is. if they are of the same order m × n . m j = 1. is called a zero matrix. B=[2 3 0. that is.

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=5.2 Multiply the matrix A = 1 –2 2 3 by a. k 2 = – 3 + j2 Solution: a. 2 3]. A=[1 −2. k1*A % Define scalars k1 and k2 % Define matrix A % Multiply matrix A by constant k1 ans = 5 -10 Signals and Systems with MATLAB Applications. k 1 ⋅ A = 5 × 1 – 2 = 5 × 1 5 × ( – 2 ) = 5 – 10 2 3 5×2 5×3 10 15 b.Matrix Operations ans = 3 -1 A−B 5 3 3 9 % Subtract B from A ans = -1 1 -1 -1 3 -1 If k is any scalar (a positive or negative number). k 1 = 5 b. Second Edition Orchard Publications C-3 . Example C. and not [k] which is a 1 × 1 matrix. then multiplication of a matrix A by the scalar k is the multiplication of every element of A by k . k2=(−3 + 2*j).

The product A ⋅ B will then be an m × n matrix. B and A are not conformable for multiplication B p×n A m×p For matrix multiplication. Second Edition Orchard Publications . only when the number of columns of matrix A is equal to the number of rows of matrix B . we add these products. 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: Here. Thus. A convenient way to determine if two matrices are conformable for multiplication is to write the dimensions of the two matrices sideby-side as shown below.0000+ 6.0000i -9. Example C.0000+ 2. 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. That is. the operation is row by column.0000+ 4.0000i 6.Matrices and Determinants 10 k2*A 15 %Multiply matrix A by constant k2 ans = -3. to obtain the product A ⋅ B .4.3 Matrices C and D are defined as 1 C = 2 3 4 and D = – 1 2 Compute the products C ⋅ D and D ⋅ C C-4 Signals and Systems with MATLAB Applications.0000i Two matrices A and B are said to be conformable for multiplication A ⋅ B in that order. then. we multiply each element of a row of A by the corresponding element of a column of B .0000.0000i -6.

3 Special Forms of Matrices † A square matrix is said to be upper triangular when all the elements below the diagonal are zero.Special Forms of Matrices Solution: The dimensions of matrices C and D are respectively 1 × 3 3 × 1 . an equivalent operation exists. and it will become apparent later in this chapter. 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. when all the elements above the diagonal are zero. The matrix A of (C. is not defined. C. when we discuss the inverse of a matrix. therefore the product C ⋅ D is feasible. In an upper triangular matrix. C*D % Define matrices C and D % Multiply C by D ans = 7 D*C % Multiply D by C ans = 2 -2 4 3 -3 6 4 -4 8 Division of one matrix by another. the product D ⋅ C is also feasible. 2]. 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]. However. and will result in a 1 × 1 . The matrix B of (C. −1. that is. not all elements above the diagonal need to be non-zero.5) is a lower triangular matrix. D=[1.4) is an upper triangular matrix. Signals and Systems with MATLAB Applications. Second Edition Orchard Publications C-5 . † A square matrix is said to be lower triangular.

if all elements are zero.7) A scalar matrix with k = 1 . 4 D = 0 0 0 0 4 0 0 0 0 4 0 0 0 0 4 (C. Shown below are 2 × 2 . C-6 Signals and Systems with MATLAB Applications.Matrices and Determinants 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 = (C. a 11 0 C = 0 0 0 0 … 0 0 a 22 0 … 0 0 … 0 0 0 0 … 0 0 0 … a mn (C. is called an identity matrix I .5) In a lower triangular matrix.4) a 11 B = … … am1 0 … … am 2 0 … 0 0 … 0 … 0 0 … … 0 a m 3 … a mn a 21 a 22 (C. and 4 × 4 identity matrices. 3 × 3 . Second Edition Orchard Publications . not all elements below the diagonal need to be non-zero. The matrix C of (C. except those in the diagonal.6) is a diagonal matrix. if a 11 = a 22 = a 33 = … = a nn = k where k is a scalar. The matrix D of (C.6) † A diagonal matrix is called a scalar matrix.7) is a scalar matrix with k = 4 . † A square matrix is said to be diagonal.

8) The MATLAB eye(n) function displays an n × n identity matrix. let matrix A be defined as A=[1 3 1. is the matrix that is obtained when the rows and columns of matrix A are interchanged. For example. eye(size(A)) 3 1 -7 1 -5 6 displays ans = 1 0 0 0 1 0 0 0 1 † The transpose of a matrix A . Second Edition Orchard Publications C-7 . denoted as A T . For example. the eye(size(A)) function.Special Forms of Matrices 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 1 0 0 1 (C. if 1 1 2 3 then A T = 2 4 5 6 3 4 5 6 A= (C. 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. 4 −7 6] % Define matrix A A = 1 -2 4 then. produces an identity matrix whose size is the same as matrix A .9) Signals and Systems with MATLAB Applications. For example. −2 1 −5.

computes the complex conjugate of any complex number. Using MATLAB with the matrix A defined as above. that is. The first.0000+ 2. and it is denoted as A∗ An example is shown below.0000i 2. for the above example. Thus. conj(x).3. is called the conjugate of A . computes the conjugate of a matrix A .0000. A=[1 2 3. 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 .Matrices and Determinants In MATLAB we use the apostrophe (′) symbol to denote and obtain the transpose of a matrix.0000i % Compute and display the conjugate of A conj_A = C-8 Signals and Systems with MATLAB Applications. we get A = [1+2j j.10) † If a matrix A has complex numbers as elements.0000i 3. A = 1 + j2 3 j 2 – j3 A∗ = 1 – j 2 3 –j 2 + j3 MATLAB has two built-in functions which compute the complex conjugate of a number. An example of a symmetric matrix is shown below. 1 2 3 A = 2 4 –5 3 –5 6 1 2 3 A = 2 4 –5 = A 3 –5 6 T (C. conj(A). 3 2−3j] % Define and display matrix A A = 1. the transpose of a matrix A is the same as A . and the second. the matrix obtained from A by replacing each element by its conjugate.0000 conj_A=conj(A) 0+ 1. Second Edition Orchard Publications .

Determinants 1.0000i 3.0000+ 3. j A = –1–j –2 1–j 3j j 2 j T A = 1–j j 0 2 –1–j 3j j –2 –j T* A = 1+j j 0 2 –1+j – 3j –j –2 –j = –A 0 Therefore. Second Edition Orchard Publications C-9 . matrix A above is skew symmetric. † A square matrix A such that A T∗ = A is called Hermitian. 1 A = 1+j 2 1–j 3 –j 2 1 T A = 1–j j 0 2 1+j 3 j 2 1 T* A = 1–j –j 0 2 1+j 3 j 2 –j = A 0 Therefore.0000i † A square matrix A such that A T = – A is called skew-symmetric. matrix A above is Hermitian. C.11) then. 0 2 –3 A = –2 0 –4 3 4 0 0 –2 A = 2 0 –3 –4 T 3 4 = –A 0 Therefore. † A square matrix A such that A T∗ = – A is called skew−Hermitian.1. matrix A above is skew-Hermitian.0000.0000i 2.4 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 (C. denoted as detA . For example. For example.0000 0. the determinant of A . For example. is defined as Signals and Systems with MATLAB Applications.2.

12) (C. detA = a 11 a 22 – a 21 a 12 (C. 3 4]. Solution: detA = 1 ⋅ 4 – 3 ⋅ 2 = 4 – 6 = – 2 detB = 2 ⋅ 0 – 2 ⋅ ( – 1 ) = 0 – ( – 2 ) = 2 Check with MATLAB: A=[1 2. 2 0]. Let A be a determinant of order 2 . B=[2 −1.Matrices and Determinants 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.4 Matrices A and B are defined as A = 1 2 and B = 2 – 1 3 4 2 0 Compute detA and detB . A = a 11 a 12 a 21 a 22 (C. a 11 a 12 a 13 A = a 21 a 22 a 23 a 31 a 32 a 33 (C.14) Example C.15) C-10 Signals and Systems with MATLAB Applications.13) Then. det(A) % Define matrices A and B % Compute the determinant of A ans = -2 det(B) % Compute the determinant of B ans = 2 Let A be a matrix of order 3 . that is. that is. Second Edition Orchard Publications .

To evaluate higher order determinants. we obtain (C. then subtract the products formed by the diagonals from lower left to upper right as shown on the diagram of the next page. these will be defined shortly. and add the products formed by the diagonals from upper left to lower right.5 Compute detA and detB if matrices A and B are defined as 2 A = 1 2 3 5 0 1 1 0 2 –3 –4 0 –2 0 –5 –6 and B = 1 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. is to write the first two columns to the right of the 3 × 3 matrix. When this is done properly. 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 Signals and Systems with MATLAB Applications. 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. Second Edition Orchard Publications C-11 .16) above.16) A convenient method to evaluate the determinant of order 3 .Determinants then. 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 (C. we must first compute the cofactors. Example C.

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 (C. C-12 Signals and Systems with MATLAB Applications.det(B) % Define matrix B and compute detB ans = -18 C.17) If we remove the elements of its ith row. 0 −5 −6]. M 12 .5 Minors and Cofactors Let matrix A be defined as the square matrix of order n as shown below. 2 1 0]. and jth column. 1 0 −2. det(A) % Define matrix A and compute detA ans = 9 B=[2 −3 −4. and it is denoted as M ij . the remaining n – 1 square matrix is called the minor of A .18) Compute the minors M 11 .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 i+j M ij is called the cofactor of a ij and it is denoted as α ij . (C. 1 0 1. Second Edition Orchard Publications . M 13 and the cofactors α 11 . α 12 and α 13 .Matrices and Determinants Check with MATLAB: A=[2 3 5. The signed minor ( – 1 ) Example C.

M 23 . M 32 . M 33 and cofactors α 21.19) Solution: α 11 = ( – 1 ) 1+1 – 4 2 = 20 2 –6 2 –4 = 0 –1 2 1 –3 = –9 –1 –6 2 – 3 = – 8. Example C. M 31 .22) α 31 = ( – 1 ) 3+1 α 32 = ( – 1 ) 3+2 (C. α 23. α 22.7 Compute the cofactors of matrix A defined as 1 2 –3 A = 2 –4 2 –1 2 –6 (C.20) α 13 = ( – 1 ) 1+3 α 21 = ( – 1 ) 2+1 (C. Second Edition Orchard Publications C-13 . M 22 . α 31. α 32.21) α 22 = ( – 1 ) 2+2 α 23 = ( – 1 ) 2+3 (C. and α 33 are defined similarly. –4 2 1 2 = –8 2 –4 α 12 = ( – 1 ) 1+2 2 2 = 10 –1 –6 2 –3 = 6 2 –6 1 2 = –4 –1 2 1 –3 = –8 2 2 (C.24) Signals and Systems with MATLAB Applications.Minors and Cofactors Solution: M 11 = a 22 a 23 a 32 a 33 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 .23) α 33 = ( – 1 ) 3+3 (C.

Let A be a square matrix of any size. Thus. 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 −3.8 Matrix A is defined as A = 1 2 –3 2 –4 2 –1 2 –6 (C.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.Matrices and Determinants It is useful to remember that the signs of the cofactors follow the pattern + − − + + − − + + − + − − + + − − + + − + − + − + that is. Determinants of order five or higher can be evaluated similarly. 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. Second Edition Orchard Publications . 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.25) Compute the determinant of A using the elements of the first row. −1 2 −6]. 2 −4 2. the cofactors on the diagonals have the same sign as their minors. Example C. C-14 Signals and Systems with MATLAB Applications.

26) a 12 a 13 a 14 a 42 a 43 a 44 a 12 a 13 a 14 a 32 a 33 a 34 +a 31 a 22 a 23 a 24 – a 41 a 22 a 23 a 24 Example C. −1 1 0 −1. Then. [ d ] = – 36 and thus detA = [ a ] + [ b ] + [ c ] + [ d ] = 6 – 3 + 0 – 36 = – 33 We can verify our answer with MATLAB as follows: A=[ 2 −1 0 −3. using the procedure of Example C. 4 0 3 −2.Minors and Cofactors 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 11 a 32 a 33 a 34 – a 21 a 32 a 33 a 34 a 42 a 43 a 44 (C. −3 0 0 1]. Second Edition Orchard Publications ⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩ ⎧ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎩ C-15 .8. we find [ a ] = 6 .9 Compute the value of the determinant of the matrix A defined as 2 –1 0 A = –1 1 0 4 0 3 –3 0 0 –3 –1 –2 1 (C.5 or Example C. [ b ] = – 3 . 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. [ c ] = 0 . delta = det(A) delta = -33 Some useful properties of determinants are given below. Signals and Systems with MATLAB Applications. we will multiply each element of the first column by its cofactor.27) Solution: Using the above procedure.

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 (C. This follows from Property 2 with m = 1 .Matrices and Determinants Property 1: If all elements of one row or one column are zero. C. For example. the determinant is zero. 1 2 1]. the determinant is zero. the determinant is zero. detA is zero because the second column in A is 2 times the first column. y. and z can be found from the relations C-16 Signals and Systems with MATLAB Applications. detA = 2 3 1 4 6 2 1 1 1 2 3 1 4 6 = 12 + 4 + 6 – 6 – 4 – 12 = 0 2 (C. Property 2: If all the elements of one row or column are m times the corresponding elements of another row or column. Second Edition Orchard Publications . 3 6 1.28) then.30) and let ∆ a 11 a 12 a 13 = a 21 a 22 a 23 a 31 a 32 a 33 D1 = A a 11 a 13 B a 21 a 23 C a 31 a 33 D2 = a 11 A a 13 a 21 B a 23 a 31 C a 33 D3 = a 11 a 12 A a 21 a 22 B a 31 a 32 C Cramer’s rule states that the unknowns x. An example of this is the determinant of the cofactor [ c ] above. Check with MATLAB: A=[2 4 1.det(A) ans = 0 Property 3: If two rows or two columns of a matrix are identical.29) Here. if 2 A = 3 1 4 6 2 1 1 1 (C.

B . 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 (C. We observe that the numerators of (C. Second Edition Orchard Publications C-17 . D 1. x = y = z = 0 also. v 2 . that is. then.31) provided that the determinant ∆ (delta) is not zero. ∆ = 2 –1 3 –4 –3 –2 3 1 –1 5 –1 3 8 –3 –2 4 1 –1 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 D1 = Signals and Systems with MATLAB Applications. If (C. Solution: Rearranging the unknowns v . Then. if A = B = C = 0 . Cramer’s rule applies to systems of two or more equations.30) is a homogeneous set of equations.31) are determinants that are formed from ∆ by the substitution of the known values A . Example C. and transferring known values to the right side.Cramer’s Rule D1 x = ----- ∆ D2 y = ----- ∆ D3 z = ----- ∆ (C. we get 2v 1 – v 2 + 3v 3 = 5 – 4v 1 – 3v 2 – 2v 3 = 8 3v 1 + v 2 – v 3 = 4 (C. for the coefficients of the desired unknown.10 Use Cramer’s rule to find v 1 .32) and verify your answers with MATLAB. D 2. by Cramer’s rule.33) Now. and C . and D 3 are all zero as we found in Property 1 above.

disp(v3).34) We will verify with MATLAB as follows. −4 −3 −2. % Compute he determinant of D3 v1=detd1/delta. % Compute the value of v1 v2=detd2/delta. 4 1 -1].disp(v2). using (C. 3 1 4]. % Compute the determinant of D2 d3=[2 -1 5. % The elements of the determinant D of matrix B delta=det(B).31) we get D1 --------x 1 = ----. % The elements of D3 detd3=det(d3). % The following code will compute and display the values of v1. 8 -3 -2. % Compute the determinant of D1 d2=[2 5 3. % Display the value of v2 disp('v3='). % The elements of D2 detd2=det(d2). 3 1 −1]. % Compute the value of v2 v3=detd3/delta.= – 55 = – 11 --------7 35 ∆ (C. v2 and v3. -4 8 -2. % Compute the determinant D of matrix B d1=[5 -1 3. % The elements of D1 detd1=det(d1).Matrices and Determinants 2 –4 3 5 3 8 –2 4 –1 5 8 4 2 –4 3 5 8 = – 16 – 30 – 48 – 72 + 16 – 20 = – 170 4 D2 = D3 = 2 –1 –4 –3 3 1 2 –1 – 4 – 3 = – 24 – 24 – 20 + 45 – 16 – 16 = – 55 3 1 Then. % Compute the value of v3 % disp('v1=').disp(v1).34) C-18 Signals and Systems with MATLAB Applications.= 85 = 17 ∆ 35 7 D2 x 2 = ----. % Display the value of v1 disp('v2='). format rat % Express answers in ratio form B=[2 −1 3. Second Edition Orchard Publications . -4 -3 8. % Display the value of v3 v1= 17/7 v2= -34/7 v3= -11/7 These are the same values as in (C.= – 170 = – 34 -----------7 35 ∆ D3 x 3 = ----. 3 4 -1].

we obtain the following equation.7 Gaussian Elimination Method We can find the unknowns in a system of two or more equations also by the Gaussian elimination method.38) Now. v 2 .38) into (C.Gaussian Elimination Method C.37) from (C. This method is best illustrated with the following example which consists of the same equations as the previous example.11 Use the Gaussian elimination method to find v 1 . Subsequently.36) we get 17 11 5v 1 + 2 ⋅ ⎛ – -----⎞ = 9 or v 1 = ----⎝ 7⎠ 7 (C. This procedure is repeated until all unknowns are found. 5v 1 + 2v 3 = 9 (C.35) Solution: As a first step. and we add it with the second to eliminate v 2 . Example C.35) by 3.36) or (C. we can find the unknown v 1 from either (C. 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. we can find the last unknown v 2 from any of the three equations of (C.35) with the third to eliminate the unknown v2 and we obtain the following equation. 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.36) yields 11 7v 3 = – 11 or v 3 = – ----7 (C. With this method.37) Subtraction of (C. the objective is to eliminate one unknown at a time. Then. we can find the second unknown. we add the first equation of (C. 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 (C. By substitution of (C. Second Edition Orchard Publications C-19 .35). By substitution into the first equation we get Signals and Systems with MATLAB Applications.36) Next. Then.39) Finally.37). by substitution to another equation with two unknowns. we multiply the third equation of (C. 5v 1 – 5v 3 = 20 (C.

40) These are the same values as those we found in Example C. However.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 C-20 Signals and Systems with MATLAB Applications. Second Edition Orchard Publications . Example C.12 Compute adjA if Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (C. it becomes impractical if the coefficients are large or fractional numbers.10. Then the adjoint of A . as in Example C. 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 .Matrices and Determinants 34 33 35 34 v 2 = 2v 1 + 3v 3 – 5 = ----. denoted as adjA . C. The Gaussian elimination method works well if the coefficients of the unknowns are small integers.= – ----7 7 7 7 (C.– ----.11.8 The Adjoint of a Matrix Let us assume that A is an n square matrix and α ij is the cofactor of a ij . 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 (C.

that is. A is called the inverse of B . C. and likewise.10 The Inverse of a Matrix If A and B are n square matrices such that AB = BA = I . A is called non-singular.13 Matrix A is defined as 1 A = 2 3 2 3 3 4 5 7 (C.adjA detA (C. if detA ≠ 0 . Example C. Second Edition Orchard Publications C-21 . A = B –1 If a matrix A is non-singular. 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. denoted as B = A –1 .Singular and Non-Singular Matrices C. B is called the inverse of A . matrix A is singular.14 Matrix A is defined as 1 2 3 A = 1 3 4 1 4 3 (C.43) Determine whether this matrix is singular or non-singular. we can compute its inverse A –1 from the relation A –1 1 = ----------.45) Signals and Systems with MATLAB Applications. where I is the identity matrix.44) Example C.9 Singular and Non-Singular Matrices An n square matrix A is called singular if detA = 0 .

adjA = ----.5000 0. and since this is a non-zero value.12.46) Check with MATLAB: A=[1 2 3. –1 A –7 6 –1 3.5 1 1 ----------.5 1 – 0. AA –1 = I or A A = I –1 (C.1 0 – 1 = – 0.5 = –2 detA 1 –2 1 – 0. that is.5 0 0. invA=inv(A) % Define matrix A and compute its inverse A = 1 1 1 invA = 3.5000 -0.5 (C.5000 Multiplication of a matrix A by its inverse A –1 produces the identity matrix I .0000 0 1.5000 -0.Matrices and Determinants Compute its inverse.44). From Example C.47) Example C. it is possible to compute the inverse of A using (C. 1 3 4.47) for the Matrix A defined as A = 4 2 3 2 C-22 Signals and Systems with MATLAB Applications. 1 4 3].15 Prove the validity of (C. –7 6 –1 adjA = 1 0 – 1 1 –2 1 Then. Second Edition Orchard Publications .5 – 3 0. that is. detA = 9 + 8 + 12 – 9 – 16 – 6 = – 2 . find A –1 Solution: Here.5000 2 3 4 3 4 3 -3.0000 0.5000 -0.

2 – 3 = 2 –2 4 detA –1 2 3 1 –3 ⁄ 2 = 4 – 3 2 –1 2 2–2 –6+6 = 1 –3+4 0 and AA –1 = 4 2 0 = I 1 C. and X is a matrix (a column vector) whose elements are the unknowns. We assume that A and X are conformable for multiplication.Solution of Simultaneous Equations with Matrices Proof: detA = 8 – 6 = 2 and adjA = 2 –3 –2 4 Then.11 Solution of Simultaneous Equations with Matrices Consider the relation AX = B (C. Second Edition Orchard Publications C-23 .48) by A –1 yields: A AX = A B = IX = A B –1 –1 –1 (C. We will refer to this method as the inverse matrix method of solution of simultaneous equations.50) to solve any set of simultaneous equations that have solutions.51) compute the unknowns x 1. we can use (C.50) Therefore.48) where A and B are matrices whose elements are known. Signals and Systems with MATLAB Applications. Multiplication of both sides of (C. Example C. A –1 1 1 1 –3 ⁄ 2 = ----------.49) or X=A B –1 (C.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 ⎭ (C. and x 3 using the inverse matrix method.adjA = -. x 2.

61 = 18 18 –5 7 1 8 5 5 ⁄ 18 0.adjA = ----. For this example.53) we obtain the solution as follows. it is easier to use the matrix left division operation X = A \ B . this is MATLAB’s solution of A –1 B for the matrix equation A ⋅ X = B . x1 X = x2 x3 1 –5 7 9 35 35 ⁄ 18 1. X = A B –1 (C. C-24 Signals and Systems with MATLAB Applications. X = x2 .29 = 29 ⁄ 18 = 1.53) or x1 x2 x3 –1 2 = 1 3 3 1 2 3 1 2 9 6 8 (C. Second Edition Orchard Publications .54) Next.28 (C. B = 6 2 3 8 1 2 x3 (C. we find the determinant detA . we could use the MATLAB’s inv(A) function. A –1 1 –5 7 1 1 = ----------. where matrix X is the same size as matrix B . the given set of equations is AX = B where 2 A= 1 3 x1 9 3 1 .Matrices and Determinants Solution: In matrix form. However.7 1 – 5 18 detA –5 7 1 and by (C.94 1 1 ----.55) To verify our results. and then multiply A –1 by B .7 1 – 5 6 = ----.52) Then. and the adjoint adjA detA = 18 and adjA = 1 –5 7 7 1 –5 –5 7 1 Therefore.

17 For the electric circuit of Figure C.6111 0.57) Signals and Systems with MATLAB Applications. B=[9 6 8]'. V = 0 0 – 9 15 0 I1 and I = I 2 I3 The next step is to find R – 1 .Solution of Simultaneous Equations with Matrices A=[2 3 1. where 10 – 9 0 100 R = – 9 20 – 9 .adjR detR (C. Second Edition Orchard Publications C-25 . Circuit for Example C. 1Ω V = 100 v 2Ω 2Ω − + I1 9Ω 9Ω 4Ω I2 I3 Figure C.9444 1.1.56) Use the inverse matrix method to compute the values of the currents I 1 . and I 3 Solution: For this example. 1 2 3.17 the loop equations are 10I 1 – 9I 2 = 100 0 0 – 9I 1 + 20I 2 – 9I 3 = – 9I 2 + 15I 3 = (C.1. X=A \ B X = 1. I 2 .2778 Example C. 3 1 2]. This is found from the relation R –1 1 = ----------. the matrix equation is RI = V or I = R –1 V .

I(3)). fprintf('I1 = %4.58) Then. fprintf(' \n').. we find that 219 135 81 detR = 975. R –1 219 135 81 1 1 = ----------.adjR = -------.1)=−9. For this example. R(2. I=R\V.17. we can use Microsoft Excel’s MINVERSE (Matrix Inversion) and MMULT (Matrix Multiplication) functions. Next.Matrices and Determinants Therefore. I=R\V. that is.135 = 13.2)=−9.2f \t'..135 150 90 = 0 = 975 975 81 8. Second Edition Orchard Publications .2f \t'.31 We can also use subscripts to address the individual elements of the matrix.46 I2 = 13. fprintf('I2 = %4. we compute and display the inverse of R . With this range highlighted and making sure that the cell marker is in B7. 2..135 150 90 975 detR 81 90 119 and I1 I = I2 I3 219 22.1)=10.2f \t'. fprintf(' \n') I1 = 22. 0 −9 15]. R(2. adjR = 135 150 90 81 90 119 (C. We choose B7:D9 for the elements of this inverted matrix..2)=20. we enter the elements of matrix R as shown in Figure C. I(1)). V=[100 0 0]'. R(1. fprintf(' \n') I1 = 22. the above code could also have been written as: R(1.31 Spreadsheets also have the capability of solving simultaneous equations with real coefficients using the inverse matrix method.2f \t'.46 I2 = 13.2f \t'. We start with a blank spreadsheet and in a block of cells. % No need to make entry for A(1.85 I3 = 8. I(2)). The procedure is as follows: 1. I(3)). I(2)). R –1 . I(1)). Then. to obtain the values of the three currents in Example C.3)=15. say B3:D5.3) since it is zero.2. R(2. −9 20 −9.3)=−9. we type the formula C-26 Signals and Systems with MATLAB Applications. We format this block for number display with three decimal places. we enter the elements of matrix V in G3:G5. fprintf('I3 = %4.85 I3 = 8..31 81 90 119 0 Check with MATLAB: R=[10 −9 0.85 -------. Accordingly. V=[100 0 0]'. fprintf('I3 = %4.2f \t'. fprintf('I2 = %4. For instance. we find the determinant and the adjoint of R . R(3. R(3. fprintf('I1 = %4. fprintf(' \n').2)=−9..46 219 135 81 100 100 1-------.

092 0. As before.138 0. Second Edition Orchard Publications C-27 .2. 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 85 Ω 170∠0° + V1 R1 C IX −j100 Ω V2 50 Ω VS − j200 Ω R3 = 100 Ω L R2 Figure C. we type the formula =MMULT(B7:D9.225 0.846 8 0.3.3077 9 10 Figure C. and with the cell marker positioned in G7. The values of I then appear in G7:G9. we choose the block of cells G7:G9 for the values of the current I .462 -1 R = 0. we highlight them. Solution of Example C. Circuit for Example C.G3:G5) and we press the Crtl-Shift-Enter keys simultaneously.Solution of Simultaneous Equations with Matrices =MININVERSE(B3:D5) and we press the Crtl-Shift-Enter keys simultaneously.17 with a spreadsheet Example C.083 0. Now.092 I= 13.083 22.154 0.122 8.18 the current I X can be found from the relation Signals and Systems with MATLAB Applications.18 For the phasor circuit of Figure C. 3. We observe that R – 1 appears in these cells.138 0.

0218 – j0.03 + j0. and I = Current Solution: The Y matrix elements are the coefficients of V 1 and V 2 .% Define Y.Matrices and Determinants V1 – V2 I X = ----------------R3 (C. The code is shown below.7 ⎧ ⎨ ⎩ I (C. % Display values of V1 and V2 V1 = 1.7 (C.01 – 0. We will use MATLAB to compute the voltages V 1 and V 2 .005j −0.01.61) Compute.61). we get ( 0. we write (C.01V 2 = 2 – 0. and to do all other computations.01 V 1 + ( 0.0218−0.01 0.63) where the matrices Y .0218 – j0.62) Next.7j].+ ----------------. disp(V(1)). I=[2. where Y = Admit tan ce .= 0 – j100 100 50 (C.60) and V 2 – 170 ∠0° V 2 – V 1 V 2 – 0 ------------------------------. −0. disp('V2 = ').01 )V 2 = j1.03+0.01 0.60) and (C. disp(V(2)).= 0 85 100 j200 (C. 1.005 )V 1 – 0.005 – 0. V = Voltage . and express the current I x in both rectangular and polar forms by first simplifying like terms. % Insert a line disp('V1 = '). Simplifying and rearranging the nodal equations of (C. and then writing the above relations in matrix form as YV = I .03 + j0.+ ----------------. V=Y\I. V . I.01 Y V1 V2 V = 2 j1. collecting.62) in matrix form as 0.+ -------------. and find V fprintf('\n'). Second Edition Orchard Publications .01j].9448e+001i C-28 ⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩ ⎧ ⎨ ⎩ Signals and Systems with MATLAB Applications. and I are as indicated.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 ------------------------------.+ -------------.0490e+002 + 4. Y=[0.

Second Edition Orchard Publications C-29 .53° Spreadsheets have limited capabilities with complex numbers.0590i This is the rectangular form of I X . in polar form I X = 0.3439i Next. we find I X from R3=100.4162 + 55.518 ∠– 6.5149.18 Signals and Systems with MATLAB Applications.5326 Therefore. and thus we cannot use them to compute matrices that include complex numbers in their elements as in Example C. IX=(V(1)−V(2))/R3 % Compute the value of IX IX = 0.5183 thetaIX=angle(IX)*180/pi % Compute angle theta in degrees thetaIX = -6.0. For the polar form we use magIX=abs(IX) % Compute the magnitude of IX magIX = 0.Solution of Simultaneous Equations with Matrices V2 = 53.

x1 –3 1 3 4 a. B ⋅ D g. Verify your answers with MATLAB. A – C c. Verify your answers with MATLAB.Matrices and Determinants C. Perform the following computations. C . 3 1 – 2 ⋅ x 2 = – 2 0 2 3 5 x3 2 4 3 b. if possible. detD 4. C ⋅ A c. B – D d. 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. Repeat Exercise 4 using the Gaussian elimination method. b. if possible. – 2x 1 + 3x 2 + x 3 = 9 3x 1 + 4x 2 – 5x 3 = 0 b. C – D d. detC d. 2 – 4 1 –1 3 –4 2 –2 2 x1 –2 1 3 ⋅ x 2 = 10 x3 2 – 14 1 7 x4 C-30 Signals and Systems with MATLAB Applications. detB f. 6. Perform the following computations. C ⋅ D · h. A ⋅ B e. B . 2. A + C f. A – B a. A + B e. x 1 – 2x 2 + x 3 = – 4 – x 1 + 2x 2 – 3x 3 + 5x 4 = 14 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 a. Perform the following computations. the matrices A . B ⋅ A b. Second Edition Orchard Publications . a. Verify your answers with MATLAB. Solve the following systems of equations using the inverse matrix method. B + D g. if possible. Verify your answers with MATLAB. and 3 below. detA e. Verify your answers with MATLAB. D ⋅ A 3.12 Exercises For Exercises 1. C + D h. Solve the following systems of equations using Cramer’s rule. A ⋅ C f. D ⋅ C 2. det ( A ⋅ C ) c. a. det ( A ⋅ B ) b. 5.

see filter Bessel filter . 11-48 box MATLAB function A-12 buttap MATLAB function 11-15.see matrix admittance 4-2.Index Symbols % (percent) symbol in MATLAB A-2 A abs MATLAB function A-23 adjoint of a matrix .see Fourier series decade 11-9 decibel scale in MATLAB A-13 decimation in frequency 10-19.see matrix collect MATLAB 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 complex conjugate A-4. 10-20 decimation in time 10-19.see partial fraction expansion amplitude-squared function 11-8 angle MATLAB function A-23 area under f(t) 8-15 area under F( ) 8-16 attenuation rate 11-9 axis MATLAB function A-16.see Fourier series alternate method of partial fraction expansion . 9-20 contour integration 2-2.see filter all-pole filter -see filter alternate form of the trigonometric Fourier series .see filter Cayley-Hamilton theorem 5-11 cheb1ap MATLAB function 11-32. B-3 complex number A-3.see filter bilateral Laplace Transform 2-1 bilinear MATLAB function 11-57 bilinear transformation 11-50 bode MATLAB function 11-21. 4-10 capacitive 4-2 inductive 4-2 aliasing 10-13 all-pass filter . 9-20 conv MATLAB function A-6 convolution in the complex frequency domain 2-12 in the continuous time domain 2-11 in the discrete frequency domain 9-9 in the discrete time domain 9-8 in the frequency (j ) domain 8-15 convolution integral 6-8 graphical evaluation of 6-8 Cooley and Tukey algorithm 10-18 Cramer’s rule C-16 . 11-40. 11-42 cheb2ap MATLAB function 11-35 Chebyshev filters .see filter band-stop filter .see complex conjugate conjugate of a matrix .see filter d2c MATLAB function 9-46 data points in MATLAB A-14 dB/decade 11-9 dB/octave 11-9 DC (average) component in Fourier series . 10-20 deconv MATLAB function A-6 default in MATLAB A-13 default color in MATLAB A-15 default line in MATLAB A-15 default marker in MATLAB A-15 D clc MATLAB function A-2 clear MATLAB function A-2 code in MATLAB A-2 cofactor of a matrix . A-22 B band-elimination filter . B-2 complex poles 3-5 conj MATLAB function C-8 conjugate of a complex number .see filter C c2d MATLAB function 9-46 Cauer filter . 11-46 buttefly operation 10-22 Butterworth low-pass filter .see matrix conjugate time and frequency functions 8-13 contour integral 2-2. 11-39.

11-42 digital 11-58 phase-shift . 11-46 band-pass 11-39.see filter. 11-44 high-pass 11-39 low-pass 11-7.see filter dimpulse MATLAB function 9-28 dirac MATLAB function 1-18 direct term in MATLAB 3-4 discontinuous function 1-2 display formats in MATLAB A-30 distinct poles 3-2 Division in MATLAB element-by-element operator A-21 matrix operator A-20 matrix left division C-24 division of complex numbers B-4 dot multiplication operator in MATLAB A-21 double-memory technique 10-19 doublet function 1-15 E editor window in MATLAB A-2 editor/debugger in MATLAB A-1. all-pass filter MATLAB function 11-62 final value theorem in Laplace transform 2-10 in Z transform 9-10 find MATLAB function 11-67 Finite Impulse Response (FIR) digital filter 11-50 FIR digital filter 11-50 first harmonic 7-1 first order circuit 5-1 fmax in MATLAB . 11-39. 11-1. 11-39. 11-20. 11-17.using fmin to find max A-27 fmin in MATLAB A-27 format MATLAB command A-30 fourier MATLAB function 8-33 Fourier integral . 11-46 digital 11-58 band-pass analog 4-29. 11-39.see filter. 11-36 Inverted Chebyshev . 7-33 even symmetry 7-7 exit MATLAB command A-2 exponential form of complex numbers B-4 exponential form of the Fourier series 7-31 exponential order function 2-2 exponentiation in MATLAB element-by-element operator A-21 matrix operator A-21 eye MATLAB function C-7 F factor MATLAB function 3-4 Fast Fourier Transform (FFT) 10-17 FFT 10-17 FFT Category I and II algorithms 10-19 fft MATLAB function 10-5. 11-1. 11-44 digital 11-58 band-stop . 11-7.see Fourier Transform Fourier series alternate trigonometric form 7-25 DC (average) component 7-1 . 11-2. Chebyshev Type II high-pass analog 4-28. 11-39. 11-1.see filter eps MATLAB function A-22 Euler’s identities B-4 even function 6-5.see filter. elliptic Chebyshev Type I 11-22 Type II 11-34. band-elimination Bessel 11-77 Butterworth band-elimination 11-39.see matrix differentiation in complex frequency (s) domain 2-6 in frequency (j ) domain 8-13 in time domain 2-4 digital filter . 11-67 figure window in MATLAB A-13 filter all-pass 11-1 all-pole 11-18 band-elimination analog 4-29.see filter. 11-35 elliptic 11-34. 11-39 Cauer . 11-4. 11-42 digital 11-58 low-pass analog 4-27. A-2 eigenvalues 5-11 eigenvector 5-19 elements of the matrix C-1 ellip MATLAB function 11-36 elliptic filter . 11-1.delta function 1-12 demo in MATLAB A-2 DeMoivre’s theorem 11-12 determinant of a matrix .

4-8 capacitive 4-2 inductive 4-2 improper integral 2-16 improper rational function 3-1. 7-33 Heavyside(t) MATLAB function 1-18 help in MATLAB A-2 Hermitian matrix . 3-1 inverse matrix method of solution of equations C-23 inverse of a matrix .see matrix high-pass filter . 3-13 impulse invariant method 11-50 impulse response in continuous time systems 6-1 in discrete time systems 9-40 increments between points in MATLAB A-14 inductive admittance .exponential form 7-31 trigonometric form 7-1 Fourier transform definition of 8-1 derived from the Laplace Transform 8-25 of the cosine function 8-19 of the delta function 8-17 of the signum (sgn) function 8-20 of the sine function 8-20 of the unit step function 8-21 of unity 8-19 Fourier transforms of common waveforms 8-27 fplot MATLAB command A-27 frequency response A-12 frequency shift 10-12 freqz MATLAB function 11-60 full rectification waveform 2-36 full-wave rectifier 7-21 full-wave rectifier with even symmetry 7-24 function file in MATLAB A-26 fundamental frequency 7-1 fzero MATLAB function A-27 G gamma function 2-15 Gaussian elimination method C-19 generalized factorial function 2-15 geometric sequence in Z-transform 9-11 Gibbs phenomenon 7-24 Gram-Schmidt Orthogonalization Procedure 5-19 grid MATLAB command A-12 gtext MATLAB command A-13 ilaplace MATLAB function 3-4 imag MATLAB function A-23 imaginary axis B-2 imaginary number B-2 impedance 4-2. 2-16 Laplace transform of common functions 2-12 Laplace transform of common waveforms 2-23 Laplace Transformation 2-1 leakage 10-13 left shift in in discrete time domain 9-5 Leibnitz’s rule 2-6 lims= in MATLAB A-27 line spectrum 7-35 linear difference equation 9-38 linear factor A-9 L .see impedance IIR digital filter 11-50 Infinite Impulse Response (IIR) digital filter 11-50 initial value theorem in Laplace transform 2-9 in Z transform 9-9 in-place algorithm 10-20 integration in complex frequency 2-8 integration in time 2-6 Inverse Fourier transform 8-1 Inverse Laplace transform 2-1.see filter iztrans MATLAB function 9-27 J H j operator B-1 half-rectified sine wave 2-28 half-wave rectifier 7-17 half-wave rectifier with no symmetry 7-21 half-wave symmetry 7-7.see admittance inductive impedance .see filter I identity matrix C-6 ifft MATLAB function10-5 ifourier MATLAB function 8-33 L’ Hôpital’s rule 2-15.see matrix Inverse Z transform 9-1 Inversion integral 9-32 Inverted Chebyshev filter .

11-44 lp2bs MATLAB function 11-40. skew-symmetric C-8. 7-33 odd symmetry 7-7 orthogonal functions 7-2 orthogonal vectors 5-19 O NaN in MATLAB A-27 natural input-output 10-19 non-recursive realization digital filter 11-50 normalized cutoff frequency 11-12 N-point DFT 10-2 numerical evaluation of Fourier coefficients 7-44 Nyquist frequency 10-13 . 8-11 in discrete time systems 9-6 see also convolution multiplication in MATLAB element-by-element A-21 matrix A-20 multiplication of complex numbers B-3 N main diagonal elements of a matrix . A-25 minor of determinant C-12 MINVERSE Excel function C-26 MMULT Excel function C-26 modulated signals 8-12 multiple (repeated) poles 3-8 multiplication in continuous time domain 2-12.see filter picket-fence effect 10-14 plot MATLAB command A-10 plot3 MATLAB command A-15 polar form of complex numbers B-5 polar in MATLAB A-23 polar plot in MATLAB A-24 poles of rational functions 3-1 poly MATLAB function A-4 polyder MATLAB function A-8 P octave 11-9 odd function 6-5. 11-46 lp2hp MATLAB function 11-40.see filter lp2bp MATLAB function 11-40. 11-41 M mesh MATLAB command A-17 meshgrid MATLAB command A-17 method of clearing the fractions 3-15 m-file in MATLAB A-2.see matrices conjugate of C-8 definition of C-1 determinant of C-9 Hermitian.see also determinant adjoint of C-20 cofactor of C-12 conformable for addition and subtraction .linearity property in Fourier transform 8-9 in Laplace transform 2-2 in Z transform 9-3 linspace MATLAB command A-14 ln in MATLAB A-13 log MATLAB function A-13 log10 MATLAB function A-13 log2 MATLAB function A-13 loglog scale in MATLAB A-13 lower triangular matrix C-5 low-pass filter .see matrix matrices conformable for addition and subtraction C-2 conformable for multiplication C-4 matrix . skew-Hermitian C-9 inverse of C-21 lower triangular C-5 main diagonal of C-1 minor of C-12 non-singular C-21 scalar C-6 singular C-21 size of C-7 square C-1 symmetric.see matrix main diagonal of a matrix .see matrices conformable for multiplication . 3-15 phase shift filter . 11-42 lp2lp MATLAB function 11-40. C-9 trace of C-2 transpose of C-7 upper triangular C-5 zero C-2 matrix left division in MATLAB C-24 matrix multiplication in MATLAB A-18 Parseval’s theorem 8-16 partial fraction expansion method 3-1.

see sampling theorem shifting property in complex frequency (s) domain 2-3 in frequency (j ) domain 8-11 in continuous time domain 2-3. A-3 round MATLAB function A-23 row vector A-3.polyval MATLAB function A-6 pre-sampling filter 10-13 pre-warping 11-54 proper rational function 3-1 Q quadratic factor A-9 quit MATLAB function A-2 R radius of absolute convergence 9-3 randn MATLAB function 11-67 rational polynomials A-8 real axis B-2 real MATLAB function A-23 real number B-2 rectangular form B-5 recursive realization 11-50 region of convergence 9-3. 9-14. 7-17 trigonometric form of Fourier series . 9-17 region of divergence 9-3. 1-10 in discrete time 9-18 unit step function in continuous time 1-2 in discrete time 9-3 . 8-10 script file in MATLAB A-25 second harmonic 7-1 secord-order circuit 5-1 semicolons in MATLAB A-8 semilogx axis in MATLAB A-13 semilogy axis in MATLAB A-13 sgn function . 9-14.see signum function Shannon’s sampling theorem . A-19 Runge-Kutta method 5-1 S sampling property of the delta function 1-12 sampling theorem 10-13 sawtooth waveform with odd symmetry 7-16 scaling property 2-4. 1-12 unit ramp function in continuous time 1-8. 8-11 in discrete time domain U T left shift 9-5 right shift 9-4 sifting property of the delta function 1-13 signal flow graph 10-23 signum function 8-20 spectrum analyzer 7-35 square waveform with even symmetry 7-14 square waveform with odd symmetry 7-12 ss2tf MATLAB function 5-31 state equations 5-1. 9-43 state transition matrix 5-9 state variables for continuous time systems 5-1 for discrete time systems 9-43 step invariant method 11-50 subplot MATLAB command A-18 symmetric rectangular pulse 1-6 symmetric triangular waveform 1-6 symmetry in trigonometric Fourier series 7-7 in exponential Fourier series 7-33 property of Fourier transform 8-10 system function 8-35 see also transfer function Taylor series 5-1 text MATLAB command A-14 tf2ss MATLAB function 5-32 third harmonic 7-1 time periodicity 2-8 transfer function 4-15 in continuous time systems 4-13 in discrete time systems 9-40 see also system function triangular waveform 7-9. 9-17 repeated poles .See Fourier series triplet function 1-15 unit impulse 1-8.see multiple poles residue MATLAB function 3-3 residue theorem 9-20 residues 3-2 roots MATLAB function 3-6.

V Vandermonde matrix 10-18 W warping 11-52 window function 10-13 X xlabel MATLAB function A-13 Y ylabel MATLAB function A-13 Z Z transform 9-1 zlabel MATLAB function A-18 ztrans MATLAB function 9-27 .