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Laplace Transform
The Laplace Transform generalizes the Fourier Trasform for the entire complex plane. For the complex variable is used the notation:
s = + j, ,
=cst
Re {s} > 0
For =0 the Laplace Transform represents the spectrum of the signal (its Fourier Transform).
=cst
Response of a linear time-invariant system to a complex exponential with complex exponent Input signal : complex exponential with complex exponent
x(t ) = e
s0t
= e 0 t e j 0 t ,
y (t ) = h( )x(t )d = h( ) e( 0 + j0 )(t )d =
= e( 0 + j0 )t h( ) e ( 0 + j0 ) d = e s0 t h( ) e s d
s = s0
H ( s0 )
H (s ) = h( ) e s d = h( ) e e j d
- e s0 t is an eigen function of any LTI system, - H(s0) is the corresponding eigen value. If the input signal is a linear combination of the form:
x(t ) = ck e sk t ,
then :
k
y (t ) = ck H (sk )e sk t ,
connection between the bilateral (two-sided) Laplace transform and the Fourier transform of the same signal:
L{x(t )}( + j) = x(t )e t e jt dt = F x(t ) e t ()
bilateral Laplace transform of the signal x(t) = the Fourier transform of the signal x(t)e-t.
the bilateral Laplace transform - denoted with X(s) accept two notations for the Fourier transform, X() and X(j) :
X (s ) s = j = X ( j) X ()
F {x(t )}() =
(t ) e st dt = e (0 + )t e jt dt.
0
L{x(t )}(s ) =
1 1 = ; = Re{s} > 0 . + 0 + j 0 + s
if -o < 0 then the imaginary axis = 0 belongs to the region of convergence of the bilateral Laplace transform and:
L { x ( t )} ( j ) = 1 = F { x ( t )} ( ) , - 0 < 0. 0 + j
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2. anti-causal signal :
y (t ) = e
0 t
( t ), 0 > 0
L{y (t )}(s ) = e
0
0 t
( t ) e st dt =
= e
0 + t jt
)e
dt.
An anti-causal signal that has no Fourier transform but has bilateral Laplace transform.
L{y (t )}(s ) = e
( 0 + )t jt
dt =
( 0 + )t jt 0
e 0 + + j
1 0 + s
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Region of Convergence (ROC) = region of the complex plane where a bilateral Laplace transform is convergent. Both signals have the same bilateral Laplace transform. But the first one is causal and the second one is anticausal. The difference : their ROCs. Generally the Laplace transform of an electric signal is a rational function, a ratio of two polynomials in s. The roots of the numerator are called zeros of the Laplace transform. The roots of denominator are called poles.
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Pole/zero plot (constellation) Pole-zero plot =the representation of the positions of the zeros and poles of a Laplace transform in the complex plane.
X (s ) = s 1 (s + 2)(s 3)
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ROCs Properties I. If it exists, the ROC of a bilateral Laplace transform is composed by vertical bands of the s plane parallel with the imaginary axis j (see the first two examples). II. The ROC can not contain any pole of the bilateral Laplace transform (denominator is zero). III. If x(t) has finite duration and if there is at least a value s0 from the s plane for which the bilateral Laplace transform converges, then the ROC is the entire complex plane. (In this case the problem of the integral convergence does not exist).
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IV. For right sided signals (this includes causal signals), and if Re{s}=0 ROC of X(s), then all the points s from the complex plane which satisfy the condition Re{s}0 belong also to the ROC. The ROC is a right sided half plane. If additionally, the Laplace transform is rational, the ROC is the region in the s-plane to the right of the rightmost pole See Example 1.
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V. For left sided signals (this includes anti-causal signals) and if Re{s}=0 ROC of X(s), then all the points s of the complex plane which satisfy the condition Re{s}0 belong also to the ROC. The ROC is a left sided half plane. If additionally, the Laplace transform is rational, the ROC is the region in the s-plane to the left of the leftmost pole. See Example 2.
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VI. If the support of the signal x(t) is the entire real axis and if the line of equation Re{s}=0 belongs to the ROC of X(s) then this ROC is a vertical band parallel with the imaginary axis, containing Re{s}=0.
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[(t ) (t T )]
X (s ) = e
0
1 e (s + 0 )T dt = s + 0
-zeros are
s zk = 0 + j (2k / T ), k Z .
- one pole sp=-0, compensated by the zero sz0=-0. So, the ROC of X(s) is the entire complex plane.
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x(t ) = e 0t (t ) + e0t ( t ), almost everywhere (with the exception of the point t=0). This is a sum of a causal signal (see Example 1) and of an anti-causal one (see Example 2). The causal term has the bilateral Laplace transform: L e 0t (t ) =
x(t ) = e 0 t , 0 > 0
1 , Re{s} > 0 s + 0
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1 , Re{s} < 0 s 0
L e 0 t =
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The forward bilateral Laplace transform of the signal x(t) is the Fourier transform of the signal x(t)e-t, fixed, hence computed on a parallel with the imaginary axis j.
L {x (t )}( + j) = x (t )e t e jt dt = F x (t )e t ()
fixed, can be recovered applying the The signal inverse Fourier transform: x(t)e-t,
=F x (t ) e
t 1
The integral is computed on a parallel to the imaginary axis j, in the s plane (=ct, using the variable , ds=d(+j)=jd).
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{ X ( + j)} = 21 X ( + j) e jt d
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x(t )e
or:
x(t ) =
1 + j jt = X (s )e ds 2j j
1 + j 1 st X (s )e ds = L {X (s )}(t ), DC 2j j
The integral is computed on a parallel to the imaginary axis contained in the ROC. A bilateral Laplace pair:
L x(t ) X (s )
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x(t ) =
1 + j 1 st X (s )e ds = L {X (s )}(t ), DC 2j j
-The computation of this integral is quite complicate. Fortunately the majority of Laplace transforms which we deal in practice are rational functions. - to determine the inverse transform, we use the partial fraction expansion of the Laplace transform. - Next, for each such fraction the corresponding inverse Laplace transform can be found in tables.
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Examples: 1. The Laplace transform X(s)=1/[(s+2)(s+3)] must be inverted. If its ROC is not specified then the problem has three possible solutions.
The ROC can not contain any pole: lines =-2 and =-3 must be excluded. Partial fraction expansion of X(s) :
X (s ) =
1 1 . s+2 s+3
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> 2 :
It results:
> 2 :
1 1 e 2t e 3t (t ). s+2 s+3
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ii) ROC, <-3, each term -> anti-causal signal: 1 1 e 2t ( t ); < -3 : e 3t ( t ) s+2 s+3
< 2 :
It results:
< -3 : 1 1 e 2t + e 3t ( t ). s+2 s+3
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< -2 :
1 e 2t ( t ); s+2 1 e 3t (t ); s+3
causal signal:
> -3 :
-3<<-2 :
1 1 e 2t ( t ) e 3t (t ). s+2 s+3
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Conclusions:
- The same bilateral Laplace transform can be inversed in three distinct ways, following the selection of its ROC. 1 1 X (s ) = . s+2 s+3 - Only in the first case i), jROC so, only the resulting signal has Fourier transform. - The other two signals have bilateral Laplace transforms but they do not have Fourier transforms, because the imaginary axis does not belong to their ROCs.
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Defining the bilateral Laplace transform by its poles and zeros constellation
(s s0 k )
then the knowledge of the poles spk and zeros szk is sufficient to have the Laplace transform X(s) (with the exception of a multiplicative constant K). If, additionally the value of X(s) in a point s0ROC is also known, then the constant K can also be found.
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The poles and the zeros can be specified either by their complex values or by the Poles and Zeros Constellation, PZC. The PZC of a Laplace transform can be also used for the computation of its spectrum. If the considered signal is the impulse response of an LTI system then its bilateral Laplace transform is named the transfer function of the system. So, using the PZC of a transfer function the frequency response of the considered system can be determined.
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Determination of a spectrum with the PZC of the corresponding Laplace Transform, X(s).
s 1,5 , (s + 2 j1,5)(s + 2 + j1,5) s 1,5 X (s ) = K 2 s + 4 s + 6,25 X (s ) = K
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The imaginary axis j is included in this ROC => the signal has also a Fourier transform:
F {x(t )}() =
s s0 (s s p1 )(s s p 2 )
=
s = j
j s0 ( j s p1 )( j s p 2 ).
This Fourier transform is the particularization of X(s) for s=j. It can be computed for different values of . For each such value the point A takes a different position on the imaginary axis.
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j s p 2 = P2 A e j2 .
X ( j ) =
ZA P 1 A P2 A
e j ( 1 2 )
X ( j ) =
ZA P 1 A P2 A
; ArgX( j) = () = 1 2
general case:
X ( j ) = k
k =1 N
Zk A Pk A
; () = ArgK + k k
k =1 k =1
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k =1
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For LTI causal systems with non-zero initial conditions the unilateral transform is used:
Lu {x(t )}(s ) = x(t ) e st dt.
0+
It exists in the plane Re{s}>0 if x(t) satisfies the conditions: i) causal x(t)(t)=x(t); ii) continuous, with the exception of a countable set of points where they have discontinuities of the first order; iii) x(t ) Me 0t , M > 0, 0,
0
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The Relation between the Unilateral and the Bilateral Laplace Transforms
-for causal signals x(t)=x(t)(t) the bilateral Laplace transform is the same as the unilateral transform:
L { x ( t )} ( s ) =
x ( t )e st dt =
x (t ) (t ) e
st
dt
= x ( t ) e st dt = Lu { x ( t )} ( s )
0
x ( t ) e st dt =
x ( t ) e st dt + x ( t ) e st dt ,
0
x ( t ) e
0
( st )
dt + x ( t ) e st dt ,
0
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The bilateral Laplace transform is the sum of the unilateral Laplace transform of the considered signal and the reflected of the unilateral Laplace transform (-s) of the reflected signal (-t).
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The Laplace Transform of Distributions The Laplace transform of a distribution fS` is defined using the Fourier transform of another distribution:
L{ f } = F e t f .
- Dirac distribution (t) :
L{} = F (t )e t .
For , e -t (t ) = e 0 (t ) = (t ) and:
L{} = F {(t )} = 1, s C.
L{(t t 0 )} = F (t t 0 )e t = e st0 , s C.
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1 L{ ( t )} = , Re{s} < 0. s
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y (t ) Y (s ) s ROC y ;
L
Lu y ( t ) Yu ( s )
Lu x ( t ) Xu (s)
1. Linearity:
2. Time translation:
x(t t 0 ) e st0 X (s ) s ROC x , t 0 ,
3. Time modulation:
e s0t x(t ) X u (s s0 ).
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4. Time scaling:
x(at )
1 s s X , a * , ROC x . a a a
x(at )
1 s X u , a > 0. a a
5. Convolution Theorem:
x(t ) y (t ) X u (s )Yu (s ).
6. Derivation in time:
dx(t ) sX (s ) s ROC x at least. dt
dx(t ) sX u (s ) - x 0 + . dt
( )
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8. Integration in time:
y (t ) =
t
t
t
x ( )d = x ( t ) ( t ) Y ( s ) = X ( s ) s
X (s ) s
X u (s ) or s
x()d
0+
x()d
0+
x( )d
X u (s ) + x (1) 0 + s
( )
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x(-1) (0+) the value of the integral in zero, for non zero initial conditions (if there is a unit impulse in the input signal)
For causal signals x(t)=x(t)(t), the transforms are equal: X(s)Xu(s). The initial value is:
x 0 + = lim sX (s ) = lim sX u (s )
s s
( )
10. Final Value Theorem for Causal Signals: For causal signals x(t)=x(t)(t), the transforms are equal X(s)Xu(s) and:
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H (s ) = L{h(t )}(s ).
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The impulse response characterizes completely the system in time domain and the transfer function H(s), in the complex domain. H(s): - transfer function or system function.
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Consider a stable LTI system. Then the Fourier transform F{h(t)}()=L{h(t)}(j) exists and the imaginary axis is included into the ROC of the transfer function H(s).
Example Convergence condition: Re{s}<-0 F{h(t)}=H()=-1/(0+j)
The impulse response h(t) of an anti-causal system and the ROC of its transfer function H(s).
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F{h(t)}=1/(0+j)
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The LTI System Response Determination Using the Laplace Transform (Circuit design)
input signal x(t) : Laplace transform X(s). Laplace transform of the response, Y(s)=X(s)H(s), inverse Laplace transform the response =>y(t).
The signal x(t) is applied at the input of a causal system, h(t)H(s)=Hu(s).
The causal signal x(t) can be considered like the repetition of its first segment x0(t) that has the support [0,T].
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x(t ) = x0 (t ) (t kT ) = x0 (t kT ).
k =0 k =0
or :
X u (s ) =
1 e sT
X 0u ( s )
; Re{s} > 0.
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Yu (s ) = H u (s )X u (s ) =
H u (s )X 0u (s ) 1 e sT
y(t) -general solution ys(t) - steady state -particular solution ytr(t) transient state
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1 y (t ) = L u {Yu (s )} = ytr (t ) + y s (t ).
YSu (s ) = Yu (s ) Ytru (s ).
Y0 Su (s ) = X 0u (s )H (s ) Ytru (s ) 1 e sT ;
Steady state response (limited to one period)
1 y0 s (t ) = L Y0 Su (s )}. u {
Laplace transform of the response of a causal system to a causal periodic signal is computed using Weidelichs relation, using only its first period.
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H u (s ) =
c 1 ; c = ; Re{s} > c . s + c RC
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Weidelich:
Yu (s ) =
H u (s )X 0u (s ) 1 e sT
sT c 1 e 2 = Yu (s ) = sT s ( s + c ) 1 e
c sT s ( s + c ) 1 + e 2
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Y0 Su (s ) = X 0u (s )H (s ) Ytru (s ) 1 e sT ;
sT c 1 e 2 Y0 Su ( s ) = s( s + c )
1
cT 1+ e 2
1 e sT . s + c
partial fraction expansion
1 1 1 1 Y0 Su ( s ) = s s + c s s + c
y0 S (t ) = 1 e
sT 2 e
1
cT 1+ e 2
1 e sT s+ s + c c
ct
T c t 1 T e ct (t ) e c (t T )(t T ) , (t ) 1 e 2 t + cT 2 1+ e 2
yS (t ) = y0 S (t ) T (t ).
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a0 0,
k =0
H (s ) =
k =0 N k =0
bk s
=
k
ak s
N (s ) . D(s )
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H (s ) =
k =0 N k =0
bk s
=
k
ak s
N (s ) . D (s )
N (s ) = bk s k = 0,
k =0
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( )
sN (s ) . s D ( s )
( )
bM s M +1 + bM 1s M + + b1s 2 + b0 s aN s N + a N 1s N 1 + + a1s + a0
For an impulse response with no unit impulse in origin, the degree of numerator of a transfer function is less than the degree of denominator with at least one. If M+1>N , h(t) contains a unit impulse in origin
Example
H u (s ) = s+2 1 = 1+ s +1 s +1
h(t ) = (t ) + e t (t ).
number of poles of H(s) is greater than the number of zeros with at least one.
causal stable system : poles in the left half plane LHP, its zeros anywhere in the complex plane.
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Minimum phase systems (the system and its inverse are causal and stable): poles and zeros in the left half plane. Example.
h(t ) = e t (t ) H u (s ) = 1 . s +1
-One pole in the left half plane. - No zeros minimum phase system. The frequency response
H () = 1 / (1 + j),
frequency characteristics
H () = 1 / 1 + 2 ,
() = arctg.
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phase-frequency characteristic
0 () = arg{H ()} + arg 1 j = arg 1 + j 0 0 = arg{H ()} + arg 1 j arg 1 + j 0 0 . 0 () = arctg 2arctg = () 2arctg 0 0
same amplitude-frequency characteristic the second system introduces extra phase versus the 65 first system.
The transfer function of the second system corresponding to the impulse response h0(t) is :
H 0u (s ) = H u (s ) 0 s . 0 + s
So: and:
H 0u (s ) = H u (s ) ,
. 0
0 () = () 2arctg
The ROC of the second transfer function.
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0 () = () 2arctg
. 0
0 0 () = ()
Because Hu(s)=1/(1+s) has no zeros in the right half plane it is a system with minimum phase, it introduces less phase then other causal systems having the same amplitude-frequency characteristic, |H()|.
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sN (s ) . s 0 D(s )
If the system is stable also, h()=0 and, it is necessary that D(0)0. Causal and stable systems can not have poles in 0.
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H (s ) =
k =0 N k =0
bk s
=
k
ak s
N (s ) . D(s )
Simple poles.
H u (s ) =
Ak ; k =1s s pk
Ak ek t
s t N h(t ) = Ak e pk (t ). k =1
Bk ek t sin ( k t + k )
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i)
s = p :
r p
M 0e
+ M 1te
pt
ii)
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The system is unstable system if the pole is in right half plane: Re s pk > 0 h(t) increasing function
{ }
For a causal system strict stability : poles in the left half plane. critically stable: simple poles on the imaginary axis. single pair of complex conjugated poles on j sinusoidal oscillator .
Transient response (decreases in time) given by poles in the left half plane Steady state response given by the simple poles placed on the imaginary axis.
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a0 0,
Example:
d 2 y (t ) dy (t ) +3 + 2 y (t ) = x(t ), dt dt 2
y (t ) Yu (s );
y ' (t ) sYu (s ) y 0 + .
( )
time differentiation:
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Yu (s ) =
2s 2 + 4s + 4 2 2 2 = + . s s 2 + 3s + 2 s s + 1 s + 2
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y(t ) = 2(t ) 2e t (t ) + 2e 2t (t ) = 2 2e t + 2e 2t (t )
t 2t = 2 2 + 2 = 2. lim+ y (t ) = lim+ 2 2e + 2e
t 0
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-no zeros; one pole in the left half plane this is a stable system -real pole h(t)=decreasing exponential. The frequency is defined by the position of the point A on the imaginary axis.
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For positive :
H () = 1
___
PA 1 H () = ; () = . PA
low-pass filter:
, PA H ()
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dy (t ) d y (t ) 2 2 + 20 + 0 y (t ) = K0 x(t ), 2 dt dt
2
2 s 2 + 20 s + 0
2 K0
( s s )( s s )
p1 p2
2 K 0
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The oscillation frequency is: 0 1 2 The position of the point A defines the frequency . The frequency response of the second order system is:
H ( ) =
Its frequency characteristics are:
2 K 0 P 1 AP 2A
H ( ) =
1 P 1A P 2A
; ( ) = 1 2
, P1 A and P2 A H () 0
; 1 and 2 () 2
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s1,2 = 0 0 2 1,
>1, the two poles are real.
If =1, there is a pole double in -0 on the real axis. non oscillatory impulse response
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0 s . 0 + s
H () =
PZC for an all-pass system.
ZA PA
= 1,
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() = = 2
tg = tg = = arctg 0 OA = OZ 0
When =0, hence A0, =0 and the phase is . When OA=0, =/4 (0)=-2/4=/2. Input = sine wave Output = sine wave, same amplitude + initial phase depending on (). 81
Transfer Function of the Equivalent System of Two LTI Systems Interconnected in Series or in Parallel
he (t ) = h1 (t ) h2 (t ) H e (s ) = H1 (s ) H 2 (s ).
H e (s ) = H1 (s ) + H 2 (s ).
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he (t ) = h1 (t ) + h2 (t )
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