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Signal Processing

Electronics and Telecommunications Faculty, Communications Department
Instructor: Lecturer Dr. Eng. Corina Nafornita
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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 = σ + jω, σ ∈ , ω∈
σ=cst

σ

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• Bilateral Laplace transform
x(t ) = 1 σ + j∞ −1 st ∫ X (s )e ds = L {X (s )}(t ), σ ∈ DC 2πj σ − j∞
∞ −∞

L{x(t )}(s ) = X (s ) = ∫ x(t )e − st dt ; s =σ + jω; σ, ω ∈ ℜ

• Unilateral Laplace transform ∞ σ + j∞ 1 st − st x (t ) = ∫ X ( s ) e ds ↔ X ( s ) = ∫ x ( t ) ⋅e dt
2π j σ − j∞
0+

Re {s} > σ 0

L{x(t )}(s ) = Lu {x(t )}(s ) + Lu {x(− t )}(− s )

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For σ=0 the Laplace Transform represents the spectrum of the signal (its Fourier Transform).

σ=cst

σ

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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 σ 0 t ⋅ e jω 0 t ,

LTI system with the impulse response h(t). Output signal:
y (t ) = h(t ) ∗ x(t )

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y (t ) = ∫ h(τ )x(t − τ )dτ = ∫ h(τ ) ⋅ e(σ 0 + jω0 )(t − τ )dτ =
−∞ −∞

= e(σ 0 + jω0 )t ⋅ ∫ h(τ ) ⋅ e − (σ 0 + jω0 )τ dτ = e s0 t ⋅ ∫ h(τ ) ⋅ e − sτ dτ
−∞ −∞ s = s0

H ( s0 )

H (s ) = ∫ h(τ ) ⋅ e − sτ dτ = ∫ h(τ ) ⋅ e − στ ⋅ e − jωτ dτ
−∞ −∞

- depends on h(τ), -gives a complete characterization of the LTI system.
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The LTI system’s response y(t) :
y ( t ) = e s0t ⋅ H ( s0 ) = x ( t ) ⋅ H ( s0 )

- 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

k

y (t ) = ∑ ck H (sk )e sk t ,

because the system is linear.
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Bilateral Laplace Transform

L{x(t )}(s ) = X (s ) = ∫ x(t )e − st dt ; s =σ + jω; σ, ω ∈ ℜ
−∞

connection between the bilateral (two-sided) Laplace transform and the Fourier transform of the same signal:
L{x(t )}(σ + jω) = ∫ x(t )e −σt ⋅ e − jωt dt = F x(t ) ⋅ e −σt (ω)
−∞ ∞

[

]

{

}

bilateral Laplace transform of the signal x(t) = the Fourier transform of the signal x(t)e-σt.

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L{x(t )}( jω) = X ( jω) = F {x(t )}(ω) = X (ω)

the bilateral Laplace transform - denoted with X(s) accept two notations for the Fourier transform, X(ω) and X(jω) :

X (s ) s = jω = X ( jω) ≡ X (ω)

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Examples: 1. Causal signal If σ=0, then: x(t ) = e
−ω 0 t

σ(t ). Its Fourier transform exists
1 . ω0 + jω

F {x(t )}(ω) =

The bilateral Laplace transform of the signal x(t) is:
L{x(t )}(s ) = ∫ e
−∞ ∞ −ω t 0

σ(t ) ⋅e − st dt = ∫ e −(ω0 + σ )t ⋅ e − jωt dt.
0

The integral is convergent only for ω0+σ>0 ⇒ σ> -ω0, Re{s}>- ω0.
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L{x(t )}(s ) =

1 1 = ; σ = Re{s} > −ω0 . σ + ω0 + jω ω0 + s

if -ωo < 0 then the imaginary axis σ = 0 belongs to the region of convergence of the bilateral Laplace transform and:
L { x ( t )} ( jω ) = 1 = F { x ( t )} (ω ) , -ω 0 < 0. ω 0 + jω

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2. anti-causal signal :

y (t ) = −e

−ω 0 t

σ(− t ), ω0 > 0

L{y (t )}(s ) = ∫ − e
−∞ 0

−ω 0 t

σ(− t ) ⋅e − st dt =

= ∫−e
−∞

− ω 0 + σ t − jωt

(

)e

dt.

An anti-causal signal that has no Fourier transform but has bilateral Laplace transform.

The integral is convergent if and only if ω0+σ<0 or σ < -ω0
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L{y (t )}(s ) = ∫ − e
−∞

0

−(ω 0 + σ )t − jωt

e

dt =

e

−(ω 0 + σ )t − jωt 0

e ω 0 + σ + jω

=

−∞

1 ω0 + 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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ROC’s 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 jω (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}=σ0 ∈ ROC of X(s), then all the points s from the complex plane which satisfy the condition Re{s}≥σ0 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}=σ0 ∈ ROC of X(s), then all the points s of the complex plane which satisfy the condition Re{s}≤σ0 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}=σ0 belongs to the ROC of X(s) then this ROC is a vertical band parallel with the imaginary axis, containing Re{s}=σ0.

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10

Examples: 3. finite duration signal
x(t ) = e
− (s + ω0 )t
−ω 0 t

[σ(t ) − σ(t − T )]

X (s ) = ∫ e
0

T

1 − e − (s + ω0 )T dt = s + ω0

-zeros are

s zk = −ω0 + j (2kπ / T ), k ∈ Z .

- one pole sp=-ω0, compensated by the zero sz0=-ω0. So, the ROC of X(s) is the entire complex plane.

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4. infinite duration signal, support the entire real axis

x(t ) = e − ω0t σ(t ) + eω0t σ(− 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 − ω0t σ(t ) =

x(t ) = e − ω0 t , ω0 > 0

{

}

1 , Re{s} > −ω0 s + ω0

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The anti-causal term has the bilateral Laplace transform: L eω0t σ(− t ) = −

{

}

1 , Re{s} < ω0 s − ω0

L e − ω0 t =

{

}

− 2ω 1 1 − = 2 02 , - ω0 < Re{s} < ω0 s + ω0 s − ω0 s − ω0
If σ=0, then: 2ω0 − 2ω0 F e −ω0 t = = . 2 2 ω2 + ω0 ( jω)2 − ω0

{

}

ROC corresponding to the transform of the signal exp(- ω0|t|).

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Inverse Laplace transform

The forward bilateral Laplace transform of the signal x(t) is the Fourier transform of the signal x(t)e-σt, σ fixed, hence computed on a parallel with the imaginary axis jω.
L {x (t )}(σ + jω) = ∫ x (t )e − σt ⋅ e − jωt dt = F x (t )e − σt (ω)
∞ −∞

[

]

{

}

σ fixed, can be recovered applying the The signal inverse Fourier transform: x(t)e-σt,
=F x (t ) e
−σt −1

The integral is computed on a parallel to the imaginary axis jω, in the s plane (σ=ct, using the variable ω, ds=d(σ+jω)=jdω).
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{ X ( σ + jω)} = 21π ∫ X ( σ + jω) e jωt d ω −∞

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x(t )e

− σt

or:
x(t ) =

1 σ + j∞ jωt = ∫ X (s )e ds 2πj σ − j∞

1 σ + j∞ −1 st ∫ X (s )e ds = L {X (s )}(t ), σ ∈ DC 2πj σ − 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 )

L{x(t )}(s ) = X (s ) = ∫ x(t )e − st dt ; s =σ + jω; σ, ω ∈ ℜ
−∞
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x(t ) =

1 σ + j∞ −1 st ∫ X (s )e ds = L {X (s )}(t ), σ ∈ DC 2πj σ − 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 σ=-2 and σ=-3 must be excluded. Partial fraction expansion of X(s) :

X (s ) =

1 1 − . s+2 s+3

The 3 possible ROCs for X(s)=1/[(s+2)(s+3)].

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i) ROC: σ>-2, each term -> causal signal:

σ > −2 :

1 1 → e −2t σ(t ); σ > -3 : → e −3t σ(t ) s+2 s+3

It results:

σ > −2 :

1 1 − → e −2t − e −3t σ(t ). s+2 s+3
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(

)

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ii) ROC, σ<-3, each term -> anti-causal signal: 1 1 → −e −2t σ(− t ); σ < -3 : → −e −3t σ(− t ) s+2 s+3

σ < −2 :

It results:
σ < -3 : 1 1 − → − e −2t + e −3t σ(− t ). s+2 s+3

(

)

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iii) ROC: -3<σ<-2 anti-causal signal:

σ < -2 :

1 → −e −2t σ(− t ); s+2 1 → e −3t σ(t ); s+3

causal signal:

σ > -3 :

-3<σ<-2 :

1 1 − → −e −2t σ(− t ) − e −3t σ(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), jω⊂ROC 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

If the bilateral Laplace transform is a rational function:
=1 X (s ) = K kN , ∏ (s − s pk ) k =1

∏ (s − s0 k )

M

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 s0∈ROC 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

If the signal x(t) is causal, then the ROC is σ>-2.
Fig.1.6. The PZC of X(s).
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The imaginary axis jω is included in this ROC => the signal has also a Fourier transform:

F {x(t )}(ω) =

s − s0 (s − s p1 )(s − s p 2 )

=
s = jω

j ω − s0 ( jω − s p1 )( jω − s p 2 ).

This Fourier transform is the particularization of X(s) for s=jω. It can be computed for different values of ω. For each such value the point A takes a different position on the imaginary axis.
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estimate numerator and denominator for different positions of A :
jω − s0 = ZA e jψ ,
jϕ1 jω − s p1 = P , 1A e

jω − s p 2 = P2 A e jϕ2 .

X ( jω ) =

ZA P 1 A ⋅ P2 A

e j (ψ −ϕ1 −ϕ2 )

X ( j ω) =

ZA P 1 A ⋅ P2 A

; ArgX( jω) = Ψ (ω) = ψ − ϕ1 − ϕ 2

general case:
X ( jω ) = k

k =1 N

∏ Zk A ∏ Pk A

M

; Ψ (ω) = ArgK + ∑ ψ k − ∑ ϕk
k =1 k =1
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M

N

k =1

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Unilateral Laplace transform

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}>σ0 if x(t) satisfies the conditions: i) causal x(t)⋅σ(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 −σ0t , M > 0, σ ≥ 0,
0

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The inverse transform :
x(t ) = L-u1 1 σ + j∞ st {X (s )} = ∫ X (s )e ds, Re{s} > σ 0 2πj σ− j∞

Unilateral Laplace pair:
u x(t ) ←⎯→ X (s )

L

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The Relation between the Unilateral and the Bilateral Laplace Transforms

-for causal signals x(t)=x(t)σ(t) the bilateral Laplace transform is the same as the unilateral transform:
L { x ( t )} ( s ) =
∞ ∞ −∞

x ( t )e − st dt =

−∞

∫ x (t ) σ (t ) e

− st

dt

= ∫ x ( t ) e − st dt = Lu { x ( t )} ( s )
0

-for non-causal signals:
L { x ( t )} =
∞ −∞ t →− t ∞

x ( t ) ⋅e − st dt =

−∞

0

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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L{x(t )}(s ) = Lu {x(t )}(s ) + Lu {x(− t )}(− s )

L{x(t )}(s ) = Lu {x(t )}(s ) + Lu {x(− t )}(− s )

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 f∈S` is defined using the Fourier transform of another distribution:

L{ f } = F e −σt f .
- Dirac distribution δ(t) :
L{δ} = F δ(t )e −σt .

{

}

{

}

For ∀σ ∈ ℜ, e -σt δ(t ) = e 0 δ(t ) = δ(t ) and:
L{δ} = F {δ(t )} = 1, ∀s ∈ C.

- shifted Dirac distribution, δ(t-t0) :

L{δ(t − t 0 )} = F δ(t − t 0 )e −σt = e − st0 , ∀s ∈ C.
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{

}

- Unit step σ(t) :
L{σ(t )} = ∫ σ(t ) ⋅e − st dt = ∫ e − st dt.
−∞ 0 ∞ ∞

1 L{σ(t )} = , Re{s} > 0. s

- Time reversed unit step x(t)=σ(-t):
∞ 0 1 L{σ(− t )} = ∫ σ(− t )e − st dt = ∫ e − st dt = − , Re{s} < 0. s −∞ −∞

1 L{− σ(− t )} = , Re{s} < 0. s

1 Lu {δ} = L{δ} = 1, Lu {σ(t )} = L{σ(t )} = , Lu {− σ(− t )} = 0 s

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Properties of the Laplace Transforms
x(t ) ← ⎯→ X (s ) s ∈ ROC x ;
L

y (t ) ← ⎯→ Y (s ) s ∈ ROC y ;
L

Lu y ( t ) ←⎯ → Yu ( s )

Lu x ( t ) ←⎯ → Xu (s)

1. Linearity:

ax ( t ) + by ( t ) ↔ aX ( s ) + bY ( s ) s ∈ ROC x ∩ ROC y at least.
ax(t ) + by (t ) ↔ aX u (s ) + bYu (s ).

2. Time translation:
x(t − t 0 ) ↔ e − st0 X (s ) s ∈ ROC x , ∀t 0 ,

x(t − t0 ) ↔ e − st0 X u (s ) t0 > 0.

3. Time modulation:

e s0t x(t ) ↔ X (s − s0 ) s ∈ ROC x shifted with σ 0

e s0t x(t ) ↔ X u (s − s0 ).

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4. Time scaling:
x(at ) ↔

1 ⎛s⎞ s X ⎜ ⎟, a ∈ ℜ* , ∈ ROC x . a ⎝a⎠ a

x(at ) ↔

1 ⎛s⎞ X u ⎜ ⎟, a > 0. a ⎝a⎠

5. Convolution Theorem:

x(t ) ∗ y (t ) ↔ X (s )Y (s ) s ∈ ROC x ∩ ROC y at least.

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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7. Derivation in the s domain:
− tx(t ) ↔ dX (s ) s ∈ ROC x . ds dX (s ) − tx(t ) ↔ u . ds

8. Integration in time:
y (t ) =
t −∞
t
t −∞

∫ x ( τ)d τ = x ( t ) ∗ σ ( t ) ↔ Y ( s ) = X ( s ) ⋅ s
X (s ) s
X u (s ) or s

1

∫ x(τ)dτ ↔

s ∈ ROC x ∩ (Re{s} > 0) at least.

0+

∫ x(τ)dτ ↔

0+

∫ x(τ )dτ ↔

t

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)

9. Initial Value Theorem for Causal Signals:

For causal signals x(t)=x(t)σ(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)σ(t), the transforms are equal X(s)≡Xu(s) and:

x(∞ ) = lim x(t ) = lim sX u (s ) = lim sX (s )
t →∞ s →0 s →0

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The LTI Systems Study Based on the Laplace Transform
Transfer Function

For an LTI system: y(t)=h(t)∗x(t). In the s-domain :
Y (s ) = H (s ) ⋅ X (s );

H (s ) = L{h(t )}(s ).

a) LTI system characterized by the impulse response h(t).

b) LTI system characterized by the transfer function H(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)}(ω)=L{h(t)}(jω) exists and the imaginary axis is included into the ROC of the transfer function H(s).
Example Convergence condition: Re{s}<-ω0 F{h(t)}=H(ω)=-1/(ω0+jω)
The impulse response h(t) of an anti-causal system and the ROC of its transfer function H(s).

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The convergence condition: Re{s}>-ω0
The impulse response h(t) of a causal system and the ROC of its transfer function H(s).

F{h(t)}=1/(ω0+jω)

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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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x0(t) = truncation of the signal x(t).
x0 (t ) = x(t )[σ(t ) − σ(t − T )].

x(t) = repetition of the signal x0(t).
x(t ) = x0 (t ) ∗ ∑ δ(t − kT ) = ∑ x0 (t − kT ).
k =0 k =0 ∞ ∞

The unilateral Laplace transform of x0(t) :
Lu {x0 (t )} = ∫ x0 (t ) ⋅e − st dt = X 0u (s ) = X 0 (s ),
0
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T

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x(t ) = x0 (t ) ∗ ∑ δ(t − kT ) = ∑ x0 (t − kT ).
k =0 k =0

Apply unilateral Laplace transform:
Lu {x(t )} = Lu {x0 (t )} ∑ Lu {δ(t − kT )} = X 0u (s ) ∑ e − skT , Re{s} > 0.
k =0 k =0 ∞ ∞

or :

X u (s ) =

1 − e − sT

X 0u ( s )

; Re{s} > 0.

Weidelich’s relation. output signal : its Laplace transform must be computed.

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Yu (s ) = H u (s )X u (s ) =

H u (s )X 0u (s ) 1 − e − sT

.

inverse Laplace transform:
1 y (t ) = L− Yu (s )} = ytr (t ) + ys (t ). u {

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 Weidelich’s relation, using only its first period.
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Example Compute the steady state response of the RC
circuit to the input x(t).

(a) RC circuit; (b) Input signal.

The transfer function.
1 Y (s ) 1 sC H (s ) = = = X (s ) R + 1 1 + sRC sC

H u (s ) =

ωc 1 ; ωc = ; Re{s} > −ωc . s + ωc RC

The unilateral Laplace transform of the input signal:
− 1⎛ X 0 u ( s ) = ⎜1 − e 2 s⎜ ⎝ sT

⎞ ⎟ ⎟ ⎠

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Weidelich:

Yu (s ) =

H u (s )X 0u (s ) 1 − e − sT

.

sT ⎛ − ⎞ ⎜ ωc 1 − e 2 ⎟ ⎜ ⎟ ⎝ ⎠ = Yu (s ) = − sT s ( s + ωc ) 1 − e

(

)

ωc sT ⎛ − ⎜ s ( s + ωc ) 1 + e 2 ⎜ ⎝

⎞ ⎟ ⎟ ⎠

.

The pole -ωc → a causal exponential = transient response :
Ytru (s ) = A ; A = [Yu (s )(s + ωc )]s =− ω = − c s + ωc 1
ωcT 1+ e 2

.

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Y0 Su (s ) = X 0u (s )H (s ) − Ytru (s ) 1 − e − sT ;
sT ⎛ − ωc ⎜1 − e 2 ⎜ Y0 Su ( s ) = ⎝ s( s + ωc )

(

)

⎞ ⎟ ⎟ ⎠+

1
ωcT 1+ e 2

1 − e − sT . s + ωc
partial fraction expansion

⎛1 1 1 1 Y0 Su ( s ) = − −⎜ − ⎟ s s + ωc ⎝ s s + ωc ⎠
y0 S (t ) = 1 − e

sT ⎞ −2 e

+

1
ωcT 1+ e 2

⎛ 1 e− sT ⋅⎜ − ⎜s+ω s + ωc c ⎝

⎞ . ⎟ ⎟ ⎠

(

−ωct

)

⎛ T⎞ ⎡ −ωc ⎜ t − ⎟ ⎤ 1 ⎛ T⎞ e −ωct σ(t ) − e −ωc (t −T )σ(t − T ) , σ(t ) − ⎢1 − e ⎝ 2 ⎠ ⎥ σ⎜ t − ⎟ + ωcT ⎢ ⎥ ⎝ 2⎠ ⎣ ⎦ 1+ e 2

[

]

Steady state response

yS (t ) = y0 S (t ) ∗ δT (t ).
58

29

LTI Systems Characterized by Constant Coefficients Linear Differential Equations

differential equation, non-zero initial conditions :
d k y (t ) M d k x(t ) = ∑ bk ∑ ak dt k dt k k =0 k =0
N
k k ∑ ak s Y (s ) = ∑ bk s X (s ). k =0 N M

a0 ≠ 0,

k =0

the transfer function H(s)=Y(s)/X(s) :
M

H (s ) =

k =0 N k =0

∑ bk s

k

=
k

∑ ak s

N (s ) . D(s )
59

M

H (s ) =

k =0 N k =0

∑ bk s

k

=
k

∑ ak s

N (s ) . D (s )

The transfer function of any LTI system is rational.

Roots of the denominator = N poles of the system, spk :
D(s ) = ∑ ak s k = 0,
k =0 N

Roots of the numerator = M zeros of the system, s0k :

N (s ) = ∑ bk s k = 0,
k =0

M

60

30

Causal system : h(t)σ(t)=h(t) ⇒ Hu(s)=H(s) initial value theorem :
h 0 + = lim s ⋅ H u (s ) = lim s ⋅ H (s ) = lim
s →∞ s →∞

( )

sN (s ) . s →∞ D ( s )

h(0+) is finite if there is no unit impulse in origin, M<N.
h 0+ = lim

( )

bM s M +1 + bM −1s M + … + b1s 2 + b0 s aN s N + a N −1s N −1 + … + a1s + a0

s →∞

.

M+1>N, h(0+) = ∞ M+1≤N, or M≤N-1 h(0+) < ∞
61

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 ) = δ(t ) + e −t σ(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.

62

31

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 σ(t ) ↔ H u (s ) = 1 . s +1

-One pole in the left half plane. - No zeros ⇒minimum phase system. The frequency response
H (ω) = 1 / (1 + jω),

frequency characteristics
H (ω) = 1 / 1 + ω2 ,

Φ(ω) = −arctgω.
63

- second system with frequency response:
ω 1− j ω0 1 1 ⎡ ↔ hω0 ( t ) = σ t , H ω0 ( ω) = ( ω0 + 1) e−t − 2ω0e−ω0t ⎤ ⎦ ( ) 1 + jω 1 + j ω ω0 − 1 ⎣ ω0 H ( ω)

same amplitude-frequency characteristic.
⎛ ω ⎞ ω 1+ ⎜ 1− j ⎟ ⎜ω ⎟ ω0 ⎝ 0⎠ H ω0 (ω) = H (ω) = H (ω) = H (ω) ω 2 1+ j ⎛ ω ⎞ ω0 1+ ⎜ ⎟ ⎜ω ⎟ ⎝ 0⎠
2

64

32

phase-frequency characteristic
⎧ ⎧ ω⎫ ω⎫ Φ ω0 (ω) = arg{H (ω)} + arg ⎨1 − j ⎬= ⎬ − arg ⎨1 + j ω0 ⎭ ω0 ⎭ ⎩ ⎩ ⎧ ⎧ ω⎫ ω⎫ = arg{H (ω)} + arg ⎨1 − j ⎬ ⎬ − arg ⎨1 + j ω0 ⎭ ω0 ⎭ ⎩ ⎩ ω ω . Φ ω0 (ω) = − arctgω − 2arctg = Φ(ω) − 2arctg ω0 ω0

•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 hω0(t) is :
H ω0u (s ) = H u (s ) ω0 − s . ω0 + s

So: and:

H ω0u (s ) = H u (s ) ,
ω . ω0

Φ ω0 (ω) = Φ (ω) − 2arctg
The ROC of the second transfer function.

66

33

Φ ω0 (ω) = Φ(ω) − 2arctg

ω . ω0

ω0 → ∞ ⇒ Φ ω0 (ω) = Φ (ω)
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(ω)|.

67

The final value theorem for a causal system gives:

h(∞ ) = lim sH u (s ) = lim sH (s ) = lim
s →0 s →0

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.

68

34

Contribution of poles of a causal system to its impulse response
The transfer function of a causal system Hu(s) is:
M

H (s ) =

k =0 N k =0

∑ bk s

k

=
k

∑ ak s

N (s ) . D(s )

Simple poles.

H u (s ) = ∑

Ak ; k =1s − s pk
Ak eσk t

N

s t⎞ ⎛N h(t ) = ⎜ ∑ Ak e pk ⎟σ(t ). ⎝ k =1 ⎠

i) real poles, spk= σk

ii) complex conjugated poles ∉ℜ spk= σk ±jωk.

Bk eσk t sin ( ωk t + ϕk )

69

Multiple poles, second order
H u ( s ) = ... + A B C D E F + + + + + + ... i i* r 2 i 2 i* 2 s − sr s s s s − − s − s s − s s − s p p p ( p) ( p) ( p )
σ pt

i)

Real pole of second order

s = σp :
r p

M 0e

+ M 1te

σ pt

ii)

Complex conjugated imaginary poles

s ip = σ + jω, s ip* = σ − jω : N 0 eσt sin ( ωt + ϕ0 ) + N1teσt sin ( ωt + ϕ1 )

70

35

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 jω ⇒ 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.
71

The Computation of the Response of a System Described by a Differential Equation
d k y (t ) M d k x(t ) = ∑ bk ∑ ak dt k dt k k =0 k =0
N

a0 ≠ 0,

Example:

d 2 y (t ) dy (t ) +3 + 2 y (t ) = x(t ), dt dt 2

initial conditions y(0+)=2 ; y’(0+)=-2, input x(t)=4σ(t).

y (t ) ↔ Yu (s );

y ' (t ) ↔ sYu (s ) − y 0 + .

( )

time differentiation:

( y′)′ = y′′ ↔ s[sYu (s ) − y (0+ )]− y′(0+ ).

72

36

Laplace transform of the input signal : 4 4σ(t ) ↔ s
d 2 y (t ) dy (t ) +3 + 2 y (t ) = x(t ), dt dt 2

4 s[sYu (s ) − 2] + 2 + 3[sYu (s ) − 2] + 2Yu (s ) = . s

Yu (s ) =

2s 2 + 4s + 4 2 2 2 = − + . s s 2 + 3s + 2 s s + 1 s + 2

(

)

73

y(t ) = 2σ(t ) − 2e −t σ(t ) + 2e −2t σ(t ) = 2 − 2e −t + 2e −2t σ(t )

(

)

Verify initial conditions :
t →0 t →0

−t − 2t = 2 − 2 + 2 = 2. lim+ y (t ) = lim+ 2 − 2e + 2e

(

)

The first derivative of the response is:
y ′(t ) = 2e −t − 4e −2t , t > 0
−t − 2t = 2 − 4 = −2. lim+ y′(t ) = lim+ 2e − 4e t →0

t →0

(

)

74

37

dy (t ) + ω0 y (t ) = Kω0 x(t ) ω0 > 0 dt Kω0 H (s ) = H u (s ) = Re{s} > −ω0 . s + ω0

First Order Systems

-no zeros; one pole in the left half plane ⇒ this is a stable system -real pole ⇒ h(t)=decreasing exponential. The frequency ω is defined by the position of the point A on the imaginary axis.
75

The PZC of the first order system.

For positive ω :
H (ω) = 1
___

PA 1 H (ω) = ; Φ(ω) = −ϕ. PA

low-pass filter:

ω ↑, PA ↑⇒ H (ω) ↓

amplitude-frequency characteristic even :
PA′ = PA .

phase-frequency characteristic odd :
ω ↑, ϕ ↑ (ϕ → π/2) ⇒ Φ(ω) ↓ (Φ(ω) → -π/2).
76

38

dy (t ) d y (t ) 2 2 + 2ξω0 + ω0 y (t ) = Kω0 x(t ), 2 dt dt
2

Second Order Systems
H u ( s ) = H (s ) =
H (s) =

2 s 2 + 2ξω0 s + ω0

2 Kω0

.

( s − s )( s − s )
p1 p2

2 K ω0

.

no zeros, two poles:
s1,2 = −ξω0 ± ω0 ξ 2 − 1,

PZC of the second order system - complex poles, 0<ξ<1.

77

The oscillation frequency is: ω0 1 − ξ 2 The position of the point A defines the frequency ω. The frequency response of the second order system is:

H (ω ) =
Its frequency characteristics are:

2 K ω0 P 1 AP 2A

H ( ω) =

1 P 1A ⋅ P 2A

; Φ ( ω) = −ϕ1 − ϕ2

ω → ∞, P1 A and P2 A → ∞ ⇒ H (ω) → 0
ω → ∞; ϕ1 and ϕ 2 → π ⇒ Φ(ω) → − π 2
78

39

s1,2 = −ξω0 ± ω0 ξ 2 − 1,
ξ>1, the two poles are real.

PZC for a second order system having real poles.

non oscillatory impulse response (monotone).

If ξ=1, there is a pole double in -ω0 on the real axis. non oscillatory impulse response

79

“All Pass” System

first order all-pass system
H (ω) = ω0 − jω . ω0 + jω H u (s ) = H (s ) =

ω0 − s . ω0 + s

it does not attenuate any harmonic of the input ⇒ all-pass.

H (ω) =
PZC for an all-pass system.

ZA PA

= 1,

80

40

Φ (ω) = ψ − ϕ = π − 2ϕ
tgψ = −tgϕ = − ϕ = arctg ω ω0 OA ω =− OZ ω0

Phase-frequency characteristic Φ(ω) of a first order all-pass system

When ω=0, hence A≡0, ϕ=0 and the phase is π. When OA=ω0, ⇒ ϕ=π/4 ⇒Φ(ω0)=π-2π/4=π/2. Input = sine wave ⇒ Output = sine wave, same amplitude + initial phase depending on Φ(ω). 81

Transfer Function of the Equivalent System of Two LTI Systems Interconnected in Series or in Parallel

a) Two LTI systems interconnected in series and their equivalent system.

b) Two LTI systems interconnected in parallel and their equivalent system.

he (t ) = h1 (t ) ∗ h2 (t ) H e (s ) = H1 (s ) ⋅ H 2 (s ).

H e (s ) = H1 (s ) + H 2 (s ).
82

he (t ) = h1 (t ) + h2 (t )

41