Laplace Transform

1
o Introduction
o Laplace Transform & Examples
o Region of Convergence of the Laplace Transform
o Review: Partial Fraction Expansion
o Inverse Laplace Transform & Examples
o Properties of the Laplace Transform & Examples
o Analysis and Characterization of LTI Systems Using the
Laplace Transform
o LTI Systems Characterized by Linear Constant-Coefficient DE
o Block diagrams
o Evaluation of the Fourier transform from the pole-zero plot
o Summary
ELEC364: Signals and Systems 2
The Laplace Transform
Dr. Aishy Amer
Concordia University
Electrical and Computer Engineering
Figures and examples in these course slides are taken from the following sources:
A. Oppenheim, A.S. Willsky and S.H. Nawab, Signals and Systems, 2nd Edition, Prentice-Hall, 1997
S. Haykin and B. Van Veen, Signals and Systems, WILEY, 1999
M.J. Roberts, Signals and Systems, McGraw Hill, 2004
J. McClellan, R. Schafer, M. Yoder, Signal Processing First, Prentice Hall, 2003
Web Site of Dr. Wm. Hugh Blanton, http://faculty.etsu.edu/blanton/
2
Introduction
Transforms: Mathematical conversion from
one way of thinking to another to make a
problem easier to solve
Reduces complexity of the original problem
Laplace
transform
solution
in
s domain
inverse
Laplace
transform
solution
in time
domain
problem
in time
domain
Other transforms
Fourier Transform
z-transform
s = +j
3
Introduction
linear
differential
equation
time
domain
solution
Laplace
transformed
equation
Laplace
solution
time domain
Laplace domain or
complex frequency domain
algebra
Laplace transform
inverse Laplace
transform
x(t)
y(t)
4
Introduction
CT Fourier Transform:
representation of signals as linear combination of complex
exponentials e
st
, s = j
Laplace Transform:
Representation of signals as linear combination of e
st
,s = +j
A generalization of CTFT
Can be applied in contexts where the FT cannot
Investigation of stability/instability & causality of systems
Laplace transform applies to continuous-time signals

= =

d e j X t x dt e t x j X
t j t j
) (
2
1
) ( ) ( ) (
5
Introduction
=
j
e z
Continuous-time
analog signal
x(t)
Continuous-time
analog signal
x(t)
Discrete-time
analog sequence
x [n]
Discrete-time
analog sequence
x [n]
Sample in time
Sampling period = T
s
=2f
= T
s
,
scale
amplitude
by 1/T
s
Sample in
frequency,
= 2n/N,
N = Length
of sequence
Continuous
Fourier Transform
X(f)
Continuous
Fourier Transform
X(f)

f -
dt e x(t)
ft 2 j -
Discrete
Fourier Transform
X(k)
Discrete
Fourier Transform
X(k)
1 0
e [n] x
1
0 = n
N
nk 2
j -

N k
N

Discrete-Time
Fourier Transform
X()
Discrete-Time
Fourier Transform
X()
2 0
e [n] x
- = n
j -

n
Laplace
Transform
X(s)
s = +j
Laplace
Transform
X(s)
s = +j

s -
dt e x(t)
st
z-Transform
X(z)
z-Transform
X(z)

z
= n
n -
z [n] x
s = j
=2f
C
C
C
C
C D
D
D C
Continuous-variable Discrete-variable
=
j
e z
6
Introduction
Convert time-domain signals into frequency-domain
x(t) X(s) tR, sC
Linear differential equations (LDE)
algebraic expression in complex plane
Graphical solution for key LDE characteristics
(Discrete systems use the analogous z-transform)
j s
dt e t x s X t x
st
+ =
= =
) ( ) ( )] ( [ L
7
Introduction:
Complex Exponential e
-st
part sinusoidal the o argument t the of part
is that the noticing in apparent is This
s osillation the of rate the determines part the
th, decay/grow of rate the determines the While
) sin( ) cos( ) (
) (
= + + + = = =
+ t j t t j st
e Ae t t Aj t t A Ae Ae t x
t is the phase
is the frequency
8
Introduction: the complex s-plane
r
Imaginary axis
Real axis
j s + =

j s =
(complex) conjugate

2 2
| | | |
1
tan

+ =
=
s r s
s
r
Right Half Plane
Left Half Plane
Axis tells how fast
e
st
oscillates (higher
frequency)
Axis tells how fast e
st
grows or decays
Any time s lies in the right half plane, the complex exponential will
grow through time; any time s lies in the left half plane it will decay
9
Outline
o Introduction
o Analysis and Characterization of LTI Systems Using the Laplace
Transform
o LTI Systems Characterized by Linear Constant-Coefficient
o Summary
10
Laplace Transform
As mentioned earlier, the response of an LTI system with impulse
response h(t) to a complex exponential of the form e
st
is
where
If we let s = jw (pure imaginary), the integral above is essentially the
Fourier transform of h(t)
For arbitrary values of the complex variable s, this expression is referred
to as the Laplace transform of h(t)
Therefore, the Laplace transform of a general signal x(t) is defined as
Note that s is a complex variable, which can be expressed in general as
s = +j
11
Laplace Transform
When s = j, we get the Fourier transform of x(t)
Therefore, the Fourier transform is a special case
of the Laplace transform
can be expressed as
X(+j) is essentially the Fourier transform of x(t)e
-t
Properties of x(t)e
-t
determine convergence of X(s)
Note: e
-jt
sinusoidal,
e.g., bounded
12
Laplace Transform
The Laplace transform X(s) for positive t0
typically exists for all complex numbers such that
Re{s} > a
where a is a real constant which depends on the
growth behavior of x(t)
The subset of values of s for which the Laplace
transform exists is called the region of
convergence (ROC)
Note: the two sided (-< t < ) Laplace transform
is defined in a range a < Re{s} < b
13
Laplace Transform
X(s) of expression algebraic the ze characteri Completely
: X(s) of Zeros & Poles
poles of number the is of Order
complex are zeroes and Poles
) 0 ) ( (So, 0 ) ( : Zeroes
) ) ( (So, 0 ) ( : ties) (signulari Poles
... ) (
... ) (
) 2 )( 10 5 (
2 5 2
X(s) ; expression algebraic
) (
) (
) (
s polynomial of rational a often is transform Laplace
0 1
0 1
2
2
= =
= =
+ + + =
+ + + =
+ + +
+ +
= = =
m X(s)
s X s N s
s X s D s
b s b s b s D
a s a s a s N
s s s
s s
s D
s N
s X
m
m
n
n
|X(s)| will be larger when it
is closer to the poles
|X(s)| will be smaller when
it is closer to the zeros
14
Laplace Transform:
Order of X(s)
K Bs Js
K
s D
s N
sT
K
s D
s N
+ +
=
+
=
2
) (
) (
Order Second
1 ) (
) (
Order First
Impulse
response
Exponential
Step
response
Step, exponential
Ramp
response
Ramp, step,
exponential

1 sT
K
+

/ 1
2
T s
KT
-
s
KT
-
s
K

+

/ 1 T s
K
-
s
K

+
15
Laplace Transform:
Poles
The poles of a Laplace function are the values of s that
make the Laplace function evaluate to infinity
The poles are therefore the roots of the denominator
polynomial
has a pole at s = -1 and a pole at s = -3
Complex poles (e.g., s=-2+5j) always appear in
complex-conjugate pairs
The response of a system is determined by the location
of poles on the complex plane
) 3 )( 1 (
) 2 ( 10
+ +
+
s s
s
16
Laplace Transform: Zeros
The zeros of a Laplace function are the values of s that make
the Laplace function evaluate to zero
The zeros are therefore the zeros of the numerator
polynomial has a zero at s = -2
Complex zeros always appear in complex-conjugate pairs
Pole-Zero Cancellation: Do not eliminate poles as in
Think about what may happen if H(s) was a transfer function
of a physical system where minor system (e.g., temperature)
change could cause the pole or the zero to move
) 3 )( 1 (
) 2 ( 10
+ +
+
s s
s
) 1 (
) 1 )( 3 (
) (
+
=
s
s s
s H
17
Laplace Transform:
Visualization
FT: X(j) a complex valued function of purely imaginery
variable jw
Visualize using 2D plot of real and imaginary part or
magnitude and phase
LT: X(s) a complex valued function of a complex variable
s=+j
Requires a 3D plot which is difficult to visualize or analyze
Solution: Poles (x) and Zeros (o) Plot
Example:
Poles:
s=(-1-3j)
s=(-1+3j)
s=-2
18
Laplace Transform: Example
x(t) of nature on the depends X(s) of e Convergenc
-a Re(s) or 0 a) Re(s if only 0 lim
converge not do power negative be NOT will zero, or negative is ) ( if
converge power negative be be will positive, is ) ( if
not or converge transform Laplace he whether t determines hat apparent t becomes it
bounded), (i.e., sinusoidal is that g Recognizin
1
) OR
is x(t) of transform Laplace the hand, other On the
| ) ( |
1
)
is 0, a with ), X(j ansform Fourier tr The
x(t) sided right ) ( Let
) (
) (
) (
0 0
0
0
> > + =
+
+
+
= = + = =
<
+
= = =
>
=
+
+
+
+

a)t (s
t a
t a
t a
jwt
a)t (s jwt )t (a a)t (s st at
jwt at jwt at
-at
e
e a
e a
e
e
e
a s
dt e e j X( dt e dt u(t)e e X(s)
dt t x
a jw
dt e e dt u(t)e e X(j
t u e x(t)
t
o
o
Recall:
FT converges if
19
a s
a s t u e
a s
a s
X(s)
j s
a
a jw
dt e e j X(
L at
jwt )t (a
>
+
=
>
+

>
+
=
+ =
> +
+ +
= = +
=
} Re{
a s
1
X(s)
} Re{
a s
1
) ( : Conclusion
} Re{
1
becomes equation last the , Since
0 ) ( where
) (
1
)
Re(s) but to j to related not is ROC
a - > Re(s) : e Convergenc for Condition
0

20
We conclude from the above example that the Laplace transform
exists for this particular x(t) only if
The region in the complex plane in which the Laplace transform
exists (or converges) is called region of convergence (ROC)
The ROC for the above example is given in the following figure
For a single pole, the ROC lies to the right of this pole for right-
sided signals; x(t) non zero for t0
21
left-sided x(t)
For a single pole, the ROC lies to the left of this pole for left-
sided signals; x(t) non zero for t<0
22
two-sided h(t)
23
right-sided
24
1 - 0 1 when converges
) 3 ( ) 1 (
1
3 1
1
> > +
+ +
=
+ +

j j j
a sum of real & complex exp.
25
Outline
o Introduction
Transform
o Geometric evaluation of the Fourier transform from the pole-zero
plot
o Summary
26
Region of Convergence for
Laplace Transform
Let X(s) be the Laplace transform of some signal x(t)
The ROC of X(s), in general, has the following
characteristics:
1. The ROC of X(s) consists of strips parallel to
the j-axis in the s-plane
2. For rational Laplace transforms,
the ROC doesnt contain any poles (since X(s)=)
3. If x(t) is of finite duration and is absolutely integrable,
then the ROC is the entire s-plane
27
Laplace Transform
4. If x(t) is right-sided, and if the line Re {s} =
0
is in the ROC, then all values of s for
which Re {s} >
0
will also be in the ROC
5. If x(t) is left-sided, and if the line Re {s} =
0
is in the ROC, then all values of s for which
Re {s} <
0
will also be in the ROC
6. If x(t) is two-sided, and if the line Re {s} =
0
is in the ROC, then the ROC will consist
of a strip in the s-plane that includes the
line Re {s} =
0
28
Laplace Transform
7. If the Laplace transform X(s) of x(t) is
rational, then the ROC is bounded by poles
or extends to infinity. In addition, no poles of
X(s) are contained in the ROC
8. If the Laplace transform X(s) of x(t) is
rational, then if x(t) is right-sided, the ROC is
the region in the s-plane to the right of the
rightmost pole. If x(t) is left sided, the ROC is
the region in the s-plane to the left of the
leftmost pole
29
30
Common Laplace Transforms Pairs
Name x(t) Graph X(s) ROC
Impulse
1
All s
Step R(s)>0
Delayed Impulse All s
Delayed step R(s)>0
Ramp R(s)>0
Power R(s)>0
Exponential
Decay
R(s)>-a
Exponential
Approach
R(s)>0
>
=
= =
0 0
0 1
) ( ) (
t
t
t t x
) ( ) ( t u t x =
s
1
) ( ) ( t tu t x =
2
1
s
) ( ) ( n u t t x
n
=
1
!
+ n
s
n
) ( ) ( t u e t x
at
=
a s+
1
) ( ) 1 ( ) ( t u e t x
at
=
) ( a s s
a
+
) ( ) ( = t t x
s
e

) ( ) ( = t u t x
s
e
s
number interger positive :
numbers real are , ,
n t
a j s C s
< <
+ =
31
Common Laplace Transforms Pairs
Name x(t) Graph X(s) ROC
Left-sided step R(s)<0
Left-sided
exponential
R(s)<-a
Sine R(s)>0
Cosine R(s)>0
Exponentially
Decaying Sine
R(s)>-a
Exponentially
Decaying Cosine
R(s)>-a
Hyberbolic Sine R(s)>||
Hyberbolic Cosine R(s)>||
) ( ) sin( ) ( t u t t x =
2 2
+ s
) ( ) cos( ) ( t u t t x =
2 2
+ s
s
) ( ) sin( ) ( t u t e t x
at
=
) ( ) cos( ) ( t u t e t x
at
=
2 2
) (
+ +a s
2 2
) ( + +
+
a s
a s
) ( ) cosh( ) ( t u t t x =
) ( ) sinh( ) ( t u t t x =
2 2
s
s
2 2
s
number interger positive :
numbers real are , ,
n t
a j s C s
< <
+ =
)) ( ( ) ( t u t x =
s
1
) ( ) ( t u e t x
at
=

a s+
1
32
Outline
o Introduction
Transform
o Geometric evaluation of the Fourier transform from the pole-zero plot
o Summary
33
Review:
Partial Fraction Expansion
Partial fractions are several fractions whose sum
equals a given fraction
Purpose: Working with transforms requires
breaking complex fractions into simpler fractions
to allow use of tables of transforms
1
1 11
) 1 )( 1 (
) 1 ( 5 ) 1 ( 6
1
5
1
6
1
5
1
6
1
1 11
2
2
=
+
+ +
=
+
+
+
+
=
s
s
s s
s s
s s
s s s
s
34
Review:
Partial Fraction Expansion
3 2 ) 3 ( ) 2 (
1
+
+
+
=
+ +
+
s
B
s
A
s s
s
( )
) 3 ( ) 2 (
2 ) 3 (
) 3 ( ) 2 (
1
+ +
+ + +
=
+ +
+
s s
s B s A
s s
s
3
2
2
1
) 3 ( ) 2 (
1
+
+
+
=
+ +
+
s s s s
s
1 = + B A 1 2 3 = + B A
Expand into a term for
each factor in the
denominator.
Recombine right hand side
Equate terms in s and
constant terms. Solve.
Each term is in a form so
that inverse Laplace
transforms can be applied.
35
Review:
Partial Fraction Expansion:
Different terms of 1st degree
To separate a fraction into partial fractions when its
denominator can be divided into different terms of
first degree, assume an unknown numerator for
each fraction
5 6
1
11
) 1 (
) 1 11 (
) 1 )( 1 (
) ( ) (
) 1 )( 1 (
) 1 ( ) 1 (
) 1 ( ) 1 ( ) 1 (
) 1 11 (
2
2
= =
=
= +
=
+
+ +
=
+
+ +
=
+
+
=
B A
A B
B A
s
s
s s
A B s B A
s s
s B s A
s
B
s
A
s
s
36
Review:
Repeated terms of 1st degree
When the factors of the denominator are of the first degree but some are repeated, assume
unknown numerators for each factor
If a term is present twice, make the fractions the corresponding term and its second power
If a term is present three times, make the fractions the term and its second and third
powers
2 1 1
4
3 2
1
) ( ) 2 (
) 1 ( ) 1 ( 4 3 ) (
) (
) (
) 1 ( ) 1 (
) 1 ( ) 1 (
) 1 ( ) 1 ( ) 1 ( ) 1 (
4 3
2
2 2
3 3
2
3 2 3
2
= = =
= + +
= +
=
+ + + + + =
+ + + + = + + =
=
+
+
+
+ + +
=
+
+
+
+
+
=
+
+ +
C B A
C B A
B A
A
C B A s B A As
C s B s A s s s N
s D
s N
s
C
s
s B s A
s
C
s
B
s
A
s
s s
37
Review:
Different quadratic terms
When there is a quadratic term, assume a numerator of
the form Bs + C
0 5 . 0 5 . 0
1 2
0
0
) 2 ( ) ( ) ( 1
) 1 ( ) 1 ( ) 2 ( 1
) 2 ( ) 1 ( ) 2 )( 1 (
1
2
2
2 2
= = =
= +
= + +
= +
+ + + + + + =
+ + + + + + =
+ +
+
+
+
=
+ + +
C B A
C A
C B A
B A
C A s C B A s B A
s C s Bs s s A
s s
C Bs
s
A
s s s
38
Review:
Repeated quadratic terms
When there is repeated quadratic term, assume two numerator of the form
Bs + C and Ds+E
0 5 . 0
0 25 . 0 25 . 0
1 2 4
0 3 2 4
0 2 3 5
0 2 2
0
) 1 ( ) 1 ( ) 2 )( 1 (
) 2 )( 1 ( ) 2 ( 1
) 2 ( ) 2 ( ) 1 ( ) 2 )( 1 (
1
2
2 2 2
2 2 2 2 2
= =
= = =
= + +
= + + + +
= + + +
= + +
= +
+ + + + + + + +
+ + + + + + =
+ +
+
+
+ +
+
+
+
=
+ + +
E D
C B A
E C A
E D C B A
D C B A
C B A
B A
s E s Ds s s s C
s s s Bs s s A
s s
E Ds
s s
C Bs
s
A
s s s
39
Outline
o Introduction
Transform
o Summary
40
The Inverse Laplace
Transform
Let X(s) be the Laplace transform of a signal x(t)
The inverse Laplace transform is given by
for all values of s in the ROC
A very useful technique in finding the inverse Laplace transform is to expand
X(s) in the form
From the ROC of X(s), one can find the ROC for each individual term in the
above expression
The inverse Laplace transform can then be obtained for every term separately
very easily
+

=
j
j
st
ds e s X
j
t x
) (
2
1
) (
41
The Inverse Laplace Transform:
Solving Using Tables
1. Write the function you wish to inverse
transform, X(s), as a sum of other functions
Where each X
i
(s) is known from the table
2. Invert each X
i
(s) to get x
i
(t)
3. Sum up all x
i
(t) to get x(t)
=
=
m
i
i
s X s X
1
) ( ) (
=
=
m
i
i
t x t x
1
) ( ) (
42
The Inverse Laplace
Transform: Example
43
The Inverse Laplace
Transform: Example
44
Outline
o Introduction
Transform
o Summary
45
Properties of the Laplace
Transform
46
Transform
47
Transform
48
Properties of the Laplace Transform
49
Transform: Examples
50
Transform
t of values positive from 0 approaches t as 0
t of values negative from 0 approaches t as 0
+
51
Transform
52
Properties of the Laplace Transform:
Examples
Laplace
transform of the
function
Apply Final-
Value theorem
Apply Initial-
Value theorem
) 4 ( ) 2 (
2
) (
+ +
=
s s s
s Y
[ ]
4
1
) 4 0 ( ) 2 0 ( ) 0 (
) 0 ( 2
) ( lim =
+ +
=

t x
t
[ ] 0
) 4 ( ) 2 ( ) (
) ( 2
) ( lim
0
=
+ +
t x
t
53
Transform: Examples
the initial value of x(t) as
t approaches 0 from positive
values of t is given by
The final value of x(t) as
t approaches
is given by
1
1
lim ) 0 (
1
1
) (
) (
) ( lim ) 0 (
=
+
=
+
=
=
=

+
s
s
x
s
s X
e t x
Example
s sX x
s
t
s
) 0 (
+
x
0
1
lim ) ( lim
1
1
) (
) (
) ( lim ) ( lim
0
0
=
+
=
+
=
=
=

s
s
t x
s
s X
e t x
Example
s sX t x
s t
t
s t
54
Properties of the Laplace Transform: Examples
55
Transform: summary
x(t) X(s)
( ) { } s X L t x
1
) (

=
( ) { } ) (t x L s X =
) (t x e
at
) ( a s X
) (t x t
n
) ( ) 1 ( s X
ds
d
n
n
n
) ( ' t x
) 0 ( ) ( x s sX
) ( ' ' t x ) 0 ( ' ) 0 ( ) (
2
x sx s X s
) ( ' ' ' t x
) 0 ( ' ' ) 0 ( ' ) 0 ( ) (
2 3
x sx x s s X s
56
Transform: Summary
57
Outline
o Introduction
Transform
o Summary
58
Analysis and Characterization of LTI
Systems Using the Laplace Transform
Let x(t) be an input to some LTI system whose impulse
response is h(t), the output y(t) of the system is given by
where denotes convolution
In the sdomain, the above expression becomes
Y(s) is the Laplace transform (LT) of y(t)
X(s) is the LT of x(t)
H(s) is the LT of h(t)
It is customary to refer to H(s) as the transfer function of
the LTI system
59
Transfer Function of an LTI system
A transfer function is an expression that relates the output to the input
in the s-domain
H(s) = Y(s) / X(s)
H(s) relates the output of a linear system (or component) to its input
H(s) describes how a linear system responds to an impulse
H(s) represents a normalized model of a process, i.e., can be used
with any input
Differential
Equation
x(t)
y(t)
H(s):
Transfer
Function
X(s)
Y(s)
60
Transfer Function of an LTI system
The form of the transfer function indicates the dynamic behavior of
the system
For a, b, and c positive constants, the transfer function terms indicate
exponential decay and exponential oscillatory decay (first two terms)
exponential growth (third term)
The decay terms will reach zero with time but h(t) will continue to grow
because of the growth term (third term)
ct bt at
e C t e B e A t h
c s
C
b s
B
a s
A
L t h
c s
C
b bs s
B
a s
A
s H
+ + =
+
+ +
+
+
=
+
+ + +
+
+
=

) sin( ) ( : table the Using

) ( ) ( ) (
) (
) ( ) 2 ( ) (
) (
2 2
1
2 2 2
61
Causality:
A causal LTI system: the output at any time
depends on present and past input values only
(not on future value)
A causal LTI system: h(t)=0 for t<0 (right-sided)
The ROC of H(s) of a causal system is in the
right-half plane
A system with rational transfer function is causal if
and only if (iff) the ROC is in the right-half plane to
the right of the rightmost pole
62
Systems Using the Laplace Transform:
Example
Consider an LTI system whose H(s) is given
by
Since the ROC is not specified and there are
two poles at -1 and 2, then there are three
possible solutions
63
Example
1. Re{s} < 1 : Then the solution is left-sided, and is given by
Clearly this system is non causal
2. Re{s} > 2 : The solution here is given by
which is right-sided. In addition the ROC is extending towards .
Thus, the system is causal
3. -1 < Re{s} < 2 : Then the solution must have a term that is left-sided
and another that is right-sided; that is
The system now is non causal
64
Example
65
Stability
A system is stable if bounded inputs produce bounded outputs
An LTI system is BIBO stable iif
An LTI system is stable iff the ROC of its transfer function
includes the j axis
Note: A system maybe stable with a non-rational H(s)
Causality & Stability
Clearly, a causal system with rational transfer function is stable
iff all of the poles of the transfer function lie in the left-half plane
1 } Re{ ,
1
) ( ., . >
+
= s
s
e
s H g e
s
<

dt t h | ) ( |
66
Example
67
Unstable Behavior
If the output of a system grows without bound for a bounded input, the system
is referred to a unstable
The complex s-plane is divided into two regions depending on poles locations
1. the stable region, which is the left half of the s-plane
2. the unstable region, which is the right half of the s-plane
If the real portion of any pole of a transfer function is positive and ROC lies in
the right-half plane, the system corresponding to the transfer function is
unstable
If any pole is located in the right half plane and the ROC lies in the right-half
plane, the system is unstable
68
Outline
o Introduction
Transform
o Summary
69
LTI Systems Characterized by
Linear Constant-Coefficient DE
One of the great things about Laplace transform is that it can be
used to solve fairly complicated linear differential equations very
easily
Consider for example the following differential equation:
Applying Laplace transform to both sides yields
and the transfer function can be obtained as
Since this system has only one pole, there are two possible
solutions:
1. Re{s} > 3 : The system in this case is causal and is given by
2. Re{s} < 3 : This results in the non-causal solution, namely,
70
The same procedure can be used to obtain H(s) from
any differential equations with constant coefficients
A general linear constant-coefficient differential
equation is of the form
Applying Laplace transform to both sides yields
For the transfer function,
The zeros are the solutions of
The poles are the solutions of
71
We remark here that the transfer function does
not tell additional information about the ROC of
the system
The ROC is normally specified by additional
information such as knowledge about the
stability and causality of the system
72
LTI Systems Characterized by Linear
Constant-Coefficient DE: Example
73
Now to determine the ROC of H(s),
we know from the convolution property that the ROC of
Y(s) must include at least the intersection of the ROCs
of X(s) and H(s)
Since H(s) has two poles, then there are three choices
for the ROC
Since we have some knowledge about the ROC of
Y(s), this limits our choices for the ROC of H(s) to one
Re{s} > 1 which means that H(s) is stable and causal
From H(s), one can obtain the differential equation
that relates X(s) and Y(s)
74
textbook) the of 9.26 example (see
) 4 ( ) 2 (
4
) (
+
=
s s
s
s H
75
Constant-Coefficient DE:
Solution Procedure
Any nonhomogeneous linear differential equation
(LDE) with constant coefficients can be solved with the
following procedure, which reduces the solution to
algebra
Step 1: Put LDE into standard form
y + 2y + 2y = cos(t)
y(0) = 1; y(0) = 0
Step 2: Take the Laplace transform of both sides
L{y} + L{2y} + L{2y} = L{cos(t)}
76
Solution Procedure
Step 3: Use properties of transforms to
express equation in s-domain
L{y} + L{2y} + L{2y} = L{cos( t)}
L{y} = s
2
Y(s) - sy(0) y(0)
L{2y} = 2[ s Y(s) - y(0)]
L{2y} = 2 Y(s)
L{cos(t)} =
s
2
Y(s) - s + 2s Y(s) - 2 + 2 Y(s) =
) 1 (
2
+ s
s
) 1 (
2
+ s
s
77
Solution Procedure
Step 4: Solve for Y(s)
) 2 2 )( 1 (
2 2 2
) 2 2 (
2
) 1 (
) (
2
) 1 (
) ( ) 2 2 (
) 1 (
) ( 2 2 ) ( 2 ) (
2 2
2 3
2
2
2
2
2
2
+ + +
+ + +
=
+ +
+ +
+
=
+ +
+
= + +
+
= + +
s s s
s s s
s s
s
s
s
s Y
s
s
s
s Y s s
s
s
s Y s sY s s Y s
78
Solution Procedure
Step 5: Expand equation into format covered by table
( )( ) ( ) ( )
2 . 1 , 8 . 0
4 . 0 , 2 . 0
2 2
2 2 2
2 2
1
rms similar te Equate
) 2 ( ) 2 2 ( ) 2 ( ) (
2 2 1 2 2 1
2 2 2
) (
2 3
2 2 2 2
2 3
= =
= =
= +
= + +
= + +
= +
+ + + + + + + + +
+ +
+
+
+
+
=
+ + +
+ + +
=
E C
B A
E B
C B A
E B A
C A
E B s C B A s E B A s C A
s s
E Cs
s
B As
s s s
s s s
s Y
1 ) 1 (
4 . 0
1 ) 1 (
) 1 ( 8 . 0
2 2
2 . 1 8 . 0
) 1 (
4 . 0
) 1 (
2 . 0
) 1 (
4 . 0 2 . 0
2 2 2
2 2 2
+ +
+
+ +
+
=
+ +
+
+
+
+
=
+
+
s s
s
s s
s
s s
s
s
s
79
Solution Procedure
Step 6: Use table to convert s-domain to time domain
) sin( 4 . 0 ) cos( 8 . 0 ) sin( 4 . 0 ) cos( 2 . 0 ) (
) sin( 4 . 0
1 ) 1 (
4 . 0
) cos( 8 . 0
1 ) 1 (
) 1 ( 8 . 0
) sin( 4 . 0
) 1 (
4 . 0
) cos( 2 . 0
) 1 (
2 . 0
2
2
2
2
t e t e t t t y
t e becomes
s
t e becomes
s
s
t becomes
s
t becomes
s
s
t t
t
t

+ + + =
+ +
+ +
+
80
Outline
o Introduction
Transform
o Block diagrams
o Summary
System Block Diagrams
A very useful method for describing and analyzing
systems is the block diagram
A block diagram can be drawn directly from the
difference or differential equation which describes the
system
For example, if the system is described by
It can also be described by
the block diagram below in
which D represents a delay
of one in discrete time
Block Diagram Elements
Discrete-Time
Block Diagram Elements
Continuous-Time
Block Diagrams:
Interconnections of Systems
Systems can be interconnected in series (cascade),
parallel, feedback, or combination
Block Diagrams:
Block Diagrams:
The order of LTI subsystems does not
matter
LTI systems can be rearranged
h1(t)*h2(t)=h2(t)*h1(t)
87
Outline
o Introduction
Transform
o Geometric evaluation of the Fourier transform from the pole-
zero plot
o Summary
Geometric evaluation of the Fourier
transform from the pole-zero plot
The locations of the poles and zeros in the s-plane provide insight into
the frequency response
Recall: the frequency response is obtained from the transfer function by
substituting j for s H(jw) = H(s)|s=jw
H(jw) exists if ROC of H(s) includes jw-axis
Assuming j is in the ROC, we get
The magnitude response at some fixed
0
Note that zero contributions are in the numerator and pole contributions
are in the denominator
The factor (j
0
c
k
) or (j
0
d
k
) are complex and can be viewed as
vectors from pole or zero point to the point j
0
88
=
=
=
N
k
k
M
k
k
N
M
d j
c j
a
b
j H
1
1
) (
) (
) (
=
=
=
N
k
k
M
k
k
N
M
d j
c j
a
b
j H
1
0
1
0
0
) (

The length of the vector is the magnitude response contribution
Zeros contribute to the numerator of |H(j)|
At frequencies (values of ) close to a zero, |H(j)| tends to decrease
How far |H(j)| decreases depends on how close the zero is to the j-plane
If the zero is on the j-plane, |H(j)| will become zero
The effect of the zero decreases for far from the zero
89
Poles contribute to the denominator of |H(j)|
When |j-d
k
| decreases, |H(j)| increases
At frequencies (values of ) close to a pole, |H(j)| tends to increase
How far |H(j)| increases depends on how close the pole is to the j-plane
Poles cannot lie on the j-plane, because H(jw) does not exists
The effect of the pole decreases for far from the it
90
Example: sketch |H(j)| of the system having the transfer function
We have a zero at s=0.5 and poles at s=-0.1+5j and -0.1-5j
Response tends to decrease near =0 and increase near =+/- 5
At = 0, we have
At = 5, we have
For >> 5, the length of the vector from j to one of the poles is
approximately equal to the length of the vector from j to the zero
zero is cancelled by one of the poles
The distance from j to the remaining pole increases with
magnitude response goes to zero
91
) 5 1 . 0 )( 5 1 . 0 (
) 5 . 0 (
) (
j s j s
s
s H
+ + +
=
02 . 0
5
5 . 0
| 5 1 . 0 || 5 1 . 0 |
5 . 0
) 0 (
2

+
=
j j
j H
5
) 10 ( 1 . 0
5
| 1 . 0 10 | 1 . 0
| 5 . 0 5 |
) 5 (
+
=
j
j
j H
H(jw) = H(s)|s=jw; H(s) 1/(sa+1)
94
Outline
o Introduction
Transform
o Summary
95
Summary
96
Summary: a quiz
A continuous-time LTI system has h(t) given by
a) Find the value of such that the system is stable
b) With the value a found in part(a), find the range of
ROC such that the system is causal
c) Is it possible to have the system stable and causal?
) (
5
3
) (
4
1
) (
3
t u e t u e t h
t t
=

97
Summary: quiz solution
A function of the form
can be seen as the combination of the two
exponentials
Since we know that
and
Therefore, we know that there will be a pole at
s = and a pole at s = 3
Knowing that the ROC is the intersection of the
individual ROCs
) (
5
3
) (
4
1
) (
3
t u e t u e t h
t t
=

>
+
= =

} Re{ , ) ( ) ( ) ( s
s
A
s H t u Ae t h
t
3 } Re{ ,
3
) ( ) (
3
<
= s
s
B
t u Be t h
t
98
Summary: quiz solution
a) > 0 (not including 0), such that is in the left half of the s-
plane. This way, the ROC (common intersection) will include
the j-axis, thus implying that the Fourier transform exists
further implying that the system is stable
b) For the system to be causal, the ROC must extend outward to
positive infinity. Furthermore, since an ROC cannot contain a
pole, Re{s} > 3, for the system to be causal
c) This system can only be causal or stable but not both. This is
because, in order to be causal and stable, all poles must lie in
the left half of the s-plane such that the ROC can possibly
extend from the rightmost pole to + infinity and include the j-
axis. However, due to the pole at s = 3. The ROC cannot
extend toward infinity and include the j-axis. Therefore, the
system cannot be both stable and causal

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) sin( ) ( : table the Using

Geometric evaluation of the Fourier

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