SIGNAL THEORY

Additional slides.- Laplace

transform
 INTRODUCTION: CONCEPT OF TRANSFORMATION
• Given a signal expressed in the time domain (either analog or
discrete-time), a transformation is a mathematical operator that
produces as output the same signal expressed over a new domain
• The transform allows to observe properties that are difficult to be
observed in the time domain
Analog signals:
Laplace transform Fourier transform

x(t ) 
L
→ X ( s ) = L [ x(t ) ] x(t ) 
F
→ X (ω ) = F [ x(t ) ]
s ∈ , X (s) ∈  ω ∈ , X (ω ) ∈ 
Discrete-time signals:
Z transform Fourier transform

→ X ( z ) = Z [ x[n]]
x[n]  Z x[n] 
F
→ X ( e jΩ ) = F [ x[n]]
z ∈ , X ( z) ∈  Ω ∈ , X ( e jΩ ) ∈ 

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 2

 a) Analog signals and systems.
i. Laplace transform and transfer function.

This is just a SUMMARY: check the contents already

studied in MM1 and TC

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 3

 LAPLACE TRANSFORM: DEFINITION

Denoted by 𝐿𝐿 𝑓𝑓(𝑡𝑡) , the Laplace transform is a linear operator on

an analog signal 𝑓𝑓(𝑡𝑡) with a real argument 𝑡𝑡 that transforms it into
a complex function 𝐹𝐹(𝑠𝑠) with a complex argument 𝑠𝑠:

f ( t ) ←
 → F (s)
L

where s= σ + jω
−1
L

→ →

The (unilateral) Laplace transform of a signal 𝑓𝑓(𝑡𝑡), defined

for non-negative time instants 𝑡𝑡 ≥ 0, is the function 𝐹𝐹(𝑠𝑠),
defined by:
∞ Bilateral Laplace transform :
= [ f (t )]
F ( s ) L= ∫ f ( t ) e − st dt for analog signals 𝑓𝑓(𝑡𝑡) defined for
any value of 𝑡𝑡: −∞ < 𝑡𝑡 < ∞:
0− ∞
= [ f (t )]
F ( s ) L= ∫ f (t )e − st dt
−∞

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 4

 BILATERAL LAPLACE TRANSFORM: PROPERTIES

Uniqueness: L [ f (t ) ] =
F ( s ) ↔ L−1 [ F ( s ) ] =
f (t )

Linearity: α ⋅ f (t ) + β ⋅ g (t ) → L [ α ⋅ f (t ) + β ⋅ g (t ) ] = α ⋅ F ( s ) + β ⋅ G ( s )

t
t  F (s)
Integration:
∫
−∞
f (τ )·dτ → L  ∫ f (τ )·dτ  =
 −∞  s

t-Differentiation:
df (t )  df (t ) 
→ L  =
s ⋅ F (s)
dt  dt 
dF ( s )
s-Differentiation: t· f (t ) → L [t· f (t )] =
−
ds

t-Domain shift: f (t − a ) → L [ f (t − a ) ]= F ( s ) ⋅ e − s⋅a

s-Domain shift: f (t ) ⋅ e at → L  f (t ) ⋅ e at  = F ( s − a )

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 5

 BILATERAL LAPLACE TRANSFORM: PROPERTIES
1 s
Time-scaling: f (a·t ) → L [ f (a·t )] =F 
a a

+
Initial value
f (0= ) lim s·F ( s ), if f =
(t ) 0, t < 0, and there are no
s →∞
theorem:
singularities or "deltas" at t = 0

f (∞=
) lim s·F ( s ), if f (t=
) 0, t < 0, and there are no
Final value s →0
theorem: singularities or "deltas" at t = 0

Convolution: f (t ) * g (t ) → L [ f (t ) * g (t ) ] =
F (s) ⋅ G (s)

L [ f (t ) * g (t ) ] = ∫ ( ∫ f (τ ) g (t − τ )dτ )e − st
dt = ∫ ∫ f (τ ) g (t − τ )e − st dt dτ

= ∫ f (τ ) ∫ g (t − τ )e − st dt dτ = ∫ f (τ )G ( s )e − sτ dτ
( s ) ∫ f (τ )e − sτ dτ F ( s )·G ( s )
= G=

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 6

 LAPLACE TRANSFORM: BASIC SIGNALS
Signal Waveform 𝒇𝒇(𝒕𝒕) Transform 𝑭𝑭(𝒔𝒔)
Impulse δ (t ), δ (t − t0 ) 1, e − st0
1
Step function u (t )
s
1
Ramp t ⋅ u (t )
s2
1
Exponential e −α t u (t )
s +α
1
Damped ramp t·e −α t u (t )
(s + α ) 2
ω0
Sine sin(ω0t )u (t )
s 2 + ω0
2

s
Cosine cos(ω0t )u (t )
s 2 + ω0
2

−α t
s +α
Damped cosine e cos(ω0t )u (t )
( s + α ) 2 + ω0 2
SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 7
 INVERSE LAPLACE TRANSFORM
 Application of method based on the partial fraction expansion:
K : scale factor
N ( s ) K ⋅ ( s − z1 ) ⋅ ( s − z2 ) ⋅⋅⋅⋅( s − zm )
=
F ( s) = Zeros: s = z1 , z2 ,..., zm
D( s ) ( s − p1 ) ⋅ ( s − p2 ) ⋅⋅⋅⋅⋅ ( s − pn )
Poles: s = p1 , p2 ,..., pn

If there are more poles than zeros, then 𝐹𝐹(𝑠𝑠) is

called a proper rational function. Otherwise, F=
(s)
N (s)
= Q( s) +
R( s)
the division has to be performed: D( s) D( s)
deg( R) < deg( D)
 Example:
N (s) K ( s − z1 )( s − z2 )
=
F ( s) =
( s − p1 )( s − p2 )( s − p3 ) ( s − α − j β )( s − α + j β )
2
D( s)

It is possible to decompose it into a partial fraction expansion as follows.

The coefficients (𝐴𝐴, 𝐵𝐵, 𝐶𝐶, 𝐷𝐷) are called residues.
A B C1 C2 D D*
F (s) = + + + + +
( s − p1 ) ( s − p2 ) ( s − p3 )2 ( s − p3 ) ( s − α − j β ) ( s − α + j β )

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 8

 INVERSE LAPLACE TRANSFORM
• Now, having a look at the transform pairs, we can write the corresponding
waveform using the linearity property:

(t )  A·e p1t + B·e p2t + C1·t·e p3t + C2 ·e p3t + D ⋅ e(α + j β )⋅t + D*·e(α − j β )⋅t ·u (t )
f=

2 ⋅ D ⋅ eα t ·cos( β ⋅ t + D)

• In the time domain, the s-domain poles appear in the exponents of exponential
waveforms and the residues become the amplitudes (and phases).

• Calculation of the residues by the cover-up algorithm:

=A F ( s )·( s − p1 ) |s = p1 d  F ( s )·( s − p3 ) 2 
C2 =
ds
s = p3

=B F ( s )·( s − p2 ) |s = p2 D F ( s )·( s − α − j β ) |S=

= α + jβ

=C1 F ( s )·( s − p3 ) 2 |s = p3 D * = conj ( D)

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 9

 INVERSE LAPLACE TRANSFORM

WORKED EXAMPLE

poles of 𝐹𝐹(𝑠𝑠): 1, 1, 0, −1

2 2 3 1
F ( s ) =− + + −
s − 1 ( s − 1) s s + 1
2

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 10

 TRANSFER FUNCTION
 Linear Time-Invariant (LTI) systems:
∞
x(t )
h(t )
=y (t ) x=
(t ) * h(t ) ∫−∞
x(τ )h(t − τ )dτ

• Laplace domain:

= [ y(t )] L [ x(t )=
Y ( s ) L= * h(t ) ] X ( s )·H ( s )

Y (s) SYSTEM TRANSFER FUNCTION:

= [ h(t )]
H ( s ) L= , X (s) ≠ 0 It does not depend on the input
X (s) signal, but only on the system

• How to calculate output signals?

1. Given 𝑥𝑥(𝑡𝑡), calculate 𝑋𝑋 𝑠𝑠 = 𝐿𝐿 𝑥𝑥 𝑡𝑡
2. Calculate 𝑌𝑌 𝑠𝑠 = 𝑋𝑋 𝑠𝑠 · 𝐻𝐻 𝑠𝑠
3. Calculate 𝑦𝑦 𝑡𝑡 = 𝐿𝐿−1 𝑌𝑌 𝑠𝑠 = 𝐿𝐿−1 𝑋𝑋 𝑠𝑠 · 𝐻𝐻(𝑠𝑠)

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 11

 TRANSFER FUNCTION: ZERO-POLE REPRESENTATION
• Usually, 𝐻𝐻(𝑠𝑠) has a polynomial-based fraction expression.
• The roots of the numerator and denominator polynomials, together
with the scale factor (𝐾𝐾), uniquely define a transfer function 𝐻𝐻(𝑠𝑠):

=
H (s)
N (s)
= K·
( s − z1 ) ⋅ ( s − z2 ) ⋅⋅⋅⋅ ( s − z m )
D( s) ( s − p1 ) ⋅ ( s − p2 ) ⋅⋅⋅⋅ ( s − pn )
The denominator roots are called poles, because for 𝑠𝑠 = 𝑝𝑝𝑘𝑘, 𝐻𝐻(𝑠𝑠)
becomes infinite:
H (pk )  ; s  p1, p2 .... pn

The numerator roots are called zeros, because for 𝑠𝑠 = 𝑧𝑧𝑘𝑘, 𝐻𝐻(𝑠𝑠) vanishes:
H (z k )  0; s  z 1, z 2 .... z m

 If 𝑚𝑚 > 𝑛𝑛 there are poles (order 𝑚𝑚 − 𝑛𝑛) in the infinity: H ()  lim H (s )  
s 

 If 𝑛𝑛 > 𝑚𝑚 there are zeros (order 𝑛𝑛 − 𝑚𝑚) in the infinity: H ()  lim H (s )  0
s 

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 12

 TRANSFER FUNCTION: ZERO-POLE REPRESENTATION

The description of a transfer function 𝐻𝐻(𝑠𝑠) takes the form of pole-zero

diagram, which shows the location of poles and zeros in the complex
𝐬𝐬-plane.

The poles are represented by an “X”

complex s plane
The zeros are represented by an “O”
LHP jω
RHP
LHP: Left Half Plane
RHP: Right Half Plane

(2)
σ

( s − 3)( s − 1 + 2 j )( s − 1 − 2 j )
H (s) =
s ( s + 3) ( s − 2) ( s + 4 ) ( s + 1 + j 3)( s + 1 − j 3)
2

j-axis boundary

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 13

 TRANSFER FUNCTION: ZERO-POLE REPRESENTATION

Relation of the position of the poles with the waveforms:

Left Half Plane

X = poles

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 14

 STABILITY
 A system is STABLE if all its poles are located in the left half of the
complex s-plane (LHP)
The stability does not
lim h(t ) = 0 depend on the zeros !!
t →∞

 The system is UNSTABLE if at least one of its poles falls in the right
half of the complex s-plane (RHP)

lim h(t ) = ∞
t →∞

 The system is MARGINALLY STABLE if it presents simple poles in the

j-axis and no pole in the RHP

lim h(t ) = cte.

t →∞

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 15

 CONNECTION OF LTI SYSTEMS
 Series connection:

X(s) W(s) Y(s)

H1(s) H2(s)

W=
( s ) X ( s ) ⋅ H1 ( s )
Y ( s ) = X ( s ) ⋅ H1 ( s ) ⋅ H 2 ( s )
Y=
(s) W (s) ⋅ H 2 (s)

X(s) Y(s)
Heq(s)

Y (s)
H=
eq ( s ) = H1 ( s ) ⋅ H 2 ( s )
X (s)

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 16

 CONNECTION OF LTI SYSTEMS
 Parallel connection:

W1(s) W=
1 (s) X ( s ) ⋅ H1 ( s )
H1(s)
W=
2 (s) X (s) ⋅ H 2 (s)
X(s) Y(s)
+
W2(s) =
Y ( s ) W1 ( s ) + W2 ( s )
H2(s) Y ( s ) =X ( s ) ⋅ ( H1 ( s ) + H 2 ( s ) )

X(s) Y(s)
Heq(s)

Y (s)
H=
eq ( s ) = H1 ( s ) + H 2 ( s )
X (s)

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 17

 CONNECTION OF LTI SYSTEMS
 Feedback connection:
G(s): Main path

E(s) H(s): Feedback path

X(s) +
+ G(s) Y(s)
_

a) Y=
(s) E (s) ⋅ G (s)
W(s)
H(s)
b) E=
(s) X (s) − W (s)
c) W=
(s) Y (s) ⋅ H (s)

Y (s) = ( X (s) − W (s) ) ⋅ G (s) = ( X (s) − Y (s) ⋅ H (s) ) ⋅ G (s)

Y ( s ) ⋅ (1 + H ( s ) ⋅ G ( s )=
) X (s) ⋅ G(s)

X(s) Y(s) Y (s) G(s)

Heq(s) H=
eq ( s ) =
X (s) 1 + G (s) ⋅ H (s)

SIGNAL THEORY – Chapter 2.- Signals and systems in transform domains 18