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Tutorial 5

Laplace Transform, Fourier


Transform, Z-transform

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Map of This Tutorial
„ The basic definitions of these three
transforms
„ There relationship
„ Focus on continuous Fourier transform
¾ Poperty
¾ Basic Fourier Transform pairs
„ Application

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These three one’s definitions
• x(t) is a continuous signal:
+∞
Fourier transform: X ( jw ) =
∫ −∞
e − jwt x ( t ) dt

1 +∞
Inverse fourier x (t ) =
2π ∫
−∞
X ( s ) e jwt dt
transform:

Laplace Transform: +∞
X (s) = ∫
−∞
x ( t ) e − st dt

Inverse Laplace 1 σ + j∞
x(t ) = ∫ s = σ + jw
st
transform: X ( s ) e ds
2πj σ − j∞

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These three one’s
definitions(cont)
• x[n] is a discrete signal: n = +∞
Fourier transform: X ( e ) = ∑ x[ n ]e − jwn
jw

n = −∞

Inverse Fourier 1
transform:
x[n] =
2π ∫π 2
X (e jw )e jwn dw

∆ n = +∞
Z- Transform: X (z) = ∑
n = −∞
x[ n ] z − n

Inverse Z- 1
transform:
x[ n ] =
2π j ∫ X ( z ) z n −1 dz

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Laplace Transform Vs Continuous Fourier
Transform

„ Fourier transform focus on purely imaginary values of S


s = jω

„ Laplace transform apply any value of s = σ + jω

ƒ So loosely speaking, Laplace transform can be seen as an


extension of continuous Fourier transform.

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Z-Transform Vs Discrete Fourier
Transform

„ Fourier transform focus on purely imaginary values of


z = e jw

„ Z-transform apply any value of z = e jw+σ

ƒ So loosely speaking, Z - transform can be seen as an


extension of discrete Fourier transform.

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Summarization (1)
Continuous Discrete Case
Case
Fourier. +∞
n = +∞
X ( jw) = ∫ e− jwt x(t )dt X (e ) =
jw
∑ x[ n ]e − jwn
Trans. −∞ n = −∞

Laplace ∆ +∞ N/A
X ( s ) = ∫ x (t ) e − st dt
Trans. −∞

Z- Trans. N/A ∆ n = +∞
X (z) = ∑
n = −∞
x[ n ] z − n

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Summarization (2)
Continuous Z-
Fourier Transform
Transform
Discrete Continuous/ Extension
Fourier Discrete
Transform
Laplace Extension Continuous
Transform /Discrete

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An very important tool --Convolution
• x(t), y(t) is continuous

+∞
x(t ) * y (t ) = y (t ) * x(t ) = ∫ y(τ ) x(t − τ )dτ
−∞

• x[n], y[n] is discrete


k = +∞
x[ n ] * y [ n ] = y [ n ] * x[ n ] = ∑ y [ k ] x[ n − k ]
k = −∞

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Continuous Fourier Transform
+∞
Fourier transform: X ( jw ) = ∫
−∞
e − jwt x ( t ) dt

Inverse fourier 1 +∞
transform: x (t ) =
2π ∫ −∞
X ( s ) e jwt dt

Example: x (t ) = e − at a>0, t>0

Why we do transforms?

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Properties of continuous
Fourier Transform
„ Linearity
„ Time Shifting
„ Frequency Shifting
„ Conjugation
„ Convolution
„ Multiplication
„ Differentiation in Time
„ Integration
„ Differentiation of Frequency

** Please see the handouts distributed in tutorial


for details.

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Basic Fourier Transform Pairs
** Please see the handouts distributed in tutorial for
details.

Example:

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Typical Application
„ Signal Analysis
„ Communication
„ Image Processing

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