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Chapter 3

ANALOG SYSTEMS

(Version 2.1)

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 1
Fachgebiet N T S
Nachrichtentechnische Systeme
3.1 A Short introduction to Network Functions

Network function: the mathematical relation between the Laplace transform


of the excitation and the answer, if one assumes:

• The energy-less initialization state of all the network elements (zero-state)


• All the network elements are linear and time-independent.

One speaks of:


• Two-terminal network function, impedance function, admittance
function Æ excitation and answer are applied to the same terminal.
• System function Æ excitation and answer are applied to different
terminal. Notation of system function: H L ( p)

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 2
Fachgebiet N T S
Nachrichtentechnische Systeme
3.1 A Short introduction to Network Functions
I ( p)
U ( p ) = Excitation
Network with Linear
I ( p ) = Answer
U ( p)
time-Independent U ( p)
Z ( p) =
elements I ( p)

Impedance function of a network

Network U1 ( p ) = Excitation
with linear, U 2 ( p ) U 2 ( p) = Answer
U1 ( p )
time-independent U 2 ( p)
H L ( p) =
elements U1 ( p )

Definition of system function of a network

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 3
Fachgebiet N T S
Nachrichtentechnische Systeme
3.1 A short introduction to Network Functions
Some important properties of network function:
• Generally a LTI network can be described in rational fractional
functions in p:
P( p) (all the coefficients of P(p) and Q(p)
N ( p) =
Q( p) are real and constant)

• Or by the representation of the network function by its magnitude


and its phase results:

N ( p ) = N ( p ) e jϕ ( p ) , where N ( p ) : magnitude and ϕ ( p ) : phase

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 4
Fachgebiet N T S
Nachrichtentechnische Systeme
3.1 A short introduction to Network Functions
If p = j ⋅ ω is applied:

i N ( jω ) = N (− jω ) → N ( jω ) is an even function
i ϕ (−ω ) = ϕ (ω ) → ϕ (ω ) is an odd function
i The system function is derived from quantities of the same dimension:
U2
H L ( p) =
U1
Additional notes:
H L ( jω )
H L ( jω ) = e − a (ω ) − jb (ω ) = H L ( jω ) e j with
U 2 ( jω ) U ( jω )
H L ( jω ) = ⇒ a (ω ) = 20 log 1 dB is the damping ratio
U1 ( jω ) U 2 ( jω )
and b(ω ) = −ϕ (ω ) =- H L ( jω ) is the damping angle

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 5
Fachgebiet N T S
Nachrichtentechnische Systeme
Chapter 3

ANALOG SYSTEM
3.2 Basic Properties of a System

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 6
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General
Remarks
One shall speak of a “system” if:
• a mathematical representation of such a circuit is given as an “input-
output relation”.
Some examples:
Distortion
n(t)

Transmission
Source Transmitter Receiver Drain
Channel

x (t ) y (t )
Input excitation Output answer
Cause effect

Example of General transmission system


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 7
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General Remarks

L R
ia ( t )

U1 (t ) C U2 (t ) Ra

Input-Output connections:
u1 ( t ) → u2 (t ) or u1 ( t ) → ia (t )

Example of electrical system (Four-terminal network)

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 8
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General
Remarks
s1 ( t )
Mechanical Example
n Path
Force, Acceleration
Input-Output Connection:

m s1 ( t ) → s2 ( t )

s2 ( t )

Example of Mechanical system

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 9
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General Remarks

u1 ( t )
u2 A
B
u1 ( t ) A u2 ( t )
u1 t
−A

u2 ( t )
D B
u1 ( t ) R u2 ( t )

Example of a half-way rectifier Rectifier input-output relation with an


example input
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 10
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General Remarks
• Now 2 questions occur: u1 ( t )
A
ƒ Is a system by a special
input-output relation uniquely
and completely represented ? t
ƒ Under which circumstances
is a benefit given from using
the systems point of view ? u2 ( t )
B
The uniqueness of the input-output
relation of a system is not always
given. It depends on the properties t
of the chosen input signal
Unipolar input signal and
appropriate output signal of the
rectifier
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 11
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General Remarks
Within the system view, it will be important to use suitable input functions
for uniquely specifying the system properties. Here is an example for that:

u2 (t )

A
u1 ( t )

Characteristics curve of a rectifier with saturation

If a bipolar impulse chain is used as an input for the rectifier, it can not be
figured out whether the system has a saturation or not !

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 12
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General
Remarks
The systems which are set up completely different can generally exhibit the
same mathematical description. Here is an example:
R L

u2 ( t ) u1 ( t ) u2 ( t )
u1 ( t ) C R

u2 ( t )
u1 ( t )

T t t
Different Circuits with the same Input-Output relation
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 13
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.1 Definition of a System and General Remarks
Benefits from the system theory:

1. Unique characterization of LTI system by analysis of the answer


of the system at a certain standard input function is possible.
Mathematically it leads to a LTI transform in time domain:
s (t ) ⇒ g (t ) or g (t ) = T [ s (t )]

2. Unique characterization of LTI system in frequency domain by the


transfer function is possible Æ it helps in simplifying the calculation.

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 14
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.2 Basic System Properties
1. Time-invariance:
A system s (t ) → g (t ) is called time-invariant if it follows: s (t − τ ) → g (t − τ )

The system’s reactions are always the same,


independent from any delays at the input.

2. Additivity:
A system is called additivity if:
s2 (t ) → g 2 (t )
s1 (t ) + s2 (t ) → g1 (t ) + g 2 (t )
s1 (t ) → g1 (t )
3. Homogeneity:

s (t ) → g (t ) ⇒ as (t ) → ag (t )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 15
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.2 Basic System Properties
4. Linearity:
The combination of both additivity and homogeneity results linearity.
as1 (t ) + bs2 (t ) → ag1 (t ) + bg 2 (t )
If the excitation x(t) of the system is known, then the wanted answer y(t)
can be determined in the following way:
n
x(t ) = ∑ si (t ) whereby si (t ) → gi (t )
i =1
n
then y (t ) = ∑ gi (t ) because of the linearity
i =1

Example: let’s assume an LTI system with its answer to the unit-step as
followings:
⎧⎪0 t<0
⎧ 0 t < 0 answer
s (t ) = ε (t ) = ⎨ g (t ) = ⎨ −
t

⎩1 t ≥ 0 ⎪⎩1 − e τ t ≥ 0
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 16
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.2 Basic System Properties
⎧⎪0 t<0
s (t ) g (t ) g (t ) = ⎨
⎧0 t < 0 t
s (t ) = ε (t ) = ⎨ −
⎪⎩1 − e τ t≥0
⎩1 t ≥ 0

t t
Answer of a system to an Unit-step function

x (t )
x(t ) = ε (t ) − ε (t − T )
1 ?
T t

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 17
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.2 Basic System Properties

The solution goes by exploiting the linearity and time-invariance of the system:

• First step: separation of the input function into 2 steps using rect-function
• Second step: find out the 2 answers for each rect-function
• Third step: superposition of the answer

In the following slide it shows the graphical determination of the


system answer to a rectangular impulse

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 18
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.2 Basic System Properties
⎧⎪0 t<0
x1 ( t ) y1 ( t ) y1 (t ) = ⎨
⎧0 t < 0 t
x1 (t ) = ε (t ) = ⎨ −
⎪⎩1 − e τ t≥0
⎩1 t ≥ 0
+1

T t t
⎧0 t<0
x2 ( t ) ⎧0 t < 0 y2 (t ) ⎪
y2 (t ) = ⎨ ⎛ −
t −T

x2 (t ) = −ε (t − T ) = ⎨ −
⎪ ⎜ 1 − e τ
⎟ t≥0
T ⎩−1 t ≥ 0 ⎩ ⎝ ⎠

t t
−1
y (t ) = y1 (t ) + y2 (t )
x (t)
x(t ) = x1 (t ) + x2 (t ) y (t) ⎧
⎧0 t<0 ⎪ 0 t<0
⎪ ⎪
A = ⎨1 0≤t≤T ⎪ −
t
= ⎨1 − e τ
0≤t≤T
⎪0 t >T ⎪ −t

⎪ e τ ⋅ ⎛⎜ e τ − 1⎞⎟
T
t>T
T t t ⎪⎩ ⎝ ⎠
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 19
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.3 Realisable Systems
1. Real systems:
A system is called real when it follows:
Real input Real output
2. Causal system:
A system is causal if the output signal g(t) until an arbitrary time depends
only the input signal s(t) until this time.
No effects before the cause
s (t ) ≡ 0 for t < tν g (t ) ≡ 0 for t < tν

3. Stable system:

A system s (t ) → g (t ) is stable in the BIBO sense (Bounded Input


Bounded Output) if: s (t ) < M 1 < ∞ ∀t , then g (t ) < M 1 < ∞ ∀t

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 20
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.3 Realisable Systems
An example of non-stable system: the ideal integrator

s (t ) g (t )
t
s (t ) → g (t ) = ∫ s(τ )dτ
s (t ) −∞
g (t )

t t
0

A system is asymptotically stable if a damped input signal causes a damped


output signal
lim s (t ) = 0 → lim g (t ) = 0
t →+∞ t →+∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 21
Fachgebiet N T S
Nachrichtentechnische Systeme
3.2.3 Realisable Systems
4. Memory less and dynamic systems:

If for anytime t, the value of the output signal g(t) of a system depends
exclusively on the value of the input signal s(t) at the same time t, then the
system is called memory-less

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 22
Fachgebiet N T S
Nachrichtentechnische Systeme
Chapter 3

ANALOG SYSTEM

3.3 Analog Linear Time-Invariant System

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 23
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
A LTI system is denoted as:
s (t ) → g (t ) = T [ s (t )]
Derivation of general form of T[s(t)]:
Let‘s assume: a LTI system reacts to a small rectangular impulse as:
s0 (t )
g 0 (t )

s0 (t ) → g 0 (t ) = T [ s0 (t )]

t t
⎛t⎞
s0 (t ) = rect ⎜ ⎟
⎝T ⎠
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 24
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
The answer of the system to an arbitrary input signal can be calculated
approximately if the properties LTI are used:

s (t )

sa ( t )

iT0

−T0 0 T0 2T0

Division of an input signal into a staircase signal

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 25
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
Step 1: separate the input signal into staircase signal elements

s (t ) ≈ sa (t ) = ∑ s(iT )s (t − iT )
i =1
0 0 0 with i = 0, ±1, ±2,..., ±∞

Step 2: because the system is time-invariant, it follows:


s (iT0 ) ⋅ s0 (t − iT0 ) → s (iT0 ) ⋅ g 0 (t − iT0 )

Step 3: because the system is linear, one can use the superposition:

g (t ) ≈ g a (t ) = ∑ s(iT ) ⋅ g (t − iT )
i =1
0 0 0

The smaller T0 is, the more accurate the approximation of g a (t ) is.

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 26
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
ga ( t )

s ( 0 )i g 0 (t )

s (T0 )i g0 ( t − T0 )

0a
0 T0 2T0 t

s ( iT0 )i g0 ( t − iT0 )

Superposition of the single answers


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 27
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse Response
Now a limiting T0 → 0 provides a perfect approximation:
s (t ) = lim sa (t ) (*)
T0 →∞

For this, an extension is made as followings:



s (t − iT0 )

g 0 (t − iT0 )
sa (t ) = ∑ s (iT0 ) ⋅ 0 ⋅ T0 g a (t ) = ∑ s(iT0 ) ⋅ T0
⋅ T0
i =−∞ T0 i =−∞

The relation (*) is fulfilled if:


1. T0 becomes an infinitesimal dτ
2. i ⋅ T0 becomes the continous variable τ , so that s (i ⋅ T0 ) → s (τ )
s0 (t − i ⋅ T0 )
3. becomes Dirac's delta function δ (t − τ )
T0
g 0 (t − i ⋅ T0 ) !
4. = h(t − τ ) where h(t ) called the impulse response.
T0
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 28
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse Response
With the „extraction-property“ of Dirac‘s delta function, one obtains:

lim sa (t ) = s (t ) = ∫ s (τ )δ (t − τ )dτ
T0 →∞ −∞
convolutional integral

lim g a (t ) = g (t ) = ∫ s (τ )h(t − τ )dτ
T0 →∞ −∞

Some remarks:

• convolutional integral is a general method for determing the


response of an LTI system to any excitation.

• h(t), the impulse response, is required to evaluate the convolutional


integral and can be determined as following:

δ (t ) → g (t ) = ∫ δ (τ )h(t − τ )dτ = h(t )
−∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 29
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
• For causal systems with „No effect before the cause“ follows:
h(t ) ≡ 0 for t < 0
The impulse response of a causal system is also a causal signal function
The convolutional integral for causal system can be described as:
+∞
g (t ) = ∫ s(τ ) ⋅ h(t − τ )dτ with
−∞
h(t − τ ) ≡ 0 for t − τ < 0 ⇔ t < τ

t
= ∫ s(τ )h(t − τ )dτ
−∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 30
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Example: given the following:Response
RC - circuit ⎧ 1 − RCt
⎪ e for t ≥ 0
R h(t ) = ⎨ RC
⎪0 for t < 0

δ (t ) C h(t)

Impulse response
Dirac's delta function
1 h (t )
RC
δ (t )

t RC t
0

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 31
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
Question: Reaction of the system to a rectangular impulse at the input

s (t ) ⎛ T0 ⎞
⎛ t 1⎞ ⎜t− 2 ⎟
s (t ) = a ⋅ rect ⎜ − ⎟ = a ⋅ rect ⎜ ⎟
⎝ T0 2 ⎠ ⎜⎜ T0 ⎟⎟
a
⎝ ⎠ ?
T0 t

Solution: Evaluation of the convolution integral:


+∞
g (t ) = ∫ s(τ ) ⋅ h(t − τ )dτ
−∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 32
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
It leads to the following relations and results:
1. g (t ) ≡ 0 for t < 0
t
2. g (t ) = ∫ s(τ ) ⋅ h(t − τ )dτ for 0 ≤ t ≤ T0 g (t )
0
t ⎛ t −τ ⎞ ⎛ t ⎞ t ⎛ τ ⎞
1 −⎜⎝ RC ⎟⎠ a −⎜⎝ RC ⎟⎠ ⎜⎝ RC ⎟⎠
g (t ) = ∫ a ⋅e dτ = ⋅e ∫ e dτ
0
RC RC 0 a
⎛ t ⎞
a −⎜⎝ RC ⎟⎠
⎛ τ ⎞
⎜ ⎟ t ⎛ ⎛ t ⎞
−⎜ ⎟⎞
= ⋅e RCe⎝ RC ⎠ = a ⎜1 − e ⎝ RC ⎠ ⎟
RC 0 ⎜ ⎟
⎝ ⎠
T0 T0 RC t
3. g (t ) = ∫ s (τ ) ⋅ h(t − τ ) dτ for t > T0
0
T0 ⎛ t −τ ⎞ ⎛ t ⎞ T ⎛ τ ⎞
1 −⎜⎝ RC ⎟⎠ a −⎜⎝ RC ⎟⎠ 0 ⎜⎝ RC ⎟⎠
g (t ) = ∫ a ⋅ ⋅e dτ = ⋅e ⋅∫e dτ
0
RC RC 0
⎛ t ⎞ ⎛ τ ⎞
−⎜ ⎟ ⎜ ⎟ T0 ⎛ t ⎞
−⎜ ⎟ ⎛ ⎟⎞
⎛ T0 ⎞
⎜+
= ae ⎝ RC ⎠ ⎝ RC ⎠
e = ae ⎝ RC ⎠
⋅ ⎜ −1 + e ⎝ RC ⎠

0 ⎜ ⎟
⎝ ⎠
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 33
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.1 Convolution Integral and Impulse
Response
h (τ ) τ
1 − RC
1 h (τ ) = (τ ) e
RC RC

0 RC
τ

h ( −τ )
1 τ
1 RC
RC
h ( −τ ) = (τ ) e
RC

− RC 0 τ

h (t − τ ) t −τ
1 − RC
h (t − τ ) = s (t − τ ) e
1 s (τ ) RC
RC a
h ( t0 − τ ) F1 F2
h ( t2 −τ )

t = t0 0 t = t1 t = t2
τ

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 34
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.2 Step Response
The system response to any excitation s(t) can be determined as:
s (t ) → g (t ) = s (t ) ∗ h(t )

Example: δ (t ) → h(t ) Impulse response

Similarly, the response of an LTI-system to the unit step function gives:


+∞ t
s (t ) = ε (t ) → g (t ) = ε (t ) ∗ h(t ) = ∫ ε (t − τ )h(τ )dτ = ∫ h(τ )dτ
−∞ −∞

In short: w(t ) = ∫ h(τ )dτ


−∞
Step response

d
Moreover: h(t ) = w(t )
dt

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 35
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.2 Step Response
Proof: +∞
s (t ) → g (t ) = ∫ s(τ )h(t − τ )dτ
−∞
b b
b
The partial integration gives: ∫ u.dv = u.v a − ∫ v.du
a a

du (τ )
s (τ ) = u (τ ) ⇒ = s′(τ ) ⇒ du = s′(τ )dτ

dv
h(t − τ )dτ = dv ⇒ = h(t − τ ) where t − τ = x → − dτ = dx

dv
= − h( x ) ⇒ v( x) = − ∫ h( x)dx = − w( x) = − w(t − τ )
dx
Thus:
+∞ +∞
s (t ) → g (t ) = − s (τ ) w(t − τ ) + ∫ w(t − τ ) s′(τ )dτ
−∞ −∞
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 36
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
Let the exponential function be the excitation of a LTI-system:

s(t ) = s0 e jωt = s0 cos ω t + js0 sin ω t


The response of any LTI-system is given by the convolution of impulse response
and input signal:
+∞

∫ h(τ ) ⋅ s0 e jω ( t −τ ) dτ
jωt
g (t ) = s0 e ∗ h(t ) =
−∞
+∞


jωt
= s0 e h(τ ) ⋅ e − jωτ dτ = s0 e jωt ⋅ H (ω )
−∞
where:
+∞
Transfer function of the system:
H (ω ) = ∫ h(t ) ⋅ e
− jωt
dt
−∞ The Fourier transform of the systems
impulse response

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 37
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
By applying the Fourier transform to the convolution as shown before, one gets:
+∞
g (t ) = s (t ) ∗ h(t ) = ∫ s(τ )h(t − τ )dτ
−∞

G (ω )
G (ω ) = S (ω ) H (ω ) ⇔ H (ω ) = ∀S (ω ) ≠ 0
S (ω )

Effectless systems:
Let‘s assume a combined system as follows:
s (t ) gz (t ) g (t)
h1 (t ) h2 ( t )

Cascade of two LTI systems

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 38
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
One obtains:
g z (t ) = s (t ) ∗ h1 (t )
g (t ) = g z (t ) ∗ h2 (t ) ⇒ g (t ) = [ s(t ) ∗ h1 (t )] ∗ h2 (t )

G (ω ) = S (ω ) H1 (ω ) H 2 (ω )

Theorem: When connecting effectless systems in a chain, the transfer functions


are multiplied.
Moreover:
The properties of the convolution product lead to the following equations:
g (t ) = [ s (t ) ∗ h1 (t )] ∗ h2 (t )
G (ω ) = S (ω )[ H1 (ω ) H 2 (ω )] = S (ω ) H tot (ω )
g (t ) = s (t ) ∗ [h1 (t ) ∗ h2 (t )]

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 39
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
Example of a simple filter as a LTI-system:
Given is the impulse response of the following system:
R

⎧ 1 − RCt
⎪ ⋅e for t ≥ 0
s (t ) g (t ) ⇒ h(t ) = ⎨ RC
C ⎪
⎩0 for t < 0

+∞ +∞
1 −
t

∫ ∫e
− jωt
H (ω ) = h(t )e dt = RC
e − jωt dt
−∞
RC 0
⎛ 1 ⎞ ⎛ 1 ⎞
1
+∞ −⎜ + jω ⎟t 1 −1 −⎜ + jω ⎟t +∞ 1
=
RC ∫e
0
⎝ RC ⎠
dt = ⋅
RC 1 + jω
e ⎝ RC ⎠
0
=
1 + jω RC
RC

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 40
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)

U 2 (ω )
The same result can be obtained by using network analysis: H (ω ) =
R U1 (ω )

1
1
U 1 (t ) U2 (t )
jωC U 2 (ω ) jω C 1
= = = H (ω )
U1 (ω ) R + 1 1 + jω RC
jω C
RC-Circuit as complex voltage divider

This method (determination of transfer function based on


network analysis) works for any LTI network!

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 41
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
Real and Imaginary part of the transfer function of an RC circuit:
1
Example: H (ω ) =
1 + jω RC
In general: H (ω ) = Re { H (ω )} + j Im { H (ω )} = H R (ω ) + jH X (ω )
1 ω RC
Re { H (ω )} = = H (ω ) Im { H (ω )} = − = H X (ω )
1 + (ω RC ) 2 1 + (ω RC )
R 2
1 Re {H ( ω )}
even in ω
Real and imaginary part of
−2 −1 1 2 ω transfer function of an RC-
RC RC RC RC circuit (low-pass filter)
Im {H (ω )}
odd in ω

Another representation for the transfer function: H (ω ) = H (ω ) e


jϕ (ω )
= A(ω )e jϕ (ω )
H (ω )
Magnitude of the transfer function
ϕ (ω ) Phase of the transfer function
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 42
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
The magnitude and phase of the transfer function of an RC-Circuit:
Example: 1
H (ω ) = (Re { H (ω )}) 2 + (Im { H (ω )}) 2 =
1 + (ω RC ) 2

⎛ Im { H (ω )} ⎞
ϕ (ω ) = arctan ⎜⎜ ⎟⎟ = − arctan(ω RC )
⎝ {
Re H (ω )}⎠
Because h(t) is real-valued function, one gets:
H (−ω ) = H ∗ (ω )

H (ω ) = H (−ω )

ϕ (−ω ) = −ϕ (ω )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 43
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.3 The Transfer Function H(ω)
H (ω )
1

1 1 ω

RC RC

ϕ (ω )
π
2

1 0 1 ω

RC RC

π

2
Magnitude and phase of an RC-Circuit (Low-pass filter)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 44
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.4 Analog LTI-Systems, Describable by
Differential Equations

δ ( t ) ∗h( t ) = h( t )
+∞

δ (t ) ∫−∞ h( t ) δ (t −τ ) dτ = h(t )
h( t )

H ( ω)
1
1⋅ H (ω) = H (ω)

Description of a LTI system with h(t) and H(ω)

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 45
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.4 Analog LTI-Systems, Describable by
Differential Equations
A certain class of analog LTI system can also be described by finite
differential equations as follows:
m
dν n


ν =0

(dt )ν
s (t ) = ∑ cµ
µ =0 (dt ) µ
g (t )

These kinds of system are LTI if the coefficient aν and cµ are constants.
The Fourier transform of both sides of the equation above yields:
m n


ν
aν ( jω )
=0
ν
S (ω ) = ∑ cµ ( jω ) µ G (ω )
µ =0

m
⎧ m ν ⎫

G (ω ) ∑ aν ( jω ) ν

−1 ⎧ G (ω ) ⎫
⎪∑ ν
−1 ⎪ ν = 0
a ( jω ) ⎪

or H (ω ) = = ν=0 h(t ) = F ⎨ ⎬=F ⎨ n ⎬
S (ω ) ⎩ S (ω ) ⎭ ⎪ ∑ cµ ( jω ) µ ⎪
n


µ
cµ ( jω ) µ
=0 ⎩⎪ µ =0 ⎭⎪

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 46
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-Pass
Systems
Short introduction about Low-pass and Band-pass system:

Most transmission channels are limited to a certain frequency range due to:
• natural property of the channel (cable, radio,...)
• usage of filters to separate the information content and the noise
A system view is useful to:
• describe the basic properties of filters, transmission system or
their effect on given signals
• simplify the design of transmission and other systems

Low-pass and band-pass filters are most important system for theory and practice
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 47
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
There are other ways of writing the transfer function of filters:
H (ω ) = H (ω ) e jϕ (ω ) = A(ω )e − jb (ω )

Hereby, it follows:

1. Damping ratio: a (ω ) = −20 log A(ω ) dB

2. Damping angle: b(ω ) = −ϕ (ω )

3. Phase delay: 1
τ Ph (ω ) = − ϕ (ω )
ω
is the time delay of a cosine signal
corresponding to a specific phase φ

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 48
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-Pass
Systems
So that the signal output holds:
⎛ ϕ (ω 0 ) ⎞
jω0 ⎜ t + ⎟
ω0 ⎠
g (t ) = s0 A(ω 0 )e jϕ (ω0 ) e jω0t = s0 A(ω 0 )e ⎝

The signal output is amplified by the factor A(ω 0 ) and is delayed about the
phase delay:
1
τ Ph (ω 0 ) = − ϕ (ω 0 )
ω0

h (t )
s (t ) g (t ) = s0 H ( ω 0 ) ⋅ e jω0 t

H (ω )

To the explanation of the phase delay

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 49
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
4. Envelope delay or group delay:
d
τ Gr (ω ) = − ϕ (ω )

For the explanation, a narrow-band signal is provided in term of
amplitude modulated cosine
s (t ) = ss (t ) cos ω 0t
with the following characteristics is observed:
• S s (ω ) = 0 for ω > ωg with ω g ω0

• This signal will be applied to a linear filter with constant amplitude


and linear damping angle:

Linear filter: s (t ) H (ω ) = A (ω ) ⋅ e − jb (ω ) g (t )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 50
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
A(ω ) = A(ω 0 ) for ω0 − ω g < ω < ω0 + ω g
d
ϕ (ω ) = −b(ω ) = ϕ (ω 0 ) + ϕ (ω ) .(ω − ω 0 ) = −ω 0τ Ph (ω 0 ) − (ω − ω 0 )τ Gr (ω 0 )
dt ω0
For this case, it can be shown:
g (t ) = ss (t − τ Gr ) cos ω 0 (t − τ Ph )

b (ω )
S (ω )
A (ω )

−Ω 0 Ω ω0 − Ω ω0 ω0 + Ω

Magnitude of an input signal and magnitude and damping angle of the


transmission system
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 51
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
Note: Negative phase retardation and envelope delays are no contradictions
to the reality because both are defined for the steady-state condition of the
system.
Example: C

RC
U1 U2 R2

Realizable system with partly negative envelope delay

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 52
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
Distortion-less system:
is a system or a filter which does not change the form of the input signal
s (t ) → g (t ) = h0 s (t − t0 ) where h0 and t0 are real and constant

s (t ) g (t )

s0 h0
s0

t t0 t

Example: Input and output of a distortion-less system

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 53
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
Properties of a distortion-less system:
1. s (t ) → g (t ) = s (t ) ∗ h(t ) = h0 s (t − t0 )
2. H (ω ) = h0 e − jωt0 : transfer function

3. This means: A(ω ) = h0 and ϕ (ω ) = −ω.t0

thus: τ Ph = τ Gr = t0 frequency-independent
All deviations from these properties are called linear distortions:
when i A(ω ) ≠ const. : amplitude distortions
i ϕ (ω ) ≠ −ωt0 : phase distortions

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 54
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
A low-pass filter is a filter which has the property
A(ω ) = H (ω ) = 0 for ω > ω g = 2π f g

The ideal Low-pass filter:


⎛ ω ⎞ − jω t
The transfer function: H (ω ) = A0 rect ⎜ ⎟⎟ e 0
⎜ 2ω
⎝ g ⎠
A0ω g
The impulse response: h(t ) = si (ω g (t − t0 ))
π

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 55
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-Pass
Systems
⎛ ω ⎞ − jωt
H ( ω ) = A0 rect ⎜ ⎟⎟ ⋅ e 0 h (t )
⎜ 2ω ωg
⎝ g ⎠
h0 = A0
π
b ( ω ) = ωt0
H ( ω ) = A (ω )
A0
F

−ωg 0 ωg 0 t0
ω t
1 1
t0 − t0 +
2 fg 2 fg

The ideal Low-pass filter in the frequency and time domain


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 56
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
The step response:
t t
ω (t ) = ∫ h(τ )dτ = h ∫ si(ω
−∞
0
−∞
g (τ − t0 ))dτ

⎡ t0 t ⎤
= h0 ⎢ ∫ si (ω g (τ − t0 ))dτ + ∫ si (ω g (τ − t0 ))dτ ⎥ ( Si func. is symmetric)
⎢⎣ −∞ t0 ⎥⎦

Using integral sine Si(x):


π
x
Si ( x) = ∫ si (ξ )dξ and Si (− x) = Si ( x) and Si (−∞) =
0
2
1 ⎡ 2 ⎤
One gets: ω (t ) = A0 ⎢1 + Si (ω g (t − t0 )) ⎥
2 ⎣ π ⎦

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 57
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
w (t )
max. overshooting 8.95%
A0

A0
2

t0 t
1
2 fg

Step response of a Low-pass filter with Overshooting


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 58
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-Pass
Systems
• Overshooting: 8.95 % of the step amplitude.
• Rise time of the low-pass:
Step size A0 = rise time te ⋅ maximum gradient

d A0ω g
A0 = te w(t ) = te h(t ) = te
dt t = t 0 t = t 0 π

So the rise time becomes:


π 1
te = =
ωg 2 fg
reverse proportional to cut-off frequency

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 59
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
The ideal Band-pass filter:
is defined by the following relation:

⎡ ⎛ ω − ω0 ⎞ ⎛ ω + ω 0 ⎞ ⎤ − jω t0 i Non-zero in a finite band ∆ω


H (ω ) = A0 ⎢ rect ⎜ ⎟ + rect ⎜ ⎟⎥ e
⎣ ⎝ ∆ ω ⎠ ⎝ ∆ ω ⎠⎦ i This range does not include ω = 0

⎡ ∆ω ⎛ ∆ω ⎞ jω0t ∆ω ⎛ ∆ω ⎞ − jω0t ⎤
h(t ) = A0 ⎢ si ⎜ t ⎟e + si ⎜ t ⎟e ⎥ ∗ δ (t − t0 )
⎣ 2π ⎝ 2 ⎠ 2π ⎝ 2 ⎠ ⎦
A ∆ω ⎛ ∆ω ⎞
= 0 si ⎜ (t − t0 ) ⎟ ⎡⎣ e jω0 (t −t0 ) + e − jω0 (t −t0 ) ⎤⎦
2π ⎝ 2 ⎠
A0 ∆ω ⎛ ∆ω ⎞
= si ⎜ (t − t0 ) ⎟ cos(ω0 (t − t0 ))
π ⎝ 2 ⎠

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 60
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
A0 Aω h (t )
π

2π 2π
t0 − t0 t0 +
ω ω

Impulse response of a Band-pass filter


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 61
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
If one compares the impulse response of the ideal band-pass and the ideal
low-pass, one can gets:
h(t ) = hT (t ) × complex envelope with
h(t ): impulse response of the band-pass
hT (t ) : equivalent low-pass impulse response
∆ω
A0
h(t ) = 2 2 si ⎡ ∆ω (t − t ) ⎤ cos ω (t − t )
π ⎢⎣ 2 0 ⎥

0 0

= hT (t ) ⋅ cos ω0 (t − t0 ) with the following relations:

⎛ ω − ω 0 ⎞ − jω t0 ⎛ ω ⎞ − jω t0
H 0 (ω ) = 2 A0 rect ⎜ ⎟e and H T (ω ) = 2 A0 rect ⎜ ⎟e
⎝ ∆ω ⎠ ⎝ ∆ω ⎠
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 62
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems

2A0
Aequiv.lp (ω )

b (ω ) = ω t0
A0

−ω0 ∆ω ∆ω +ω0

2 2 ω
∆ω
∆ω

∆ω
critical frequency ωg = of the
2
equivalent low-pass

Symmetrical Band-pass and appropriate equivalent Low-pass


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 63
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems

The Non-symmetrical Band-pass:


The impulse response of a band-pass (and all other LTI-Systems) must
be a real-valued function of time and has the following properties:

Re { H (ω )} = Re { H (−ω )} : is an even function in ω

Im { H (ω )} = − Im { H (−ω )} : is an odd function in ω

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 64
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems

∆ω ∆ω
Re {H ( ω )}

−ω0 ω0

Im { H (ω )}
H B − (ω ) H B + (ω )

Spectrum of a Non-symmetrical Band-pass


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 65
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
For the following considerations, it gives: H T ( ω ) = H B + ( ω + ω0 )

H (ω ) = H + (ω ) + H − (ω ) with
H + (ω ) = H (ω ) ⋅ ε (ω ) and
H − (ω ) = H (ω ) ⋅ ε (−ω ) Re { H T (ω )}

Because of its properties:


0
H T (ω ) = 2 H (ω + ω 0 )
+

H T (ω ) = Re { H T (ω )} + j Im { H T (ω )} Im {H T (ω )}

∆ω

hT (t ) = u (t ) + j ⋅ v(t )
Equivalent low-pass signal of the non-symmetrical band-pass
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 66
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
Based on the formulas above, one can get the following relations:

H T (ω ) = 2 H + (ω + ω0 ) = 2 ⎡⎣ H − (−ω − ω0 ) ⎤⎦ ∗
1 1
or H + (ω ) = H T (ω − ω 0 ) = H 0 (ω )
2 2
1
H − (ω ) = H T (−ω − ω 0 )
2

with: H (ω ) = H +
(ω ) + H −
(ω )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 67
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
The impulse response of the non symmetrical band-pass is given by:

{ }
h(t ) = Re hT (t )e jω0t = u (t ) cos ω 0t − v(t ) sin ω 0t

= u 2 (t ) + v 2 (t ) cos(ω 0t + ϕT (t )) = hT (t ) cos(ω 0t + ϕT (t ))

hT (t ) : equivalen low-pass or complex envelope


u (t ) : in-phase component
ν (t ) : quadrature component
The impulse response of the general band-pass is an amplitude and angle-
modulated cosine signal.
All relations between s (t ), s 0 (t ), sT (t ) and its Fourier Transforms
also hold for h(t ), h0 (t ), hT (t ) and its Fourier Transforms! (see chap. 2, S.95-100)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 68
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
Transmission of Band-pass signals through Band-pass filters:
For any LTI-system with an arbitrary input y(t), the following holds:

y (t ) → g (t ) = y (t ) ∗ h(t ) G (ω ) = Y (ω ) ⋅ H (ω )

Representing band-pass signal by means of equivalent low-pass signal:


1 1
G (ω ) = GT (ω − ω0 ) + GT * (−ω − ω0 )
2 2
⎡1 1 ⎤ ⎡1 1 ⎤
= ⎢ YT (ω − ω0 ) + YT ∗ (−ω − ω0 ) ⎥ . ⎢ H T (ω − ω0 ) + H T ∗ (−ω − ω0 ) ⎥
⎣2 2 ⎦ ⎣2 2 ⎦
1 1
= YT (ω − ω0 ) ⋅ H T (ω − ω0 ) + YT ∗ (−ω − ω0 ) ⋅ H T ∗ (−ω − ω0 )
4 4

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 69
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems

If one assumes, that YT (ω ) = 0 and H T (ω ) for ω ≤ −ω0


(means: y (t ) and h(t ) are narrow-banded), then:

1 1
GT (ω ) = YT (ω ) H T (ω ) gT (t ) = yT (t ) ∗ hT (t )
2 2
and thus:
⎧1 ⎫
{ }
g (t ) = Re gT (t )e jω0t = Re ⎨ [ yT (t ) ∗ hT (t ) ] e jω0t ⎬
⎩2 ⎭

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 70
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
All-pass filters:
is an LTI system with the property: H (ω ) = A(ω ) = A0
All-pass filters with linear phase:

H (ω ) = A0 e − jω t0 h(t ) = A0δ (t − t0 )
are:
i ideal delay elements for t0 > 0
i ideal predictors for t0 < 0 , because of:

s (t ) → g (t ) = s (t ) ∗ A0δ (t − t0 ) = A0 s (t − t0 )

Usage: often used to correct the phase of transmission channels and filters.

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 71
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
Causal Low-pass filters:
can be derived from the non-causal, ideal low-pass by multiplying the
impulse response with a suitable rectangular function:

⎛ t − t0 ⎞ A0ω g ⎛ t − t0 ⎞
hk (t ) = h(t ).rect ⎜ ⎟= si (ω g (t − t0 ))rect ⎜ ⎟
2
⎝ 0 ⎠ t π 2
⎝ 0 ⎠t
A0ω g ⎛ t ⎞
= si (ω g t )rect ⎜ ⎟ ∗ δ (t − t0 )
π ⎝ 2t0 ⎠

1 ⎛ ω ⎞ − jω t − jω t
H K (ω ) = A0 rect ⎜ ⎟⎟ ∗ 2t0 .si (ω t0 )e 0 = H K (ω ) e 0
2π ⎜ 2ω
⎝ g ⎠

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 72
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
h (t )
⎛ t − t0 ⎞
rect ⎜ ⎟
2
⎝ 0 ⎠t
A0 ∆ω
π

0 t0 2t0
t

Multiplication of the impulse response of the ideal low-pass with a


rectangular function
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 73
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.5 Causal, Analog Low-Pass and Band-
Pass Systems
H g (ω )

b ( ω ) = ω t0

−ω g 0 ωg ω

Magnitude and phase of the causal low-pass filter


The causal low-pass filter lost the shape of the ideal low-pass filter
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 74
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)
Operating the excitation of the following input signal:

s (t ) = s0e pt = s0 eσ t e jω t where p = σ + jω
One gets:
+∞
g (t ) = s (t ) ∗ h(t ) = s0 e pt ∗ h(t ) = s0 ∫ h(τ )e p (t −τ ) dτ
−∞
+∞
= s0 e pt ∫
−∞
h(τ )e − pτ dτ = s0 e pt I The difference is I

For a causal system, it obtains:

With h(t ) ≡ 0 for t < 0


∫ τ − pτ
g (t ) = s0 e pt
h ( ) e dτ = s0 e pt
H L ( p)
0

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 75
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)

1. H L ( p ) is called system function


2. H L ( p ) is the Laplace transform of the impulse response of the causal LTI system.

H L ( p ) = ∫ h(t )e − pt dt
0
3. Because of the restriction to causality, it follows for the convolution integral:
t
g (t ) = ∫ s (τ )h(t − τ )dτ
0

GL ( p )
GL ( p ) = S L ( p ) H L ( p ) ⇔ H L ( p) =
S L ( p)

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 76
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)
4. When combining 2 causal, effectless LTI-system (filters), one obtains:
H L ( p ) = H L1 ( p ) ⋅ H L 2 ( p )

h1 ( t ) h2 ( t )
s (t ) g (t )
H L1 ( p ) H L2 ( p)

Non-reactive combination of two causal LTI-system

5. H (ω ) does not automatically equal the system function H L (p) on the jω _ axis
When moving from H L ( p ) to H (ω ), the following cases can occur:
Case 1:
Re p = β 2 < 0, H L ( p ) jω -axis is covered by convergence area ensuring:
H (ω ) = H L ( jω )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 77
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)
Case 2:
Re p = β1 > 0 ⇒ the jω − axis is outside of the convergence area
→ H (ω ) does not exist
Note: for a causal system where the impulse response is integrable:

∫ h(t ) dt < ∞
0
such case does not occur

Case 3:
Re p = β 0 = 0
H (ω ) = H L ( jω ) + function with suitable Dirac's delta functions

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 78
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)

p - plane

0 σ

β2 β0 β1
Convergence areas of the Laplace transform
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 79
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)
Example: Given is the following network
L
Ri = 0
u1 (t ) u2 ( t )
U1 ( p ) U2 ( p)
C

The corresponding system can be derived as:


1
U 2 ( p) pC ω02
H L ( p) = = = 2 h(t ) = ω0 sin(ω0t ) ⋅ ε (t )
U1 ( p ) pL + 1 p + ω02
pC
ω0 ⎧ ⎡ 1 ⎤⎫
H (ω ) = ⎨[ jπδ (ω + ω 0 ) − jπδ (ω − ω 0 ) ] ∗ ⎢ + πδ (ω ) ⎥ ⎬
2π ⎩ ⎣ jω ⎦⎭
jω 0 ⎧ 1 ⎫
= ⎨[δ (ω + ω ) − δ (ω − ω ) ] ∗ + π [δ (ω + ω ) − δ (ω − ω )
0 ⎬]

0 0 0
2 ⎩ ⎭
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 80
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)
+∞
1 1 dv 1 1
where: δ (ω ± ω 0 ) ∗ = ∫ δ (v ± ω 0 ) =
jω j −∞ ω − v j ω ± ω0
Simplification results:
ω0 ⎡ 1 1 ⎤ ω 0π
H (ω ) = ⎢ − ⎥+ [δ (ω − ω0 ) − δ (ω + ω0 )]
2 j ⎣ jω − jω 0 jω + jω 0 ⎦ 2 j

The corresponding system function:


ω0 2 ω0 2 ω0 ⎡ 1 1 ⎤
H L ( p) = 2 = = ⋅ ⎢ − ⎥
p + ω0 2 ( p − jω0 ) ⋅ ( p + jω0 ) 2 j ⎣ p − jω0 p + jω0 ⎦

ω0π
H (ω ) = H L ( jω ) + [δ (ω − ω0 ) − δ (ω + ω0 )]
2j
m
H (ω ) = H L ( jω ) + π ∑ anδ (ω − ω n )
n =1
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 81
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.6 The System function HL(p)
When moving from H (ω ) to H L ( p ), one can conclude from the existance H (ω ):

i If H L ( p ) exists for Re p = 0 and H (ω ) is represented as an


analytical function of ω , H L ( p ) can be written as:
⎛ p⎞
H L ( p) = H ⎜ ⎟ Re p ≥ 0
⎝ j⎠

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 82
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.7 Network Function as System Function

With networks consisting of LTI elements, the network function N(p) is a


rational fraction function in p with constant, real-valued coefficients:
m

∑ i
a p i
am p m + ... + a0
H L ( p) = N ( p) = i =0
=
n
bn p n + ... + b0
∑i
b p
i =0
i

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 83
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
If the roots of the numerator polynomial p0 and the denominator polynomial p∞ ,
one gets: µ zeros
am ∏ ( p − p0i ) r0 i
H L ( p) = i =1
ν
where:
bn ∏ ( p − p∞i ) r∞i
i =1

µ poles
∑r 0i = Order of the numerator polynom = m
i =1 am
υ Real constant: K =
∑r
i =1
∞i = Order of the denominator polynom = n bn

With poles and zeroes, the transmission properties are fully described:

GL ( p) = H L ( p) S L ( p) g (t ) = h(t ) ∗ s (t ) (apart from K)

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 84
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
ω
j
ω0
p - plane
p∞ 2 j1

p02 p01

−1 1
p∞1 σ
ω0

p∞3 − j1

Example of Pole-Zero plot


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 85
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
The representation of pole-zero diagram can be used to determine the magnitude
and phase and shows the influence of any zero and pole clearly:

( p − p0i ) = p − p0i e jϕ0 i = p − p0i e j ( p − p0 i )

and ( p − p∞i ) = p − p∞i e jϕ∞i


µ

∏ p − p0i
r0 i
Thus:
H L ( p) = K i =1
ν
magnitude
∏ p− p
r∞i
∞i
i =1
µ ν
ϕ ( p ) = arctan K + ∑ r0iϕ 0i ( p ) − ∑ r∞iϕ ∞i ( p ) phase
i =1 i =1

⎧0 K > 0
where: arctan K = ⎨
⎩±π K < 0
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 86
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots

j Im { p}

p − p0
i

ϕ0 i
p
p0
i

Re { p}

Method to determine the influence of a Zero and a


Pole from that Pole-zero plot
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 87
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
With the representation for:
H L ( p ) = H L ( p ) ⋅ e jϕ ( p ) the influence of poles and zeros becomes clear


p - plane
point p = jω
jω − p ∞i
wanted H L (ω ) = H ( ω )

ϕ∞i

p∞ i
jω − p0i

σ
ϕ 0i

p 0i

Method to determine the Influence of Poles and Zeros on


the Magnitude and phase to a point on jw_axis
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 88
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
• Poles and zeros with the same distance to the regarded point cancel each other
• The system function is mainly influenced by the corresponding pole and
zero with the closest distance to p.
•A quick estimation for the transfer function is important for technical
applications:
H L ( jω ) = H (ω ) = A(ω )e jϕ (ω )

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 89
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
Low-pass system: Number of poles > number of zeros

jω because
low-pass (3rd order)
p - plane
A(ω ) =0
ω → ±∞

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 90
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
Band-pass:

i A(ω ) and A(0) = 0 jω


ω → ±∞ band-pass (4th order)

i One or more zeros at the origin. p - plane

i No. of poles > No. of zeros

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 91
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
High-pass: lim A(ω ) = K
ω →±∞

• At least one zero at origin high-pass (3rd order)



p - plane
• No. poles = No. zeros

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 92
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
Band-stop:
lim A(ω ) ≠ 0 and lim A(ω ) = 0
ω →±∞ ω →ω0

• one zero or more at center frequency


• same number of poles and zeros
• No zero at origin

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 93
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
All-pass:
jω − p01 jω − p02
H L ( jω ) = H (ω ) = A(ω ) = K = K
jω − p∞1 jω − p∞ 2
• No. poles = No. zeros all-pass (2nd order)

• Symmetry of pole/zero p = jω regarded frequency jω − p01
locations concern to jω-axis jω − p∞1

p∞ p0 1
1

jω − p02

σ
jω − p∞ 2

p∞ 2
p02

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 94
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
System with all-pass

Minimum-phase-system All-pass

jω jω

1
σ σ

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 95
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots

All-pass as Lattice type Filter for Phase correction.

Causal and stable LTI-systems:


• Poles only located in the left p-half-plane and on the imaginary axis.
• Zeros can be located in both half-planes.

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 96
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
The effect of the single poles and zeros on the transmission system can
be overviewed:
H L (ω ) = e− a (ω ) e− jb (ω )
Normalization of p can be carried out as:
p σ ω
p = σ + jω → p= = +j = Σ + jΩ
ωN ωN ωN
µ µ
ω m
N ∏ ( P − P0i ) r0 i
∏ ( P − P0i ) r0 i

H LN ( p) = K i =1
ν
= Kω N( m − n ) i =1
ν
ω n
N ∏ ( P − P∞i )
i =1
r∞i
∏ ( P
i =1
− P∞i ) r∞i

µ ν
where ∑r
i =1
0i = m and ∑r
i =1
∞i =n

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 97
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
A logarithmation gives:

ln H LN ( jω ) = − aN p (Ω) − jb(Ω)

with aN p (Ω) = − ln( A(Ωω N )) : frequency normalized damping ratio

One can obtain:


µ ν
− aN p (Ω) = ln Kω m−n
N + ∑ r0i ln ( P − P0i ) r0 i
− ∑ r∞ ,i ln ( P − P∞i ) r∞i
i =1 i =1

and for the frequency normalised phase function:


µ ν
ϕ N (Ω) = arctan Kω m−n
N + ∑ r0iϕ N 0i (Ω) − ∑ r∞iϕ N ∞i (Ω)
i =1 i =1

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 98
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
Example: Given is the following circuit:

R
U1 C U2

One gets: 1
U pC 1 1
H L ( p) = 2 = = with p∞1 = −
U1 R + 1 pRC + 1 RC
pC
1
A suitable normalization frequency is: ω N =
RC
1 1
⇒ H L ( P) = = and P∞1 = −1
p
+1 P +1
ωN

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 99
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots

ω
jω = j
ωN
p - plane

jω − p∞ 1

p∞1

−1 1
σ
σ=
ωN

Pole-Zero diagram of the RC-Circuit


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 100
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
1 1
A (ω ) = =
1
1 + jω ′ (ω ′ 2
+ 1)

0 .7 0 7

−2 −1 1 2
ω
ω′ =
ωn

⎛ ω ⎞
b (ω ′ ) = arctan (ω ′ ) = arctan ⎜ ⎟
π ⎝ωN ⎠
2

−1 0 1 ω
ω′ =
ωn

π

2

Magnitude and Phase of the RC-Circuit


Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 101
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.8 Pole Zero plots
d 1
Appropriate envelope delay: τ GrN = − ϕ (Ω ) =
dΩ 1 + Ω2
Γgr

−2 −1 0 1 2
ω
ω′ =
ωN
Envelope delay of RC-Circuit
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 102
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.9 Minimum Phase systems
• An LTI system with zeros in the right half-plane is said to contain all-pass
• Such a system can be divided into:
™ The all-pass which only effect on the phase
™ The all-pass-less or minimum phase system which exhibits the same magnitude
frequency response but with a smaller phase than the original system.

Transformation of non-minimum phase system into minimum phase:


Re { p0 y } = − Re { p0 x } and Im { p0 y } = Im { p0 x }
Theorem: LTI system without poles and zeros in the right half-plane are
stable and of minimum phase.
Theorem: For minimum-phase systems, the phase b(ω ) = − ϕ (ω )
is fully prescribed by A(ω ).
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04
S. 103
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.9 Minimum Phase Systems
System with all-pass

Minimum-phase-system All-pass
jω jω

1
σ σ

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 104
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.10 Stability
An LTI system s (t ) → g (t ) is stable if:

s (t ) < M 1 < ∞ g (t ) < M 2 < ∞

From this, one can conclude:


+∞
s (t ) → g (t ) = ∫ s(τ )h(t − τ )dτ
−∞
where s (τ ) < M 1 < ∞

+∞ +∞ +∞
g (t ) = ∫ s(τ )h(t − τ )dτ ≤ ∫
−∞ −∞
s (τ ) h(t − τ ) dτ < M 1 ∫ h(t − τ ) dτ
−∞

This results to g (t ) < M 2 < ∞ if:


+∞ +∞


−∞
h(t − τ ) dτ = ∫
−∞
h(t ) dτ < ∞ for all t

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 105
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.10 Stability
Reasoning: A system can be described by a fractional rational system function
m µ

∑a p i
i
∏(p − p 0i ) r0 i

H L ( p) = i =0
n
=K i =1
ν

∑b p
i =0
i
i
∏ ( p
i =1
− p∞i ) r∞i

or can be described by the following equation:


ν r∞i
Aik
H L ( p ) = K ⋅ ∑∑ (for n > m)
k =1 ( p − p∞ ,i )
k
i =1

or may have, in the simplest case, just single roots in the denominator polynomial:
n
Ai
H L ( p) = K ∑
i =1 p − p∞ ,i

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 106
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.10 Stability
The transform into the time domain results in the general case to
⎡ ν p∞ ,i .t r∞ ,i Aik k −1 ⎤
h(t ) = K ⋅ ⎢ ∑ e ⋅∑ t ⎥ ⋅ ε (t )
⎣ i =1 k =1 ( k − 1)! ⎦
or for simple poles to:
⎡ n p .t ⎤
h(t ) = K ⋅ ⎢ ∑ Ai ⋅ e ∞ ,i ⎥ ⋅ ε (t )
⎣ i =1 ⎦
1. In the general case, the impulse response consists of time function e( p∞i .t ) .t k −1
where the term e( p∞it )t r∞i −1 have to be respected
All these terms get smaller for a growing t, if:

Re { p∞i } = σ ∞i < 0

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 107
Fachgebiet N T S
Nachrichtentechnische Systeme
3.3.10 Stability
This means that the corresponding pole is located in the left p-half-plane:

lim e( p∞it )t r∞i −1 = 0 for Re p∞i < 0


t →∞

Theorem: The poles of the system function of a stable causal network are all
located in the left half-plane.

Theorem: The poles of the system function of a stable network can be


located in the left half-plane and on the imaginary axis.
On the imaginary axis, they must be single. The appropriate denominator
polynomial must have roots with negative real part or single roots with a real
part of zero. This is the case of a special (conditional) stability!

Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04


S. 108
Fachgebiet N T S
Nachrichtentechnische Systeme

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