Professional Documents
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Mathematical tools
-
Simon CHESNE
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Outline -Mathematical tools
• Elementary functions
• Convolution integral
• Frequency domain representations
• Fourier transform
• Laplace transform
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Elementary functions
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Elementary functions
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Elementary functions
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Elementary functions
The Dirac delta distribution
(t )dt = 1
−
du (t )
We can consider (t) as the derivative of the step function (t ) =
dt 6
Elementary functions
The Dirac delta distribution
+
(t )dt = 1
−
pour t = 0
(t ) =
0 pour t 0
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Convolution integral
• The convolution of x and h is written x∗h, denoting the operator with the symbol ∗.
It is defined as the integral of the product of the two functions after one is
reversed and shifted. As such, it is a particular kind of integral transform:
x(t ) h(t ) = x(t )* h(t ) = x( )h(t − )d
−
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Convolution integral
1. Express each function in terms of a dummy
variable
2. Reflect one of the functions
3. Add a time-offset, t, which allows to slide along
the axis.
4. Start t at −∞ and slide it all the way to +∞.
Wherever the two functions intersect, find the
integral of their product.
The resulting waveform (not shown here) is the
convolution of functions f and g.
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Convolution integral
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Convolution integral
• Properties:
• Dirac – Impulse response
• Temporal response of a system
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Convolution integral
• Dirac – Impulse response
x(t)
M y(t)
𝛿 𝑡 ∗ ℎ 𝑡 = ℎ(𝑡) 𝛿 𝑡 − 𝑎 ∗ ℎ 𝑡 = ℎ(𝑡 − 𝑎)
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Convolution integral
Input System Output
h(t) y(t)
x(t)
Time domain
x(t)
H(ω)
M y(t)
Frequency domain
k
Convolution integral
Single impulse response h(t).
e(t)
eΔt (t)
𝑒 𝑡 ≈ 𝑒∆𝑡 (𝑡) ≈ 𝑒𝑖 𝛿(𝑡 − 𝑖∆𝑡)
𝑦 𝑡 ≈ 𝑒𝑖 𝛿 𝑡 − 𝑖∆𝑡 ∗ ℎ(𝑡)
Δt t
𝑦 𝑡 = 𝑒(𝑡) ∗ ℎ(𝑡)
The input can be written as the sum of impulse
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Convolution integral
• Practical example
• Measurement of the impulse response
Output
System (h(t) the impulse response)
Input (Impulse)
𝛿 𝑡 ∗ ℎ 𝑡 = ℎ(𝑡)
• Now we can simulate the response y(t) for all forms of input e(t).
𝑒(𝑡) ∗ ℎ(𝑡) = 𝑦 𝑡 18
Exercises and Examples
• Cruise control model
• Rotational motion: Satellite Attitude control model
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Frequency domain representations
• Time domain Vs frequency domain
… frequency domain
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Frequency domain representations
+∞
+∞
In the follow up, we will usually employ a lower case letter for a time-
domain signal, and an upper case letter for Laplace-domain signals
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Frequency domain representations
• Properties
• Convolution of time-domain signals
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Frequency domain representations
• Properties
• Integration theorem:
• Derivation theorem
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Frequency domain representations
• Laplace transform of common signals
• Dirac
“Proof”
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Frequency domain representations
• Laplace transform of common signals
• Step function
“Proof”
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Frequency domain representations
• Inverse Laplace transform
• Complex calculus
• Not used!
• In practice, we prefer breaking down the function X(s) into a sum of simple
elements, then use the inverse Laplace transform table and the linearity
property of this operator for finding the corresponding time-domain signal.
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Frequency domain representations
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Frequency domain representations
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Frequency domain representations
• Classical functions (t>0)
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Frequency domain representations
• Using Laplace transform to solve differential equations
u(t) y(t)
System
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Exercice – introduction to block diagrams
• Solve this system using Simulink
• Input: d and e (step functions)
• Output: a
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