10.03.

2011

TEL252E
Signals and Systems
Chapter 7

Prof.Dr. Muhittin Gökmen

Dept Of Computer Eng
Dept. Eng.

Course Outline (Tentative)

 Fundamental Concepts of Signals and Systems
 Signals
 Systems
 Linear Time-Invariant (LTI) Systems
 Convolution integral and sum
 Properties of LTI Systems …
 Fourier Series
 Response to complex exponentials
 Harmonically related complex exponentials …
 Fourier Integral
 Fourier Transform & Properties …
 Modulation (An application example)
 Discrete-Time Frequency Domain Methods
 DT Fourier Series
 DT Fourier Transform
 Sampling Theorem
 Z Transform
 Laplace Transform
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Chapter VII
Laplace
p Transform

Laplace Transform

For an LTI system with impulse response h(t), the

response to est

y t   H s  e st where H s    ht  e  st dt


(est: eigenfunction of LTI systems)

 For s=jω: H(s) corresponds to the FT of h(t)

 For g
general complex
p variable s: H(s)
( ) is the Laplace
p transform of h(t)
()
Δ 
(bilateral) Laplace transform of x(t): X s    xt  e  st dt

L
 Here, s = σ+jω, x(t) X(s), or X(s) = L{x(t)}

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Laplace Transform

To see the relation between LT and FT


X s   X σ  jω    xt  e
 σ  jω  t
dt



 xt e e
σ t  jω t
 dt


 X σ  jω   F xt  e  σ t  

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Laplace Transform
Example:

Consider e  at ut 

 FT X ω  converges for a  0

 
 X ω   e  at
u t  e  jω t
dt   e  at e  jω t dt
 

X ω 
1
 for a  0
jω  a
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Laplace Transform

LT  X(s)   e -at e -st dt or for s  σ  jω
0
 x(t)
X(s)   e -(σ  a)t e -jt dt
0
σ+jω t
Fe   (  a ) t

u (t )
1 Im
X (  j )  for   a  0
(  a )  j Re
-a

for Res  -a
1
 X (s)  s-plane
sa

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Laplace Transform
x(t)

Example: Consider x(t)  e u (t ) -at

  Im
X(s)    e e u(  t)dt   e
-at -st -(s  a)t
dt Re
- -
-a

Res  a  0 or Res  a
1
X (s)  with
sa
 LT for e-atu(t) and –e
e-atu(-t)
u( t) are the same except for the values of s
for which LT converges (region of convergence)

 LT defined with the algebraic expression and ROC

 The ROC for the LT X(s) is defined as those values of s= σ+jω for
which the FT of x(t)e-σt converges
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Laplace Transform

In general, LT is rational, i.e., ratio of polynomials in s

Ns  numerator polynomial

X s  
Ds  denominator polynomial

 LT is rational whenever x(t) is linear combination of

real/complex exponentials

 Rational X(s) is fully characterized by (except for a scale

factor) pole-zero plot

 For s=jω: ET corresponds to FT  If ROC of LT does not

include the jω-axis (Re{s}=0), then FT does not converge

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ROC for Laplace Transform

LT of x(t), X(s) converges for a set of σ=Re{s} values.
Therefore, convergence depends only on real part, not on ω.
 

 or  x t  e σ t dt   
 
  
P1. The ROC of X(s) consists of strips parallel to the jω-axis
in the s-plane.
• When X(s) is rational, its value at a pole is infinite.
Therefore,
P2. For rational LT, the ROC does not contain any poles
P3. If x(t) is of finite duration and is absolutely integrable,
then ROC is the entire s-plane
(by intuition  proof is on pg. 664, Oppenheim)

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ROC for Laplace Transform

- Consider a right-sided signal, i.e., x(t)=0 for t<T1

- It is possible that no s exists for which LT converges
2
(x(t)=et u(t)) try!
- However, if LT converges for some value σ=σ0, then
  :absolutely integrable
 x t  e σ 0 t dt   
 T  for F {x(t)e-σ0t} to
1  converge

If σ1 > σ0 x(t)e-σ1t is also absolutely integrable (since it decays

faster as t ∞)

- Therefore, if a point s is in the ROC then all the points to

the right of s (with larger real parts) in ROC
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ROC for Laplace Transform

P4. If x(t) is right-sided and if the line Re{s}=σ0 is in ROC,

{ }
then all values of s for which Re{s}>0 will also be in the
ROC. (ROC is to the right of a vertical line)
T1

P5. If x(t) is left-sided and if the line Re{s}=σ0 is in ROC,

then all values of s for which Re{s}< σ0 will also be in the
ROC. (ROC is to the left of a vertical line)
From P.4. and P.5: T1

P6. If x(t) is two-sided and if the line Re{s}=σ0 is in ROC,

then the ROC will consist of a strip in the s-plane that
includes the line Re{s}=σ0
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Inverse Laplace Transform

Recall that X (  j )  F {x(t )e t } with Re{s} in ROC

Take inverse FT of both sides

1
x(t )e t   X (  j )e
jt
d
2 

1
 X (  j )e
(  j  ) t
x(t )  d
2 

Change variables   jw  ds  jdw

  j
1
x (t )   X ( s )e st ds
2j   j
: Inverse Laplace Transform

(Re{s}   )
 Contour integration over a straight line (Re{s}   ) on s-plane
 For rational LT, partial-fraction expansion is used for inverse LT
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Inverse Laplace Transform

1
Example: Consider X ( s )  , Re{s}  1
( s  1)( s  2)
 Perform
f PFE  1 1
X (s)    X 1 (s)  X 2 ( s)
s 1 s  2
1
X 1 ( s)  with Re{s}  1 or  1  x1 (t )  e t u (t )
s 1
1
X 2 (s)  with Re{s}  2 or  2  x2 (t )  e  2t u (t )
s2

x(t )  x1 (t )  x2 (t )  (e  t  e 2t )u (t )

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Inverse Laplace Transform

In general, for rational LT in the form:

m
Ai
X ( s)  
i 1 s  ai

If the ROC is to the right of the pole at s   a,i then the inverse LT of

Ai
the term is Ai e  ai t u (t ) . If the ROC is to the left of the pole at s  ai
s  ai
 ai t
then the inverse LT of the term is  Ai e u (t )

2011 TEL252E Signals and Systems 15

Properties of Laplace Transform

1. Linearity: if x1 (t ) 
 X 1 ( s )
L
ROC : R1 then
x2 (t ) 
L
X 2 ( s ) ROC : R2

ax1 (t )  bx2 (t ) 
L
aX 1 ( s )  bX 2 ( s) with ROC : includes R1  R2

2. Time Shifting: if x(t ) 

L
X ( s) ROC : R then

x(t t 0 ) 
L
e  st0 X ( s) ROC : R

3. Shifting in s-domain: if x(t ) 

L
X ( s) ROC : R then

e s0t x(t ) 
L
X ( s  s0 ) ROC : R  Res0 

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Properties of Laplace Transform

4. Time Scaling: if x (t ) 
L
X ( s) ROC : R then

1 s R
x(at ) 
L
X ( ) with ROC : for (a  1)
a a a

5. Convolution Property: if x1 (t ) 

L
X 1 ( s ) ROC : R1
then x2 (t ) 
L
X 2 ( s ) ROC : R2
x1 (t )  x2 (t ) 
L
X 1 ( s ) X 2 ( s ) with ROC : includes R1  R2

6. Time differentiation: if x(t ) 

L
X ( s) ROC : R then
dx(t ) L
 sX ( s ) ROC containing R
dt
(possible cancellation of 1st order pole at s=0)
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Properties of Laplace Transform

7. Differentiation in S-domain: if x (t ) 
L
X ( s) ROC : R
then dX ( s )
 tx(t ) 
L
 with ROC : R
ds

Example: Consider an LTI causal system described by

d 2 y (t ) dy (t ) dx(t )
3  2 y (t )  2  x(t )
dt 2
dt dt
Take LT of both sides

s 2Y ( s )  3sY ( s )  2Y ( s )  2sX ( s )  X ( s )
2s  1 Y (s)
 H (s)  2  transfer function (LT of h(t))
s  3s  2 X ( s )
For the system to be causal, the ROC for H(s) must be to the right of the
right-most pole (σ>-1)
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Properties of Laplace Transform

8. Initial & Final value Theorems:

x(0  )  lim sX ( s ) (initial value theorem)

s 

lim x(t )  lim sX ( s ) (final value theorem)

t  s 0

(for proof solve Problem 9.53)

Study Table 9.1 for LT properties and 9.2 for LT pairs

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Analysis of LTI Systems with LT

1. Causality: For a causal LTI system, h(t)=0 for t<0 (right-sided)

 Th
The ROC associated
i t d with
ith the
th system
t function
f ti (H(s))
(H( )) for
f a causall system
t
is a right half-plane.

(Anticausal: h(t)=0 for t>0)

2. Stability: h(t) must be absolutely integrable  FT of h(t) converges

 An LTI system is stable iff the ROC of its system function (H(s)) includes
the jω-axis (Re{s}=0)

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