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Laplace Transforms and Fourier Series Lecture Notes
Laplace Transforms and Fourier Series Lecture Notes
LAPLACE TRANSFORMS The s-plane is called the complex frequency plane with σ as real axis
and ω as imaginary axis
Laplace transform is an integral transformation of a function f(t) from
the time domain to the complex frequency domain, giving F(s).
Properties of Laplace Transform
1 𝑠
Scaling Property 𝑓(𝑎𝑡) ⇔ 𝐹( )
𝑎 𝑎
∞
s-shifting
𝑭(𝒔) = ∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕 𝑒 𝑎𝑡 𝑓(𝑡) ⇔ 𝐹(𝑠 − 𝑎)
−∞ (first shifting theorem)
Time shifting
where 𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎) ⇔ 𝑒 −𝑎𝑠 𝐹(𝑠)
(second shifting theorem
s = complex freq. variable
s = σ + jω 𝑑 𝑛 𝐹(𝑠)
Differentiation property 𝑡 𝑛 𝑓(𝑡) ⇔ (−1)𝑛
j = imaginary unit 𝑑𝑠 𝑛
➢ Circuit analysis
Convolution Property 𝑓(𝑡) ∗ 𝑔(𝑡) ⇔ 𝐹(𝑠) 𝐺(𝑠)
➢ Feedback control systems
➢ Signal processing
Examples:
Trigonometric Fourier Series 16. Find the average value and the Fourier coefficients an and bn for
The trigonometric Fourier series expansion of a periodic function f(t) the function defined by
whose period is T is given by 𝑡, 0 < 𝑡 < 1
𝑓(𝑡) = {
0, 1 < 𝑡 < 2
∞
2𝑛𝜋 2𝑛𝜋
𝑓(𝑡) = 𝑎0 + ∑ {𝑎𝑛 cos ( 𝑡) + 𝑏𝑛 sin ( 𝑡)}
𝑇 𝑇
𝑛=1
2 𝑇 2𝑛𝜋𝑡
𝑎𝑛 = ∫ 𝑓(𝑡) cos ( ) 𝑑𝑡
𝑇 0 𝑇
2 𝑇 2𝑛𝜋𝑡
𝑏𝑛 = ∫ 𝑓(𝑡) sin ( ) 𝑑𝑡
𝑇 0 𝑇
Amplitude-Phase Form
∞
2𝜋𝑛𝑡
𝑓(𝑡) = 𝑎0 + ∑ 𝐴𝑛 cos ( + 𝜙)
𝑇
𝑛=1
𝑏𝑛
𝐴𝑛 = √𝑎𝑛2 + 𝑏𝑛2 ; 𝜙 = − tan−1
𝑎𝑛
1 2 2 2
Ans: 𝑓(𝑡) = 2 + 𝜋 sin 𝜋𝑡 + 3𝜋 sin 3𝜋𝑡 + 5𝜋 sin 5𝜋𝑡 + ⋯
∑ 𝒂𝒏 = 𝐥𝐢𝐦 𝒔𝒏 = 𝑺
𝒏→∞
𝒏=𝟏
𝟐𝒏
𝒔𝒏 =
𝟑𝒏 + 𝟓
∑ 𝒂𝒓𝒏−𝟏
𝒏=𝟏
10 29 40
5− + − +⋯
3 9 27
If two series converge, then their sum and difference also converge.
If ∑ 𝑎𝑛 is convergent, 𝐥𝐢𝐦 𝒂𝒏 = 𝟎. However, the converse is not true.
𝒏→∞
If lim 𝑎𝑛 does not exist or is not equal to zero, then ∑ 𝑎𝑛 diverges.
𝑛→∞
Power Series
INFINITE SERIES ∞
∑ 𝒂𝒏 (𝒙 − 𝒄)𝒏 = 𝒂𝟎 + 𝒂𝟏 (𝒙 − 𝒄) + 𝒂𝟐 (𝒙 − 𝒄)𝟐 + ⋯
A (infinite) series is an expression that involves summation of the 𝒏=𝟎
terms in an infinite sequence.
∞ Radius of convergence, R
∑ 𝒂𝒏 = 𝒂𝟏 + 𝒂𝟐 + 𝒂𝟑 + ⋯ 𝟏 𝒂𝒏+𝟏
𝑹= ; 𝑳 = lim | |
𝒏=𝟏 𝑳 𝒏→∞ 𝒂𝒏