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Chapter 7 - Transform Theory
Chapter 7 - Transform Theory
Objectives
Upon completion of this chapter you will be able to:
Analyze a function in terms of Laplace Transform.
Determine the Z-Transform of a discrete function.
Determine Fourier Transform of a continuous function.
Introduction
The Transforms are used to transform the complicated differential or difference equation
into a simple algebraic equation. This is called as Operational Calculus. In case of Laplace and
Z-Transforms especially we have the advantage that we can consider initial conditions
directly without too much of an effort. Fourier Transform is a special case of Laplace
Transform and it converts a function from time domain to frequency domain. It is helpful in
analyzing the frequency spectrum of a function i.e. the strength of different frequency
components in a function.
Laplace Transform
Laplace Transform is more general as compared to Fourier Transform. The Laplace Transform
of a function f(t) can be computed as,
F s f t estdt
Where, s i
This is called as Bilateral Laplace Transform as the integral goes from to
This Transform fails for exponential and sinusoidal functions and hence we define Unilateral
Laplace Transform.
F s f t estdt
0
X s x t eteitdt
If real part of s, 0
So, for imaginary values of ‘s’ Laplace Transform converges to Fourier Transform.
Solved Examples
Problem: Find Laplace transform of given signal & indicate region of convergence for the
following signals.
1. x t e u t
at
Solution: X s eatu t est dt esat dt
0
Region of convergence Re s a 0 => Re s a
1 sat
X s e
s a
0
1
X s
s a
2. x t e u t
at
Solution: X s eatu t est dt e dt
0 sa t
Region of convergence
Re s a 0 =>Re s a
0
1 sat
X s e
s a
1
X s
s a
Note: For the above two signals the expression for the Laplace Transform is same but their
ROCs are different. So ROC makes the Laplace Transform of a signal unique.
If the Laplace Transform of a signal can be expressed in rational form as shown below
k s s1 s s2 ...... s sn
G(s)
s s s s ...... s s
a b m
Where k is constant
If in the Laplace Transform we put s sa ,sb .......,sm the value of Laplace Transform
becomes infinity & thus these are called as poles of Laplace Transform.
If in Laplace Transform we put s s1 ,s2 .......,sn , the value of Laplace Transform is zero &
these are called as zeroes of Laplace Transform.
Gamma Function
n!
n1 ; n Z
s
L tn s>0
n 1 ; n Z
sn1
n 1 n! , n Z
1
1 1 &
2
ut 1 Re s 0
s
tu t 1 Re s 0
s2
tnu t n! Re s 0
sn1
u t 1 Re s 0
s
tu t 1 Re s 0
s2
tnu t n! Re s 0
sn1
eatu t 1 Re s a
sa
teatu t 1 Re s a
s a
2
tneatu t n! Re s a
s a
n1
eatu t 1 Re s a
sa
tneatu t n! Re s a
s a
n1
cos(at) u t 2
s Re s 0
s a2
sin(at) u t a Re s 0
s2 a2
cosh(at) u t s Re s a
s2 a2
sinh(at) u t a Re s a
s2 a2
eat cos(bt) u t sa Re s a
s a
2 2
b
1. Linearity
If x1 t
L.T.
X1 s
If x2 t
L.T.
X2 s
Then ax1 t bx2 t
aX1 s bX2 s L.T.
2. Time scaling
If x t
L.T.
X s
1 s
Then x at
L.T.
X
a a
3. Time shifting
If x t
L.T.
X s
L.T.
Then x t t0
e
st0
X s
4. Shifting in s-domain
If x t
L.T.
X s
e 0 x t X s s0
st L.T.
dn
x t
L.T.
snX s sn1x 0 sn2x' 0 ......
dtn
6. Integration in time
If x t
L.T.
X s
X s
x d
t
s
x 0
7. Differentiation in s-domain
If x t
L.T.
X s
d
t x t X s
ds
8. Integration in s-domain
x t
If x t X s . Then, X s ds
L.T.
t s
When there is a finite jump in the signal value instantaneously then it is modeled as Step
Function and there is a change of ‘1’ then it is called as Unit Step Function.
1 ; t a
u t a or ua t or H t a
0 ; t a
eas
L u t a
s
1
L u t
s
L f t a u t a eas F(s)
If we apply large forces in a short time, then the product of force and time is called unit
Impulse and the limiting form of force is known as impulse function.
1
, a t a
0
t a lim e t a lim
0
0 , otherwise
; t a
t a
0 ; t a
L t a eas
L t 1
L f(t) t a eas f a
L u' t a L t a eas
f t t a dt f t t adt f a
0
To find final value, all pole must lie on left side of s-plane, if at least one pole on right side
of s-plane, the system becomes unstable, for unstable system final value cannot be
determined.
Solved Examples
1
Solution: Laplace Transform of e will be
at
sa
F(s) L e L e s loga
loga t 1
t loga
Solution: F(s) = L sin t L t1/2
t3/2 t5/2 t7/2
3!
5!
7!
............
1 3 5
1 1 1
2 2 2 1/2 3/2 . 1/2 5/2 . 3/2 . 1/2 .
F(s) 3/2 ......... 3/2 .....
s 3! s5/2
5! s7/2
s 3! s5/2 5! s7/2
1 1 1 e1/ 4s s 0
F(s) 1 ........
2s 4s 2! 4s 3! 4s
3/2 2 3
2s3/2
2
Problem: Determine Laplace Transform of e t .
Solution: F(s) = L et
2 t 4 t6
L 1 t2 ...........
2! 3!
1 2! 4! 6!
2n! Divergent series
F(s) 3
s s 2! s5 3! s7
........
n0 n!s
2n1
Since all are increasing terms. These transformations does not exist.
1
Solution: F(s) = L sin3t cos 4t 2
L sin7t + sin t
1 7 1 1 6s2 42
3s2 21
F(s) 2 2
2 S 49 S2 1 2 s2 49 s2 1
s 49 s2 1
Solution: F(s) = L cost cos2t cos8t 1
2
L cos3t cos t cos3t
1 1
F(s)
2
L cos2 3t cost cos3t L 1 cos6t cos 4t cos 2t
4
© Kreatryx. All Rights Reserved. 8 www.kreatryx.com
Engineering Maths (Transform Theory)
1 1 s s S
F(s) 2 2 2
4 s s 36 s 16 s 4
t
e S
1/s
Problem: If L f t then L e3t f 3t dt _______?
0
1 s 3e3/s e3/s
Solution: L f 3t F
3 3 3s
s
t 1 e3/S e3/s
L f 3t dt 2
0 s s s
3t
t
e3/s + 3
L e f 3t dt
s 3
2
0
t 2
2
; t2
Problem: Determine Laplace Transform of f t ?
0
; t2
2
Solution: f t t 2 u t 2
2
L t2
s3
L t 2
2
e 2s
2
s3
Solution: f t u t 3 u t 1 u t 3 u t 4 2u t 5
1
F s 1 3es e3s e4s 2e5s
s
x n ; n x<n+1
n Z
f t u t 1 u t 2 u t 3 ..........
e s
F(s) 1 es e2s e3s .........
s
e s e s
1
F(S) 1 e s
s
s 1 e s
Bilateral LT doesn’t exist for periodic signals rather Unilateral LT exits as there is no
common ROC between poles.
X s
F s Where X(s) is Laplace transform of one period of signal.
1 esT
Where T represents time period of the signal
Solved Examples
1
L f t
s2
L sin t u(t) sin t u t
1 e
1
s
1
s
L f t
s2
s2
2
1 e
s s
s
2
2
1 e
1 e 1 e
1 e
1
L f t
s 2
s 2
1 e
cos t
Problem: If L sin t e1/ 4 S
2S /2
find L
t
Solution: f t sin t f 0 0
cos t
f 't
2 t
L f ' t sL f t f 0
Solved Examples
1
Problem: Determine Inverse Laplace Transform of
4s 3
3 3
1
1
3
t
1 1 1 1 t 1 1 t t2 e 4
Solution: L
1
L
1
1/2
e L 1 e
4 1 4
4s 3 4 3 4 s 2 2 1/ 2 2 t
s 4
b
1 1 at tn1
Therefore, L1 n
e
aS b
an n
1 1
Problem: Determine the Inverse Laplace Transform of cot s
s
Solution: Let F s cot 1 s
d 1
F S 2
ds S 1
d
ds
L1 F s t L1 F s
1
L1 2 t L1 cot 1 s
s 1
sint 1
i.e.
t
L cot 1 s
1 t sint
L1 cot 1 S dt
s 0 t
Solution: Final value theorem is not applicable as poles are on right side. So the system is
unstable. Hence, final value is undefined.
Problem: Determine the solution of following differential equation using Laplace Transform.
d2 y dy dy dy
3 2y 8t; y(0) 0, 1. Then t0 =?
dt2 dt dt t0 dx
s2
3s 2 Y s 1 y ' 0 1 1 2
2 1 2 2
y t L1 2 L
s 3s 2
s 1 s 2
t 2t
2e 2e u t
dy
2et 4e2t
dt
dy
2 4 2
dt t 0
Fourier Transform
For Continuous time signals, Fourier Transform is called as Continuous Time Fourier
Transform (CTFT) and for discrete signals it is called as Discrete Time Fourier Transform
(DTFT).
These equations are used to find Fourier Transform of a signals and analyse the frequency
components of a signals and hence these are termed as Analysis Equation.
x t e
jt
X() dt
x t e
j2 ft
X(f) dt
These equations are used to derive signal in time domain from frequency domain and hence
these are termed as Synthesis Equation.
1
x(t) X e j t d
2
Drichlet’s Conditions
x t dt
1) x(t) must be absolutely integrable
2
Fs f t Fs
0
f t sin t dt (Fourier Sine Transformation)
2
f t Fs 1
F
s
F sin t d
0 s
(Inverse Fourier Sine Transformation)
2
Fc f t Fc
0
f t cos tdt (Fourier Cosine Transformation)
2
f t Fc 1 Fc F cos td
c
(Inverse Cosine Transformation)
0
Solved Examples
1 ; t a
Problem: Find Fourier Transform of f(t)
0 ;
t a
a a
1 eit
1 1
Solution: F f t
2
f t e dt it
2 a
1 e dt
2 i. a
it
1 t
2
; t 1
Problem: Find Fourier Transform of f t
0
; t 1
1 it
1 1 eit e eit
Solution: F f t
1 t e dt
2 it
2 i
1 t 2t
2
2 3
2 1
i 2
i
1 2 i 2
2
2 e e
i
3 ei ei
i
1 2 2 1 4
2 2cos 3 2isin sin cos
3
2 i 2
; a 0
a t
Problem: Find Fourier Transform of e
0
e e a i t
a i t
Solution: F 1 e e dt e e dt
at it at it
0 a i
a a i 0
1 1 2a
2
a i a i a 2
2 ax 2 ax eix eix
Solution: Fs
0 0
e sin xdx e dx
2
2 e(ai)x e(ai)x
Fs
0
dx
2
1 e(ai)x e(ai)x 1 1 1
Fs
2 a i a i 0 2 a i a i
2 i
Fs
a2 2
eax 2
Solution: Fs Fs xeax sin xdx
x 0
Integrate w.r.t ω
2 cos x
F d 0 xeax
x
dx
2 ax
Fs d 0
e cos x dx
2 ax eix eix
Fs d 0
e
2
dx
2 e(ai)x e(ai)x
F d
s
0 2
dx
1 e(ai)x e(ai)x 1 1 1
Fs d 2 a i a i 2 a i a i
0
2 a
F d
s
a2 2
Diff. w.r.t ω
2 2a
fs s
2 a2 2
Self-Reciprocal Functions
If the transformation of a function is the function itself then it is called self reciprocal.
1 1
Fs
x
1 1
Fc
x
x2
2
Fe 2 e 2
Solved Examples
1 ; 0 t 1
Problem: If f x sintxdx 2 ; 1 t 2 Then find f(x)?
0 0 ; t 2
Solution: f x Fs 1 Fs t 2 F t sintxdt
s
0
2
1 2
1sintxdt 2sintxdx 0dt
0 1 2
2 cos tx 2cos tx
1 2
x t 0 x 1
1. Symmetry or duality
if x t
F.T.
X
Then x t
F.T.
2X or x t
X f F.T.
2. Linearity
if x1 t
F.T.
X1
if x2 t
F.T.
X2
Then ax1 t bx2 t F.T.
aX1 bX1
Solved Examples
Solution: t
1 F.T.
F.T.
1 2 2 f
3. Time shifting
If x t
F.T.
X
jt0
Then x t t0
F.T.
e X
4. Time scaling
If x t
F.T.
X
1
Then x at
F.T.
X
a a
5. Time Reversal
If x t
F.T.
X j
Then x t
F.T.
X j
6. Conjugation
If x t
F.T.
X j
Then x * t
F.T.
X * j
7. Shifting in frequency
If x t
F.T.
X
x t X 0
j0t F.T.
Then e
Solved Examples
Problem: Find Transfer Function of the system described by the following equation
y t x t 2 x t 2
Solution: Y e j2
X e j2X
Y
e j2 e j2 2 jsin 2
X
X 0 0
8. Differentiation in time
If x t
F.T.
X
d
Then x t
F.T.
jX
dt
dn
x t j X
F.T. n
dtn
9. Integration in time
If x t
F.T.
X
t
X
x d
F.T.
Then + X(0)()
j
Solved Examples
Problem: Find Transfer Function of the system described by the following equation
d2
y t x t 3
dt2
dt
Y
X
2e3 j
10. Differentiation in frequency
F.T.
If x(t) X()
F.T. d
Then jtx(t) X()
d
F.T.
( jt)n x(t)
dnX() F.T.
tneat x(t) n!
dn (a j)n1
11. Convolution
In Time:
In Frequency:
1
x1 (t)x2 (t) (X () * X 2 ())
2 1
x1 (t)x2 (t) (X1 (f) * X2 (f))
e
jkw0t
2 0
sin w 0 t
j 0 0
1 2
2 2k
t nT
n
T K T
f t
jn0t
Cne
n
F 2Cn n0
n
F 2 Cn n0
n
The z-Transform
Z Transform also has similar properties of Laplace Transform but the main difference is that
it operates only on discrete functions but not on continuous functions
If H(z) is z-Transform of discrete function h[n].
H z h n z n
n
Let z re j
X re j
n
x n r ne jn
X e j
n
x n e jn = Fourier Transform for discrete functions.
So, for all ‘z’ lying on the unit circle z-Transform converges to Fourier Transform.
Inverse z-Transform
To recover a discrete time signal from its Z-Transform the following Synthesis Equation must
be used which is also called as Inverse z-Transform.
Inverse ZT X z x n
1
X z zn1dz
2 C
x n
ROC is range of values of ‘z’ for which z-Transform converges is known as region of
convergence.
Solved Examples
anz nu n az 1
n
Solution: X z
n n0
1
X z ; az 1 1 => z a
1 a
z
1 1
anz n az 1
n n
Solution: X z anu n 1z n az 1
n n n n1
a1 z
n
X z
n1
; a1 z 1 => z a
z
a z
X z
1 z z a
a
Note: For the signals mentioned in above examples the z-Transform turns out to be same
but their ROCs are different. So, ROC makes a z-Transform unique.
1
Problem: Determine Z-Transform of the following signal
n!
1 1 n 1 1 1 1
Solution: Z
Z 1 e z
; z 0 or z 0
n!
n 0 n! z 2!z 2
3!z 3
1 1 1 1
Similarly, Z z n 1 ..................
n 1 !
n 0 n 1 ! 2!z 2
3!z 3
1 1 1 1
Z Z ..................
n 1 ! z 2!z 3!z
2 3
1 1 1 1
Z Z 1
.........................1 z e1/z 1 for Z 0
n 1 ! z 2!z 3!z
2 3
1 1 1
Similarly Z z n e1/z
n 1 !
n1 n 1 ! z
1
Problem: Determine Z-Transform of
n 1
1 1 n 1 1 1
Solution: Z z 2 3 4 ......................
n 1 n2 n 1 3z 4z 5z
1 1 1 1 1 z
Z 2 3 ............ z log
1
n 1 z 3z 4z 5z z 1
Z cosn ?
Z sinn ?
z e z e z e
n z z z e i
Z e i
for z ei 1
i i i
z2 z cos isin z 2 z cos iz sin
z
Z e in
2
z ei ei eiei 1 z 2 2z cos 1
z2 z cos
z cosn 2
z 2z cos 1
z sin
z sinn
z 2z cos 1
2
z sinh
Similarly z sinhn z 2z cos 1
2
z sinh
Similarly z sinhn z 2z cosh 1
2
z 2 z cosh
z coshn
z 2 2z cosh 1
Solved Examples
1 1 z sin2
Solution: Z sinn cosn 2
Z sinn 2 2
2 z 2z cos2 1
1 n 1 n
n 0
3 2
Solution: f(n) n
1
3 n0
z z z
F(z)
1 1 3z
z z
3 2
The ROC for each term in above expression is,
1 1
z & z and z 3
3 2
1
The intersection of these regions is, z 3
2
anu n z z a
za
anu n 1 z z a
za
nanu n az z a
z a
2
n
a ,0 n N 1 1 aNz N z 0
1 az 1
cos 0nu n
z z cos 0 z 1
z 2z cos 0 1
2
Properties of Z-transform
1. Linearity
Z.T.
x1 n X1 z ; ROC : R1
Z.T.
x2 n X2 z ; ROC : R2
Z.T.
ax1 n bx2 n aX1 z bX2 z
ROC, R1 R 2
2. Accumulation
If x n
X z Z.T.
; ROC : R
n X z
Then x k
k
Z.T.
1z 1
n
1
u n
k
k
Z.T.
1 z 1
3. First Difference
If x n
Z.T.
X z ; ROC : R
Z.T.
Then x n x n 1 (1 z 1)X z ; ROC: At least intersection of R and |z|>0
4. Time reversal
If x n
Z.T.
X z ; ROC : R
Z.T.
Then x n X z 1 : ROC: z 1 R
5. Conjugate property
If x n
X z ; ROC : R
Z.T.
Z.T. z
Then a x n
n
X a1 z X
a
z
X e jn z X jn
1
e jnx n
Z.T.
e
ROC : z R; z aR
a
7. Time shifting
If x n
Z.T.
X z ; ROC : R
X z ; ROC : R except deletion or addition of origin
Z.T. n0
Then x n n0 z
8. Differentiation in z-domain
Z.T.
If x n X z ; ROC : R
d
Z.T.
Then nx n z X z ; ROC : R
dz
Solved Examples
4n ; n0
Problem: Find z-Transform of the function f n n
5 ; n0
Solution: The ROC for the first part of signal i.e. defined for n<0 is z 4
The ROC for second part of the signal i.e. defined for n>0 is z 5
The intersection of these two sets is a null set and thus Z-Transform does not converge for
any value of z.
Solution: Z-Transform of given function can be determined from the equation,
nk
n
Ck z n
Since, Cr Cnr
n n
F(z) n C nk z n k C0 z k C1z C2 z ..........
k 1 k 1 k 2 k 2
nk
k 1
F(z) z k
Ck
0
k 1
C1z
1 k 2 2
1
C2z ............... z 1
k
z
for z 1
Note:
n n 1 n n 1 n 2
1 x
n
1 nx x2 x3 .............
2! 3!
Solution: z u n z z 1
Then by differentiation in z-domain property
d z z
Z nu n z
dz z 1 z 12
By Scaling Property,
z
a az
z annu n
z a
2 2
z
a 1
z z
Problem: If Z x(n) 2 then Z x(n 2) ?
z 1 z 1
z z
Solution: Z x(n 2) z X z z
2 2
2
z 1 z 1
z 2 3z 4
Problem: If Z x(n) ; for z 3 then x(3) ?
z 3
3
z 2 3z 4 3
Solution: X(z) 1
z 3 z
2
3
z 2 3z 4
z 2 3z 4 3
X(z) 1 z
3
3
z 3
z3 1
z
z 2 3z 4
2 3
3 3 3
X(z) 1 3 6 10 ................
z3 z 2 2
1
x(3) coefficient of 54 27 4 21
z3
Convolution
Z.T.
x1 n X1 z
Z.T.
x2 n X2 z
Z.T.
x1 n * x2 n X1 z X2 z
Note:
1. The z-transform X(z) must be a proper order i.e. order of numerator less than or equal to
order of denominator.
2. For system response H(z) to be stable all the poles must lie inside unit circle & a simple
pole is acceptable on unit circle, then final value theorem can be applied.
Solved Examples
Problem: Let X(z) be the z-transform of a DT signal x[n] given as
0.5z2
X(z)
(z 1)(z 0.5)
The initial value of x[n] is ______________
0.5z 2
lim
z (z 1)(z 0.5)
0.5
lim 0.5
z 1 0.5
1 1
z z
To find inverse z-Transform by Partial Fraction Method we first break the term in terms of
Partial Fraction and then find Inverse z-Transform of each term. This can be seen in the
example below:
5
3 z 1
6 2 1
x n
1 1 1 1 1 1 1 1
1 z 1 z 1 z 1 z
3 4 3 4
n n
1 1 1
Solution: x n 2 u n u n ; z
3 4 3
n n
1 1 1 1
x n 2 u n 1 u n ; z
3
4
4 3
n n
1 1 1
x n 2 u n 1 u n 1 ; z
3
4
4
1
X n X z zn1dz
2j C
x n residue
1 dm1
Residue of X z m1
X z zn1 z
m
lim
m 1! z dz
Solved Examples
If z 2 ; x n n n 1 2 u n 1
n3
z 2! z 3! z
3n n n 1
x(n) Z 1 z 3 n!
n0 n!
z
Problem: Determine Inverse Z-Transform of
z 5 z 4
X z 4 u n
n
1 1/9 1/9 1 n
Solution: 5 u n
Z z 5 z 4 z 5 z 4 9 9
This can also be solved by Residue Theorem
We have to calculate the residue of the function
z.zn1 zn
z 5 z 4 z 5 z 4
Residue at z = 5
zn 5n
lim z 5
z 5
z 5 z 4 9
Residue at z=-4
zn ( 4)n
lim z 4
z 4
z 5 z 4 9
Thus, the signal is,
n 4 n
5 u n
x(n)
9 9
z
Problem: Determine the Inverse Z-Transform of
z 2 z 2
2
z zn1 zn
z 2 z 2 z 2 z 2
2 2
Residue at z=2
zn ( 2)n
lim z 2
z 2 z 2 16
z 2 2
z 2 zn1 zn 1
d zn 2n1 2n
2
lim z 2 lim
z 2 dz
z 2 z 2 z2 z 2 16
2 2
2n1 2n 2
n
x(n)
16 16
z
Problem: If z f n 1
in z 1 then f 2 _________ ?
z 2 z 8 z 2
z
n n
1 4 1
x(n) lim z
1
z 2 1 21 2
2
z
2
3 z z 2
2
4 1 1
f 2
21 2 21