ECE 2221 SIGNALS AND SYSTEMS - International …staff.iium.edu.my/sigit/ece2221/pdf/04 Laplace...
Transcript of ECE 2221 SIGNALS AND SYSTEMS - International …staff.iium.edu.my/sigit/ece2221/pdf/04 Laplace...
E C E 2 2 2 1 S I G N A L S A N D S Y S T E M S
ECE 2221 Signals and Systems, Sem 3 2010/2011, Dr. Sigit Jarot
1
Course Objectives
Dr. Sigit PW JarotECE 2221 Signals and Systems 2
To provide an analysis skill of the continuous‐time signals and systems as reflected to their roles in engineering
practice.
To expose students to both the time‐domain and frequency‐domain methods of analyzing signals and
systems.
To illustrate the potential applications of this course as a Pre‐requisite course to communication engineering and principles, digital signal processing and control system.
OBE (Outcome Based Education)Learning Outcomes
Dr. Sigit PW JarotECE 2221 Signals and Systems 3
Classify, characterize and conduct basic of signals and systems.
Analyze continuous‐time signals and systems in time domain using convolution.
Analyze continuous‐time signals and systems in frequency domain using Laplace transform.
Analyze continuous‐time signals and systems in frequency domain using Fourier series and Fourier transform.
Acquire introductory‐level knowledge of discrete‐time signals and systems, and sampling theory.
Work in group to perform basic simulation of signals and systems analysis.
After completion of this course the students will be able to:
Course Synopsis
Dr. Sigit PW JarotECE 2221 Signals and Systems 4
Introduction to Signals
Introduction to Systems
Time‐Domain Analysis of Continuous‐Time Systems
Frequency‐Domain System Analysis: the Laplace Transform
MID‐TERM Examination
Signals Analysis using the Fourier Series
Signals Analysis using the Fourier Transform
Introduction to Discrete Time Signals and Systems Analysis
FINAL Examination
Laplace Transform
The Laplace Transform Finding the Inverse Transform Pole‐Zero Region of Convergence (ROC)
Some Properties of the Laplace Transform Solution of Differential and Integro‐Differential Equations Zero‐State Response Stability Inverse System
Block Diagrams Bilateral Laplace Transform Filter Design by Placement of Poles and Zeros of H(s)
Dr. Sigit PW JarotECE 2221 Signals and Systems
5
Why frequency domain ?
We’ve been discussing about systems strictly in the time‐domain, all signals were represented as functions of time.
It is often much easier to analyze signals and systems when they are represented in the frequency domain.
Subject of Signals and Systems consists primarily on the following concepts:1. Writing signals as functions of frequency2. Looking at how systems respond to inputs of different frequencies3. Developing tools for switching between time‐domain and frequency‐
domain representations4. Learning how to determine which domain is best suited for particular
problem
Complex frequency
Frequency = the number of cycles per second of a period signal.
(this is correct definition, but now is the time to broaden your horizon)
For complete generality, we will allow this frequency to be a complex number.
Here we declare that any function written in the form of Kest (where K and s are in general complex constant) is characterized by the complex frequency s, which can be expanded as s=+ j .
Why Laplace Transform ?
Laplace transform is the dual (or complement) of the time‐domain analysis. In the time‐domain analysis, we break the input x(t) into impulsive
component, and sum the system response to all these components. In the frequency‐domain analysis, we break the input x(t) into exponentials
components of the form est, where s is the complex frequency:
Laplace transform is the tool to map signals and system behavior from the time‐domain into the frequency domain.
js
Time‐domain Analysis
h(t)x(t) y(t)
Frequency‐domain Analysis
H(s)X(s) Y(s)x(t) y(t)L L-1
Signals_and_Systems_Simon Haykin & Barry Van Veen 9
The Laplace Transform
6.1 Introduction Basic concepts:1. The Laplace transform (LT) provides a broader characterization of continuous‐time LTI
systems and their interaction with signals than is possible with Fourier transform.
Signal that is not absolutely integral Laplace transform
Fourier transform
2. Continuous‐time complex exponentials are eigenfunctions of LTI systems.The convolution of time signals becomes multiplication of the associated Laplace transform.
LTI system, h(t)x(t) y(t) = x(t) h(t)
x(t) = (t) y(t) = h(t)
Y(s) = X(s)H(s)
3. Two varieties of LT: (1) unilateral, or one‐sided, and (2) bilateral, or two‐sided. The bilateral Laplace transform (BLT) offers insight into the nature of system
characteristics such as stability, causality, and frequency response.
Signals_and_Systems_Simon Haykin & Barry Van Veen 10
The Laplace Transform
6.2 The Laplace Transform Complex exponential with complex frequency s = + j:
cos sin .st t te e t je t (6.1) Fig. 6.1
Figure 6.1 (p. 483)Real and imaginary parts of the complex exponential est, where s = + j.
p ; v ;s
Signals_and_Systems_Simon Haykin & Barry Van Veen 11
The Laplace Transform
6.2.1 Eigenfunction Property of est
1. LTI system:
LTI system, h(t)x(t) = est y(t) = x(t) h(t)
2. System output:
h(t) impulse response
*
y t H x t
h t x t
h x t d
s t
st s
y t h e d
e h e d
x(t) = est
3. Transfer function:
sH s h e d
(6.2)
st sty t H e H s e
The action of the LTI system on an input est is multiplication by the transfer
function H(s).
est Eigenfunction; H(s) eigenvalue
Signals_and_Systems_Simon Haykin & Barry Van Veen 12
The Laplace Transform
4. Polar form of complex‐valued transfer function:
( ) j sH s H s e H(s) amplitude of H(s); (s) phase of H(s)
j s sty t H s e e
We use s = + j to obtain
cos sin
j t jt
t t
y t H j e e
H j e t j j H j e t j
The LTI system changes the amplitude of the input by H( + j ) and shifts the phase of the sinusoidal components by ( + j ).
6.2.2 Laplace Transform Representation1. A representation of arbitrary signals as a weighted superposition of eigenfunctions est:
Substituting s = + j into Eq.(2) and using t as the variable of integration, we obtain
j t
t j t
H j h t e dt
h t e e dt
Signals_and_Systems_Simon Haykin & Barry Van Veen 13
The Laplace Transform
H( + j ) is the Fourier transform of h(t)et.2. Inverse Fourier transform of H( + j ):
12
t j th t e H j e d
12
12
t j t
j t
h t e H j e d
H j e d
(6.3)
Substituting s = + j and d = ds/j into Eq.(6.3) we get
12
j st
jh t H s e ds
j
(6.4)
The limits on the integral are also a result of the substitution s = + j
H(s) is the Laplace transform of h(t) and h(t) is the inverse Laplace transform of H(s).
3. Laplace transform of x(t):
stX s x t e dt
(6.5)
Signals_and_Systems_Simon Haykin & Barry Van Veen 14
The Laplace Transform
4. Inverse Laplace transform of X(s):
12
j st
jx t X s e ds
j
(6.6)
Notation:
x t X sL
Eq. (6.6) represents the signal x(t) as a weighted superposition of complex
potentials est. The weights are proportional to X(s).
6.2.3 Convergence1. A necessary condition for convergence of the Laplace transform is the absolute
integrability of x(t)et:
tx t e dt
2. The range of for which the Laplace transform converges is termed the region of convergence (ROC).
Example:Fourier transform of x(t) = etu(t) does not exist, but if > 1, x(t)e t = e (1 )tu(t) is absolutely integrable, and so the Laplace transform, which is the Fourier transform of x(t)et, does exist. Fig. 6.2.
Signals_and_Systems_Simon Haykin & Barry Van Veen 15
The Laplace Transform
Figure 6.2 (p. 485)The Laplace transform applies to more general signals than the Fourier transform does. (a) Signal for which the Fourier transform does not exist. (b) Attenuating factor associated with Laplace transform. (c) The modified signal x(t)e‐t is absolutely integrable for > 1.
s
6.2.4 The s‐Plane1. Complex s‐plane: Fig. 6.3.2. Complex frequency: s = + j
Horizontal axis of s‐plane = real part of s; vertical axis of s‐plane = imaginary part of s.3. Relation between FT and LT:
0
X j X s
(6.7)
4. The j‐axis divides the s‐plane in half: left‐half and right‐half s‐plane.
Signals_and_Systems_Simon Haykin & Barry Van Veen 16
The Laplace Transform
Figure 6.3 (p. 486)The s‐plane. The horizontal axis is Re{s} and the vertical axis is Im{s}. Zeros are depicted at s = –1 and s = –4 2j, and poles are depicted at s = –3, s = 2 3j, and s = 4.
s ; v
6.2.5 Poles and Zeros
1. Laplace transform X(s) in terms of a ratio of two polynomials:
1
1 01
1 1 0
M MM M
N NN
b s b s bX ss a s a s a
1
1
MM kk
Nkk
b s cX s
s d
ck = zeros of X(s); dk = poles of X(s)
Fig. 6.3: pole; zero
Exponential Function est (1)
Exponential function is very important in signals & system, and the parameter s is a complex variable given by:
Therefore
Since the conjugate of s
Then
and
js
)sin(cos)( tjteeeee ttjttjst
js
)sin(cos)( tjteeeee ttjttjts
)(cos 21 tsstt eete
Exponential Function est (2)
If =0, then we have the function e jt, which has a real frequency of
Therefore the complex variable s = + j is the complex frequency
The function est can be used to describe a very large class of signals and function. Here are a number of examples:1. A constant k = ke0t ( s = 0 )2. A monotonic exponential et ( s = , = 0 )3. A sinusoid cos t ( s = j, = 0 )4. An exponentially varying sinusoid et cos t ( s = j )
Exponential Function est (3)
The Complex Frequency Plane s = + j
+ j
- j
s on x‐axis
s on y‐axiss on left of y‐axis s on right of y‐axis
s plane
The form est are Eigenfunction of CT
Why complex exponentials of the form est are indeed eigenfunctions of continuous‐time systems.
CT convolution formula
Substitute in x(t)=est input
Move est outside the integral
Use definition of Laplace transform
dtxhty )()()(
dehty ts )()()(
dehety sst
)()(
stesHty )()(
What is the meaning of the function of form est is Eigenfunction of CT ?
Function of the form est are indeed eigenfunctions of continuous‐time systems.
It means that when such a function is an input to a CT LTI system, the output is a function of the exact same complex frequency as the input, except it is multiplied by scaling factor.
Continuous‐timeLTI systemest H(s)est
Output has same frequency as input
The coefficient H(s) is in general a complex number.
Definition of Two‐sided (Bilateral) Laplace Transform
For a signal x(t), its Laplace transform is defined by:
The signal x(t) is said to be the inverse Laplace transform of X(s). It can be shown that
where C is a constant chosen to ensure the convergence of the first integral.
This general definition is known as two‐sided (or bilateral) Laplace Transform
dtetxsX st)()(
jC
jC
stdsesXj
tx )(21)(
Definition of One‐sided (Unilateral) Laplace Transform
Symbolically, it can be shown as X(s)= L [x(t)] and x(t)= L-1 [X(s)] . It is also a common practice to use a bidirectional arrow to indicate a Laplace transform pair x(t) X(s) .
Note that: L-1 {L [x(t)]}=x(t) and L {L -1 [X(s)]}=X(s) .
If all the signals are causal its Laplace transform is defined by:
One‐sided (unilateral) vs. Two‐sided (bilateral):• Unilateral is used in the solution of differential
equation with initial condition and analysis of causal LTI CT systems
• Bilateral is used in the steady‐state (zero initial condition) analysis of LTI CT system and non‐causal system
0
)()( dtetxsX st
Linearity of the Laplace Transform
The principle of superposition holds in Laplace transform
Dr. Sigit PW JarotECE 3211 Communication Engineering
25
)()(
)()(
)]()([
)]()([
2211
2211
2211
2211
sXasXa
dtetxadtetxa
dtetxatxa
txatxa
stst
st
L
Unilateral Laplace Transform Pairs (1)
Finding inverse Laplace transform requires integration in the complex plane – beyond scope of this course.
So use a Laplace transform table (analogous to the convolution table)
Unilateral Laplace Transform Pairs (2)
Unilateral Laplace Transform Pairs (3)
Region of Convergence (ROC)
Also called the region of existence. The region of convergence (ROC) of a Laplace transform is defined as the set of values of s for which the Laplace transform integral can be evaluated.
There are several rules that can be used to quickly determine the ROC without performing any integration. All that is needed is the type of signals and the location of the poles of the transform.
A pole is defined as a value of s that causes the denominator of the transform to become zero.
Types of Signals
0
. . .
left‐sided signal(starts somewhere, ends at ‐∞)
0
right‐sided signal(starts somewhere, ends at +∞)
0
two‐sided signal(starts at ‐∞, ends at +∞)
0
finite‐duration signal(starts somewhere, ends somewhere)
. . .
. . . . . .
Rules of the ROC
The ROC is always a region of the s‐plane to the left or right of a vertical line, or a strip between two vertical line.
The ROC never contains any poles. If x(t) is right‐sided, then the ROC is right‐sided. i.e. Re{s}>a, where a is the Re{rightmost pole}
If x(t) is left‐sided, then the ROC is left‐sided. i.e. Re{s}<a, where a is the Re{leftmost pole}
If x(t) is two‐sided or the sum of a left and right sided signal, then the ROC is either a strip (a<Re{s}<b)or else the individual ROC will not overlap, producing the null set.
If x(t) is finite duration, then the ROC is the entire s‐plane.
ROC
For right-sided signal, ROC is always to the right of s plane
j
ROC, >
0
right‐sided signal(starts somewhere, ends at +∞)
. . .
ROC
j
For left-sided signal, ROC is always to the left of s plane
ROC, < - 0
. . .
left‐sided signal(starts somewhere, ends at ‐∞)
ROC
j
For two sided signal, ROC is two-sided
ROC, ‐ < <
0
two‐sided signal(starts at ‐∞, ends at +∞)
. . . . . .
Inverse Laplace Transform
In principle we can recover x(t) from X(s) via
Rather to perform the inverse Laplace transform, we will merely manipulate the given expression until we see patterns we recognize from the Laplace transform table.
This is basically a heuristic scheme and is one that will become more obvious with practice.
PFE (partial fraction expansion) is very helpful for this purpose.
jC
jC
stdsesXj
tx )(21)(
Do not use this formula !!
Properties of the Laplace Transform
Time Shifting Property Frequency Shifting Property Time‐Differentiation Property Time‐Integration Property Time‐Convolution & Frequency Convolution Property Initial‐Final Value
Linearity Property
Linearity
)()()()( sYsXtytxL
Time‐Shifting Property
Delaying x(t) by t0 (i.e. time shifting) amount to multiply its transform X(s) by e-sto.
The more accurate statement of the time‐shifting property is
0)()( 000 tesXttx st
L
0)()()(
)()()(
0000
tesXttuttx
sXtutx
stL
L
Frequency‐Shifting Property
Frequency shifting transform X(s) by s0 amounts to multiplying its time signal x(t) by
Observe symmetry (or duality) between frequency‐shift and time‐shift properties.
)()( 00 ssXetx
Lts
0)()( 000 tesXttx st
L
tse 0
Time Scaling – Frequency Scaling
Time scaling
01)(
a
asX
aatx
L
Frequency scaling
0)(1
aasX
atx
a
L
Time‐differentiation Property
First order time differentiation
Second order time differentiation
)0()()( xssXtxdtd L
)0()0()()( 22
2 x
dtdsxsXstx
dtd L
Frequency‐differentiation Property
Frequency differentiation property
)()( sXdsdttx
L
Time‐integration PropertyFrequency‐integration Property
Time‐integration Property
ssXdx
Lt )()(0
Frequency‐integration Property
dzzXttx t
s
L
)()(
Time Convolution & Frequency Convolution Property
Time‐convolution property
Convolution in time domain is equivalent to multiplication in s (frequency) domain)
)()()()( sHsXthtxL
Frequency‐convolution property
Convolution in frequency s domain is equivalent to multiplication in time domain
)()(21)()( sHsX
jthtx
L
Initial and Final Value Theorem
How to find the initial and final value of a function x(t) if we know its Laplace Transform X(s)?
Conditions : Laplace transforms of x(t) and dx/dt
exist. X(s) numerator power (M) is less than
denominator power (N), i.e. M<N.
Conditions: Laplace transforms of x(t) and
dx/dt exist. sX(s) poles are all on the LFP or
origin.
)(lim)0()(lim0
ssXxtxst
Initial Value Theorem
)(lim)()(lim0
ssXxtxst
Final Value Theorem
Introduction to the Laplace Transform
(REV I EW )
49
Definition of the Laplace Transform
The Laplace transform is an integral transformation of a function f(t) from the time domain into the complex frequency domain, given F(s).
js
dtetfsFtf st
where
)()()]([ :LT sided-One0
L
50
)( )( :Pair LT
)(21)()]([ :LT Inverse
)Re( )(
:Region eConvergenc
1
1
1
0
sFtf
dsesFj
tfsF
sdttfe
j
j
st
ct
L
51
Region of Convergence
52
Example
Determine the Laplace transform of each of the following functions:
(a) u(t), (b) e‐atu(t), a0, (c) (t). Solution:
(a)
53
Example
sss
es
dtetu stst
1)1(1)0(1
11)]([0
0
L
54
Example
ase
as
steetue
tas
statat
11
)]([
0
)(
0L
55
Example
1)()]([ 00
edtett stL
56
Example
Determine the Laplace transform of function: sin t u(t). Solution:
22
0)()(
00
1121
)(21
2)(sin][sin)(
sjsjsj
dteej
dtejeedtettsF
tjstjs
sttjtj
stL
57
Properties of the Laplace Transform
Linearity
Scaling
Time shift
)()()]()([ 22112211 sfasfatfatfa L
asF
aatf 1)]([L
)()]()([ sFeatuatf saL
58
Frequency Shift
)()]([ asFtfe at L
59
Time Differentiation
)0()0(
)0()(
)0()0()()]([
)0()()]([
)1(02
1
2
nn
nnn
n
fsfs
fssFsdt
fd
fsfsFstf
fssFtf
L
L
L
60
Time Integration
Frequency Differentiation
)(1)(0
sFs
dttft
L
dssdFttf )()]([ L
n
nnn
dssFdtft )()1()]([ L
61
Time Periodicity
Initial and Final ValuesTse
sFsF
1)()( 1
)(lim)0( ssFfs
)(lim)(0
ssFfs
62
63
ch15 Introduction to the Laplace Transform
64
65
Example
Obtain the Laplace transform of f(t) = (t) + 2u(t) – 3e–2t,t 0.
Solution:
)2(4
213121
)]([3)]([2)]([)(2
2
ssss
ss
tuetutsF tLLL
66
Example
Determine the Laplace transform of f(t) = t2sin2t u(t). Solution:
32
2
22
22
222
22
)4(1612
)4(4
42)1(]2sin[)(
22]2[sin
ss
ss
dsd
sdsdttsF
st
L
L
67
Example
Find the Laplace transform of the gate function
68
Example
)(1010)(
)]3()2([10)(
3232
ssss
eess
es
esG
tututg
69
Example
Find the Laplace transform of the periodic function in this figure.
70
Example
)1()1(
21
)()(
)1(2222)(
)1(2)1()1(2)(2)1()11(2)(2
)1(2)(2)]1()([2)(
221
222
1
sssTs
ssss
seeese
sFsF
sees
ess
es
sF
tututttututttu
ttuttutututtf
71
Example
Find the initial and final values of the function whose Laplace transform is
Solution:)258)(3(
20)( 2
ssssH
0)001)(01(
0)/25/81)(/31(
/20lim
)258)(3(20lim)(lim)0(
2
2
2
ssss
ssssssHh
s
ss
72
Example
0)2500)(30(
0)258)(3(
20lim
)(lim)(
20
0
ssss
ssHh
s
s
73
The Inverse Laplace Transform
Steps to Find the Inverse Laplace Transform:1. Decompose F(s) into simple terms using partial fraction
expansion.2. Find the inverse of each term by matching entries in Table
74
Simple Poles
)()()(
)()(
)(
2121
2
2
1
1
tuekekektf
SFpsk
psk
psk
psksF
tpn
tptp
psii
n
n
n
i
75
Repeated Poles
)(
)()!1(!2
)(
)()()()(
)(
1
12321
11
21
2
1
1
tf
tuetn
ketktekektf
sFps
kps
kps
ksF
ptnnptptpt
nn
76
Complex Poles
)()()coscos()(
)()()(
)(
)()()(
)()(
)()(
111
1221
221
12211
12221
1221
tftuteBteAtf
sFs
Bs
sA
sFs
BsA
sFs
AsA
sFbass
AsAsF
tt
77
Example
Find the inverse Laplace transform of
Solution:4
61
53)( 2
ssssF
0 ,)()2sin353(4
61
53)]([)( 21111
ttutesss
sFtf
t
LLLL
78
Example
Find f(t) given that
Solution:
)3)(2(12)(
2
sss
ssF
2)3)(2(
12)3)(2(
12)(
32)3)(2(12
0
2
0
2
ss ss
sssFA
sC
sB
sA
ssss
79
Example
7)1)(3(
129)2(
12)()3(
8)1)(2(
124)3(
12)()2(
3
2
3
2
2
2
ss
ss
ssssFsC
ssssFsB
80
Example
Find v(t) given that
Solution:2
2
)2)(1(410)(sss
ssV
2)2(1
)2)(1(410)(
2
2
2
sD
sC
sB
sA
sssssV
81
Example
134
52)(
)12)(410()20)((
410)]()2[(
22)1)(2(
44)1(410)()2(
14)1)(1(
14)2(410)()1(
1)2)(1(
4)2)(1(
410)(
222
222
2
2
2
2
2
2
22
21
2
2
1
20
2
2
0
s
ss
ss
ss
ss
sssssss
sss
dsdsVs
dsdD
ssssVsC
ssssVsB
sssssVA
82
Example
Find the inverse transform of the frequency‐domain function in Example 15.7:
Solution:)258)(3(
20)( 2
ssssH
)258(3)258)(3(20)(
let We340258
22
2
ssCBs
sA
ssssH
jsss
83
Example
.2 that so ,10 ,2But
443420344)34)(4(
201
.102 Since
3252025375
20
21020
25820)()3(
323
BCA
CBACBAs
CA
CACAss
sHsAs
s
84
The Convolution Integral
The convolution of two signals consists of time‐reversing one of the signals, shifting it, and multiplying it point by point with the second signal, and integrating the product.
t
dthxtxthty0
)()()(*)()(
)](*)([)()( 2121 tftfsFsF L
85
Application to Integro‐differential Equations
Example Use the Laplace transform to solve the differential equation
subject to Solution:
)(2)(8)(6)(2
2
tutvdt
tdvdt
tvd
.2)0(,1)0( vv
ssVvssVvsvsVs 2)(8)]0()([6])0()0()([ 2
86
Example
42)4)(2(24)(
Hence,
2424)()86(
2)(86)(62)(
.2)0( ,1)0(
2
22
2
sC
sB
sA
ssssssV
sss
sssVss
ssVssVssVs
vv
87
Example
41
)2)(4(2
)2(24)()4(
21
)2)(2(2
)4(24)()2(
41
)4)(2(2
)4)(2(24)(
where
4
2
4
2
2
2
0
2
0
ss
ss
ss
sssssVsC
sssssVsB
ssssssVA
88
Example
)()21(41)(
42)(
Hence,
42
41
21
41
tueetv
ssssV
tt
89
Example
Solve for the response y(t) in the following integrodifferential equation.
Solution:2)0( ),()(6)(5
0 ytudyty
dtdy t
ssY
ssYyssY 1)(6)(5)]0()([
90
Example
515
212)()3(
313
312)()2(
where32)3)(2(
12)(
21)65)((
2)0(
33
22
2
ss
ss
sssYsB
sssYsA
sB
sA
ssssY
ssssY
y
91
Example
)()53()(3
52
3)(
Thus
32 tueetyss
sY
tt
System Stability
EC E 2 2 2 1
What is a Stable System ?
Ball sitting in valley with rough sides.An impulse input will set ball in motion, but the ball returns to the resting state
Ball sitting in valley on frictionless surface.An impulse input will cause the ball to be set in motion forever
Ball sitting on top of a hill.One small push and the ball keeps on falling forever
What is a Stable System ?
BIBO Stable (a.k.a. stable in BIBO sense) If bounded inputs (i.e. finite amplitude, no matter how large) produce bounded
outputs (i.e. finite output, never go to infinity)
If the input stops and the output slowly decays away, or else the input continues and the output signal behaves itself (doesn’t blow up)
If the output remains at a constant size forever even though the input signal has long since stopped
If the input stops or remains finite and the output signal continues to grow larger and larger until reaching the infinite proportions.
Stable
Marginally Stable
Unstable
Conditions for Stability
A system is BIBO stable if and only if its impulse response is absolutely summable or integrable.
A system is BIBO stable if and only of the ROC includes the j‐axis(continuous‐time system or the unit circle (discrete‐time system)
(1) Impulse Response
(2) ROC of System Function
kkhordhStabilityBIBO )()(
Im
Re
Im
Re1
For causal system, stability means that all poles are in the shaded area.(locations of zeros do no affect system stability
Conditions for Stability
All poles are in the left‐half plane. This implies that the roots of the characteristic equation (denominator of
the system function H(s)) are all negative, or at least have negative real parts.
(3) Characteristic Equations
0 as 0a102 bass 0,0 ba2
023 cbsass cabandcba 0,,3
System Order
Characteristic Equation
Stability Criteria
Causal, stable systems
The system function of an LTI system, H(s), can be used to categorize systems. Causal system ⇒ ROC is to the right of the rightmost pole of H(s). Causal, stable system ⇒ ROC is to the right of the rightmost pole of H(s) and all the poles are in the left‐half of the s plane.
More on the definition of stable systems at a later time.
Block Diagram
ECE 2 2 2 1 S I GNA L S AND SYST EMS
Block Diagram
The transfer function is given inside the block The input in this case is E(s) The output in this case is C(s) C(s) = G(s) E(s)
Cascaded System
Parallel System
Feedback System
Block Diagram Algebra
Block Diagram Algebra
Example 1
collapse summing junctions
form equivalent cascaded system in the forward path and equivalent parallel system in the feedback path
form equivalent feedback system and multiply by cascaded G1(s)
Example 2
Applications of the Laplace Transform
108
Applications of LT
Introduction Circuit Element Models Circuit Analysis Transfer Functions State Variables
109
Introduction
A system is a mathematical model of a physical process relating the input to the output.
110
Circuit Element Models
Steps in Applying the Laplace Transform:1. Transform the circuit from the time domain to the s‐domian.2. Solve the circuit using nodal analysis, mesh analysis, source
transformation, superposition, or any circuit analysis technique.3. Take the inverse transform of the solution and thus obtain the
solution in the time domain.
111
sisI
sCsV
sisV
sLsI
sRIsV
)0()(1)(
)0()(1)(
)()(
112
)()( )()( :Resistor
sRIsVRtitv
113
si
SLsVsI
LissLIsV
issILsVdtdiLtv
)0()()(
)0()()(
))0()(()( )(
:Inductors
114
Inductor
115
Capacitor
sv
SCsIsV
CvssCVsI
vssVCsIdtdvCti
)0()()(
)0()()(
))0()(()( )(
:Capacitors
116
Capacitor
117
Circuit with Zero Initials
sCsZ
sLsZRsZ
sIsVsZ
1)( :Capacitor
)( :Inductor)( :Resistor
)()()(
118
)()]([)()]([
)()(
)(1)(
saItaisaVtav
sVsI
sZsY
LL
119
Example
Find vo(t), assuming zero initial conditions.
120
Example
ssC
ssLs
tu
31F 31
H 1
1)(
121
Example
sssI
Isss
Is
Issss
IssIIs
sIs
Is
Iss
1883
)188(3
3)35(31311
)35(313530 2,mesh For
3311 1,mesh For
232
223
222
22
121
21
122
Example
0 V,2sin2
3)(
)2()4(2
23
1883)(
4
2222
ttetv
ssssIsV
to
o
123
Find vo(t). Assume vo(0)=5 V.
124
Example
)2(101
101025.2
11
/10105.02
101)10/(
sVsVVs
sVVVs
ooo
ooo
125
Example
151
15)1(3525)()2(
101
10)2(
3525)()1(
where21)2)(1(
3525
)2(251
10
22
11
sso
sso
o
o
sssVsB
sssVsA
sB
sA
sssV
sVs
126
Example
V )()1510()(2
151
10)(
Thus
2 tueetvss
sV
tto
o
127
Example
In the circuit, the switch moves from position a to position b at t = 0. Find i(t) for t > 0.
128
Example
LRtRVe
RVIti
LRsRV
sRV
LRsIsI
LRssLV
LRsI
sLRsV
sLRLIsI
sVLIsLRsI
otoo
ooo
oooo
oo
/ where0 ,)(
)/(//
/)(
)/(/
/)()(
0))((
/
129
Example
0 ),1()(
,0 condition, initial In the
0 ),1()(
//
/lim)(lim
,/)(valueinitial The
/
//
00
teRVti
I
teRVeIti
RV
LRsLV
LRssIssI
RVi
to
o
toto
oooss
o
130
Circuit Analysis
Remember, equivalent circuits, with capacitors and inductors, only exist in the s‐domain; they cannot be transformed back into the time domain.
131
Example
Find the value of the voltage across the capacitor assuming that the value of vs(t) = 10u(t) V and assume that at t = 0, ‐1 A flows through the inductor and +5 V is across the capacitor.
132
Example
V )()3035()( So,
230
135
)2)(1(540
540)23(
A 1)0( and V 5)0( e wher
5.013231.0
0)1.0/(1
]/)0([)0(5
03/10/10
21
1
12
1
111
tueetv
sssssV
sVss
ivss
Vs
s
ssvV
si
sVsV
tt
133
Example
Assume that there is no initial energy stored In the circuit at t = 0 and that is = 10 u(t). (a) Find vo(s) using Thevenin’s theorem. (b) Apply the initial‐ and finial‐value theorems to find vo(0+) and vo(). (c) Determinevo(t).
134
Example
(a)
32100
02
05
0)2(102/
50105
,0 Since
1
11
1sc
THoc
sV
sVIV
s
sVIIss
VV
I
x
x
x
135
Example
)4(125
)82(25050
3255
55
32)]32(/[50
/50)32(
502
)32/(1002
Hence,
TH
sc
ocTH
1sc
ssssssV
ZV
ssss
IVZ
ssss
sVI
THo
136
(b) Using the initial‐value theorem we find
Using the finial‐value theorem we find
010
/41/125lim
4125lim)(lim)0(0
ss
sssVv
ssos
V 25.314
1254
125lim)(lim)(00
s
ssVvsoso
137
Example
138
Example
(c) By partial fraction,
V )()1(25.31)(4
25.3125.31
25.31125)()4(
25.314
125)(
4)4(125
4
74
00
tuetvss
V
ssVsB
sssVA
sB
sA
ssV
to
o
sso
sso
o
139
Transfer Functions
The transfer function H(s) is the ratio of the output response Y(s) to the input excitation X(s), assuming all initial conditions are zero.
)()()(
sXsYsH
140
)()(Admittance)(
)()(Impedance)(
)()(gainCurrent )(
)()(gain Voltage)(
sVsIsH
sIsVsH
sIsIsH
sVsVsH
i
o
i
o
141
)]([)( where
)()(or )()(1)( that so ),()(
)()()(
1 sHth
thtysHsYsXttx
sXsHsY
L
142
Example
The output of a linear system is y(t) = 10e‐t cos4t u(t) when input is x(t)=e‐tu(t). Find the transfer function of the system and its impulse response.
Solution: If x(t)=e‐tu(t) and y(t) = 10e‐t cos4t u(t), then
172)12(10
16)1()1(10
)()()(
Hence,4)1()1(10)( and
11)(
2
2
2
2
22
ssss
ss
sXsYsH
sssY
ssX
143
Example
To find h(t),
)(4sin40)(10)(
4)1(44010)( 22
ttuetth
ssH
t
144
Example
Determine the transfer function H(s) = Vo(s) / Io(s) of the circuit
145
Example
1122)4(4
)()()(
Hence,2/15
)4(22
But2/124
)4(
2
2
2
ssss
sIsVsH
ssIsIV
ssIsI
o
o
oo
o
146
Example
For the s‐domain circuit in Fig. 16.19, find: (a) the transfer function H(s) = Vo/Vi, (b) the impulse response, (c) the response when vi(t) = u(t) C, (d) the response when vi(t) = 8cos2t V.
147
Example
(a)
(b)
321)( Thus, .
32 So,
321
)2/()1(1)2/()1(
)1(11)1(1
but ,1
1
sVVsH
sVV
VssVV
ssssV
ssV
Vs
V
i
oio
iabiiab
abo
)(21)(
121)(
2/3
23
tuesh
ssH
t
148
Example
(c)
31
21)(
23
31
)(21)(
where)(2
2)()()(
/1)(),()(
2/32/3
0230
23
23
sso
sso
io
ii
ssVsB
sssVA
sB
sA
sssVsHsV
ssVtutv
149
Example
(d)
V )()1(31)(11
31)(
),()(for Hence,
2/3
230 tuetv
sssV
tutv
to
i
2524
44)(
23
where4)4)((
4)()()(
and ,4
8)( then ,2cos8)(When
2/32
2/3
2232
23
2
sso
io
ii
sssVsA
sCBs
sA
ssssVsHsV
sssVttv
150
Example
23
23)4(4 22 sCssBsAs
ABBAs
CBs
ACCA
0:234:
38
2340:Constants
ts,coefficien Equating
2
151
Example
V )(2sin342cos
2524)(
42
2532
42524)(
V, 2cos8)(for Hence,64/25.24/25,,25/24gives theseSolving
2/3
2223
2524
tuttetv
sss
ssV
ttvCBA
to
o
i
152
State Variables
153
A state variable is a physical property that characterizes the state of a system, regardless of how the system got to that state.
vectors.state ingresponsent vector state
)(
)()(
)(
where
2
1
n
tx
txtx
t
n
x
BzAxx
154
input. ngrepresentior input vect
)(
)()(
)(
and)(
)()(
2
1
2
1
m
tz
tztz
t
tx
txtx
n
n
z
x
155
DzCxyBzAxx
matrices. and ly respective are and matrices. andly respective are and
outputs ngrepresentitor output vec the
)(
)()(
)(
where
2
1
m pnpmnn n
p
ty
tyty
ty
p
DC BA
156
matrixdfeedforwar matrixoutput
matrix couplinginput matrix system re whe
)()()()(
)()()(matrix.identity theis e wher)()()(
)()()( )()()(
1
1
DCBA
DBAICZYH
DZCXYI
BZAIX
BZXAIBZXX
ssss
sss
sss
sssssAss
157
Steps to Apply the State Variable Method to Circuit Analysis:
1. Select the inductor current i and capacitor voltage vas the state variables, making sure they are consistent with the passive sign convention.
2. Applying KCL and KVL to the circuit and obtain circuit variables (voltage and currents) in terms of the state variables. This should lead to a set of first‐order differential equations necessary and sufficient to determine all state variables.
3. Obtain the output equation and put the final result in state‐space representation.
158
Example 16.10
Find the state‐space representation of the circuit. Determine the transfer function of the circuit when vs is the input and ix is the output. Take R = 1Ω, C = 0.25 F, and L = 0.5 H.
159
Example
Ci
RCvv
RVi
dtdvCiii
dtdvCi
dtdiLv
Cx
C
L
gives 1 nodeat KCL Applying
iv
Ri
viv
iv
Rvi
Lv
Lvi
vvdtdiLvvv
x
sLL
CRC
s
sLs
01
00
,
11
11
160
Example
ss
ss
s
R
LCR
LL
CRC
244
0244
00
0101
,200
,0244
0
obtainwe,and, ,1 If
11
1121
41
AI
C
B A
161
Example
Taking the inverse of this gives
848
8482
801
8420
424
01
)()(8442
4
oft determinan ofadjoint )(
222
1
21
sssss
sss
sss
sss
s
s
BAICHA
AAI
162
Example
Consider the circuit in Fig. 16.24, which may be regarded as a two‐input, two‐output. Determine the state variable model and find the transfer function of the system.
163
Example
At node 1, KCL gives
At node 2,
vviv
iviiiv
os
ss
1
1 66061
ss
s vivivviiiviv
iivvii
4423
223
)(22
1
100
1
)(23
322
33
23
31
2
ss
o
ioooo
o
vivivviv
vviivvivv
164
Example
i
s
o
o
i
s
s
vv
iv
iv
vv
iv
iv
vvivv
31
23
31
32
32
1
00
0
0411
4212
2
165
Example
Assume we have a system where the output is y(t) and the input is z(t). Let the following differential equation describe the relationship between the input and output
Obtain the state model and the transfer function of the system.
)(5)(2)(3)(2
2
tztydt
tdydt
tyd
166
Example
321
3210
1001
01)(
)(50
3210
)(532)(5)(3)(2)()(let Now)(),(Let
2
1
2
1
2
1
212
12
1
ss
ss
xx
t
tzxx
xx
tzxxtztytytyxtyxxtyxtyx
AI
y
167
Example
)2)(1(5
2)3(55
01
2)3(50
213
)01()()(
isfunction transfer The2)3(
213
)( is inverse The
1
1
sssss
sss
s
ss
sss
s
s
BAICH
AI
168
Example
235
)()()(
)(5)(]23[
2
2
sssZsYsH
sZsYss