Signal & Linear system

Chapter 4 Frequency - Domain Analysis :

Laplace Transform
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 4.1 The Laplace Transform
 
Motivation for the Laplace Transform
 CT Fourier transform enables us to do a lot of things, e.g.
o Analyze frequency response of LTI systems

o Sampling

o Modulation

 Why do we need yet another transform?

 One view of Laplace Transform is as an extension of the
Fourier transform to allow analysis of broader class of signals
and systems
 In particular, Fourier transform cannot handle large (and
important) classes of signals and unstable systems, i.e. when

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 4.1 The Laplace Transform
 The
  Laplace transform transforms the problem(D.EQ)
from time domain to frequency domain.
 Then the solution of the original D.EQ is arrived at, by
obtaining the inverse transforms.
 One of the problem that we faced using Fourier
transform is many of the signals do not have Fourier
transform.[ ex. exp(t)u(t), tu(t), and other time signals
that are not absolutely integral]
 The difficulty could be resolved by extending the Fourier
transform so that x(t) is expressed as sum of complex
exponentials, exp(-st) where

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 4.1 The Laplace Transform
exp(),
  exp( satisfies the absolute integrable
For

Ex. Given Find the frequency domain

i. Fourier Transform the Fourier transform does not
exist.

ii. Laplace Transform

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 4.1 The Laplace Transform
Laplace transform is the tool to map signals and system
behavior from the time-domain into the frequency
domain.

 For a signal x(t), its Laplace transform is defined by:

This general definite is known as two-sided (or bilateral)

Bilateral Laplace Transform.
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 4.1 The Laplace Transform
The
  one sided (unilateral) Laplace transform:
Ex Given Find X(s)
Solution

  The above signal has Laplace transform only if thus

X(s) exists only if
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 4.1 The Laplace Transform
The range of values for the complex variable S for which
the Laplace transform converges is called the Region of
Convergence (ROC)
 𝑥 −𝑎 𝑡 − 𝑎𝑡
1 ( 𝑡 ) =𝑒 𝑢 (𝑡 )  𝑥
2 ( 𝑡 ) =− 𝑒 𝑢 (− 𝑡 )

𝑅𝑒 { 𝑠 }> −𝑎
 

𝑅𝑒 { 𝑠 }< −𝑎
 

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 4.1 The Laplace Transform
Ex.  Given Find X(s)
Solution

Note that X(s) for the two previous examples are the
same the only distinguish is ROC

Therefore, in order for the Laplace transform to be unique for

each signal x(t). The ROC must be specified as part of the
transform

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4.1 The Laplace Transform

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 4.1 The Laplace Transform
Ex.  Given Find X(s)
Solution

-2<Re{s}<1

Re{s}>-2 Re{s}<1

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 4.1 The Laplace Transform
Ex.  Given Find X(s)
Solution

Ex. Find the Laplace transform of δ(t) and u(t).

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 4.1 The Laplace Transform
Ex.  Find the Laplace transform of and cos ω0t u(t).

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4.2 Properties of Laplace transform

  Ex. Find Laplace Transform of

  s

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 4.2 Properties of Laplace transform

 𝐼𝑓 −𝑡 𝑠
𝑥 𝑡 ↔ 𝑋 𝑠 ,𝑇h𝑒𝑛 𝑥 ( 𝑡 −𝑡 0 ) 𝑢(𝑡 −𝑡 0 )↔ 𝑒
( ) ( ) 0
𝑋 (𝑠)

  Ex. Find X(s)

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4.2 Properties of Laplace transform
Shifting in the S Domain

  𝑠0 𝑡
𝐼𝑓 𝑥 ( 𝑡 ) ↔ 𝑋 ( 𝑠 ) ,𝑇h𝑒𝑛 𝑒 𝑥 (𝑡 ) ↔ 𝑋 (𝑠 − 𝑠 0 )

  Ex. Find
  From Laplace Table we have
  − 𝑎𝑡 𝜔0
𝐿[ 𝑒 𝑠𝑖𝑛 𝜔 0 𝑡 ]= 2 2
(𝑠 +𝑎) + 𝜔0

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4.2 Properties of Laplace transform
 
Time Scaling 1 𝑠
𝐼𝑓 𝑥 𝑡 ↔ 𝑋 𝑠 ,𝑇h𝑒𝑛 𝑥 (𝛼 𝑡 )↔
( ) ( ) 𝑋(
𝛼 𝛼
 Ex
Find L{u()}, L{u()}=(1/) 1/s/ =1/s
The result is expected, since u(t)=u(t) for>0

Differentiation & Integration in the Time Domain

 

 𝑡
1
∫ 𝑥(𝜏 )d τ ↔ 𝑠 𝑋 (𝑠)
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4.2 Properties of Laplace transform
Ex. 
Find y(t)
Solution

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4.2 Properties of Laplace transform

Differentiation in The S-Domain

  Ex Given r(t)=t u(t), Find R(s)

Solution R(s)=-

  Ex. Find
 Solution

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4.2 Properties of Laplace transform
Convolution  
Then
  Ex given
Find h(t)

Solution Y(s)=X(s)H(s) H(s)=Y(s)/X(s)

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4.2 Properties of Laplace transform
Initial-Value Theorem  𝑥 ( 0 ) = lim 𝑠𝑋 ( 𝑠)
𝑠→∞

This property is useful, since it allows us to compute the

initial value of the signal x(t) directly from the Laplace
transform X(s) without having to find the inverse x(t)
 
Ex Given Find x(0)

  3 2
−3𝑠 +2𝑠 −3+2/𝑠
𝑥 ( 0) =lim 𝑠𝑋 ( 𝑠 ) =lim 3 2 =lim 2 3
=−3
𝑠→∞ 𝑠→∞ 𝑠 +𝑠 +3𝑠+2 𝑠→∞ 1+1/𝑠+3/𝑠 +2/𝑠
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4.2 Properties of Laplace transform

Final-Value Theorem

 lim 𝑥 (𝑡 )=lim 𝑠𝑋 ( 𝑠)
𝑠→∞ 𝑠→ 0

 Final-value Theorem exists only if the system is stable

 Final-value Theorem is useful in many applications
such as control theory, where we may need to find the
final value(steady-state value) of the output of the
system without solving for time domain

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4.2 Properties of Laplace transform
Ex.  Given
Solution

  5 5
lim 𝑓 (𝑡 )=lim 𝑠 𝐹 ( 𝑠 )=lim 𝑠 =
𝑠 (𝑠 +𝑠 +2) 2
2
𝑠→∞ 𝑠 →0 𝑠→ 0

 Ex.Given
Solution System is unstable so there is no final value

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 Stability
Stability conditions for an LTIC system
 Asymptotically stable if and only if all the poles of H(s) are in
left-hand plane (LHP). The poles may be repeated or non-
repeated.
 Unstable if and only if either one or both of these conditions
hold
(i) at least one pole of H(s) is in right-hand plane (RHP)
(ii) repeated poles of H(s) are on the imaginary axis
 A system is said to be “marginally stable” if it has at least one
distinct pole on the jω axis but no repeated poles on jω
Marginally breaks

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 Stability
 In
  most applications we desire a stable system
 We can easily check for stability by looking to see where the
system’s poles are
Example i. ii.
Solution
i. All poles are on LHP system is stable

ii. One pole on RHP system is unstable

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 Inverse Laplace Transform
The function X(s) has to be a proper rational function to
find the inverse of Laplace transform.
The basic procedure is to express X(s) as a summation
of terms whose inverse Laplace transform are available
in a table.
There are four general forms of solving the partial
fraction; the roots of D(s) are either:
1. Real and Distinct
2. Complex and Distinct
3. Real and Repeated
4. Complex and Repeated

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 Inverse Laplace Transform
Real simple Poles

Ex.  Find x(t)

Solution:
𝑋
  1 (𝑠)

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 Inverse Laplace Transform
 

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 Inverse Laplace Transform
Repeated Real Poles

Ex.
 
Solution

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 Inverse Laplace Transform
 

Simple Complex Poles

Ex. find x(t)
Solution

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 Inverse Laplace Transform
 

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 Inverse Laplace Transform
X(s)
  contains distinct complex roots:

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 Inverse Laplace Transform
Repeated Complex Poles

Ex. 
Solution:

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Inverse Laplace Transform
 

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4.3 Solution of Differential & Integro-
Differential Equations

The Laplace transform of differential equation is an

algebraic equation that can be readily solved for Y(s).
Next we take the inverse Laplace transform of Y(s) to
find the desired solution y(t)

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 4.3 Solution of Differential & Integro-
Differential Equations
Example
  4.10 P. 371 Solve the following second-order
linear differential equation:

y (0) = 2, (0) =1and input x (t ) =.

Solution
Time Domain Laplace (Frequency) Domain

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4.3 Solution of Differential & Integro-
Differential Equations

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4.3 Solution of Differential & Integro-
Differential Equations
Zero-input & Zero-state Responses
The Laplace transform method gives the total response,
which include zero-input and zero state components. It
is possible to separate the two components if we so
desire.
Let’s think about where the terms come from:

Input term

Initial condition term

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4.3 Solution of Differential & Integro-
Differential Equations

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 4.4 Analysis of Electrical Networks
How  to compute T.F for circuit one way to find the T.F of
the circuit is to compute its differential equation and then
take its Laplace transform
However, it is generally simpler to compute T.F directly.
Transfer Function:
T.F is defined as the s-domain ratio of the output to the
input Output

Input

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 4.4 Analysis of Electrical Networks
We’ve seen that the system output’s LT is:

So, if the system is in zero-state then we only get the second term:

⇒System effect in zero-state case is completely set by the transfer function

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4.4 Analysis of Electrical Networks
Poles and Zeros of a system
Given a system with Transfer Function:

We can factor B(s) and A(s): (Recall: A(s) = characteristic polynomial)

Pole-Zero Plot
This gives us a graphical view of the system’s behavior

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 4.4 Analysis of Electrical Networks
Example

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Quiz
e 2 s
X  s  Find x(t)
( s  1) 2 ( s  2)

 Hint:

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Quiz Solution

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4.4 Analysis of Electrical Networks
Time Domain S- Domain

𝑉
  ( 𝑠 )= 𝐿[𝑆𝐼 ( 𝑠 ) − 𝑖 ( 0 ) ]   𝑉 𝐼0
𝐼= +
𝑠𝐿 𝑠

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 4.4 Analysis of Electrical Networks
Example:
  given the Circuit shown ,
find y(t)
Solution:
Apply Laplace Transform
The total voltage in the loop is

𝑦 ( 𝑡 )= √5 𝑒−𝑡 cos [ 2𝑡 +26 . 6° ] 𝑢(𝑡)

 

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 4.4 Analysis of Electrical Networks
Exercise
  4.4-1P 482
Find the zero state response , if
the input voltage is . Find TF,
write differential eq relating to x(t)
Solution Loop Eq;

Gramer rule yields

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 4.4 Analysis of Electrical Networks
Exercise
  4.4-4 P 482 Find the loop currents
for the input x(t) as shown in Figure below

Solution: The Loop Eq. are

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4.4 Analysis of Electrical Networks

Gramer’s rule yields

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1.From the differential equation you can get:
a. Transfer function, then the impulse response, the pole-zero
plot, and if allowable you can get the frequency response
2.From the impulse response you can get:
a. Transfer function, then the Diff. Eq., the pole-zero plot, and if
allowable you can get the frequency response
3.From the Transfer Function you can get:
a. Diff. Eq., the impulse response, the pole-zero plot, and if
allowable you can get the frequency response
4.From the Frequency Response you can get:
a. Transfer function, then the Diff. Eq., the pole-zero plot, and
the impulse response
5.From the Pole-Zero Plot you can get:
a.(up to a scaling factor) Transfer function, then the Diff. Eq., the
impulse response, and possible the Frequency Response

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 4.5 Block Diagrams
• Large systems may consist of an enormous number
of components or elements. Analyzing such systems
all at once could be next to impossible. In such
cases, it is convenient to represent a system by
suitably interconnected subsystems.

• Each subsystem can be characterized in terms of its

input-output relationships.

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4.5 Block Diagrams
X(s) H(s) Y(s)

W(s)
X(s) H1(s) H2(s) Y(s) = X(s) H1(s)H2(s) Y(s)

H1(s)
X(s)  Y(s) = X(s) H1(s) + H2(s) Y(s)
H2(s)

E(s) G(s)
X(s)  G(s) Y(s) = X(s)
1 + G(s)H(s)
Y(s)
-
H(s)

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 4.5 Block Diagrams
Example: A basic feedback system consisting of block find TF

More on this later in

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