ee3054 signals and systems laplacetransform: properties and …yao/ee3054/laplace_ii.pdf · 2008....

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EE3054 Signals and Systems Laplace Transform: Properties and Transfer Functions Yao Wang Polytechnic University Some slides included are extracted from lecture notes from MIT open courseware http://ocw.mit.edu/OcwWeb/Electrical-Engineering-and-Computer-Science/6-003Fall- 2003/CourseHome/

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Page 1: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054

Signals and Systems

Laplace Transform: Properties and Transfer

Functions

Yao Wang

Polytechnic University

Some slides included are extracted from lecture notes from MIT open coursewarehttp://ocw.mit.edu/OcwWeb/Electrical-Engineering-and-Computer-Science/6-003Fall-

2003/CourseHome/

Page 2: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 2

Review: The (Bilateral)

Laplace Transform

Page 3: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 3

Relation with Fourier

Transform

Page 4: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 4

Note: same X(s) may correspond to different x(t) depending on ROC!

Page 5: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 5

Example 3

Page 6: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 6

Page 7: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 7

General trend of ROC

� ROCs are always vertical half planes or stripes, bounded by poles

� Right side signals -> ROC in right half plane

� Left side signals -> ROC in left half plane

� Double sided signals -> ROC in a central stripe, or does not exist

Page 8: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 8

Laplace transform of common

signals

Page 9: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 9

Go through on board

Page 10: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 10

Page 11: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 11

Page 12: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 12

Page 13: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 13

� proof

Page 14: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 14

Using Laplace transform to

evaluate convolution

� Example: ?)(*)(),()(),()( 210 === −−thtxtuethtuetx

tt

Page 15: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 15

Using Laplace transform to

evaluate convolution

� Example: ?)(*)(),()(,)( 210=== −−

thtxtuethetxtt

Page 16: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 16

Transfer Function of LTI

Systems

y(t)=x(t)*h(t) <-> Y(s)=X(s) H(s)

H(s)=Y(s)/X(s) is called the “transfer function” or “system function”

Properties of the system depend on H(s) and its ROC!

Frequency response ωω

jssHjH

== )()(

Page 17: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 17

Deducing system property

from H(s) and its ROC

� BIBIO Stability

� Causality

� h(t) right sided and starts at 0 or after

� -> ROC is right half plane

� Poles are on the LHP only

Page 18: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 18

Examples

� Pole locations and stability and causality

Page 19: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 19

Sketching Frequency Response

from Pole-Zero Locations

ωω

jssHjH

== )()(

Page 20: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 20

Page 21: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 21

Other properties: linearity

Page 22: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 22

Other properties: Time Shift

Page 23: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 23

Time domain differentiation

Page 24: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 24

Time domain differentiation:

higher order

)()(

sXsdt

txd k

k

k

Page 25: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 25

S-domain differentiation

( )k

kk

ds

sXdtxt

)()( ↔−

( )3

21

)(2

.as

tuet

Exat

+↔−

Page 26: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 26

Time domain integration

{ }0 ROC),(1

)( >ℜ=↔∫∞−

(s) R sXs

dx

t

Iττ

Page 27: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 27

Differential equation

representation of LTI system

Page 28: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 28

Example 1

Page 29: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 29

Example 2

Page 30: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 30

Three representations of LTI

system

� DE (for implementation)

� Transfer function or frequency response

� Impulse response

� Should be able to go from one to another!

Page 31: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 31

Interconnection of LTI

systems

Page 32: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 32

Example

� Given H1(s), H2(s), and their ROCs, what is the H(s) and its ROC? What is the corresponding h(t)?

Page 33: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 33

Summary

� LT is an important tool for analyzing CT-LTI systems and CT-signals

� Analogies with ZT for DT signals and systems

Page 34: EE3054 Signals and Systems LaplaceTransform: Properties and …yao/EE3054/Laplace_II.pdf · 2008. 4. 29. · Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout) Title:

EE3054, S08 Yao Wang, Polytechnic University 34

Readings

� Oppenheim and Willsky, Signals and Systems, Sec. 9.0—9.7 (Handout)