elec361: signals and systems topic 9: the laplace transformamer/teach/elec361/slides/topic9... ·...
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1
ELEC361: Signals And Systems
Topic 9: The Laplace Transform
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Exampleso Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the
Laplace Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo SummaryDr. Aishy Amer
Concordia UniversityElectrical and Computer Engineering
Figures and examples in these course slides are taken from the following sources:
•A. Oppenheim, A.S. Willsky and S.H. Nawab, Signals and Systems, 2nd Edition, Prentice-Hall, 1997
•M.J. Roberts, Signals and Systems, McGraw Hill, 2004
•J. McClellan, R. Schafer, M. Yoder, Signal Processing First, Prentice Hall, 2003
•Web Site of Dr. Wm. Hugh Blanton, http://faculty.etsu.edu/blanton/
2
IntroductionTransforms: Mathematical conversion from one way of thinking to another to make a problem easier to solve
Reduces complexity of the original problem
Laplacetransform
solutionin
s domain
inverse Laplace
transform
solution in timedomain
problem in time domain
• Other transforms• Fourier Transform• z-transform
s = σ+jω
3
Introductiontime domain
lineardifferentialequation
timedomainsolution
Laplacetransformed
equation
Laplacesolution
Laplace domain orcomplex frequency domain
algebra
Laplace transforminverse Laplacetransform
x(t) y(t)
4
IntroductionCT Fourier Transform:
representation of signals as linear combination of complex exponentials est, s = jω
Laplace Transform: Representation of signals as linear combination of est,s = σ+jω
A generalization of CTFTCan be applied in contexts where the FT cannotInvestigation of stability/instability & causality of systems
Laplace transform applies to continuous-time signals
∫∫∞
∞−
∞
∞−
− == ωωπ
ω ωω dejXtxdtetxjX tjtj )(21)()()(
5
Introduction
Ω= j ez
Continuous-time analog signal
x(t)
Continuous-time analog signal
x(t)
Discrete-time analog sequence
x [n]
Discrete-time analog sequence
x [n]
Sample in timeSampling period = Ts
ω=2πfΩ = ω Ts,scale amplitude by 1/Ts
Sample in frequency,Ω = 2πn/N,N = Length
of sequence
ContinuousFourier Transform
X(f)
ContinuousFourier Transform
X(f)
∞≤≤∞
∫∞
∞−
f-
dt e x(t) ft2 j- π
Discrete Fourier Transform
X(k)
Discrete Fourier Transform
X(k)
10
e [n]x 1
0 =n
Nnk2j-
−≤≤
∑−
Nk
N π
Discrete-Time Fourier Transform
X(Ω)
Discrete-Time Fourier Transform
X(Ω)
π20
e [n]x - =n
j-
≤Ω≤
∑∞
∞
Ωn
LaplaceTransform
X(s)s = σ+jω
LaplaceTransform
X(s)s = σ+jω
∞≤≤∞
∫∞
∞−
−
s-
dt e x(t) st
z-TransformX(z)
z-TransformX(z)
∞≤≤∞−
∑∞
∞−
z =n
n- z [n]x
s = jωω=2πf
C CC
C
C D
D
DC Continuous-variable Discrete-variable
Ω= j ez
6
Introduction
Convert time-domain signals into frequency-domain x(t) → X(s) t∈R, s∈CLinear differential equations (LDE) →algebraic expression in complex plane
Graphical solution for key LDE characteristics(Discrete systems use the analogous z-transform)
ωσ js
dtetxsXtx st
+=
== ∫∞
∞−
−)()()]([L
7
Introduction: Complex Exponential e-st
part sinusoidal theoargument t theofpart is that thenoticingin apparent is This
sosillation theof rate thedeterminespart the th,decay/grow of rate thedetermines theWhile
)sin()cos()( )(
ωω
σσωσω ωσωσ
⇒
•=+++===• + tjttjst eAettAjttAAeAetx
σt is the phase
is the frequencyω
8
Introduction: the complex s-plane
•Any time s lies in the right half plane, the complex exponential will grow through time; any time s lies in the left half plane it will decay
Imaginary axis
rReal axis
ωσ js +=
σ
ωφφ−
ωσ js −=∗
(complex) conjugate
ω−
22||||
1tan
ωσ
σω
φ
+=∗
≡≡
−=≡∠
srs
s
r
Right Half PlaneLeft Half Plane
Axis tells how fast est
grows or decays
Axis tells how fast est oscillates (higher frequency)
9
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficiento Summary
10
Laplace TransformAs mentioned earlier, the response of an LTI system with impulseresponse h(t) to a complex exponential of the form est is
where
If we let s = jw (pure imaginary), the integral above is essentially the Fourier transform of h(t)For arbitrary values of the complex variable s, this expression is referred to as the Laplace transform of h(t)Therefore, the Laplace transform of a general signal x(t) is defined as
Note that s is a complex variable, which can be expressed in general as s = σ+jω
11
Laplace TransformWhen s = jω, we get the Fourier transform of x(t)
Therefore, the Fourier transform is a special case of the Laplace transform
can be expressed as
X(σ+jω) is essentially the Fourier transform of x(t)e-σt
Properties of x(t)e-σt determine convergence of X(s)
Note: e-jωt sinusoidal, e.g., bounded
12
Laplace Transform
The Laplace transform X(s) for positive t≥0 typically exists for all complex numbers such that Res > a
where a is a real constant which depends on the growth behavior of x(t)
The subset of values of s for which the Laplace transform exists is called the region of convergence (ROC)Note: the two sided (-∞< t < ∞) Laplace transform is defined in a range a < Res < b
13
Laplace Transform
X(s) of expression algebraic thezecharacteri Completely :X(s) of Zeros& Poles
poles ofnumber theis ofOrder complex are zeroes and Poles
)0)( (So, 0)( :Zeroes))( (So, 0)( :ties)(signulari Poles
...)(
...)()2)(105(
252X(s);expression algebraic)()()(
spolynomial of rational aoften is transformLaplace
01
01
2
2
•=•
•==∋•
∞==∋•+++=•
+++=•
+++++
===
mX(s)
sXsNssXsDs
bsbsbsD
asasasNsss
sssDsNsX
mm
nn |X(s)| will be larger when it
is closer to the poles
|X(s)| will be smaller when it is closer to the zeros
14
Laplace Transform:Order of X(s)
KBsJsK
sDsN
sTK
sDsN
++=•
+=•
2)()(Order Second
1)()(Order First
Impulse response
Exponential
Step response
Step, exponential
Ramp response
Ramp, step, exponential
1 sT
K+
/1
2 TsKT-
sKT-
sK
+
/1
Ts
K-sK
+
15
Laplace Transform:Poles
The poles of a Laplace function are the values of s that make the Laplace function evaluate to infinityThe poles are therefore the roots of the denominator polynomial
has a pole at s = -1 and a pole at s = -3
Complex poles (e.g., s=-2+5j) always appear in complex-conjugate pairsThe response of a system is determined by the location of poles on the complex plane
)3)(1()2(10
+++ss
s
16
Laplace Transform: Zeros The zeros of a Laplace function are the values of s that make the Laplace function evaluate to zeroThe zeros are therefore the zeros of the numerator polynomial has a zero at s = -2
Complex zeros always appear in complex-conjugate pairs
Pole-Zero Cancellation: Do not eliminate poles as in
Think about what may happen if H(s) was a transfer function of a physical system where minor system (e.g., temperature) change could cause the pole or the zero to move
)3)(1()2(10
+++ss
s
)1()1)(3()(
−−+
=s
sssH
17
Laplace Transform:Visualization
FT: X(jω) a complex valued function of purely imagineryvariable jw
Visualize using 2D plot of real and imaginary part or magnitude and phase
LT: X(s) a complex valued function of a complex variable s=σ+j ω
Requires a 3D plot which is difficult to visualize or analyzeSolution: Poles (x) and Zeros (o) PlotExample:
Poles:s=(-1-3j)s=(-1+3j)s=-2
18
Laplace Transform: Example
x(t)of nature on the depends X(s) of eConvergenc-aRe(s)or 0a)Re(s ifonly 0lim
convergenot do power negative be NOT will zero,or negative is )( if converge power negative be be will positive, is )( if
notor converge transformLaplace he whether tdetermines hat apparent t becomesit bounded), (i.e., sinusoidal is that gRecognizin
1) OR
is x(t)of transformLaplace thehand,other On the
|)(|1)
is 0,a with ),X(j ansformFourier tr The
x(t)sidedright )(Let
)(
)(
)(
00
0
0
⇒>>+=•
⇒+
⇒+
•
+==+==
•
∞<+
===
>•
=•
+−
+−
+−
+−
−
+−∞
−+−∞
+−∞
∞−
−−
∞
∞−
∞−−
∞
∞−
−−
∞→
∫∫∫
∫∫∫
a)t(s
ta
ta
ta
jwt
a)t(sjwtσ)t(aa)t(sstat
jwtatjwtat
-at
eea
eae
e
eas
dteejωX(σdtedtu(t)eeX(s)
dttxajw
dteedtu(t)eeX(jω
tuex(t)
t
σ
σ
σ
σ
σ
ω
o
o
Recall: FT converges if
19
Laplace Transform: Example
as
astue
asas
X(s)
js
aajw
dteejωX(σ
Lat
jwtσ)t(a
−>+
=
−>+
⎯→←•
−>+
=
+=•
>+++
==+•
=⇒•
−
∞−+−∫
Reas
1X(s)
Reas
1)( :Conclusion
Re1becomesequation last the, Since
0)( where)(
1)
Re(s) but to j torelatednot is ROC a- >Re(s) :eConvergencfor Condition
0
ωσ
σσ
σω
20
Laplace Transform: ExampleWe conclude from the above example that the Laplace transform exists for this particular x(t) only ifThe region in the complex plane in which the Laplace transform exists (or converges) is called region of convergence (ROC)The ROC for the above example is given in the following figure
For a single pole, the ROC lies to the right of this pole for right-sided signals; x(t) non zero for t≥0
21
Laplace Transform: Example
left-sided x(t)
For a single pole, the ROC lies to the left of this pole for left-sided signals; x(t) non zero for t<0
22
Laplace Transform: Example
two-sided h(t)
23
Laplace Transform: Example
right-sided
24
Laplace Transform: Example
1-01 when converges)3()1(
131
1
>→>+⇒−++
=−++
σσωσωσ jjj
a sum of real & complex exp.
25
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
26
Region of Convergence for Laplace Transform
Let X(s) be the Laplace transform of some signal x(t)The ROC of X(s), in general, has the following characteristics:1. The ROC of X(s) consists of strips parallel to
the jω-axis in the s-plane2. For rational Laplace transforms,
the ROC doesn’t contain any poles (since X(s)=∞)3. If x(t) is of finite duration and is absolutely integrable,
then the ROC is the entire s-plane
27
Region of Convergence for Laplace Transform
4. If x(t) is right-sided, and if the line Re s = σ0 is in the ROC, then all values of s for which Re s > σ0 will also be in the ROC
5. If x(t) is left-sided, and if the line Re s = σ0is in the ROC, then all values of s for which Re s < σ0 will also be in the ROC
6. If x(t) is two-sided, and if the line Re s = σ0 is in the ROC, then the ROC will consist of a strip in the s-plane that includes the line Re s = σ0
28
Region of Convergence for Laplace Transform
7. If the Laplace transform X(s) of x(t) is rational, then the ROC is bounded by poles or extends to infinity. In addition, no poles of X(s) are contained in the ROC
8. If the Laplace transform X(s) of x(t) is rational, then if x(t) is right-sided, the ROC is the region in the s-plane to the right of the rightmost pole. If x(t) is left sided, the ROC is the region in the s-plane to the left of the leftmost pole
29
Region of Convergence for Laplace Transform: Example
30
Common Laplace Transforms Pairs
number interger positive:numbers real are ,,
ntajsCs
•∞<<∞−••+=∈• τωσ
Name x(t) Graph X(s) ROC
Impulse 1 All s
Step R(s)>0
Delayed Impulse All s
Delayed step R(s)>0
Ramp R(s)>0
Power R(s)>0
ExponentialDecay
R(s)>-a
ExponentialApproach
R(s)>0
⎩⎨⎧
>=
==0001
)()(tt
ttx δ
)()( tutx =s1
)()( τδ −= ttxse τ−
)()( τ−= tutxs
e sτ−
2
1s
)()( ttutx =
1
!+ns
n)()( nuttx n=
as+1)()( tuetx at−=
)( assa+
)()1()( tuetx at−−=
31
Common Laplace Transforms Pairs
number interger positive:numbers real are ,,
ntajsCs
•∞<<∞−••+=∈• τωσ
Name x(t) Graph X(s) ROC
Left-sided step R(s)<0
Left-sided exponential R(s)<-a
Sine R(s)>0
Cosine R(s)>0
Exponentially Decaying Sine R(s)>-a
Exponentially Decaying Cosine R(s)>-a
Hyberbolic Sine R(s)>|ω|
Hyberbolic Cosine R(s)>|ω|
))(()( tutx −−= s1
as+1
)()( tuetx at −−= −
22 θθ+s)()sin()( tuttx θ=
22 θ+ss)()cos()( tuttx θ=
22)( θθ
++as)()sin()( tutetx at θ−=
22)( θ+++
asas
)()cos()( tutetx at θ−=
22 θθ−s
)()sinh()( tuttx θ=
22 θ−ss)()cosh()( tuttx θ=
32
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
33
Review:Partial Fraction Expansion
Partial fractions are several fractions whose sum equals a given fraction
Purpose: Working with transforms requires breaking complex fractions into simpler fractions to allow use of tables of transforms
1111
)1)(1()1(5)1(6
15
16
15
16
1111
2
2
−−
=−+
++−=
−+
+•
−+
+=
−−
•
ss
ssss
ss
ssss
34
Review:Partial Fraction Expansion
32)3()2(1
++
+=
+++
sB
sA
sss
( ))3()2(
2)3()3()2(
1++
+++=
+++
sssBsA
sss
32
21
)3()2(1
++
+−
=++
+ssss
s
1=+ BA 123 =+ BA
Expand into a term for each factor in the denominator.Recombine right hand side
Equate terms in s and constant terms. Solve.Each term is in a form so that inverse Laplace transforms can be applied.
35
Review:Partial Fraction Expansion: Different terms of 1st degree
To separate a fraction into partial fractions when its denominator can be divided into different terms of first degree, assume an unknown numerator for each fraction
561
11)1()111(
)1)(1()()(
)1)(1()1()1(
)1()1()1()111(
2
2
==⇒⎭⎬⎫
−=−=+
−−
=−+
−++=
−+++−
=
−+
+=
−−
BAABBA
ss
ssABsBA
sssBsA
sB
sA
ss
36
Review: Partial Fraction Expansion: Repeated terms of 1st degree
When the factors of the denominator are of the first degree but some are repeated, assume unknown numerators for each factor
If a term is present twice, make the fractions the corresponding term and its second powerIf a term is present three times, make the fractions the term and its second and third powers
2114
321
)()2()1()1(43)(
)()(
)1()1()1()1(
)1()1()1()1(43
2
22
33
2
323
2
===⇒⎪⎭
⎪⎬
⎫
=++=+
=
+++++=
++++=++=
=+
++
+++=
++
++
+=
+++
CBACBA
BAA
CBAsBAAsCsBsAsssN
sDsN
sC
ssBsA
sC
sB
sA
sss
37
Review: Partial Fraction Expansion: Different quadratic terms
When there is a quadratic term, assume a numerator of the form Bs + C
05.05.012
00
)2()()(1)1()1()2(1
)2()1()2)(1(1
2
2
22
===⇒⎪⎭
⎪⎬
⎫
=+=++
=+
++++++=
++++++=
+++
++
=+++
CBACACBA
BACAsCBAsBA
sCsBsssAss
CBss
Asss
38
Review:Partial Fraction Expansion: Repeated quadratic terms
When there is repeated quadratic term, assume two numerator of the form Bs + C and Ds+E
05.0025.025.0
1240324
0235022
0)1()1()2)(1(
)2)(1()2(1)2()2()1()2)(1(
1
2
222
22222
=−==−==
⇒
⎪⎪⎪
⎭
⎪⎪⎪
⎬
⎫
=++=++++
=+++=++
=+
++++++++
++++++=
+++
+++
++
+=
+++
EDCBA
ECAEDCBA
DCBACBA
BAsEsDssssC
sssBsssAss
EDsss
CBss
Asss
39
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Exampleso Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
40
The Inverse Laplace Transform
Let X(s) be the Laplace transform of a signal x(t)The inverse Laplace transform is given by
for all values of s in the ROCA very useful technique in finding the inverse Laplace transform is to expandX(s) in the form
From the ROC of X(s), one can find the ROC for each individual term in the above expressionThe inverse Laplace transform can then be obtained for every term separately very easily
∫∞+
∞−
=j
j
stdsesXj
txσ
σπ)(
21)(
41
The Inverse Laplace Transform: Solving Using Tables
1. Write the function you wish to inverse transform, X(s), as a sum of other functions
Where each Xi(s) is known from the table2. Invert each Xi(s) to get xi(t)3. Sum up all xi(t) to get x(t)
∑=
=m
ii sXsX
1)()(
∑=
=m
ii txtx
1)()(
42
The Inverse Laplace Transform: Example
43
The Inverse Laplace Transform: Example
44
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
45
Properties of the Laplace Transform
46
Properties of the Laplace Transform
47
Properties of the Laplace Transform
48
Properties of the Laplace Transform
49
Properties of the Laplace Transform: Examples
50
Properties of the Laplace Transform
tof valuespositive from 0 approaches t as0 tof valuesnegative from 0 approaches t as0
+
−
•
•
51
Properties of the Laplace Transform
52
Properties of the Laplace Transform:Examples
)4()2(2)(
++=
ssssYLaplace
transform of the function
Apply Final-Value theorem
Apply Initial-Value theorem
[ ]41
)40()20()0()0(2)(lim =
++=∞→ txt
[ ] 0)4()2()(
)(2)(lim 0 =+∞+∞∞
∞=→ txt
53
Properties of the Laplace Transform: Examples
the initial value of x(t) as t approaches 0 from positive values of t is given by
The final value of x(t) as t approaches ∞is given by
11
lim)0(
11)(
)(
)(lim)0(
=+
=
+=
=
=
∞→
−
∞→
+
ssx
ssX
etxExample
ssXx
s
t
s)0( +x
01
lim)(lim
11)(
)(
)(lim)(lim
0
0
=+
=
+=
=
=
→∞→
−
→∞→
sstx
ssX
etxExample
ssXtx
st
t
st
54
Properties of the Laplace Transform: Examples
55
Properties of the Laplace Transform: summary
x(t) X(s)
( ) )(txLsX =( ) sXLtx 1)( −=
)( asX −)(txeat
)()1( sXdsd
n
nn−
)0()( xssX
)(txt n
)(' tx −
)('' tx )0(')0()(2 xsxsXs −−
)(''' tx )0('')0(')0()( 23 xsxxssXs −−−
56
Properties of the Laplace Transform: Summary
57
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the
Laplace Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
58
Analysis and Characterization of LTI Systems Using the Laplace Transform
Let x(t) be an input to some LTI system whose impulse response is h(t), the output y(t) of the system is given by
where ∗ denotes convolution In the s−domain, the above expression becomes
Y(s) is the Laplace transform (LT) of y(t)X(s) is the LT of x(t)H(s) is the LT of h(t)
It is customary to refer to H(s) as the transfer function of the LTI system
59
Transfer Function of an LTI system
A transfer function is an expression that relates the output to the input in the s-domain
H(s) = Y(s) / X(s)
H(s) relates the output of a linear system (or component) to its inputH(s) describes how a linear system responds to an impulseH(s) represents a normalized model of a process, i.e., can be used with any input
DifferentialEquation
x(t) y(t)
H(s):TransferFunction
X(s) Y(s)
60
Transfer Function of an LTI systemThe form of the transfer function indicates the dynamic behavior of the system
For a, b, and c positive constants, the transfer function terms indicate exponential decay and exponential oscillatory decay (first two terms)exponential growth (third term)The decay terms will reach zero with time but h(t) will continue to grow because of the growth term (third term)
ctbtat eCteBeAth
csC
bsB
asALth
csC
bbssB
asAsH
++=⎭⎬⎫
⎩⎨⎧
−+
+++
+=
−+
++++
+=
−−
−
)sin()(: table theUsing
)()()()(
)()2()()(
221
222
ω
ωω
ωω
61
Analysis and Characterization of LTI Systems Using the Laplace Transform
Causality:A causal LTI system: the output at any time depends on present and past input values only (not on future value)A causal LTI system: h(t)=0 for t<0 (right-sided)
The ROC of H(s) of a causal system is in the right-half planeA system with rational transfer function is causal if and only if (iff) the ROC is the right-half plane to the right of the rightmost pole
62
Analysis and Characterization of LTI Systems Using the Laplace Transform: Example
Consider an LTI system whose H(s) is given by
Note that since the ROC is not specified and there are two poles at -1 and 2, then there are three possible solutions
63
Analysis and Characterization of LTI Systems Using the Laplace Transform: Example
1. Res < −1 : Then the solution is left-sided, and is given by
Clearly this system is non causal
2. Res > 2 : The solution here is given by
which is right-sided. In addition the ROC is extending towards ∞. Thus, the system is causal
3. -1 < Res < 2 : Then the solution must have a term that is left-sided and another that is right-sided; that is
The system now is non causal
64
Analysis and Characterization of LTI Systems Using the Laplace Transform:Example
65
Analysis and Characterization of LTI Systems Using the Laplace Transform
StabilityA system is stable if bounded inputs produce bounded outputsAn LTI system is BIBO stable iif
An LTI system is stable iff the ROC of its transfer function includes the jω axisNote: A system maybe stable with a non-rational H(s)
Causality & StabilityClearly, a causal system with rational transfer function is stableiff all of the poles of the transfer function lie in the left-half plane
1Re,1
)(.,. −>+
= ssesHge
s
∞<∫∞
∞−
dtth |)(|
66
Analysis and Characterization of LTI Systems Using the Laplace Transform:Example
67
Unstable BehaviorIf the output of a system grows without bound for a bounded input, the system is referred to a unstableThe complex s-plane is divided into two regions depending on poles locations
1. the stable region, which is the left half of the s-plane2. the unstable region, which is the right half of the s-plane
If the real portion of any pole of a transfer function is positive and ROC lies in the right-half plane, the system corresponding to the transfer function isunstableIf any pole is located in the right half plane and the ROC lies in the right-half plane, the system is unstable
68
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
69
LTI Systems Characterized by Linear Constant-Coefficient DE
One of the great things about Laplace transform is that it can be used to solve fairly complicated linear differential equations very easilyConsider for example the following differential equation:Applying Laplace transform to both sides yieldsand the transfer function can be obtained as
Since this system has only one pole, there are two possible solutions:
1. Res > −3 : The system in this case is causal and is given by
2. Res < −3 : This results in the non-causal solution, namely,
70
LTI Systems Characterized by Linear Constant-Coefficient DE
The same procedure can be used to obtain H(s) from any differential equations with constant coefficientsA general linear constant-coefficient differential equation is of the form
Applying Laplace transform to both sides yields
For the transfer function, The zeros are the solutions ofThe poles are the solutions of
71
LTI Systems Characterized by Linear Constant-Coefficient DE
We remark here that the transfer function does not tell additional information about the ROC of the systemThe ROC is normally specified by additional information such as knowledge about the stability and causality of the system
72
LTI Systems Characterized by Linear Constant-Coefficient DE: Example
73
LTI Systems Characterized by Linear Constant-Coefficient DE: Example
Now to determine the ROC of H(s), we know from the convolution property that the ROC of Y(s) must include at least the intersection of the ROCsof X(s) and H(s)
Since H(s) has two poles, then there are three choices for the ROCSince we have some knowledge about the ROC of Y(s), this limits our choices for the ROC of H(s) to one
Res > −1 which means that H(s) is stable and causalFrom H(s), one can obtain the differential equation that relates X(s) and Y(s)
74
LTI Systems Characterized by Linear Constant-Coefficient DE: Example
textbook) theof 9.26 example (see)4()2(
4)(−+
=⇒ss
ssH
75
LTI Systems Characterized by Linear Constant-Coefficient DE: Solution Procedure
Any nonhomogeneous linear differential equation (LDE) with constant coefficients can be solved with the following procedure, which reduces the solution to algebraStep 1: Put LDE into standard form
y’’ + 2y’ + 2y = cos(t)y(0) = 1; y’(0) = 0
Step 2: Take the Laplace transform of both sidesLy” + L2y’ + L2y = Lcos(t)
76
LTI Systems Characterized by Linear Constant-Coefficient DE: Solution Procedure
Step 3: Use properties of transforms to express equation in s-domain
Ly” + L2y’ + L2y = Lcos(ω t)• Ly” = s2 Y(s) - sy(0) – y’(0)• L2y’ = 2[ s Y(s) - y(0)]• L2y = 2 Y(s)
• Lcos(t) =
s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) =
)1( 2 +ss
)1( 2 +ss
77
LTI Systems Characterized by Linear Constant-Coefficient DE: Solution Procedure
Step 4: Solve for Y(s)
)22)(1(222
)22(
2)1()(
2)1(
)()22(
)1()(22)(2)(
22
23
2
2
22
22
++++++
=++
+++=•
+++
=++
+=+−+−•
ssssss
ss
ss
s
sY
ss
ssYss
sssYssYssYs
78
LTI Systems Characterized by Linear Constant-Coefficient DE: Solution Procedure
Step 5: Expand equation into format covered by table
( )( ) ( ) ( )
2.1,8.04.0,2.0
22222
221
rmssimilar te Equate)2()22()2()(
221221222)(
23
2222
23
====
⎪⎪⎭
⎪⎪⎬
⎫
=+=++
=++=+
•+++++++++•
+++
+++
=++++++
=•
ECBA
EBCBAEBA
CA
EBsCBAsEBAsCAssECs
sBAs
sssssssY
1)1(4.0
1)1()1(8.0
222.18.0
)1(4.0
)1(2.0
)1(4.02.0
222
222
+++
+++
=++
+•
++
+=
++
•
sss
sss
sss
ss
79
LTI Systems Characterized by Linear Constant-Coefficient DE: Solution Procedure
Step 6: Use table to convert s-domain to time domain
)sin(4.0)cos(8.0)sin(4.0)cos(2.0)(
)sin(4.01)1(
4.0
)cos(8.01)1()1(8.0
)sin(4.0)1(
4.0
)cos(2.0)1(
2.0
2
2
2
2
tetettty
tebecomess
tebecomess
s
tbecomess
tbecomess
s
tt
t
t
−−
−
−
+++=⇒
++•
+++
•
+•
+•
80
Outline
o Introductiono Laplace Transform & Exampleso Region of Convergence of the Laplace Transformo Review: Partial Fraction Expansiono Inverse Laplace Transform & Examples o Properties of the Laplace Transform & Exampleso Analysis and Characterization of LTI Systems Using the Laplace
Transformo LTI Systems Characterized by Linear Constant-Coefficient DEo Summary
81
Summary
82
Summary: a quiz
A continuous-time LTI system has h(t) given by
a) Find the value of β such that the system is stableb) With the value a β found in part(a), find the range of
ROC such that the system is causalc) Is it possible to have the system stable and causal?
)(53)(
41)( 3 tuetueth tt −−= −β
83
Summary: quiz solution
A function of the form can be seen as the combination of the two exponentialsSince we know that andTherefore, we know that there will be a pole at s = –β and a pole at s = 3Knowing that the ROC is the intersection of the individual ROC’s
)(53)(
41)( 3 tuetueth tt −−= −β
ββ
β >+
=⇔= − Re,)()()( ss
AsHtuAeth t
3Re,3
)()( 3 <−
⇔−−= ss
BtuBeth t
84
Summary: quiz solution
a) β > 0 (not including 0), such that –β is in the left half of the s-plane. This way, the ROC (common intersection) will include the jω-axis, thus implying that the Fourier transform exists further implying that the system is stable
b) For the system to be causal, the ROC must extend outward to positive infinity. Furthermore, since an ROC cannot contain a pole, Res > 3, for the system to be causal
c) This system can only be causal or stable but not both. This is because, in order to be causal and stable, all poles must lie inthe left half of the s-plane such that the ROC can possibly extend from the rightmost pole to + infinity and include the jω-axis. However, due to the pole at s = 3. The ROC cannot extend toward infinity and include the jω-axis. Therefore, the system cannot be both stable and causal