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Kim, J. Y. IC & DSP Research Group Signal & Systems Chonnam National University Dept. of Electronics Engineering Kim, Jinyoung
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  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Signal & Systems

    Chonnam National University

    Dept. of Electronics Engineering

    Kim, Jinyoung

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6. Representation of Signals Using Continuous-Time Complex Exponentials :

    Laplace Transform

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Laplace, Pierre Simon

    1749~1827 프랑스의 수학자, 물리학자, 천문학자, 노르망디의 빈농출신. 어릴 때부터 비상한 재능이 있었고, 1784년에는 에콜 노르말의 교수가 되었다. 나폴레옹 1세 하에서 내상(1799)과 백작이 되었고, 또 왕정복고 시기에 후작의 지휘를 받았다. (1817). 정치적으로는 입장이 불명확했다. 해석학에 뛰어나, 이것을 천체역학이나 확률론에 응용하여 많은 성과를 얻었다. 명저[천체역학](Mecanique celeste, 5권 1799~1825)는 뉴튼 이래의 천체역학을 집대성하여, 태양의 천체세게 관련된 많은 현상을 해명했다. 특히 그 섭동론은 천왕성 운행의 이론적 계산치의차이를 이용하여 해왕성의 크기와 위치를 예언하고, 그 발견에 기여한 르베리에(Urbain J.J. Le Verrier, 1811~77, 프랑스의 천문학자. 해왕성은 J.Galle에 의해 1846년 9월에 발견됨)등의 사업의 기초를 마련했다. 또 태양계의 기원에 대해 칸트-라플라스설인 성운성을 완성시켰다. 그 외에도, 수학, 물리학 연구에 뛰어난 업적을 남겼다.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Shortage of Fourier Transform

    1) Damped Signal

    2) Non-stationary

    t j te e

    http://www.chonnam.ac.kr/http://kr.youtube.com/watch?v=0dPS-EHl-FE

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.1 Introduction

    Laplace Transform

    - A representation in terms of complex

    exponential signals

    - Generalization of FT

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.2 The Laplace Transform

    LTI system response to complex

    exponential function

    Definition of Laplace transform

    S-plane

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Complex exponential : est

    cos( ) sin( )st t te e t je t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.2.1 Eigenfunction Property of est

    H x(t)=est y(t)

    ( )

    ( ) { }

    ( )* ( )

    ( ) ( )

    ( )

    ( )

    st

    s t

    st s

    y t H e

    h t x t

    h x t d

    h e d

    e h e d

    { } ( )

    , where ( ) ( )

    st st

    s

    H e H s e

    H s h e d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Express in polar form

    LTI System Response to Complex Exponential Function

    ( )( ) ( ) j s sty t H s e e

    Substitute s j

    { ( )}( ) ( )

    ( ) cos( ( ))

    ( ) sin( ( ))

    t j t j

    t

    t

    y t H j e e

    H j e t j

    j H j e t j

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.2.2 Laplace Transform Representation : Derivation of Laplace Transform

    A representation for arbitrary signals as a

    weighted superposition of eigenfunction est.

    ( )( ) ( ) ( )

    ( )

    1( ) ( )

    2

    j t

    t j t

    t j t

    H s H j h e d

    h e e d

    h t e H j e d

    ( )

    1( ) ( )

    2

    1( )

    2

    t j t

    j t

    h t e H j e d

    H j e d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Derivation of Laplace Transform

    2

    Substituting and js jdsd /

    Laplace Transform

    1( ) ( )

    2

    j

    st

    j

    h t H s e dsj

    ( ) ( )

    1( ) ( )

    2

    st

    j

    st

    j

    X s x t e dt

    x t X s e dsj

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.2.3 Convergence

    A necessary condition for convergence of

    the Laplace transform is absolute

    integrability of x(t)e-t.

    ROC(region of convergence) : the range

    of for which the Laplace transform

    converges.

    ( ) tx t e dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    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.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Right half plane

    Left half plane

    6.2.4 S-plane

    6.2.5 Pole-Zero

    Represent the complex frequency s in

    terms of a complex plane termed the s-

    plane

    j

    X(j)=X(s)|=0

    Zero:X(s)=0

    Pole:X(s)=

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    General Form of Laplace

    Transform

    A ratio of two polynomials in s

    ck : zeros, dk :poles

    1

    1 1 0

    1

    1 1 0

    1

    1

    ( )

    ( )( )

    ( )

    M M

    M M

    N N

    N

    M

    M kk

    N

    kk

    b S b S b s bX s

    S a S a s a

    b s cX s

    s d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Examples 1

    Example6.1 Determine the Laplace

    transform of x(t)=eatu(t)

    j

    a

    ( )

    0

    ( )

    0

    ( ) ( )

    1

    1, Re( )

    at st

    s a t

    s a t

    X s e u t e dt

    e dt

    es a

    s as a

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Examples 2

    Example6.2 Determine the Laplace

    transform of y(t)=-eatu(-t)

    a

    j

    0

    ( )

    0

    ( )

    ( ) ( )

    1

    1,Re( )

    at st

    s a t

    s a t

    Y s e u t e dt

    e dt

    es a

    s as a

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Examples 3

    Comment

    In the previous examples the Laplace

    transforms X(s) and Y(s) are equal even

    though the signals x(t) and y(t) are

    different.

    The ROC must be specified for the

    Laplace transform to be unique.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.3 The Unilateral Laplace

    Transform

    Definition

    Properties

    Examples

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Definition

    Definition : unilateral Laplace transform

    Example

    0

    ( ) ( )

    ( ) ( )U

    st

    L

    X s x t e dt

    x t X s

    1( )

    1( ) with ROC { }

    ULat

    Lat

    e u ts a

    e u t re s as a

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.4 Properties of the Unilateral

    Laplace Transform

    Linearity

    Scaling

    Time Shift

    ( ) ( ) ( ) ( )UL

    ax t by t aX s bY s

    1( )

    | |

    UL sx at X

    a a

    ( ) ( )

    for all such that ( ) ( ) ( ) ( )

    ULsx t e X s

    τ x t u t x t u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Time shifts for which the unilateral Laplace

    transform time-shift property does not apply. (a) A

    nonzero portion of x(t) that occurs at times t 0 is

    shifted to times t < 0. (b) A nonzero portion x(t) that

    occurs at times t < 0 is shifted to times t 0.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties 2

    s-Domain Shift

    Convolution

    Differentiation in the s-domain

    0

    0( ) ( )UL

    s te x t X s s

    ( )* ( ) ( ) ( )UL

    x t y t X s Y s

    ( ) ( )UL d

    tx t X sds

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties 3

    Differentiation in the time domain

    General form for the differentiation

    property

    00 0

    ( ) ( ) ( ) ( )

    ( ) ( ) (0 )

    U

    U

    Lst st st

    L

    d dx t x t e dt x t e s x t e dt

    dt dt

    dx t sX s x

    dt

    1 2

    1 20 0

    2 1

    0

    ( ) ( ) ( ) | ( ) |

    ... ( ) | (0 )

    Un n nLn

    n n nt t

    n n

    t

    d d dx t s X s x t s x t

    dt dt dt

    ds x t s x

    dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties 4

    Initial and final value theorems

    Integration property

    0

    lim ( ) (0 )

    lim ( ) ( )

    s

    s

    sX s x

    sX s x

    ( 1)

    0

    ( 1)

    (0 ) ( )( ) ,

    where (0 ) ( )

    Ut L x X s

    x ds s

    x x d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Examples 1

    Example6.3 Find the unilateral Laplace

    transform of x(t)=(-e3tu(t))*(tu(t))

    (sol)

    Apply the s-domain differentiation property

    3 1( )3

    1( )

    U

    U

    Lt

    L

    e u ts

    u ts

    2

    1( )

    UL

    tu ts

    3

    2

    1( ) ( ( ))*( ( ))

    ( 3)

    ULtx t e u t tu t

    s s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 2

    Example 6.4 RC filter output x(t)=te2tu(t)

    /( )

    2

    2

    1 5( ) ( )

    5

    1( )

    ( 2)

    5( )

    ( 2) ( 5)

    uLt RCh t e u t

    RC s

    X ss

    Y ss s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Examples 3

    Example6.5 Verify the differentiation

    property for the signal x(t)=eatu(t)

    (sol)

    , 0

    ( ) ( )U

    at at

    Lat

    de ae t

    dt

    d ax t ae u t

    dt s a

    1( ) ( ) (0 ) 1

    ULdx t sX s x s

    dt s a

    a

    s a

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Examples 4

    Example6.5 Determine the initial and

    final values of a signal x(t) whose

    unilateral LT is

    (sol)

    7 10( )

    ( 2)

    sX s

    s s

    0

    7 10(0 ) lim 7

    ( 2)

    7 10( ) lim 5

    ( 2)

    s

    s

    sx s

    s s

    sx s

    s s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.5 Inversion of the Laplace

    Transform

    Direct inversion of Laplace transform

    given by

    requires an understanding of contour

    integration .

    Determine inverse Laplace transform

    using the one-to-one relationships

    between a signal and its unilateral

    Laplace transform.

    1( ) ( )

    2

    j

    st

    j

    x t X s e dsj

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inverse Lapace Transform based on Several Basic Transform Pairs 1

    Laplace transforms that are a ratio of

    polynomials in s.

    1

    1 1 0

    1

    1 1 0

    1

    1 1 0

    1

    1

    ( )

    ( )

    ( )

    ( )

    M M

    M M

    N N

    N

    M M

    M M

    N

    k

    k

    Nk

    k k

    b S b S b s bX s

    S a S a s a

    b S b S b s bX s

    s d

    AX s

    s d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inverse Lapace Transform based on Several Basic Transform Pairs 2

    Basic Laplace transform pair

    (CF) If a pole di is repeated r times, then

    there are r terms in thr partial fraction

    expansion associated with this pole.

    ( )U

    k

    Ld t k

    k

    k

    AA e u t

    s d

    1 2

    2

    1

    , , ,

    ( )( 1)!

    r

    U

    k

    i i i

    r

    i i i

    n Ld t

    n

    k

    A A A

    s d s d s d

    At Ae u t

    n s d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example

    Example6.7

    (sol)

    2

    3 4( )

    ( 1)( 2)

    sX s

    s s

    31 2

    2

    2

    ( )1 2 2

    1 1 2( )

    1 2 2

    AA AX s

    s s s

    X ss s s

    2 2( ) ( ) ( ) 2 ( )t t tx t e u t e u t te u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    A pair of Complex-Conjugate

    Poles 1

    +j0 and -j0 are a pair of complex-

    conjugate poles.

    1 21 2

    0 0

    1 2

    0 0

    2 01 2 1

    2 2 2 2 2 2

    0 0 0

    1 21 1 2 1 2 0 2 2

    0

    1 2

    ( * )

    ( )( )

    ( )

    ( ) ( ) ( )

    ( , ( ) /( )

    ( , : )

    A AA A

    s j s j

    B s B

    s j s j

    CB s B C s

    s s s

    B s BC B C B B

    s

    B B real

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    A pair of Complex-Conjugate

    Poles 2

    Basic Laplace transform pairs

    11 0 2 2

    0

    2 01 0 2 2

    0

    ( )cos( ) ( )

    ( )

    sin( ) ( )( )

    U

    U

    Lt

    Lt

    C sC e t u t

    s

    CC e t u t

    s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example

    Example6.9

    (sol)

    2

    3 2

    4 6( )

    2

    sX s

    s s

    1 2

    2

    2

    2 2

    ( )1 ( 1) 1

    2 2 2

    1 ( 1) 1

    2 1 12 4

    1 ( 1) 1 ( 1) 1

    B s BAX s

    s s

    s

    s s

    s

    s s s

    ( ) 2 ( ) 2 cos( ) ( ) 4 sin( ) ( )t t tx t e u t e t u t e t u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.6 Solving Differential Equations with Initial Conditions

    Primary application of the unilateral

    Laplace transform in systems : solving

    differential equations with nonzero initial

    conditions.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.10 : RC circuit analysis

    2( ) 5 ( ) ( ), ( ) 3 ( ), (0 ) 2td

    y t y t x t x t e u t ydt

    2 5

    ( ) (0 ) 5 ( ) ( )

    1( ) ( ) (0 )

    5

    3( )

    2

    3 2( )

    ( 2)( 5) 5

    1 3

    2 2

    ( ) ( ) 3 ( )t

    sY s y Y s X s

    Y s X s ys

    X ss

    Y ss s s

    s s

    y t e tu t e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    General Description of Differential Equation in Laplace Transform Domain 1

    1

    1 1 01

    1

    1 1 01

    ( ) ( ) ( ) ( )

    ( ) ( ) ( ) ( )

    N N

    N NN N

    M M

    M NM M

    d d da y t a y t a y t a y t

    dt dt dt

    d d db y t b x t b x t b x t

    dt dt dt

    1

    1 1 0

    1

    1 1 0

    11

    1 0 0

    11

    1 0 0

    ( ) ( ) ( ) ( ) ( ) ( ),

    ( )

    ( )

    ( ) ( )

    ( ) ( )

    N N

    N N

    M M

    M N

    lN kk l

    k lk l t

    lM kk l

    k lk l t

    A s Y s C s B s X s D s where

    A s a s a s a s a

    B s b s b s b s b

    dC s a s y t

    dt

    dD s b s x t

    dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    General Description of Differential Equation in Laplace Transform Domain 2

    Clear separation between

    the natural response of the system to initial conditions and

    the forced response of the system associated with the input

    ( ) ( )

    ( )

    ( )

    ( ) ( ) ( ) ( )( )

    ( ) ( )

    ( ) ( )

    ( ) ( ) ( )( )

    ( )

    ( )( )

    ( )

    f n

    f

    n

    B s X s D s C sY s

    A s A s

    Y s Y s

    B s X s D sY s

    A s

    C sY s

    A s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.11

    2

    2

    0

    ( ) 5 ( ) 6 ( ) 2 ( ) ( )

    where, ( ) ( ), (0 ) 1, ( ) | 2t

    d d dy t y t y t x t x t

    dt dt dt

    dx t u t y y t

    dt

    2

    0

    2

    0

    2

    ( 5 6) ( ) (0 ) ( ) | 5 (0 ) (2 1) ( ) 2 (0 )

    (2 1) ( ) 2 (0 )( )

    5 6

    (0 ) ( ) | 5 (0 )

    5 6

    t

    t

    ds s Y s sy y t y s X s x

    dt

    s X s xY s

    s s

    dsy y t y

    dt

    s s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.11 : continued

    ( )

    ( )

    ( ) 2 3

    ( ) 2 3

    1 1/ 6 1/ 2 1/ 3( )

    ( 2)( 3) 2 3

    7 5 4( )

    ( 2)( 3) 2 3

    1 1 1( ) ( ) ( ) ( )

    6 2 3

    ( ) 5 ( ) 4 ( )

    f

    n

    f t t

    n t t

    Y ss s s s s s

    sY s

    s s s s

    y t u t e u t e u t

    y t e u t e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.7 Laplace Transform Method

    in Circuit Analysis - 생략

    Basic electrical circuit elements

    - Resistance

    - Inductance

    - Capacitance

    ( ) ( )

    ( ) ( )

    R R

    R R

    v t Ri t

    V s RI s

    ( )

    ( ) ( ) (0 )

    L L

    L L L

    dv L i t

    dt

    V s sLI s Li

    0

    1( ) ( ) (0 )

    (0 )1( ) ( )

    t

    C C C

    CC C

    v t i d vC

    vV s I s

    sC sC

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Laplace Transform Circuit

    Model 2

    Laplace transform circuits models for use

    with Kirchhoff’s voltage law

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Laplace Transform Circuit

    Model 3

    Laplace transform circuits models for use

    with Kirchhoff’s current law

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Laplace Transform Circuit

    Model 4

    Example6.13 : use Laplace transform circuit

    modes to determine the voltage y(t) in the

    circuit of the following figure.

    x(t)=3e-10tu(t) and vC(0-)=5

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Laplace Transform Circuit

    Model 6

    Example6.11 : (sol) continued

    1 2

    14

    2

    20

    ( ) 1000( ( ) ( ))

    1 5( ) ( ) ( )

    10

    ( ) ( ) 1000 ( )

    10 5( ) ( )

    20 20

    2 1( ( ) 3 )

    20 10

    ( ) 2 ( )t

    Y s I s I s

    X s Y s I ss s

    X s Y s I s

    sY s X s

    s s

    X ss s

    y t e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.8 The Bilateral Laplace

    Transform

    The bilateral Laplace Transform

    ( ) ( ) ( )L

    stx t X s x t e dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Bilateral Laplace

    Transform 1

    The linearity, scaling, s-domain, convolution, and differentiation is the s-domain properties are identical for the bilateral and unilateral Laplace transform, although operations associated with these properties may change the ROC.

    The bilateral Laplace transform properties involving time shift and differentiation in time domain, the time integration differ slightly from their unilateral counterparts.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Bilateral Laplace

    Transform 2

    Time shift

    Differentiation in the time domain

    Time Integration

    Integration introduces a pole at s=0

    ( ) ( )L

    sx t e X s

    ( ) ( ) with ROC at least L

    x

    dx t sX s R

    dt

    ( )( ) with ROC Re( ) 0

    s

    t L

    x

    X sx d R s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.15 Find the Laplace

    transform

    x(t)

    (sol)

    2

    3( 2)

    2( ) ( 2)t

    dx t e u t

    dt

    3

    3( 2) 2

    2 23( 2) 2

    2

    1( ) , with ROC Re( ) 3

    3

    1( 2) , with ROC Re( ) 3

    3

    ( ) ( 2) , with ROC Re( ) 33

    Lt

    Lt s

    Lt s

    e u t ss

    e u t e ss

    d sx t e u t e s

    dt s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.9 Properties of the Region of

    Convergence

    Convergence

    - ROC cannot contain any poles

    - Convergence of the Laplace transform for a signal x(t) implies that

    -The quantity is the real part of s, so the ROC depends only on the real part of s. ->ROC consists of strips parallel to the j-axis in s-plane

    ( ) | ( ) | tI x t e dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Region of

    Convergence 2

    ROC for x(t) that is finite duration signal.

    : ROC for a finite-duration signal

    includes the entire s-plane

    ( ) 0 for and x t t a t b

    ( ) | ( ) |

    ( / ) , 0

    ( ), 0

    b

    t

    a

    bt

    a

    I Ae dt x t A

    A e

    A b a

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Region of

    Convergence 3

    ROC for x(t) that is infinite duration

    signal.

    0

    0

    ( ) | ( ) |

    ( ) ( )

    , ( ) | ( ) |

    ( ) | ( ) |

    t

    t

    t

    I x t e dt

    I I

    where I x t e dt

    I x t e dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Region of

    Convergence 4

    ROC for x(t) that is infinite duration

    signal. : continued

    np

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Region of

    Convergence 5

    ROC for x(t) that is infinite duration

    signal. : continued

    | ( ) | , 0| ( ) | , 0

    p

    n

    t

    t

    x t Ae t

    x t Ae t

    00

    ( ) ( )

    ( ) ( )

    0 0

    ( )

    ( )

    n n

    p p

    t t

    n

    t t

    p

    AI A e dt e

    AI A e dt e

    and n p

    p n

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Region of

    Convergence 6

    Change in ROC : example

    ( ) ( ) with ROC

    ( ) ( ) with ROC

    ( ) ( ) ( ) ( )

    with ROC at least

    L

    x

    L

    y

    L

    x y

    x t X s R

    y t Y s R

    ax t by t aX s bY s

    R R

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Properties of the Region of

    Convergence 7

    Relationship between the time extent of a signal

    and the ROC

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.16

    Identify the ROC associated with the

    bilateral Laplace transform

    2

    1

    2

    2

    ( ) ( ) ( )

    ( ) ( ) ( )

    t t

    t t

    x t e u t e u t

    x t e u t e u t

    ( ) ROC Re(s)

    ( ) ROC Re(s)

    at

    at

    e u t a

    e u t a

    2

    1

    2

    2

    1( ) ( ) ( ) , 2 Re( ) 1

    ( 1)( 2)

    ( ) ( ) ( ) X

    Lt t

    Lt t

    x t e u t e u t ROC ss s

    x t e u t e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    ROCs for signals in Example 6.16. (a) The shaded regions denote

    the ROCs of each individual term, e–2tu(t) and e–tu(–t). The doubly

    shaded region is the intersection of the individual ROCs and

    represents the ROC of the sum. (b) The shaded regions represent

    the individual ROCs of

    e–2tu(–t) and e–tu(t). In this case there is no intersection, and the

    Laplace transform of the sum does not converge for any value of s.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inversion of The Bilateral Laplace

    Transform 1

    Use the ROC to determine a unique

    inverse transform in the bilateral case.

    The ROC of a right-sided exponential

    signal lies to the right of a pole, while the

    ROC of a left-sided exponential signal lies

    to the left of a pole

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inversion of The Bilateral Laplace

    Transform 2

    Example 6.17 Inverting a Laplace

    transform

    (sol)

    5 7( ) with ROC 1 Re( ) 1

    ( 1)( 1)( 2)

    sX s s

    s s s

    2

    1 2 1( )

    1 1 2

    ( ) ( ) 2 ( )

    ( )

    t t

    t

    X ss s s

    x t e u t e u t

    e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inversion of The Bilateral Laplace

    Transform 3

    Example 6.18 : Inverting an improper

    rational Laplace transform

    3 2

    2

    2 9 4 10( ) , with ROC Re( ) 1

    s 3 4

    s s sX s s

    s

    (1) 4

    1 2( ) 2 3

    1 4

    ( ) 2 ( ) 3 ( ) ( ) 2 ( )t t

    X s ss s

    x t t t e u t e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inversion of The Bilateral Laplace

    Transform 4

    Partial fraction expansion

    1

    ( )N

    k

    k k

    AX s

    s d

    ( ) with ROC Re( )

    ( ) with ROC Re( )

    k

    k

    Ld t k

    k k

    k

    Ld t k

    k k

    k

    AA e u t s d

    s d

    AA e u t s d

    s d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inversion of The Bilateral Laplace

    Transform 5

    Some Laplace transform pairs

    1

    1

    ( ) ; right sided signal( 1)! ( )

    ( ) ; left sided signal( 1)! ( )

    k

    k

    n Ld t

    n

    k

    n Ld t

    n

    k

    At Ae u t

    n s d

    At Ae u t

    n s d

    11 0 2 2

    0

    11 0 2 2

    0

    ( )cos( ) ( )

    ( )

    ; right sided signal

    ( )cos( ) ( )

    ( )

    ; left sided signal

    Lt

    Lt

    C sC e t u t

    s

    C sC e t u t

    s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.11 Transform Function

    The transfer function of a system : the

    Laplace transform of the impulse

    response. ( ) ( )* ( )

    ( ) ( ) ( )

    ( ) ( ) / ( )

    y t h t x t

    Y s H s X s

    H s Y s X s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The Transfer Function and

    Differential Equations 1

    Differential-equation description for a

    LTI system

    x(t)=est is an eigenfunction of the system

    0 0

    ( ) ( )k kN M

    k kk kk k

    d da y t b x t

    dt dt

    0 0

    0

    0

    ,

    ( )

    k k kN Mst st st k st

    k kk k kk k

    Mk

    k

    k

    Nk

    k

    k

    d d da e b e e s e

    dt dt dt

    b s

    H s

    a s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The Transfer Function and

    Differential Equations 2

    Example6.19

    Pole-zero form

    2

    2( ) 3 ( ) 2 ( ) 2 ( ) 3 ( )

    d d dy t y t y t x t x t

    dt dt dt

    2

    2 3( )

    3 2

    sH s

    s s

    1

    1

    ( / ) ( )( )

    ( )

    M

    M N kk

    N

    kk

    b a s cH s

    s d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The Transfer Function and

    Differential Equations 3

    Example6.18

    1

    2

    Torque produced by the motor : ( ) ( )

    Back electromortive fource : ( ) ( )

    t K i t

    dv t K y t

    dt

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The Transfer Function and

    Differential Equations 4

    Example6.20:solution

    2

    12

    2

    1 122

    2

    1 2 1

    2

    1( ) ( ), ( ) [ ( ) ( )]

    ( ) [ ( ) ( )] [ ( ) ( )]

    ( ) ( ) ( )

    dJ y t K i t i t x t v t

    dt R

    K Kd dJ y t x t v t x t K y t

    dt R R dt

    K K Kd dJ y t y t x t

    dt R dt R

    11

    2 1 2 1 2

    ( )

    KK

    RJRH sK K K K

    Js s s sR R

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.12 Causality and Stability

    Causality : Impulse response of a causal

    system is zero for t

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The relationship between the locations of poles and the impulse

    response in a causal system. (a) A pole in the left half of the s-plane

    corresponds to an exponentially decaying impulse response. (b) A

    pole in the right half of the s-plane corresponds to an exponentially

    increasing impulse response. The system is unstable in this case.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Stability

    Stability : The impulse response is

    absolutely integrableThe Fourier

    transform exists and thus the ROC

    includes the j-axis in the s-plane.

    This knowledge is sufficient to uniquely

    determine the inverse Laplace transform

    of the transfer function.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The relationship between the locations of poles and the impulse

    response in a stable system. (a) A pole in the left half of the s-

    plane corresponds to a right-sided impulse response. (b) A pole

    in the right half of the s-plane corresponds to an left-sided

    impulse response. In this case, the system is noncausal.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    A system that is both stable and causal must have a

    transfer function with all of its poles in the left half of

    the s-plane, as shown here.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.21

    Transfer function

    (a) stable (b) causal

    -3 2 -3 2

    2 1( )

    3 2H s

    s s

    3 2( ) 2 ( ) ( )t th t u t e u t 3 2( ) 2 ( ) ( )t th t u t e u t

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inverse Systems 1

    Inverse system

    Minimum phase : H(s) has all of its poles and

    zeros in the left half of the s-plane : A

    nonminimum phase system cannot have a

    stable and causal inverse system.

    1

    1 1

    ( )* ( ) ( )

    1( ) ( ) 1 or ( )

    ( )

    h t h t t

    H s H s H sH s

    1 1

    1

    ( )( )

    ( / ) ( )

    N

    kk

    M

    M N kk

    s dH s

    b a s c

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Inverse Systems 2

    Example6.21 Find the inverse system

    (sol)

    :The inverse system cannot be both stable and causal

    2

    2( ) 3 ( ) ( ) ( ) 2 ( )

    d d dy t y t x t x t x t

    dt dt dt

    2

    2

    1

    2

    ( )( 3) ( )( 2)

    ( ) 2( )

    ( ) 3

    1 3 3( )

    ( ) 2 ( 1)( 2)

    Y s s X s s s

    Y s s sH s

    X s s

    s sH s

    H s s s s s

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    6.13 Determining the Frequency Response from Poles and Zeros

    s j

    at some fixed , 0

    1

    1

    ( / ) ( )( )

    ( )

    M

    M N kk

    N

    kk

    b a j cH j

    j d

    010

    01

    /( )

    M

    M N kk

    N

    kk

    b a j cH j

    j d

    0 0

    1

    0

    1

    arg ( ) arg / arg

    arg

    M

    M N k

    k

    N

    k

    k

    H j b a j c

    j d

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    The function |j – g| corresponds to the lengths of

    vectors from g to the j-axis in the s-plane. (a) Vectors

    from g to j for several frequencies. (b) |j – g| as a

    function of j.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Components of the magnitude response.

    (a) Magnitude response associated with a zero.

    (b) Magnitude response associated with a pole.

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    Example 6.23

    Sketch the magnitude and phase response of

    the system having the transfer function

    (sol)

    ( 0.5)( )

    ( 0.1 5 )( 0.1 5 )

    sH s

    s j s j

    http://www.chonnam.ac.kr/

  • Kim, J. Y.

    IC & DSP

    Research

    Group

    하나의 꿈, 다양한 지식

    Sagres castle

    바스코 다 가마 항로 (1497)

    조선 지도

    천문학

    항해

    탐험

    수학자 고문서 학자

    신학자

    http://www.chonnam.ac.kr/

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