BM 503 Basic Mathematics for Biomedical Science

October 6, 2009
H. .Glr BM 503 Basic
Mathematics for Biomedical Science
2
BM 503 Biyotp Bilimleri iin Temel
Matematik
October 6, 2009
H. .Glr BM 503 Basic
Mathematics for Biomedical Science
3
.
SOLUTION OF DIFFERENTIAL
EQUATIONS
General Properties of Linear
Differential Equations
( 1)
1 1 0
Any th order linear differential equation can be written in the form:
( .... ) ( ) ( ) (1)
where (.) (.)
Because all the remarks of this secti
n n
n n
n
n
n
n
a D a D a D a y t F t
d
D
dt

+ + + + =
=
( 1)
1 1 0
on are valid for both fixed
and varying systems, the can, in general, be functions of .
If the right side of the last equation is identically zero,
( .... ) ( ) 0
n n
n n
a t
a D a D a D a y t

+ + + + = (2)
which is called a differential equa homogeneous
nonhomogeneou
tion.
Equatio s inho n 2 is calle mogeneous d a or equation.
Equation 2 can have, at most, linearly independent solutions.
The concept of linear independence is precisely defined in Chapter 4.
in brief, objects are said to be linearly dependent (or just de
n
n pendent)
if at least one of them can be expressed as a linear combination of the
remaining ones. If the objects are not dependent, they are said to be
independent. A necessary and sufficient condition
1 2
1 2
for solutions of
Eq. 2 to be independent is that their does not vanish.
if , , . . , , represent solutions, the Wronskian is given by the
determinant
.
( )
n
n
n
Wronskian
y y y n
y y y
Dy
W t =
1 2
( 1) ( 1) ( 1)
1 2
(3)
.
n
n n n
n
Dy Dy
D y D y D y

1 1 2 2
The most general solution of Eq. 2 is
= ... (4)
where the K are arbitrary constants. The subscript refers to the
solution of
H n n
y K y K y K y
H
+ + +
the homogeneous equation. The last equation says that,
once independent solutions are known, any other solution can be
expressed as a linear combination of these solutions. For fixed
systems, th
n
n
ere is a general method of finding independent solutions
to the homogeneous differential equation. For varying systems there is,
unfortunately, no such general method. The most general (or complete
n
)
solution of the nonhomogeneous Eq. 1 is
= (5)
H P
y y y +
where y
H
is given in Eq. 4 and is the solution of the related
homogeneous equation. y
P
is any one solution, no matter how
arrived at, which satisfies Eq. 1, and is known as the particular
or particular integral solution. y
H
is called the complementary
solution. Any method of finding y
P
, including guesswork, is
allowable. In fixed circuits with a sinusoidal source, for
example, a-c steady-state circuit theory might be employed.
The next section shows an explicit general method of finding y
P
once y
H
is known.
As y
P
contains no arbitrary constants, y and y
H
both contain n
such constants. Their evaluation requires a knowledge of initial
or boundary conditions.
Any linear first order differential equation can be written in the form
of Eq. 5.
( )
( ) ( ) ( ), or (5)
For convenience, it is assumed
dy t
a t y t f t
dt
+ =
(
that the coefficient of / has been
made equal to unity. The coefficient a may in general be a function
of . Such an equation may always be solved by the introduction of
the integrating factor
a
dy dt
t
e
)
. If both sides of Eq. 5 are multiplied by
this factor.
t dt
}
A time-varying first order ode
( ) ( ) ( )
( ) ( )
( ) ( )
( )
( ) ( ) ( ) , or
( ) ( )
Integration of both sides of the above equation gives
( ) ( ) , (6)
w
a t dt a t dt a t dt
a t dt a t dt
a t dt a t dt
dy t
e a t y t e f t e
dt
d
y t e f t e
dt
y t e f t e dt c
} } }
+ =
| |
} }
=
|
\ .
} }
= +
}
here is the integeration constant. c
Although the integration on the right side of Eq. 6 may sometimes be
difficult, the method constitutes an explicit procedure for solving the
differential equation, for both the time-invariant and the time-varying
cases. It will give both the complementary and the particular solutions
in the answer.
2 2
2 2
. Solve / - for ( ).
The integrating factor is Multiplying the original equation
by the integrating factor,
( )
integration of both sides y
1
i
t dt
t t
Examp dy dt ty t y t
e
dy
ye t
dt
le
e

=
}
=
2 2 2
2 2 2
2 2 2
2 2 2
elds:
, and
( ) 1
Although the well-known separation of variables method is sometimes
simpler than the use of the int
t t t
t t t
ye te dt c e c
y e e c ce

+ +
= + = +
= + = +
}
egrating factor, it is not applicable to
all first order equations. It could not be used in this exarnple.
Solution of Differential Equations with Constant Coefficients
( 1)
1 1 0
Consider the th order equation
( .... ) ( ) 0 (7)
Assume that the solutions are of the form where is a constant
to be determined. Substitu
n n
n n
r t
n
a D a D a D a y t
y e r

+ + + + =
=
( 1)
1 1 0
ting the assumed solution into Eq. 7,
there results
( .... ) 0 (8)
For the last equation to be satisfied for all values of ,

n n r t
n n
a r a r a r a e
t

+ + + + =
( 1)
1 1 0
.... 0 (9)
n n
n n
a r a r a r a

+ + + + =
( 1)
1 1 0
.... 0 (9, repeated)
Equation 9 is called the or auxiliary equation and
can be written down directly from Eq. 1. The left side is an th
order algeb
n n
n n
ch
a r a r a r a
n
aracteristic

+ + + + =
1 2
1 2
1 2
raic polynomial so Eq. 9 has roots.
Denoting these roots by
, ,. . , , the corresponding solutions to Eq. 1 are
, ,.....
If these solutions are linearly independent, the
n
n
r t r t
r t
n
n
r r r
y e y e y e
n
= = =
1 2
1 2
most general
solution to the homogeneous differential equation is
= ... (10)
n
r t r t
r t
H n
y K e K e K e + + +
1 1
1 2
1 2
If the are all different, it turns out that ( ) in Eq. 3 does not
vanish, so that the individual solutions are independent. If then
and are independent solutions. If a ro
r t r t
r W t
n r r
y e y te
=
= =
1 1 1
1
1 2
1
1 2 1
ot, say is repeated
times, so that ... then the most general solution is
= ... +
+ .........+
k
n
k
r t r t r t
r t k
H k k
r t
n
r
k r r r
y K e K te K t e K e
K e
+
+
= = =
+ + +
(10)
Thus finding involves only solving for the roots of an th order
equation. In the event that some of the roots are complex, however,
the solution should be written in another
H
y n
form.
1 2
1
2
1 2 1
Since the coefficients in Eq. 1 are real, any complex roots must
occur in complex conjugate pairs. If one root is , where and
are real, another root must be . Then
r t r t
t
r j
r j
K e K e K e
o
o |
o |
= +
=
+ =
| |
| |
2 1 2
1 2 1 2
1 2
( )
( ) cos ( ) sin
cos sin (11)
For a real system, the 's are real numbers, and
j t t j t t j t j t
t
t
i
K e e K e K e
e K K t j K K t
e A t jA t
a
| o | o | |
o
o
| |
| |
+
+ = +
= + +
= +
1 2
is a real function
of time. This means that, when the arbitrary constants are evaluated,
and must be real numbers, which in turn means that and
must be complex conjugates. Since two trig
H
y
A B K K
1 2
1 2
onometric terms of the
same frequency may be written as a singie term with a phase angle,
it is also possible to write
cos cos (12)
r t r t
t
K e K e K e t
o
| + =
Using the derivative operator notation (.),The general time-invariant
system described by Eq. 1 can also be written as
( ) ( ) ( ) ( ) (13)
If
D
A D y t B D v t
v
=
( ) , the particular solution has the form ( ) ( )
where ( ) is not a function of . Substituting these expressions into
the differential equation gives
( ) ( )
st st
p
st
t e y t H s e
H s t
A D H s e
= =
= ( ) (14)
st
B D e
Particular Solution for the Input e
st
( ) ( ) ( ) (14)
Since ( ) ( ) where ( ) is a function
formed by replacing the differentiation operator by . Thus
the
st st
k st k st st
A D H s e B D e
D e s e B D e B s B s
D s
=
= =
above equation becomes
( )
( ) ( ) ( ) ( ) (15)
( )
Thus ( ) can be written down by inspection of the differential
equation. Also
( )
st st
B s
H s e A s e B s or H s
A s
H s
H s
= =
=
( )
( )
(16)
( )
( ) is usually called the o r .
s t
p
v t e
y t
v t
H s system fun transfer functio cti n on
=
(
(

| |
The particular solution to a sinusoidal input can be found
directly from ( ). Since cos Re and since the
response to ( ) is ( ) ( ) ,
the response to ( ) cos is

j t j t
p
H j t j t
v t e y t H j e
v t t
e e
e e e
e
e
=
= =
=
( ) Re ( ) ,
If the complex quantity ( ) is expressed in polar form
by ( ) , the response can be written
( ) ( ) ,
( ) is often called t
j t
p
j
j
p
y t H j e
H j
H j e
y t H j e
H j
e
u
u
e
e
e
e
e
( =

=
he frequency spectrum of the system
and is basic to a-c steady- state analysis.
1/sC i= C dv/dt
C
Ls e =L di/dt
L
R e = Ri
R
Impedance Z(s) Defining Equation Element
The State Transition Matrix: Solution of the Homogenous System
The simplest of all possible forms of state equations is the linear
homogeneous time-invariant form
with initial conditions
( ) ( )
d
t t
dt
= x Ax
0
(0) = x x
If x(t) is a scalar, i.e., a vector of order 1, then the solution
to the scalar differential equation can be obtained by
expanding x(t) in a Maclaurin series in powers of t. The
result is
( )
2
(0) (0)
( ) (0) (0) ... ...
2! !
n
n
x x
x t x x t t t
n
''
'
= + + + + +
where
0
2
2
0
( )
0
( )
(0) ,
( )
(0) ,
( )
(0) .
t
t
n
n
n
t
dx t
x
dt
d x t
x
dt
d x t
x
dt
=
=
=
'
=
''
=
=
Since the vector x(t) is simply an ordered set of scalar
functions, the Maclaurin expansion of the vector x(t) is
obtained by replacing the scalar x by the vector x, that
is,
( )
2
(0) (0)
( ) (0) (0) ... ...
2! !
n
n
t t t t
n
''
'
= + + + + +
x x
x x x
The vector coefficients of the powers of t in this expansion are
obtained from the given state vector and the given differential
equations and their successive time derivatives evaluated at t
= 0. The results are
0
0
0
2
2
0
2
0 0
0
( )
0
0
( )
(0) ( ) = ,
( )
(0) (0) ( ) (0) ,
( )
(0) = .
t
t
t t
t
n
n n
n
t
d t
t
dt
d t d d
t
dt dt dt
d t
dt
=
=
= =
=
=
'
= =
'' ' '
= = = = =
=
x
x Ax Ax
x
x x Ax Ax A x
x
x A x
Substituting these coefficients into the series
expansion for the state vector given establishes the
solution to the system of differential equations as
When the coefficients of the powers of t are
scalars, i.e., when A is a 1 x 1 matrix, the series is
defined as the exponential function e
At
. Extending
this definition to matrices, e
At
is defined as the
infinite series of matrices
2 ( )
2
0
( ) ( ... ...)
2! !
n
n
t t t t
n
= + + + + +
A A
x I A x
2 ( )
2
... ...
2! !
n
t n
e t t t
n
= + + + + +
A
A A
I A
and the solution to the differential equations is
0
( )
t
t e =
A
x x
It should be noted that since e
At
is an infinite
polynomial in powers of the matrix A, it is itself a
matrix; that is, e
At
is a matrix whose value is a
function of the matrix A and the scalar t.
The matrix function e
At
has several important
properties. First of all, it is defined as an infinite
series of matrices. By definition, the matrix series
FOURIER SERIES
Periodic and nonperiodic functions can be decomposed into
sets of sinusoidal functions by the Fourier series and integral,
respectively. A function is periodic, with a period T, if it is
continually repeated every T seconds over all values of t. Of
the functions shown only f
1
is periodic.
An infinite series, known as the Fourier series, may be
written for any single-valued periodic function which
has in any one period only a finite number of maxima, minima,
and discontinuities. The are
0 0 0
n=1
0
a underneath any one cycle of the
curve is required to be finite. The Fourier series for a function ( )
with a period is
( ) ( cos sin ) (1)
where
n n
f t
T
f t a a n b n e e
e

= + +

0
0
0
0
0
0
0
0
0
= 2/ is called the angular frequency of the first
harmonic, and where
1
( )
1
cos ( )
1
sin ( ) (2)
t T
t
t T
n
t
t T
n
t
T
a f t dt
T
a n f t dt
T
b n f t dt
T
e
e
+
+
+
=
=
=
}
}
}
The series converges to ( ) for values of at which the
function is continuous. At a finite discontinuity, the series
converges to the average of the values of ( ) on either side
of the discontinui
f t t
f t
ty. The series converges uniformly for all .
if ( ) satisfies the restrictions of the previous paragraph and
in addition remains finite. If only a finite number of terms are
taken, the correspondin
t
f t
g finite Fourier series approximates ( )
with the least mean square error. Since two trigonometric terms
of the same frequency may be combined into a single term with
a phase angle, Eq. 1 may be rew
f t
ritten as
0 0
n=1
2 2
-1
( ) cos ( ) (3)
where
= - tan (4)
and represent the magnitude and phase angle
(with respect to
n n
n n n
n
n
n
n n
f t a A n
A a b
b
a
A
e u
u
u

= + +
= +

a pure cosine wave) of the th harmonic. n

-
-
The complex form is easily obtained from the trigonometric
form by use of the identities
1
cos ( )
2
1
sin ( )
2
j j
j j
e e
e e
j
| |
| |
|
|
= +
=
The Complex Form of the Fourier Series
(5)
0
0
0
0
n=-
0
Equation 3 becomes
( ) (6)
where
1
( ) (7)
Equations 6 and 3 are related by
jn t
n
t T
jn t
n
t
f t c e
c f t e dt
T
c
e
e

=
=

}
0
and
( 0)
2
so that the magnitude of is one-half the magnitude of
the th harmonic, and the angle of is the phase angle
of the harmonic relative to a cosine wave. Since
comp
n
j
n
n
n
n
n
a
A
c e n
c
n c
c
u
=
= =
letely defines ( ) in frequency domain terms, it
is called the frequency spectrum of ( ).
f t
f t
Example. Find the steady-state component of the
output voltage e
o
(t).
For the calculation of the steady-state response, the
square wave of input voltage may be assumed to exist
for both positive and negative values of time. Then the
frequency spectrum of the input, foun
0
1
1
2
0
n= 1, 3,...
d from Eq. 7
with = , is
1
2
0 ( even)
1
, ( odd)
Thus
1 1
( )
2
jn t
jn t
n
n
n
jn t
e
c e dt
jn
c n
c n
jn
e t e
jn
t
t
t
e t
t
t
t

= =
= =
= =
= +
}

1
( tan )
2
1
2
n= 1, 3,...
By a-c steady-state circuit theory, the response to is
1
1
By superposition, and using Eq. 5,
2
( ) cos ( tan )
1 ( )
j t
j t j t
o
e
j j
e e
j
e t n t n
n
e
e e e
e e
e
e
t t
t

(
=
(
+
+
=
+

2
The broken line in Fig. b is the sum of the first
two nonzero terms in the last expression. The exact
steady-state output, representing the entire infinite series, is
1
for 0 1
1
( )
1
t
o
e t
e
e t
e
e
e

< <
+
=

+
for 1 2
and is shown by the solid line.
t
t

< <

The preceding example contains three essential steps:

finding the frequency spectrum of the input, multiplying
by the a-c steady-state transfer function to obtain the
output frequency spectrum, and constructing the output
as a function of time. The frequency spectrum of ( ) is
often denoted by (), rather than by , Then, for a fixed
linear system with input ( ) and output ( ),
() () (
n
f t
F c
u t y t
Y U H j = ) (8)
where ( ) is the a-c steady-state system function. j
SAMPLE PROBLEMS
P.1 Determine the average and the rms values of the
following half-wave rectified sine wave.
). 2 cos 1 ( ) 2 ) 2 sin 2 (cos 2 sin 2 (cos
) 2 ( ) ( ) ( sin
), ( sin
sin 2 ) sin (cos sin cos
sin cos , sin cos
sin ) (
1
) 1 (cos
2
1
) 0 cos (cos
cos sin ) (
4
1
4
1
2 2
4
1
2
1
2
1
2
2
1
2 / 1
2 2
1
2 / 1
2
1
2
2 1
2 /
0
1
2 /
0
1 1
0
0
0
0
2
0
0
u u u u u
u
u
u u u u u
u u u u
e
t
t
t
e e
u u u u u u
u u
u u
u u
t
e
t
= + + =
+ = =
=
= + =
= + =
(

=
(

=
= = =
= = =

+ +
+
} }
} }
j j
e e e e e e
e e
j j j e e
j e j e
dt t X dt t f x
t tdt X dt t f x
j j j j
j
j j
j
j j
j
j j
j j
T t
t
m T
T t
t
T rms
T
T
T
T
T
T
m T
T t
t
T av
T
and,
thus ,
: formula s Euler' he Consider t

: by given is value effective) or the square, mean - (root rms The


: by given is value average The
| |
| | | | . ) 0 2 sin (
) 2 sin ( ) 2 cos 1 (
) 2 cos 1 ( sin
2
1
2 / 1
2
2
4
1
2 / 1
2
2
2
1
2
2
4
1
2 / 1 2 /
0 2
1
2
4
1
2 / 1
2 /
0
2
4
1
2 / 1
2 /
0
4
1
2
1
2 / 1 2 2
1
2
0
0
m
T
m T
T
T
T
m T
T
m T
T
m T
T
m T
T t
t
m T rms
X X X
t t X dt t X
dt t X dt t X x
T
= = =
=
(

=
(

=
(

=
}
} }
+
t
e
t
e e
e e



2 2
( )
0 0
( ) 2 ( )2
0
Derive the expression for the coefficients
of the complex Fourier series.
Consider integers and and the integral,
1 1
(
( ) ( )
jn jm j n m
j n m j n m
Solution :
n m
I e e d e d
e e
j n m j n m
t t
u u u
u t t
u u
+
+ +
= =
= =
+ +
} }
P.2
( )0
2 2 2
0 2
0
0 0 0
) 0 ( )
When ,
1 2
Thus, and are orthogonal functions.
j n m
jm jm j
jn jm
e n m
n m
I e e d e d d
e e
t t t
u u u t
u u
u u u u t
+

= =
=
= = = = =
} } }
.
or,



: yields This to from integral the take and
by equation above the of sides both multiply us Let

: by given is series Fourier the of form complex The
) ,..., ( , ) (
,
) (
. ) ,..., (
.
2
2 , ) (
0
0
0
0 0
0
0
0 0
0
0
0
0
0
0
0
0
0
0
0
1
0 0
0
+ = =
= = =
=
+ + =
= = =
}
} }

} }

+
+ =
=
+ =
=
+

+

+ =
=
m dt e t f c
Tc dt e e c dt e e c
dt e c e dt e t f
T t t m
e
T
f e c t f
T t
t
t jm
T m
m
t jm t jm
T t
t
m
t jm t jn
T t
t
n
n
n
t jn
n
n
n
T t
t
t jm
T t
t
t jm
t jm
t jn
n
n
n
e
e e e e
e e e
e
e
t
t e
( )
( ) ( )
0 0
0 0
0 0
0 0 0 0 0
*
1 1
*
*
Note that when ( ) is a real-valued function:
( ) ( ) , and,
2Re .
Thus, for a real-valued function ( ),
( )
t T t T
jn t jn t
n n T T
t t
jn t jn t jn t jn t jn t
n n n n n
f t
c f t e dt f t e dt c
c e c e c e c e c e
f t
f t
e e
e e e e e
+ +

= = =
+ = + =
=
} }
( )
( )
( )
0
0
1
0
1 1
2Re .
When is also real
( ) 2Re 2 cos .
n
jn t
n
n
n
n n
jn t
n n
n n
c e
c
f t c e c n t
e
e
e
=+
=
=+ =+
= =
= =

P.3 Determine the Fourier series of the full-wave rectified sine
function
.
t X t x
m
e sin ) ( =
( )
( )
( )
( )






: by given are series Fourier complex the of ts coefficien The
2
2
2
2 2 2
2
2
2
2
0
0
) 1 (
1
1
) 1 (
1
1
) 1 (
1
1
) 1 (
1
1
2
0
1
1
0
1
1
) 1 (
1
1
) 1 (
1
1
2
2 /
) 1 (
) 1 (
1
) 1 (
) 1 (
1
2
2 /
0
) 1 (
) 1 (
1
) 1 (
) 1 (
1
2
2 /
2 /
0
2 /
2 /
0
1
2 2
) sin ( ) (sin
) ,..., ( , sin
sin ) (
T
T
T
T T T m
T
T
T
T m
m
m
m m
m m
n j
n
n j
n
T n j
n
T n j
n Tj j
X
j
n
j
n
n j
n
n j
n Tj j
X
T
T
t n j
n j
t n j
n j T j
X
T t n j
n j
t n j
n j T j
X
T
T
t jn
t j t j
T
X
T
t jn
t j t j
T
X
T
T
t jn
T
X
T
t jn
T
X
n
T t
t
t jn
m T n
m
e e e e
e e e e
e e
e e
dt e
j
e e
dt e
j
e e
dt e t dt e t c
n dt e t X c
t X t x
+
+

+
+

+
+
+

+
+

+
+

+

+
+ =

=

=
+ =
+ = =
=
} }
} }
}
t t t t
t t
e
e
e
e
e
e
e
e
e
e
e
e e
e
e e
e e
e
e e
e
e
( )
( )
( )
( )
( ) ( )
( ) ). 1
, 0
. 1
1
1
1
1
) 1 (
2
1
1 1
1
1
1
1 1
1
1
1
1
1
2
1
2
1
1
1
1
4
1
1
1
1
1
2
1
2
1
1
1
1
4
) 1 ( 2 ) 1 ( 2
) 1 ( ) 1 (
) 1 ( 2
1
1
) 1 ( 2
1
1
) 1 (
1
2
) 1 (
1
2
1
1
1
1
4
) 1 (
1
1
) 1 (
1
1
) 1 (
1
1
) 1 (
1
1
4
0
1
1
0
1
1
) 1 (
1
1
) 1 (
1
1
2
2 2
2
2
2
2 2 2
2
2
2
2
2
= = = =
+ = + + + + + =
= = + + + =
= =

=
= +
=

=
= +
=
+ + + =
+ +
+ =

+ +
+ + + +
+ + +
+
+
+
+

+
+

+
+
+

+
+

+
+
+

n even n
c
odd n c
e e
even n
odd n
e
even n
odd n
e
e e e e
e e e e
e e e e c
n
X
n
n n
X
n n n n n n n n
X
n
n n n n n n
X
n
n j n j
n j n j
n j
n
n j
n
n j
n
n j
n n n
X
n j
n
n j
n
T n j
n
T n j
n
X
j
n
j
n
n j
n
n j
n
T
X
n
m m
m
m
m
T
T
T
T T T m
T
T
T
T
T
m
( for

and for
Thus,

for
for

for
for
that Note



t
t
t t
t
t t
t t
t t t t
t
t
t t t t
t t
t
( ) ( )
( )
( )
( )
( ) 0
0
0
2
1
2
1
2 2
1
2 2 2 2 2 2 2
2
2 2
2
2
0
2
2
2 2 2
2
2 2
2
2 2
0
2
2
2 2 2
2 /
2
2
1
2
2 /
0
2
2
1
2
2 /
2
2 /
0
2
2 /
2 /
0
1
2
2 2
2
2
2
2 2
2
2
= + + + =
+ + + =
+
+ =
=

=
=

} }
} }
e e e e
e e e e
e e
e e
e
e
e
e
e e
e
e e
e
e e
t t t
t t
t
j
T
j j j
T
T j
X
j
j
T
T j
j j j
j
j
T
T j
X
j
j
T
T j
j
T j
X
j j
j
j
T
T j
X
T
T
t j
j T j
X T t j
j T j
X
T
T
t j
T
X
T
t j
T
X
T
T
t j
t j t j
T
X
T
t j
t j t j
T
X
T
e e T e e
e e T
e e
e t e t
dt
j
e
dt
j
e
dt e
j
e e
dt e
j
e e
c
n
m
T
T T
T
T m
T
T T m
T
T m
m m
m m
m m







For

Thus,
function. real a is ) ( since zero be also must For
. cos
) ( ) (
, 1
,... 6 , 4 , 2
) 1 (
4 2
,... 6 , 4 , 2
) 1 (
2 2
) 1 (
2
1
2
2 2

=

+ =
=

+ =
+ + = =
=
n
n
X X
t jn t jn
n
n
X X
t jn
n
n
n
X
t n
e e e t f
t f c n
m m
m m m
e
t
t
e e
t
t
e
t
clear;
t = -1:0.001:1;
y0=2/pi;
y2=4/(pi*(1-4))*(cos(2*pi*t));
y4=4/(pi*(1-16))*(cos(4*pi*t));
y6=4/(pi*(1-36))*(cos(6*pi*t));
y8=4/(pi*(1-64))*(cos(8*pi*t));
z= abs(sin(pi*t));
y=y0+y2+y4+y6+y8;
hold on
plot(t,y,'r', 'LineWidth',2)
plot(t,y0,'b')
plot(t,y2,'g', 'LineWidth',2)
plot(t,y4,'c')
plot(t,y6,'m')
plot(t,y8,'y')
plot(t,z,'k')
hold off
grid;
xlabel('t ');ylabel('f(t)');
title('Fourier series decomposition of a full-wave rectified sine wave: Sum of first 8 harmonics.');
clear;
Matlab m file: Fourier decomposition of full wave
rectified sine wave
P.4 (Take Home Problem)
Determine the Fourier series of the triangular waveform:
( ) ( ) (
)
( )
( ) ( ) ( ) ( )
( )
t jn t jn t jn
jn
t jn
jn
t jn
jn
t jn
jn jn
t jn
jn dt
d
jn
t jn
jn
t jn
jn
t jn
jn
t jn t jn
T
T
t jn
jn
T
T jn
t jn
jn
T
jn
t jn
jn
T
X
T
T
t jn
T
X
T
t jn
T
X
n
T t
t
t jn
T n
e t e e jn t e jn
e t e jn t e
v u uv v u
t e dt e e t
v u uv dt e v t u v u dt e t
e T
t e t e
dt e T t dt e t c
n dt e t f c
m
m m
e e e
e
e
e
e
e
e
e e
e
e
e
e
e
e
e
e
e
e e
e
e
e
e
e e
e
e
e e
e
e e
e

+

= + + =
+ =
' = '
= =
' = = ' = = ' =
+
=
=
+ = =
} }
}
} } } }
} }
}
1 1
1 1 1 1
1 1 1 1
2 /
1
2 /
1 1
2 /
0
1 1
2
2 /
2
2 /
0
2
1
(
) ( ) (
) )( (
) (
) ,..., ( , ) (
2
2 2
0
0
parts) by n Integratio

: that Note




: by given are series Fourier complex the of ts coefficien The
*
*
( ) ( ) (
)
( ( ) ( ) ( ) )
( ) ( ) | |
( ) ( ) | |
( )
( )
T n
jX
n
jT
T
X
jn
T
X
n
j
n
j
n
j
T n
jX
n
X
n
j
n
j
n
j
n
jX
n
n
jT
n
jT
n
jT
T
T n
jX
n
jT
n
jT
n
jT
T
T n
jX
T jn T jn
n j
T
n j
n j
T
n j
T T
jn
jn
T
X
T
T
t jn
jn
T
T jn
t jn
jn
T
jn
t jn
jn
T
X
n
m m m
m
m m
m
m
m
m
even n
odd n
even n
odd n
c
T T T
T T T
Te Te T e e
e T
t e t e c
t t e
t t t t
t
t t t t
t t t t
t t t t
e e
t
t
t t
t
e
e
e
e
e
e e
e
e
= =
= + + =
= + + + + =
+ + =
+ + + =
+ =
+
=

=
=
=
=
2
2
1
2
2 2
2
2 2
2 2 2 2
2 2 2 2
2 /
2
2
2 2 2
1
2
2 /
1
2 /
1 1
2 /
0
1 1
2
2 2
2 2
2
2
). ,...( 6 , 4 , 2
), ,...( 5 , 3 , 1
), ,...( 6 , 4 , 2
), ,...( 5 , 3 , 1
0 1 1
2 1 1
2
2
0 2
for
for
or for
for

,
,
,


( ) ( )
t n b t n a bs ac js c jb a e c
js c e t n s
t n c c b c a jb a c Note:
t n X e c c t f
X
T Tt t t
dt T t dt t dt t f c
n
c
t jn
n
t jn
n n n
n
n
m
n
t jn
n
m
T T T T
T
X T
T
T
T
X
T
T
T
X
T
T
X
T t
t
T
n
X
n
m m
m m
m
odd n
e e
e
e
e
e
e
t
e
t
sin cos ) )( Re(
. , sin
cos . Im Re ,
cos ) Re( 2 ) (
) (
) ( ) (
0
5 , 3 , 1
1 4
2
1
3 , 2 , 1
0
2
1
2 8
2
2 8
2
2 /
2
2
1
2 /
0
2
2
1
2
2 /
2
2 /
0
2
1
0
2
2 2
2 2 2 2
2 2
2 2
0
0
2 2
), ,...( 5 , 3 , 1
= = + + =
+ = =
= = = + =
|
|
.
|

\
|
= + =
=
+ + = =
= =
=
=

} } }

=
+
=
Re
that so
and Let and where Let



, For
, for
|
.
|

\
|
= =
|
.
|

\
|
= =
+ + =
} } }
} } }

+
+

=
dt t n T t tdt n t dt t n t f b
dt t n T t tdt n t dt t n t f a
t n b t n a a t f
T
T
T
T
X
T t
t
T n
T
T
T
T
X
T t
t
T n
n
n n
m
m
2 /
2 /
0
4
2
2 /
2 /
0
4
2
1
0
sin ) ( sin sin ) (
cos ) ( cos cos ) (
,
, ) sin cos ( ) (
2
0
0
2
0
0
e e e
e e e
e e


where
( )
( )
n
T
n
n
n
n
T
t n t n t n dt t n t
t n t n t n dt t n t n
t n d t n t n x x x xdx x
Similarly
t n t n t n t d t n t
t d t n t n t d n t n t n xdx x
dt n dx t n x x x x xdx x
Note:
t e
e
e
t
e e e e
e e e e e
e e e
e e e e
e e e e e
e e
2
1 1
) (
1
2
) (
1
2
2
2
2
cos sin cos
, cos sin cos ) (
) ( sin cos sin sin
,
sin cos cos
cos ) ( ) ( cos cos
, Let . sin cos cos
= =
= =
= =
=
+ =
= =
= = + =
}
}
} }
}
} } }
}
or
.


( ) ( ) (
)
(
)
( )
even) (for
odd) (for



= = =
= = =
+
+ =
+
+ + =
n
n
n n n n n n
n n n n
t n
t n t n t n t n t n t n a
n
X
n
X
n
X
T
T
n
X
T
T n
T
T
T
n
T
n T
X
n
m
m m
m
m
0 ) 1 1 2 (
1 1 2
sin 2 2 sin 2 2 sin 2
2 cos 0 cos sin 2 cos 2
sin
sin cos sin cos
2
2 2
2
2 2 2
) (
) (
4
) ((
2
2
) (
2 / ) (
2 /
) (
1
2 /
0
) (
1
4
t
t t
t
t
e
e e
t t t t t t
t t t
e
e e e e e e
( ) ( ) (
)
(
)

} } }

=
+
= + + =
= +
+ =

=
|
.
|

\
|
= =
5 , 3 , 1
1
4
2
1
0
) (
2 / ) (
2 /
) (
1
2 /
0
) (
1
4
2 /
2 /
0
4
2
cos ) sin cos ( ) (
0 cos 2 2 cos 2
2 cos 2 2 sin cos 2 sin 2
cos
cos sin cos sin
sin ) ( sin sin ) (
2 2
2
2 2 2
2
0
0
n
n
X X
n
n n
n
X
T
T n
T
T
T
n
T
n T
X
T
T
T
T
X
T t
t
T n
t n t n b t n a a t f
n n n n
n n n n n n
t n
t n t n t n t n t n t n
dt t n T t tdt n t dt t n t f b
m m
m
m
m
e e e
t t t t
t t t t t t
e
e e e e e e
e e e
t
t
e
e e





Matlab m file: Fourier series decomposition of a saw-
tooth signal: Sumof first 10 harmonics
clear;
t = -1:0.001:1;
T=1;
w=2*pi/T;
p4=-4/(pi*pi);
T=2;
y0=1/2;
y1=p4* cos(w*t);
y3=p4* cos(3*w*t)/9;
y5=p4*cos(5*w*t)/25;
y7=p4*cos(7*w*t)/49;
y9=p4*cos(9*w*t)/81;
y=y0+y1+y3+y5+y7+y9;
hold on
plot(t,y,'r', 'LineWidth',2)
plot(t,y0,'b')
plot(t,y1,'b')
plot(t,y3,'g')
plot(t,y5,'c')
plot(t,y7,'m')
plot(t,y9,'y')
hold off
grid;
xlabel('t ');ylabel('f(t)');
title('Fourier series decomposition of a saw-tooth signal: Sumof first 10 harmonics.');
clear;
The Fourier Integral
0 0
0 0
The Fourier series can be rewritten with
1 1
( ) ( )
2
( )
The symbol denotes the spacing between lines in
the frequency spectrum, a
t T t T
j t j t
n
t t
j t
n
n
c
f t e dt f t e dt
T
c
f t e
e e
e
e
e e
e e t
e
e
e
+ +

=
=
= =
A A
= A
A
A
} }

nd it is equal to 2 / . T e t =
A nonperiodic function of time can be obtained from
a periodic one by letting approach infinity. Since
then approaches zero, the formerly discrete frequency
spectrum becomes a continuous one, con
T e A
taining all
possible frequencies. The quantity ( ) / is
introduced because itself vanishes as approaches
infinity. Taking the limit as T approaches infinity
and as becomes ,
n
n
g c
c T
d
e e
e e
= A
A
| |
( ) ( ) ( )
1
( )

(

)
2
st
st
F s f t f t e dt
f t F s e ds
t

= =
=
}
}
L
| |
| |
-1
To obtain the form most commonly used,
let ( ) 2 ( ).
( ) ( ) ( )
1
( ) ( ) ( )
2
j t
j t
G g
G f t e dt f t
f t G e dt G
e
e
e t e
e
e e
t

=
= =
= =
}
}
F
F
The last two equations are the direct and inverse
Fourier transform, respectively. ( ) is called the
frequency spectrum of ( ), and the expression for
( ) is often called the Fourier integral.
Equa
G
f t
f t
e
tions 9 can be used for nonperiodic signals
in the same manner that the complex Fourier series is
used for periodic signals. The conditions necessary for
the existence of a Fourier series carry over to the Fourier
integral. The function of time must be single-valued,
with a finite number of maxima, minima, and
discontinuities, and with ( ) remaining finite. f t dt

}
/ 2
1
/ 2
. Find the frequency spectrum of the rectangular
pulse shown in Fig. a.
sin( / 2)
/ 2
( ), which is real because ( ) is an even function, is
illustrated in Fig. b. In the l
L
j t
n L
L
Example
L
c e dt
L
G f t
e
e
e
e

= =
}
imit as approaches
0, ( ) becomes the unit impulse, and ( ) is shown in
part (c) of the figure. Thus the unit impulse contains
all frequencies in equal strength. This example
demonstrates the prin
L
f t G e
ciple of reciprocal spreading.
The narrower the function of time is made, the more
its frequency spectrum spreads out, and the greater is
the bandwidth required to reproduce it faithfully.
2
/ 2
If the sharp corners in the function of time are smoothed,
the high-frequency components in its frequency spectrum
are reduced. For example if, ( ) (1/ 2 ) , which is
the Gaussian-type pulse of
t
f t e t

=
2
/ 2
unit area shown in Fig. a,
( ) . G e
e
e

=
-
0
0
: Find the Fourier transform of the unit
step function.
Note that ( ) is not finite. Also
( )
cannot be evaluated, since the defining integral
does not conver
j t
j t
Example
t dt
e
G e dt
j
e
e

e
e

(
= =
(

}
}
1 1
2 2
- -
1
2
1
1
0
2
ge.
Note also that
cos sin
for t 0
for 0
sin
for 0
The purpose of this example is to point out that some
of the very common
j t
at
e t t
F e d d
j j j
t
t
d
t
e
t t
t
e e
e e
e e e
e
e
e

(
( > = = + =
(


<

= =

>

} }
}
functions time do not have Fourier
transforms.
When analyzing a fixed linear system, it is convenient
to denote the Fourier transform of the input ( ) and
output ( ) by ( ) and ( ), respectively. Using the
system function, the response to
( )
u t
y t U Y
u t
e e
| |
-1
is ( ) ( ) . Then, by the superposition
principle,
( ) ( ) ( ) (10)
and
( ) ( ) ( ) (11)
In contrast to
j t j t
e y t H j e
Y V H j
y t V H j
e e
e
e e e
e e
= =
=
= F
the Fourier series, the Fourier integral of
Eq. 11 gives the complete response in closed form,
provided that the system contains no initial stored energy.
2
1
0
2
: For the circuit of Fig. a, plot the frequency
spectrum of the input and output, and find (t). Assume
that there is no stored energy in the capacitance at 0.
1
( )
1
(
t j t
Example
e
t
E e e dt
j
E
e
e
e
e

=
= =
+
}
1
2
1 1
) ( )
1 (1 )
E
j j
e
e e
= =
+ +
1
2 2
2
The frequency spectra are plotted in part (b) of the
figure. The evaluation of
( )
(1 )
involves a difficult integration. Tables of Fourier
transforms do exist, and the use of comple
j t
e
e t d
j
e
t
e
e

=
+
}
1
2 2
2
1
2
2
x variable
theory is often helpful. It can be shown that
( ) ( )
(1 )
( ) for t 0
(1 )
j t
j
st
t
j
e
e t d j
j
e
d s te
s
e
t
t
e
e

=
+
= = >
+
}
}
THE LAPLACE TRANSFORM
The Laplace transform largely overcomes the chief
difficulties encountered in the use of the Fourier
difficulty with the convergence of
the direct transform can be remedie
transfor
d by rep
m. The
lacing
- -(
-
)
This inserts a convergence
factor into the integrand of ( ) and permits the
integral to be evaluated in some cases where it would
not otherwise exist. T

by
his modificati

o is
.
n
j
t
t j t
e G
e e
e
o
o e
e
+
suggested by
the efforts of the previous section to obtain the
Fourier transform of the unit step function.
The Two-Sided Laplace Transform
-
1
2
In Eq. 9, let ( ) ( ), and write
( ) ( )
( ) ( ) ( )
In the second expression, the variable of integration
has been changed to . Replacing by ,
( ) (
j t
j
j t
j
j
G F j
F j f t e dt
f t F j e d j
j j s j
F s f t
e
e
t
e e
e
e e
e e o e

=
=
=
= +
=
}
}
| |
| |
-
II
1
1
II 2
1
II II
) ( )
and
( ) ( ) ( )
where and stand for the direct and inverse
two-sided Laplace transform.
st
j
st
j
j
e dt f t
f t F s e ds F s
o
t
o

=
= =
}
}
L
L
L L
-
1
2
( ) ( )
( ) ( ) ( )
Consider ( ) , where (prime) denotes
derivative. Integration of this equality yields:
( ) ( ) or,
(Integ
j t
j
j t
j
j
F j f t e dt
f t F j e d j
uv u v uv
uv uv u v uv u v uv
uv uv u v
e
e
t
e
e e

=
=
' ' ' '
= +
' ' ' ' '
= = + = +
' '
=
}
}
} } } }
} }
( )
- -
- - -
ration by parts).
With and ( ) - , ( )
( ) ( ) - ( )
j t j t
j t j t j t
u e v f t dt u j te v f t dt
f t e dt e f t dt j te f t dt
e e
e e e
e
e


' '
= = = =
=
}
} } } }
| |
( ) ( ) ( )
1
( )

(

)
2
st
st
F s f t f t e dt
f t F s e ds
t

= =
=
}
}
L
Determine the Laplace transform of
0 for 0
( ) = ( ),
for 0, for real a
where ( ) is the unit step functi
:
on.
at
at
t
f t e t
e t
Example
t

<

=

>

| |
- -
II
0
-( ) -( )
0
-( ) -( )
0
-( ) -( )
( ) ( ) ( )
1

0
1 1
(lim lim )
Note that
lim lim 0 when .
When , howeve
st at st
s a t s a t
s a t s a t
t t
s a t j a t
t t
F s f t f t e dt e e dt
e dt e
s a
e e
s a s a
e e a
a
o e
o
o

+

= = =

= =

= =

= = >
<
} }
}
L
r, the limit does not exist
(goes to infinity) and hence the Laplace transform
exists only when , i.e., the region of convergence
is given by . The function in this example does not
have a Fou
a
a
o
o
>
>
rier transform if is positive but does have
a Laplace transform!
a
| |
0 0
- -
II
: Determine the Laplace transform of
for 0, for real
( )
0 for 0
:
( ) ( ) ( )

at
st at st
Example
e t a
f t
t
Solution
F s f t f t e dt e e dt

<
=

>

= = =
} }
L
0
-( ) -( )
-( ) -( )
0
0
1

1 1
(lim lim )
(when ).
s a t s a t
s a t s a t
t t
e dt e
s a
e e
s a s a
a o

= =

= =

>
}
-( ) -( )
Note that
lim lim 0 when .
When , however, the limit does not exist
(goes to infinity) and hence the Laplace transform
exists only when , i.e., the region of convergen
s a t j a t
t t
e e a
a
a
o e
o
o
o
+

= = <
>
< ce
is given by . The function in this example does not
have a Fourier transform if is positive but does have
a Laplace transform!
a
a
o <
It appears from these two examples that two different
functions of time have the same Laplace transform.
The two regions of convergence, however, are mutually
exclusive. The region of convergence must
| |
II
be specifled
in order to determine which function of corresponds
to the function
1
( ) ( )
t
f t F s
s a
= =

L
Fourier and Laplace transforms of a non periodic function
are essentially identical if the range of convergence for
includes 0. In such a case, the Fourier transform is
found by replacing by in s j
o
e
=
the Laplace transform.
The phenomenon of two different functions of time
having the same Fourier transform never occurs.
The One-Sided Laplace Transform
It is usually possible to restrict oneself to functions that
are zero for negative values of time. The reason is that the
response of a linear system can be determined for all t > 0
from a knowledge of the input for t > 0 and the energies
stored in the system at t = 0. The history of the system
prior to some reference time is adequately summarized by
the stored energies at that time, as far as the systems
future behavior is concerned. The two-sided Laplace
transform is therefore usually replaced by the normal or
one-sided Laplace transform. The latter equation simply
says that f(t) is zero for negative values of t, or else that
f(t) for t <0 is of no concern and can hence be assumed to
be zero.
| |
-
0
( ) ( ) ( )
A subscript I is not used, since the Laplace transform
is assumed to be the one-sided transform, unless
otherwise indicated.
Determine the Laplace transform : of
( ) c
st
Exam
F s f t f t e dt
f t
ple

= =
=
}
L
os ( )
where ( ) is the unit step function.
t t
t
e

| |
( )
-
0
- -
1
2
0 0
( ) (
1
2
Euler's equation is
cos sin cos sin
Adding these equations side by side we find:
cos
2
Thus,
( ) ( ) cos
2
j j
j j
st
j t j t
st j t j t st
s j t s j
e j e j
e e
F s f t t e dt
e e
e dt e e e dt
e e
u u
u u
e e
e e
e
u u u u
u
e

+
= + =
+
=
= =
+
= = +
= +
}
} }
L
( )
)
0
( ) ( )
1
2

1 1
( 0)
0
t
s j t s j t
dt
e e dt
s j s j
e
e e
o
e e

+
=

| |
= + >
|
+
\ .
}
1 1
2 2
1
2
2 2
1 1
( )
( )( )
2
( 0)
( )( ) ( )
Determine the Laplace transform of
( ) sin ( )
where ( )is the unit step functio
:
n.
s j s j
F s
s j s j s j s j
s
Exampl
s
s j s j s
f t t t
t
e
e e
e e e e
o
e e e
e

| | | | +
= =
| |
+ +
\ . \ .
| |
= = >
|
+ +
\ .
=
| |
( )
( )
-
0
- -
1
2
0 0
( ) ( )
1
2
0
( ) ( )
1
2
Using the Euler's equation we can write
sin
2
Thus,
( ) ( ) sin
2

1 1
j j
st
j t j t
st j t j t st
j
s j t s j t
j
s j t s j t
j
e e
j
F s f t t e dt
e e
e dt e e e dt
j
e e dt
e e
s j s j
u u
e e
e e
e e
e e
u
e
e e

+
+

=
= =

= =
= =
| |
=

+
\ .
}
} }
}
L
( 0)
0
dt o

>
|
( ) ( )
1
2
1 1
2 2
1
2
2 2
1 1
( 0)
0
1 1
( )
( )( )
2
( 0)
( )( ) ( )
s j t s j t
j
j j
j
e e dt
s j s j
s j s j
F s
s j s j s j s j
j
s j s j s
e e
o
e e
e e
e e e e
e e
o
e e e
+

| |
= >
|
+
\ .
| | | | + + +
= =
| |
+ +
\ . \ .
| |
= = >
|
+ +
\ .
| |
0
Determine the Laplace transform of
( ) ( )
where ( ) is the unit step function.
Note that this is the Laplace transform of
( ) ( ) with 0. Thus,
1 1
( ) ( ) lim
:
at
a
f t t
t
f
Examp
t e
le
t a
F s f t
s a s

=
= =
= = =
+
L
( ) ( ) Region o


( ) 1
f Conv
- (1)
(
ergence f t F
t
t
s
o o

>
Table of Laplace Transforms
2 2
1
) 0 (2)
s
1
( ) (3)
cos ( ) 0
( )
at
e t a
s a
s
t t
s
o
o
e o
e

>
>
+
>
+
2 2
(4)
sin ( ) 0 (5)
( )
t t
s
e
e o
e
>
+

Region of
( ) ( ) Convergence
( )
f t F s
t t
Table of Laplace Transforms
2
2 2
2 2
1
0 (6)
sin ( ) (7)
( )
cos ( ) (8)
( )
at
at
at n
s
e t t a
s a
s a
e t t a
s a
e t
o
e
e o
e
e o
e

>
>
+ +
+
>
+ +
1
1
( ) ( 1, 2..) (9)
( 1)! ( )
n
t n a
n s a
o

= >
+
| |
1
1
2
The expression for the inverse transform is the same
whether the one- sided or two-sided transform is used.
( ) ( ) ( )
The integration must still be carried out with within
j
st
j
j
f t F s e ds F s
o
t
o
o
+


= =
}
L
| |
-
0
the range that ensures the convergence of
( ) ( ) ( )
st
F s f t e dt f t

= =
}
L
Properties of the Laplace Transform
Existence and uniqueness of the one-sided Laplace transform
1. A function f(t) must be defined for all t > 0, except possibly at a
denumerable set of points, in order for its transform F(s) to exist.
2. Every such f(t), which is piecewise continuous and which is of exponential
order, has a Laplace transform.
3. For such functions, the integral in converges absolutely for > c, where
the constant c is known as the abscissa of absolute convergence.
4. Two functions of time have the same Laplace transform if and only if they
are identical for all t > 0, except possibly at a denumerable set of points.
| | | | | |
| | | |
1 2 1 2 1 2
( ) ( ) ( ) ( ) ( ) ( ) (1)
( ) ( ) ( ) (2)
( ) ( ) (0 ) (3)
n
n
f t f t f t f t F s F s
a f t a f t aF s
d
f t sF s f
dt
d
dt
+
+ = + = +
= =
(
=
(

L L L
L L
L
L
1 2
-1
-1
0
( ) ( ) (0 ) (0 )
.......... (0 ) (4)
( )
( )
n n n
n
n
t
d
f t s F s s f s f
dt
d
f
dt
F s
f d
s
t t
+ +
+
(
=
(


(
=
(

}
L
1
1
0
(5)
( ) (0 )
( ) (6)
where (0 ) lim ( )
( ) ( )
t
t
t
at
F s f
f d
s s
f f d
e f t F s a
t t
t t
+
+

(
= +
(

=
( = +

}
}
L
L
| |
(7)
( ) ( ) (8)
( )
( ) (9)
( ) (
s
d
t f t F s
ds
f t
F r dr
t
f t a

=
(
=
(

}
L
L
L | |
1 2 1 2
0
) ( ) (10)
( ) ( ) (11)
( ) ( ) ( ) ( )
as
t
t a e F s
t
f a F as
a
f t f d F s F s t t t

=
(
=
(

(
=
(

}
L
L
| |
1
1 2 1 2 2
1
(12)
( ) ( ) ( ) ( ) (13)
where , nds where must be greater
than the abcissa of absolute convergence for ( )

x j
j
x j
f t f t F F s d
x jy x
f t
t
e e e
e
+

=
= +
}
L
0
0
over the path of integration
lim ( ) lim ( ) provided that the limit exits (14)
lim ( ) lim ( ) provided that ( ) is analytic (15)
on t
s t
t s
f t F s
f t sF s sF s
+


=
=
he axis and in the right of the -plane j s e
| | | | | |
| | | |
1 2 1 2 1 2

( ) ( ) ( ) ( ) ( ) ( ) (1)
( ) ( ) ( ) (2)
( ) ( ) (0 )
f t f t f t f t F s F s
a f t a f t aF s
d
f t sF s f
dt
+
+ = + = +
= =
(
=
(

Table of Properties of the Laplace Transform
L L L
L L
L
1 2
-1
-1
0
(3)
( ) ( ) (0 ) (0 )
.......... (0 ) (4)
( )
n
n n n
n
n
n
t
d d
f t s F s s f s f
dt dt
d
f
dt
f d t t
+ +
+
(
=
(


(
(

}
L
L
( )
(5)
F s
s
=
1
1
0
( ) (0 )
( ) (6)
where (0 ) lim ( )
( ) ( )
t
t
t
at
F s f
f d
s s
f f d
e f t F s a
t t
t t
+
+

(
= +
(

=
( = +

}
}
L
L
| |
| |
(7)
( ) ( ) (8)
( )
( ) (9)
( ) ( ) ( )
s
as
d
t f t F s
ds
f t
F r dr
t
f t a t a e F s

=
(
=
(

=
}
L
L
L (10)
| |
1 2 1 2
0
1
1 2 1 2 2
( ) ( ) (11)
( ) ( ) ( ) ( ) (12)
( ) ( ) ( ) ( )
t
x j
j
x j
t
f a F as
a
f t f d F s F s
f t f t F F s d
t
t t t
e e e
+

(
=
(

(
=
(

=
}
}
L
L
L
1
0
(13)
where , nds where must be greater
than the abcissa of absolute convergence for ( )
over the path of integration
lim ( ) lim ( ) provid
s
t
x jy x
f t
f t F s
e
+

= +
=
0
ed that the limit exits (14)
lim ( ) lim ( ) provided that ( ) is analytic (15)
on the axis and in the right of the -plane
t s
f t sF s sF s
j s e

=
| |
1
2
1
2
1 2
1
: Determine
( 2)
Eq. 6 of gives
1
( )
Using Eq. 7 of

( ) ( ) ( ) ( )
at t
s
Table of Laplace Transforms
t t
s
The Table of Properties of Laplace
Transforms
F s a e f t t e t t

(
(
+

(
=
(

+ = =
L
L
L
Example
| |
2
2 2
: Determine [ sin ] and [(sin ) / ]
Since ( ) ( )
1
[ sin ] [sin ]
1
2

( 1)
t t t t
d
t f t F s
ds
d d
t t t
ds ds s
s
s
=
= =
+
=
+
L L
L
L L
Example
2
1 1 1
( )
Since ( )
sin 1
[ ] (sin )
1
1
tan tan tan
2
s
s s
f t
F r dr
t
t
t dr dr
t r
r s
s s
t

(
=
(

= =
+

(
= = =
(

}
} }
L
L L
| |
1
2
1 1
Figure shows a periodic function of time ( ),
with period . Let ( ) denote the first cycle only,
( ) the second cycle only, etc. If
( ) ( ) ( )
Find an expression for
( )
T
st
s
f t
T f t
f t
F s f t f t e dt
F s

= =
}
L
Example:
| |
0
( ) ( )
st
f t f t e dt

= =
}
L
| |
1 2 3
2 1
3 1
2
1 1 1
2
1
Since ( ) ( ) ( ) ( ) .....,
and since
( ) ( ) ( )
( ) ( 2 ) ( 2 )
...........................................
( ) ( ) ( ) ( ) ( ) .....
( )[1
Ts Ts
Ts T
f t f t f t f t
f t f t T t T
f t f t T t T
F s f t F s e F s e F s
F s e e

= + + +
=
=
= = + + +
= + +
L
1
.....]
( )
for Re 0.
1
s
Ts
F s
s
e

+
= >

This result is very useful when finding the response of

a system to a periodic funetion. Unlike the Fourier series
method, both the steady-state and the transient response
may be found in closed form.
2 3
0
2 3 1
1
1
1
1
: Sum of a geometric series. Let
1 ... .
1 (1 ... )
1
1
1
1
1 1
lim lim for 1.
1 1
n
n i
n
i
n n
n
n
n
n
n
n n n
n
n
n n
Note
S
S
S
S S S
S

=
+
+
+
+
+

= + + + + =
= + + + + +
= +

= =

= = <

In many cases, ( ) is the quotient of two polynomials

with real coeflicients. In such cases, the inverse transform
can always be found using a partial fraction expansion.
L
F s
Partial Fraction Expansions
1 1
1 1
et
( ) ( )
( )
( ) ( ) ( )...( )
where the denominator polynomial Q(s) has distinct
roots . . , , and a root which is repeated times.
r
r n
r n
P s P s
F s
Q s s s s s s s
s s s r
+
+
= =

| |
1 1
1
1 1 1
1
1
1
If ( ) is of higher order than ( ), then
( ) ....
( ) ( ) ( )
....
where
( ) ( ) ( 1,..., )
( ) (
i
r r
r r
n r
r n
i i
s s
r
r
Q s P s
K K K
F s
s s s s s s
K K
s s s s
K s s F s i r n
K s s F s

+
+
=
= + + +

+ + +

= = +
=
1
1
1
1 1
1
)
( ) ( )
and, in general,
( ) ( ) ( 0,1, 2,..., 1)
s s
r
r
s s
k
r
r k
k
s s
d
K s s F s
ds
d
K s s F s k r
ds
=

=
(

(
=
(

(
= =
(

Once the partial fraction expansion has been determined,
the inverse transform of each term follows from Table.
3
3
Find the inverse transforrn of
1
( )
Since the denominator polynomial is not of greater order
than the numerator polynomial, a preliminary step of
long division is necessary.
1
( ) 1
s
F s
s s
s
F s
s
+
=
+
+
= +
: Example
2
3 1 2
1 0
0
1
1 1 ( )
( 1) ( )( )
1
1 1
( ) =1
( )( )
s
s
s
F s
s s s j s j
K K K
s s j s j
s
K sF s
s j s j j j
=
=
+
= + = +
+ +
= + + +
+
+
(
= = =

+
2
/ 4
3
/ 4 *
3 2
1 1
( ) ( )
( ) ( )
1 1 2
=
2 2 2
1 1
( ) ( )
( ) ( )
1 2
(Note that )
2 2
( ) ( ) 1 2 cos( ) ( )
4
s j
s j
j
s j
s j
j
s j
K s j F s
s s j j j j
j j
e
s j
K s j F s
s s j j j j
j
e K K
f t t t t
t
t
t
o
=
=

=
=
+ +
(
= = =

+ +
+ +
= =

+ +
(
= + = =



= = =
(
= +
(

1
1
2
0
n= 1, 3,...
1
2
0 ( even)
1
, ( odd)
Thus
1 1
( )
2
jn t
jn t
n
n
n
jn t
e
c e dt
jn
c n
c n
jn
e t e
jn
t
t
t
t
t
t

= =
= =
= =
= +
}

| |
1 2 3
2 1
3 1
2
1 1 1
2
1
Since ( ) ( ) ( ) ( ) .....,
and since
( ) ( ) ( )
( ) ( 2 ) ( 2 )
...........................................
( ) ( ) ( ) ( ) ( ) .....
( )[1
Ts Ts
Ts T
f t f t f t f t
f t f t T t T
f t f t T t T
F s f t F s e F s e F s
F s e e

= + + +
=
=
= = + + +
= + +
L
1
.....]
( )
for Re 0.
1
s
Ts
F s
s
e

+
= >

( )
1
1
1 1
2
: Consider ( ) . Let . * and
( ) . Thus
*( ) ( )* ( *) ( *).
Now consider ( ) , where and are constant
( *)
s. From
the
*( ).
n j j
n
n j n jn
n n jn n
n m
f z z z e z e
f z z e e
Proo
f z z e z f z
f z az bz a
f z f z
f
b
u u
u u
u

= = =
= = =
= = = =
+
=
=
2 2
previous consideration:
*( ) ( *) ( *) ( *). Thus *( ) ( *) is true for any
polynomial function ( ) and since (A/B)* (A*/B*), for any rational
function.
n m
f z a z b z f z f z f z
f z
= + = =
=
*
*
1 2
*
1
*
2
Consider
( ) ( )
( )
( ) ( )( )
where and are the the poles of the system.
Partial fraction expansion of ( ) is as follows:
( ) ,
where
( )
( ) ( )
and
(
s p
N s N s
G s
D s s p s p
p j p j
G s
c c
G s
s p s p
N p
c s p G s
p p
c s
o | o |
=
= =

= + =
= +

= =

=
*
* *
* *
1
* * *
( ) ( )
) ( )
( )
s p
N p N p
p G s c
p p p p
=
= = =

* *
* *
1 2 1 1 1 1
1
( ) ( )
1
1
Thus,
( ) ( )
Let
( ) 2Re( ) 2Re( ) 2
(
Re(
) 2Re( )
( ) 2 cos( )
)
p
pt p t pt p t pt pt
j
pt j j
t
t t
t
t j
g t
g t c e c e
c e
g t e t
c e c e c e c e
c e
g t c e e e e e

o
o | o |

|

+ +
=
= + =
=
+ = +
= =
+
=
=
2
2 *
1
*
( ) 1
( )
( ) 2 2
Note that 2 2 ( )( ), where
1 , 1, 1;
( ) 1 1 1
( ) ( 1 +1)=
2 2 2
1
, 0
2
( ) 2 si
Examp
n
le 1:
( c )

) os(
t t
N s s
G s
D s s s
s s s p s
g t e t e
p
p j
N p
c jN p j j
p
t
p
o
o |
|

+
= =
+ +
+ + =
= + = =
= = = +

= =

= + =
clear;hold off;
N=1000;
dt=10/N;
for i=1:N;
t(i)=i*dt;
y(i)=exp(-t(i))*cos(t(i));
end
plot(t,y,'r');hold on;
N=[1 1] %This part is added to check the result
D=[1 2 2]
[r,p,k]=residue(N,D)% r: residues, p: poles, k: direct term
tf(N,D)% transfer function: N: numerator, D: denominator polynomial
[A,B,C,D]=tf2ss(N,D)% transfer function to states space form conversion
sys=ss(A,B,C,D)
impulse(sys,10)% impulse response fromt=0 to t=10.
xlabel('t ');ylabel('y(t)');
title ('y=exp(-t)*cos(t)');
grid; hold off;
0 1 2 3 4 5 6 7 8 9 10
-0.2
0
0.2
0.4
0.6
0.8
1
1.2
y=exp(-t)*cos(t)
t (sec)
y
(
t
)
2
( ) 1
Impulse Response of ( )
( ) 2 2
N s s
G s
D s s s
+
= =
+ +
2
2 *
1
*
/ 4
1
( ) 2
( )
( ) 2 2
Note that 2 2 ( )( ), where
1 , 1, 1;
( ) 1 1 1
( ) ( 1 +
Example 2:
2)= (1 )
( ) 2 sin(
2 2 2
1 1
) 2 sin(
2 ,
/ 4
2
2

/ 4
)
t t
j
g t e t e
N s s
G s
D s s s
s
t
s s p s p
p j
N p
c jN p j j j
p p
c e
o
t
o |
|
|

t
t

+
= =
+ +
+ +
= + =
=
= + = =
= = = +

= = =

clear;hold off;
N=1000;
dt=10/N;
for i=1:N;
t(i)=i*dt;
y(i)=sqrt(2)*exp(-t(i))*cos(t(i)-pi/4);
end
plot(t,y,'r');hold on;
N=[1 2] %This part is added to check the result
D=[1 2 2]
[r,p,k]=residue(N,D)% r: residues, p: poles, k: direct term
tf(N,D)% transfer function: N: numerator, D: denominator polynomial
[A,B,C,D]=tf2ss(N,D)% transfer function to states space form conversion
sys=ss(A,B,C,D)
impulse(sys,10)% impulse response fromt=0 to t=10.
xlabel('t ');ylabel('y(t)');
title ('y(t)=sqrt(2)*exp(-t)*cos(t-pi/4)');
grid; hold off;
0 1 2 3 4 5 6 7 8 9 10
-0.2
0
0.2
0.4
0.6
0.8
1
1.2
y(t)=sqrt(2)*exp(-t)*cos(t-pi/4)
t (sec)
y
(
t
)
2
( ) 2
Impulse Response of ( )
( ) 2 2
N s s
G s
D s s s
+
= =
+ +
2 *
*
0 1 1
*
0 1
* 0
1
( ) 2 2
( )
( ) ( 2 2) ( )( )
where
1 .
Partial fraction expansion of ( ) is:
( )
2
( ) 1, ( ) ( )
( )
1 2 1
( 1 )
Example 3
1 1 )
:
(

s s p
s p
N s s s
G s
D s s s s s s p s p
p j
G s
c c c
G s
s s p s p
s
c sG s c s p G s
s s p
j j
c
j j j
= =
=
+ +
= = =
+ +
= +
= + +

+
= = = =

+ + +
= =
+ + + +
( 1 )
0 1
1 1
( 1 ) 2 2(1 ) 2
1
( ) 2Re( ) 1 2Re( ) 1 Re
( ) s
)
1
(
c
2
o
pt p
t
t j t
j
j j j
g t c c
t
e e
t
e
g e
+

+
= =
+ +
= + = + =
=

clear;hold off;
N=1000;
dt=10/N;
for i=1:N;
t(i)=i*dt;
y(i)=1-exp(-t(i))*cos(t(i));
end
plot(t,y,'r');hold on;
N=[1 2] %This part is added to check the result
D=[1 2 2 0]
[r,p,k]=residue(N,D)% r: residues, p: poles, k: direct term
tf(N,D)% transfer function: N: numerator, D: denominator polynomial
[A,B,C,D]=tf2ss(N,D)% transfer function to states space form conversion
sys=ss(A,B,C,D)
impulse(sys,10)% impulse response fromt=0 to t=10.
xlabel('t ');ylabel('y(t)');
title ('y(t)=1-exp(-t)*cos(t)');
grid; hold off;
0 1 2 3 4 5 6 7 8 9 10
0
0.2
0.4
0.6
0.8
1
1.2
1.4
y(t)=1-exp(-t)*cos(t)
t (sec)
y
(
t
)
2
( ) 2
Impulse response of ( )
( ) ( 2 2)
N s s
G s
D s s s s
+
= =
+ +
Periodic Signals
For all t, x(t + T) = x(t)
x(t) is a period signal
Periodic signals have
a Fourier series
representation
C
n
computes the projection (components) of x(t)
having a frequency that is a multiple of the
fundamental frequency 1/T.
( )
( )
}

|
.
|

\
|

=
|
.
|

\
|
=
=
2
2
2
2

1

T
T
t
T
m
j
n
m
t
T
m
j
n
dt e t x
T
C
e C t x
t
t
Fourier Integral
Conditions for the Fourier transform of g(t) to exist
(Dirichlet conditions):
1. x(t) is single-valued with finite maxima and minima
in any finite time interval
2. x(t) is piecewise continuous; i.e., it has a finite
number of discontinuities in any finite time interval
3. x(t) is absolutely integrable
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
2
2




Com

1

2
Signal Processi munication Syst ng ems
j f t
j f t
j t
j t
G f g t e dt
g
X x t e
t G f e d
dt
x t e f X d
t
t
e
e
e
e e
t

=
=
=
=
}
}
}
}
( ) <
}

dt t g
Laplace Transform
Generalized frequency variable s = + j
Laplace transform consists of an algebraic
expression and a region of convergence (ROC)
For the substitution s = j or s = j 2 f to be valid,
the ROC must contain the imaginary axis
( ) ( )
( ) ( )



1

2
s t
s t
F s f t e dt
f t F s e ds
t

=
=
}
}
Fourier Transform
What system properties does it possess?
Memoryless
Causal
Linear
Time-invariant
What does it tell you about a signal?
Answer: Measures frequency content
What doesnt it tell you about a signal?
Answer: When those frequencies occurred in time
Useful Functions
Unit gate function (a.k.a. unit pulse function)
What does rect(x / a) look like?
Unit triangle function
( )

<
=
>
=
2
1
1
2
1
2
1
2
1
0
rect
x
x
x
x
( )

<
>
= A
2
1
2 1
2
1
0
x x
x
x
0
1
1/2 -1/2
x
rect(x)
0
1
1/2 -1/2
x
D(x)
Useful Functions
Sinc function
Even function
Zero crossings at
Amplitude decreases proportionally to 1/x
( )
( )
it? handle to How 0. to
going both are r denominato
and numerator 0, As
sinc(0)? compute to How
sin
sinc

=
x
x
x
x
0
1
x
sinc(x)
p -p 2p 3p -2p -3p
... , 3 , 2 , t t t = x
Fourier Transform Pairs
0
1
t/2 -t/2
t
f(t)
0
t
w
F(w)
-6p
t
-4p
t
-2p
t
2
p
t
4
p
t
6
p
t
( )
( )
|
.
|

\
|
=
|
.
|

\
|
|
.
|

\
|
=
|
.
|

\
|
= =
=
|
.
|

\
|
=

} }
2
sinc
2
2
sin
2
sin 2
1
rect
2 / 2 /
2 /
2 /
et
t
et
et
t
e
et
e
t
e
et et
t
t
e e
j j
t j t j
e e
j
dt e dt e
t
F
F
Fourier Transform Pairs
( ) { } ( )
0
From the sampling property of the impulse,
1
j t j t
t t e dt e
e
o o

= = =
}
0
1
t
f(t) = 1
w
F() = 2 p
d(w)
(2p)
F
(2p) means that the area under the spike is (2p)
0
Fourier Transform Pairs
( ) { } ( )
( ) ( )
( )
( )
( ) ( ) ( )
0
0 0
0 0
1
0 0
0 0
0
0 0 0
1 1

2 2
1
or
2
1
Since cos
2
cos
j t j t
j t j t
j t j t
e d e
e e
t e e
t
e e
e e
e e
o e e o e e e
t t
o e e o e e
t
e
e t o e e o e e

= =

= +
+ + (

}
0
w
F (w)
w
0
-w
0
0
t
f(t)
F
(t) (t)
Fourier Transform Pairs
( ) ( ) ( )
( ) { } ( ) ( )
0
0
0
2 2
0
1 0
sgn lim
1 0
sgn lim
1 1
lim
2 2
lim
at at
a
at at
a
a
a
t
t e u t e u t
t
t e u t e u t
a j a j
j
j a
e e
e
e e

>

( = =

<

(
( ( =


(
=
(
+

(
= =
(
+

1
t
sgn(t)
-1
Element Defining Equation Impedance Z(s)
R
e = Ri R
L
e =L di/dt Ls
C
i= C dv/dt 1/sC
Non-uniqueness of the State Variable
Representation
{ }
1
Consider the LTI MIMO system :
,
and the linear transformation:
where is a non-singular matrix
(i.e., and exists.
,
d
dt
d d
dt dt

=
=
= =
A, B, C, D
x
Ax + Bu y = Cx + Du
x = Qx
Q
Q 0 Q
x x
Q AQx + Bu y = CQx + Du
S =
1
1 1 1
1 1
1 1
Multiplying both sides of the first equation
from the left hand side by :
,
,
or,
,
where,
, ,
d
dt
d
dt
d
dt

=
=
=
= =
Q
x
Q Q Q AQx + Q Bu
x
Q AQx + Q Bu y = CQx + Du
x
Ax + Bu y = Cx + Du
A Q AQ B Q B and . = C= CQ D D
This shows that the state-state (or, white box)
representations are not unique!
We shall next consider input-output (or, so-called black-
box) representations in terms of transfer functions, and
show that they are unique!
Transfer Function Matrix
{ }
Consider the LTI MIMO system :
,
Let us take the Laplace transforms of the above equations:
(0 ) ,
or,
(0 ) ,
d
dt
s s s s s s s
s s s s
+
+
=
=
=
A, B, C, D
x
Ax + Bu y = Cx + Du
X( ) x AX( ) + BU( ) Y( ) = CX( ) + DU( )
X( ) AX( ) x + BU( )
S =
1
1 1 1
1 1

( ) (0 ) ,
Multiplication of the first equation by ( ) :
( ) ( ) ( ) (0 ) ( )
,
( ) (0 ) ( )
s s s
s s s s s s
s
s s s s s s
or
s s s s
+

+
+
=

=
=
Y( ) = CX( ) + DU( )
I A X( ) x + BU( ) Y( ) = CX( ) + DU( )
I A
I A I A X( ) I A x + I A BU( )
X( ) I A x + I A BU( )
1 1
1 1
0
0
Using this result in the output equation, we obtain
( ) (0 ) ( )
( ) (0 )+ ( )
or,
+
where,
(
u
s s s
s s s s
s s s s
s s s
s s
+
+
=
=
( =

=
=
Y( ) = CX( ) + DU( )
C I A x + C I A BU( ) + DU( )
Y( ) C I A x C I A B+ D U( )
Y( ) Y ( ) Y ( )
Y ( ) C I
1
1
) (0 )
, a
(
d
)
n
u
s s s
s s

+
=
=
A x
Y ( ) H( )U( )
H( ) C I A B+ D
1
0
1
( ) (0 ) represents the Laplace
transform of the initial conditon response of the system.
represents the Laplace transform of the
forced response of the system
( )
u
s s
s s s
s s
+

=
=
=
Y ( ) C I A x
Y ( ) H( )U( )
H( ) C I A is known as the (system) transfer function
(matrix) of the system.
B+ D
| |
Since the Laplace transform of the unit impulse (Dirac Delta) is
( ) =1
with t t , represents the Laplace transform of the
unit impulse response of the system, transfer i.e ., the fu
u
t
s s
o
= u( ) = ( ) Y ( ) H( )
L
1
of the system.
( ) is known as the (system) transfer
nction is
the Laplace transform of the unit impulse r
function
(matrix) of the system.
Similarly consider
es
. Sin
p

on e
ce
s
s s
t t

= H( ) C I A B+ D
u( ) = ( ) L
| |
/ is the Laplace transform of the unit step response
1
=
s
of the em syst . s s
t ( )
H( )
{ }
{ }
1
Let us consider the transfer function matrices of two different
state-space representations of the same system
:
,
,
where,
d
dt
d
dt

=
=
=
=
A, B, C, D A, B, C, D
x
Ax + Bu y = Cx + Du
x
Ax + Bu y = Cx + Du
A Q
S =
1
, , and .

= = AQ B Q B C= CQ D D
( )
1
1 1 1 1
1 1
1
The transfer function matrices for the two different
state-space representations are
( ) and,
( )
where,
, , and .
s s
s s
s s

=
=
= = =
=

H( ) C I A B+ D
H( ) C I Q AQ Q B+Q D
A Q AQ B Q B C= CQ D D
H( ) CQ Q Q AQ
( )
( )
( )
( )
1
1
1
1 1
1
1 1
1
1 1
1
the transfer




i.e, ! function is unique
s
s
s
s s

( =

(
=

=
= =
Q B+ D
CQ Q I A Q Q B+ D
CQ Q I A Q Q B+ D
CQQ I A QQ B+ D
C I A B+ D H( )
Controllability and Observability
Controllability: Assume that the systemis at the
origin initially. Can we find a control signal so that
the state reaches a given position at a fixed time?
Notice we do not require that it stays there!
Observability: Can the state x be determined from
observations of the output y over some time
interval.
,
d
dt
=
x
Ax + Bu y = Cx
{ }
Consider the system :
( ) , ( ) ( ) ( ).

is said to be controllable if it can be steered from
one point to another in finite time. It can be shown that
if the follow
S
d
t
dt
S
=
= = +
A, B, C, D
x Ax(t) +Bu(t) y t Cx t Du t
ing (controllability matrix) has full rank:

then S is controllable.
(

n-1
c
W = B AB A B
Systems Concepts
COMPONENT MODELS
Beyond selecting a terminal graph on the n terminals of a component to
identify the 2(n-1) complementary terminal variables for the model there
remains the task of actually establishing the model.
In general, one is required to select one set S
1
of (n-1)-terminal variables
as independent variable functions of time and the remaining set S
2
of (n-
1)-terminal variables as dependent variable functions of time.
The only requirement on the sets S
1
and S
2
is that each contains (n-1)-
terminal variables.
The model consists of a set of (n-1) relations or, more generally, a mapping
showing the variable functions of time in S
2
as a function of the variable
functions of time in set S
1
.
These relations can be given in the form of tables, curves, or mathematical
functions, but, generally speaking, mathematical functions are required in
all but the very simple system studies.
To be more specific, consider the
simplest possible componenta
component with only two terminals,
such as a single rigid body with its
inertial reference shown.
Upon using the terminal variables (x
velocity, y force) identified by the
terminal graph, a model requires that
we establish an algebraic or
differential equation which gives the
time variation in one terminal
variable as a function of an arbitrary
time variation in the complementary
variable, i.e., y(t) = F[x(t)] or x(t) =
G[y(t)] . A two-terminal rigid body (mass)
free to move vertically only (one-
dimensional motion).
Note that we are not looking simply for the magnitude of y as
a function of the magnitude of x, but rather for a function F or
mapping which tells us the time variation in y(t) given an
arbitrary time variation in x(t).
If, for example, we plot the measured value of y(t) as a
function of the particular time function x(t) = const (constant
velocity), we obtain, of course, y(t).
On the other hand, if we take x(t) = Kt (constant acceleration),
then we find that y(t) = const. The equation which establishes
the time function y(t) for both the given time variations in x(t)
is, of course, the differential equation
Accumulated empirical evidence shows that this equation does, in fact, apply for a very large
class of time functions x(t), and so a useful model of this component has been established.
The point to be emphasized is that in modeling the characteristics of an n-terminal
component it is necessary to excite or subject the system to one set of n 1 time-varying
signals and observe the response or time variation in the other set of n 1 variables.
But what type of time -functions should be used for excitation?
Unfortunately there is no universal answer to this question, and rarely, if ever, is it possible to
establish equations that model the behavior of the component for all classes of time
variations. Any model is inherently limited to certain classes of functions as characterized by
their magnitudes and time derivatives.
Several types of time functions, found to be useful in system studies, are discussed in detail in
the next section, along with definitions of various features used to characterize them. It is
shown that any function with a finite period can be expanded into a Fourier series of
sinusoidal functions of time. Further, a pulse or square wave, theoretically at least, contains
an infinite number of harmonics in its expansion. For these reasons sinusoidal time functions
of variable frequency, pulse trains, and square-wave functions are effective test signals for
modeling the terminal characteristics of a component.
Elementary two-terminal components
Elementary two-terminal components
Elementary Two-Terminal Components
Midterm1:
Mathematical Representations of Typical Signals:
Closed Forms
Exponential Function
171
At t = 0 the function is discontinuous, with a discontinuity, or jump, of
the magnitude X. As t takes on positive values, the function decays
monotonically toward the asymptotic value of zero.
The number 1/a is called the time constant. It is usually denoted by the
symbol and has the dimensions of time. The time constant is very
useful in measuring the rate of decrease of the function x(t).
Two points on the curve are of special interest.
At t = , x(t) = 0.368X. We see that x(t) has been reduced to 36.8 percent
of its original value.
At t = 4 , x(t) =Xe
-4
= (0.368)
4
X = 0.02X. We see that x(t) has been reduced
to 2 percent of its original value.
For most engineering purposes, the magnitude of the function after a
period of t = 5 is negligible compared with the original value.
Sinusoidal waveform.
Rectangular waveform.
Triangular waveform.