5-1 Introduction
x(t) input y(t) output
(1) System analysis Dynamic
System
A processor which
processes the input signal
to produce the output
static system: y(t) = ax(t) => easy (simple processing)
dynamic system:
dy ( n ) (t ) dy ( n 1) (t ) dx ( m ) (t )
a1 ... a n y (t ) b0 ... bm x(t )
dt n dt n 1 dt m
X(f) Y(f )
Dynamic
System
H(f )
Algebraic equation, not
Y( f ) H ( f )X ( f ) differential equation
y (t ) F 1 (Y ( f ))
(1) we have systematic way to obtain H(f) based on the differential equation
(2) we can obtain X(f)
Fourier transform: an easier way
(2) Problem
Fourier transform of the input signal:
j 2ft
X( f ) x ( t )e dt
| e j 2ft | 1
if x(t) does not go to zero when t and t
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EE 422G Notes: Chapter 5 Instructor: Zhang
X(f) typically does not exist! (the existence of X(f) if not guaranteed)
(3) Solution:
Why should we care about t<0 for system analysis? We do not care!
x(t) does not go to zero (when t ), but x (t )e t may!
(Will be much easier. )
use “single-sided” Fourier transform of x (t )e t , instead of “double-
sided” Fourier transform of x(t).
( x (t )e t )e jt dt x (t )e ( j )t dt
0 0
very useful, let’s use a new name for it: Laplace transform.
x(t )e ( s j )
st
L[ x(t )] X ( s ) dt
0
X(s) Y(s )
Dynamic
System
G(s )
Inverse Laplace transform
Y ( s) G ( s) X ( s)
y (t ) L1 (Y ( s ))
(6) How is the inverse transform defined?
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j
1
x (t ) X ( s )e st ds
2j j
(7) Will we often use the definition of the inverse transform to find time
function?
No!
What will we do?
Express X(s) as sum of terms for which we know the inverse transforms!
~
Define a new complex variable s s
~
e s t dt
0
1
we know e st dt s Re( s ) 0
0
~ ~
1
e s t dt ~
Re( s ) 0
0 s
1
e ( s ) t dt Re( s ) 0
0
s
1
L[e t u (t )] Re( s ) 0 or Re( s ) Re( )
s
1
L[e t ]
s
(3) x (t ) (t )
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EE 422G Notes: Chapter 5 Instructor: Zhang
st
L[ ( t )] (t )e dt
0
e st e t e jt
t 0 t 0
t
e (cos t j sin t )
t 0
1
No constraint on s.
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Chapter structure
5.3.1 Linearity
Assume x (t ) a1 x1 (t ) a2 x2 (t ) ( a1 and a2 are time independent)
X 1 ( s ) L[ x1 (t )], X 2 ( s ) L[ x2 (t )]
then X ( s ) L[ x (t )] a1 X 1 ( s ) a2 X 2 ( s )
HW#2-1: Assume x(t ) a1 (t ) x1 (t ) a 2 (t ) x2 (t ) , X 1 ( s ) L[ x1 (t )] and
X 2 ( s ) L[ x2 (t )] .
(a) Is X ( s ) L[ x (t )] equal to a1 (t ) X 1 ( s ) a2 (t ) X 2 ( s ) ?
(Answer: Yes or No)
(b) If 1 ( s ) L[a1 (t )] , is it true
A
L[ x (t )] A1 ( s ) X 1 ( s ) A2 ( s ) X 2 ( s ) ?
(Answer: Yes or No)
Example 5.1
(1) Find L(cos 0t )
Key to solution : express (cos 0t ) as linear combination of (t ) , u (t ) ,
and/or e t :
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EE 422G Notes: Chapter 5 Instructor: Zhang
L[ (t )] 1
1
L[u (t )]
s
1
L[e t ]
s
let j0
1
L[e j 0 t ]
s j 0
let j 0
1
L[ e j 0t ] L[e ( j 0 ) t ]
s j 0
e j 0 t cos( 0t ) j sin( 0t )
cos( 0t ) j sin( 0t )
e j 0 t cos(0t ) j sin( 0t )
e j 0t e j 0t 2 cos( 0 t )
e j 0t e j0t
cos( 0 t )
2
1
L[cos( 0 t )] [ L(e j 0t ) L(e j 0t )]
2
1 1 1
2 s j 0 s j 0
1 ( s j 0 ) ( s j 0 )
2 ( s j 0 )( s j 0 )
s
s 0
2 2
Assume X ( s ) L[ x (t )]
dx(t )
Then L sX ( s ) x (0 )
dt
Proof:
dx (t ) dx (t ) st st
(1) Definition L
d (t )
dt e dt e dx (t )
0 0
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EE 422G Notes: Chapter 5 Instructor: Zhang
X ( s ) L x (t )
st
u (t ) e , v (t ) x (t )
dx(t )
u (t )dv(t ) e
st
dx(t ) [ L from (1) ]
0 0 dt
b
t
u (t )v (t ) t 0 v (t ) du (t )
a
t
e st x (t ) t 0 s x (t )e st dt
0
st t
e x (t ) t 0 sL[ x (t )]
t
u (t )v(t ) t 0 v (t ) du (t )
0
x (0 ) sX ( s ) sX ( s ) x(0 )
d 2 x(t )
s X ( s ) sx(0 ) x (0 )
2 (1)
L
dt
d ( n ) x(t )
L
HW#2-3: Express n using L[ x (t )]
dt
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EE 422G Notes: Chapter 5 Instructor: Zhang
Example 5-2
Solution:
(1) Before switched from 1 to 2 at t=0
4
i 2 A i (0 ) 2 A
2
(2) System equation (t>0)
di (t )
L Ri (t ) 0 ( L 1H ) ( R 2ohm)
dt
KVL: di (t )
2i (t ) 0
dt
di (t ) di (t )
L 2i (t ) L 2 L[i (t )]
dt dt
sI ( s ) i (0 ) 2 I ( s )
( s 2) I ( s ) 2 0
2
I (s)
s2
i (t ) 2e 2t u (t ) A
Assume y (t ) x ( ) d ,
X ( s ) L[ x(t )]
t X ( s ) y (0 )
Then L x ( ) d
s s
0
where y (0 ) x ( ) d
Proof :
t 0
L x ( )d x ( )d e st dt
0
t
udv uv t 0 vdu
0 0
(1)
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EE 422G Notes: Chapter 5 Instructor: Zhang
t
t t e st
uv t 0 x ( ) d
s t 0
0
e st
t
e s0 1
lim
t s x ( ) d
s x( )d
y (0 )
y (0 )
s
(2)
e st 1 1
vdu x (t )dt0 x (t )e st dt X ( s )
0 0
s s 0 s
(3)
t y (0 ) X ( s ) X ( s ) y (0 )
L x ( ) d Proved!
s s s s
Example 5.3:
Solution:
(1) Differential equation
KVL :
x (t ) v L (t ) vC (t ) v R (t )
dvC (t )
i (t ) C
dt
1
dvC (t ) i ( t ) dt
C
t t
1
dvC ( ) i ( )d
C
t
1
( )
vC (t ) vC i ( )d
C
t
1
vC ( ) 0 vC (t )
C i ( )d
di (t )
v L (t ) L
dt
1 t
C
vC (t ) i ( ) d
v R (t ) Ri (t )
(2) Laplace transform
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EE 422G Notes: Chapter 5 Instructor: Zhang
X ( s ) VL ( s ) VC ( s ) VR ( s )
VL ( s ) L[ sI ( s ) i (0 )] LsI ( s ) i (0 ) zero
1 I ( s) 1 0
VC ( s ) i ( ) d
C s s
1 110
s c
I ( s) i ( ) d
Cs
1 1
I ( s ) vc ( 0 )
Cs s
VR ( s ) RI ( s )
1 1
X ( s ) LsI ( s ) I ( s ) vC (0 ) RI ( s )
Cs s
1
X ( s ) vC (0 )
I ( s) s
1
Ls R
Cs
sX ( s ) vC (0 )
1
Ls 2 sR
C
sX ( s ) vC (0 )
R 1
Ls2 s
L LC
Assume y (t ) x (t )e t
X ( s ) L[ x(t )] Y ( s ) L[ y (t )]
Then Y (s) X (s )
1 1
L[u (t )] , L[u (t )e t ]
s s
s 0
L[cos 0t ] 2
L[sin 0t ]
s 0 2
s 02
2
t s 0
=> L[cos 0t e ] L[sin 0t e t ]
(s )2 0 2 (s )2 0 2
s8
Example 5-4 Find x(t ) L1[ X ( s )] L1 2
s 6s 13
Solution:
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EE 422G Notes: Chapter 5 Instructor: Zhang
s 8 ( s 3) 5
X (s) 2
2
s 6s 13 s 6s 9 4
s3 (5 / 2) 2
2 2
( s 3) 2 ( s 3) 2 2 2
5 3t
x(t ) L1 [ X ( s)] e 3t cos 2t e sin 2t (t 0)
2
Assume L[ x (t )] L[ x(t )u (t )] X ( s )
Then L[ x(t t0 )u (t t0 )] e st 0 X ( s) (t0 0)
(If (t0 0) , it will not be a delay!)
Proof :
L[ x (t t 0 )u (t t 0 )]
x(t t
0
0 )u (t t 0 )e st dt
t0
x(t t0 )u (t t0 )e dt x(t t0 )u (t t0 )e dt
st st
0 t0
x(t t
t0
0 )e st dt x(t t
t0
0 )e s ( t t0 ) st0 dt
e st0 x (t t 0 )e s ( t t0 ) d (t t 0 )
t0
t t 0
e st0 x ( )e s d e st0 x(t )e st dt e st0 X ( s )
0 0
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EE 422G Notes: Chapter 5 Instructor: Zhang
T 3T0
1 1 0s 1 1 s 1
L[ xsq (t )] 2 e 2 2 e T0s 2 e 2
2 e 2T0 s
s s s s s
1
T0 s
e
1 12
1 1 1
2 2 2 2 3 2 4 ...
s s s s s
1 2
( 2 3 ...)
s s
T0
s
1 2 1 1 1 1 e 2
s s (1 ) s 1 s T
0s
1 e 2
5.3.5 Convolution
Signal 1: x1 (t ) Signal 2 : x2 (t )
y (t ) x1 (t ) * x 2 (t ) x
1 ( ) x 2 (t )d
if x1 (t ) 0 t 0
y (t ) x1 ( ) x2 (t )d
0
if x2 (t ) 0 t 0 ( x2 (t ) 0 t )
t
y (t ) x1 ( ) x2 (t )d
0
Therefore, if x1 (t ) 0, x2 (t ) 0 t 0
t
x1 ( ) x2 (t )d x1 ( ) x2 (t )d x1 ( ) x2 (t )d
0 0
t
L[ x1 ( ) x 2 (t )d ] L[ x1 ( ) x 2 (t )d ] L[ x1 ( ) x 2 (t )d ]
0 0
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EE 422G Notes: Chapter 5 Instructor: Zhang
0 0 0 0
t
Look at
x 2 (t )e dt x (t )e s ( t ) e s dt
st
2
0 0
t
d dt
t 0
e s x
2 ( )e s d
t
x 2 ( ) 0 0
e s x 2 ( )e s d e s X 2 ( s )
0
Then
s
Y ( s) x1 ( )e X 2 ( s)d
0
X 2 ( s ) x1 ( )e s d
0
X 1 ( s) X 2 ( s)
5.3.7 Product
5.3.8 Initial Value Theorem
x (t ) L1[ X ( s )]
x (0 ) lim sX ( s )
s
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EE 422G Notes: Chapter 5 Instructor: Zhang
s( s )
x(0) lim sX ( s) lim 2
s s (s )2 0
s 2 s
lim
s s 2 2s 2 2
0
d ( s 2 s ) / ds
lim
s 2 2
d ( s 2s 0 ) / ds
2
2s d ( 2 s ) / ds 2
lim lim lim 1
s 2 s 2 s d ( 2 s 2 ) / ds s 2
5.3.9 Final Value Theorem: if x (t ) and dx(t ) / dt are Laplace transformable, then
lim x(t ) lim sX ( s )
t s 0
5.3.10 Scaling
a>0: x(at) a times fast (if a>1)
or slow (if a<1) as x(t)
X ( s ) L[ x (t )]
What do we expect on L[ x ( at )] ?
s
L[ x( at )] X ( ) ?
a
a 0 s
1 ( at )
L[ x ( at )] x ( at )e st dt x ( at )e a d ( at )
0
a 0
s
at
1 1 s
x ( )e a
d X
a 0 a 0
a a
t
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EE 422G Notes: Chapter 5 Instructor: Zhang
x(t ) L1[ X ( s )]
y (t ) L1[ X ( s )e s ] x (t )u (t )
Consider Rational Functions only!
s 3 4 s 2 6s 7 s5
s 1 2
s 3s 2
2
s 3s 2
s 1
2
s 3s 2 3
s 4s 2 6s 7
s 2 4s 7
s 2 3s s
s5
How to find inverse Laplace transform for polynomials?
s n ( n ) (t )
L1 ( s 1) L1 ( s ) L1 (1) (1) (t ) (t )
consider proper rational functions only!
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EE 422G Notes: Chapter 5 Instructor: Zhang
1 t n e t
u (t )
( s ) n1 n!
s
e t cos 0 tu (t )
(s ) 0
2 2
0
e t sin 0 tu (t )
sum of (s ) 2 0
2
1 (t )
1
u (t )
s
1
e t
s
Techniques:
Common Denominator Factorize first!
Specific value of s Expand second!
Heaviside’s Expansion Find coefficients third!
Matlab
Solution:
10 A B
(1) Factorize and expand Y ( s) ( s 8)(s 2) s 8 s 2
(2) Common Denominator Methods
10 A( s 2) B ( s 8)
( s 8)( s 2) ( s 8)( s 2)
A( s 2) B ( s 8) 10
A B 0 A B
2 A 8 B 10 2 B 8 B 10
B 10 / 6 5 / 3 A 5 / 3
5 1 5 1
Y (s)
3 s8 3 s2
5 5
y (t ) ( e 8t e 2 t )u (t )
3 3
specific values of s
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EE 422G Notes: Chapter 5 Instructor: Zhang
10 A B
( s 8)( s 2) s 8 s 2
s 0 10 A B
8 2 8 2
s 2
10 A B
10 4 10 4
Can you solve for A and B?
Heaviside Expansion
10 A B
( s 8)( s 2) s 8 s 2
10 B( s 8) s 8 10
A A 5 / 3
s2 s2 8 2
10 A( s 2) s 2 10
and BB 5/3
s 8 s8 28
15s 2 25s 20
Y (s)
( s 2 1)( s 2)( s 8)
Solution: what do we have: Same as real roots!
A1 A A A
Y ( s) 2 3 4
s j s j s2 s8
A1 ( s j ) A2 ( s j ) A A
Y ( s) 3 4
s 1
2
s2 s8
( A A2 ) s ( A2 A1 ) j A A
1 3 4
s 1
2
s2 s8
A1+A2 must be real number
(-A1+A2)j must be real number
c1s c2 A3 A4
Y (s)
s2 1 s 2 s 8
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EE 422G Notes: Chapter 5 Instructor: Zhang
15 4 25 2 20 2c1 c2 1 2
s=2 =>
5 4 10 5 4 10
s 1 1 2
2 2
s 1 s 1 s 2 s 8
=> [cos t sin t e 2t 2e 8t ]u (t )
Too complex: use MATLAB
10s
Y ( s)
( s 2) 2 ( s 8)
A A A3
1 2
s 8 s 2 ( s 2) 2
Example 5-12
10s
Y (s)
( s 2) 3 ( s 8)
A A A3 A4
1 2
s 8 s 2 ( s 2) 2
( s 2) 3
s 4 5s 3 12 s 2 7 s 15
Y ( s)
( s 2)( s 2 1) 2
A B sc B s c2
1 12 1 22
s2 s 1 ( s 1) 2
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EE 422G Notes: Chapter 5 Instructor: Zhang
j j j
Aj jt
Aje u (t )
s j
t
Aj t k 1e j
Ak u (t ) k2
(s j ) k (k 1)!
Aj Bj t k 1 t *t
[ A j e j B j e j ]u (t )
(s j ) k (s j ) k
*
(k 1)!
j a jb
t k 1
e at [ A j (cos bt j sin bt ) B j (cos bt j sin bt ]u (t )
j a jb ( k 1)!
*
Have to be memorized:
(1) Table 5-2 all except for No. 7
(2) Table 5-3 No. 1-No. 7
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2. An Introduction
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