SlideShare ist ein Scribd-Unternehmen logo
1 von 13
EE-2027 SaS, 1/13
Lecture 10: Laplace Transform
5 Laplace transform (3 lectures):
Laplace transform as Fourier transform with
convergence factor. Properties of the Laplace
transform
Specific objectives for today:
• Introduce Laplace transform
• Understand the relationship to Fourier transform
• Investigate Laplace transform of exponential signals
• Derive region of convergence of Laplace transform
EE-2027 SaS, 2/13
Lecture 10: Resources
Core material
SaS, O&W, Chapter 9.1&9.2
Recommended material
MIT, Lecture 17
Note that in the next 3 lectures, we’re looking at
continuous time signals (and systems) only
EE-2027 SaS, 3/13
Introduction to the Laplace Transform
Fourier transforms are extremely useful in the study of many
problems of practical importance involving signals and LTI
systems.
purely imaginary complex exponentials est
, s=jω
A large class of signals can be represented as a linear
combination of complex exponentials and complex
exponentials are eigenfunctions of LTI systems.
However, the eigenfunction property applies to any
complex number s, not just purely imaginary (signals)
This leads to the development of the Laplace transform
where s is an arbitrary complex number.
Laplace and z-transforms can be applied to the analysis of
un-stable system (signals with infinite energy) and play a
role in the analysis of system stability
EE-2027 SaS, 4/13
The Laplace Transform
The response of an LTI system with impulse response h(t) to a
complex exponential input, x(t)=est
, is
where s is a complex number and
when s is purely imaginary, this is the Fourier transform, H(jω)
when s is complex, this is the Laplace transform of h(t), H(s)
The Laplace transform of a general signal x(t) is:
and is usually expressed as:
st
esHty )()( =
∫
∞
∞−
−
= dtethsH st
)()(
∫
∞
∞−
−
= dtetxsX st
)()(
)()( sXtx
L
↔
EE-2027 SaS, 5/13
Laplace and Fourier Transform
The Fourier transform is the Laplace transform when s is
purely imaginary:
An alternative way of expressing this is when s = σ+jω
The Laplace transform is the Fourier transform of the
transformed signal x’(t) = x(t)e-σt
. Depending on whether σ is
positive/negative this represents a growing/negative signal
{ })()( txFsX js
== ω
[ ]
)}('{
)('
)(
)()( )(
txF
dtetx
dteetx
dtetxjX
tj
tjt
tj
=
=
=
=+
∫
∫
∫
∞
∞−
−
∞
∞−
−−
∞
∞−
+−
ω
ωσ
ωσ
ωσ
EE-2027 SaS, 6/13
Example 1: Laplace Transform
Consider the signal
The Fourier transform X(jω) converges for a>0:
The Laplace transform is:
which is the Fourier Transform of e-(σ+a)t
u(t)
Or
If a is negative or zero, the Laplace Transform still exists
)()( tuetx at−
=
0,
1
)()(
0
>
+
=== ∫∫
∞
−−
∞
∞−
−−
a
aj
dteedtetuejX tjattjat
ω
ω ωω
∫
∫∫
∞
−+−
∞
+−
∞
∞−
−−
=
==
0
)(
0
)(
)()(
dtee
dtedtetuesX
tjta
tasstat
ωσ
0,
)(
1
)( >+
++
=+ a
ja
jX σ
ωσ
ωσ
as
as
sXtue
L
at
−>
+
=↔−
}Re{,
1
)()(
EE-2027 SaS, 7/13
Example 2: Laplace Transform
Consider the signal
The Laplace transform is:
Convergence requires that Re{s+a}<0 or Re{s}<-a.
The Laplace transform expression is identical to Example 1
(similar but different signals), however the regions of
convergence of s are mutually exclusive (non-
intersecting).
For a Laplace transform, we need both the expression and
the Region Of Convergence (ROC).
)()( tuetx at
−−= −
as
dte
dttueesX
tas
stat
+
=
−=
−−=
∫
∫
∞−
+−
∞
∞−
−−
1
)()(
0
)(
EE-2027 SaS, 8/13
Example 3: sin(ωt)u(t)
The Laplace transform of the signal x(t) = sin(ωt)u(t) is:
( )
22
222
1
2
1
0
)(
0
)(
2
1
0
)(
2
1
0
)(
2
1
2
1
2
)(
1
)(
1
)()(
)()(
ω
ω
ω
ω
ωω
ωω
ωω
ωω
ωω
+
=






+
=






+
−
−
=








+
+
−−
=
−=
−=
∞+−∞−−
∞
+−
∞
−−
∞
∞−
−−
∫∫
∫
s
s
j
jsjs
js
e
js
e
dtedte
dtetueesX
j
j
tjstjs
j
tjs
j
tjs
j
sttjtj
j
0}Re{ >s
0}Re{ >s
EE-2027 SaS, 9/13
It is worthwhile reflecting that the Fourier transform does not
exist for a fairly wide class of signals, such as the
response of an unstable, first order system, the Fourier
transform does not exist/converge
E.g. x(t) = eat
u(t), a>0
does not exist (is infinite) because the signal’s energy is
infinite
This is because we multiply x(t) by a complex sinusoidal
signal which has unit magnitude for all t and integrate for
all time. Therefore, as the Dirichlet convergence
conditions say, the Fourier transform exists for most
signals with finite energy
Fourier Transform does not Converge …
∫
∞
−
=
0
) (dt e e j Xt j atω
ω
EE-2027 SaS, 10/13
The Region Of Convergence (ROC) of the Laplace transform is
the set of values for s (=σ+jω) for which the Fourier
transform of x(t)e-σt
converges (exists).
The ROC is generally displayed by drawing separating
line/curve in the complex plane, as illustrated below for
Examples 1 and 2, respectively.
The shaded regions denote the ROC for the Laplace transform
Region of Convergence
Re
Im
-a Re
Im
-a
as −>}Re{ as −<}Re{
EE-2027 SaS, 11/13
Example 4: Laplace Transform
Consider a signal that is the sum of two real exponentials:
The Laplace transform is then:
Using Example 1, each expression can be evaluated as:
The ROC associated with these terms are Re{s}>-1 and Re{s}>-2.
Therefore, both will converge for Re{s}>-1, and the Laplace
transform:
)(2)(3)( 2
tuetuetx tt −−
−=
[ ]
∫∫
∫
∞
∞−
−−
∞
∞−
−−
∞
∞−
−−−
−=
−=
dtetuedtetue
dtetuetuesX
sttstt
sttt
)(2)(3
)(2)(3)(
2
2
1
2
2
3
)(
+
−
+
=
ss
sX
23
1
)( 2
++
−
=
ss
s
sX
EE-2027 SaS, 12/13
Lecture 10: Summary
The Laplace transform is a superset of the Fourier transform
– it is equal to it when s=jω i.e. F{x(t)} = X(jω)
Laplace transform of a continuous time signal is defined by:
And can be imagined as being the Fourier transform of the
signal x’(t) = x(t)eσt
, when s=σ+jω
The region of convergence (ROC) associated with the
Laplace transform defines the region in s (complex) space
for which the Laplace transform converges.
In simple cases it corresponds to the values for s (σ) for
which the transformed signal has finite energy
∫
∞
∞−
−
= dtetxsX st
)()(
EE-2027 SaS, 13/13
Questions
Theory
SaS, O&W, Q9.1-9.4, 9.13
Matlab
There are laplace() and ilaplace() functions in the
Matlab symbolic toolbox
>> syms a w t s
>> laplace(exp(a*t))
>> laplace(sin(w*t))
>> ilaplace(1/(s-1))
Try these functions to evaluate the signals of interest
These use the symbolic integration function int()

Weitere ähnliche Inhalte

Was ist angesagt?

Optics Fourier Transform Ii
Optics Fourier Transform IiOptics Fourier Transform Ii
Optics Fourier Transform Ii
diarmseven
 
discrete time signals and systems
 discrete time signals and systems  discrete time signals and systems
discrete time signals and systems
Zlatan Ahmadovic
 

Was ist angesagt? (20)

Chapter3 laplace
Chapter3 laplaceChapter3 laplace
Chapter3 laplace
 
DSP_FOEHU - MATLAB 02 - The Discrete-time Fourier Analysis
DSP_FOEHU - MATLAB 02 - The Discrete-time Fourier AnalysisDSP_FOEHU - MATLAB 02 - The Discrete-time Fourier Analysis
DSP_FOEHU - MATLAB 02 - The Discrete-time Fourier Analysis
 
Application of Convolution Theorem
Application of Convolution TheoremApplication of Convolution Theorem
Application of Convolution Theorem
 
Optics Fourier Transform Ii
Optics Fourier Transform IiOptics Fourier Transform Ii
Optics Fourier Transform Ii
 
Example of the Laplace Transform
Example of the Laplace TransformExample of the Laplace Transform
Example of the Laplace Transform
 
An Intuitive Approach to Fourier Optics
An Intuitive Approach to Fourier OpticsAn Intuitive Approach to Fourier Optics
An Intuitive Approach to Fourier Optics
 
Laplace transforms
Laplace transforms Laplace transforms
Laplace transforms
 
signal and system Dirac delta functions (1)
signal and system Dirac delta functions (1)signal and system Dirac delta functions (1)
signal and system Dirac delta functions (1)
 
DSP, Differences between Fourier series ,Fourier Transform and Z transform
DSP, Differences between  Fourier series ,Fourier Transform and Z transform DSP, Differences between  Fourier series ,Fourier Transform and Z transform
DSP, Differences between Fourier series ,Fourier Transform and Z transform
 
discrete time signals and systems
 discrete time signals and systems  discrete time signals and systems
discrete time signals and systems
 
Z transform
Z transformZ transform
Z transform
 
Laplace transform
Laplace transformLaplace transform
Laplace transform
 
Laplace transform and its application
Laplace transform and its applicationLaplace transform and its application
Laplace transform and its application
 
Laplace Transformation & Its Application
Laplace Transformation & Its ApplicationLaplace Transformation & Its Application
Laplace Transformation & Its Application
 
Properties of fourier transform
Properties of fourier transformProperties of fourier transform
Properties of fourier transform
 
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
Fourier Transform ,LAPLACE TRANSFORM,ROC and its Properties
 
Laplace transforms
Laplace transformsLaplace transforms
Laplace transforms
 
Fourier series
Fourier seriesFourier series
Fourier series
 
5. fourier properties
5. fourier properties5. fourier properties
5. fourier properties
 
signal and system Lecture 1
signal and system Lecture 1signal and system Lecture 1
signal and system Lecture 1
 

Andere mochten auch

Logics of the laplace transform
Logics of the laplace transformLogics of the laplace transform
Logics of the laplace transform
Tarun Gehlot
 

Andere mochten auch (20)

Btech admission in india
Btech admission in indiaBtech admission in india
Btech admission in india
 
05 weekly report (9 may 2012)
05 weekly report (9 may 2012)05 weekly report (9 may 2012)
05 weekly report (9 may 2012)
 
Logics of the laplace transform
Logics of the laplace transformLogics of the laplace transform
Logics of the laplace transform
 
sampling theorem | Communication Systems
sampling theorem | Communication Systemssampling theorem | Communication Systems
sampling theorem | Communication Systems
 
Laplace Transform of Periodic Function
Laplace Transform of Periodic FunctionLaplace Transform of Periodic Function
Laplace Transform of Periodic Function
 
Dsp U Lec02 Data Converters
Dsp U   Lec02 Data ConvertersDsp U   Lec02 Data Converters
Dsp U Lec02 Data Converters
 
Dsp U Lec03 Analogue To Digital Converters
Dsp U   Lec03 Analogue To Digital ConvertersDsp U   Lec03 Analogue To Digital Converters
Dsp U Lec03 Analogue To Digital Converters
 
Laplace problems
Laplace problemsLaplace problems
Laplace problems
 
Chapter6 sampling
Chapter6 samplingChapter6 sampling
Chapter6 sampling
 
Dsp U Lec08 Fir Filter Design
Dsp U   Lec08 Fir Filter DesignDsp U   Lec08 Fir Filter Design
Dsp U Lec08 Fir Filter Design
 
Dsp U Lec01 Real Time Dsp Systems
Dsp U   Lec01 Real Time Dsp SystemsDsp U   Lec01 Real Time Dsp Systems
Dsp U Lec01 Real Time Dsp Systems
 
Laplace Transform And Its Applications
Laplace Transform And Its ApplicationsLaplace Transform And Its Applications
Laplace Transform And Its Applications
 
Dsp U Lec06 The Z Transform And Its Application
Dsp U   Lec06 The Z Transform And Its ApplicationDsp U   Lec06 The Z Transform And Its Application
Dsp U Lec06 The Z Transform And Its Application
 
Dsp U Lec10 DFT And FFT
Dsp U   Lec10  DFT And  FFTDsp U   Lec10  DFT And  FFT
Dsp U Lec10 DFT And FFT
 
Dsp U Lec07 Realization Of Discrete Time Systems
Dsp U   Lec07 Realization Of Discrete Time SystemsDsp U   Lec07 Realization Of Discrete Time Systems
Dsp U Lec07 Realization Of Discrete Time Systems
 
Dsp U Lec09 Iir Filter Design
Dsp U   Lec09 Iir Filter DesignDsp U   Lec09 Iir Filter Design
Dsp U Lec09 Iir Filter Design
 
Dsp U Lec05 The Z Transform
Dsp U   Lec05 The Z TransformDsp U   Lec05 The Z Transform
Dsp U Lec05 The Z Transform
 
Dsp U Lec04 Discrete Time Signals & Systems
Dsp U   Lec04 Discrete Time Signals & SystemsDsp U   Lec04 Discrete Time Signals & Systems
Dsp U Lec04 Discrete Time Signals & Systems
 
8085 MICROPROCESSOR
8085 MICROPROCESSOR 8085 MICROPROCESSOR
8085 MICROPROCESSOR
 
Signals and systems
Signals  and systemsSignals  and systems
Signals and systems
 

Ähnlich wie Lecture10 Signal and Systems

M1 unit viii-jntuworld
M1 unit viii-jntuworldM1 unit viii-jntuworld
M1 unit viii-jntuworld
mrecedu
 
transformada de lapalace universidaqd ppt para find eaño
transformada de lapalace universidaqd ppt para find eañotransformada de lapalace universidaqd ppt para find eaño
transformada de lapalace universidaqd ppt para find eaño
luis506251
 

Ähnlich wie Lecture10 Signal and Systems (20)

Mba admission in india
Mba admission in indiaMba admission in india
Mba admission in india
 
TLT
TLTTLT
TLT
 
Laplace transform
Laplace transformLaplace transform
Laplace transform
 
Laplace
LaplaceLaplace
Laplace
 
Laplace Transform and its applications
Laplace Transform and its applicationsLaplace Transform and its applications
Laplace Transform and its applications
 
Laplace transform
Laplace transformLaplace transform
Laplace transform
 
Laplace transform
Laplace transformLaplace transform
Laplace transform
 
EC8352-Signals and Systems - Laplace transform
EC8352-Signals and Systems - Laplace transformEC8352-Signals and Systems - Laplace transform
EC8352-Signals and Systems - Laplace transform
 
LaplaceA.pdf
LaplaceA.pdfLaplaceA.pdf
LaplaceA.pdf
 
LaplaceA ppt.pdf
LaplaceA ppt.pdfLaplaceA ppt.pdf
LaplaceA ppt.pdf
 
Laplace transform
Laplace transformLaplace transform
Laplace transform
 
Chapter 2 laplace transform
Chapter 2 laplace transformChapter 2 laplace transform
Chapter 2 laplace transform
 
14210111030
1421011103014210111030
14210111030
 
Signals and systems assignment help
Signals and systems assignment helpSignals and systems assignment help
Signals and systems assignment help
 
Inverse laplace transforms
Inverse laplace transformsInverse laplace transforms
Inverse laplace transforms
 
unit 2: analysis of continues time signal
unit 2: analysis of continues time signalunit 2: analysis of continues time signal
unit 2: analysis of continues time signal
 
Mca admission in india
Mca admission in indiaMca admission in india
Mca admission in india
 
Properties of Fourier transform
Properties of Fourier transformProperties of Fourier transform
Properties of Fourier transform
 
M1 unit viii-jntuworld
M1 unit viii-jntuworldM1 unit viii-jntuworld
M1 unit viii-jntuworld
 
transformada de lapalace universidaqd ppt para find eaño
transformada de lapalace universidaqd ppt para find eañotransformada de lapalace universidaqd ppt para find eaño
transformada de lapalace universidaqd ppt para find eaño
 

Mehr von babak danyal

Problems at independence
Problems at independenceProblems at independence
Problems at independence
babak danyal
 
Aligarh movement new
Aligarh movement newAligarh movement new
Aligarh movement new
babak danyal
 
Indus Water Treaty
Indus Water TreatyIndus Water Treaty
Indus Water Treaty
babak danyal
 

Mehr von babak danyal (20)

applist
applistapplist
applist
 
Easy Steps to implement UDP Server and Client Sockets
Easy Steps to implement UDP Server and Client SocketsEasy Steps to implement UDP Server and Client Sockets
Easy Steps to implement UDP Server and Client Sockets
 
Java IO Package and Streams
Java IO Package and StreamsJava IO Package and Streams
Java IO Package and Streams
 
Swing and Graphical User Interface in Java
Swing and Graphical User Interface in JavaSwing and Graphical User Interface in Java
Swing and Graphical User Interface in Java
 
Tcp sockets
Tcp socketsTcp sockets
Tcp sockets
 
block ciphers and the des
block ciphers and the desblock ciphers and the des
block ciphers and the des
 
key distribution in network security
key distribution in network securitykey distribution in network security
key distribution in network security
 
Lecture8 Signal and Systems
Lecture8 Signal and SystemsLecture8 Signal and Systems
Lecture8 Signal and Systems
 
Lecture5 Signal and Systems
Lecture5 Signal and SystemsLecture5 Signal and Systems
Lecture5 Signal and Systems
 
Lecture4 Signal and Systems
Lecture4  Signal and SystemsLecture4  Signal and Systems
Lecture4 Signal and Systems
 
Lecture3 Signal and Systems
Lecture3 Signal and SystemsLecture3 Signal and Systems
Lecture3 Signal and Systems
 
Lecture2 Signal and Systems
Lecture2 Signal and SystemsLecture2 Signal and Systems
Lecture2 Signal and Systems
 
Lecture9 Signal and Systems
Lecture9 Signal and SystemsLecture9 Signal and Systems
Lecture9 Signal and Systems
 
Lecture9
Lecture9Lecture9
Lecture9
 
Cns 13f-lec03- Classical Encryption Techniques
Cns 13f-lec03- Classical Encryption TechniquesCns 13f-lec03- Classical Encryption Techniques
Cns 13f-lec03- Classical Encryption Techniques
 
Classical Encryption Techniques in Network Security
Classical Encryption Techniques in Network SecurityClassical Encryption Techniques in Network Security
Classical Encryption Techniques in Network Security
 
Problems at independence
Problems at independenceProblems at independence
Problems at independence
 
Quaid-e-Azam and Early Problems of Pakistan
Quaid-e-Azam and Early Problems of PakistanQuaid-e-Azam and Early Problems of Pakistan
Quaid-e-Azam and Early Problems of Pakistan
 
Aligarh movement new
Aligarh movement newAligarh movement new
Aligarh movement new
 
Indus Water Treaty
Indus Water TreatyIndus Water Treaty
Indus Water Treaty
 

Kürzlich hochgeladen

Russian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in Delhi
Russian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in DelhiRussian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in Delhi
Russian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in Delhi
kauryashika82
 
Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...
Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...
Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...
Krashi Coaching
 

Kürzlich hochgeladen (20)

Arihant handbook biology for class 11 .pdf
Arihant handbook biology for class 11 .pdfArihant handbook biology for class 11 .pdf
Arihant handbook biology for class 11 .pdf
 
Advanced Views - Calendar View in Odoo 17
Advanced Views - Calendar View in Odoo 17Advanced Views - Calendar View in Odoo 17
Advanced Views - Calendar View in Odoo 17
 
Class 11th Physics NEET formula sheet pdf
Class 11th Physics NEET formula sheet pdfClass 11th Physics NEET formula sheet pdf
Class 11th Physics NEET formula sheet pdf
 
Mattingly "AI & Prompt Design: Structured Data, Assistants, & RAG"
Mattingly "AI & Prompt Design: Structured Data, Assistants, & RAG"Mattingly "AI & Prompt Design: Structured Data, Assistants, & RAG"
Mattingly "AI & Prompt Design: Structured Data, Assistants, & RAG"
 
social pharmacy d-pharm 1st year by Pragati K. Mahajan
social pharmacy d-pharm 1st year by Pragati K. Mahajansocial pharmacy d-pharm 1st year by Pragati K. Mahajan
social pharmacy d-pharm 1st year by Pragati K. Mahajan
 
Disha NEET Physics Guide for classes 11 and 12.pdf
Disha NEET Physics Guide for classes 11 and 12.pdfDisha NEET Physics Guide for classes 11 and 12.pdf
Disha NEET Physics Guide for classes 11 and 12.pdf
 
SOCIAL AND HISTORICAL CONTEXT - LFTVD.pptx
SOCIAL AND HISTORICAL CONTEXT - LFTVD.pptxSOCIAL AND HISTORICAL CONTEXT - LFTVD.pptx
SOCIAL AND HISTORICAL CONTEXT - LFTVD.pptx
 
Introduction to Nonprofit Accounting: The Basics
Introduction to Nonprofit Accounting: The BasicsIntroduction to Nonprofit Accounting: The Basics
Introduction to Nonprofit Accounting: The Basics
 
Software Engineering Methodologies (overview)
Software Engineering Methodologies (overview)Software Engineering Methodologies (overview)
Software Engineering Methodologies (overview)
 
Presentation by Andreas Schleicher Tackling the School Absenteeism Crisis 30 ...
Presentation by Andreas Schleicher Tackling the School Absenteeism Crisis 30 ...Presentation by Andreas Schleicher Tackling the School Absenteeism Crisis 30 ...
Presentation by Andreas Schleicher Tackling the School Absenteeism Crisis 30 ...
 
Russian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in Delhi
Russian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in DelhiRussian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in Delhi
Russian Escort Service in Delhi 11k Hotel Foreigner Russian Call Girls in Delhi
 
Measures of Dispersion and Variability: Range, QD, AD and SD
Measures of Dispersion and Variability: Range, QD, AD and SDMeasures of Dispersion and Variability: Range, QD, AD and SD
Measures of Dispersion and Variability: Range, QD, AD and SD
 
Mattingly "AI & Prompt Design: The Basics of Prompt Design"
Mattingly "AI & Prompt Design: The Basics of Prompt Design"Mattingly "AI & Prompt Design: The Basics of Prompt Design"
Mattingly "AI & Prompt Design: The Basics of Prompt Design"
 
Q4-W6-Restating Informational Text Grade 3
Q4-W6-Restating Informational Text Grade 3Q4-W6-Restating Informational Text Grade 3
Q4-W6-Restating Informational Text Grade 3
 
Sanyam Choudhary Chemistry practical.pdf
Sanyam Choudhary Chemistry practical.pdfSanyam Choudhary Chemistry practical.pdf
Sanyam Choudhary Chemistry practical.pdf
 
BAG TECHNIQUE Bag technique-a tool making use of public health bag through wh...
BAG TECHNIQUE Bag technique-a tool making use of public health bag through wh...BAG TECHNIQUE Bag technique-a tool making use of public health bag through wh...
BAG TECHNIQUE Bag technique-a tool making use of public health bag through wh...
 
Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...
Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...
Kisan Call Centre - To harness potential of ICT in Agriculture by answer farm...
 
Explore beautiful and ugly buildings. Mathematics helps us create beautiful d...
Explore beautiful and ugly buildings. Mathematics helps us create beautiful d...Explore beautiful and ugly buildings. Mathematics helps us create beautiful d...
Explore beautiful and ugly buildings. Mathematics helps us create beautiful d...
 
Measures of Central Tendency: Mean, Median and Mode
Measures of Central Tendency: Mean, Median and ModeMeasures of Central Tendency: Mean, Median and Mode
Measures of Central Tendency: Mean, Median and Mode
 
fourth grading exam for kindergarten in writing
fourth grading exam for kindergarten in writingfourth grading exam for kindergarten in writing
fourth grading exam for kindergarten in writing
 

Lecture10 Signal and Systems

  • 1. EE-2027 SaS, 1/13 Lecture 10: Laplace Transform 5 Laplace transform (3 lectures): Laplace transform as Fourier transform with convergence factor. Properties of the Laplace transform Specific objectives for today: • Introduce Laplace transform • Understand the relationship to Fourier transform • Investigate Laplace transform of exponential signals • Derive region of convergence of Laplace transform
  • 2. EE-2027 SaS, 2/13 Lecture 10: Resources Core material SaS, O&W, Chapter 9.1&9.2 Recommended material MIT, Lecture 17 Note that in the next 3 lectures, we’re looking at continuous time signals (and systems) only
  • 3. EE-2027 SaS, 3/13 Introduction to the Laplace Transform Fourier transforms are extremely useful in the study of many problems of practical importance involving signals and LTI systems. purely imaginary complex exponentials est , s=jω A large class of signals can be represented as a linear combination of complex exponentials and complex exponentials are eigenfunctions of LTI systems. However, the eigenfunction property applies to any complex number s, not just purely imaginary (signals) This leads to the development of the Laplace transform where s is an arbitrary complex number. Laplace and z-transforms can be applied to the analysis of un-stable system (signals with infinite energy) and play a role in the analysis of system stability
  • 4. EE-2027 SaS, 4/13 The Laplace Transform The response of an LTI system with impulse response h(t) to a complex exponential input, x(t)=est , is where s is a complex number and when s is purely imaginary, this is the Fourier transform, H(jω) when s is complex, this is the Laplace transform of h(t), H(s) The Laplace transform of a general signal x(t) is: and is usually expressed as: st esHty )()( = ∫ ∞ ∞− − = dtethsH st )()( ∫ ∞ ∞− − = dtetxsX st )()( )()( sXtx L ↔
  • 5. EE-2027 SaS, 5/13 Laplace and Fourier Transform The Fourier transform is the Laplace transform when s is purely imaginary: An alternative way of expressing this is when s = σ+jω The Laplace transform is the Fourier transform of the transformed signal x’(t) = x(t)e-σt . Depending on whether σ is positive/negative this represents a growing/negative signal { })()( txFsX js == ω [ ] )}('{ )(' )( )()( )( txF dtetx dteetx dtetxjX tj tjt tj = = = =+ ∫ ∫ ∫ ∞ ∞− − ∞ ∞− −− ∞ ∞− +− ω ωσ ωσ ωσ
  • 6. EE-2027 SaS, 6/13 Example 1: Laplace Transform Consider the signal The Fourier transform X(jω) converges for a>0: The Laplace transform is: which is the Fourier Transform of e-(σ+a)t u(t) Or If a is negative or zero, the Laplace Transform still exists )()( tuetx at− = 0, 1 )()( 0 > + === ∫∫ ∞ −− ∞ ∞− −− a aj dteedtetuejX tjattjat ω ω ωω ∫ ∫∫ ∞ −+− ∞ +− ∞ ∞− −− = == 0 )( 0 )( )()( dtee dtedtetuesX tjta tasstat ωσ 0, )( 1 )( >+ ++ =+ a ja jX σ ωσ ωσ as as sXtue L at −> + =↔− }Re{, 1 )()(
  • 7. EE-2027 SaS, 7/13 Example 2: Laplace Transform Consider the signal The Laplace transform is: Convergence requires that Re{s+a}<0 or Re{s}<-a. The Laplace transform expression is identical to Example 1 (similar but different signals), however the regions of convergence of s are mutually exclusive (non- intersecting). For a Laplace transform, we need both the expression and the Region Of Convergence (ROC). )()( tuetx at −−= − as dte dttueesX tas stat + = −= −−= ∫ ∫ ∞− +− ∞ ∞− −− 1 )()( 0 )(
  • 8. EE-2027 SaS, 8/13 Example 3: sin(ωt)u(t) The Laplace transform of the signal x(t) = sin(ωt)u(t) is: ( ) 22 222 1 2 1 0 )( 0 )( 2 1 0 )( 2 1 0 )( 2 1 2 1 2 )( 1 )( 1 )()( )()( ω ω ω ω ωω ωω ωω ωω ωω + =       + =       + − − =         + + −− = −= −= ∞+−∞−− ∞ +− ∞ −− ∞ ∞− −− ∫∫ ∫ s s j jsjs js e js e dtedte dtetueesX j j tjstjs j tjs j tjs j sttjtj j 0}Re{ >s 0}Re{ >s
  • 9. EE-2027 SaS, 9/13 It is worthwhile reflecting that the Fourier transform does not exist for a fairly wide class of signals, such as the response of an unstable, first order system, the Fourier transform does not exist/converge E.g. x(t) = eat u(t), a>0 does not exist (is infinite) because the signal’s energy is infinite This is because we multiply x(t) by a complex sinusoidal signal which has unit magnitude for all t and integrate for all time. Therefore, as the Dirichlet convergence conditions say, the Fourier transform exists for most signals with finite energy Fourier Transform does not Converge … ∫ ∞ − = 0 ) (dt e e j Xt j atω ω
  • 10. EE-2027 SaS, 10/13 The Region Of Convergence (ROC) of the Laplace transform is the set of values for s (=σ+jω) for which the Fourier transform of x(t)e-σt converges (exists). The ROC is generally displayed by drawing separating line/curve in the complex plane, as illustrated below for Examples 1 and 2, respectively. The shaded regions denote the ROC for the Laplace transform Region of Convergence Re Im -a Re Im -a as −>}Re{ as −<}Re{
  • 11. EE-2027 SaS, 11/13 Example 4: Laplace Transform Consider a signal that is the sum of two real exponentials: The Laplace transform is then: Using Example 1, each expression can be evaluated as: The ROC associated with these terms are Re{s}>-1 and Re{s}>-2. Therefore, both will converge for Re{s}>-1, and the Laplace transform: )(2)(3)( 2 tuetuetx tt −− −= [ ] ∫∫ ∫ ∞ ∞− −− ∞ ∞− −− ∞ ∞− −−− −= −= dtetuedtetue dtetuetuesX sttstt sttt )(2)(3 )(2)(3)( 2 2 1 2 2 3 )( + − + = ss sX 23 1 )( 2 ++ − = ss s sX
  • 12. EE-2027 SaS, 12/13 Lecture 10: Summary The Laplace transform is a superset of the Fourier transform – it is equal to it when s=jω i.e. F{x(t)} = X(jω) Laplace transform of a continuous time signal is defined by: And can be imagined as being the Fourier transform of the signal x’(t) = x(t)eσt , when s=σ+jω The region of convergence (ROC) associated with the Laplace transform defines the region in s (complex) space for which the Laplace transform converges. In simple cases it corresponds to the values for s (σ) for which the transformed signal has finite energy ∫ ∞ ∞− − = dtetxsX st )()(
  • 13. EE-2027 SaS, 13/13 Questions Theory SaS, O&W, Q9.1-9.4, 9.13 Matlab There are laplace() and ilaplace() functions in the Matlab symbolic toolbox >> syms a w t s >> laplace(exp(a*t)) >> laplace(sin(w*t)) >> ilaplace(1/(s-1)) Try these functions to evaluate the signals of interest These use the symbolic integration function int()