2021 - w3 Math Foundation
2021 - w3 Math Foundation
2021 - w3 Math Foundation
Signal System
Continuous
Discrete Fourier
Fourier
Transform
Transform
Linear Time Invariant (LTI) System
• Linearity: follows the properties of superposition
x1 (t ) + x2 (t ) → y1 (t ) + y2 (t )
ax1 (t ) → ay1 (t )
then
ax1 (t ) + bx2 (t ) → ay1 (t ) + by2 (t )
• Time Invariant: time shifting in the input signal
causes time shifting in the output signal
x(t ) → y (t )
Time invariant
x(t + a) → y (t + a)
Convolution Integral
x(t ) h(t ) y (t )
y (t ) = x(t ) h(t )
y (t ) = x( )h(t − )d
−
Or, by commutative properties:
y (t ) = h( ) x(t − )d
−
Example of Integral Convolution
• Given the system impulse response is: h(t) = e-at, if the
input signal is unit step, find the system output (y(t))!
x(t ) h(t )
y (t ) = ...?
t t
• Solution:
1 , t 0 y (t ) = x(t ) h(t )
x(t ) = u (t ) =
0 , t 0
y (t ) = x( )h(t − )d
−
− at
h(t ) = e
Solution
• Graphical Representation: y(t) for t > 0 :
x( ) h(t − ) = h(− + t ) t
y (t ) = x(t )h(t − )d
0
t
t
= 1 e −(t − ) d
0
• Overlapping area: t
=t
e d = e
−t −t
t < 0 y(t)=0 t>0 =e [e ]
=0
0
x( ), h(t − ) x( ), h(t − ) = e − t (e t − e 0 ) = 1 − e − t
y (t )
t t
No overlapping t
Laplace Transform
X ( s ) = x(t )e − st dt Laplace transform
−
1 + j
x(t ) =
st
X ( s ) e ds Inverse Laplace transform
2j − j
L
s = + jw
x(t ) X ( s )
damping Complex frequency
x(t ) ⎯⎯→ X ( jw ) = x(t )e − jwt dt
F
Fourier – Continuous :
−
Fourier – Discrete : x[n] ⎯⎯→
F
X ( j ) = x[ n
n = −
]e − jn
Z Transform : x[n] ⎯
⎯→ X ( z ) =
Z
n = −
x[ n ] z −n
Laplace Transform Theorems
Laplace
Transform
Table
Properties Proof
• Time Shifting
f (t − a) ⎯⎯→ F ( s ) = f (t − a)e − st dt
L
−
misal p = t − a t = p + a
= −
f ( p)e − s ( p + a ) dp a = const
= f ( p)e − sp e − sa dp
−
= e − as F ( s )
Properties Proof
• Time Scaling
1 s
f (at ) ⎯⎯→ F2 ( s ) = F ( )
L
a a
misal :
−t 1
f1 (t ) = e u (t ) → F1 ( s ) =
s +1
1 1 1
f 2 (t ) = e − 4t u (t ) → F2 ( s ) = =
4 s / 4 +1 s + 4
Properties Proof
• Convolution Y (s) =
−
y (t )e − st dt
=
−
x( )h(t − )e − st dt d
=
−
x( ) h(t − )e − st dt d
=
−
x( )e −s d H ( s )
= X (s) H (s)
Properties Proof
• Final Value Theorem:
df (t ) − st
lim
s →0 dt
e dt = lim sF (s) − f (0)
s →0
0
f (t ) 0 =
lim sF (s) − f (0)
s →0
f () = lim sF ( s )
s →0
Q( s) K1 K2 Kn
F (s) = = + + ... +
( s + p )( s + p )...( s + p ) s + p s + p s+ p
1 2 n 1 2 n
Q( s) K1 K2
F (s) = = +
( s + − jw )( s + + jw ) s + − jw s + + jw
Example for Case 1 : Simple Poles
Given:
4( s + 2) K1 K2 K3
F (s) = = + +
( s + 1)( s + 4)( s + 10) ( s + 1) ( s + 4) ( s + 10)
When we have repeated roots we find the coefficients of the terms as follows:
Ar = ( s + s ) F ( s)
i
r s = −s
i
Ar −1 =
d
ds
( s + s ) r F ( s)
i
s = −s
i
Ar − 2 =
1 d2
2! ds 2
( s + s ) r F ( s)
i ... A1 =
1 d r −1
(r −1)! ds r −1
( s + s ) r F ( s)
i
s = −s s = −s
i i
Example for Case 2 : Repeated Poles
Let the System Transfer Function is:
( s + 1) K
1
A
1
A
2
F (s) = = + +
s ( s + 3) 2 s ( s + 3) ( s + 3) 2
K =
1
A =
1
A =
2
f (t ) = ___?___ + ___?___ e −3t + ____?____te −3t u (t )
Coefficient Evaluation Method of Case 3
: Complex Conjugate Poles
Q( s) K1 K2
F (s) = = +
( s + − jw )( s + + jw ) s + − jw s + + jw
K1 = ( s + − j w ) F ( s ) s = − + j w
K 2 = ( s + + j w ) F ( s ) s = − − jw
Example for Case 3 (1)
10
Given: F (s) = 2
s + 4s + 5
Modified to :
10 K1 K2
F (s) = = +
( s + 2 − j )( s + 2 + j ) s + 2 − j s + 2 + j
Find the Coefficients:
K1 = ( s + 2 − j ) F ( s ) s = −2+ jw = 5
j
K 2 = ( s + 2 + j ) F ( s ) s = −2− jw =− 5
j
Example for Case 3 (2)
10
F (s) =
( s + 2 − j )( s + 2 + j )
5 1 1
= −
j s + 2− j s + 2+ j
L-1
5 − 2t jt
f (t ) = e (e − e − jt ) t 0
j