09-09-2008

LTI
SYSTEM
u(t)= Ue
st
y(t)=Ye
st
U,s
Figure 1: LTI system.
Y =
_
q(s)
r(s)
_
U
e
st
is an eigenfunction of a LT I system.
eigenvalue (s) =
q(s)
r(s)
(s-dependent) of this eigenfunction. We call
this ratio G(s) or the transfer function.
G(s) U(s) Y(s)
Figure 2: Laplace transfer function
u(t) =

k=1
U
k
e
s
k
t
y(t) =

k=1
Y
k
e
s
k
t
where Y
k
= G(s
k
)U
k
u(t) =
_
u(s)e
st
ds continuous distribution
U(s) =
_

0
u(t)e
st
dt
exists if u(t) is such that there exists some
0
R so that
lim
t
e

0
t
|u(t)| = 0
1
This is a line integral in the complex plane:
u(t) = lim

1
2j
_

0
+j

0
j
U(s)e
st
ds with s =
0
+ j
Fundamental Transforms:
L{f(t)}
_

0
f(t)e
st
dt F(s)
where,
f(t) = e
pt
for any p C
then,
F(s) =
1
s p
if p = 0 : f(t) = e
0t
= 1
t
F(s) =
1
s
In using the unilateral laplace transform, we can assume:
1. f(t)=0
t
< 0
2. lower limit of 0 in the integral is really 0

, the instant before t = 0

ex:
f(t)=1(t)
t
f(t)=1
1
1(t) ={
0 t<0
1 t0
Figure 3: Step function.
2
ex:
f(t)=e 1(t)
t
f(t)=e
1
p
p < 0
pt
pt
Figure 4: Exponential decay.
f(t) = 2re
t
cos (t + )
where,
r, R
, R
F(s) =
A
s p
+

A
s p
where, A, p C, p = + j, A = re
j
Fundamental Properties
1. Linearity: L{a
1
f
1
(t) + a
2
f
2
(t)} = a
1
F
1
(s) + a
2
F
2
(s)
2. Time Shift: L{f(t )} = e
s
F(s)
3. Dierentiation rule:
L{

f(t)} = sF(s) f(0) (1a)
L{

f(t)} = s
2
F(s) sf(0) f(0) (1b)
where 1b can be obtained via iteration of 1a.
Apply to LT I SISO dierential equation:
y
(n)
(t) +
(n1)
y
(n1)
(t) +. . .
1
y(t) +
0
y(t) =
m
u
(m)
(t) +. . .
1
u(t) +
0
u(t)
3
Laplace transform both sides:
Y (s) = G(s)U(s) +
c(s)
r(s)
where,
G(s) =
q(s)
r(s)
and
q(s) =
m
s
m
+ . . . +
1
s +
0
r(s) = s
n
+
(n1)
s
(n1)
+ . . . +
1
s +
0
c(s) - polynomial determined from inital conditions.
if U(s) is a rational function of s
U(s) =
a(s)
b(s)
a,b both polynomials in s
substituting back in:
Y (s) =
q(s)a(s)
r(s)b(s)
+
c(s)
r(s)
=
q(s)a(s) + c(s)b(s)
r(s)b(s)

N(s)
D(s)
where N,D are polynomials in s.
factor the denominator:
D(s) = r(s)b(s)
where
r(s) =
n

k=1
(s p
k
)
where r(p
k
) = 0 G(p
k
) = ; therefore, p
k
are the poles of G(s).
b(s) =
h

l=1
(s
l
)
4
when b(
l
) = 0
l
are the poles of U(s).
Partial fraction expansion:
Y (s) =
n

k=1
A
k
s p
k
+
L

l=1
B
l
s
l
Residue Formula
A
k
= [(s p
k
)Y (s)]
s=p
k
B
l
= [(s
l
)Y (s)]
s=
l
_
= Assumed no repeated factors in D(s)
y(t) =
n

k=1
A
k
e
p
k
t
. .
y

h
(t)
+
L

l=1
B
l
e

l
t
. .
y

p
(t)
*Depends on both initial conditions and the form of the input!
**This shows why the poles of the input form the forced response!
Note: since r(s), b(s) are polynomials with real coecients, for example,
p
k
=
k
+ j
k
satises r(p
k
) = 0 with
k
= 0, then also p
k
=
k
j
k
satises r( p
k
) = 0. In other words, the poles will occur in complex pairs.
Moreover,
[(s p
k
)Y (s)] =

A
k
i.e. the corresponding partial fraction expansion coecients will also be
complex conjugates.
A
k
s p
k
+

A
s p
k
looks like
2r
k
e

k
t
cos (
k
t +
k
)
where, r
k
= |A
k
|,
k
= A
k
, p
k
=
k
+ j
k
.
5
An important additional engineering test function
t
(t)

Figure 5: Delta function.

(t) =
_
1

0 t
0 otherwise
_

0

(t)dt = 1 unit area for any

Dene:
(t) = lim
0

(t) =
_
t = 0
0 t = 0
_

0
(t)dt =
_

0
lim
0

(t)dt
= lim
0
_

0

(t)dt = lim
0
_

0
_
1

_
dt = 1
for any > 0
_

0
(t)dt = 1
This is the Dirac delta function and has the sifting property
_

0
(t)f(t)dt = f(0)
for any
_

0
(t )f(t)dt = f()
6
t
(t)
t-
(t-)
Figure 6: Sifting property of the delta function.
recall again Laplace
H(s) = L{h(t)} =
_

0
h(t)e
st
dt
if
h(t) = (t)
then
H(s) =
_

0
(t)e
st
dt = [e
st
]
t=0
= 1
L{(t)} = 1 = (s)
Note:
(t) =
_
(s)e
st
ds
=
_
e
st
ds
7