(New page: {{:ExamReviewNav}} =Chapter 9=) |
(→Chapter 9) |
||
Line 1: | Line 1: | ||
{{:ExamReviewNav}} | {{:ExamReviewNav}} | ||
=Chapter 9= | =Chapter 9= | ||
+ | 1. '''The Laplace Transform''' "Here I come to save the day!" | ||
+ | |||
+ | <math>X(s) = \int_{-\infty}^{+\infty}x(t)e^{-st}\, dt</math> | ||
+ | |||
+ | s is a complex number of the form <math>\sigma + j\omega</math> and if <math> \sigma = 0 </math> then this equation reduces to the Fourier Transform of <math>x(t)</math>. Indeed, the LT can be viewed as the FT of the signal <math>x(t)e^{-\sigma t}</math> as follows: | ||
+ | |||
+ | <math> \mathcal{F}\lbrace x(t)e^{-\sigma t} \rbrace = \mathcal{X}(\omega) = \int_{-\infty}^{+\infty}x(t)e^{-\sigma t}e^{-j\omega t}\, dt</math> | ||
+ | |||
+ | 2. '''The Region of Convergence for Laplace Transforms''' (To Infinity or Converge!) | ||
+ | |||
+ | Definitions | ||
+ | |||
+ | A signal x(t) is: | ||
+ | :# right sided if there exists a t_0 such that x(t) = 0 for t < t_0 | ||
+ | :# left sided if there exists a t_0 such that x(t) = 0 for t > t_0 | ||
+ | :# two sided if it extends infinitely for both t > 0 and t < 0 | ||
+ | :# of finite duration if there exist two values of t, T_1 and T_2 such that x(t) = 0 for t < T_1 and t > T_2 | ||
+ | |||
+ | From 4: A two sided signal can be represented as the sum of a right sided signal and a left sided signal if the signal is divided at any arbitrary T_0. The two sided signal conver | ||
+ | |||
+ | A Laplace transform is rational if it is of the form X(s) = \frac{N(s)}{D(s)} | ||
+ | Property | ||
+ | :# : The ROC of X(s) consists of strips parallel to the <math>j\omega</math>-axis in the s-plane. | ||
+ | :# : For rational Laplace transforms, the ROC does not contain any poles. | ||
+ | :# : If x(t) is of '''finite duration''' and is '''absolutely integrable''', then the ROC is the entire s-plane. | ||
+ | :# : If x(t) is right sided, and if the line Re{s} = <math>\sigma_0</math> is in the ROC, then all values of s for which Re{s} > <math>\sigma_0</math> will also be in the ROC. | ||
+ | :# : If x(t) is left sided, and if the line Re{s} = \sigma_0 is in the ROC, then all values of s for which Re{s} < \sigma_0 will also be in the ROC. | ||
+ | :# : If x(t) is two sided, and if the line Re{s} = \sigma_0 is in the ROC, then the ROC will consist of a strip in the s-plane that includes the line Re{s} = \sigma_0. | ||
+ | :# : If the Laplace transform X(s) of x(t) is rational, then its ROC is bounded by poles or extends to infinity. In addition, no poles of X(s) are contained in the ROC. | ||
+ | :# : If the Laplace Transform X(s) of x(t) is rational, then if x(t) is right sided, the ROC is the region in the s-plane to the right of the rightmost pole. If x(t) is left sided, the ROC is the region in the s-plane to the left of the leftmost pole. | ||
+ | |||
+ | Notes: | ||
+ | |||
+ | :# If giving a Laplace Transform for an answer to a question, the definition is incomplete without providing a ROC. | ||
+ | :# In order to determine the inverse Laplace transform of a LT X(s), one must consider its ROC. The ROC coupled with properties 1-8 will be used to distinguish between the signals that produce the same LT X(s) | ||
+ | |||
+ | Partial Fraction Expansion | ||
+ | |||
+ | Any rational function <math>X(s) = \frac{N(s)}{D(s)}</math> can be expressed as a linear combination of LOWER ORDER terms. | ||
+ | :Example | ||
+ | :<math>X(s) = \frac{(s - z_1)(s-z_2)}{(s-p_1)(s-p_2)^2} = \frac{A}{s-p_1} + \frac{B}{s-p_2} + \frac{C}{(s-p_2)^2}</math> | ||
+ | :z_1 and z_2 are referred to as the zeroes of the function because X(z_1) = 0; | ||
+ | :p_1 and p_2 are referred to the poles of the function because X(p_1) is infinity creating a large "pole" on the graph | ||
+ | :p_2 is a second order pole because it occurs twice | ||
+ | :To obtain the coefficients you can use the relationship: | ||
+ | :<math>R = (s-p_R)X(s) \Bigg|_{s=p_{r}}\,\,\,</math>for this example the 2nd order pole creates a special case | ||
+ | :The coefficient B cannot be computed directly because (s-p_2)X(s) still leaves a pole at p_2 and therefore cannot be | ||
+ | :evaluated at s=p_2. A and C can be computed easily however, and once those are computed there is only one unknown left | ||
+ | :in the equation and can clearly be obtained through direct algebraic manipulation. | ||
+ | : | ||
+ | :If that method proves fruitless or too hard to compute, then a system of equations can be obtained by acquiring a | ||
+ | :common denominator for the RHS of the equation resulting in <math>A(s-p_2)^2 + B(s-p_2)(s-p_1) + C(s-p_1)</math>. This equation is | ||
+ | :precisely equal to the numerator of the LHS of the equation therefore, after algebraically expanding all the terms. You | ||
+ | :can obtain a system of 3 equations and 3 unknowns which may be solved using a variety of methods, including those | ||
+ | :learned in linear algebra, like Kramer's(need to double check that name) rule. Methods learned in high school algebra | ||
+ | :also apply. | ||
+ | |||
+ | |||
+ | 3. '''The Inverse Laplace Transform''' | ||
+ | |||
+ | <math> x(t) = \frac{1}{2\pi}\int_{\sigma - j\infty}^{\sigma + j\infty} X(s)e^{st}\,ds</math> | ||
+ | |||
+ | for values of <math> s = \sigma + j\omega </math> in the ROC. The formal evaluation of the integral requires contour integration in the complex plane which is beyond the scope of this course. | ||
+ | :3.1 The Laplace Transforms we will consider will fall into several categories that can be inverted using tables. | ||
+ | |||
+ | :<math>X(s) = \sum_{i=1}^{m} \frac{A_i}{s+a_i} </math> |
Revision as of 06:53, 8 December 2008
Chapter 9
1. The Laplace Transform "Here I come to save the day!"
$ X(s) = \int_{-\infty}^{+\infty}x(t)e^{-st}\, dt $
s is a complex number of the form $ \sigma + j\omega $ and if $ \sigma = 0 $ then this equation reduces to the Fourier Transform of $ x(t) $. Indeed, the LT can be viewed as the FT of the signal $ x(t)e^{-\sigma t} $ as follows:
$ \mathcal{F}\lbrace x(t)e^{-\sigma t} \rbrace = \mathcal{X}(\omega) = \int_{-\infty}^{+\infty}x(t)e^{-\sigma t}e^{-j\omega t}\, dt $
2. The Region of Convergence for Laplace Transforms (To Infinity or Converge!)
Definitions
A signal x(t) is:
- right sided if there exists a t_0 such that x(t) = 0 for t < t_0
- left sided if there exists a t_0 such that x(t) = 0 for t > t_0
- two sided if it extends infinitely for both t > 0 and t < 0
- of finite duration if there exist two values of t, T_1 and T_2 such that x(t) = 0 for t < T_1 and t > T_2
From 4: A two sided signal can be represented as the sum of a right sided signal and a left sided signal if the signal is divided at any arbitrary T_0. The two sided signal conver
A Laplace transform is rational if it is of the form X(s) = \frac{N(s)}{D(s)} Property
- : The ROC of X(s) consists of strips parallel to the $ j\omega $-axis in the s-plane.
- : For rational Laplace transforms, the ROC does not contain any poles.
- : If x(t) is of finite duration and is absolutely integrable, then the ROC is the entire s-plane.
- : If x(t) is right sided, and if the line Re{s} = $ \sigma_0 $ is in the ROC, then all values of s for which Re{s} > $ \sigma_0 $ will also be in the ROC.
- : If x(t) is left sided, and if the line Re{s} = \sigma_0 is in the ROC, then all values of s for which Re{s} < \sigma_0 will also be in the ROC.
- : If x(t) is two sided, and if the line Re{s} = \sigma_0 is in the ROC, then the ROC will consist of a strip in the s-plane that includes the line Re{s} = \sigma_0.
- : If the Laplace transform X(s) of x(t) is rational, then its ROC is bounded by poles or extends to infinity. In addition, no poles of X(s) are contained in the ROC.
- : If the Laplace Transform X(s) of x(t) is rational, then if x(t) is right sided, the ROC is the region in the s-plane to the right of the rightmost pole. If x(t) is left sided, the ROC is the region in the s-plane to the left of the leftmost pole.
Notes:
- If giving a Laplace Transform for an answer to a question, the definition is incomplete without providing a ROC.
- In order to determine the inverse Laplace transform of a LT X(s), one must consider its ROC. The ROC coupled with properties 1-8 will be used to distinguish between the signals that produce the same LT X(s)
Partial Fraction Expansion
Any rational function $ X(s) = \frac{N(s)}{D(s)} $ can be expressed as a linear combination of LOWER ORDER terms.
- Example
- $ X(s) = \frac{(s - z_1)(s-z_2)}{(s-p_1)(s-p_2)^2} = \frac{A}{s-p_1} + \frac{B}{s-p_2} + \frac{C}{(s-p_2)^2} $
- z_1 and z_2 are referred to as the zeroes of the function because X(z_1) = 0;
- p_1 and p_2 are referred to the poles of the function because X(p_1) is infinity creating a large "pole" on the graph
- p_2 is a second order pole because it occurs twice
- To obtain the coefficients you can use the relationship:
- $ R = (s-p_R)X(s) \Bigg|_{s=p_{r}}\,\,\, $for this example the 2nd order pole creates a special case
- The coefficient B cannot be computed directly because (s-p_2)X(s) still leaves a pole at p_2 and therefore cannot be
- evaluated at s=p_2. A and C can be computed easily however, and once those are computed there is only one unknown left
- in the equation and can clearly be obtained through direct algebraic manipulation.
- If that method proves fruitless or too hard to compute, then a system of equations can be obtained by acquiring a
- common denominator for the RHS of the equation resulting in $ A(s-p_2)^2 + B(s-p_2)(s-p_1) + C(s-p_1) $. This equation is
- precisely equal to the numerator of the LHS of the equation therefore, after algebraically expanding all the terms. You
- can obtain a system of 3 equations and 3 unknowns which may be solved using a variety of methods, including those
- learned in linear algebra, like Kramer's(need to double check that name) rule. Methods learned in high school algebra
- also apply.
3. The Inverse Laplace Transform
$ x(t) = \frac{1}{2\pi}\int_{\sigma - j\infty}^{\sigma + j\infty} X(s)e^{st}\,ds $
for values of $ s = \sigma + j\omega $ in the ROC. The formal evaluation of the integral requires contour integration in the complex plane which is beyond the scope of this course.
- 3.1 The Laplace Transforms we will consider will fall into several categories that can be inverted using tables.
- $ X(s) = \sum_{i=1}^{m} \frac{A_i}{s+a_i} $