UNIT II

ANALYSIS OF CONTINUOUS TIME SIGNALS

EC T43-SIGNALS AND SYSTEMS ECE

 Fourier Series

The basis of the Fourier Series

Any periodic signal with time period T can be written as a sum of sines and cosines

The fundamental frequency for this time period T is

The dc term is ,

and the other terms are

Note that the limits of integration can be taken form –T/2 to T/2 instead of 0 to T. The calculation
of or is done using the orthogonality properties of sines and cosines, i.e.,

and

The fact that identical functions integrate to one indicates that they are orthonormal. For instance,
if we have a signal x(t) with time period T, then we can write it like Eq. (4.2.1). So when we
calculate the ,

EC T43-SIGNALS AND SYSTEMS ECE

 The integral of over one period T will be zero. Similarly the integral with

any sine term will be zero. And the integral of with any other cosine except m=n will
be zero. There will only be one term left:

We would obtain a similar result for any of the b terms.

Note that the cosine functions (and the function 1) are even, while the sine functions are odd.

If f (x) is even (f (–x) = + f (x) for all x), then bn = 0 for all n, leaving a Fourier cosine series
(and perhaps a constant term) only for f (x).

If f (x) is odd (f (–x) = – f (x) for all x), then an = 0 for all n, leaving a Fourier sine series only
for f (x).

Example Calculate the Fourier series for the rectangular series shown in Fig.

A periodic time-domain signal.

Solution

There are a couple things we can do to simplify the calculation. First of all, we will add a dc term
of 1/2, and then just leave the calculation of a0 off. And using symmetry, we will calculate over
the interval 0 to T/2, and double it.

EC T43-SIGNALS AND SYSTEMS ECE

 Notice that just the first three non-zero terms of the Fourier series result in a pretty good
approximation (Fig. 1). As more and more terms are added, the series comes closer to the
rectangular function (Fig. 2.)

Figure 1. Fourier series reconstruction using two terms (left) and three terms (right).

Fig 2 Reconstruction of the series of g 1. using an increasing number of terms.

EC T43-SIGNALS AND SYSTEMS ECE

 Example 2

Expand in a Fourier series.

L = .

Therefore the Fourier series for f (x) is

EC T43-SIGNALS AND SYSTEMS ECE

 Complex Series
In general, even if we only have one frequency, say , we still need two numbers,

and , to describe the nth series term. Since we know that the sine and cosine terms are
orthonormal, we might wonder if we could change the two real numbers to one complex number.
Start with
,
and use Euler’s equations:

We will begin by grouping the positive and negative frequency components

The original series

can be written

Notice that the new series goes between plus and minus infinity because the Euler equations used
plus and minus terms. We determine the in the same way

This depends on a similar orthonormality condition

otherwise

EC T43-SIGNALS AND SYSTEMS ECE

 So when we try to calculate the n coefficient

the only term that survives is m = n

Note that the complex form has plus and minus values. But , so if we know the positive

one, we know the negative one. Once again we can plot the coefficients out, but since they are
complex, we will have to plot magnitude and phase. This is called the line spectra.

Example Redo the previous example of using the complex series.

Solution
As before, it won’t hurt to add a dc term, and then just leave it out of the series. So now
we calculate

Remember that

EC T43-SIGNALS AND SYSTEMS ECE

 So

,
as will all even terms. Furthermore,

Since the positive and negative terms are the same.

Example Find the Fourier series of the function below

Solution

Step 1
Step 2

Step 3

EC T43-SIGNALS AND SYSTEMS ECE

 Step 4
Since we will convert the exponential to the sine series

Example Determine the Fourier series of the function in Fig. 1. (T = 1).

Old Way:

We know the fundamental frequency is

Now to calculate the

New Way:

Now, to return to the problem in the figure: We can recognize that

,
and its Fourier Transform is

Therefore,
EC T43-SIGNALS AND SYSTEMS ECE
 ,

and since

So my series is

-------------------------------------------------------------------------------------------------------
The bottom line is that we can bring to bear everything we have learned about FT to help us
calculate the Fourier series.
-----------------------------------------------------------------------------------------------------------

Example

Write the Fourier series of the function in (T = 1)

Solution

From the table, one of the triangles has the FT

Notice that , and the dc term so the series is

EC T43-SIGNALS AND SYSTEMS ECE

 Example Find the Fourier series of the function given by

Solution
Look at just the term centered at t = 0

We know that its Fourier transform is

So the terms are

Obviously, these are even, except for the dc term, which is

So we can write

Practice Problems
1.The diagram below represents one period of a time series that extends infinitely in each
direction. Write the Fourier series of this signal. T= 1 second. Your answer should be
a real series (i.e., not complex functions).

EC T43-SIGNALS AND SYSTEMS ECE

 2. The pattern below extends infinitely in each direction. The interval is 1 second. Write a
Fourier Series. {Your final answer should be a sine series.}

3. Write a Fourier series to describe the function below. You may assume that it extends
infinitely in both directions. The amplitude of the delta functions is one. The time scale
is seconds. Your final answer should be a sine and/or cosines series.

4. The series below is made up of function of the form

f t   e 50t .
2

Write the Fourier series for T = 0.1 sec.

EC T43-SIGNALS AND SYSTEMS ECE

 Fourier Transform

The Fourier Transform

Let x(t ) be a nonperiodic signal of finite duration, i.e.,
x(t )  0 t  T1

Let us form a periodic signal by extending x(t ) to xT0 (t ) as,

lim xT0 (t )  x(t ) , [i.e., the period is infinity]

T0 


2
xT0 (t )  ce
k 
k
jk0t
0 
T0
Then, (01)
1 T0 / 2

 jk0t
ck  xT0 (t )e dt
T0 T0 / 2

1 T0 / 2 1 
Or, ck 
T0 
T0 / 2
x(t )e  jk0t dt 
T0 
x(t )e  jk0t dt


Let us now define X ( ) as, X ( )   x(t )e  jt dt


1
Thus, ck  X (k0 ) .
T0
Substituting this in equation (01) we get,


X (k0 ) jk0t 1 
X (k0 ) jk0t
xT0 (t )  
k  T0
e 
2

k  T0
e 0

As T0   , 0  0 . Let us assume 0   .
EC T43-SIGNALS AND SYSTEMS ECE
 
1
Thus, lim xT0 (t )  lim
T0    0 2
 X (k  )e
k 
jk0t
  x(t )

1 
Or, x(t ) 
2 

X ( )e jt d  (02)

x(t ) in equation (02) is called the Fourier Integral. Thus a finite duration signal is represented by
Fourier integral instead of Fourier series.
The function X ( ) is called the Fourier transform of x(t ) . Symbolically these two pairs are
represented as,

X ( )  F{x(t )}   x(t )e  jt dt


1 
And x(t )  F 1{ X ( )} 
2 

X ( )e jt d 

Alternatively, x(t ) 

F .T .
 X ( ) .

Example
1. Find the Fourier transform of e  at u (t ) a  0.
  1
X ( )   e  at u (t )e  jt dt   e  ( a  j )t dt  .
 0 a  j
2. Find the Fourier transform of  (t ) .

F{ (t )}    (t )e  jt dt  1


3. Find the inverse Fourier transform of  ( ) .

1  1
F 1{ ( )}  
2 
 ( )e  jt d 
2
.

1
Thus, 
F .T .
  ( ) or, 1 
F .T .
 2   ( ) .
2

4. Find the inverse Fourier transform of  (  0 ) .

1  1 j0t
F 1{ (  0 )} 
2  
 (  0 )e jt d 
2
e

Thus, e j0t 

F .T .
 2   (  0 )
1 j0t
We know, cos 0t 
2
 e  e j0t  ; Thus, cos 0t 
F .T .
   (  0 )   (  0 ) 

EC T43-SIGNALS AND SYSTEMS ECE

 5. Find the Fourier transform of the rectangular pulse x(t ) shown in Figure.
T sin T sin T
X ( )   e  jt dt  2  2T
T  T
 T 
 2T sin c  
  

The magnitude spectrum

 sin(T )
 0, 0
sin T  
is, X ( )  2 , and the phase spectrum is, arg  X ( )   .
  , sin(T )  0
 

6. Find the inverse Fourier transform of the rectangular spectrum shown below.

1 W 1 W  Wt 
x(t ) 
2 
W
e jt d  
t
sin(Wt )  sinc   . The plot is shown in Figure above.
  

Some Properties of Fourier Transform

1. Symmetry property: If f (t )  F ( ) then F (t )  2 f (  ) . (duality property)

EC T43-SIGNALS AND SYSTEMS ECE

 Example: Apply symmetry property to show that  (t  t0 )   (t  t0 )  2 cos t0 .
1
2. Scaling Property: If f (t )  F ( ) then f (at )  F ( / a) .
a

3. Time-shifting Property: If f (t )  F ( ) then f (t  t0 )  e  jt0 F ( ) .

4. Frequency-shifting Property: If f (t )  F ( ) then f (t )e j0t  F (  0 ) .

Example: Find the Fourier transform of the gate pulse shown in Figure below.

We get the Fourier transform by applying time-delay property to the F.T. of rectangular pulse
(symmetrical).

EC T43-SIGNALS AND SYSTEMS ECE

     j / 2
Thus, F ( )   sinc  e .
 2 
Example: Sketch the Fourier transform of f (t ) cos10t using frequency shifting property.
 1 j10t 1  j10t 
[property 4] f (t ) cos10t  f (t )  e  e  . Therefore,
2 2
1
f (t ) cos10t   F (  10)  F (  10)  . The sketch is shown in Figure below. Here,
2
 2 
f (t )  4sin c  .
  

5. Time and Frequency convolution:

1
f1 (t )  f 2 (t )  F1 ( ) F2 ( ) and f1 (t ) f 2 (t )  F1 ( )  F2 ( ) .
2

EC T43-SIGNALS AND SYSTEMS ECE

 6. Time differentiation and time integration:
df (t ) t F ( )
 j F ( );  f ( )d    F (0) ( ) .
dt  j
1  df (t ) 1 
(a) f (t ) 
2 
F ( )e jt d  
dt
 j 
2  
F ( )e jt d   j  f (t )

 df (t )  df (t )
Therefore, F   = j F  f (t ) , or,  j F ( ) .
 dt  dt
 t
(b) f (t )  u (t )   f ( )u (t   )d   f ( )d
 

Using convolution property, F  

t
  1
f ( )d  F ( ) 
 j

  ( ) 

t F ( )
Therefore, 
f ( )d 
j
  F (0) ( ) .

Example: Using the time-differentiation property, find the F.T. of the triangle illustrated in figure
below.
d 2 f (t ) 2
  (t   / 2)   (t   / 2)  2 (t ) 
dt 2 
 (t )  1  (t   / 2)  e  j / 2
Performing F.T. of the first equation,
2
( j ) 2 F ( )  e j / 2  e  j / 2  2 

   
sin 2     2
4      8 2    8 2    8  4    
  2 F ( )  cos    1   sin    F ( )   2 sin  4    2  
  2   4 
2
   4    
 
 4 
2
    
sin
   4      
 F ( )       sinc 2  
2      2  4 
 
  4  

EC T43-SIGNALS AND SYSTEMS ECE

 Example: Calculate the Fourier transform X(jw) for the signal x(t) .

x(t) = t for-1<t<1

-1

Solution:
y(t)=dx(t)/dt
We know,
Analysis Equation is given by:
∞

X(jw) = ∫-∞ x(t) e-jwt dt

+1
=∫-1 t e-jwt dt
To calculate derivative we need to calculate discontinuity, if discontinuity occurs we have
impulse at that point,

-1
+1
Hence y(t) is the sum of a rectangular pulse and two impulses at -1 and +1
+1
Y(jw) = -e - e + ∫-1 e-jwt dt
-jw jw

= -2coswt + {2 (e-jw - ejw)/-2jw}

=-2cosw + 2sinw/w

Note that Y (0) = -2cos (0) + 2*1 {sin x/x=1}

=-2+2
=0
EC T43-SIGNALS AND SYSTEMS ECE
 Using Integration Property, we obtain

X (jw)=Y(jw)/jw + π Y(0) δ (w)

With Y (0) =0
We have
X (jw) = 2sinw/jw2-2cosw/jw

This expression for X (jw) is purely imaginary and odd, which is consistent with the fact that x
(t) is real and odd.

Rayleigh’s Energy Theorem

Energy in time domain is equal to energy in frequency domain.

 
Energy E   | g (t ) | 2 dt   | G ( f ) | 2 df
 

Consider the time domain energy

 
 
2
E | g (t ) | dt  g (t ) g * (t )dt

  g (t ) g * (t )e  j 2ft dt f 0


 G ( f )  G * (  f ) | f 0

  G ( )G * ( f  ( ))d f 0


  G ( )G * ( )d


  | G ( f ) |2 df


Rayleigh‘s energy theorem or Parseval’s theorem for Fourier transform

2
Define energy spectral density of g (t ) as E g ( f ) | G ( f ) |

Ex : consider a Sinc pulse

A f
g (t )  ASinc(2Wt )  ( )
2W 2W
method (i):
 
E | g (t ) | 2 dt A 2  g (t ) g * (t )dt
 

2  2 2 1  2 A2
 A  Sinc (2Wt )dt  A   Sinc (u )du  2W
 2W 
method(ii): Applying Rayleigh’s energy theorem

EC T43-SIGNALS AND SYSTEMS ECE

 A 2  2 f A 2 W A2
E(
2W
)

 (
2W
)df  ( 
2W
)
W
df 
2W 
Parseval’s Theorem:
 *  *
 g1 (t ) g 2 (t )dt   G1 ( f )G2 ( f )df
If g1 (t )  g 2 (t ) , then the theorem reduces to Rayleigh’s energy theorem.
Laplace Transformation
Why Laplace Transforms?
1) Converts differential equations to algebraic equations- facilitates combination of multiple
components in a system to get the total dynamic behavior (through addition & multiplication)
2) Can gain insight from the solution in the transform domain ("s")- inversion of transform not
necessarily required
3) Allows development of an analytical model which permits use of a discontinuous (piecewise
continuous) forcing function and the use of an integral term in the forcing function (important
for control)
Definition of a Laplace Transform


F(s)  Lf t    f t  e st dt

0

L1 F s   f t 

Examples of Evaluating Laplace Transforms using the definition

(1) x(t)=1 and step function x(t)=u(t)

  t 
1
L[ x(t )  u (t )]   x(t )e dt   e dt    e  st d ( st )
 st  st

0 0
s t 0
e  st t  e t  jt t  e   j e  0  j 0
  e  e  e
s t 0 s t 0 s s
(| e  j | 1 e   0 , (if   0) e    , (if   0)
1 1
 (cos 0  j sin 0) 
s s
1
 L(1)  L[u (t )]  (Re(s))  0
s
(2) x (t )  e t u (t )

EC T43-SIGNALS AND SYSTEMS ECE

  
t t  st
L[e u(t )]   e e dt   e  (  s ) t dt
0 0
~
Define a new complex variable s  s  
 ~
s t
 e dt
0

 st 1
we know e dt 
s
Re( s )  0
0

 ~ ~
s t 1
 e 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 )

L[ (t )]    (t )e  st dt
0

 e  st  e t e  jt
t 0 t 0

 e t (cost  j sin t )

t 0
1
No constraint on s.
(4) Find L(cos  0t )
Key to solution : express (cos  0t ) as linear combination of  (t ) , u(t ) ,
and/or e t :

EC T43-SIGNALS AND SYSTEMS ECE

 L[ (t )]  1
1
L[u(t )] 
s
1
L[e t ] 
s 
let   j 0
1
L[e  j 0 t ] 
s  j 0
let    j 0
1
L[e j 0 t ]  L[e  (  j 0 ) t ] 
s  j 0

Can we use e  j 0 t and e j 0 t to express cos( 0t ) ?

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 0 t  e j 0 t
 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 2  0
2

H.W. Find L[sin  0t ]

Convergence of the Laplace Transform

EC T43-SIGNALS AND SYSTEMS ECE

  
(1) To assure  x (t )e
 st
dt   x (t )e t e  jt dt converge,   Re(s ) must be psotive enough
0 0
t
such that x(t )e goes to zero when t goes to positive infinite

(2) Region of absolute convergence and pole

(3) How to obtain Fourier transform form Laplace transform:

s  j
L[ x (t )]  X ( s )  X ( j )  F ( x (t ))

Important: why introduce Laplace transform; definition of Laplace transform as a modification of

Fourier transform; find the Laplace transforms of the three basic functions based on the
(mathematical) definition of Laplace transform.

EC T43-SIGNALS AND SYSTEMS ECE

 (5) Properties of Laplace Transform

I. Properties of Laplace Transform

Property Original Function Transformed Function

Linearity af (t) + bg(t) aF(s) + bG(s)
f (t  a) u(ta) easF(s)
Shifting
eat f (t) F(s  a)
1 s
Scaling f (at) F( )
a a
snF(s)sn1f(0)sn2f(0)sn3f(0)
f (n)(t)
…f (n1)(0)
Differentiation
d n F ( s)
(t)nf (t)
ds n
t 1
 0
f ( )d
s
F ( s)
Integration 1 

t
f (t )  s
F ( s )ds
t
Convolution  0
f ( ) g (t  )d F(s)G(s)
1 T
Periodic Function f (t)  f (t + T)
1  e  sT  0
f (t )e  st dt

Initial Value Theorem lim f (t )  lim sF ( s )

t 0 s 

f (t ) F ( s)
lim  lim
t  0 g (t ) s  G ( s )

lim f (t )  lim sF ( s )
t  s 0

Final Value Theorem f (t ) F ( s)

lim  lim
t  g (t ) s 0 G ( s )
1. Linearity
  
L [af (t) + bg(t)]   0 [af (t )  bg (t )]e dt  a  0 f (t )e dt  b  0 g (t )e dt  aF ( s )  bG( s )
 st  st  st

Ex. 1
Find the Laplace transform of cos2t.
1  cos 2t 11 s  s2  2
Solution : L [cos 2 t ]  L [ ]   2  
2 2  s s  2 2  s ( s 2  4)
2. Shifting

EC T43-SIGNALS AND SYSTEMS ECE

  
( a ) L [ f (t  a )u(t  a )]   f (t  a )u(t  a )e  st dt   f (t  a )e  st dt
0 a

Let   t  a, then
 
L [ f (t  a )u(t  a )]   f ( )e  s (   a ) d  e  sa  f ( )e  s d  e  sa F ( s )
0 0
 
(b) F ( s  a )   f (t )e ( s  a ) t dt   [e at f (t )]e  st dt  L [e at f (t )]
0 0

Ex. 2
0, t4
What is the Laplace transform of the function: f (t )   3 .
 2t , t  4
Solution: f (t)  2t3u(t  4)
L [f (t)] L {2[(t  4)3 + 12(t  4)2 + 48(t  4) + 64] u(t  4)}
 3! 2! 1 64   3 12 24 32 
 2e 4 s  4  12  3  48  2    4e 4 s  4  3  2  
s s s s  s s s s 
3. Scaling


L [ f ( at )]   f ( at )e  st dt
0

Let   at, then

 s
 s  1    1 s
L [ f ( at )]   f ( )e a
d   f (  ) e a d  F ( )
0 a a 0 a a
Ex. 3
Find the Laplace transform of cos2t.
s
Solution : L [cos t ]  2
s 1
s
1 2 s
 L [cos 2t ]   2
s
2 ( )2  1 s  4
2
Ex. 4
Find the Laplace transform of tet.
1 d  1  1
Solution : L ( e t )   L (te t )    
s 1 ds  s  1  ( s  1) 2
Ex. 5
t 2 , 0  t  1
f (t )   , find L [ f (t )] .
0, t  1

EC T43-SIGNALS AND SYSTEMS ECE

 Solution : f (t )  t 2[u(t )  u(t  1)]
2!
L [ f (t )]  L [t 2 u(t )]  L [t 2 u(t  1)]  3
 L {[(t  1)  1]2 u(t  1)}
s
2
3

 L {[(t  1) 2  2(t  1)  1]u(t  1)}
s
2 2 1 1
 3  e s ( 3  2 2  )
s s s s
L [ f (t )]  sF ( s )  f (0)  e [ f (1 )  f (1 )]
s

2 2 2 2 2 2
 [ 2  e  s ( 2   1)]  0  e  s (0  1)  2  e  s ( 2  )
s s s s s s
4. Integration
(a) Integral of original function

t  t
L [  f ( )d]    f ( )de  st d t
0 0 0

1   st t    1
 s   0
 e f ( )d   f (t )e  st dt   F ( s )
0 0
 s
t t t 1
 L [  ... f (t )dtdt  dt ]  F ( s)
0 0 0 sn
(b) Integration of Laplace transform
    
 s
F ( s )ds  
s  0
f (t )e  st dtds   f (t )  e  st dsdt
0 s

 e  st  f (t )  st f (t )
  f (t ) dt   e dt  L [ ]
0 t s
0 t t
   1
    F ( s )dsds  ds  L [ f (t )]
s s s tn
Ex. 6
1  e t 1  e t
Find ( a ) L [ ] ( b) L [ 2 ] .
t t

EC T43-SIGNALS AND SYSTEMS ECE

 1 1
Solution : ( a ) L [1  e t ]  
s s 1

1  e t  1 1  s
L [ ]  (  )ds  ln s  ln( s  1) s  ln
t s s s 1 s 1 s

s s 1
 0  ln  ln
s 1 s

1  e t  s 1 s 1  1 1
(b) L [ 2 ]   ln ds  s ln   s(  )ds
t s s s s
s s 1 s
 
s 1  1  s 1 
 s ln  ds   s ln  ln( s  1)
s s
s s 1  s s
 ( s  1) ln( s  1)  s ln s  s  s ln s  ( s  1) ln( s  1)


Ex. 7
sin kt e  st  sin x
Find ( a )  dt ( b)  dx .
0 t  x
 st
 sin kte sin kt
Solution : ( a )  dt  L [ ]
0 t t
k
L [sin kt ]  2
s  k2
sin kt  k 1  1
L [ ]  2 ds   ds
t s s k 2
k s ( s )2  1
k

s
1  s
 tan   tan 1
k s 2 k
 sin x  sin x
( b)  dx  2  dx
 x 0 x
 st
 sin kte
 2 lim  dt
k 1 0
s 0
t
 s
 2 lim(  tan 1 )  
k 1 2 k
s 0

EC T43-SIGNALS AND SYSTEMS ECE

 5. Convolution theorem
t  t
L [  f ( ) g (t  )d]    f ( ) g (t  )de  st dt t
0 0 0 = t
   
  f ( ) g (t  )e  st dtd   f ( )  g (t  )e  st dtd
0  0 

Let u  t  , du  dt , then 
t  
L [  f ( ) g (t  )d]   f ( )  g (u )e  s ( u   ) dud
0 0 0
 
  f ( )e  s d  g (u )e  su du  F ( s )G ( s )
0 0

Ex. 8
t
e
t 
Find the Laplace transform of sin 2 d.
0

1 2
Solution : L [e t ]  , L [sin 2t ]  2
s 1 s 4
t
 L [  e t   sin 2t d]  L [e t * sin 2t ]  L [e t ]  L [sin 2t ]
0

1 2 2
  2 
s  1 s  4 ( s  1)( s 2  4)
6. Periodic Function: f (t + T)  f (t)

 T 2T
L [ f (t )]   f (t )e  st dt   f (t )e  st dt   f (t )e  st dt  
0 0 T
2T T T
and  f (t )e  st dt   f (u  T )e  s ( u T ) du  e  sT  f (u )e  su du
T 0 0

Similarly,
3T T
 2T
f (t )e  st dt  e  2 sT  f (u )e  su du
0
T
 L [ f (t )]  (1  e  sT  e  2 sT  )  f (t )e  st dt
0

1 T

1  e  sT  0
f (t )e  st dt

Ex. 9
k
Find the Laplace transform of f (t )  t , 0  t  p, f ( t  p )  f ( t ) .
p

EC T43-SIGNALS AND SYSTEMS ECE

 1 p k
 ps  0
Solution : L [ f (t )]  te  st dt
1 e p
1 k 1 p p
  ps
[ (te  st   e  st dt )]
1 e p s 0 0

p
k 1
  ps
(te  st  e  st )
ps(1  e ) s 0

k  sp e  sp 1
 ( pe   )
ps(1  e  ps ) s s

8. Initial Value Theorem:


L [ f ' (t )]  sF ( s )  f (0)  lim  f ' (t )e  st dt  lim sF ( s )  f (0)  0  lim sF ( s )  f (0)
s  0 s  s 

we get initial value theorem lim f (t )  lim sF ( s )

t 0 s  9.
f (t ) F ( s)
Deduce general initial value theorem : lim  lim
t 0 g ( t ) s  G ( s )
Final Value Theorem:

L [ f ' (t )]  sF ( s )  f (0)  lim  f ' (t )e  st dt  lim sF ( s )  f (0) 
s 0 0 s 0

lim f (t )  f (0)  lim sF ( s )  f (0)  final value theorem : lim f (t )  lim sF ( s )

t  s 0 t  s 0

f (t ) F ( s)
General final value theorem : lim  lim
t  g (t ) s  0 G( s)

Ex. 10
t sin x
Find L [  dx ] .
0 x
sin x
t sin t
Solution : Let f (t )   dx  f (t )  , f ( 0)  0
0x t
1
L [tf ' (t )]  L [sin t ]  2
s 1
d 1
 L [ f ' (t )]  2
ds s 1
d 1 d 1
 [ sF ( s )  f (0)]  2  [ sF ( s )]   2
ds s 1 ds s 1
sF(s)  tan1s + C
From the initial value theorem, we get

EC T43-SIGNALS AND SYSTEMS ECE

 lim f (t )  lim sF ( s )
t 0 s 

 
0    C C 
2 2
 1
sF ( s )   tan 1 s  tan 1
2 s
1 1
F ( s )  tan 1
s s
 e x

EG. Find L   t dx  .
 x 
 ex e t
Solution : Let f (t )   dx  f (t )   , lim f (t )  0
x x t t 
1
L [tf ' (t )]  L [  e t ]  
s 1
d 1
 [ sF ( s )  f (0)]  
ds s 1
d 1
[ sF ( s )] 
ds s 1
sF ( s )  ln( s  1)  C
From the final value theorem : lim f (t )  lim sF ( s )
t  s 0

ln( s  1)
0  0  C  C  0, and F ( s ) 
s
tsin x  ex
[Note] 0 x dx, and t x
dx are called sine, and exponential integral function, respectively.

[Exercises] Find the Laplace transform of the problems:14, and 7

1.e  t (A cos t  B sin t ) 2.t 2 cos t 3.u(t  ) cos t
 cos x 
4.  dx (cosine integral function) 5. Find the value of the integral  te  2 t cos tdt
t x 0

t
e  e  3t
6. Find the value of the integral  dt
0 t
7.
f (t)
k
a 2a 3a 4a
t
k

A( s  )  B 2 s( s 2  3)  se  s
[Ans .] 1. 2. 3.
( s  ) 2   2 ( s 2  1) 3 s2  1
ln( s 2  1) 3 k as
4. 5. 6. ln 3 7. tanh
2s 25 s 2

EC T43-SIGNALS AND SYSTEMS ECE

 Inverse Laplace Transform
I. Inversion from Basic Properties
1. Linearity
Ex. 1.
2s  1 4( s  1)
( a ) L 1[ 2 ] (b) L 1[ 2 ].
s 4 s  16
2s  1 s 1 2 1
Solution : ( a ) L 1[ 2 ]  L 1[2 2  ]  2 cos 2t  sin 2t
s 4 s 2 2
2 s 2
2 2
2
4( s  1) s 4
(b) L 1[ 2 ]  L 1[4 2  2 ]  4 cosh 4t  sinh 4t
s  16 s 4 2
s  42
2. Shifting

Ex. 2.
1 e  s 2s  3 1
(a ) L [ ] ( b) L ].
[
s 2  2s  2 s  3s  2 2

e  s e  s
Solution : ( a ) L 1[ 2 ]  L 1[ ]
s  2s  2 ( s  1) 2  1
1
L 1[ ]  e t sin t
( s  1) 2  1
and L [ f (t  a )u(t  a )]  e as F ( s )
1 e  s
L [ ]  e ( t   ) sin(t  )u(t  )  e ( t   ) sin tu(t  )
( s  1) 2  1
3
2( s  ) 3
2 s  3 2  t t
(b) L 1[ 2 ]  L 1[ ]  2e 2 cosh
s  3s  2 3 1 2
(s  )2  ( )2
2 2
3. Scaling

Ex. 3.
1 4s
L [ ].
16s 2  4
1 4s 1 4s 1 1 1 t
Solution : L [ ] L [ ]  cosh 2  t  cosh
16s 2  4 (4s)  2
2 2
4 4 4 2
4. Derivative
Ex. 4.
1 1 1 sa
(a )L [ ] ( b) L [ln ].
( s  2 ) 2
2
sb

EC T43-SIGNALS AND SYSTEMS ECE

  d  2s
solution : ( a ) L [sin t ]   L [t sin t ]   ( 2 ) 2
s  22
ds s   2
( s  2 ) 2
2s
Let F (t )  t sin t  L [ F ' (t )]  s  2  F ( 0)
( s  2 ) 2
s2 ( s 2  2 )  2 1 2
L [ F ' (t )]  2  2  [ ]  2  [  ]
( s 2  2 ) 2 ( s 2  2 ) 2 s 2  2 ( s 2  2 ) 2
2 3
 2 L [sin t ] 
( s 2  2 ) 2
1 1
  L [2 sin t  F ' (t )]
(s   )
2 2 2
2 3
1 1 1
L 1[ 2 ]  [2 sin t  F ' (t )]  (sin t  t cos t )
(s   ) 2 2
2 3
2 3
sa
(b) Let L [ f (t )]  ln  ln(s  a )  ln(s  b)
sb
d 1 1
L [tf (t )]   [ln(s  a )  ln(s  b)]    L [e bt  e at ]
ds sb sa
e bt  e at
 f (t ) 
t
5. Integration

Ex. 5.
1 1 s 1 sa 1
(a ) L [ ( )] (b) L ]. [ln
s2 s  1 sb
1 s 1 1 1 t t t
Solution : ( a ) L 1[ 2 ( )]  L 1[  2 ]   e t dt    e t dtdt
s s 1 s( s  1) s ( s  1) 0 0 0

t
 ( e t  1)   ( e t  1)dt  ( e t  1)  ( e t  1)  t  2  2e t  t
0

1 1
(b) L [e bt  e at ]  
sb sa

e bt  e at  1 1 sb sa
L [ ]  (  )ds  ln  ln
t s sb sa sa s sb
 bt  at
1 sa e e
L [ln ]
sb t
6. Convolution

Ex. 6.
1 1 1 s
(a ) L [ ] ( b) L [ ].
( s  2 ) 2
2
( s  2 ) 2
2

EC T43-SIGNALS AND SYSTEMS ECE

  1 1
Solution : ( a ) L [sin t ]   L [ sin t ]  2
s 
2 2
 s  2
1 1 t
2  0
L 1[ 2 ]  sin  sin (t  )d
( s  2 ) 2
1 t1
 2  [cos(  t  )  cos(  t  )]d
 02
t
1 t 1  1 

2 2 0 [cos(2  t )  cos t ]d  22  2 sin(2  t )   cos t 
0

1 1 1
 {[ (sin t  sin( t )]  t cos t}  (sin t  t cos t )
2 2
2
23
1 1 s
(b) L [ sin t ]  2 L [cos t ]  2
 s  2
s  2
s 1 t
L 1[ 2 ]   sin  cos (t  )d
(s   )2 2
 0
1 t1
  [sin(   t  )  sin(   t  )]d
 02
t
1 t 1  1 

2  0
[sin t  sin( 2  t )]d  
2 
 sin t 
2
cos( 2  t )
0
1 1 t
 {t sin t  [cos t  cos( t )]}  sin t
2 2 2

II. Partial Fraction

Ex. 7.
1 s 1
L [ ].
s  s 2  6s
3

s 1 s 1 A A A
Solution : 3   1 2  3
s  s  6s s( s  2)( s  3) s s  2 s  3
2

s 1 1
A1  lim 
s 0 ( s  2)( s  3) 6
s 1 3
A2  lim 
s 2 s ( s  3) 10
s 1 2
A3  lim 
s  3 s ( s  2) 15
1 3 2

s 1 1 3 2
L 1[ 3 ]  6  10  15    e 2 t  e 3t
s  s  6s
2
s s2 s3 6 10 15

EC T43-SIGNALS AND SYSTEMS ECE

 Ex. 8.
1s 4  7 s 3  13s 2  4 s  12
L [ ].
s 2 ( s  1)( s  2)( s  3)
s 4  7 s 3  13s 2  4 s  12 C 2 C1 A A A
Solution : 2  2   1  2  3
s ( s  1)( s  2)( s  3) s s s 1 s  2 s  3
s 4  7 s 3  13s 2  4 s  12  12
C 2  lim  2
s 0 ( s  1)( s  2)( s  3) 6
d s 4  7 s 3  13s 2  4 s  12
C1  lim [ ]
s 0 ds ( s  1)( s  2)( s  3)
4( 1)( 2)( 3)  ( 12)[( 2)( 3)  ( 1)( 3)  ( 1)( 2)]  24  12  11
  3
[( 1)( 2)( 3)] 2 62
s 4  7 s 3  13s 2  4 s  12  1
A1  lim 
s 1 s 2 ( s  2)( s  3) 2
s 4  7 s 3  13s 2  4 s  12 8
A2  lim   2
s 2 s ( s  1)( s  3)
2
4
s 4  7 s 3  13s 2  4 s  12 9 1
A3  lim  
s 3 s 2 ( s  1)( s  2) 18 2
1 s 4  7 s 3  13s 2  4 s  12 1 1
L [ ]  2t  3  e t  2 e 2 t  e 3 t
s ( s  1)( s  2)( s  3)
2
2 2
Ex. 9.
1 s2
L [ ].
s4  4
s2 s2 s2
Solution :  2 2  2
s  4 ( s )  2  s  2  2  2  s  2 ( s  2) 2  ( 2 s ) 2
4 2 2 2

s2 A1 s  B1 A sB
   2 2 2
( s  2 s  2)( s  2 s  2) ( s  1)  1 ( s  1)  1
2 2 2

s2  2i
lim  A1 ( 1  i )  B1   (  A1  B1 )  iA1
s  1 i ( s  1) 2  1 4  4i
8  8i 1
 (  A1  B1 )  iA1  A1   , B1  0
32 4
2
s 2i
lim  A2 (1  i )  B2   ( A2  B2 )  iA2
s 1 i ( s  1) 2  1 4  4i
8  8i 1
 ( A2  B2 )  iA2  A2  , B2  0
32 4
1 1 1 1
 ( s  1)  ( s  1) 
1 s2 1 4 4 4 4]
L [ 4 ] L [ 
s 4 ( s  1) 2  1 ( s  1) 2  1
e t et
 (  cos t  sin t )  (cos t  sin t )
4 4
EC T43-SIGNALS AND SYSTEMS ECE
 Ex. 10.
1 s  3s  6 s  4
3 2
L [ 2 ].
( s  2 s  2) 2
s 3  3s 2  6s  4 As  B cs  D
Solution :  
( s  2 s  2)
2 2
[( s  1)  1]
2 2
( s  1) 2  1
lim ( s 3  3s 2  6s  4)  A(1  i )  B
s 1i

2i  ( A  B )  iA  A  2, B  2
d 3 d
lim ( s  3s 2  6s  4)  A  [c(1  i )  D ] lim [( s  1) 2  1]
s 1i ds s 1i ds

0  A  ( c  ic  D )2i  ( A  2c )  2i ( c  D )
c  1, D  1
s 3  3s 2  6s  4
1 2( s  1) s 1
L [ 2 ]  L 1{ } L 1
[ ]
( s  2 s  2) 2
[( s  1) 2  1]2 ( s  1) 2  1
t
 e t ( 2  sin t  cos t )  e t (t sin t  cos t )
2

1 s 1 1 s 1
[Exercises] 1.L [ 2.L [ ]
bs  7 s  2]
2
( s  3)( s 2  2 s  2)
1 s 1 11s 3  47s 2  56s  4
3. L [ ] 4.L [ ]
( s  2 s  2)( s 2  2 s  2)
2
( s  2) 3 ( s  2)
1 s2 1 1
5.L [ ] 6. L [ ]
s4  4 ( s  1) 3
2

t 2
1  1  t 1 4 1
[Ans] 1. e 2  e 3 2. e t ( 4 cos t  3sin t )  e 3t 3. sin t sinh t
2 3 5 5 2
1 1
4.e 2 t ( 2t 2  t  5)  6e 2 t 5. (cosh t sin t  sinh t cos t ) 6. [(3  t 2 ) sinh t  3t cosh t ]
2 8

EC T43-SIGNALS AND SYSTEMS ECE