Transform Theory
Transform Theory
com
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7 TRANSFORM THEORY
It is a mathematical tool that transforms any continuous-time signal into a completely different
signal representation that is a function of a complex variable s. The Laplace transform can also
be used to analyse LTI systems with nonzero initial conditions.
It is classified as the bilateral Laplace transform and unilateral Laplace transform. The bilateral
transform is used for both the non-causal and causal signals, while unilateral Laplace
transform is defined only for causal signals.
1.1. The Bilateral or Two-Sided Laplace Transform
The bilateral or two-sided Laplace transform of a continuous-time signal x(t) is defined
as
–st
X(s) = L{x(t)} = x(t)e dt
–
Where, X(s) is the transformed signal and L represents the Laplace transformation. The
complex variable s comprises a real part and an imaginary part and is expressed as
s = σ + jω
1.2. The Unilateral Laplace Transform
The Laplace transform for causal signals and systems is referred to as the unilateral
Laplace transform and is defined as follows:
–st
X(s) = L{x(t)} = x(t)e dt
0
For causal signals and systems, the unilateral and bilateral Laplace transforms are the
same.
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2. THE EXISTENCE OF LAPLACE TRANSFORM
The bilateral Laplace transform of a signal x(t) exists if the following integral converges (i.e.
finite)
X(s) = x(t)e–st dt
–
x(t)e–t e–jt dt
=
–
Hence, the Laplace transform of x(t) exists if x(t) e–σt is absolutely integrable.
3. REGION OF CONVERGENCE
As discussed above, the necessary condition for existence of the Laplace transform is absolute
integrability of x(t) e–σt. That is, X(s) exists if
–t
| x(t)e | dt
–
The range of values of σ (i.e. real part of s) for which the Laplace transform converges is known
as Region of Convergence (ROC).
The following table summarizes Laplace transform of same basic signal with their ROC.
TABLE 1: Laplace Transform and ROC of Basic CT Signals
Laplace Transform
CT signal x(t) ROC
X(s) = x(t)e–st dt
–
1
3. u(t) – u(t –a) (1 – e–as ) Re{s} > 0
s
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4. e–at u(t) Re {s} > – a
a+s
1
5. t u(t) Re {s} > 0
s2
n!
6. t nu(t) n
Re {s} > 0
s +1
1
7. te–at u(t) Re {s} > – a
(a + s)2
n!
8. tne–at u(t) Re {s} > – a
(a + s)n +1
s
9. cos(ω0t)u(t) Re{s} > a
2
0 + s2
10. sin(ω0t)u(t) Re {s} > 0
2
0 + s2
(220 + s2 )
11. x(t) = cos2(ω0t)u(t) Re {s} > 0
s(420 + s2 )
220
12. x(t) = sin2(ω0t)u(t) Re {s} > 0
s(420 + s2 )
a+s
13. x(t) = exp (–at) cos(ω0t)u(t) Re {s} > – a
(a + s)2 + 20
w0
14. x(t)=exp(–at)sin(ω0t)u(t) (a + s)2 + w20 Re {s} > – a
1 1
Example 1: The Laplace transform of the waveform shown in the figure is such
s 1 + eks
Figure 1
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Solution:
We can express the given function in terms of unit step function as follows
Figure 2
x1(t) = u(t) – u(t – 1) x2(t) = u(t – 2) – u (t – 3)
Thus x(t) = x1(t) + x2(t) + x3 (t) + ….
= u(t) – u(t – 1) + u (t – 2) – u(t – 3) + …..
L 1
We know that u(t) ⎯⎯ →
s
L 1 –st0
u(t – t0 ) ⎯⎯
→ e (time-shifting)
s
1 1
= [1 + e–2s + e–4s + ...] – [e–s + e–3s + e–5s + ...]
s s
1 1 1 e–s
= –
s 1 – e–2s s 1 – e–2s
1 1 – e–s 1 1
= = ……. (1)
s 1 – e–2s s 1 + e–s
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5. PROPERTIES OF LAPLACE TRANSFORM
The unilateral and bilateral Laplace transforms possess a set of properties, which are useful in
the analysis of signals and systems. The proofs of properties are given for bilateral transform
only and can be obtained in a similar way for the unilateral transform.
5.1. Linearity
Linearity property states that, the linear combination of signals in the time domain is
equivalent to linear combination of their Laplace transform.
L
Let x1(t) ⎯⎯
→ X1(s), with ROC: R1
L
and x2 (t) ⎯⎯
→ X2(s), with ROC: R2,
L
then ax1(t) + bx2(t) ⎯⎯
→ aX1(s) + bX2(s), with ROC : at least R1 ⋂ R2 for both unilateral
and bilateral Laplace transform.
5.2. Time Scaling
Time scaling property states that. the time compression of a signal by factor ‘a’ is
equivalent to expansion to expansion in s-domain by the same factor and vice versa .
L
If x(t) ⎯⎯
→ X1(s), with ROC: Rx
L 1 s
then x(at) ⎯⎯
→ X( ), with ROC: aRx
| a| a
for both unilateral and bilateral Laplace transform.
5.3. Time Shifting
The time shifting property states delay of t0 in time domain is equivalent to multiplication
of e–st0 with its Laplace transformation.
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
L –st0
then x(t – t0 ) ⎯⎯
→e X(s), with ROC: Rx
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5.5. Time Differentiation
The time differentiation property states that differentiation in time domain adds a zero to
the system.
For bilateral Laplace transform
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
L dX(s)
Then –tx(t) ⎯⎯
→ with ROC: Rx
ds
For both unilateral and bilateral Laplace transform.
5.8. Conjugation Property
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
* L
→ X*(s* )
Then x (t) ⎯⎯ with ROC: Rx
* *
Therefore X(s) = X (s ) when x(t) is real
5.9. Time Convolution
Time Convolution property states that convolution of two signals in time domain is
equivalent to their multiplication in s-domain.
L
Let x 1(t) ⎯⎯
→ X1(s), with ROC: R1
L
And x2 (t) ⎯⎯
→ X2(s), with ROC: R2
L
Then x1(t) * x2(t) ⎯⎯
→ X1(s)X2(s) with ROC: at least R1 ⋂ R2 for both unilateral and
bilateral transform.
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5.10. s-Domain Convolution
s-domain convolution property states that multiplication of two signals in time-domain is
1
equivalent to times of convolution of their Laplace transforms.
2 j
L
Let x1(t) ⎯⎯
→ X1(s), with ROC: R1
L
and x2 (t) ⎯⎯
→ X2(s), with ROC: R2,
L 1
then x1(t)x2 (t) ⎯⎯
→ [X (s) * X2 (s)], with ROC: at least R1 ⋂ R2 for both unilateral and
2j 1
bilateral transform.
5.11. Initial Value Theorem
L
Let x(t) ⎯⎯
→ X(s), with ROC: Rx
NOTE: The initial-value theorem is valid only for the unilateral Laplace transform
5.12. Final Value Theorem
Final value theorem is applicable only if all the poles of X(s) lie in left half of the s-plane.
If any pole in right half of the s-plane then the final values theorem does not applicable.
L
Let x(t) ⎯⎯
→ X(s), with ROC: Rx
NOTE: The final-value theorem is applicable to either the unilateral or bilateral Laplace
transform.
s+2
Example 2: The Laplace transform of x(t) is X(s) = . The final value of x(t)
2
s(s + 3s + 1)
is -
Sol.
s+2
x() =lim
s → 0 sX(s) = =2
2
s + 3s + 1
5.13. Time Reversal Property
Time reversal property states that if the signal is inverted in time domain, then it will be
inverted in s-domain as well.
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
L
then x(–t) ⎯⎯
→ X(–s), with ROC: -Rx
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6. IMPULSE RESPONSE AND TRANSFER FUNCTION
The transfer function of a continuous time system is defined as the ratio of Laplace transform
of output and Laplace transform of input.
L L
→ X(s) is the input and y(t) ⎯⎯
Let x(t) ⎯⎯ → Y(s) is the output of an LTI continuous time
L
system having impulse response h(t) ⎯⎯
→ H(s) . The response y(t) of the continuous time
system is given by convolution integral of input and impulse response as
y(t) = x(t) * h(t) = x()h(t – )d
–
Using convolution property of Laplace transform the above equation can be written as.
Y(s) = X (s) H (s)
Y(s)
Thus H(s) =
X(s)
Where, H(s) defined as the transfer function of the system. It is the Laplace transform of the
impulse response.
Alternatively, we can say that the inverse Laplace transform of transfer function is the impulse
response of the system. Impulse response is
Y(s)
h(t) = L–1{H(s)} = L–1
X(s)
Any arbitrary continuous time signal x(t) which is periodic with a fundamental period T o, can
be expressed as a series of harmonically related sinusoids whose frequencies are multiples of
fundamental frequency or first harmonic. In other word, any periodic function of (t) can be
represented by an infinite series of sinusoids called as Fourier Series.
Periodic waveform expressed in the form of Fourier series, while non-periodic waveform may
be expressed by the Fourier transform.
The different forms of Fourier series are given as follows.
(i) Trigonometric Fourier series
(ii) Complex exponential Fourier series
(iii) Polar or harmonic form Fourier series.
Any arbitrary periodic function x(t) with fundamental period T 0 can be expressed as
follows
x ( t ) = a0 + an cosn0t + bn sinn0t …..(i)
n=1
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This is referred to as trigonometric Fourier series representation of signal x(t). Here, ω 0
= 2π/T0 is the fundamental frequency of x(t) and coefficients a 0, an, and bn are referred
to as the trigonometric continuous time Fourier series (CTFS) coefficients. The coefficients
are calculated as follows.
Fourier Series Coefficient
1
a0 =
T0 x ( t ) dt
T0
…..(ii)
2
an =
T0 x ( t ) cosn t dt
T0
0 …..(iii)
2
bn =
T0 x ( t ) sinn t dt
T0
0 …….(iv)
From equation (ii), it is clear that coefficient a 0 represents the average or mean value
(also referred to as the dc component) of signal x(t).
In these formulas, the limits of integration are either (–T0/2 to +T0/2) or (0 to T0). In
general, the limit of integration is any period of the signal and so the limits can be from
(t1 to t2 + T0), where t1 is any time instant.
7.1.1 Trigonometric Fourier Series Coefficients for Symmetrical Signals
If the periodic signal x(t) possesses some symmetry, then the continuous time Fourier
series (CTFS) coefficients become easy to obtain. The various types of symmetry and
simplification of Fourier series coefficients are disused as below.
Consider the Fourier series representation of a periodic signals x(t) defined in equation
(i) x ( t ) = a0 + a n cosn0t + bn sinn0t
n=1
1
where a0 =
T0 x ( t ) dt
T0
2
an =
T0 x ( t ) cosn t dt
T0
0
2
bn =
T0 x ( t ) sinn t dt
T0
0
2 T0 /2
where, a0 = x ( t ) dt
T0 0
4 T0 /2
an = x ( t ) cosn0tdt
T0 0
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For example, the signal x(t) shown in figure (3) has even symmetry so b n = 0 and the
Fourier series expansion of x(t) is given as
4 T0 /2
where, bn = x ( t ) sinn0tdt
T0 0
For example, the signal x(t) shown in figure 4 is odd symmetric so a n = a0 = 0 and the
Fourier series expansion of x(t) is given as
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T
x t 0 = −x ( t )
2
For a signal having half-wave symmetry a0 = 0 and an and bn exists for odd values of n.
The signal shown in figure 5 has a half-wave symmetry and its Fourier series
representation is given as
Figure 6
7.1.2 Summary
The effects of symmetry for different signals and corresponding Fourier series coefficients
are summarized in the following table 2.
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Table 2: Condition for periodic signals to be symmetry
The exponential form of Fourier series of a periodic signal x(t) with period T0 is defined as
+
x (t) = Ce n
jn0 t
…..(v)
n=−
where, ω0 is the fundamental frequency given as ω0 = 2π /T0. The exponential Fourier series
coefficients cn are calculated form the following expression
1
x (t) e
− jn0 t
Cn = dt …..(vi)
T0 T0
In equation (vi), the limits of integration are either (–T0/2 to +T0/2) or (0 to T0). In general,
the limit of integration is one period of the signal and so the limit can be from t1 to t1 + T0,
where t1 is any time instant.
NOTE:
Signal x(t) and coefficient Cn are said to form a Fourier series pair denoted as
x ( t ) ⎯⎯⎯
CTFS
→ Cn
1
c −n =
2
( an + jbn ) , for n 0
1 2
Thus cn = an + bn2 , n 0
2
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PROOF:
Consider the trigonometry form of Fourier series of x(t)
x ( t ) = a0 + (an cosn0t + bn sinn0t)
n=1
e j + e− j e j − e− j
Since cos = and sin =
2 2j
an jn0t
b
x ( t ) = a0 +
n=1 2
e ( )
+ e− jn0t + n e jn0t − e jn0t
n=1 2j
( )
Combining terms with the same exponential functions, we obtain
1 1
x ( t ) = a0 + ( an − jbn ) e jnot + ( an + jbn ) e− jnot
2 n=1 2 n=1
In the second summation taking n → -n,
1 1 −1
x ( t ) = a0 + ( an − jbn ) e jn0t + ( a–n + jb–n ) e jnot …………….(vii)
2 n=1 2 n=−
The exponential Fourier series is given as
x (t) = Ce n
jn0 t
n=−
………..(viii)
−1
= Co + C
n=−
−n e jn0 t
+ C e
n=1
n
jn0t
1
c–n =
2
( an + jbn ) , for n 0
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7.3 POLAR FOURIER SERIES
where, A0 = a 0
b
n = − tan−1 n
an
This can be easily obtained by using the following identity in trigonometric form of Fourier
series given by equation (i)
an cos(nω0t) + bn sin(nω0t) = An [cos (nω0t + θn)]
The different Form of Fourier series discussed above are summarized in the following table 3.
Table 3: Different Form of Fourier Series
1
Exponential x (t) = ce jn0 t
cn = x ( t ) e− jnot dt
n=−
n
T0 T0
A0 = a 0
x(t) = A0 An = an2 + bn2
Polar or Cosine Form
+ An cos (n0 t + n ) b
n=1 n = tan–1 n
an
The Fourier series for a periodic signal x(t) exists if it satisfies the following conditions which
are knows as Dirichlet conditions:
• The function x(t) has a finite number of maxima and minima in one period.
• The function x(t) has a finite number of discontinuities in one period.
• The function x(t) is absolutely integrable over one period, that is,
T
x ( t ) dt
0
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10. SUMMARY OF FOURIER SERIES PROPERTIES
𝐶𝑇𝐹𝑆
𝑥 ∗ (𝑡) ↔ ∗
𝑐−𝑛 and
6 Conjugation and conjugate symmetry
𝑐−𝑛 = 𝑐𝑛∗ for x(t) is real
𝑑𝑥(𝑡) 𝐶𝑇𝐹𝑆
7 Time Differentiation ↔ 𝑗𝑛𝜔0 𝑐𝑛
𝑑𝑡
𝑡 𝐶𝑇𝐹𝑆 𝑐𝑛
8 Time Integration ∫ 𝑥(𝜏) 𝑑𝜏 ↔
−∞ 𝑗𝑛𝜔0
𝐶𝑇𝐹𝑆
9 Convolution 𝑥1 (𝑡) ∗ 𝑥2 (𝑡) ↔ 𝑇0 𝑐𝑛 𝑑𝑛
∞
𝑇0
∫ 𝑥1 (𝑡)𝑥2∗ (𝑡)𝑑𝑡 = 𝑇0 ∑ 𝑐𝑛 𝑑𝑛∗
Parseval’s Theorem 0 𝑛=–∞
10 ∞
If x1(t) = x2(t) = x(t) 𝑇0
∫ |𝑥(𝑡)2 |𝑑𝑡 = 𝑇0 ∑ |𝑐𝑛 |2
0 𝑛=–∞
𝐶𝑇𝐹𝑆
11 Frequency Shifting 𝑒 𝑗𝑘𝜔0𝑡 𝑥(𝑡) ↔ 𝑐𝑛−𝑘
****
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