Chapter 2

Continuous-Time Signals and Systems1

José A. Apolinário Jr. and Carla L. Pagliari,    Military Institute of Engineering (IME), Department of Electrical Engineering (SE/3), Rio de Janeiro, RJ, Brazil, [email protected], [email protected]

Abstract

This chapter provides a local source of information about analog signals and systems. The motivation for this chapter comes from the importance of having basic continuous-time theory prior or concomitant to the study of discrete-time systems. The scope of this chapter comprises the introduction of the basic concepts of signals, systems, and transforms in the continuous-time domain. We start by defining continuous-time signal, systems, and their properties. We focus on linear time-invariant systems, our main topic of interest and of great practical importance. We then move forward addressing the many ways to represent a linear system, always trying to analyze its input-output relationships. Finally, we discuss tools to be used in systems analysis; these tools, all having discrete-time counterparts, are transforms that unveil signals and systems behaviors in a transformed domain. We have prepared this material aiming an easy experience for a non-expert reader; nevertheless, for having a condensed amount of information gathered on a few pages, it might also be useful for experienced engineers. We tried to make a self contained text where beginners may refresh the fundamentals of continuous-time signal and systems without having to resort to other sources. The text is supported by examples, including figures and animations (videos), as well as a set of Matlab© codes, illustrating the concepts given throughout this chapter. We hope that the basic theory described herein proves useful for the development of the rest of this book.

Nomenclature

C capacitance, in Faraday (F)

f frequency, in cycles per second or Hertz (Hz)

L inductance, in Henry (H)

R resistance, in Ohms (image)

t time, in Second (s)

image input signal of a given continuous-time system, expressed in volt (V) when it corresponds to an input voltage; image is usually used as the output signal

image angular frequency, in radian per second (rad/s) (it is sometimes referred to as frequency although corresponding to image)

1.02.1 Introduction

Most signals present in our daily life are continuous in time such as music and speech. A signal is a function of an independent variable, usually an observation measured from the real world such as position, depth, temperature, pressure, or time. Continuous-time signals have a continuous independent variable. The velocity of a car could be considered a continuous-time signal if, at any time t, the velocity image could be defined. A continuous-time signal with a continuous amplitude is usually called an analog signal, speech signal being a typical example.

Signals convey information and are generated by electronic or natural means as when someone talks or plays a musical instrument. The goal of signal processing is to extract the useful information embedded in a signal.

Electronics for audio and last generation mobile phones must rely on universal concepts associated with the flow of information to make these devices fully functional. Therefore, a system designer, in order to have the necessary understanding of advanced topics, needs to master basic signals and systems theory. System theory could then be defined as the relation between signals, input and output signals.

As characterizing the complete input/output properties of a system through measurement is, in general, impossible, the idea is to infer the system response to non-measured inputs based on a limited number os measurements. System design is a chalenging task. However, several systems can be accurately modeled as linear systems. Hence, the designer has to create between the input and the output, an expected, or predictable, relationship that is always the same (time-invariant). In addition, for a range of possible input types, the system should generate a predictable output in accordance to the input/output relationship.

A continuous-time signal is defined on the continuum of time values as the one depicted in Figure 2.1, image for image.

image

Figure 2.1 Example of a continuous-time signal.

Although signals are real mathematical functions, some transformations can produce complex signals that have both real and imaginary parts. Therefore, throughout this book, complex domain equivalents of real signals will certainly appear.

Elementary continuous-time signals are the basis to build more intricate signals. The unit step signal, image, displayed by Figure 2.2a is equal to 1 for all time greater than or equal to zero, and is equal to zero for all time less than zero. A step of height K can be made with image.

image

Figure 2.2 Basic continuous-time signals: (a) unit-step signal image, (b) unit-area pulse, (c) impulse signal (unit-area pulse when image), and (d) exponential signal.

A unit area pulse is pictured in Figure 2.2b; as image gets smaller, the pulse gets higher and narrower with a constant area of one (unit area). We can see the impulse signal, in Figure 2.2c, as a limiting case of the pulse signal when the pulse is infinitely narrow. The impulse response will help to estimate how the system will respond to other possible stimuli, and we will further explore this topic on the next section.

Exponential signals are important for signals and systems as eigensignals of linear time-invariant systems. In Figure 2.2d, for A and image being real numbers, image negative, the signal is a decaying exponential. When image is a complex number, the signal is called a complex exponential signal. The periodic signals sine and cosine are used for modeling the interaction of signals and systems, and the usage of complex exponentials to manipulate sinusoidal functions turns trigonometry into elementary arithmetic and algebra.

1.02.2 Continuous-time systems

We start this section by providing a simplified classification of continuous-time systems in order to focus on our main interest: a linear and time-invariant (LTI) system.

Why are linearity and time-invariance important? In general, real world systems can be successfully modeled by theoretical LTI systems; in an electrical circuit, for instance, a system can be designed using a well developed linear theory (valid for LTI systems) and be implemented using real components such as resistors, inductors, and capacitors. Even though the physical components, strictly speaking, do not comply with linearity and time-invariance for any input signals, the circuit will work quite well under reasonable conditions (input voltages constrained to the linear working ranges of the components).

A system can be modeled as a function that transforms, or maps, the input signal into a new output signal. Let a continuous-time system be represented as in Figure 2.3 where image is the input signal and image, its output signal, corresponds to a transformation applied to the input signal: image.

image

Figure 2.3 A generic continuous-time system representing the output signal as a transformation applied to the input signal: image.

The two following properties define a LTI system.Linearity: A continuous-time system is said to be linear if a linear combination of input signals, when applied to this system, produces an output that corresponds to a linear combination of individual outputs, i.e.,

image (2.1)

where image.Time-invariance: A continuous-time system is said to be time-invariant when the output signal, image, corresponding to an input signal image, will be a delayed version of the original output, image, whenever the input is delayed accordingly, i.e.,

image

The transformation caused in the input signal by a linear time-invariant system may be represented in a number of ways: with a set of differential equations, with the help of a set of state-variables, with the aid of the concept of the impulse response, or in a transformed domain.

Let the circuit in Figure 2.4 be an example of a continuous-time system where the input image corresponds to the voltage between terminals image and image while its output image is described by the voltage between terminals image and image.

image

Figure 2.4 An example of an electric circuit representing a continuous-time system with input image and output image.

We know for this circuit that image and that the current in the capacitor, image, corresponds to image. Therefore, image, and we can write

image (2.2)

which is an input-output (external) representation of a continuous-time system given as a differential equation.

Another representation of a linear system, widely used in control theory, is the state-space representation. This representation will be presented in the next section since it is better explored for systems having a higher order differential equation.

In order to find an explicit expression for image as a function of image, we need to solve the differential equation. The complete solution of this system, as shall be seen in the following section, is given by the sum of an homogeneous solution (zero-input solution or natural response) and a particular solution (zero-state solution or forced solution):

image (2.3)

The homogeneous solution, in our example, is obtained from (2.2) by setting image. Since this solution and its derivatives must comply with the homogeneous differential equation, its usual choice is an exponential function such as image being, in general, a complex number. Replacing this general expression in the homogeneous differential equation, we obtain image (characteristic equation) and, therefore, image, such that the homogenous solution becomes

image (2.4)

where K is a constant.

The particular solution is usually of the same form as the forcing function (input voltage image in our example) and it must comply with the differential equation without an arbitrary constant. In our example, if image would be image.

If we set image, the step function which can be seen as a DC voltage of 1 Volt switched at time instant image, the forced solution is assumed to be equal to one when image. For this particular input image, the output signal is given by image. Constant K is obtained with the knowledge of the initial charge of the capacitor (initial conditions); assuming it is not charged (image), we have

image (2.5)

which can be observed in Figure 2.5.

image

Figure 2.5 Input and output signals of the system depicted in Figure 2.4. See  refgroup Refmmcvideo1Video 1 to watch animation.

Note that, for this case where image, the output image is known as the step response, i.e., image. Moreover, since the impulse image corresponds to the derivative of image, and the system is LTI (linear and time-invariant), we may write that image which corresponds to image, the transformation applied to the impulse signal leading to

image (2.6)

image known as the impulse response or image.

The impulse response is, particularly, an important characterization of a linear system. It will help to estimate how the system will respond to other stimuli. In order to show the relevance of this, let us define the unit impulse as

image (2.7)

such that we may see an input signal image as in Figure 2.6:

image (2.8)

image

Figure 2.6 A signal image can be obtained from the pulses if we make image.

The idea is to show that any signal, e.g., image, can be expressed as a sum of scaled and shifted impulse functions.

In (2.8), making image and representing the resulting continuous time by image instead of image, we can use the integral instead of the summation and find

image (2.9)

In a LTI system, using the previous expression as an input signal to compute the output image, we obtain image such that the output signal can be written as

image (2.10)

This expression is known as the convolution integral between the input signal and the system impulse response, and is represented as

image (2.11)

Please note that the output signal provided by the convolution integral corresponds to the zero-state solution.

From Figure 2.6, another approximation for image can be devised, leading to another expression relating input and output signals. At a certain instant image, let the angle of a tangent line to the curve of image be image such that image. Assuming a very small image, this tangent can be approximated by image such that

image (2.12)

Knowing each increment at every instant image, we can visualize an approximation for image as a sum of shifted and weighted step functions image, i.e.,

image (2.13)

From the previous expression, if we once more, as in (2.9), make image and represent the resulting continuous-time by image instead of image, we can drop the summation and use the integral to obtain

image (2.14)

Assuming, again, that the system is LTI, we use the last expression as an input signal to compute the output image, obtaining image which can be written as

image (2.15)

or, image being the step-response, as

image (2.16)

In our example from Figure 2.4, taking the derivative of image, we obtain the impulse response (the computation of this derivative is somehow tricky for we must bear in mind that the voltage in the terminals of a capacitor cannot present discontinuities; just as in the case of the current through an inductor) as:

image (2.17)

In order to have a graphical interpretation of the convolution, we make image in (2.11) and use

image (2.18)

we then compute this integral, as indicated in Figure 2.7, in two parts:

image (2.19)

image

Figure 2.7 Graphical interpretation of the convolution integral. See  refgroup Refmmcvideo2Video 2 to watch animation.

Finally, from (2.19), we obtain image, as previously known.

A few mathematical properties of the convolution are listed in the following:

• Commutative: image.

• Associative: image.

• Distributive: image.

• Identity element of convolution: image.

The properties of convolution can be used to analyze different system combinations. For example, if two systems with impulse responses image and image are cascaded, the whole cascade system will present the impulse response image. The commutative property allows the order of the systems of the cascade combination to be changed without affecting the whole system’s response.

Two other important system properties are causability and stability.Causability: A causal system, also known as non-anticipative system, is a system in which its output image depends only in the current and past (not future) information about image. A non-causal, or anticipative, system is actually not feasible to be implemented in real-life. For example, image is non-causal, whereas image is causal.

With respect to the impulse response, it is also worth mentioning that, for a causal system, image for image.Stability: A system is stable if and only if every bounded input produces a bounded output, i.e., if image then image for all values of image.

More about stability will be addressed in a forthcoming section, after the concept of poles and zeros is introduced.

The classic texts for the subjects discussed in this section include [15].

1.02.3 Differential equations

In many engineering applications, the behavior of a system is described by a differential equation. A differential equation is merely an equation with derivative of at least one of its variables. Two simple examples follow:

image (2.20)

image (2.21)

where a, b, and c are constants.

In (2.20), we observe an ordinary differential equation, i.e., there is only one independent variable and image being the independent variable. On the other hand, in (2.21), we have a partial differential equation where image and y being two independent variables. Both examples have order 2 (highest derivative appearing in the equation) and degree 1 (power of the highest derivative term).

This section deals with the solution of differential equations usually employed to represent the mathematical relationship between input and output signals of a linear system. We are therefore most interested in linear differential equations with constant coefficients having the following general form:

image (2.22)

The expression on the right side of (2.22) is known as forcing function, image. When image, the differential equation is known as homogeneous while a non-zero forcing function corresponds to a nonhomogeneous differential equation such as in

image (2.23)

As mentioned in the previous section, the general solution of a differential equation as the one in (2.22) is given by the sum of two expressions: image, the solution of the associated homogeneous differential equation

image (2.24)

and a particular solution of the nonhomogeneous equation, image, such that

image (2.25)

Solution of the homogeneous equation: The natural response of a linear system is given by image, the solution of (2.24). Due to the fact that a linear combination of image and its derivatives must be equal to zero in order to comply with (2.24), it may be postulated that it has the form

image (2.26)

where s is a constant to be determined.

Replacing the assumed solution in (2.24), we obtain, after simplification, the characteristic (or auxiliary equation)

image (2.27)

Assuming N distinct roots of the polynomial in (2.27), image to image, the homogeneous solution is obtained as a linear combination of N exponentials as in

image (2.28)

Two special cases follow.

1. Non-distinct roots: if, for instance, image, it is possible to show that image and image are independent solutions leading to

image

2. Characteristic equation with complex roots: it is known that, for real coefficients (image to image), all complex roots will occur in complex conjugate pairs such as image and image, image and image being real numbers. Hence, the solution would be

image

image and image being real numbers if we make image. In that case, we will have

image

with image and image. Also note from the last expression that, in order to have a stable system (bounded output), image should be negative (causing a decaying exponential).

Solution of the nonhomogeneous equation: A (any) forced solution of the nonhomogeneous equation must satisfy (2.23) containing no arbitrary constant. A usual way to find the forced solution is employing the so called method of undetermined coefficients: it consists in estimating a general form for image from image, the forcing function. The coefficients (image), as seen in Table 2.1 that shows the most common assumed solutions for each forced function, are to be determined in order to comply with the nonhomogeneous equation. A special case is treated slightly differently: when a term of image corresponds to a term of image, the corresponding term in image must be multiplied by t. Also, when we find non-distinct roots of the characteristic equation (assume multiplicity m as an example), the corresponding term in image shall be multiplied by image.

Table 2.1

Assumed Particular Solutions to Common Forcing Functions

Image

An example of a second order ordinary differential equation (ODE) with constant coefficients is considered as follows:

image (2.29)

where image (in image), image (in H), image (in F), and image (in V).

This equation describes the input image output relationship of the electrical circuit shown in Figure 2.8 for image.

image

Figure 2.8 RLC series circuit with a voltage source as input and the voltage in the capacitor as output.

Replacing the values of the components and the input voltage, the ODE becomes

image (2.30)

The associated characteristic equation image has roots image leading to an homogeneous solution given by

image (2.31)

Next, from the forcing function image, we assume image and replace it in (2.30), resulting in image such that:

image (2.32)

where image and image (or image and image) are constants to be obtained from previous knowledge of the physical system, the RLC circuit in this example. This knowledge comes as the initial conditions: an N-order differential equation having N constants and requiring N initial conditions.Initial conditions: Usually, the differential equation describing the behavior of an electrical circuit is valid for any time image (instant 0 assumed the initial reference in time); the initial conditions corresponds to the solution (and its image derivatives) at image. In the absence of pulses, the voltage at the terminals of a capacitance and the current through an inductance cannot vary instantaneously and must be the same value at image and image.

In the case of our example, based on the fact that there is a key switching image to the RLC series at image, we can say that the voltage across the inductor is image (the capacitor assumed charged with the DC voltage). Therefore, since the voltage across C and the current through L do not alter instantaneously, we know that image and image. Since we know that image, we have image. With these initial conditions and from (2.32), we find image and image.

Finally, the general solution is given as

image (2.33)

Figure 2.9 shows image for image. An easy way to obtain this result with Matlab© is:

> y=dsolve (’D2y+Dy+y=exp(-t)’,’y(0)=1’,’Dy(0)=0’);

> ezplot (y,[0 10])

image

Figure 2.9 Output voltage as a function of time, image, for the circuit in Figure 2.8. See  refgroup Refmmcvideo3Video 3 to watch animation.

To end this section, we represent this example using the state-space approach. We first rewrite (2.29) using the first and the second derivatives of image as image and image, respectively, and also image as in

image (2.34)

In this representation, we define a state vector image and its derivative image, and from these definitions we write the state equation and the output equation:

image (2.35)

where image is known as the state matrix, image as the input matrix, image as the output matrix, and D (equal to zero in this example) would be the feedthrough (or feedforward) matrix.

For further reading, we suggest [69].

1.02.4 Laplace transform: definition and properties

The Laplace transform [10] is named after the French mathematician Pierre-Simon Laplace. It is an important tool for solving differential equations, and it is very useful for designing and analyzing linear systems [11].

The Laplace transform is a mathematical operation that maps, or transforms, a variable (or function) from its original domain into the Laplace domain, or s domain. This transform produces a time-domain response to transitioning inputs, whenever time-domain behavior is more interesting than frequency-domain behavior. When solving engineering problems one has to model a physical phenomenon that is dependent on the rates of change of a function (e.g., the velocity of a car as mentioned in Section 1.02.1). Hence, calculus associated with differential equations (Section 1.02.3), that model the phenomenon, are the natural candidates to be the mathematical tools. However, calculus solves (ordinary) differential equations provided the functions are continuous and with continuous derivatives. In addition, engineering problems have often to deal with impulsive, non-periodic or piecewise-defined input signals.

The Fourier transform, to be addressed in Section 1.02.7, is also an important tool for signal analysis, as well as for linear filter design. However, while the unit-step function (Figure 2.2a), discontinuous at time image, has a Laplace transform, its forward Fourier integral does not converge. The Laplace transform is particularly useful for input terms that are impulsive, non-periodic or piecewise-defined [4].

The Laplace transform maps the time-domain into the s-domain, with image, converting integral and differential equations into algebraic equations. The function is mapped (transformed) to the s-domain, eliminating all the derivatives. Hence, solving the equation becomes simple algebra in the s-domain and the result is transformed back to the time-domain. The Laplace transform converts a time-domain 1-D signal, image, into a complex representation, image, defined over a complex plane (s-plane). The complex plane is spanned by the variables image (real axis) and image (imaginary axis) [5].

The two-sided (or bilateral) Laplace transform of a signal image is the function image defined by:

image (2.36)

The notation image denotes that image is the Laplace transform of image. Conversely, the notation image denotes that image is the inverse Laplace transform of image. This relationship is expressed with the notation image.

As image, Eq. (2.36) can be rewritten as

image (2.37)

This way, one can identify that the Laplace transform real part (image) represents the contribution of the (combined) exponential and cosine terms to image, while its imaginary part (image) represents the contribution of the (combined) exponential and sine terms to image. As the term image is an eigenfunction, we can state that the Laplace transform represents time-domain signals in the s-domain as weighted combinations of eigensignals.

For those signals equal to zero for image, the limits on the integral are changed for the one-sided (or unilateral) Laplace transform:

image (2.38)

with image for image, in order to deal with signals that present singularities at the origin, i.e., at image.

As the interest will be in signals defined for image, let us find the one-sided Laplace transform of image:

image (2.39)

The integral, in (2.39), defining image is true if image as image image with image, which is the region of convergence of image.

As the analysis of convergence, as well as the conditions that guarantee the existence of the Laplace integral are beyond the scope of this chapter, please refer to [4,5].

For a given image, the integral may converge for some values of image, but not for others. So, we have to guarantee the existence of the integral, i.e., image has to be absolutely integrable. The region of convergence (ROC) of the integral in the complex s-plane should be specified for each transform image, that exists if and only if the argument s is inside the ROC. The transformed signal, image will be well defined for a range of values in the s-domain that is the ROC, which is always given in association with the transform itself.

When image, so that image, the Laplace transform reverts to the Fourier transform, i.e., image has a Fourier transform if the ROC of the Laplace transform in the s-plane includes the imaginary axis.

For finite duration signals that are absolutely integrable, the ROC contains the entire s-plane. As image cannot uniquely define image, it is necessary image and the ROC. If we wish to find the Laplace transform of a one-sided real exponential function image, given by:

image (2.40)

we have

image (2.41)

The integral of (2.41) converges if image, and the ROC is the region of the s-plane to the right of image, as pictured in Figure 2.10. If image the integral does not converge as image, and if image we cannot determine image.

image

Figure 2.10 Region of Convergence (ROC) on the s-plane for the signal defined by Eq. (2.40). Note that, for a stable signal (image), the ROC contains the vertical axis image.

In other words, if a signal image is nonzero only for image, the ROC of its Laplace transform lies to the right hand side of its poles (please refer to Section 1.02.5). Additionally, the ROC does not contain any pole. Poles are points where the Laplace transform reaches infinite value in the s-plane (e.g., image in Figure 2.10).

An example of the two-sided Laplace transform of a right-sided exponential function image, is given by

image (2.42)

As the term image is sinusoidal, only image is important, i.e., the integral given by (2.42), when t tends to infinity, converges if image is finite (image) in order to the exponential function to decay. The integral of Eq. (2.42) converges if image, i.e., if image, and the ROC is the region of the s-plane to the right of image, as pictured in the left side of Figure 2.11. The ROC of the Laplace transform of a right-sided signal is to the right of its rightmost pole.

image

Figure 2.11 Regions of Convergence (ROCs) on the s-plane: (a) for right-sided signals, image, and (b) for left-sided signals, image.

If, we wish to find the two-sided Laplace transform of a left-sided signal, image, we have

image (2.43)

The integral of Eq. (2.43) converges if image, and the ROC is the region of the s-plane to the left of image, as pictured in the right side of Figure 2.11. The ROC of the Laplace transform of a left-sided signal is to the left of its leftmost pole.

For for causal systems, where image, and right-sided signals, where image, the unilateral (one-sided) and bilateral (two-sided) transforms are equal. However, it is important to stress that some properties change, such as the differentiation property reduced to image for the bilateral case. Conversely, other properties, such as convolution, hold as is, provided the system is causal and the input starts at image.

Common Laplace transform pairs [12] are summarized in Table 2.2.

Table 2.2

Laplace Transform Pairs

Image

Recalling Figure 2.3 from Section 1.02.1, where image is the input to a linear system with impulse response image, to obtain the output image one could convolve image with image (2.11). However, if image and image are the associated Laplace transforms, the (computationally demanding) operation of convolution in the time-domain is mapped into a (simple) operation of multiplication in the s-domain):

image (2.44)

Equation (2.44) shows that convolution in time-domain is equivalent to multiplication in Laplace domain. In the following, some properties of the Laplace transform disclose the symmetry between operations in the time- and s-domains.Linearity: If image, ROC = R1, and image, ROC = R2, then

image (2.45)

with image and image being constants and ROC image. The Laplace transform is a linear operation.Time shifting: If image, ROC = R, then image, ROC = R.

image (2.46)

where image. Time shifting (or time delay) in the time-domain is equivalent to modulation (alteration of the magnitude and phase) in the s-domain.Exponential scaling (frequency shifting): If image, ROC = R, then image.

image (2.47)

Modulation in the time-domain is equivalent to shifting in the s-domain.Convolution: If image, ROC = image, and image, ROC = image, then image, ROC image:

image (2.48)

where in the inner integral image. Convolution in time-domain is equivalent to multiplication in the s-domain.Differentiation in time: If image, ROC = R, then image, ROC image. Integrating by parts, we have:

image (2.49)

where any jump from image to image is considered. In other words, the Laplace transform of a derivative of a function is a combination of the transform of the function, multiplicated by s, and its initial value. This property is quite useful as a differential equation in time can be turned into an algebraic equation in the Laplace domain, where it can be solved and mapped back into the time-domain (Inverse Laplace Transform).

The initial- and final-value theorems show that, the initial and the final values of a signal in the time-domain can be obtained from its Laplace transform without knowing its expression in the time-domain.Initial-value theorem: Considering stable the LTI system, that generated the signal image, then

image (2.50)

From the differentiation in time property, we have that image. By taking the limit when image of the first expression of (2.49), we find

image (2.51)

If we take the limit of s to image in the result of (2.49), we have

image (2.52)

then we can equal the results of (2.52) and (2.51) and get

image (2.53)

As the right-hand side of (2.53) is obtained taking the limit when image of the result of (2.49), we can see from (2.51) and (2.53) that

image (2.54)

The initial-value theorem provides the behavior of a signal in the time-domain for small time intervals, i.e., for image. In other words, it determines the initial values of a function in time from its expression in the s-domain, which is particularly useful in circuits and systems.Final-value theorem: Considering that the LTI system that generated the signal image is stable, then

image (2.55)

From the differentiation in time property, we have that image. By taking the limit when image of the first expression of (2.49), we have

image (2.56)

image

If we take the limit when image of the last expression of (2.49), we get

image (2.57)

then, we can write

image (2.58)

As the right-hand side of (2.58) is obtained taking the limit when image of the result of (2.49), we can see from (2.56) and (2.58) that

image (2.59)

The final-value theorem provides the behavior of a signal in the time-domain for large time intervals, i.e., for image. In other words, it obtains the final value of a function in time, assuming it is stable and well defined when image, from its expression in the s-domain. A LTI system, as will be seen in the next section, is considered stable if all of its poles lie within the left side of the s-plane. As image must reach a steady value, thus it is not possible to apply the final-value theorem to signals such as sine, cosine or ramp.

A list of one-sided Laplace transform properties is summarized in Table 2.3.

Table 2.3

Properties of (One-Sided) Laplace Transform

Image

The inverse Laplace transform is given by

image (2.60)

The integration is performed along a line, parallel to the imaginary axis, (image) that lies in the ROC. However, the inverse transform can be calculated using partial fractions expansion with the method of residues. In this method, the s-domain signal image is decomposed into partial fractions, thus expressing image as a sum of simpler rational functions. Hence, as each term in the partial fraction is expected to have a known inverse transform, each transform may be obtained from a table like Table 2.2. Please recall that the ROC of a signal that is non-zero for image is located to the right hand side of its poles. Conversely, for a signal that is non-zero for image, the ROC of its Laplace transform lies to the left-hand side of its poles. In other words, if image, its inverse Laplace transform is given as follows:

image (2.61)

In practice, the inverse Laplace transform is found recursing to tables of transform pairs (e.g., Table 2.2). Given a function image in the s-domain and a region of convergence, its inverse Laplace transform is given by image such that image.

An immediate application of the Laplace transform is on circuit analysis. Assuming that all initial conditions are equal to zero, i.e., there is no initial charge on the capacitor, the response image of the circuit with input given by image displayed by Figure 2.4 could be obtained in the Laplace domain to be further transformed into the time-domain.

First, the circuit elements are transformed from the time domain into the s-domain, thus creating an s-domain equivalent circuit. Hence, the RLC elements in the time domain and s-domain are:Resistor (voltage-current relationship):

image (2.62)

The equivalent circuit is depicted in Figure 2.12.Inductor (initial current image):

image (2.63)

applying the differentiation property (Table 2.3) leads to

image (2.64)

image

Figure 2.12 Equivalent circuit of a resistor in the Laplace domain.

The equivalent circuit is depicted in Figure 2.13. The inductor, L, is an impedance sL in the s-domain in series with a voltage source, image, or in parallel with a current source, image.Capacitor (initial voltage image):

image (2.65)

applying the differentiation property (Table 2.3) leads to

image (2.66)

image

Figure 2.13 Equivalent circuit of an inductor in the Laplace domain.

The capacitor, C, is an impedance image in the s-domain in series with a voltage source, image, or in parallel with a current source, image. The voltage across the capacitor in the time-domain corresponds to the voltage across both the capacitor and the voltage source in the frequency domain. As an example, the system’s response given by the voltage across the capacitor, image, depicted in Figure 2.4, is obtained in the Laplace domain as follows (see Figure 2.14):

image (2.67)

image

Figure 2.14 Equivalent circuit of a capacitor in the Laplace domain.

From (2.65), we have

image (2.68)

with

image (2.69)

Substituting (2.69) in (2.68) and applying the inverse Laplace transform (Table 2.2) and and the linearity property (Table 2.3), we get

image (2.70)

which is the same result presented in (2.5).

Another example, where the Laplace transform is useful, is the RLC circuit displayed by Figure 2.8 where the desired response is the voltage across the capacitor image. Note that the initial conditions are part of the transform, as well as the transient and steady-state responses. Given the input signal image with initial conditions image, and image, applying the Kirchhoff’s voltage law to the circuit, we have:

image (2.71)

Directly substituting (2.62), (2.63) and (2.65) in (2.71), and applying the Laplace transform to the input signal, image, we get

image (2.72)

which, from (2.65), image, we have

image (2.73)

Substituting the values of image (in image), image (in H), image (in F), the equation becomes

image (2.74)

considering that the initial conditions are image, we get

image (2.75)

After decomposing (2.75) into partial fractions and finding the poles and residues, the inverse Laplace transform is applied in order to find the expression of image:

image (2.76)

image (2.77)

Applying the linearity property (Table 2.3) and and recursing to the Laplace transform pair table (Table 2.2), we get

image (2.78)

considering that the inverse Laplace transforms of image, for image, given by Table 2.2, with image and image are

image

respectively.

Algebraically manipulating (2.78) and substituting the terms of complex exponentials by trigonometric identities, we have (for image)

image (2.79)

image

The solution given by (2.79) in the same given by (2.33). However, in the solution obtained using the Laplace transform, the initial conditions were part of the transform. We could also have applied the Laplace transform directly to the ODE (2.30) assisted by Tables 2.3 and 2.2, as follows:

image (2.80)

where

image (2.81)

Hence, substituting the expressions from (2.81) into (2.80) and considering the initial conditions, we obtain the same final expression presented in (2.75):

image (2.82)

In Section 1.02.2 the importance of working with a LTI system was introduced. The convolution integral in (2.9), that expresses the input signal, image, as a sum of scaled and shifted impulse functions, uses delayed unit impulses as its basic signals. Therefore, a LTI system response is the same linear combination of the responses to the basic inputs.

Considering that complex exponentials, such as image, are eigensignals of LTI systems, Eq. (2.36) is defined if one uses image as a basis for the set of all input functions in a linear combination made of infinite terms (i.e., an integral). As the signal is being decomposed in basic inputs (complex exponentials), the LTI system’s response could be characterized by weighting factors applied to each component in that representation.

In Section 1.02.7, the Fourier transform is introduced and it is shown that the Fourier integral does not converge for a large class of signals. The Fourier transform may be considered a subset of the Laplace transform, or the Laplace transform could be considered a generalization (or expansion) of the Fourier transform. The Laplace integral term image, from (2.36), forces the product image to zero as time t increases. Therefore, it could be regarded as the exponential weighting term that provides convergence to functions for which the Fourier integral does not converge.

Following the concept of representing signals as a linear combination of eigensignals, instead of choosing image as the eigensignals, one could choose image as the eigensignals. The latter representation leads to the Fourier transform equation, and any LTI system’s response could be characterized by the amplitude scaling applied to each of the basic inputs image. Laplace transform and applications are discussed in greater detail in [2,4,5,8,1011].

1.02.5 Transfer function and stability

The Laplace transform, seen in the previous section, is an important tool to solve differential equations and therefore to obtain, once given the input, the output of a linear and time invariant (LTI) system. For a LTI system, the Laplace transform of its mathematical representation, given as a differential equation—with constant coefficients and null initial conditions—as in (2.22) or, equivalently, given by a convolution integral as in (2.10), leads to the concept of transfer function, the ratio

image (2.83)

between the Laplace transform of the output signal and the Laplace transform of the input signal. This representation of a LTI system also corresponds to the Laplace transform of its impulse response, i.e., image.

Assuming that all initial conditions are equal to zero, solving a system using the concept of transfer function is usually easier for the convolution integral is replaced by a multiplication in the transformed domain:

image (2.84)

such that

image (2.85)

the zero-state response of this system.

A simple example is given from the circuit in Figure 2.4 where

image

If image, and

image

Therefore, image corresponds to

image

which is the same solution given in (2.5).

Given (2.10) and provided that all initial conditions are null, the transfer function image corresponds to a ratio of two polynomials in s:

image (2.86)

The roots of the numerator image are named zeros while the roots of the denominator image are known as poles. Both are usually represented in the complex plane image and this plot is referred to as pole-zero plot or pole-zero diagram.

We use the ODE (2.29) to provide an example:

image (2.87)

Using the same values, image (in image), image (in H), image (in F), we obtain the poles (roots of the characteristic equation) image as seen in Figure 2.15.

image

Figure 2.15 An example of a pole-zero diagram of the transfer function in (2.87) for image (in image), image (in H), image (in F). The gray curve corresponds to the root-locus of the poles when R varies from image (poles at image) to image (poles at image and at image). See  refgroup Refmmcvideo4Video 4 to watch animation.

For a LTI system, a complex exponential image can be considered an eigensignal:

image (2.88)

which is valid only for those values of s where image exists.

If there is no common root between image and image, the denominator of image corresponds to the characteristic polynomial and, therefore, poles image of a LTI system correspond to their natural frequencies.

As mentioned in Section 1.02.2, the stability of a system, in a bounded-input bounded-output (BIBO) sense, implies that if image then image and image, for all values of t. This corresponds to its input response being absolutely integrable, i.e.,

image (2.89)

As seen previously, the natural response of a linear system corresponds to a linear combination of complex exponentials image. Let us assume, for convenience, that image has N distinct poles and that the order of image is lower than the order of image; in that case, we can write

image (2.90)

where constants image are obtained from simple partial fraction expansion.

In order for the system to be stable, each exponential should tend to zero as t tends to zero. Considering a complex pole image should imply that image or image; that is, the real part of image should be negative.

While the location of the zeros of image is irrelevant for the stability of a LTI system, their poles are of paramount importance. We summarize this relationship in the following:

1. A causal LTI system is BIBO stable if and only if all poles of its transfer function have negative real part (belong to the left-half of the s-plane).

2. A causal LTI system is unstable if and only if at least one of the following conditions occur: one pole of image has a positive real part and repeated poles of image have real part equal to zero (belong to the imaginary axis of the s-plane).

3. A causal LTI system is marginally stable if and only if there are no poles on the right-half of the s-plane and non-repeated poles occur on its imaginary axis.

We can also state system stability from the region of convergence of image: a LTI system is stable if and only if the ROC of image includes the imaginary axis (image). Figure 2.16 depicts examples of impulse response for BIBO stable, marginally stable, and unstable systems.

image

Figure 2.16 Pole location on the s-plane and system stability: examples of impulse responses of causal LTI systems. Visit the “exploring the s-plane” http://www.jhu.edu/signals/explore/index.html website.

In this section, we have basically addressed BIBO stability which, although not sufficient for asymptotic stability (a system can be BIBO stable without being stable when initial conditions are not null), is usually employed for linear systems. A more thorough stability analysis could be carried out by using Lyapunov criteria [13].

The Laplace transform applied to the input response of the differential equation provides the transfer function which poles (roots of its denominator) determines the system stability: a causal LTI system is said to be stable when all poles lie in the left half of the complex s-plane. In this case, the system is also known as asymptotically stable for its output always tend to decrease, not presenting permanent oscillation.

Whenever distinct poles have their real part equal to zero (poles on the imaginary axis), permanent oscillation will occur and the system is marginally stable, the output signal does not decay nor grows indefinitely. Figure 2.16 shows the impulse response growing over time when two repeated poles are located on the imaginary axis. Although not shown in Figure 2.16, decaying exponential will take place of decaying oscillation when poles are real (and negative) while growing exponentials will appear for the case of real positive poles.

Although we have presented the key concepts of stability related to a linear system, much more could be said about stability theory. Hence, further reading is encouraged: [2,13].

1.02.6 Frequency response

We have mentioned in the previous section that the complex exponential image is an eigensignal of a continuous-time linear system. A particular choice of s being image, i.e., the input signal

image (2.91)

has a single frequency and the output, from (2.88), is

image (2.92)

Being image an eigensignal, image in (2.92) corresponds to its eigenvalue. Allowing a variable frequency image instead of a particular value image, we define the frequency response of a linear system having impulse response image as

image (2.93)

We note that the frequency response corresponds to the Laplace transform of image on a specific region of the s-plane, the vertical (or imaginary) axis image:

image (2.94)

It is clear from (2.93) that the frequency response image of a linear system is a complex function of image. Therefore, it can be represented in its polar form as

image (2.95)

As an example, we use the RLC series circuit given in Figure 2.17 with image (in H), image (in F), and R varying from image to image (in image).

image

Figure 2.17 RLC series circuit: the transfer function is image, image and image, and the frequency response is given by image.

The frequency response, magnitude or absolute value (in dB) and argument or phase (in radians), are depicted in Figure 2.18. For this example, we consider the voltage applied to the circuit as input and the voltage measured at the capacitor as output. This is worth mentioning since the output could be, for instance, the current in the circuit or the voltage across the inductor.

image

Figure 2.18 Frequency response in magnitude (image in dB) and normalized phase (argument of image divided by image, i.e., image corresponds to image) for the circuit in Figure 2.17 with image (in H), image (in F), and R varying from 0.2 (in image) (highlighted highest peak in magnitude) to 1.2 (in image). Download the http://www.ime.eb.br/∼apolin/CTSS/Figs18and19.m  Matlab© code.

In low frequencies, the capacitor tends to become an open circuit such that image and the gain tends to 1 or 0 dB. On the other hand, as the frequency image goes towards infinity, the capacitor tends to become a short circuit such that image goes to zero, gain in dB tending to minus infinity. The circuit behaves like a low-pass filter allowing low frequencies to the output while blocking high frequencies. Specially, when R has low values (when tending to zero), we observe a peak in image at image. This frequency, image, is termed the resonance frequency and corresponds to the absolute value of the pole responsible for this oscillation.

Let us write the frequency response from image, as given in (2.87):

image (2.96)

We note that, when image, the peak amplitude of image occurs for image (it tends to infinity as R goes to zero), i.e., the resonance frequency corresponds to image.

The impulse response as well as the pole diagram are shown in Figure 2.19; from this figure, we observe the oscillatory behavior of the circuit as R tends to zero in both time- and s-domain (poles approaching the vertical axis). The impulse response and the poles location for the minimum value of the resistance, image (in image)), are highlighted in this figure.

image

Figure 2.19 Impulse responses and poles location in the s-plane (6 different values of R) for the circuit in Figure 2.17. Note that, for lower values of image tends to oscillate and the poles are closer to the vertical axis (marginal stability region). Download the http://www.ime.eb.br/∼apolin/CTSS/Figs18and19.m  Matlab© code.

Before providing more details about the magnitude plot of the frequency response as a function of image, let us show the (zero state) response of a linear system to a real single frequency excitation image. We know that the complex exponential is an eigensignal to a linear system such that, making image,

image (2.97)

Since we can write image as image, the output shall be given as

image (2.98)

Assuming that image is real, it is possible to assure that all poles of image will occur in complex conjugate pairs, leading (as shall be also addressed in the next section) to image. This conjugate symmetry property of the frequency response, i.e., image and image, when applied in (2.98), results in

image (2.99)

The previous expression is also valid as regime solution when the input is a sinusoid, that is non-zero for image, such as image.

Now, back to our example of a frequency response given in (2.96), let us express its magnitude squared:

image (2.100)

It is easy to see that, when image tends to zero, the magnitude squared tends to one while, when image tends to infinity, the dominant term becomes image:

(a) image or image;

(b) image or, in image.

These two regions of image, close to zero and tending to infinity, could be visualized by lines in a semi-log plot, the frequency axis, due to its large range of values, is plotted using a logarithmic scale. Particularly, when image, the approximation in (b) tells us that, in an interval from image to image (the resonance frequency), we have an attenuation of 40 dB as shown in Figure 2.20.

image

Figure 2.20 Asymptotical decay of 40 dB per decade.

Magnitude in dB and phase of image as a function of image, plotted in a logarithmic frequency scale, is known as Bode Plots or Bode Diagrams. A Bode Diagram may be sketched from lines (asymptotes) which are drawn from the structure of image, its poles and zeros. For the case of a transfer function with two conjugate complex roots, we have

image (2.101)

where, in our example in (2.87), image and image. Also note that (in order to have two conjugate complex roots) image.

The magnitude of the frequency response in dB is given as

image (2.102)

When image; this value being a good approximation for the peak magnitude (see Figure 2.21) when image tends to zero (we have an error lower than 0.5% when image). The peak actually occurs in image, having a peak height equal to image; we could also add that the peak is basically observable only when image. The Bode Plot of (2.87), with image (in image), image (in H), and image (in F) showing the (low frequency and high frequency) asymptotes is depicted in Figure 2.21.

image

Figure 2.21 Example of Bode Plot for image with image and image. Note that, for this case, the approximated height of the peak image works well.

Another example with first order poles and zeros will end our discussion on Bode Plots. Let transfer function image, with poles at −1 and −10,000, and zeros at −10 and −1000, be represented as follows:

image (2.103)

The magnitude in dB of its frequency response could then be written as

image (2.104)

The first term, as in the previous example, can be checked for low and high frequencies:

(a) image;

(b) imageincreases 20 dB per decade (from image to image) or, equivalently, 6 dB per octave (from image to image).

When image, the value of this term is image which is the usual error at the these frequencies (cutoff frequencies).

We could, from the analysis of the first term, extend the results to all cutoff frequencies as shown in Table 2.4. The resulting asymptotic sketch and real curves are shown in Figure 2.22 where we observe the 3 dB errors at the cutoff frequencies.

Table 2.4

Asymptotes for the Bode Plot of Figure 2.22

Image

image

Figure 2.22 Bode Magnitude (dB) Plot for image. Download the http://www.ime.eb.br/∼apolin/CTSS/Fig22.m Matlab© code.

A final observation is regarded to the phase of the frequency response: similarly to the magnitude, a sketch of the phase can also be obtained from the poles and zeros of image:

image (2.105)

The first term on the right hand side of (2.105),image, can be checked for low and high frequencies:

(a) image;

(b) image.

Considering only this zero (corresponding cutoff frequency image), one may assume image and image sufficiently small and sufficiently large such that an asymptote could be drawn between points image and image as in Figure 2.23. For a pole, the asymptote is mirrored with respect to image.

image

Figure 2.23 Asymptotical behavior of the phase for a single zero.

The asymptotic sketch and real phase curves for (2.105) is shown in Figure 2.24; note that we have two negative slope asymptotes, starting in image and image, and two positive slope asymptotes, starting at image and image.

image

Figure 2.24 Bode Phase Plot for image. Lighter gray dashed lines represent the asymptotes and the darker dashed line corresponds to the asymptotic sketch (sum of the asymptotes); the real phase is the continuous curve in black. Download the http://www.ime.eb.br/∼apolin/CTSS/Fig24.m  Matlab© code.

The topics discussed in this section are found in the following books: [1,3,8,14,15].

1.02.7 The Fourier series and the Fourier transform

In electronic circuits we often deal with periodic and non-periodic signals. In addition, circuits could be driven by non-sinusoidal functions. Hence, methods that decompose continuous-time periodic (non-sinusoidal) and non-periodic signals into contributions from sinusoidal (image and image) signals are extremely valuable for electronic system analysis; this is due to the fact that a LTI system only changes the amplitude and phase of a real sinusoid. Several properties make sinusoids an ideal choice to be the elementary basis functions for signal analysis and synthesis. For example, Eq. (2.99) shows that the LTI system changed the amplitude to image and the phase to image of the given sinusoidal input, image. In addition, as sine and cosine are mutually orthogonal, sinusoidal basis functions are independent and can be processed independently. Usually, any sinusoidal function, such as the one mentioned above, can be expressed as a linear combination of sine and cosine functions: image. If a signal is a sum of sinusoids, such as

image (2.106)

its impulse response, considering it is a linear system, would be given by

image (2.107)

A periodic signal, image, with period T, may contain components at frequencies image, where the fundamental frequency is given by image. The frequencies image are the harmonics, and any pair of signals are harmonically related if their periods are related by a integer ratio. In general, the resulting signal from a sum of harmonically related waveforms is also periodic, and its repetition period is equal to the fundamental period. The harmonic components exist only at discrete frequencies.

Consider that we add the harmonically related signals, image, with image, over image such that image, and get image as the result when image and when image, meaning that infinite terms are added:

image (2.108)

The resulting waveforms, image for image and image when N is large, i.e., image, are displayed by Figure 2.25. It is clear that as the number of terms becomes infinite in (2.108) the result converges at every value of the period T (to the square wave) except at the discontinuities. Actually, the ringing effect at the discontinuities (not shown in Figure 2.25 for the curve with the large value of N) never dies out as N becomes larger, yet reaching a finite limit (Gibbs phenomenon).

image

Figure 2.25 Synthesized square wave from Eq. (2.108).

Hence, for a period T, for a fundamental frequency image with frequencies that are integer multiples of the fundamental frequency such that image (the set of all integers), the representation of the harmonic components, image, of a signal image can be written as

image (2.109)

Equation (2.109) presents three equivalent forms to express the harmonic components image: the first one is written as a sine function with amplitude image and phase image; the second one as sum of sine and cosine functions with real coefficients image and image, respectively; and the last form writes image in terms of complex exponentials.

The derivation, providing proofs, of the expressions for computing the coefficients in a Fourier series is beyond the scope of this chapter. Hence, we simply state, without proof, that if image is periodic with period T and fundamental frequency image, any arbitrary real periodic signal image could be represented by the infinite summation of harmonically related sinusoidal components, known as the Fourier series:

image (2.110)

where for image, we have the term image corresponding to the mean value of the signal, with frequency of 0 Hz, known as the DC value (or level), and the other terms are as follows:

image (2.111)

If in the last form presented in (2.109), we substitute

image (2.112)

to have a third representation of the Fourier series, given by

image (2.113)

where image is real and image are complex, for image, coefficients. The coefficients of terms for positive (image) and negative (image) values of n are complex conjugates (image). This Fourier series form demands the summation to be performed over all image, as the continuous-time complex sinusoids, image, present an infinite number of terms (specific frequencies image). Moreover, for every integer value of n, image is periodic with image. Hence, the periodic signal image must have image in order to compute the Fourier series expansion. However, the analysis of the Fourier cosine series of a function x in the interval image is equivalent to the analysis of its extension first to image as an even function, then to all of components with period image.

The complex exponential representation of the Fourier series, given by (2.113) generates a two-sided spectrum, as the summation requires all image. The first and second representations of the Fourier series, presented in (2.110) produce a one-sided spectra, as the sum is computed only for values of image.

Equations (2.110) and (2.113) are called Fourier synthesis equations as it is possible to synthesize any periodic (time) signal, image, from an infinite set of harmonically related signals.

If image is periodic with fundamental frequency image and period T, the coefficients of the three Fourier series equivalent representations are given by

image (2.114)

and by manipulating (2.112) we obtain

image (2.115)

where the integrals in (2.114) and (2.115) are obtained over any interval that corresponds to the period T, with the initial time image for the integration arbitrarily defined.

Equations (2.114) and (2.115) are known as Fourier analysis or Fourier decomposition as the signal is being decomposed into its spectral components (basic inputs).

The continuous-time Fourier series expands any continuous-time periodic signal into a series of sine waves. The Fourier analysis methods are named after the French mathematician Jean-Baptiste Joseph Fourier. In general, almost any periodic signal can be written as an infinite sum of complex exponential functions (or real sinusoidal functions) and thus be represented as a Fourier series. Therefore, finding the response to a Fourier series, means finding the response to any periodic function, and its effect on its spectrum. When computing trigonometric coefficients, one could multiply a random signal by sinusoids of different frequencies to disclose all the (hidden) frequency components of the signal. In this way, it becomes easier to isolate the signal of the television station we want to watch from the others that are being simultaneously received by our television set.

In addition, the multiplication of a signal by image means that the signal if being frequency shifted to image. Which is equivalent to the Frequency Shift Laplace Property (Table 2.3).

Consider image, where image is the DC level, and three non-null harmonics (image) with the time-domain representation displayed by Figure 2.1. The signal has several (hidden) frequencies, and no clue is provided when visually inspecting Figure 2.1. The Fourier series representations are very helpful in this case, showing the amplitudes and phases of each harmonic in the frequency-domain.

The exponential form, recursing to trigonometric identities, is given by:

image (2.116)

and the Fourier series exponential form coefficients are (all other terms are zero).

The complex-valued coefficient image conveys both the amplitude (image) and phase image of the frequency content of the signal image at each value image rad/s as pictured in (Figure 2.26).

image

Figure 2.26 Two-sided spectrum of periodic signal image depicted in Figure 2.1.

The sinusoidal basis functions of the Fourier series are smooth and infinitely differentiable but they only represent periodic signals. The Fourier representation for a non-periodic (time-domain) signal has to treat the frequency spectrum of non-periodic signals as a continuous function of frequency. This representation could be obtained by considering a non-periodic signal as a special case of a periodic signal with an infinite period. The idea is that if the period of a signal is infinite (image), then it is never repeated. Hence, it is non-periodic. As image, thus decreasing the spacing between each adjacent line spectra (representing each harmonic contribution in the spectrum) towards a continuous representation of frequency.

The generalization to non-periodic signals is known as the Fourier transform and is given by (2.117). It is analogous to the Fourier series analysis Eq. (2.114). It expresses the time-domain function image as a continuous function of frequency image defined as follows:

image (2.117)

The inverse Fourier transform is analogous to the Fourier series synthesis equation (2.113). It obtains the time-domain signal, image, from its frequency-domain representation image:

image (2.118)

The notation image denotes that image is the Fourier transform of image. Conversely, image denotes that image is the inverse Fourier transform of image. This relationship is expressed with image.

The Fourier series coefficients have distinct units of amplitude, whereas image has units of amplitude density. The magnitude of image is termed as the magnitude spectrum (image) and its phase as the phase spectrum image.

Following the concept of representing signals as a linear combination of eigensignals, instead of choosing image as the eigensignals, one could choose image as the eigensignals. The latter representation leads to the Fourier transform equation, and any LTI system’s response could be characterized by the amplitude scaling applied to each of the basic inputs image.

This transform is very useful as it produces the frequency complex content of a signal, image, from its temporal representation, image. Moreover, the mapping provides a representation of the signal as combination of complex sinusoids (or exponentials) for frequency-domain behavior analysis, where the (computationally consuming) computation of the convolution in the time-domain is replaced by the (simple) operation of multiplication in the frequency-domain.

Nevertheless, functions such as the unit-step (Figure 2.2a), discontinuous at time image, does not have forward Fourier transform as its integral does not converge.

An analysis of convergence is beyond the scope of this chapter, hence we assume that the existence of the Fourier transform is assured by three (modified) Dirichlet conditions (for non-periodic signals), requiring the temporal signal, image: to have a finite number of discontinuities, with the size of each discontinuity being finite; to have a finite number of local maxima an minima; and to be absolutely integrable, i.e.,

image (2.119)

These are sufficient conditions, although not strictly necessary as several common signals, such as the unit-step, are not absolutely integrable. Nevertheless, we can define a transform pair that satisfies the Fourier transform properties by the usage of impulses when dealing with this class of signals.

The Fourier transform converts a 1-D time-domain signal, image, into its 1-D complex spectrum image representation in frequency-domain. In Section 1.02.4, the Laplace transform maps a time-domain 1-D signal, image, to a complex representation, image, defined over a complex plane (s-plane), spanned by its two variables image and image, as image. The Laplace and the Fourier transforms are closely related, when image, i.e., image, the Laplace integral becomes the Fourier transform. Referring to Figure 2.10 (Section 1.02.4), as the imaginary axis (image) lies within the ROC, the Fourier transform exists only if image. For a certain class of signals, there is a simple relationship between the Fourier and the Laplace transforms given by

image (2.120)

The Laplace transform for image is image for image (Table 2.2). image has a pole at image, which lies at the left-half s-plane. The ROC is located at the right side of image (right side of Figure 2.11), thus containing the imaginary axis (image) of the s-plane. Hence, the signal image has a Fourier transform given by image. However, the Fourier transform does not converge for image because image is not absolutely integrable, whereas image has a Laplace transform with the ROC pictured in the left side of Figure 2.11.

Common Fourier transform pairs are summarized in Table 2.5.

Table 2.5

Fourier Transform Pairs

Image

As the Laplace transform, the Fourier transform presents a set of properties. A comprehensive description of the properties of the Fourier transform is beyond the intent of this chapter, and the properties we examine are due to their importance in the study of electronic system analysis. Much of the usefulness of the Fourier transform arises from its properties, that have important interpretations in the context of continuous-time signal processing. Understanding the relationship between time- and frequency-domains (symmetry between operations) is a key point in the study (and usage) of the Fourier transform.(Time and frequency) scaling: If image, then image, with image:

image (2.121)

substituting image we get

image (2.122)

The two previous expressions can be combined in one single expression given by

image (2.123)

implying that a linear expansion of the time axis in the time-domain leads to linear compression of the frequency axis in the frequency-domain, and vice versa. This property indicates an important trade-off between the two domains, as narrow time-domain signals have wide Fourier representations (narrow pulses have wide bandwidth).Symmetry: The symmetry properties are quite useful as for a real-valued, a real-valued and even, a real-valued and odd, and an imaginary temporal signal, image, we have the following relations:

Image

These properties are important as for a real-valued function in time its Fourier transform is conjugate symmetric, image. This means that its real part (the magnitude) is an even function of frequency, and that its imaginary part (phase) is an odd function of frequency. Therefore, when we obtain the Fourier transform of a real-valued time function, it is only necessary to display the transform for positive values of image. If the signal is even, i.e., image, it has a Fourier transform that is a purely real function, image. Conversely, the transform of an odd function is an purely imaginary function.

Furthermore, other properties deserve to be highlighted. We start with the Frequency Shifting property presented in Table 2.6. As its representation in the frequency-domain indicates, image, a multiplication by image in the time-domain, modulates the signal image onto a different frequency. As most modulation and demodulation techniques involve multiplication, it is important to stress the importance of the convolution property (Table 2.6). A simple operation of multiplication in time becomes a computationally intensive operation of convolution in frequency. Conversely, a convolution operation in the time-domain is much easier to analyze in the frequency-domain (multiplication in the frequency-domain). Hence, as the convolution in the time-domain defines the output of a time-invariant filter to a given input, the analysis and design of filters are typically performed in the frequency-domain.

Table 2.6

Properties of Fourier Transform

Image

Another important relation is the Parseval’s Relationship. It indicates that the information (energy) contained in the time-domain is preserved when representing the signal in the frequency-domain. If the power associated with a (complex) signal image is image, Parseval’s Relationship states that the signal is represented equivalently in either the time- or frequency-domain without lost or gain of energy:

image (2.124)

Hence, we can compute average power in either the time- or frequency-domain. The term image is known as the energy spectrum or energy density spectrum of the signal and shows how the energy of image is distributed across the spectrum.

A list of Fourier transform properties are summarized in Table 2.6.

One more time, we take, as an example, the RLC circuit displayed by Figure 2.8, where the desired response is the voltage, image, across the capacitor image. If we use the Fourier transform, assisted by its differentiation property (Table 2.6), to solve the ODE in (2.30) we have

image (2.125)

and we get the following result

image (2.126)

where the output in the frequency-domain, image, is given by

image (2.127)

which exhibits a resonant behavior exactly as in (2.96). Also note that the frequency response, defined in (2.93), corresponds to the Fourier transform of the impulse response.

Fourier methods and applications are presented in [1,4,5,16,17].

1.02.8 Conclusion and future trends

This chapter provided an introductory overview on the general concepts of signals, systems, and analysis tools used in the continuous-time domain.

We believe that the knowledge of continuous-time signals and systems, even for a book directed for methods used in the discrete-time domain, is extremely important for, while exploring their differences, the reader can enhance the understanding of the natural phenomena.

A few papers discuss the relevance of teaching (analog) circuits and systems, as well its importance to an engineering career [18].

Analog circuit engineers have to deal with the entire circuit, and many parameters must be considered in their design. In order to simplify circuit models, designers have to make approximations about the analog components, which requires expertise and years of education.

This chapter dealt with traditional electrical components and their fundamental variables: resistors having a direct relationship between voltage and current (image the resistance), inductors relating voltage and current with its flux (image and image the inductance), and capacitors relating voltage and current with charge (image and image the capacitance). After first theorized in the early seventies, the memristor regained the media in 2008 when a first real implementation was announced: the fourth fundamental circuit element relating charge and flux as in its axiomatic definition, image (M the memristance) [19]. The use of this component in usual electronic gadgets as well as teaching its theory even in undergraduate courses seems to be an upcoming technology trend.

In addition, most electronic devices have to interface with the external, analog, world, where data conversion is needed at the input and output sides. Analog technologies are used along with digital technologies, spanning from human interface components to analog circuits in wireless components. Furthermore, analog design is also present in the mixed-signal integrated circuits, and it is becoming increasingly critical due to high-speed circuitry [20]. Analog circuits are also used to process signals in very high frequency ranges, such as microwave and RF. In addition, electronic digital circuits are supplied with power, and the trend is to reduce power consumption of digital circuitry. Hence, knowledge of analog circuits is required if an engineer is designing a high performance digital circuit.

We have tried to condense in few pages, all pertinent information regarding analog signals and systems in order to help a complete understanding of the forthcoming chapters. Nevertheless, we have not exhausted the description of all details. For more interested readers, we outline in the following suggested references for further reading. We hope you enjoy the rest of the book.

Glossary

BIBO refers to a certain class of stability known as bounded-input bounded-output

Convolution operation between two functions: the output (zero-state solution) of a linear and time-invariant system corresponds to the convolution integral between the input signal and the impulse response, i.e., image

Frequency response of a linear system corresponds to the Fourier transform of its impulse response: image

Impulse signal image is a pulse of infinite amplitude and infinitesimal time characterized by being equal to zero when image and image

Impulse response image is the output of a linear and time-invariant system when the input corresponds to the impulse image

LTI linear and time-invariant system: when the output of a continuous-time system corresponds to a linear operation on the input signal while not depending on a particular instant but remaining the same as time goes by

ODE ordinary differential equation: a differential equation having only one independent variable

RLC is usually related to a circuit with resistor (R), inductor (L) and capacitor (C)

ROC region of convergence of the Laplace transform of a given signal image: in the Laplace transform domain, it corresponds to the set of values of the complex variable s that ensures the existence of image

Transfer function is the representation in the s-domain of the input-output relation for a linear system; it corresponds to the Laplace transform of the impulse response, i.e., image

Unit-step signal image is equal to 0 when image, equal to 1 when image and relates to the impulse signal as follows: image

1.02.9 Relevant Websites:

<http://www.britannica.com/EBchecked/topic/330320/Pierre-Simon-marquis-de-Laplace/>  (article from the Encyclopedia Britannica about Laplace)

<http://www.genealogy.ams.org/id.php?id=108295>  (American Mathematical Society Genealogy Project, Pierre-Simon Laplace)

<http://www.academie-francaise.fr/immortels/base/academiciens/fiche.asp?param=336>  (mention to Pierre-Simon de Laplace, immortal of Académie-Française)

<http://www.britannica.com/EBchecked/topic/215097/Joseph-Baron-Fourier/>  (article from the Encyclopedia Britannica about Fourier)

<http://www.genealogy.ams.org/id.php?id=17981>  (American Mathematical Society Genealogy Project, Jean-Baptiste Joseph Fourier)

<http://www.ieeeghn.org/>  (IEEE Global History Network)

<http://www.coe.ufrj.br/∼acmq/>  (this site contains many tools for circuit analysis and design as well as a number of interesting links)

Relevant Theory: Signal Processing Theory

See this Volume, Chapter 1 Introduction: Signal Processing Theory

See this Volume, Chapter 3 Discrete-Time Signals and Systems

1.02.10 Supplementary data

Supplementary data associated with this article can be found, in the online version, at http://dx.doi.org/10.1016/B978-0-12-396502-8.00002-4.

1.02.11 Supplementary data

image

Supplementary Video 1

image

Supplementary Video 2

image

Supplementary Video 3

image

Supplementary Video 4

References

1. Oppenheim A, Willsky A, Nawab S. Signals and Systems, Prentice-Hall Signal Processing Series. second ed. Prentice Hall 1996.

2. Lathi BP. Linear Systems and Signals. second ed. Oxford University Press 2004.

3. Lathi BP. Signal Processing and Linear Systems. second ed. Oxford University Press 2009; Incorporated.

4. Haykin S, Veen B. Signals and Systems. second ed. John Wiley & Sons 2003.

5. Girod B, Rabenstein R, Stenger A. Signals and Systems. first ed. John Wiley & Sons 2001.

6. Boyce W, DiPrima R. Elementary differential equations. ninth ed. USA: John Wiley & Sons; 2008.

7. Fischer-Cripps AC. The Mathematics Companion: Mathematical Methods for Physicists and Engineers. New York, USA: Taylor & Francis; 2005.

8. Dorf R, Svoboda J. Introduction to Electric Circuits. eighth ed. USA: John Wiley & Sons; 2010.

9. Strang G. Computational Science and Engineering. Massachusetts, USA: Wellesley-Cambridge Press; 2007.

10. Thomson W. Laplace Transformation, Prentice-Hall Electrical Engineering Series. second ed. Prentice-Hall Inc. 1960.

11. Holbrook J. Laplace transforms for electronic engineers, International Series of Monographs on Electronics and Instrumentation. second ed. Pergamon Press 1966.

12. Oberhettinger F, Badii L. Tables of Laplace transforms, Grundlehren der mathematischen wissenschaften. Springer-Verlag 1973.

13. Padulo L, Arbib MA. System Theory: A Unified State-Space Approach to Continuous and Discrete Systems. Philadelphia, USA: W.B. Saunders Company; 1974.

14. Close C. Analysis of Linear Circuits. California, USA: Harcourt Publishers Ltd.; 1974; International edition.

15. C. Desoer, E. Kuh, Basic circuit theory, McGraw Hill International Editions: Electrical and Electronic Engineering Series, New York, USA, 1969.

16. Bracewell R. The Fourier transform and its applications, McGraw-Hill Series in Electrical and Computer Engineering. third ed. McGraw Hill 2000.

17. Papoulis A. The Fourier integral and its applications, McGraw-Hill Electronic Sciences Series. McGraw-Hill 1962.

18. P. Diniz, Teaching circuits, systems, and signal processing, in: Proceedings of the 1998 IEEE International Symposium on Circuits and Systems 1998, ISCAS’98, vol. 1, 1998, pp. 428–431, <http://dx.doi.org/10.1109/ISCAS.1998.704468>.

19. Pazienza GE, Albo-Canals J. Teaching memristors to EE undergraduate students [class notes]. IEEE Circ Syst Mag. 2011;11(4):36–44.

20. R. Gray, History and trends in analog circuit challenges at the system level, in: 2010 International Symposium on Electronic System Design (ISED), 2010, p. 24, doi: <http://dx.doi.org/10.1109/ISED.2010.62>.


1Authors thank Prof. Ney Bruno for his kind and competent review of this chapter.

..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset
3.15.31.141