Signal and Systems Prof. H. Sameti Chapter 9: Laplace Transform Motivation and Definition of the (Bilateral) Laplace Transform Examples of Laplace Transforms and Their Regions of Convergence (ROCs) Properties of ROCs Inverse Laplace Transforms Laplace Transform Properties The System Function of an LTI System Geometric Evaluation of Laplace Transforms and Frequency Responses Book Chapter#: Section# Motivation for the Laplace Transform CT Fourier transform enables us to do a lot of things, e.g. • • • Analyze frequency response of LTI systems Sampling Modulation Why do we need yet another transform? One view of Laplace Transform is as an extension of the Fourier transform to allow analysis of broader class of signals and systems In particular, Fourier transform cannot handle large (and important) classes of signals and unstable systems, i.e. ∞ when −∞ |𝑥(𝑡)| 𝑑𝑡 = ∞ Computer Engineering Department, Signal and Systems 2 Book Chapter#: Section# Motivation for the Laplace Transform (continued) In many applications, we do need to deal with unstable systems, e.g. • • • Stabilizing an inverted pendulum Stabilizing an airplane or space shuttle Instability is desired in some applications, e.g. oscillators and lasers How do we analyze such signals/systems? Recall from Lecture #5, eigenfunction property of LTI systems: 𝑒 𝑠𝑡 is an eigenfunction of any LTI system 𝑠 = 𝜎 + 𝑗𝜔 can be complex in general Computer Engineering Department, Signal and Systems 3 Book Chapter#: Section# The (Bilateral) Laplace Transform ∞ −𝑠𝑡 𝑑𝑡 𝑥(𝑡)𝑒 −∞ 𝑥(𝑡) ↔ 𝑋(𝑠) = s = σ+ jω is a complex variable – Now we explore the full range of 𝑠 absolute integrability needed Basic ideas: ∞ = 𝐿{𝑥(𝑡) 𝑥(𝑡)𝑒 −𝜎𝑡 ]𝑒 −𝑗𝜔𝑡 𝑑𝑡 = 𝐹{𝑥(𝑡)𝑒 −𝜎𝑡 1. 𝑋(𝑠) = 𝑋(𝜎 + 𝑗𝜔) = 2. A critical issue in dealing with Laplace transform is convergence:—X(s) generally exists only for some values of s, located in what is called the region of convergence(ROC): ∞ 𝑅𝑂𝐶 = {𝑠 = 𝜎 + 𝑗𝜔 so that −∞ |𝑥 𝑡 𝑒 −𝜎𝑡 |𝑑𝑡 < ∞ If 𝑠 = 𝑗𝜔 is in the ROC (i.e. σ= 0), then absolute 𝑋(𝑠)|𝑠=𝑗ω = 𝐹{𝑥(𝑡) 3. −∞ integrability condition Computer Engineering Department, Signal and Systems 4 Book Chapter#: Section# Example #1: 𝑥1 (𝑡) = 𝑒 −𝑎𝑡 𝑢(𝑡) (a – an arbitrary real or complex number) 𝑋1 (𝑠) = ∞ −𝑎𝑡 −𝑠𝑡 𝑑𝑡 𝑒 𝑢(𝑡)𝑒 −∞ Computer Engineering Department, Signal and Systems = ∞ −(𝑠+𝑎)𝑡 𝑒 0 =− 1 [𝑒 −(𝑠+𝑎)∞ 𝑠+𝑎 5 − Book Chapter#: Section# Example #2: 𝑥2 (𝑡) = −𝑒 −𝑎𝑡 𝑢(−𝑡) ∞ −𝑎𝑡 −𝑠𝑡 𝑒 𝑢(−𝑡)𝑒 𝑑𝑡 −∞ 0 = − −∞ 𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡 1 1 𝑒 −(𝑠+𝑎)𝑡 |0−∞ = [1 − 𝑒 (𝑠+𝑎)∞ 𝑠+𝑎 𝑠+𝑎 𝑋2 (𝑠) = − = This converges only if Re(s+a) < 0, i.e. Re(s) < -Re(a) 𝑋2 (𝑠) = Key Point (and key difference from FT): Need both X(s) and ROC to uniquely determine x(t). No such an issue for FT. 1 , ℜ𝑒{𝑠} 𝑠+𝑎 < −ℜ𝑒{𝑎 Same as 𝑋1 (s), but different ROC Computer Engineering Department, Signal and Systems 6 Book Chapter#: Section# Graphical Visualization of the ROC Example1: 1 , ℜ𝑒{𝑠} 𝑠+𝑎 −𝑎𝑡 𝑋1 (𝑠) = 𝑥1 (𝑡) = 𝑒 > −ℜ𝑒{𝑎 𝑢(𝑡) → 𝑟𝑖𝑔ℎ𝑡 − 𝑠𝑖𝑑𝑒𝑑 1 Example2: 𝑋2 (𝑠) = 𝑠+𝑎 , ℜ𝑒{𝑠} < −ℜ𝑒{𝑎 𝑥2 (𝑡) = −𝑒 −𝑎𝑡 𝑢(−𝑡) → 𝑙𝑒𝑓𝑡 − 𝑠𝑖𝑑𝑒𝑑 Computer Engineering Department, Signal and Systems 7 Book Chapter#: Section# Rational Transforms Many (but by no means all) Laplace transforms of interest to us are rational functions of s (e.g., Examples #1 and #2; in general, impulse responses of LTI systems described by LCCDEs), where X(s) = N(s)/D(s), N(s),D(s) – polynomials in s Roots of N(s)= zeros of X(s) Roots of D(s)= poles of X(s) Any x(t) consisting of a linear combination of complex exponentials for t > 0 and for t < 0 (e.g., as in Example #1 and #2) has a rational Laplace transform. Computer Engineering Department, Signal and Systems 8 Book Chapter#: Section# Example #3 𝑥(𝑡) = 3𝑒 2𝑡 𝑢(𝑡) − 2𝑒 −𝑡 𝑢(𝑡) 𝑋(𝑠) = 𝑋(𝑠) = 3 𝑋(𝑠) = ∞ 3𝑒 2𝑡 − 2𝑒 −𝑡 ]𝑒 −𝑠𝑡 𝑑𝑡 0 ∞ −(𝑠−2)𝑡 ∞ 𝑒 𝑑𝑡 − 2 0 𝑒 −(𝑠+1)𝑡 𝑑𝑡 0 3 2 𝑠+7 − = 2 , ℜ𝑒{𝑠} > 2 𝑠−2 𝑠+1 𝑠 −𝑠−2 Computer Engineering Department, Signal and Systems 9 Book Chapter#: Section# Laplace Transforms and ROCs Some signals do not have Laplace Transforms (have no ROC) 𝑎)𝑥(𝑡) = 𝐶𝑒 −𝑡 for all t since 𝑏)𝑥(𝑡) = 𝑒 𝑗𝜔0𝑡 for all t 𝐹𝑇: 𝑋(𝑗ω) = 2𝜋𝛿(𝜔 − 𝜔0 ) ∞ −∞ |𝑥(𝑡)𝑒 −𝜎𝑡 |𝑑𝑡 = ∞ −𝜎𝑡 |𝑥(𝑡)𝑒 |𝑑𝑡 −∞ ∞ −𝜎𝑡 𝑒 𝑑𝑡 −∞ = ∞ for all 𝜎 = ∞ for all 𝜎 X(s) is defined only in ROC; we don’t allow impulses in LTs Computer Engineering Department, Signal and Systems 10 Book Chapter#: Section# Properties of the ROC The ROC can take on only a small number of different forms 1. 1) The ROC consists of a collection of lines parallel to the jω-axis in the s-plane (i.e. the ROC only depends on σ).Why? ∞ ∞ −𝑠𝑡 −𝜎𝑡 |𝑥(𝑡)𝑒 |𝑑𝑡 = |𝑥(𝑡)𝑒 | 𝑑𝑡 < ∞ depends −∞ −∞ only on 𝜎 = ℜ𝑒{𝑠} 2. If X(s) is rational, then the ROC does not contain any poles. Why? Poles are places where D(s) = 0 ⇒ X(s) = N(s)/D(s) = ∞ Not convergent. Computer Engineering Department, Signal and Systems 11 Book Chapter#: Section# More Properties If x(t) is of finite duration and is absolutely integrable, then the ROC is the entire s-plane. ∞ 𝑋(𝑠) = 𝑥(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = −∞ 𝑇2 −𝑠𝑡 𝑑𝑡 𝑥(𝑡)𝑒 𝑇1 Computer Engineering Department, Signal and Systems < ∞ 𝑖𝑓 𝑇2 |𝑥(𝑡)| 𝑑𝑡 𝑇1 12 <∞ Book Chapter#: Section# ROC Properties that Depend on Which Side You Are On - I If x(t) is right-sided (i.e. if it is zero before some time), and if Re(s) = 𝜎0 is in the ROC, then all values of s for which Re(s) > 𝜎0 are also in the ROC. ROC is a right half plane (RHP) Computer Engineering Department, Signal and Systems 13 Book Chapter#: Section# ROC Properties that Depend on Which Side You Are On -II If x(t) is left-sided (i.e. if it is zero after some time), and Re(s) = 𝜎0 is in the ROC, then all values of s for which Re(s) < 𝜎0 are also in the ROC. ROC is a left half plane (LHP) Computer Engineering Department, Signal and Systems 14 if Book Chapter#: Section# Still More ROC Properties If x(t) is two-sided and if the line Re(s) = 𝜎0 is in the ROC, then the ROC consists of a strip in the s-plane Computer Engineering Department, Signal and Systems 15 Book Chapter#: Section# Example: 𝑥(𝑡) = 𝑒 −𝑏|𝑡| Intuition? Computer Engineering Department, Signal and Systems Okay: multiply by constant (𝑒 𝜎𝑡 ) and will be integrable Looks bad: no 𝑒 𝜎𝑡 will dampen both sides 16 Book Chapter#: Section# Example (continued): 𝑥(𝑡) = 𝑒 𝑏𝑡 𝑢(−𝑡) + 𝑒 −𝑏𝑡 𝑢(𝑡) ⇒ − Overlap if 𝑏 >0⇒𝑋 𝑠 = What if b < 0? 1 , ℜ𝑒{𝑠} 𝑠−𝑏 −2𝑏 𝑠 2 −𝑏2 <𝑏+ 1 , ℜ𝑒{𝑠} 𝑠+𝑏 > −𝑏 , with ROC: ⇒No overlap ⇒ No Laplace Transform Computer Engineering Department, Signal and Systems 17 Book Chapter#: Section# Properties, Properties If X(s) is rational, then its ROC is bounded by poles or extends to infinity. In addition, no poles of X(s) are contained in the ROC. Suppose X(s) is rational, then a) If x(t) is right-sided, the ROC is to the right of the rightmost pole. b) If x(t) is left-sided, the ROC is to the left of the leftmost pole. If ROC of X(s) includes the jω-axis, then FT of x(t) exists. Computer Engineering Department, Signal and Systems 18 Book Chapter#: Section# Example: Three possible ROCs Fourier Transform exists? x(t) is right-sided x(t) is left-sided x(t) extends for all time Computer Engineering Department, Signal and Systems ROC: ROC: ROC: III I II No No Yes 19 Book Chapter10: Section 1 The z-Transform xn X ( z ) xnz n Z xn n ROC z re j at which • | xnr n n | -depends only on r = |z|, just like the ROC in s-plane only depends on Re(s) Last time: • Unit circle (r = 1) in the ROC ⇒DTFT X (e j ) exists • Rational transforms correspond to signals that are linear combinations of DT exponentials Computer Engineering Department, Signal and Systems 20 Book Chapter10: Section 1 Some Intuition on the Relation between ZT and LT x (t ) X (s ) Let t=nT x (t )e st dt L {x (t )} lim T 0 n x(nT )(e sT ) n T x n lim T T 0 xn(e sT ) n n The (Bilateral) z-Transform xn X ( z ) xnz n z{xn} n Can think of z-transform as DT version of Laplace transform with z e sT Computer Engineering Department, Signal and Systems 21 Book Chapter10: Section 1 More intuition on ZT-LT, s-plane - z-plane relationship e sT z jT j axis in s - plane ( s j ) z e 1 a unit circle in z - plan LHP in s-plane, Re(s) < 0⇒|z| = | esT| < 1, inside the |z| = 1 circle. Special case, Re(s) = -∞ ⇔|z| = 0. RHP in s-plane, Re(s) > 0⇒|z| = | esT| > 1, outside the |z| = 1 circle. Special case, Re(s) = +∞ ⇔|z| = ∞. A vertical line in s-plane, Re(s) = constant⇔| esT| = constant, a circle in z-plane. Computer Engineering Department, Signal and Systems 22 Book Chapter 9 : Section 2 Inverse Laplace Transform X ( s ) x (t )e st dt , s j ROC F {x (t )e t } Fix σ ∈ ROC and apply the inverse Fourier 1 jt x (t )e X ( j ) e d 2 1 ( j ) t x (t ) X ( j ) e d 2 t But s = σ + jω (σ fixed)⇒ ds =jdω 1 j st x (t ) X ( s ) e ds j 2j Computer Engineering Department, Signal and Systems 23 Book Chapter 9 : Section 2 Inverse Laplace Transforms Via Partial Fraction Expansion and Properties Example: x( s) s3 A B ( s 1)( s 2) s 1 s 2 2 5 A , B 3 3 Three possible ROC’s — corresponding to three different signals Recall 1 , e{s} a e at u( t ) left - sided sa 1 , e {s } a e at u (t ) right-sided s a Computer Engineering Department, Signal and Systems 24 Book Chapter 9 : Section 2 ROC I: — Left-sided signal. x (t ) Ae t u( t ) Be 2 t u( t ) 5 2 e t e 2 t u ( t ) 3 3 ROC II: Diverg es as t — Two-sided signal, has Fourier Transform. x(t ) Ae t u(t ) Be 2 t u( t ) 5 2t 2 t e u ( t ) e u ( t ) 3 3 Div erges as t ROC III: — Right-sided signal. x (t ) Ae t u(t ) Be 2 t u(t ) 5 2 e t e2 t u(t) 3 3 Computer Engineering Department, Signal and Systems Div erges as t 25 Book Chapter 9 : Section 2 Properties of Laplace Transforms Many parallel properties of the CTFT, but for Laplace transforms we need to determine implications for the ROC For example: Linearity ax1 (t ) bx2 (t ) aX 1 ( s) bX 2 ( s) ROC at least the intersection of ROCs of X1(s) and X2(s) ROC can be bigger (due to pole-zero cancellation) E.g. Then x1 (t ) x2 (t ) and a b ax1 (t ) bx2 (t ) 0 X ( s ) 0 ⇒ ROC entire s- Computer Engineering Department, Signal and Systems 26 Book Chapter 9 : Section 2 Time Shift x (t T ) e sT X ( s), same ROC as X ( s) Example : e 3s , s2 e{s} 2 ? e sT , e{s} 2 e 2t u(t ) | t t T s2 T 3 e 3s , s2 e{s} 2 Computer Engineering Department, Signal and Systems e 2 ( t 3) u(t 3) 27 Book Chapter 9 : Section 2 Time-Domain Differentiation x (t ) 1 j dx(t ) 1 j st st X ( s ) e ds , sX ( s ) e ds j j 2j dt 2j dx (t ) sX ( s ), with ROC containing the ROC of X ( s ) dt ROC could be bigger than the ROC of X(s), if there is pole-zero cancellation. E.g., x (t ) dx ( t ) dt u(t ) 1 , s (t ) 1 s e{s} 0 1 s ROC entire s - plane s-Domain Differentiation dX ( s ) tx(t ) , with same ROC as X(s) ds E.g. te at u(t ) (Derivation is similar to d 1 1 , e{s} a 2 ds s a ( s a ) Computer Engineering Department, Signal and Systems d s) dt 28 Book Chapter 9 : Section 2 Convolution Property x(t) h(t) y(t)=h(t)*x(t) x (t ) X ( s ), y (t ) Y ( s ), h(t ) H ( s ) For Y ( s) H ( s) X ( s) Then • ROC of Y(s) = H(s)X(s): at least the overlap of the ROCs of H(s) & X(s) • ROC could be empty if there is no overlap between the two ROCs E.g. x(t)=etu(t),and h(t)=-e-tu(-t) • ROC could be larger than the overlap of the two. x (t ) * h (t ) (t ) Computer Engineering Department, Signal and Systems 29 Book Chapter 9 : Section 2 The System Function of an LTI System h(t) x(t) y(t) h(t ) H ( s ) the system function The system function characterizes the system ⇓ System properties correspond to properties of H(s) and its ROC A first example: System is stable h(t ) dt Computer Engineering Department, Signal and Systems ROC of H(s) includes the jω axis 30 Book Chapter 9 : Section 2 Geometric Evaluation of Rational Laplace Transforms Example #1: X 1 ( s) s a Computer Engineering Department, Signal and Systems A first-order zero 31 Book Chapter 9 : Section 2 Example #2: A first-order pole X 2 ( s) X 2 ( s) 1 1 sa X 1 ( s) 1 X 1 ( s) (or log |X 2(s)| log | X 1 ( s ) |) X 2 ( s ) X 1 ( s ) Still reason with vector, but remember to "invert" for poles Example #3: A higher-order rational Laplace transform X ( s) X ( s) iR1 ( s i ) M Pj1 ( s j ) M iR1 s i Pj1 s j R p i 1 j 1 X ( s ) M ( s i ) ( s j ) Computer Engineering Department, Signal and Systems 32 Book Chapter 9 : Section 2 First-Order System h(t ) 1 H ( s) 1 1 / 1 , e{s} s 1 s 1 / Graphical evaluation of H(jω) s (t ) 1 e t / u(t ) e t / u (t ) H ( j ) Computer Engineering Department, Signal and Systems 1 / 1 1 j 1 / j 1 / 33 Book Chapter 9 : Section 2 Bode Plot of the First-Order System H ( j ) H ( j ) 1/ j 1/ 1 / 2 (1 / ) 2 0 1 1 / 2 1/ 1 / 1/ H ( j ) tan 1 ( ) 0 0 / 4 1/ / 2 1/ Computer Engineering Department, Signal and Systems 34 Book Chapter 9 : Section 2 Second-Order System n2 H ( s) 2 s 2 n s n2 0 1 ROC e{s} e(pole) complex poles — Underdamped 1 double pole at s = −ωn — Critically damped 1 2 poles on negative real axis — Overdamped Computer Engineering Department, Signal and Systems 35 Book Chapter 9 : Section 2 Demo Pole-zero diagrams, frequency response, and step response of first-order and second-order CT causal systems Computer Engineering Department, Signal and Systems 36 Book Chapter 9 : Section 2 Bode Plot of a Second-Order System Top is flat when ζ= 1/√2 = 0.707 ⇒a LPF for ω < ωn Computer Engineering Department, Signal and Systems 37 Book Chapter 9 : Section 2 Unit-Impulse and Unit-Step Response of a SecondOrder System No oscillations when ζ≥1 ⇒ Critically (=) and over (>) damped. Computer Engineering Department, Signal and Systems 38 Book Chapter 9 : Section 2 First-Order All-Pass System sa H ( s) , e{s} a ( a 0) sa 1. Two vectors have the same lengths 2. H ( j ) 1 2 Computer Engineering Department, Signal and Systems ( 2 ) 2 2 2 0 / 2 a ~ 0 a 39 CT System Function Properties h(t) x(t) Y ( s) H ( s) X ( s) 1) System is stable y(t) H(s) = “system function” h(t ) dt ROC of H(s) includes jω axis 2) Causality => h(t) right-sided signal => ROC of H(s) is a right-half plane Question: If the ROC of H(s) is a right-half plane, is the system causal? E.x. e eT H ( s) , e{e} 1 h(t ) right - sided s 1 e eT 1 1 h (t ) L e t u(t ) |t t T L s 1 t t T s 1 Non-causal e ( t T ) u(t T ) 0 at t 0 1 40 Properties of CT Rational System Functions a) However, if H(s) is rational, then The system is causal ⇔ The ROC of H(s) is to the right of the rightmost pole b) If H(s) is rational and is the system function of a causal system, then The system is stable ⇔ jω-axis is in ROC ⇔ all poles are in 41 Checking if All Poles Are In the Left-Half Plane N ( s) H ( s) D( s ) Poles are the root of D(s)=sn+an-1sn-1+…+a1s+a0 Method #1: Calculate all the roots and see! Method #2: Routh-Hurwitz – Without having to solve for roots. Polynomial First - order s a0 Second - order s 2 a1 s a0 Third - order s 3 a 2 s 2 a1 s a0 Condition so that all roots are in the LHP a0 0 a1 0, a0 0 a 2 0, a1 0, a0 0 and a0 a1a 2 42 Initial- and Final-Value Theorems If x(t) = 0 for t < 0 and there are no impulses or higher order discontinuities at the origin, then x(0 ) lim sX ( s) Initial value s If x(t) = 0 for t < 0 and x(t) has a finite limit as t → ∞, then x ( ) lim sX ( s ) Final value s 0 43 Applications of the Initial- and Final-Value Theorem X ( s) For n-order of polynomial N(s), • N ( s) D( s ) d – order of polynomial D(s) Initial value: d n 1 0 x (0 ) lim sX ( s ) finite 0 d n 1 s d n 1 E.g. • X ( s) 1 s 1 x (0 ) ? Final value: If x() lim sX ( s) 0 lim X ( s) s 0 s 0 No poles at s 0 44 LTI Systems Described by LCCDEs d k y (t ) M d k x (t ) ak bk k dt dt k k 0 k 0 N d dk k Repeated use of differenti ation property : s, s dt dt k N M a s Y ( s) b s k k 0 k k 0 k k X ( s) Y ( s) H ( s) X ( s) k b s k 0 k M where H ( s ) k a s k 0 k N roots of numerator ⇒ zeros roots of denominator ⇒ poles Rational ROC =? Depends on: 1) Locations of all poles. 2) Boundary conditions, i.e. right-, left-, two-sided signals. 45 System Function Algebra Example: A basic feedback system consisting of causal blocks E( s) X ( s) Z ( s) X ( s) H 2 ( s)Y ( s) Y ( s) H1 ( s)E( s) H1 ( s)X ( s) H 2 ( s)Y ( s) H ( s) ROC: H1 ( s) Y ( s) X ( s) 1 H1 ( s) H 2 ( s) More on this later in feedback Determined by the roots of 1+H1(s)H2(s), instead of H1(s) 46 Block Diagram for Causal LTI Systems with Rational System Functions Example: Y ( s) H ( s) X ( s) — Can be viewed 1 2 2s 2 4s 6 2 ( 2 s 4 s 6) H ( s) 2 as cascade of s 3 s 2 s 3s 2 two systems. 1 Define : W ( s) 2 X ( s) s 3s 2 d 2 w(t ) dw(t ) 3 2 w(t ) x (t ), initially at rest 2 dt dt d 2 w(t ) dw(t ) or x ( t ) 3 2 w(t ) 2 dt dt Similarly Y ( s ) ( 2 s 2 4 s 6)W ( s ) d 2 w(t ) dw(t ) y (t ) 2 4 6w(t ) 2 dt dt 47 Example (continued) H ( s) Instead of x (t ) s 2 1 3s 2 2s 2 4s 6 y (t ) 2 We can construct H(s) using: d w(t ) x (t ) 3 dw(t ) 2 w(t ) 2 dt dt d 2 w(t ) dw(t ) y (t ) 2 4 6w(t ) dt 2 dt Notation: 1/s—an integrator 48 Note also that H ( s) PFE 2(s 1 ) s 3 s 3 2( s 1) s 2 s 1 s 2 s 1 2 6 8 s 2 s 1 Cascade parallel connection Lesson to be learned:There are many different ways to construct a system that performs a certain function. 49 The Unilateral Laplace Transform (The preferred tool to analyze causal CT systems described by LCCDEs with initial conditions) Note: X ( s) 1) If x(t) = 0 for t < 0, 0 x (t )e st dt ULx (t ) X ( s) X ( s) 2) Unilateral LT of x(t) = Bilateral LT of x(t)u(t-) 3) For example, if h(t) is the impulse response of a causal LTI system then, H ( s) H ( s) 4) Convolution property: If x1(t) = x2(t) = 0 for t < 0, ULx1 (t ) x2 (t ) X1 ( x)X2 ( s) Same as Bilateral Laplace transform 50 Differentiation Property for Unilateral Laplace Transform x (t ) X ( s) Initial condition! dx (t ) sX ( s ) x (0 ) dt integration by parts ∫f.dg=fg-∫g.df Derivation: dx (t ) UL dt dx (t ) st e dt 0 dt s x (t )e st dt x (t )e st | 0 0 X (s) sX ( s) x(0 ) Note: d 2 x (t ) d dx (t ) 2 dt dt dt dx (t ) UL dt s( sX ( s ) x (0 )) x ' (0 ) s X ( s) sx(0 2 ) x ' (0 ) 51 Use of ULTs to Solve Differentiation Equations with Initial Conditions Example: d 2 y (t ) dy (t ) 3 2 y (t ) x (t ) 2 dt dt y (0 ) , y ' (0 ) , x (t ) u(t ) 2 ( s ) s 3(Y( s ) ) 2Y( s ) Take ULT: sY s 2 d y UL 2 dt Y( s ) dy UL dt ( s 3) ( s 1)( s 2) ( s 1)( s 2) s( s 1)( s 2) ZIR ZSR ZIR — Response for zero input x(t)=0 ZSR — Response for zero state, β=γ=0, initially at rest 52 Example (continued) • Response for LTI system initially at rest (β = γ = 0 ) Y( s ) 1 H ( s) H ( s) ( s ) ( s 1)( s 2) • Response to initial conditions alone (α = 0). example: x(t ) 0( no input ), y(0 ) 1, For y ' (0 ) 0 ( 1, 0) s3 2 1 Y( s ) ( s 1)( s 2) s 1 s 2 y ( t ) 2e t e 2 t , t0 53
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