Beruflich Dokumente
Kultur Dokumente
Theorems
Linear Property Derivatives Integrals
Laplace Transform
Theorem Description
L{af (t ) + bg (t )} = aF ( s ) + bG ( s )
L{f (n) (t)}= snF(s) sn1 f (0) L f (n1) (0) 1 L { f ( ) d } = F ( s ) 0 s
Transfer function
Input x(t) Black-box system Output y(t)
Consider an input-output system from x(t) to y(t) whose dynamic model has the form:
Transfer function
Input x(t) Black-box system Output y(t)
x(t)
differential equation
y(t)
X(s)
transfer function
Y(s)
G(s)
Diff_Eq_12_2012/201 3
i(t)
uc(t) Output
2) Assuming all initial conditions are zero and applying Laplace transform 2
LCs U c ( s ) + RCsU c ( s ) + U c ( s ) = U ( s )
Diff_Eq_12_2012/201 3
Transfer function
X ( s) = A s+a
-a
Diff_Eq_12_2012/201 3
Transfer function
A1 s + B1 X ( s) = ( s + a )2 + b2
-a
0
9
Diff_Eq_12_2012/201 3
Transfer function
A1 s + B1 X ( s) = 2 s + b2
b
0 0 i
Diff_Eq_12_2012/201 3
10
Transfer function
X ( s) = A sa
0 a
Diff_Eq_12_2012/201 3
11
Transfer function
A1 s + B1 X ( s) = ( s a )2 + b2
0 0 i
-a
Diff_Eq_12_2012/201 3
12
Diff_Eq_12_2012/201 3
13
Characteristic equation
-obtained by setting the denominator polynomial of the transfer function to zero
s n + an 1s n 1 + L + a1s + a0 = 0
Note: stability of linear single-input, single-output systems is completely governed by the roots of the characteristics equation.
Diff_Eq_12_2012/201 3
14
Significance of poles
The nature and value of the poles determine whether the system is stable or instable, and the type of response The nature and value of any pole is classified as a function of its location in the plan defined by: the Real part and Imaginary part of the pole [or in other words the s-domain]
Im(s) Re(s)
Diff_Eq_12_2012/201 3
Re ( s )
The locations of poles in s-domain determine Diff_Eq_12_2012/201 whether the system is stable or unstable. 3
e -
Controller
Actuator
Disturbance
Plant
y
Controlled variable
Error
Sensor
Block diagram
The transfer function relationship
Y ( s ) = G ( s )U ( s )
can be graphically denoted through a block diagram.
U(s) G(s) Y(s)
Diff_Eq_12_2012/201 3
19
1 Connection in series
U(s) G1(s) X(s)
U(s)
G (s) = ?
G(s)
Y(s)
Y ( s) G ( s) = = G1 ( s ) G2 ( s ) U (s) Diff_Eq_12_2012/201
3
20
2.Connection in parallel
U(s) G1(s) G2(s) Y1(s)
Y(S)
U(s)
+
Y2(s)
G(s) Y(s)
G (s) = ?
3. Negative feedback
R(s)
_ U(s)
G(s) H(s)
Diff_Eq_12_2012/201 3
G(s) M (s) = 1 + G ( s) H ( s)
22
Three models
Differential equation Transfer function Frequency characteristic
Study time-domain response Transfer function Linear system study frequency-domain response
Diff_Eq_12_2012/201 3
Content
Periodic Functions Fourier Series Complex Form of the Fourier Series Impulse
Diff_Eq_12_2012/201 3
f ( x) = f ( x)
f(x)
f ( x) = f ( x)
f(x)
Diff_Eq_12_2012/201 3
L L
f ( x ) dx = 2 f ( x ) dx , if f ( x ) is even
0
f ( x ) dx = 0 , if
f ( x ) is odd
Periodic Functions
A function f ( t ) is periodic if it is defined for all real
()
Diff_Eq_12_2012/201 3
Example:
Find its period. t t f (t ) = cos + cos 3 4
Diff_Eq_12_2012/201 3
Example:
Find its period. t t f (t ) = cos + cos 3 4
f (t ) = f (t + T )
t t 1 1 cos + cos = cos (t + T ) + cos (t + T ) 3 4 3 4
T = 8 n
Example:
Find its period.
f (t ) = cos 1t + cos 2t
f (t ) = f (t + T )
cos 1t + cos 2t = cos 1 (t + T ) + cos 2 (t + T )
1T = 2m
2 Diff_Eq_12_2012/201 3
T = 2 n
1 m = 2 n
Example:
f (t ) = cos 10t + cos(10 + )t
Is this function a periodic one?
1 10 = 2 10 +
Diff_Eq_12_2012/201 3
Diff_Eq_12_2012/201 3
Rectangular Pulse
Diff_Eq_12_2012/201 3
Sawtooth
wave
Diff_Eq_12_2012/201 3
Orthogonal Functions
Call a set of functions {k} orthogonal on an interval a < t < b if it satisfies
0 ( ) ( ) t t dt = m n a rn
b
Diff_Eq_12_2012/201 3
mn m=n
Define 0=2/T.
T /2
Diff_Eq_12_2012/201 T /2 3
Diff_Eq_12_2012/201 3
Fourier Series
A Fourier series is an expansion of a periodic function f (t) in terms of an infinite sum of cosines and sines
Diff_Eq_12_2012/201 3
Dirichlet Conditions
A periodic function(signal) f(t), has a Fourier series if it satisfies the following conditions: 1. f(t) is absolutely integrable over any period, namely
a +T
| f (t ) | dt < ,
a
a R
2. f(t) has only a finite number of maxima and minima over any period 3. f(t) has only a finite number of discontinuities over any period
Diff_Eq_12_2012/201 3
Harmonics
2 0 = 2f 0 = T
Define
n = n0 ,
f(t)
Periodic Function
a0 2
=
t
a1 cos t
b1 sin t
+
a2 cos 2t
+
b2 sin 2t
+
Diff_Eq_12_2012/201 3
2 bn = f (t ) sin ntdt T 0
T /2 T / 2
Example 1
Determine the Fourier series representation of the following waveform.
Diff_Eq_12_2012/201 3
Solution
First, determine the period & describe the one period of the function:
T=2
Diff_Eq_12_2012/201 3
f (t + 2) = f (t )
1 (1) n 2 / n bn = = n 0
Diff_Eq_12_2012/201 3
n odd
, n even
Finally,
Diff_Eq_12_2012/201 3
(a)
2 sin t
(b)
2 sin t + 2 sin 3t 3
(c)
(d)
sin t +
2 2 sin 3t + sin 5t 3 5
sin t +
Diff_Eq_12_2012/201 3
(e)
sin t +
(f)
Example 2
Given
f (t) = t, 1 t 1
f (t + 2) = f (t )
Sketch the graph of f (t) such that 3 t 3. Then compute the Fourier series expansion of f (t).
Diff_Eq_12_2012/201 3
Solution
The function is described by the following graph:
T=2
t 2 2 1 1 a0 = f (t )dt = tdt = = =0 2 1 2 T 1 2 1
1 1 2
n +1
Finally,
Diff_Eq_12_2012/201 3
Example 3(homework)
2 t , 0 < t < 2 Given v(t ) = , 2<t <4 0
v(t + 4) = v(t )
Sketch the graph of v (t) such that 0 t 12. Then compute the Fourier series expansion of v (t).
Diff_Eq_12_2012/201 3
Solution
The function is described by the following graph:
v (t) 2 0 2 T=4 4 6 8 10 12 t
Finally,
Diff_Eq_12_2012/201 3
f (t ) = f (t )
a0 f (t ) = + an cos nt 2 n =1
Diff_Eq_12_2012/201 3
4 T /2 an = f (t ) cos(nt )dt T 0
f (t ) = f (t )
f (t ) = bn sin nt
n =1
Diff_Eq_12_2012/201 3
4 T /2 bn = f (t ) sin(nt )dt T 0
Example 4
Given
1 , 2 < t < 1 f (t ) = t , 1 < t < 1 1 , 1< t < 2
f (t + 4) = f (t )
Sketch the graph of f (t) such that 6 t 6. Then compute the Fourier series expansion of f (t).
Diff_Eq_12_2012/201 3
Solution
The function is described by the following graph:
f (t) 1 6 4 2 1 0 2 4 6 t
T=4
2 a0 = f (t )dt = 0 T 2
and
2
2 an = f (t ) cos ntdt = 0 T 2
Finally,
Diff_Eq_12_2012/201 3
Example 5
Compute the Fourier series expansion of f (t).
Diff_Eq_12_2012/201 3
Solution
The function is described by
1 , 0 < t < 1 f (t ) = 2 , 1 < t < 2 1 , 2 < t < 3
T=3
f (t + 3) = f (t )
T=3
and
2 2 = = 3 T
Diff_Eq_12_2012/201 3
2 4 a0 = f (t )dt = T 0 T
3/ 2
8 f (t )dt = 3
bn = 0
4 an = T
3/ 2
4 2 1 2n f (t ) = sin 3 n =1 n 3
Diff_Eq_12_2012/201 3
2n t cos 3
Example 6
Compute the Fourier sine series expansion of an odd f (t), where
f (t ) = 1 , 0 < t < f (t ) = 1 , < t < 0
Diff_Eq_12_2012/201 3
Solution
Since we want to seek the half-range sine series, the function to is extended to be an odd function:
f (t) 1 0 t 2 f (t) 1 0 1 T = 2 2 t
2 = =1 T
Diff_Eq_12_2012/201 3
a0 = a n = 0
and
4 bn = T
Therefore,
T /2
4 / n f (t ) sin ntdt = 0
, n odd , n even
2 f (t ) = (1 cos n ) sin nt = n =1 n
Diff_Eq_12_2012/201 3
n odd
4 sin nt n =1 n
Example 7
Determine the half-range cosine series expansion of the function
f (t ) = 2t 1 , 0 < t < 1
Sketch the graphs of both f (t) and the periodic function represented by the series expansion for 3 < t < 3.
Diff_Eq_12_2012/201 3
Solution
Since we want to seek the half-range cosine series, the function to is extended to be an even function:
f (t)
1 1
1 2
f (t)
1 1
2
3
2 1 1
T=2
2 = = T
Diff_Eq_12_2012/201 3
Therefore,
f (t ) = a0 + an cos nt
n =1
8 8 = 0 + 2 2 cos nt = 2 n n =1
n odd
n odd
1 cos nt 2 n =1 n
Diff_Eq_12_2012/201 3
f ( ) = a0 / 2 + an cos n + bn sin n
n =1 n =1
e +e cos = 2
e e sin = 2i
i
T = 2
=1
Diff_Eq_12_2012/201 3
a n jbn cn = 2
and
cn
a n + jbn = 2
c0 = a0 / 2
Diff_Eq_12_2012/201 3
an cos n + bn sin n = cn e
jn
+ c n e
jn
Diff_Eq_12_2012/201 3
f ( )
in in
f ( ) = c0 + cn e
n =1
+ c n e
n =
ce
n
in
Diff_Eq_12_2012/201 3
an ibn cn = 2 1 i f ( ) cos n d = 2 2
f ( ) sin n d
1 = f ( )( cos n i sin n )d 2 1 in = f ( ) e d 2
Diff_Eq_12_2012/201 3
Identically
an + ibn 1 in = f e d c n = ( ) 2 2 1 in cn = f e d ( ) 2
.
n = 0 , 1, 2 , L
Diff_Eq_12_2012/201 3
f ( ) with period
is:
f ( ) =
n =
ce
n
in
Diff_Eq_12_2012/201 3
1 2 2 | cn |=| cn |= an +bn 2 1 c0 = a0 2
bn n = 1 , 2 , 3 , L n =tan a n
1
|cn|
amplitude spectrum
n
Diff_Eq_12_2012/201 3
phase spectrum
Example 8
Obtain the complex Fourier series of the following function f (t )
e 2
f (t )= e
t
1
4 2 0 2 4
Diff_Eq_12_2012/201 3
Solution
Since T = 2 , = 1 . Hence
1 c0 = T
f (t )dt
0 2
1 = 2
e dt
t 0 2 0
1 t = e 2
[ ]
e 2 1 = 2
Diff_Eq_12_2012/201 3
1 cn = T
f (t )e int dt
2
1 = 2 1 = 2
ee
0
t int
1 dt = 2
2
e
0
(1in ) t
dt
e 1 in 0
(1in ) t
cn
n =0
1 e 1 = = = c0 2 (1 in) n =0 2 e
f (t ) =
n =
ce
n
int
1 int = e n = 2 (1 in)
Diff_Eq_12_2012/201 3
cn =
2 1 + n 2
In other words, we have transformed the function f (t) in the time domain (t), to the function cn in the Diff_Eq_12_2012/201 frequency domain (n).
3
Example 9
Obtain the complex Fourier series of the function in Example 1.
Diff_Eq_12_2012/201 3
=
1 c0 = T
T
Solution
1 1 f (t )dt = 1dt = 20 2
int
1 cn = T
f (t )e
0 in t
1 dt = 1e in t dt + 0 20 1
1 e j in (e 1) = = 2 in 0 2n
Diff_Eq_12_2012/201 3
But
f (t ) =
n =
ce
n
int
1 i in t = e 2 n = n
n0 n odd
1 c0 = 2
1 , n odd c n = n 0, n even
0.5
Diff_Eq_12_2012/201 3
Synthesis
a0 2nt 2nt f (t ) = + an cos + bn sin T T 2 n =1 n =1
DC Part Even Part Odd Part
Let 0=2/T.
a0 f (t ) = + an cos(n0t ) + bn sin( n0t ) Diff_Eq_12_2012/2012 n =1 n =1 3
Decomposition
a0 f (t ) = + an cos(n0t ) + bn sin( n0t ) 2 n =1 n =1
n = 1,2, L n = 1,2, L
-6 -5 -4 -3 -2 -
2 3
4 5
Harmonics
a0 f (t ) = + an cos nt + bn sin nt 2 n =1 n =1
a0 a b 2 2 n n = + an + bn cos nt + sin n t 2 2 a2 + b2 2 n =1 + a b n n n n
harmonic amplitude
phase angle
a0 C0 = 2
Diff_Eq_12_2012/201 3
2 2 C n = an + bn
bn n = tan a n
1
Introduction
Fourier transform is another method to transform a signal from time domain to frequency domain The basic idea of Fourier transform comes from the complex Fourier series Practically, many signals are non-periodic Fourier transform use the principal of the Fourier series, with assumption that the period of the non-periodic signal is infinity (T ). Diff_Eq_12_2012/201
3
c e
n
jn0t
(2.1)
where
1 jn0t cn = f (t )e dt T T / 2
T /2
(2.2)
(2.3)
[G ( )] = 1 2
1
G ( j ) e jt d = g ( t )
jt 1 [ g ( t ) ] = g t e dt = G ( ) ( ) 2 jt 1 [G ( )] = G e d = g ( t ) ( ) 2 1
[ g ( t )] = g ( t ) e j 2 ft dt = G ( f )
[G ( f )] = G ( f ) e j 2 ft d = g ( t )
A physical process can be described either in the time domain by a function of time t, g(t), or in the frequency domain as a function of frequency f, G(f). g(t) and G(f) are two different representations of the same process.
Diff_Eq_12_2012/201 3
1 cn = T
T /2
T / 2
f (t )e jn0t dt
Fourier Integral:
1 jt f (t ) = F ( j ) e d 2
F ( j) = f (t )e jt dt
Diff_Eq_12_2012/201 3
Continuous Spectra
Therefore
1 f (t ) = 2
F ( j )e j t d
where
F ( j ) =
f (t )e j t d
We say that F(j) is the Fourier transform of f (t), and f (t) is the inverse Fourier transform of F(j)
Diff_Eq_12_2012/201 3
Or in mathematical expression,
F ( ) = F { f (t )} =
f (t )e jt d
and
1 f (t ) = F {F ( )} = 2
1
F ( )e
jt
where F and F 1 is the Fourier transform and inverse Fourier transform operator respectively:
Diff_Eq_12_2012/201 3
f (t )
F 1
F ( )
1 jt f (t ) = F ( j)e d 2
Fourier Transform:
Synthesis
F ( j) = f (t )e
Diff_Eq_12_2012/201 3
j t
dt
Analysis
Generally, the Fourier transform F(j) exists when the Fourier integral converges A condition for a function f(t) to have a Fourier transform is, f(t) can be completely integrable, i.e.
f (t ) dt <
Diff_Eq_12_2012/201 3
| f (t ) |dt <
Continuous Spectra
F ( j) = f (t )e jt dt
F ( j) = FR ( j) + jFI ( j)
FI(j)
=| F ( j) | e
Diff_Eq_12_2012/201 3
j ( )
Phase
| ) j |F( ()
FR(j)
Magnitude
Example
1
f(t)
1
-1
t
1
F ( j) = f (t )e
j t
dt = e
1
jt
1 jt e dt = j
2 sin j j j = (e e ) = Diff_Eq_12_2012/201
3
Example
F( ) F( ) 33 22 11 00 -10 -10 -5 -5 00 55 10 10
f(-1 t-1 )
33 |F( )| |F( )| 22 11
-1
1
-5 -5 00 55
t
jt
arg[F( )] arg[F( )]
F ( j) = f (t )e
j t
dt = e
1
22
00 -10 -10 1 44
1 j t e dt = j
10 10 00 55 10 10
Example
f(t)
et
t
F ( j) = f (t )e
0 Diff_Eq_12_2012/201 3
j t
dt = e t e jt dt
0
= e
( + j ) t
1 dt = + j
Example
f(t)
1 1 |F(j)| |F(j )| =2 =2 0.5 0.5
et
0 0 5 5
0 0
-10 -10
-5 -5
t 10 10
arg[F(j)] arg[F(j )]
F ( j) = f (t )e
0 Diff_Eq_12_2012/201 3
2 2
j t
0 0
dt = e t e jt dt
0
-5 -5 0 0 5 5 10 10
= e
( + j ) t
-2 -2
1 dt = + j
-10 -10
Fourier transform
Diff_Eq_12_2012/201 3
Example 1
Using the definition, find the Fourier transform of (t). Then deduce the Fourier transform of 1.
(t a) f (t )dt = f (a)
F () = F{ (t)} = (t)e jt dt = e j0 = e0 = 1
Diff_Eq_12_2012/201 3
Principle of duality
The definition of Fourier transform is
F ( j ) = F { f (t )} =
f (t )e j t d
(2.4)
F ( j )e j t d
(2.5)
Note that the function f (t) and its transform F(j) can be derived from each Diff_Eq_12_2012/201 3 other
From (2.5),
1 f (t ) = 2
F ( j )e j t d
If we interchange t and
1 f ( ) = 2 1 f ( ) = 2
Diff_Eq_12_2012/201 3
F ( jt)e
j t
j t
dt
F( jt)e
1 dt = F {F ( jt )} 2
or
F {F ( jt )} = 2 f ( )
At first, we may conclude that 1 has no Fourier transform, but in fact, it can be found using the principle of duality!
Diff_Eq_12_2012/201 3
Solution
The Fourier transform of f (t) = (t) is
F () = F{ (t)} = (t)e jt dt = e j0 = e0 = 1
Then, using the duality principle, the Fourier transform of 1 is F {1} = 2f ( ) = 2 ( ) = 2 ( ) since ( ) = ( ).
Diff_Eq_12_2012/201 3