Laplace Transform • Review • Slides borrowed from Evans, U. of Texas @ Austin Zero-State Response • Linear constant coefficient differential equation Input x(t) and output y (t ) = y zero−input (t ) + y zero− state (t ) Zero-state response: all initial conditions are zero y(t ) ↔ Y (s ) x(t ) ↔ X (s ) dr r ( ) y t ↔ s Y (s ) r dt dk k ( ) x t ↔ s X (s ) k dt Laplace transform both sides of differential equation with all initial conditions being zero and solve for Y(s)/X(s) y ' (t ) + y (t ) = x(t ) sY ( s ) + Y ( s ) = X ( s ) y (0 − ) = 0 H (s) = Y ( s) 1 = X (s) s + 1 Transfer Function • H(s) is called the transfer function because it describes how input is transferred to the output in a transform domain (s-domain in this case) Y(s) = H(s) X(s) y(t) = L-1{H(s) X(s)} = h(t) * x(t) ⇒ H(s) = L{h(t)} • Transfer function is Laplace transform of impulse response Transfer Function Examples • Laplace transform ∞ X (s ) = ∫ − x(t ) e − s t dt 0 • Assume input x(t) and output y(t) are causal • Ideal delay of T seconds Initial conditions (initial voltages in delay buffer) are zero y (t ) = x(t − T ) Y (s ) = X (s ) e − s T Y (s ) H (s ) = = e−s T X (s ) x(t) T y(t) Transfer Function Examples • Ideal integrator with y(0-) = 0 t y (t ) = ∫ − x(τ )dτ 0 1 1 Y (s ) = X (s ) + y 0 − s s Y (s) 1 H (s ) = = X (s) s ( ) x(t) t ∫ (•) dt 0− y(t) • Ideal differentiator with x(0-) = 0 d y (t ) = x(t ) dt Y (s ) = s X (s ) − x 0 − = s X ( s ) Y (s ) H (s ) = =s X (s ) ( ) x(t) d y(t) (•) dt Cascaded Systems • Assume input x(t) and output y(t) are causal x(t) • Integrator first, then differentiator X(s) • Differentiator first, x(t) then integrator X(s) t 1/s s ∫ x(τ )dτ 0− X(s)/s d x(t ) dt s X(s) s 1/s • Common transfer functions A constant (finite impulse response) A polynomial (finite impulse response) Ratio of two polynomials (infinite impulse response) x(t) X(s) x(t) X(s) Block Diagrams X(s) X(s) H1(s) W(s) H(s) Y(s) H2(s) Y(s) = X(s) H1(s)H2(s) Y(s) Σ Y(s) = X(s) H1(s) + H2(s) Y(s) Y(s) = X(s) G(s) 1 + G(s)H(s) Y(s) H1(s) X(s) H2(s) X(s) - Σ E(s) G(s) H(s) Cascade and Parallel Connections • Cascade X(s) W(s) = H1(s) X(s) Y(s) = H2(s)W(s) Y(s) = H1(s) H2(s) X(s) ⇒ Y(s)/X(s) = H1(s)H2(s) H1(s) H2(s) Y(s) ⇔ X(s) H2(s) H1(s) Y(s) One can switch the order of the cascade of two LTI systems if both LTI systems compute to exact precision • Parallel Combination Y(s) = H1(s)X(s) + H2(s)X(s) èY(s)/X(s) = H1(s) + H2(s) H1(s) X(s) Σ H2(s) Y(s) = X(s) H1(s) + H2(s) Y(s) 19 - 8 Feedback Connection • Governing equations E (s ) = F (s ) − H (s ) Y (s ) Y (s ) = G(s ) E (s ) • What happens if H(s) is a constant K? Choice of K controls all poles in transfer function • Combining equations Y (s ) = G (s ) [ F (s ) − H (s ) Y (s ) ] Y (s ) + G (s ) H (s ) Y (s ) = G (s ) F (s ) G (s ) Y (s ) = F (s ) 1 + G (s ) H (s ) F(s) - Σ E(s) G(s) H(s) Y(s) = F(s) G(s) 1 + G(s)H(s) Y(s) 19 - 9 External Stability Conditions • Bounded-input bounded-output stability Zero-state response given by h(t) * x(t) Two choices: BIBO stable or BIBO unstable • Remove common factors in transfer function H(s) • If all poles of H(s) in left-hand plane, All terms in h(t) are decaying exponentials h(t) is absolutely integrable and system is BIBO stable • Example: BIBO stable but asymptotically unstable ⎛ s − 1 ⎞ ⎛ 1 ⎞⎛ s − 1 ⎞ ⎛ 1 ⎞ H ( s) = ⎜ ⎟ = ⎜ ⎟⎜ ⎟ = ⎜ ⎟ 2 s − 1 s + 1 s + 1 ⎠⎝ ⎠ ⎝ ⎠ ⎝ s − 1 ⎠ ⎝ Based on slide by Prof. Adnan Kavak Internal Stability Conditions • Stability based on zero-input solution • Asymptotically stable if and only if Characteristic roots are in left-hand plane (LHP) Roots may be repeated or non-repeated • Unstable if and only if (i) at least characteristic root in right-hand plane and/or (ii) repeated characteristic roots are on imaginary axis • Marginally stable if and only if There are no characteristic roots in right-hand plane and Some non-repeated roots are on imaginary axis Based on slide by Prof. Adnan Kavak Frequency-Domain Interpretation est h(t) y(t) y (t ) = h(t )∗ e s t ∞ • y(t) = H(s) e s t for a particular value of s = ∫ h(τ )e s (t −τ )dτ −∞ =e st ∞ −s τ ( ) h τ e ∫−∞dτ H (s ) • Recall definition of frequency response: ej 2π f t h(t) y(t) y (t ) = h(t )∗ e j 2π ∞ ft = ∫ h(τ )e j 2π f (t −τ ) −∞ =e j 2π f t dτ ∞ j 2π f τ ( ) h τ e ∫−∞dτ H(f ) Frequency-Domain Interpretation • Generalized frequency: s = σ + j 2 π f • We may convert transfer function into frequency response by if and only if region of convergence of H(s) includes the imaginary axis H freq ( f ) = H (s ) s = j 2πf • What about h(t) = u(t)? 1 H (s ) = s for Re{s} > 0 We cannot convert H(s) to a frequency response However, this system has a frequency response • What about h(t) = δ(t)? H (s ) = 1 for all s ⇒ H freq ( f ) = 1 Frequency Selectivity in Filters • Lowpass filter |Hfreq(f)| • Bandpass filter |Hfreq(f)| 1 1 • Highpass filter f |Hfreq(f)| f • Bandstop filter |Hfreq(f)| f Linear time-invariant filters are BIBO stable f Passive Circuit Elements • Laplace transforms with zero-valued initial conditions • Capacitor + dv v(t) i (t ) = C dt – I (s ) = C s V (s ) 1 ( ) V s = I (s ) Cs V (s ) 1 H (s ) = = I (s ) C s • Inductor + v(t) di v(t ) = L dt – V (s ) = L s I (s ) V (s ) H (s ) = =Ls I (s ) • Resistor v(t ) = R i (t ) V (s ) = R I (s ) V (s ) H (s ) = =R I (s ) + v(t) – First-Order RC Lowpass Filter R + x(t) C i(t) + y(t) Time domain R + X(s) I(s) 1 Cs + Y(s) X ( s) 1 R+ Cs 1 Y (s) = I ( s) Cs 1 Y ( s) = C s X ( s) 1 R+ Cs 1 Y (s) = RC X (s) s + 1 RC I ( s) = Laplace domain Plot Bode plot – Amplitude & Phase? First-Order RC Highpass Filter C + x(t) i(t) R + y(t) Time domain + X(s) 1 Cs I(s) R + Y(s) Laplace domain Plot Bode plot – Amplitude & Phase? X ( s) 1 R+ Cs Y (s) = R I (s) R Y (s) = X ( s) 1 R+ Cs Y (s) s = X (s) s + 1 RC I ( s) = Frequency response is also an example of a notch filter Passive Circuit Elements • Laplace transforms with non-zero initial conditions • Capacitor i (t ) = C [ [ ( )] = L s I (s ) − L i (0 ) ⎡ i (0 )⎤ = L s I (s ) − V (s ) = L s I (s ) − i 0 − − ( )] v(0 ) I (s ) + − − 1 V (s ) = Cs s 1 = I (s ) + C v 0 − Cs [ di V (t ) = L dt − dv dt I (s ) = C s V (s ) − v 0 • Inductor ( )] ⎢ ⎣ ⎥ s ⎦ Operational Amplifier • Ideal case: model this nonlinear circuit as linear and time-invariant Input impedance is extremely high (considered infinite) vx(t) is very small (considered zero) + vx(t) _ _ + + y(t) _ Operational Amplifier Circuit • Assuming that Vx(s) = 0, Y (s ) = − I (s ) Z f (s ) F (s ) Z (s ) F(s) Z f (s ) Y (s ) = − F (s ) + _ Z (s ) Z f (s ) Y (s ) H (s ) = =− F (s ) Z (s ) H(s) I (s ) = Z(s) • How to realize a gain of –1? • How to realize a gain of 10? I(s) Zf(s) + _ Vx(s) _ + + Y(s) _ Differentiator • A differentiator amplifies high frequencies, e.g. high-frequency components of noise: H(s) = s for all values of s (see next slide) Frequency response is H(f) = j 2 π f ⇒ | H( f ) |= 2 π | f | • Noise has equal amounts of low and high frequencies up to a physical limit • A differentiator may amplify noise to drown out a signal of interest • In analog circuit design, one would generally use integrators instead of differentiators DECIBEL SCALE P2 GdB = 10 log10 P1 is defined as Decibel Gain P2 V2 GdB = 10 log10 = 20 log10 P1 V1 V2 2 2 ⎛ V2 ⎞ P2 R2 R GdB = 10 log10 = 10 log10 2 = 10 log10 ⎜ ⎟ + 10 log10 1 V1 P1 R2 ⎝ V1 ⎠ R1 = 20 log10 V2 R V − 10 log10 2 = 20 log10 2 V1 R1 V1 if R2 = R1 DECIBEL SCALE Ø The DECIBEL value is a logarithmic measurement of the ratio of one variable to another of the same type. Ø Decibel value has no dimension. Ø It is used for voltage, current and power gains. Magnitude H Decibel Value HdB 0.001 -60 0.01 -40 0.1 -20 0.5 -6 Some Properties of Logarithms 1/√2 -3 log P1 P2 = log P1 + log P2 1 0 √2 3 2 6 10 20 20 26 ⎛ P1 ⎞ log ⎜ ⎟ = log P1 − log P2 ⎝ P2 ⎠ log P n = n log P log 1 = 0 100 40 H dB V2 = 20 log10 H = 20 log10 V1 Typical Sound Levels and Their Decibel Levels. EXAMPLE 1 Construct Bode plots for H (ω ) = 200 jω ( jω + 2)( jω + 10) • Express transfer function in Standard form. STANDARD FORM H (ω ) = 10 jω (1 + jω 2)(1 + jω 10) • Express the magnitude and phase responses. H db = 20log10 10 + 20log10 jω − 20log10 1 + jω 2 − 20log10 1 + jω 10 φ = 90° − tan -1 (ω 2) − tan -1 (ω 10) • Two corner frequencies at ω=2, 10 and a zero at the origin ω=0. • Sketch each term and add to find the total response. EXAMPLE 1 Construct Bode plots for H (ω ) = 200 jω ( jω + 2)( jω + 10) H db = 20log10 10 + 20log10 jω − 20log10 1 + jω 2 − 20log10 1 + jω 10 26 dB 20log10 2 = 6dB X X φ = 90° − tan -1 (ω 2) − tan -1 (ω 10) X X EXAMPLE 2 Continued: Let us calculate |H| and φ at ω=50 rad/sec graphically. H (50) = H (10) − 20log10 (50 /10) = 26 − 20 × 0.7 = 26 − 14 = 12 dB φ (50) = 90° − 45°× log10 (1/ 0.2) − 90°× log10 (20 /1) − 45°× log10 (50 / 20) = 90° − 45°× 0.7 − 90°× 1.3 − 45°× 0.4 = 90° − 31.5° − 117° − 18° = −76.5° 26 dB ω=50 ω=50 EXAMPLE 1 Construct Bode plots for H (ω ) = jω + 10 jω ( jω + 5 ) 2 • Express transfer function in Standard form. STANDARD FORM 0.4(1 + jω 10) H (ω ) = jω (1 + jω 5) 2 • Express the magnitude and phase responses. H db = 20log10 0.4 + 20log10 1 + jω 10 − 20log10 jω − 40log10 1 + jω 5 φ = 0° + tan -1 (ω 10) − 90° − 2 tan -1 (ω 5) • Two corner frequencies at ω=5, 10 and a zero at ω=10. • The pole at ω=5 is a double pole. The slope of the magnitude is -40 dB/decade and phase has slope -90 degree/decade. • Sketch each term and add to find the total response. EXAMPLE 3 Construct Bode plots for H (ω ) = jω + 10 jω ( jω + 5 ) 2 H db = 20 log10 0.4 + 20 log10 1 + jω 10 − X O X O 20 log10 jω − 40 log10 1 + jω 5 φ = 0° + tan -1 (ω 10) -1 − 90° − 2 tan (ω 5) PRACTICE PROBLEM 4 Obtain the transfer function for the Bode plot given. A zero at ω = 0.5, 1 + jω 0.5 1 A pole at ω = 1, 1 + jω 1 Two poles at ω = 10, 1 (1 + jω 10) 2 1 + jω 0.5 (1 0.5)(0.5 + jω ) 200 ( s + 0.5) H (ω ) = = = (1 + jω 1)(1 + jω 10) 2 (1 100)(1 + jω )(10 + jω ) 2 ( s + 1)( s + 10) 2