EECS3451 -- Signals and Systems

Chapter 4 –Fourier Series, Fourier

Transform, and Laplace Transform
(Textbook Chapters 4,5,6)

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 2

1
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 3

LTIC systems with sinusoidal input signals

• In Chapter 3, we investigated the output response of an
LTIC system (i.e. a RC circuit) with a sinusoidal input signal
R 40Ω

+
x(t ) = sin (t ) C y(t)
0.1F _
y(0) = 10V

-t
174 4 4 1
y (t ) = e - cos(t ) + sin (t )
17 17 17
4 1
ysteady (t ) = - cos(t ) + sin (t )
17 17
1
or ysteady (t ) = sin (t - 75.96°)
17 4

2
 LTIC systems with sinusoidal input signals
• The output response of an LTIC system, characterized by a
real-valued impulse response h(t), to a sinusoidal input is
another sinusoidal function with the same frequency ,
except for possible changes in its amplitude and phase.

x(t) LTIC y(t)

system
k1 sin (w1t ) ® A1k1 sin (w1t + f1 )

and k1 cos(w1t ) ® A1k1 cos(w1t + f1 )

where A1, k1, are constant values

5

LTIC systems with complex exponential signal

• Theorem 4.1: If a complex exponential function is applied to
an LTIC system with real-valued impulse response function,
the output response of the system is identical to the
complex exponential function except for changes in
amplitude and phase:

k1e jw1t ® A1k1e j (w1t +f1 )

where A1 and ϕ1 are constants

x(t) LTIC y(t)

system
h(t)
6

3
 Trigonometric CT Fourier Series
• Definition: An arbitrary periodic function x(t) with
fundamental period T0 can be expressed as follows:
¥
x(t ) = a0 + å (an cos(nw0t ) + bn sin (nw0t ))
n =1

where ω0 is the fundamental frequency of x(t) and

coefficients a0, an, bn are referred to as the trigonometric
Fourier series (FS) coefficients.
1
a0 =
T0 ò x(t )dt
T0
Mean value of x(t) or the DC component

2
an =
T0 ò x(t )cos(nw t )dt
T0
0

2
bn =
T0 ò x(t )sin (nw t )dt
T0
0
7

Trigonometric CTFS
• In x(t): ¥
x(t ) = a0 + å (an cos(nw0t ) + bn sin (nw0t ))
n =1

• The sine or cosine term with the fundamental frequency ω0

is called the fundamental component of x(t), that is, when n
= 1.
• The sine or cosine term with the fundamental frequency nω0
is called the harmonic component of x(t) , that is, when n ≠
1.

4
 Activity 1
Calculate the trigonometric CT Fourier series of the periodic
signal x(t) defined over one period T0=3 as follows:

⎧⎪ t +1 −1 ≤ t ≤ 1
x (t ) = ⎨
⎪⎩ 0 1≤ t ≤ 2

x(t)
2

t
-8 -6 -4 -2 0 2 4 6 8 10

Activity 1 Solution
Since x(t) is has a fundamental period T0=3, then ω0=2π/3.
∞
⎡ ⎛ 2nπ ⎞ ⎛ 2nπ ⎞⎤
x (t ) = a0 + ∑⎢an cos ⎜ t ⎟ + bn sin ⎜ t ⎟⎥
n=1 ⎣
⎝ 3 ⎠ ⎝ 3 ⎠⎦
CTFS coefficients are given by:
1
1 11 1⎡1 ⎤ 2
a0 = ∫ x (t ) dt = ∫ (t +1) dt = ⎢ t 2 + t ⎥ =
T0 T0 3 −1 3⎣2 ⎦−1 3
1
2 2
an =
T0
∫ x (t ) cos (nω t ) dt = 3 ∫ (t +1) cos (nω t ) dt
0 0
T0 −1

2 1⎡ ⎤ 4 1⎡
= ∫⎣
3 −1
t cos ( nω 0 t ) + cos ( nω t
0 ⎦) dt =
30
∫ ⎣cos (nω 0t )⎤⎦ dt
⎧
⎪ 1 0 n = 3k
4 ⎡ sin(nω 0 t) ⎤ ⎪
= ⎢ ⎥ =⎨ 3 nπ n = 3k +1
3 ⎣ nω 0 ⎦0 ⎪
⎪⎩ − 3 nπ n = 3k + 2 10

10

5
 Activity 1 Solution (2)
1
2 2
bn =
T0
∫ x (t ) sin (nω t ) dt = 3 ∫ (t +1) sin (nω t ) dt
0 0
T0 −1

2 1⎡ 4 1
= ∫ ⎣t sin ( nω 0 t ) + sin ( nω 0 t )⎤⎦ dt = ∫ ⎡⎣t sin ( nω 0 t )⎤⎦ dt
3 −1 30
⎧
⎪ 2
− n = 3k
⎪ nπ
1
⎡ ⎤ ⎪⎪
4 cos ( nω 0 t ) sin(nω 0 t) 1 3 3
= −t⎢ + 2
⎥ =⎨ + n = 3k +1
3 ⎢⎣ nω 0 (nω 0 ) ⎥⎦0 ⎪ nπ 2(nπ )2
⎪ 1 3 3
⎪ − n = 3k + 2
⎪⎩ nπ 2(nπ )2

11

11

CTFS coefficients for symmetrical signals

1. If x(t) is zero-mean, then a0 = 0.
2. If x(t) is an even function, then bn = 0. In other words, an
even signal is represented by its DC component and a
linear combination of a cosine function of frequency ω0 and
its higher-order harmonics.
3. If x(t) is an odd function, then a0 = an = 0 for all n. In other
words, an odd signal can be represented by a linear
combination of a sine function of frequency ω0 and its
higher-order harmonics.
4. If x(t) is a real function, then the CTFS coefficients a0 , an
and bn are also real-valued for all n.

12

12

6
 Activity 2
Consider the function w(t)=Ev[x(t)-a0] shown in figure below.
Express w(t) as a trigonometric CTFS.
Ev{x (t) - a0}

1/3
t
-9 -6 -4 0 3 6 9
2/3

13

13

Activity 2 Solution
From inspection, w(t) is even. Therefore, bn=0 for all n. Since
w(t) has a fundamental period T0=3, then ω0=2π/3. Note that
the area enclosed by one period of w(t) is 0, e.g. t=[-1,2],
area=2(1/3)+1(-2/3)=0. w(t) is zero mean, which implies that
a0=0. an is given by:
2 1.5 4 1.5
an = ∫ ( ) ( 0 ) 3 ∫ w(t)cos (nω 0t ) dt
3 −1.5
w t cos nω t dt =
0
1
4 1 4 1.5 2
=
3
∫ 3 cos (nω t ) dt − 3 ∫ 3 cos (nω t ) dt
0 0
0 1

4 sin ( nω 0 ) 8 sin(1.5nω 0 ) 2 ⎛ 2nπ ⎞

= − = sin ⎜ ⎟
3 nω 0 9 nω 0 π ⎝ 3 ⎠
∞
2 ⎛ 2nπ ⎞ ⎛ 2nπ ⎞
w(t) = ∑ sin ⎜ ⎟ cos ⎜ t⎟
n=1 π
⎝ 3 ⎠ ⎝ 3 ⎠
14

14

7
 Activity 3
Determine the Fourier series of the periodic signal x(t) defined
over as follows:

ì1 0£t £2
x(t ) = í
î- 1 2£t £4

15

15

Activity 3 Solution
From inspection, x(t) is an odd function. Therefore, a0=an=0.
Since x(t) has a fundamental period T0=4, then ω0=π/2. bn is
given by:
2 2 1⎡ 0 2 ⎤
bn = ∫ x (t ) sin ( nω 0 t ) dt = ⎢ ∫ −sin ( nω 0 t ) dt + ∫ sin ( nω 0 t ) dt ⎥
4 −2 2 ⎣ −2 0 ⎦
2
⎡ ⎛ nπ ⎞ ⎤ ⎧ 4
⎢ cos ⎜ t ⎟ ⎥ 2 ⎪ n = 1, 3, 5...
⎝ 2 ⎠
= −⎢ ⎥ = [1− cos(nπ )] = ⎨ nπ
⎢ n π ⎥ nπ ⎪ 0
⎢⎣ ⎥⎦ ⎩ n = 2, 4, 6...
2 0

4 ∞ 1 ⎛ π ⎞
x(t) = ∑ sin ⎜ n t ⎟
π n=1,3,5... n ⎝ 2 ⎠

16

16

8
 Activity 3 Solution
Fourier series of x(t): 4 ¥
1 æ p ö
x(t ) = å sin ç n t ÷
p n =1,3,5.... n è 2 ø
x(t) with n = 1 (fundamental component) x(t) with 2 terms
1.5 1.5

1 1

0.5 0.5
x(t)

x(t)
0 0

-0.5 -0.5

-1 -1

-1.5 -1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
t t

x(t) with 3 terms x(t) with 4 terms

1.5 1.5

1 1

0.5 0.5
x(t)

x(t)

0 0

-0.5 -0.5

-1 -1

-1.5 -1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
t t

17

17

Jump Discontinuity: Gibbs Phenomenon

• A CT function with a discontinuity can be approximated
more accurately by including a larger number of CTFS
coefficients.
0.33
n = 100

0 n = 20

n=5
-0.33

-0.66

t
-0.99

-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

18

18

9
 Gibbs Phenomenon
• Gibbs phenomenon: the presence of ripples (overshoot)
near the discontinuity does not die out as more terms are
added.
• It is a limitation of the CTFS representation of
discontinuous signals.
0.66

0.33 n = 100

n = 20
0
n=5
-0.33

-0.66

-0.99
0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 1.2
19

19

Activity 4
Determine the Fourier series of the periodic signal x(t) as
follows:
x(t)

3
... ...
-2 0 2 4 t

-3

20

20

10
 Activity 4 Solution
From inspection, x(t) is an even function, zero-mean. Therefore,
bn=0. Since x(t) has a fundamental period T0=4, then ω0=π/2. an
is given by:
2 2 4 2
an = ∫ x (t ) cos ( nω 0 t ) dt = ∫ (3− 3t)cos ( nω 0 t ) dt
4 −2 4 0
2
⎡ sin(nω 0 t) cos ( nω 0 t ) ⎤
= ⎢(3− 3t) −3 2
⎥
⎢⎣ nω 0 ( 0 ) ⎥⎦0
n ω
⎧ 0 n is even
⎡ sin ( nπ ) cos ( nπ ) 1 ⎤ ⎪
= ⎢−3 −3 +3 ⎥ = ⎨ 24
0.5nπ 2 2 n is odd
⎢⎣ (0.5nπ ) (0.5nπ ) ⎥⎦ ⎪ (nπ )2
⎩
∞
24 ⎛ π ⎞
x(t) = ∑ 2
cos ⎜ n t ⎟
⎝ 2 ⎠
n=1,3,5... (nπ ) 21

21

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 22

22

11
 Exponential Fourier series
• An alternative expression for the Fourier series is obtained if
complex exponentials (i.e. e jnw0t ) are used as the basis
functions to expand a CT periodic signal:

• Definition: an arbitrary periodic function x(t) with a

fundamental period of T0 can be expressed as
follows: ¥
x(t ) = å Dn e jnw0t
n = -¥
where the exponential coefficients Dn are calculated
as: 1
Dn = ò x(t )e - jnw0t dt
T0 <T0 >
ω0 is the fundamental frequency given by ω0=2π/T0.
23

23

Activity 5
Determine the exponential FS coefficients for the periodic
signal x(t) defined over as follows:

x(t)

3
... ...
-2 0 2 4 t

-3

24

24

12
 Activity 5 Solution
Since the fundamental period T0=4, then ω0=π/2. Dn is given
by:
1 − jnω t 1 2 1 2
Dn = ∫ ()
T0 <T >
x t e dt
0
= ∫
4 −2
x(t)cos ( 0)
nω t dt − j ∫ x(t) sin (nω 0t ) dt
4 −2
0

2 2
1 1
= ∫ x(t)cos ( nω 0 t ) dt = ∫ (3− 3t)cos (nω t ) dt
0
4 −2 2 0

⎧ 0 n is even
⎡ ( ⎤ ⎪
3 sin 2nω 0) cos ( 2nω 0) 1
= ⎢− − + ⎥ = ⎨ 12
2 ⎢⎣ nω 0 2 2 n is odd
(nω 0 ) (nω 0 ) ⎥⎦ ⎪ (nπ )2
⎩

25

25

Activity 6
Determine the exponential FS coefficients for the periodic
signal x(t) :

x(t)
x(t ) = 3e -0.2t 0 £ t £ 2p
3
... ...
-2π 0 2π 4π t

26

26

13
 Activity 6 Solution
From inspection, the fundamental period T0=2π, then
ω0=2π/2π=1. Dn is given by:
2π
1 1
Dn = ∫ x (t ) e− jnω0t dt = ∫ 3e −0.2t − jnω 0t
e dt
T0 <T0 > 2π 0
2π
3 2π
−(0.2+ jnω 0 )t 3 ⎡ e−(0.2+ jnω0 )t ⎤
=
2π
∫e dt = − ⎢
2π ⎣ 0.2 + jnω 0 ⎦0
⎥
0

3 1 ⎡1− e−(0.2+ jnω0 )2 π ⎤ = 3 ⎡⎣1− e−0.4 π ⎤⎦

= ⎣ ⎦
2π 0.2 + jnω 0 2π (0.2 + jn)
0.3416
≈
(0.2 + jn)
27

27

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 28

28

14
 Fourier spectrum
• The exponential Fourier series coefficients provide
frequency information about the content of a signal:
1
ò x(t )e
- jnw0t
Dn = dt
T0 <T0 >

• Dn in general is complex-valued.

• Plot of the magnitude of the exponential Fourier series

coefficients |Dn| versus n (or nω0) is known as the
magnitude spectrum
• Plot of the phase of the exponential Fourier series
coefficients Dn versus n (or nω0) is known as the phase
spectrum
29

29

Fourier Spectrum Example

x(t)
x(t ) = 3e -0.2t 0 £ t £ 2p
3
... ...
-2π 0 2π 4π t

Given (in Activity 6) the exponential Fourier series coefficients

of x(t) is:
0.3416
Dn ≈
(0.2 + jn)

30

30

15
 Fourier Spectrum x(t)
x(t ) = 3e -0.2t 0 £ t £ 2p
3
... ...
-2π 0 2π 4π t
Magnitude plot
2

1.5
|Dn|

0.5

0
-10 -8 -6 -4 -2 0 2 4 6 8 10
n

Phase plot
100

50
phase of Dn

-50

-100
-10 -8 -6 -4 -2 0 2 4 6 8 10
n
31

31

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 32

32

16
 Fourier Transform
• The Fourier transform of an arbitrary signal x(t) :
∞
− jω t
X (ω ) = ∫ x (t ) e dt
−∞

• The magnitude spectra of X(ω) is given by:

¥
X (w ) = ò x(t )e
- j wt
dt
-¥

• The phase spectra of X(ω) is given by:

é¥ ù
ÐX (w ) = Ðê ò x(t )e - jwt dt ú
ë-¥ û
33

33

Inverse Fourier Transform

• Given X(ω) (the frequency domain of the signal) , the
original signal x(t) is:
¥
1
x(t ) = ò X (w )e
j wt
dw
2p -¥

CTFT
• Fourier transform pair: x(t) ←⎯⎯ → X(ω )

Given x(t), its CTFT is: X ω = x t e− jωt dt

∞

( ) ∫ ()
−∞

Given X(ω), the ICTFT is:

¥
1
x(t ) = ò X (w )e
j wt
dw
2p -¥ 34

34

17
 Activity 7
Determine the Fourier transform of the impulse signal δ(t).

35

35

Activity 7 Solution
Determine the Fourier transform of the impulse signal δ(t) :
∞ ∞
X (ω ) = ∫ x (t ) e− jωt dt = ∫ δ (t ) e− jωt dt = 1
−∞ −∞

F {δ (t )} = 1

36

36

18
 Activity 8
Determine the Fourier transform of the decaying exponential
x(t),

x(t ) = e - at u (t )

where a is a real number.

37

37

Activity 8 solution
x (t ) = e−at u (t )
∞ ∞ ∞
X (ω ) = ∫ x (t ) e− jωt dt = ∫ e−at u(t)e− jωt dt = ∫e −(a+ jω )t
dt
−∞ −∞ 0

1 ⎡ −(a+ jω )t ⎤∞ 1
=− ⎣e ⎦0 =
a + jω a + jω
1 1
X (ω ) = =
a + jω a +ω2
2

1 ⎛ω ⎞
∠X (ω ) = ∠ = ∠1− ∠(a + jω ) = − tan −1 ⎜ ⎟
a + jω ⎝a⎠

1
F {e−at u (t )} =
a + jω 38

38

19
 Fourier Transform of Elementary Signals

39

39

Fourier Transform of Elementary Signals

40

40

20
 Fourier Transform of Elementary Signals

41

41

Magnitude and Phase Spectra of Elementary Signals

42

42

21
 Magnitude and Phase Spectra of Elementary Signals

43

43

Magnitude and Phase Spectra of Elementary Signals

44

44

22
 Magnitude and Phase Spectra of Elementary Signals

45

45

Magnitude and Phase Spectra of Elementary Signals

46

46

23
 Magnitude and Phase Spectra of Elementary Signals

47

47

Magnitude and Phase Spectra of Elementary Signals

48

48

24
 Magnitude and Phase Spectra of Elementary Signals

49

49

Magnitude and Phase Spectra of Elementary Signals

50

50

25
 Magnitude and Phase Spectra of Elementary Signals

51

51

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 52

52

26
 Evaluate Inverse Fourier Transform
• Evaluation of the inverse CTFT is an important step in
analysis of LTIC systems. Three ways to evaluate IFT.
1. The synthesis equation:
∞
1 jω t
x (t ) =
2π
∫ X (ω ) e dω
−∞

2. Using a look-up table

Simplify the given X(ω) such that a corresponding
inverse CTFT can be found in Table 5.2

3. Using partial fraction expression

53

53

Activity 9 Table Look-up Method

Using the look-up table method, calculate the inverse CTFT of
the following function:
2 ( jω ) + 24
X (ω ) =
( jω )2 + 4( jω ) + 29

54

54

27
 Activity 9 solution
The function can decompose into simpler terms, whose
inverse CTFT can be determined directly from Table 5.2
2 ( 2 + jω ) + 24 2(2 + jω ) + 20
X (ω ) = =
( jω ) + 4( jω ) + 29 (2 + jω )2 + 52
2

2(2 + jω ) 4*5
= +
(2 + jω ) + 5 (2 + jω )2 + 52
2 2

From Table 5.2,

a + jω
e−at cos(ω 0 t)u(t) ↔
(a + jω )2 + ω 02
ω0
e−at sin(ω 0 t)u(t) ↔
(a + jω )2 + ω 02
55

55

Activity 9 solution (2)

2(2 + jω )
2 2
→ 2e−2t cos(5t)u(t)
(2 + jω ) + 5
4*5
2 2
→ 4e−2t sin(5t)u(t)
(2 + jω ) + 5

∴ x(t) = 2e−2t cos(5t)u(t) + 4e−2t sin(5t)u(t)

56

56

28
 Partial Fraction Expression
Consider the CTFT:
N (ω ) bm ( jω )m + bm−1 ( jω )m−1 +... + b1 ( jω ) + b0
X (ω ) = =
D(ω ) ( jω )n + an−1 ( jω )n−1 +... + a1 ( jω ) + a0
(1)Factorize D(ω) into n first-order factors and express X(ω)
as follows:
b ( jω )m + bm−1 ( jω )m−1 +... + b1 ( jω ) + b0
X (ω ) = m
( jω − p1 )( jω − p2 )!( jω − pn )
(2)If there are no repeated or complex roots in D(ω), X(ω) is
expressed in terms of n partial fractions:
k1 k2 kn
X (ω ) = + +!+
( jω − p1 ) ( jω − p2 ) ( jω − pn )
57

57

Partial Fraction Expression (2)

The partial fraction coefficients are calculated using the
Heaviside formula:

kr = [( jω − pr ) X (ω )] jω = p for 1 ≤ r ≤ n
r

The inverse CTFT can then be calculated as follows:

x (t ) = [k1e p1t + k2 e p2t +!+ kn e pnt ]u(t)

58

58

29
 Activity 10 Partial fraction expression method
Using the partial fraction expression method, calculate the
inverse CTFT of the following function:
5 ( jω ) + 30
X (ω ) =
( jω + 2)( jω + 5)( jω +10)

59

59

Activity 10 solution
5 ( jω ) + 30 k1 k k3
X (ω ) = = + 2 +
( jω + 2)( jω + 5)( jω +10) jω + 2 jω + 5 jω +10

The partial fraction coefficients are given by:

5 ( jω ) + 30 5* (−2) + 30 5
k1 = ( jω + 2) = =
( jω + 2)( jω + 5)( jω +10) jω =−2
(−2 + 5)(−2 +10) 6
5 ( jω ) + 30 5* (−5) + 30 1
k1 = ( jω + 5) = =
( jω + 2)( jω + 5)( jω +10) jω =−5
(−5 + 2)(−5 +10) 3
5 ( jω ) + 30 5* (−10) + 30 1
k1 = ( jω +10) = =−
( jω + 2)( jω + 5)( jω +10) jω =−10
(−10 + 2)(−10 + 5) 2
60

60

30
 Activity 10 solution (2)
5 ( jω ) + 30
X (ω ) =
( jω + 2)( jω + 5)( jω +10)
5 1 1
= + −
6( jω + 2) 3( jω + 5) 2( jω +10)

Using the CTFT pairs in Table 5.2, the function is calculated

as:
⎡5 1 1 ⎤
x(t) = ⎢ e−2t + e−5t − e−10t ⎥ u(t)
⎣6 3 2 ⎦

61

61

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 62

62

31
 Properties of Fourier Transform
• Linearity: if x1(t) and x2(t) are 2 signals with the following
Fourier transform:

x1 (t ) ⎯FT
⎯→ X1 (ω ) and x2 (t ) ⎯FT
⎯→ X 2 (ω )
then

a1 x1 (t ) + a2 x2 (t ) ¾¾®
FT
a1 X 1 (w ) + a2 X 2 (w )

63

63

Properties of Fourier Transform

• Time scaling:
if x (t ) ⎯FT
⎯→ X (ω )

1 ⎛ω ⎞
then x ( at ) ⎯FT
⎯→ X⎜ ⎟
a ⎝a⎠

for “a” can be any real numbers where a ≠ 0

64

64

32
 Properties of Fourier Transform
• Time shifting: Given a signal x(t), the time-shifted signal is
given by x(t – t0), the Fourier transform of x(t – t0) is:

x(t - t0 ) ¾¾®
FT
e - jwt0 X (w )

• Frequency shifting:

CTFT
If x(t) ←⎯⎯ → X(ω ), then
e jω0t x(t) ←⎯⎯
CTFT
→ X(ω − ω 0 ), for ω 0 ∈ ℜ

65

65

Properties of Fourier Transform

• Time differentiation: Given a signal x(t), the Fourier
transform of the time-differentiated signal dx/dt:
if x (t ) ⎯FT
⎯→ X (ω )

dx FT
then ⎯ ⎯→ jω X (ω )
dt
• Time integration: Given a signal x(t), the Fourier transform
of the time-integrated signal:

if x (t ) ⎯FT
⎯→ X (ω )
t
FT X (ω )
then ∫ x (τ ) dτ ⎯⎯→ jω
+ π X ( 0 ) δ (ω )
−∞
66

66

33
 Properties of Fourier Transform
• Duality: if x (t ) ⎯FT
⎯→ X (ω )

then X (t) ⎯FT ( )

⎯→ 2π x −ω

67

67

Activity 11
Determine the Fourier transform of the sine function cos(ω0t).

68

68

34
 Activity 11 Solution
Given
1
cos(ω 0 t) = ⎡⎣e jω0t + e− jω0t ⎤⎦
2
jω 0t CTFT
e ←⎯⎯→ 2πδ (ω − ω 0 )
e− jω0t ←⎯⎯
CTFT
→ 2πδ (ω + ω 0 )
Applying linear property:

1 1
F {cos(ω 0 t)} = F {e jω0t } + F {e− jω0t } = π [δ (ω − ω 0 ) + δ (ω − ω 0 )]
2 2

69

69

Properties of Fourier Transform

• Convolution:

If x1 (t ) ¾¾® X 1 (w ) and x2 (t ) ¾¾® X 2 (w )

FT FT

then x1 (t )* x2 (t ) ¾¾®
FT
X 1 (w )X 2 (w )

1 ⎡
and x1 (t ) x2 (t ) ⎯FT
⎯→⎣ X1 (ω ) * X 2 (ω )⎤⎦
2π
• In other words, convolution between 2 signals in the time
domain is equivalent to the multiplication of the Fourier
Transform of the 2 signals in the frequency domain.
• Conversely, convolution in frequency domain is equivalent
to multiplication of the inverse FTs in the time domain.
70

70

35
 Parseval’s Energy Theorem
• Consider an energy signal x(t), the following relationship
holds true:

¥ ¥
1
ò x(t ) dt = ò X (w )
2 2
Ex = dw
-¥
2p -¥

71

71

Fourier transform of periodic signals

• Consider a periodic signal x(t), with a fundamental period of
T0: ¥
x(t ) = å Dn e jnw0t
n = -¥

1
ò x(t )e
- jnw0t
where Dn = dt
T0 <T0 >

• The Fourier transform of x(t) is:

ì ¥ ü
X (w ) = F {x(t )} = F í å Dn e jnw0t ý
în = -¥ þ

{ }
¥ ¥
X (w ) = å Dn F e jnw0t = 2p å D d (w - nw )
n 0
n = -¥ n = -¥
72

72

36
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 73

73

LTIC system analysis using CTFT

x(t) y(t)
h(t)

• The convolution property provides us an alternative method

to calculate the convolution integral using the Fourier
transform.
If x (t ) ⎯FT ⎯→ H (ω ), y (t ) ¾¾® Y (w )
FT
⎯→ X (ω ), h (t ) ⎯FT

The output signal y(t) is expressed in terms of the impulse

response h(t) and the input signal x(t):

y (t ) = x (t ) * h (t ) ⎯FT
⎯→Y (ω ) = X (ω ) H (ω )
74

74

37
 Calculate the Convolution Integral Using FT
• The procedure for evaluating the output y(t) of an LTIC
system in the frequency domain:

1. Calculate the Fourier transform X(ω) of input signal x(t);

2. Calculate the Fourier transform H(ω) of the impulse

response h(t). H(ω) is referred to as the transfer function of
the LTIC system;

3. The Fourier transform of the output signal Y(ω) is given by:

Y (w ) = X (w )H (w )
4. Calculate y(t) by taking the inverse Fourier transform of
Y(ω) . 75

75

Activity 12
Given the input signal and impulse response:

x (t ) = e−t u (t ), h(t ) = e -2t u (t )

Determine the output y(t) using the Fourier transform-based

approach.

76

76

38
 Activity 12 Solution
Based on Fourier transfer Table, we have:
CTFT 1 CTFT 1
e−t u (t ) ←⎯⎯ → and e−2t u (t ) ←⎯⎯ →
1+ jω 2 + jω
1 1 1
∴Y (ω ) = X(ω )H (ω ) = × =
1+ jω 2 + jω (1+ jω )(2 + jω )
Applying partial fraction expansion:
1 k k2
Y (ω ) = = 1 +
(1+ jω )(2 + jω ) 1+ jω 2 + jω
1 1
k1 = = 1, k2 = = −1
(2 + jω ) jω =−1
(1+ jω ) jω =−2

1 1
∴Y (ω ) = −
1+ jω 2 + jω
77

77

Activity 12 Solution
1 1
Y (ω ) = −
1+ jω 2 + jω
Taking inverse FT yields:

y(t) = ( e−t − e−2t ) u(t)

78

78

39
Transfer function of an LTIC system
x(t) y(t)
h(t)

For an LTIC system, the relationship between x(t) and y(t) can
be described using a constant coefficient differential equation
of the form:

dny d2y dy d mx dx
an n + ... + a2 2 + a1 + a0 y t = bm m + ... + b1 + b0 x(t )
( )
dt dt dt dt dt
$ %
𝑑! 𝑦 𝑑! 𝑥
! 𝑎! ! = ! 𝑏! !
𝑑𝑡 𝑑𝑡
!"# !"#

79

79

Transfer function of an LTIC system

• Applying CTFS on both sides of LCCDE and noting the Time
differentiation property of CTFS, i.e. if x(t ) ¾¾®
FT
X (w )
then dx FT n
d x FT
¾¾® jwX (w ) ¾¾®( jw ) X (w )
n
n
dt dt

• We can find the Transfer function:

n m
k k
∑ a ( jω )
k Y (ω ) = ∑ bk ( jω ) X(ω )
k=0 k=0
m
k

Y (ω )
∑ b ( jω )
k
k=0
or H (ω ) = = n
X(ω ) k
∑ a ( jω )
k
k=0
80

80

40
 Activity 13
Consider the following input-output relationship of an LTIC
system:
d2y dy
2
+ 3 + 2y (t ) = x (t )
dt dt

Determine the impulse response h(t).

81

81

Activity 13 Solution:
d2y dy
2
+ 3 + 2y (t ) = x (t )
dt dt
Y (ω ) 1 1
H (ω ) = = 2
=
X(ω ) ( jω ) + 3 jω + 2 (1+ jω )(2 + jω )
k1 k2
= +
(1+ jω ) (2 + jω )
1 1
k1 = = 1, k2 = = −1
(2 + jω ) jω =−1
(1+ jω ) jω =−2

1 1
H (ω ) = −
(1+ jω ) (2 + jω )

82

82

41
 Activity 13 Solution
1 1
H (ω ) = −
1+ jω 2 + jω
Taking inverse FT yields:

( )
h(t) = e −t − e −2t u(t)

83

83

Activity 14
Consider the following LTIC system:
R

+ +
x(t) C y(t)
_ _

Using Fourier transform approach, determine the impulse

response h(t) of this system if R = 1Ω and C = 0.5F.

84

84

42
 R

Activity 14 Solution + +
x(t) C y(t)
Applying KVL, _ _

iC (t)R + y(t) = x(t)

dy(t) dy(t)
∵iC (t) = C → RC
⎯⎯ + y(t) = x(t)
dt dt
Y (ω ) 1
H (ω ) = =
X(ω ) jωCR +1
Given R = 1Ω and C = 0.5F,

1 1 2
H (ω ) = = =
jωCR +1 0.5 ×1× jω +1 jω + 2
85

85

Activity 15
For the circuit in Activity 14, find the output response if the
input x(t) = cos(3t)
R

+ +
x(t) C y(t)
_ _

86

86

43
 R

Activity 15 Solution + +
x(t) C y(t)
Given x(t) = cos(3t), based on _ _

Fourier transfer table,

X(ω ) = π [δ (ω − 3) + δ (ω + 3)]

Since

Y (ω ) 2 2π
H (ω ) = = ⎯⎯ →Y (ω ) = [δ (ω − 3) + δ (ω + 3)]
X(ω ) jω + 2 2 + jω
2π 2π
Y (ω ) = δ (ω − 3) + δ (ω + 3)
2 + jω 2 + jω

87

87

Activity 15 Solution (2)

2π 2π
Y (ω ) = δ (ω − 3) + δ (ω + 3)
2 + jω 2 + jω
2π 2π
= δ (ω − 3) + δ (ω + 3)
2+3j 2 −3j
2π (2 − 3 j) 2π (2 + 3 j)
= 2 2
δ (ω − 3) + 2 2 δ (ω + 3)
2 +3 2 +3
4π 6π
= [δ (ω − 3) + δ (ω + 3)] + [δ (ω − 3) − δ (ω + 3)]
13 13 j
Taking inverse FFT, we have
4 6
y(t) = cos(3t) + sin(3t)
13 13 88

88

44
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 89

89

Gain and phase responses

• The Fourier transfer function H(ω) provides a complete
description of the LTIC system.

• The magnitude of a transfer function |H(ω)| is referred to as

the gain response of the system (also called the magnitude
spectrum)

• The phase of a transfer function ∠H (ω ) is referred to as the

phase response of the system (also called the phase
spectrum)

90

90

45
 Example
What is the gain and phase responses of the following LTIC
system? R

+ +
x(t) C y(t)
_ _

From Activity 14, we know the transfer function of the system

is:
Y (ω ) 1
H (ω ) = =
X(ω ) 1+ jω RC

91

91

Gain and phase responses plots

Gain response of a RC circuit with R = 1ohm and C = 0.5F Gain response of a RC circuit with R = 1ohm and C = 0.5F
1 1

0.9 0.9

0.8 0.8

0.7 0.7

0.6 0.6
magnitude

magnitude

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 20 40 60 80 100 -1 -0.5 0 0.5 1 1.5 2
frequency log10(frequency)

Phase response of a RC circuit with R = 1ohm and C = 0.5F Phase response of a RC circuit with R = 1ohm and C = 0.5F
0 0

-10 -10

-20 -20

-30 -30
phase angle

phase angle

-40 -40

-50 -50

-60 -60

-70 -70

-80 -80

-90 -90
0 20 40 60 80 100 -1 -0.5 0 0.5 1 1.5 2
frequency log (frequency)
10
92

92

46
 Bode Plots
• A logarithmic scale with base 10 is used for the frequency
axis.

• The magnitude of a transfer function |H(ω)| in a Bode plot is

given as:
20 log10 H (ω )

and is expressed in decibels (dB)

93

93

Bode plots

Gain response of a RC circuit with R = 1ohm and C = 0.5F Bode Diagram

1 0

0.8
-10
0.6
magnitude

Magnitude (dB)

H (w ) 20 log10 H (w )
0.4 -20

0.2
-30
0
-1 -0.5 0 0.5 1 1.5 2
log10(frequency)
-40
Phase response of a RC circuit with R = 1ohm and C = 0.5F 0
0

-20
Phase (deg)
phase angle

-40 -45

-60

-80
-90
-100 -1 0 1 2
-1 -0.5 0 0.5 1 1.5 2 10 10 10 10
log10(frequency) Frequency (rad/s)

94

94

47
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 95

95

Why another transform?

• CTFT is not defined for all aperiodic signals
CTFT existence condition:
¥

ò x(t ) dt < ¥
-¥

• CTFT can only be applied to stable LTIC system, i.e.

∞

∫ h (t ) dt < ∞
−∞

• CTFTs are complex-valued in most cases.

96

96

48
 Laplace transform
• Laplace transform analysis equation:
¥
X (s ) = ò x (t )e - st
dt Also called bilateral
Laplace transform
-¥

where s = σ + jω
s + j¥
1
• Laplace synthesis equation: x(t ) = ò X (s )e st ds
2pj s - j¥

DO NOT worry about this equation, seldom

used as the computation is too complicated.
97

97

Example of bilateral Laplace transform

Calculate the bilateral Laplace transform for:

x(t ) = e - at u (t )

98

98

49
 Example of bilateral Laplace transform (2)
∞ ∞

( ) ∫ e u (t )e
X s = −at −st
dt = ∫e −(a+s)t
dt
−∞ 0
⎧ 1
1 −( s+a)t ∞ ⎪ Re[s] > −a
=− e =⎨ s+a
a+s 0
⎪ undefined
⎩ Re[s] ≤ −a
The set of values of s over which the bilateral Laplace
transform is defined is referred to as the region of
convergence (ROC).
99

99

Laplace transform
¥
X (s ) = ò x(t )e
- st
dt
-¥

• Biliteral Laplace transform is used to analyze both causal

and non-causal systems. Most physical systems and
signals are causal.
• The Laplace transform for causal systems and signals is
referred to as unilateral or just Laplace transform:
¥
X (s ) = ò x(t )e - st dt
0-

We will use this equation often for Laplace transform. 100

100

50
 Activity 16
Calculate the Laplace transform for:
a)
x(t ) = d (t )

b) x(t ) = u (t )

101

101

Activity 16 Solution
x1 (t ) = δ (t )
∞ ∞
−st
X1 (s) = ∫ δ (t)e dt = ∫ δ (t)dt = 1
0 0
ROC is entire s-plane

102

102

51
 Activity 16 Solution (2)

x2 ( t ) = u ( t )
∞
−st
X 2 (s) = ∫ u(t)e dt
0
∞
−st 1 ∞ 1
= ∫e dt = − e−st = Re[s] > 0
0 s 0 s

ROC: Re[s]>0

103

103

Laplace transform and Fourier transform

• Fourier transform : ∞
− jω t
X (ω ) = ∫ x (t ) e dt
−∞
• Laplace transform: ¥
X (s ) = ò x(t )e
- st
dt
-¥

• Fourier and Laplace transform:

∞
− jω t
X (ω ) = ∫ x (t ) e dt = X(s) s= jω
−∞

104

104

52
 Laplace transform Pairs
Laplace Transform
Region of Convergence
¥
x(t) (ROC)
X ( s) = ò
-¥
x(t )e - st dt

1. x(t) = d(t) 1 Entire s-plane

1 Re{s} > 0
2. x(t) = u(t )
s
3. x(t) = u(t) - u(t - a) 1
s
(1 - e ) - as Re{s} > 0

1 Re{s} > -a
4. x(t) = e-at u(t) a+ s
1 Re{s} > 0
5. x(t) = t u(t)
s2
n! Re{s} > 0
6. x(t) = tn u(t) s n +1
1 Re{s} > -a
7. x(t) = t e-at u(t) (a+ s )2
n! Re{s} > -a
8. x(t) = tn e-at u(t)
(a + s )n +1
s Re{s} > 0
9. x(t) = cos(w0t) u(t) w02 + s 2
w0 Re{s} > 0
10. x(t) = sin(w0t) u(t) w02 + s 2
a+ s Re{s} > -a
11. x(t) = exp(-at) cos(w0t) u(t) ( a + s ) 2 +w02
w0 Re{s} > -a
12. x(t) = exp(-at) sin(w0t) u(t)
( a + s ) 2 + w02
105

105

Fourier Transform of Elementary Signals

106

106

53
 Fourier Transform of Elementary Signals

107

107

Fourier Transform of Elementary Signals

108

108

54
 Spectra for the Laplace transform
• Since s is a complex variable, the magnitude and phase
spectra of the Laplace transform can be plotted with respect
to a 2D complex plane with Re{s} = σ and Im{s} = ω being
the two independent axes.
• What is the Laplace spectra of the signal:

x(t ) = e -3t u (t )

109

109

Spectra for the Laplace transform

• Laplace spectra of the signal: x(t ) = e -3t u (t )

110

110

55
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 111

111

Properties of Laplace transform

• Linearity: if x1(t) and x2(t) are 2 signals with the following
Laplace transform:

x1 (t ) ¾
¾®
L
X 1 (s ) with ROC : R1

and
x2 (t ) ¾
¾®
L
X 2 (s ) with ROC : R2

Then a1 x1 (t ) + a2 x2 (t ) ⎯L⎯
→ a1 X1 ( s) + a2 X 2 ( s)

with ROC : at least R1 ∩ R2

112

112

56
 Properties of Laplace transform
• Time shifting:

If x(t ) ¾
¾®
L
X (s ) with ROC : R

then
x(t - t0 ) ¾
¾®
L
e - st0 X (s ) with ROC : R

• Shifting in the s-domian:

If x(t ) ¾
¾®
L
X (s ) with ROC : R

then e s0t x(t ) ¾

¾®
L
X (s - s0 ) with ROC : R

113

113

Properties of Laplace transform

• Time differentiation:

if x(t ) ¾
¾®
L
X (s ) with ROC : R

then
dx L
dt
¾® sX (s ) - x 0 -
¾ ( ) with ROC : R

Hence,
d nx L
dt n
¾
n n -1
( ) ( ) ( )
¾®(s ) X (s ) - (s ) x 0 - - ...sx (n - 2 ) 0 - - x (n -1) 0 -

with ROC : R

114

114

57
 Properties of Laplace transform
• Time convolution:
x1 (t ) ¾
¾®
L
X 1 (s ) with ROC : R1
If

and
x2 (t ) ¾
¾®
L
X 2 (s ) with ROC : R2

Then:
x1 (t )* x2 (t ) ¾
¾®
L
X 1 (s )X 2 (s )
containing at least ROC : R1 Ç R2

115

115

CTFT: Laplace Transform

Properties in the ¥ ¥

ò x(t )e ò x (t ) e
- jwt - st
time domain X ( jw) = dt X ( s) = dt
-¥ -¥

Linearity: a1 X 1 ( s) + a2 X 2 ( s)
a1 X 1 (w) + a2 X 2 (w)
a1 x1 (t ) + a2 x2 (t ) ROC : at least R1  R2
Time Scaling: 1 X ( as )
1 X ( wa ) |a|
x( at ) |a|
with ROC : aR
Time Shifting: e - st 0 X ( s )
x(t - t0 ) e - jw0t X (w)
with ROC : R
Frequency / s-domain Shifting: X ( s - s0 )
X (w - w 0 )
x(t )e jw0t or x (t )e s0t with ROC : R + Re{s 0 }
Time Differentiation: jwX (w) sX ( s ) - x 0 - ( )
dx / dt with ROC : R
t X (s)
X ( w)
Time Integration: ò x (t )dt
-¥
jw
+ pX (0)d(w) s
with ROC : R  Re{s} > 0 ,
Frequency / s-domain
- jdX / dw dX / ds
Differentiation: (-t ) x(t )
Duality:
2p x(w) Not applicable
X (t )
Time Convolution: X 1 ( s) X 2 ( s)
X 1 (w) X 2 (w)
x1 (t ) * x2 (t ) ROC includes R1  R2
Frequency / s-domain 1
2p
X 1 (s) * X 2 (s)
1
2p
X 1 (w) * X 2 (w)
Convolution: x1 (t ) x2 (t ) ROC includes R1  R2
¥ ¥

ò ò
2 2
Parsevals Relationship: x (t ) dt = 21p X (w ) dw Not applicable
-¥ -¥

¥ lim sX (s)
Initial value: s ®¥
x(0+) if it exists
1
2p ò X (w)dw provided s = ∞ is included
-¥
in the ROC of sX(s).
lim sX (s)
Final value: s®0
Not applicable
x(∞) if it exists provided s = 0 is included
in the ROC of sX(s).
116

116

58
 Activity 17
Calculate the Laplace transform for x(t):

x(t ) = sin (w0t )u (t )

117

117

Activity 17 Solution (Method 1)

∞ ∞
X(s) = ∫ x (t ) e−st dt = ∫ sin (ω t ) e
0
−st
dt
0 0

e at
from integral table: ∫ eat sin bt dt = a2 + b2
( asin bt − b cosbt ) + C
∞
−st
X(s) = ∫ sin (ω t ) e
0 dt
0
∞
e−st
= 2 [−ssin(ω 0t) − ω 0 cos(ω 0t)]
s + ω 02 0

ω0
= Re[s] > 0
s + ω 02
2

118

118

59
 Activity 17 Solution (Method 2)
1 ⎡ jω0t − jω0t ⎤
sin (ω 0 t ) = ⎣e − e ⎦
2j
∞
1 ∞ ⎡ jω0t − jω0t ⎤ −st
X(s) = ∫ x (t ) e−st dt = ∫ ⎣e − e ⎦e dt
0 2j 0
∞
1 ⎡ −(s− jω0 )t −(s+ jω0 )t ⎤
= ∫ ⎣e
2j 0
−e ⎦ dt
∞
1 ⎡ e−(s− jω0s)t e−(s+ jω0 )t ⎤
= ⎢ − ⎥
2 j ⎣ −(s − jω 0 ) −(s + jω 0 ) ⎦ 0
1⎡ 1 1 ⎤
= ⎢ − ⎥
2 j ⎣ s − jω 0 s + jω 0 ⎦
ω0
= Re[s] > 0
s + ω 02
2
119

119

Activity 17 Solution (Method 3)

LP 1
u(t) ←⎯ → Re[s] > 0
s
applying s-shift property:
1
e jω0t u(t) ←⎯
LP
→ Re[s] > 0
s − jω 0
1
e− jω0t u(t) ←⎯
LP
→ Re[s] > 0
s + jω 0
1 jω0t − jω0t 1⎛ 1 1 ⎞
2j
( e − e ) u(t) ←⎯LP
→ ⎜ − ⎟
2 j ⎝ s − jω 0 s + jω 0 ⎠
ω0
sin(ω 0 t) = Re[s] > 0
s + ω 02
2
120

120

60
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 121

121

Inverse Laplace transform

• Laplace synthesis equation:
s + j¥
1
x(t ) = ò X (s )e st ds
2pj s - j¥

• Laplace transform in rational form:

N (s ) bm s m + bm -1s m -1 + bm - 2 s m - 2 ... + b1s + b0

H (s ) = = n
D(s ) s + an -1s n -1 + an - 2 s n - 2 ... + a1s + a0

we can apply partial fraction expansion to find the inverse.

122

122

61
 Steps in finding the inverse
1. Calculate the roots of the characteristic equation, D(s), of
the rational fraction.
Assume that the roots are real-valued and do not repeat,
then

N ( s) N(s)
H ( s) = =
D ( s ) (s − p1 )(s − p2 )... + (s − pn−1 )(s − pn )

2. Use partial fraction expansion formula, we get the following

if no roots are repeated.
k1 k2 kn−1 kn
H ( s) = + +!+ +
(s − p1 ) (s − p2 ) (s − pn−1 ) (s − pn )
123

123

Steps in finding the inverse

2. (con’t) calculate kr

⎡ N(s) ⎤
kr = ⎢(s − pr ) ⎥
⎣ D(s) ⎦s=pr

3. Apply Laplace transform pair below to get the inverse.

1
e prt u(t) ←⎯
L
→ Re{s} > pr
(s − pr )

124

124

62
 Activity 18
Calculate the impulse response of the following transfer
function if the specified LTIC system is causal.

(s + 4)(s + 5)
H (s) =
s(s + 2)(s − 2)

125

Activity 18 Solution
(s + 4)(s + 5) k1 k k
H (s) = = + 2 + 3
s(s + 2)(s − 2) s s + 2 s − 2
(s + 4)(s + 5) 4×5
k1 = s × = = −5
s(s + 2)(s − 2) s=0 2 × (−2)
(s + 4)(s + 5) (−2 + 4)(−2 + 5) 3
k2 = (s + 2) × = =−
s(s + 2)(s − 2) s=−2 (−2)(−2 − 2) 4
(s + 4)(s + 5) (2 + 4)(2 + 5) 21
k3 = (s − 2) × = =
s(s + 2)(s − 2) s=2 (2)(2 + 2) 4
5 3 21
∴ H (s) = − − + Property 7 Re{s}>2
!s !" 4(s
# +# 2) !"
$ 4(s
# −# 2)
$
Re{s}>0 Re{s}>−2 Re{s}>2

⎡ 3 21 ⎤
∴h(t) = ⎢−5 − e−2t + e 2t ⎥ u(t)
⎣ 4 4 ⎦
126

63
 Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 127

127

Characteristic equation
• Given a transfer function in the following form:
N ( s ) bm s m + bm−1s m−1 + bm−2 s m−2 ... + b1s + b0
H ( s) = = n
D ( s) s + an−1s n−1 + an−2 s n−2 ... + a1s + a0

The characteristic equation is defined as follow:

D(s) = sn + an−1s n−1 + an−2 s n−2 ... + a1s + a0 = 0

It determines the behavior of the system, including its

stability and possible mode of the output response.

128

128

64
 Zeros
• Given a transfer function in the following form:
N ( s ) bm s m + bm−1s m−1 + bm−2 s m−2 ... + b1s + b0
H ( s) = = n
D ( s) s + an−1s n−1 + an−2 s n−2 ... + a1s + a0

The zeros are the finite locations in the complex s-plane,

where |H(s)|=0. The zeros can be obtained by solving the
following equation:

N(s) = bm s m + bm−1s m−1 + bm−2 s m−2 ... + b1s + b0 = 0

There will be m roots leading to m zeros.

129

129

Poles
• Given a transfer function in the following form:
N ( s ) bm s m + bm−1s m−1 + bm−2 s m−2 ... + b1s + b0
H ( s) = = n
D ( s) s + an−1s n−1 + an−2 s n−2 ... + a1s + a0

The poles are the finite locations in the complex s-plane,

where |H(s)| has an infinite value. The poles can be
obtained by solving the characteristic equation:

D(s) = sn + an−1s n−1 + an−2 s n−2 ... + a1s + a0 = 0

There will be n roots leading to n poles.

130

130

65
 Poles and zeros
• To determine the poles and zeros, the transfer function is
factorized:

N (s ) bm s m + bm -1s m -1 + bm - 2 s m - 2 ... + b1s + b0

H (s ) = = n
D(s ) s + an -1s n -1 + an - 2 s n - 2 ... + a1s + a0

N (s ) bm (s - z1 )(s - z 2 )...(s - z m )
H (s ) = =
D(s ) (s - p1 )(s - p2 )...(s - pn )

131

131

Poles and zeros

• Poles and zeros can be shown on a complex plane (or
called the s-plane).
• The pole is usually represented by a cross “ X”
• The zero is usually represented by a circle “o”.
• For example, the poles and zeros of the following H(s) can
be shown on a complex-plane:
H (s ) =
(s - 2)
(s + 3)(s - 1)
Im(s)

0 Re(s)
-3 1 2

132

132

66
 Properties of ROC
• Property 1: The ROC consists of 2D strips that are parallel
to the imaginary jω-aixs.
• Property 2: For a right-sided function, the ROC takes the
form Re{s} > σ0 and consists of the right side of the complex
s-plane.
• Property 3: For a left-sided function, the ROC takes the form
Re{s} < σ0 and consists of most of the left side of the
complex s-plane.
• Property 4: For a finite duration function, the ROC consists
of the entire s-plane except for the possible deletion of the
point s=0.

133

133

Properties of ROC
• Property 5: For a double-sided function, the ROC takes
the form σ1<Re{s} < σ2 and is a confined strip within the
complex s-plane.
• Property 6: The ROC of a rational transfer function does
not contain any pole.
• Property 7: The ROC R for a right-sided LTIC system with
the rational transfer function H(s) is given by R:
Re{s}>Re{pr}, where pr is the location of the rightmost pole
among the n poles.
• Property 8: The ROC R for a left-sided function with the
rational transfer function H(s) is given by R: Re{s}<Re{pl}
where pl is the leftmost pole among the n poles.

134

134

67
 Stable and Causal LTIC Systems
• A causal LTIC system with n poles {pr}, 1 ≤ r ≤ n, will be
absolutely BIBO stable if and only if the real part of all poles
are non-zero negative numbers, i.e. if

Re{pr } < 0 for all r.

• In other words, a causal LTIC system will be absolutely

BIBO stable if and only if all of its poles lie in the left half of
the s-plane.
• It also implies that a LTIC system will be absolutely stable if
the ROC occupies the entire right half of the complex plane
including the jω-axis

135

135

LTIC system analysis using Laplace transform

1. Calculate the Laplace transform X(s) of the input signal
x(t). If input signal and impulse response are both causal
functions, then unilateral Laplace transform is used.
2. Calculate the Laplace transform H(s) of the impulse
response h(t) of the LTIC system.
3. Based on the convolution property, the Laplace transform
Y(s) of the output response y(t) is given by:
Y (s) = X(s)H (s)
4. Calculate the output response y(t) by taking the inverse
Laplace transform of Y(s).

136

136

68
 Activity 19
Determine the overall and steady state values of the output
of the RC series circuit below. Assume that R = 1Ω and C =
0.5F, the capacitor is uncharged at t=0, and the input signal
x(t) is:
x(t) = sin(3t)u(t)
R

+ +
x(t) C y(t)
_ _

137

Activity 19 Solution
3
X(s) = L [sin(3t)u(t)] = 2
s +9
1
1 2
H (s) = sC = =
1 1+ sRC s + 2
R+
sC
3 2 6
Y (s) = X(s)H (s) = 2 × =
s + 9 s + 2 (s + 2)(s 2 + 9)
k1 k (s − 2)
= + 22
(s + 2) (s + 9)

138

69
 Activity 19 Solution (2)
k1 k2 (s − 2) k1 (s 2 + 9) + k2 s 2 − 4k2
Y (s) = + =
(s + 2) (s 2 + 9) (s + 2)(s 2 + 9)
(k1 + k2 )s 2 + 9k1 − 4k2 6
= =
(s + 2)(s 2 + 9) (s + 2)(s 2 + 9)
⎧ ⎧ 6
⎧⎪ ⎪ ⎪ k1 =
k1 + k2 = 0 ⎪ k1 = −k2 ⎪ 13
⎨ →⎨ →⎨
⎪⎩ 9k1 − 4k2 = 6 ⎪ 13k1 = 6 ⎪ k =− 6
⎪⎩ ⎪⎩ 2 13
6 6(s − 2)
Y (s) = −
13(s + 2) 13(s 2 + 9)
139

Activity 19 Solution (3)

k1 k2 k3
or Y (s) = + +
(s + 2) (s + 3 j) (s − 3 j)
6 6 6
k1 = (s + 2) = =
(s + 2)(s 2 + 9) s=−2 (−2)2 + 9 13
(s + 3 j) × 6 6 (2 + 3 j)
k2 = = =
(s + 2)(s 2 + 9) s=−3 j (−3 j + 2)(−6 j) −13 j
(s − 3 j) × 6 6 (2 − 3 j)
k3 = 2
= =
(s + 2)(s + 9) s=3 j (3 j + 2)(6 j) 13 j

140

70
 Activity 19 Solution (4)
6 (2 + 3 j) (2 − 3 j)
Y (s) = − +
13(s + 2) 13 j(s + 3 j) 13 j(s − 3 j)
6 6(s − 2)
= −
13(s + 2) 13(s 2 + 9)
6 6s 4×3
= − +
13(s + 2) 13(s + 9) 13(s 2 + 9)
2

Based on Laplace transform pair:

⎡6 6 4 ⎤
y(t) = ⎢ e−2t − cos(3t) + sin(3t)⎥ u(t)
⎣13 13 13 ⎦

141

Activity 19 Solution (5)

⎡6 6 4 ⎤
y(t) = ⎢ e−2t − cos(3t) + sin(3t)⎥ u(t)
⎣13 13 13 ⎦
The steady state value of the output y ss (t)
⎡ 6 4 ⎤
yss (t) = lim y(t) = ⎢− cos(3t) + sin(3t)⎥ u(t)
t→∞ ⎣ 13 13 ⎦

142

71
 Activity 20
An LTI system has an impulse response h(t) with the
Laplace transfer function H(s) satisfies the following
properties:

a) the Laplace transfer function has 2 poles but no

zeros;

b) the area enclosed by the impulse response is 5,

¥
that is: h(t )dt = 5
ò
-¥

c) A pole is located at s = -1 +2j

Determine the transfer function H(s) and its ROC. 143

143

Activity 20 Solution
Based on the given condition (a), the Laplace transfer function has 2 poles but no
zeros, so the transfer function will take the form:

K
H (s) =
(s − p1 )(s − p2 )

Given one pole is located at p=-1+2j, assume p1=-1+2j, then p2=-1-2j,

K K
H (s) = =
(s +1− 2 j)(s +1+ 2 j) (s +1) − (2 j) 2
2

K K
= 2
= 2
(s +1) + 4 s + 2s + 5

144

144

72
 Activity 20 Solution (2)
We know that: ∞
−st
H (s) = ∫ h (t ) e dt
−∞
∞ ∞
−st
H (0) = ∫ h (t ) e dt = ∫ h (t ) dt =5
−∞ −∞

K K
∴ H (0) = 2
= = 5 ⎯⎯
→ K = 25
s + 2s + 5 s=0 5

K 25
H (s) = 2
= 2 Re{s} > −1
s + 2s + 5 s + 2s + 5

145

145

Topics covered
• Fourier series
• Trigonometric Fourier series
• Exponential Fourier series
• Fourier spectrum
• Fourier transform
• Fourier transform for aperiodic signals
• Evaluation of inverse Fourier transform
• Properties of Fourier transform
• LTIC systems analysis using Fourier transform
• Bode plot
• Laplace transform
• Properties of Laplace transform
• Inverse Laplace transform
• LTIC systems analysis using Laplace transform
• Solution of differential equations 146

146

73
 Solution to differential equation
1. Find Y(s). To compute the overall response, take the
Laplace transform of each term of both sides.
2. Apply partial fraction expansion to obtain the partial
fraction coefficients.
3. Take inverse the Laplace transform to get y(t).

147

147

Activity 21
Given the following differential equation:

d2y dy
2
+ 7 +12y(t) = 12x(t)
dt dt

Determine the zero-input, zero-state, and overall response

of the system produced by the input: x(t) = 2e−t u(t) . Assume
that
dy(0 − )
y(0 − ) = 5, =0
dt

148

148

74
 Activity 22 solution (1): solving LCCDE

• Find solution yzi(t) for zero input:

dy(0− )
∵ y(0 ) = 5,
−
= 0, x(t) = 0
dt
r 2 + 7r +12 = 0 → r1 = −3,r2 = −4
y zi (t) = A1e −3t + A2e −4t
⎧ A + A =5 ⎧ A = 20
⎪ 1 2 ⎪
⎨ →⎨ 1
⎪⎩ −3A1 − 4A2 = 0 ⎪⎩ A2 = −15
y zi (t) = 20e −3t −15e −4t

149

149

Activity 22 solution (1): solving LCCDE

• Find solution yzz(t) for zero state:
dy(0− )
∵ y(0− ) = 0, = 0, x(t) = 2e −t u(t)
dt
y zz (t) = yh (t) + y pt (t)
yh (t) = A1e −3t + A2e −4t , y pt (t) = Ce −t
d 2 y pt dy pt
2
+7 +12 y pt = Ce −t − 7Ce −t +12Ce −t = 12 × 2e −t → C = 4
dt dt
⎧ y zz (0) = A1 + A2 + C = A1 + A2 + 4 = 0
⎪ ⎧ A = −12
⎪
⎨ dy (0) →⎨ 1
⎪ zz
= −3A1 − 4A2 − C = −3A1 − 4A2 − 4 = 0 ⎪⎩ A2 = 8
⎩ dt
y zz (t) = 4e −t −12e −3t + 8e −4t
150

150

75
 Activity 22 solution (1): solving LCCDE
• Overall response:

y(t) = y zi (t) + y zz (t) = 20e −3t −15e −4t −12e −3t + 8e −4t + 4e −t
∴ y(t) = 4e −t + 8e −3t − 7e −4t

151

151

Activity 22 solution: solving by LT

dy(0 − )
∵ y(0 − ) = 5, = 0, x(t) = 2e−t u(t),
dt
2
X(s) = L [ x(t)] = L ⎡⎣2e−t u(t)⎤⎦ =
s +1
Y (S) = L[y(t)]
⎡ dy ⎤
L ⎢ ⎥ = sY (s) − y(0 − ) = sY (s) − 5
⎣ dt ⎦
⎡d2y⎤ 2 − dy(0 − ) 2
L ⎢ 2 ⎥ = s Y (s) − sy(0 ) − = s Y (s) − 5s
⎣ dt ⎦ dt
24
∴⎡⎣s 2Y (s) − 5s⎤⎦ + 7 [ sY (s) − 5] +12Y (s) =
s +1
152

152

76
 Activity 22 solution (2)

24
∵⎡⎣s 2Y (s) − 5s⎤⎦ + 7 [ sY (s) − 5] +12Y (s) =
s +1
2
24 5s + 40s + 59
(s 2 + 7s +12)Y (s) = + 5s + 35 =
s +1 s +1
2 2
5s + 40s + 59 5s + 40s + 59
Y (s) = 2
=
(s +1)(s + 7s +12) (s +1)(s + 3)(s + 4)
k k k
∴Y (s) = 1 + 2 + 3
s +1 s + 3 s + 4

153

153

Activity 22 solution (3)

5s 2 + 40s + 59 5(−1) 2 + 40(−1) + 59
k1 = (s +1) = =4
(s +1)(s + 3)(s + 4) s=−1 (−1+ 3)(−1+ 4)
5s 2 + 40s + 59 5(−3) 2 + 40(−3) + 59
k2 = (s + 3) = =8
(s +1)(s + 3)(s + 4) s=−3 (−3+1)(−3+ 4)
5s 2 + 40s + 59 5(−4) 2 + 40(−4) + 59
k3 = (s + 4) = = −7
(s +1)(s + 3)(s + 4) s=−4 (−4 +1)(−4 + 3)
4 8 7
Y (s) = + −
s +1 s + 3 s + 4
Take the inverse Laplace transfor, the overall response
y(t) = ⎡⎣4e −t + 8e −3t − 7e −4t ⎤⎦ u(t)
154

154

77
 Activity 22 solution (4)
d2y dy
Zero-input response: 2
+ 7 +12y(t) = 0
dt dt
⎡⎣s YZI (s) − 5s⎤⎦ + 7 [ sYZI (s) − 5] +12YZI (s) = 0
2

5s + 35 5s + 35 k k
YZI (s) = 2
= = 1 + 2
s + 7s +12 (s + 3)(s + 4) s + 3 s + 4
5s + 35 5(−3) + 35
k1 = (s + 3) = = 20
(s + 3)(s + 4) s=−3 −3+ 4
5s + 35 5(−4) + 35
k2 = (s + 4) = = −15
(s + 3)(s + 4) s=−4 −4 + 3
20 15
YZI (s) = − ⎯Zero−input
⎯⎯⎯ → yZI (t) = ⎡⎣20e−3t −15e−4t ⎤⎦ u(t)
s+3 s+4
155

155

Activity 22 solution (5)

dy(0− )
Zero-state response: y(0− ) = 0, =0
dt
⎡ s 2Y (s)⎤ + 7⎡ sY (s)⎤ +12Y (s) = 24
⎣ ZZ ⎦ ⎣ ZZ ⎦ ZZ
s +1
24 k1 k2 k3
YZZ (s) = = + +
(s +1)(s 2 + 7s +12) s +1 s + 3 s + 4
24 24
k1 = (s +1) = =4
(s +1)(s + 3)(s + 4) s=−1 (−1+ 3)(−1+ 4)
24 24
k2 = (s + 3) = = −12
(s +1)(s + 3)(s + 4) s=−3 (−3+1)(−3+ 4)
24 24
k3 = (s + 4) = =8
(s +1)(s + 3)(s + 4) s=−4 (−4 +1)(−4 + 3)
156

156

78
 Activity 22 solution (6)

Zero-state response:
4 12 8
YZZ (s) = − +
s +1 s + 3 s + 4
Take inverse Laplace transform, we have:
yZZ (t) = ⎡⎣4e −t −12e −3t + 8e −4t ⎤⎦ u(t)

157

157

79