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Complex Variables and Signal Transforms

September 18, 2019

1
CONTENTS 2

Contents

1 Complex 5
1.1 Complex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.1 cos(z) = 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.2 cos(z) = 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1
1.1.3 z n = 1 with nN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1
1.1.4 z n = −1 with nN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1
1.1.5 z n = −i with nN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.6 |e−1+3i | . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.1.7 ez = −1 + 2i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.1.8 z 3 = 8j . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.1.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2 integral formula Cauchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
¸ z3
1.2.1
|z|=2 (z−j+1)4
dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
¸ 3z 3
1.2.2 4 dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
¸|z|=2 (z+j−1)
sin(2z)
1.2.3
|z|=2 (z−i)5
dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
¸ cos(2z)
1.2.4
|z|=2 (z−i)5
dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
¸ 5(z+1)3
1.2.5
|z|=2 (z−j+1)4
dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
´ z2 +5z−3
1.2.6 dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
´C z2 +5z−3
z−j
1.2.7
C 2 dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
¸ (z−j) sin(z)
1.2.8 2 dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
¸|z|=2 z +2 sin(z)
1.2.9
|z|=2 (z 2 −1)(z+3)4
dz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1.3 contour integraal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17


´ 2π dw
1.3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
´02π 5+4sin(w)

1.3.2 2 (θ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
´02π 2+cos dθ
1.3.3 2 (θ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
´02π 2+cos dw
1.3.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
´02π 3−2cos(w)
dw
1.3.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
´02π −3i−4sin(w)

1.3.6 2 (θ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
´02π 3+sin dθ
1.3.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
0 5+4cos(θ)
1.4 innite integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
´ ∞ xsin(2x)
1.4.1
x2 +16 dx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
´−∞∞ xsin(x)
1.4.2
x4 +16 dx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
´−∞∞ cos(x)
1.4.3
x2 +1 dx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
´−∞∞ x2 +9
1.4.4 dx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
´ ∞ xsin(2x)
−∞ x4 +5x2 +4
1.4.5
x2 +36 dx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
´−∞∞ t3 sin(t)
1.4.6
´0∞ xdxt4 +4 dt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

1.4.7
0 x6 +64
dt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
CONTENTS 3

2 laplace 25
2.1 Unilateral laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.1.1 x(t) = [t2 exp(−2t)(t)] ∗ [cos(πt)rect(t; 1)] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
´t
2.1.2 x(t) = 0 exp(−5τ − 3)cos(2τ )dτ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
´t
2.1.3 x(t) = 0 exp(−3τ − 3)cos(5τ )dτ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.1.4 x(t) = texp(−2t)cos(2τ + 6)(t + 3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.1.5 x(t) = [(t − 1)2 exp(−4t)(t − 1)] ∗ [exp(−πt)rect(t; 1)] . . . . . . . . . . . . . . . . . . . . . . 26
2.1.6 x(t) = [t2 exp(−2t)(t)] ∗ [exp(πt)rect(t; 1)] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.1.7 x(t) = exp(−3t)cos(t − 1)(t) + cos(πt)[δ(t − 1) + rect(t; 1)] . . . . . . . . . . . . . . . . . . . 26
2.2 Inverse Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
(s2 +2)exp(−2s)
2.2.1 G(s) = 2
s(s −9)(s+2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
(s2 +2)exp(−3s)
2.2.2 G(s) = s(s−3)(s+2)2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
(2s+1)exp(−3s)
2.2.3 G(s) = s(s2 +1)(s−2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
(3s+1)exp(s)
2.2.4 G(s) = s(s2 +4)(s−1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
(2s+1)exp(s)
2.2.5 G(s) = s(s2 +4)(s−1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
exp(−5s)
2.2.6 F (s) = (s+3)2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
exp(−3s)
2.2.7 F (s) = (s+2)2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
exp(−3s)
2.2.8 F (s) = (s+2)4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
(3s+1)exp(s)
2.2.9 G(s) = s(s2 −4)(s−1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

3 fourier 32
´t
3.0.1 x(t) = −∞ sin(ω τ
0τ )
dτ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1
3.0.2 y (t) = exp (jt) sign (t) π(t−3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

3.0.3 z (t) = exp (−t) δ (3t) − ε (− (t − T )) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

3.0.4 f (t) = exp(−2jt)


(t+2j)2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
´t
3.0.5 x(t) = exp(−3t)δ(2t − T ) + τ =−∞ cos(τ )
πτ dτ . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2
3.0.6 Y (jω) = (ω) − ω−ω0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
sin(t)
3.0.7 f (t) = (t+j)2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

4 Z-transform 36
x [k] = −k5k ε [−k − 1] ∗ 3−k ε [k − 2] . . . .
 
4.0.1 . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.0.2 x [k] = −k3k ε [−k − 1] + 2δ [k − 1] − π −k ε [k − 1] . . . . . . . . . . . . . . . . . . . . . . . . . 36
k
4.0.3 x [k] = −k5 ε [−k − 1] +
 3δ [k − 1] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
x [k] = −k4k ε [−k] ∗ π −kε [k − 1] . . . . . .

4.0.4 . . . . . . . . . . . . . . . . . . . . . . . . . 36
4.0.5 x [k] = −kπ k ε [−k −1] ∗ π −k ε [k − 1] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1
´π
4.0.6 x [k] = 2π −π
X ejΩ exp (jkΩ) dΩ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

4.0.7 x [k] = −k4 ε [−k − 2] + 2δ [k − 1] − π −k ε [k − 1]


k
. . . . . . . . . . . . . . . . . . . . . . . . . 37
4.1 inverse Z-transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2z−6 1
4.1.1 Y (z) = z(2z−1)(z 2 +9) , 2 < |z| < 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
z−4
4.1.2 Y (z) = , 1 < |z| < 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
(z 2 −4)(z− 21 ) 2
38
CONTENTS 4

z 3 +2 1
4.1.3 Y (z) = z 2 (2z 2 +3z−2) , 2 < |z| < 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2
4.1.4 Y (z) = 2z32z+3z+1 2 +z , |z| < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2z 2 +2
4.1.5 Y (z) = z(2z−1)(z+4)2 , 12 < |z| < 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2
4.1.6 Y (z) = z(2zz2 +3z−2)
+3
, 12 < |z| < 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3
4.1.7 Y (z) = z2 (2zz2 +3z−2)
+4
, 12 < |z| < 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
jΩ

4.2 fouriertransform Y e . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
z 3 +2 1
4.2.1 Y (z) = z 2 (2z 2 +3z−2) , 2 < |z| < 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
1 COMPLEX 5

1 Complex
eiθ +e−iθ eiθ −e−iθ
write cos(θ) and sin(θ) as
2 and
2i
iz
write e =w
multiply with w
ll to usable square +25
Make the square.
rewrite ω = eiz √ √
Simplify roots.  24 is equal to 2 6
Multiply with −i = 1i 

1.1 Complex
1.1.1 cos(z) = 2
Answer:

eiz + e−iz
cos(z) =
2

eiz + e−iz
=2
2

eiz + e−iz = 4

eiz = w
Rewrite to w
1
w+ =4
w
Multiply with w
1
w2 + w = 4w
w

w2 + 1 = 4w

w2 + 1 − 4w = 0
Add

(w − 2)(w − 2) = w2 − 2w − 2w + 4 = w2 − 4w + 4 = −3

(w − 2)2 = −3


w =2+ 3
1 COMPLEX 6


w =2− 3
iz
Rewrite to e =w

eiz = 2 + 3


eiz = 2 − 3


iz = ln( 3 + 2) + 2kπ


iz = ln( 3 − 2) + 2kπ
Multiply with −i

z = −i ∗ ln( 3 + 2) + 2kπ


z = −i ∗ ln( 3 − 2) + 2kπ

1.1.2 cos(z) = 5
Answer:

cos(z) = 5

eiz + e−iz
cos(z) =
2
eiz + e−iz
=5
2

eiz + e−iz = 10

eiz + e−iz − 10 = 0

eiz = w
Rewrite to w
1
w+ − 10 = 0
w
Multiply with w
1
w2 + w − 10w = 0
w
1 COMPLEX 7

w2 + 1 − 10w = 0

w2 − 10w = −1
Add +25

w2 − 10w + 25 = 24
Make the square

(w − 5)2 = 24


w−5= 24


w − 5 = − 24
Rewrite to eiz = w

eiz − 5 = 24


eiz − 5 = − 24


eiz = 5 + 24


eiz = 5 − 24
√ √
24 is equal to 2 6

iz = ln(5 + 24) + 2kπ


iz = ln(5 − 24) + 2kπ
Multiply with−i


z = −i ∗ ln(5 + 24) + 2kπ


z = −i ∗ ln(5 − 24) + 2kπ
1 COMPLEX 8

1
1.1.3 z n = 1 with nN
Answer:
Write z = reiθ
 n1
reiθ =1

1 iθ
rne n = 1
Reel part

1
rn = 1


n
r= 1
Complex part
total

θ = 0 + 2kπ

1
1.1.4 z n = −1 with nN
Answer:
Answer:
Write z = reiθ
 n1
reiθ = −1

1 iθ
r n e n = −1
Reel part

1
r n = −1


n
r= −1
Complex part
total

θ = 0 + 2kπ
1 COMPLEX 9

1
1.1.5 z n = −i with nN
Answer:
Write z = reiθ
 n1
reiθ = −i

1 iθ
r n e n = −i
Reel part

1
rn = 1


n
r= 1
Complex part


e n = −1
total

π 3π 7π
..... − , , .....
2 2 2

θ = 0 + 2kπ
-

1
z n = −i with nN
Write z = reiθ
 n1 πi
reiθ = e− 2

1 iθ πi
rn = 1 ∧ e n = e− 2

√ iθ πi
e n = e− 2
n
r= 1 ∧
And

π 3π 7π
..... − , , .....
2 2 2
π
θ=− + 2kπ, k = 0, ±1, ±2, ....
2

Or by De Moivre's theorem.

1
z n = −i with nN
1 COMPLEX 10

Write z = r (cos (θ) + jsin (θ))


In polar form:
n  π   π o
−j = 1 cos − + 2kπ + jsin − + 2kπ , k = 0, ±1, ±2, ....
2 2
    
1 1 θ θ
z n = r n cos + jsin
n n
1
rn = 1


n
r= 1

θ π
= − + 2kπ
n 2

1.1.6 |e−1+3i |
Answer:

|e−1 e3i |

e−1

1
e

1.1.7 ez = −1 + 2i
Answer:
Answer:
Rechts in polaire vorm

p √
(−1)2 + (2)2 = 5
 
Im(z)
arg(z) = arctan (1)
Re(z)
 
2
arg(z) = arctan
1

arg(z) = π − arctan (2)

1
ez = e 2 ln(5)+i(π−arctan(2))
1 COMPLEX 11

1
ln(5) + i(π − arctan(2)) + 2kπi(kZ)
2

1.1.8 z 3 = 8j
z = rejθ
3
rejθ = 8J
πj
r3 e3jθ = 8e 2
πj
r3 = 8 ∧ e3jθ = e 2
√ πj
r= 8 ∧ e3jθ = e 2
πj
r=2 ∧ e3jθ = e 2
πj
3jθ = 2 + 2kπj(kZ)
3θ = π2 + 2kπ(kZ)
θ = π6 + 2kπ3 (kZ)

All solutions:

π 5π 9π
z =√2e 6 j ∨ z = 2e

6 j ∨ z = 2e 6 j
z = 3+j ∨ z =− 3+j ∨ z = −2j

1.1.9
1 COMPLEX 12

1.2 integral formula Cauchy


¸ z3
1.2.1 |z|=2 (z−j+1)4
dz

z−j+1 in |z| = 2 has four singulatities in the point i − 1.

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

In the point i − 1.
ˆ ˆ
3! z3 6 z3
f (3) (i − 1) = 3+1 dz = 2πi 4 dz
2πi (z − i − 1) (z − i − 1)
C C

d3 d2 d
3
 2

dz z = dz 3z = dz (6z) = 6

2πi (k)
k! f (Z0 )

2πi (3) 2πi


= f (i − 1) = [6]z=i−1 = 2πi
6 6

¸ 3z 3
1.2.2 |z|=2 (z+j−1)4
dz

z+j−1 in |z| = 2 has four singularties in the point − (1 − i).

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

In the point − (1 − i).


˛ ˆ
3z 3 3! 3z 3
dz =⇒ 3+1 dz
|z|=2 (z + j − 1)4 2πi (z + i − 1)
C
ˆ 3
6 z
= 4 dz
2πi (z + i − 1)
C

d3 d2 d
3
 2

dz 3z = dz 9z = dz (18z) = 18

2πi (k)
k! f (Z0 )

2πi (3) 2πi


= f (− (1 − i)) = [18]z=i−1 = 3πi
6 6
1 COMPLEX 13

¸ sin(2z)
1.2.3 |z|=2 (z−i)5
dz

uit de samenvatting complex met cos(2z)

˛
sin(2z)
5 dz
|z|=2 (z − i)
z−i has one singularity in |z| = 2 which is i.

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

ˆ ˆ
4! sin (2z) 24 sin (2z)
f (4) (i) = 4+1 dz = 2πi 4+1 dz
2πi (z − i) (z − i)
C C

d4 d3 d2 d
dz (sin (2z)) = dz (2cos (2z)) = dz (−4sin (2z)) = dz (−8cos (2z)) = 16sin (2z)

2πi (k)
k! f (Z0 )

2πi πj 4πj
= [16sin (2z)]z=i = [16sin (2j)] = sin (2j)
24 12 3

¸ cos(2z)
1.2.4 |z|=2 (z−i)5
dz
˛
cos(2z)
5 dz
|z|=2 (z − i)
z−i has ve singularity's in |z| = 2 on j.

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

ˆ ˆ
(4) 4! cos (2z) 24 cos (2z)
f (i) = 4+1 dz = 2πi 4+1 dz
2πi (z − i) (z − i)
C C

d4 d3 d2 d
dz (cos (2z)) = dz (−2sin (2z)) = dz (−4cos (2z)) = dz (8sin (2z)) = 16cos (2z)

2πi (k)
k! f (Z0 )

2πi πj 4πj
= [16cos (2z)]z=i = [16cos (2j)] = cos (2j)
24 12 3
1 COMPLEX 14

¸ 5(z+1)3
1.2.5 |z|=2 (z−j+1)4
dz
˛
5(z + 1)3
4 dz
|z|=2 (z − j + 1)
4
(z − j + 1) has four singularties in j − 1.

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

In the point j − 1.
˛ ˆ
5(z + 1)3 3! 5(z + 1)3
dz =⇒ 3+1 dz
|z|=2 (z − j + 1)4 2πi (z − j + 1)
C
ˆ
6 5(z + 1)3
= 4 dz
2πi (z − j + 1)
C

d3 d2 d
3
 2

dz 5(z + 1) = dz 15(z + 1) = dz (30(z + 1)) = 30

2πi (k)
k! f (Z0 )

2πi (3) 2πi


= f (j − 1) = [30]z=i−1 = 10πi
6 6

´ z 2 +5z−3
1.2.6 C z−j dz
ˆ
z 2 + 5z − 3
dz when C is |z − 3| = 4
C z−j
One singularity in j.

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

1
So(z − j) . z0 = j .
ˆ
1! z 2 + 5z − 3
0+1 dz when C is |z − 3| = 4
2πi C (z − j)
2πi (k)
k! f (Z0 )

f (z) = z 2 + 5z − 3
2πi 2πi  2 
f (j) = z + 5z − 3 z=j = 2πi (−1 + 5j − 3) = −10πj − 8πj
0! 1
1 COMPLEX 15

´ z 2 +5z−3
1.2.7 dz
C (z−j)2
ˆ
z 2 + 5z − 3
dz when C is |z − 3| = 4
C z−j
Double singularity in j.

k!
´ f (z)
f k (z0 )= 2πi C (z−z0 )k+1
dz

1
So(z − j) . z0 = j .
ˆ
1! z 2 + 5z − 3
1+1 dz when C is |z − 3| = 4
2πi C (z − j)
d

dz z 2 + 5z − 3 = 2z + 5

2πi (k)
k! f (Z0 )

f (z) = z 2 + 5z − 3
2πi (1) 2πi
f (j) = [2z + 5]z=j = 2πi (2j + 5) = −4π + 10πj
1! 1

¸ sin(z)
1.2.8 |z|=2 z 2 +2
dz
˛
sin(z)
2
dz
|z|=2 z + 2
2
√ √
denominator z + 2 has singularties in |z| = 2, 2i and −i 2.
( √ )  √   √
(z − 2i)sin(z) − 2i)sin(z)
(z  sin(i 2)
lim
√ = lim √
 √ √  =√ √
z→ 2i (z 2 + 2) z→ 2i (z + 2i) − 2i)
(z  2i + 2i
( √ )  √  √ √
(z + 2i)sin(z) + 2i)sin(z)
(z  sin(− 2i) sin(− 2i)
lim
√ = lim√
 √ √ = √ √ = √
(z 2 + 2)

+ 2i)(z − 2i) − 2i − 2i −2 2i

z→− 2i z→− 2i  (z 
˛ √ √ i
sin(z) h
⇒ 2
dz = 2πi Res(z = i 2) + Res(z = −i 2)
|z|=2 z + 2
√ √ !
sin( 2i) sin(− 2i)
= 2πi √ + √
2 2i −2 2i
√ ! √ √ ! √ √ ! √ √ !
sin(i 2) ei 2i e−i 2i e− 2 − e 2 e− 2 − e 2
2πi √ = 2πi √  = 2πi √ = πi √
2i 2i 2i −2 2 2
1 COMPLEX 16

¸ sin(z)
1.2.9 |z|=2 (z 2 −1)(z+3)4
dz
˛
sin(z)
4 dz
|z|=2 (z 2 − 1) (z + 3)

z 2 − 1 (z + 3) has singularties in |z| = 2, −1, −3, and 1.
˛
sin(z)
⇒ 2
dz = 2πi [Res(z = 1) + Res(z = −1)]
|z|=2 z + 2
" ( ) ( )#
(z − 1)sin(z) (z + 1)sin(z)
= 2πi lim 4 + lim 4
z→1 (z 2 − 1) (z + 3) z→−1 (z 2 − 1) (z + 3)

Let op z 2 − 1 = (z − 1)(z + 1)
" ( ) ( )#
(z − 1)sin(z) (z + 1)sin(z)
= 2πi lim 4 + lim 4
z→1 (z − 1)(z + 1) (z + 3) z→−1 (z − 1)(z + 1) (z + 3)
" #
sin(z) sin(z)
= 2πi 4 + 4
(z + 1) (z + 3) (z − 1) (z + 3)
" #
sin(1) sin(−1)
= 2πi 4 + 4
(1 + 1) (1 + 3) (−1 − 1) (−1 + 3)
" #
sin(1) sin(−1)
= 2πi 4 + 4
(2) (4) (−2) (2)
" #
sin(1) sin(1)
= 2πi 4 + 4
(2) (4) (2) (2)
" #
sin(1) sin(1)
= 2πi 4 + 4
(2) (4) (2) (2)
Somehow:

 
2πisin(1) 1
+ 1
2 44
1 COMPLEX 17

1.3 contour integraal


´ 2π dw
1.3.1 0 5+4sin(w)

ˆ2π
dw
5 + 4sin(w)
0

0 2π is the circle |z| = 1


iw −iw z− 1
sin(w) write as e −e 2i = 2iz
1
dz = deiw = ieiw dw = izdw, dz = izdw so
iz dz = dw

ˆ2π ˛ 1
dw izdz
= z− 1

5 + 4sin(w) |z|=1 5+ 4 2iz
0

Multiply with iz

˛ 1 ˛
iz izdz
 1 =
dz
4iz
z− 4iz 2
|z|=1 5iz + 4iz 2iz |z|=1 5iz + 2i − z
2i
˛ ˛
dz dz
4i
=
|z|=1 5iz + 2z 2 − 2i |z|=1 2z 2 + 5iz − 2
2
2z + 5iz − 2 has poles (2z + i) (z + 2i)
˛
dz
=
|z|=1 (2z + i)(z + 2i)
i
(2z + i) (z + 2i) has poles −2i and − . Only
2 − 2i falls within the circle |z| = 1.
˛
dz
=
|z|=1 (2z + i)(z + 2i)
i
Calculate the residu. Add (z + 2 ) to the nominator.
" ( )#
(z + 2i )


i 2π
Res = 2πi lim = 2πi − =
z→− 2i (2z + i)(z + 2i) 3 3
1 COMPLEX 18

´ 2π dθ
1.3.2 0 2+cos2 (θ)

Zie ook blz 161 complex variables sher


 2
eiθ +e−iθ
cos2 (θ) = 2

ˆ2π ˆ2π
dθ dθ
= 2
2 + cos2 (θ) 2+ 1
(eiθ + e−iθ )
0 0 4

4
Vermenigvuldig met
4.

ˆ2π ˆ2π ˆ2π


4dθ 4dθ 4dθ
2 = ==
8+ (eiθ + e−iθ ) 8 + (eiθ + e−iθ + 2) 10 + eiθ + e−iθ
0 0 0
iz 2iθ iθ 1
z = e and dz¸= de = 2ie dθ = 2izdθ, dz = 2izdθ thus
2iz dz = dθ
z = e2iθ =⇒ 2
−i
Multiply with ∗
−i
˛ ˛ ˛
4dz 4dz ∗−i −4idz
2 1
 = 2
= 2
|z|=1 10iz + iz + i ∗ − i |z|=1 z + 10z + 1

|z|=1 10 + z + z  2iz
˛ ˛
−4idz dz
= 2
= −4i 2
|z|=1 z + 10z + 1 |z|=1 z + 10z + 1

−b± b2 +4ac
Als ax2 + bx + c = 0, dan
2a (ABC formule)

√ √ √
−10 ± 102 − 4 ∗ 1 ∗ 1 −10 ± 100 − 4 −10 ± 96
= =
2∗1 2 2
√ √
−10 ± 4 ∗ 4 ∗ 6 −10 ± 2 ∗ 2 6 √
= = = −5 ± 2 6
2 2

−5 + 2√6 valt binnen de contour |z| = 1
−5 − 2 6 valt buiten de contour |z| = 1
˛
1
4i √  √  dz
|z|=1 z+ 5−2 6 z+ 5+2 6

Alleen −5 + 2 6 valt binnen de contour.
√ 
z + 5 − 2 6 in vullen
1 1 1 1
√  = √ √ = √ √ = √
z+ 5+2 6 −5 + 2 6 + 5 + 2 6 2 6+2 6 4 6
 
1 8π 2π
2πi ∗ −4i Res → 8π √ = √ =√
4 6 4 6 6
1 COMPLEX 19

´ 2π dθ
1.3.3 0 2+cos2 (θ)

ˆ2π

2 + cos2 (θ)
0
 −iθ
2
eiθ +e dz
write cos2 (θ) as
2 , eiθ = z and dz = deiθ = ieiθ dθ = izdθ thus
iz = dθ

ˆ2π ˆ2π ˆ2π


dz ∗iz dz 4dz
2 = =
∗iz 1 1 2 1 2
  
2+

e +e −iθ
2+ 4 z+ z 8+ z+ z
0 2 0 0


hp50g = = 2.565
3

´ 2π dw
1.3.4 0 3−2cos(w)

ˆ2π
dw
3 − 2cos(w)
0

2 5π
hp50g = = 2.8099
5

´ 2π dw
1.3.5 0 −3i−4sin(w)

ˆ2π
dw
−3i − 4sin(w)
0

hp50g = 0

´ 2π dθ
1.3.6 0 3+sin2 (θ)

See page 161 complex variables sher


 2
eiθ −e−iθ e2iθ +e−2iθ −2 2iθ
e−2iθ
sin2 (θ) = 2i = −4 = −e4 − 4 + 2
4

ˆ2π ˆ2π ˆ2π


dθ dθ dθ
= 2iθ e−2iθ
= e2iθ e−2iθ
3 + sin2 (θ) 3+ −e4 − 4 + 2
4
14
4 − 4 − 4
0 0 0

z = eiz .
4
Multiply with
4.
1 COMPLEX 20

˛
4dθ
1
|z|=1 14 − z 2 − z2
dz
and
iz = dθ.
˛
1 4dz
1
j |z|=1 14z − z 3 − z

Multiply with ∗ zz
˛
1 4zdz
1
j |z|=1 14z − z 4 − z

Multiply with ∗ ii
˛
zdz
4j
|z|=1 z 4 − 14z + 1
1
z 4 −14z+1 has singularities in?? Too dicult to calculate??!!...

Next try...... Dierent way..

ˆ2π ˆ2π ˆ2π


dθ dθ dθ
= 2iθ e−2iθ
= e2iθ e−2iθ
3 + sin2 (θ) 3+ −e4 − 4 + 2
4
14
4 − 4 − 4
0 0 0
¸
With z = e2iθ =⇒ 2 .
˛

2 14 z z −1
|z|=1 4 − 4 − 4
4
Multiply with
4.
˛
4dθ
2
|z|=1 14 − z − z −1
iz 2iθ iθ 1
And z=e , dz = de = 2ie dθ = 2izdθ, dz = 2izdθ thus 2iz dz = dθ.
˛
2 4dz
2iz |z|=1 14 − z − z −1
Multiply with ∗ ii
˛
dz
4j
|z|=1 z2 − 14z + 1
1
√ √
z 2 −14z+1 has singularities in 7−4 3 and 7 + 4 3.
˛
dz
4j √  √ 
|z|=1 z− 7−4 3 z− 7+4 3
1 COMPLEX 21


7 − 4√3 = 0.072 outside contour |z| = 1
7+4 3 = 13.929 inside contour |z| = 1

(( (

z(−(7(−(
4 3
lim √ ( √
(( (
 √ 
z→7−4 3( −(7(
z( −( 4 3 z− 7+4 3
1 1
√  √  = − √
7−4 3 − 7+4 3 8 3
 
1 8π π
2πj (−4j) − √ = − √ = −√
8 3 8 3 3

´ 2π dθ
1.3.7 0 5+4cos(θ)

eiθ +e−iθ dz
write cos(θ) as
2 , eiθ = z and dz = deiθ = ieiθ dθ = izdθ thus
iz = dθ
˛ dz ˛ ˛
∗jz dz ∗−j dz
 jz  = 2
= −j
|z|=1 5+4 eiθ +e−iθ ∗jz |z|=1 5jz + 2jz + 2j ∗ − j |z|=1 2z 2 + 5z + 2
2

2z 2 + 5z + 2 has poles in − 12 and − 21 is within the circle.


−2. Only

z + 21
  
1 1 1 1
Res , z=− = lim1 hp50 lim =
(2z + 1) (z + 2) 2 z→− 2 (2z + 1) (z + 2) =⇒ z→− 21 2z + 4 3

−j ∗ 2πj ∗ Res =
3
1 COMPLEX 22

1.4 innite integral


´∞ xsin(2x)
1.4.1 −∞ x2 +16 dx

x2 + 16 has singularties in −4i and 4i.


Singulariteiten in f (z)?
1
f (z) =
x2 + 16
1
lim = =0
z→∞ z 2 + 16
eiθ −e−iθ
sin(θ) write to
2i

´∞ xsin(x)
1.4.2 −∞ x4 +16
dx
√ √ √ √
x4 + 16 has singularties in −(1 + i) 2, (1 + i) 2, −((1 − i) 2) and (1 − i) 2.

´∞ cos(x)
1.4.3 −∞ x2 +1
dx
uitgewerkt in samenvatting complexe functie theorie

ˆ∞
cos(x)
dx
x2 + 1
−∞
2
x +1 has singularties in −i and i.

´∞ x2 +9
1.4.4 −∞ x4 +5x2 +4
dx
uitgewerkt in samenvatting complexe functie theorie
x4 + 5x2 + 4 has singularties in −i, i, −2i and 2i. 
We kiezen voor een enkelvoudig gesloten contour met een cirkelboog van ΓR = Reiθ |0 ≤ θ ≤ π ;

(z − i)(z 2 + 9)  −
(z  i)(z 2 + 9)
Res(f, i) = lim 4 2
= lim
z→i z + 5z + 4 z→i − i) (z + i) (z − 2i) (z + 2i)
(z  

(z 2 + 9) 8 4
= lim = =
z→i z 3 + iz 2 + 4z + 4i 6i 3i

(z − 2i)(z 2 + 9) −
(z   2 + 9)
2i)(z
Res(f, 2i) = lim = lim = 
z→i z 4 + 5z 2 + 4 (z − i) (z + i)  −
(z  2i)
z→2i
 (z + 2i)

(z 2 + 9) −5
lim = =
z→2i (z − i) (z + i) (z + 2i) 12i
1 COMPLEX 23

˛
⇒ f (z)dz = 2πi [Res(z = i) + Res(z = 2i)]
CR
˛    
4 5 11i 11π
⇒ f (z)dz = 2πi − = 2πi − =
CR 3i 12i 12 6

´∞ xsin(2x)
1.4.5 −∞ x2 +36 dx

This is a so called Fourier-integral.


See: Complex Variables Schaum's outlines Chapter 7 ex 7.17.
Complex Variables, D. Fischer Ch 2.6 Example 5
¸ n ze2iz
o
Consider where C is a half a contour in hte positive plane.
C z 2 +36
2
x + 36 has singularties in −6i and 6i. But only 6i lies inside C.

2
 2iz 6je12j e−12
 
−
(z  6j)ze 1
Res (f, 6j) = lim  =  = = 12
x→6j  −
(z  6j) (z + 6j)
 12j 2 2e
1 πj
2πj = 12
2e12 e
For R>6
Jordan's lemma:

´ ´π
f (z) dz ≤ R
e−Rsin(2θ) Rdθ ≤ πR
→0

|z|=R, Im(z)≥0 R2 +36 0 R2 +36

As R → 0. Thus,

ˆ∞
xsin(2x) πj
2
dx = Im {2πj [Res (f ; 6j)]} = 12
x + 36 e
−∞

´∞ t3 sin(t)
1.4.6 0 t4 +4 dt

t2 + 4 has poles in −2i and 2i.


eiz −e−iz
Write sin(z) to
2i

ˆ∞ ˆ∞ ˆ∞ 3 −it
t3 eit − e−it

t3 eit t e
dt = dt − dt
2i (t4 + 4) 2i (t4 + 4) 2i (t4 + 4)
0 0 0

ˆ∞ ˆ
−∞
3 0
t3 eit (−t0 ) e−it
= dt + dt
2i (t4 + 4) 2i (t04 + 4)
0 0
1 COMPLEX 24

ˆ∞ ˆ0 3 0 ˆ∞
t3 eit (−t0 ) e−it t3 eit
= dt + dt = dt
2i (t4 + 4) 2i (t04 + 4) 2i (t4 + 4)
0 −∞ −∞

t = re
ˆ 3 iϕ ˆ 4 iϕ
reiϕ eire iϕ reiϕ eire
=   dre =   dr
4 iϕ )4 + 4
Γr
2i (reiϕ ) + 4 Γ
2i (re
r

According to Jordan's lemma:



If λ>0 and lim g (z) = 0 and Γr reiϕ |0 ≤ ϕ ≤ π . Thus:
z→∞
ˆ
lim g (z) = eiλz g (z) dz = 0
z→∞
Γr

z3 ´
With λ=1 and g (z) = z 4 +4 ⇒ lim g (z) = 0 ⇒ lim g (z) = Γr
eiλz g (z) dz = 0 .
z→∞ z→∞
ˆ∞
t3 eit X
dt = 2πi residu
2i (t4 + 4)
−∞

´∞ xdx
1.4.7 0 x6 +64 dt
√  √ √  √
x6 + 64 has six poles in −2i, 2i, − i + 3 , i + 3, − −i + 3 and −i + 3
eiz −e−iz
Write sin(z) to
2i
2 LAPLACE 25

2 laplace

2.1 Unilateral laplace transform


single sided laplace transform

 0(t < 0)
1
(t) (t = 0) (Step f unction)
2 [80]
1 (t > 0)

s
cos(ωt)(t) L 2 (0 < σ < ∞) [114]
←→ (s + ω 2 )

2.1.1 x(t) = [t2 exp(−2t)(t)] ∗ [cos(πt)rect(t; 1)]


x (x) = F (s) G (s)

F (s) = L t2 exp(−2t)(t) = F (s) = L t2 q (t)


 

q (t) L Q (s) =⇒
←→

1
exp(−2t) L with Re (s) > −2
←→ s +2

tf (t) L − ds {F (s)} [109]


←→
Which makes:

t2 q(t) L − d2s {G (s)}


←→
!
d2
 
1 d −1 2
F (s) = − =⇒ − 2 =⇒ 3 with Re (s) > −2
ds s+2 ds (s + 2) (s + 2)

G (s) = L {cos(πt)rect(t; 1)}


ˆ ∞
G (s) = cos(πt)rect(t; 1)e−st dt
−∞
eit +e−it
´ 1
Write cos(t) = 2 and rect (t : 1) = 2
− 12
ˆ ∞ ˆ 1 ˆ 1
eiπt + e−iπt 1 2 iπt −st 1 2 −iπt −st
G (s) = rect(t; 1)e−st dt = e e dt + e e dt
−∞ 2 2 − 21 2 − 21
ˆ 1 ˆ 1
1 2 (iπ−s)t 1 2 −iπt −st
= e dt + e e dt
2 − 12 2 − 21

tf (t) L − ds {F (s)} [109]


←→
2 LAPLACE 26

´t
2.1.2 x(t) = 0
exp(−5τ − 3)cos(2τ )dτ
ˆ t
x(t) = exp(−5τ − 3)cos(2τ )dτ
0

´t
2.1.3 x(t) = 0
exp(−3τ − 3)cos(5τ )dτ
ˆ t
x(t) = exp(−3τ − 3)cos(5τ )dτ
0

2.1.4 x(t) = texp(−2t)cos(2τ + 6)(t + 3)


x(t) = texp(−2t)cos(2τ + 6)(t + 3)

2.1.5 x(t) = [(t − 1)2 exp(−4t)(t − 1)] ∗ [exp(−πt)rect(t; 1)]


x(t) = [(t − 1)2 exp(−4t)(t − 1)] ∗ [exp(−πt)rect(t; 1)]

2.1.6 x(t) = [t2 exp(−2t)(t)] ∗ [exp(πt)rect(t; 1)]


x(t) = [t2 exp(−2t)(t)] ∗ [exp(πt)rect(t; 1)]

2.1.7 x(t) = exp(−3t)cos(t − 1)(t) + cos(πt)[δ(t − 1) + rect(t; 1)]

f (t) = exp(−3t)cos(t − 1)(t)

1
exp(−3t) L with Re (s) > −3
←→ s +3

ej(t−1) + e−J(t−1) 1 1
cos(t − 1) = = ejt e−j + e−jt ej
2 2 2
 
−3t 1 jt −j 1 −jt j 1 1
exp(−3t)cos(t − 1)(t) = e e e + e e (t) = e(j−3)t e−j (t) + e−(j+3)t ej (t)
2 2 2 2

e−j ej
 
1
F (s) = + , with Re (s) > −3
2 s+3−j s+3+j
cos(πt)[δ(t − 1) + rect(t; 1)] = cos(πt)δ(t − 1) + cos(πt)rect(t; 1)]

= g(t) + h(t)
2 LAPLACE 27

δ(t − 1) L e−s
←→

ˆ ∞ ˆ ∞
ejπt + e−jπt
 
G (s) = cos(πt)δ(t − 1)e−st dt = e−s e−st dt
−∞ −∞ 2
ˆ ∞  jπt ˆ ˆ
e + e−jπt 1 ∞ jπt −2st 1 ∞ −jπt −2st

−2st
e dt = e e dt + e e dt
−∞ 2 2 −∞ 2 −∞
ˆ ˆ
1 ∞ (jπ−2s)t 1 ∞ −(jπ+2s)t
e dt + e dt
2 −∞ 2 −∞
it −it ´ 12
Write cos(t) = e +e2 and rect (t : 1) =
−1 2
ˆ ∞ ˆ 1
ejπt + e−jπt
 
2
−st
H (s) = cos(πt)rect(t; 1)e dt = e−st dt
−∞ − 12 2
ˆ 1 ˆ 1 ˆ 1 ˆ 1
1 2
jπt −st 1 2
−jπt −st 1 2 1 2
= e e dt + e e dt = e (jπ−s)t
dt + e−(jπ+s)t dt
2 − 12 2 − 21 2 − 12 2 − 12

2.2 Inverse Laplace transform


(s2 +2)exp(−2s)
2.2.1 G(s) = s(s2 −9)(s+2)
ˆ σ+i∞
1 (s2 + 2)e−2s est
g(t) = ds
2πi σ−i∞ s(s2 − 9)(s + 2)
(i)Re(s) > 3
−2 < Re(s) < 0
(ii)
2
The poles of s(s − 9)(s + 2) are 0, 3, −3 and −2
−2s st (t−2)s
e e =e
Residues:
At s=0 add s.

s(s2 + 2)e(t−2)s 1
lim  2 =−
s→0 s(s − 9)(s + 2) 9

At s=3 add (s − 3).

(s − 3)(s2 + 2)e(t−2)s −
(z  3)(s2 + 2)e(t−2)s
 11 3(t−2)
lim = lim = e

s→3 2
s(s − 9)(s + 2) (z − 3)(s + 3)(s + 2)
s→3 s   90
(s2 − 9) = (s − 3)(s + 3)
At s = −3 add (s + 3).

(z + 3) (s2 + 2)e(t−2)s (z 
+3)(s2 + 2)e(t−2)s
 11
lim = lim = − e−3(t−2)

s→−3 2
s(s − 9)(s + 2) s→−3 s(s − 3)
(z 
+3)(s + 2)
 18
2 LAPLACE 28

At s = −2 add (s + 2).

(z 
+2)(s2 + 2)e(t−2)s
 3
lim = e−2(t−2)

s→−2 2
s(s − 9)(z + 2)
  5
(i) Left contour of s = 3, 0, −3, −2. e(t−2)s =⇒ ε (t − 2)

Re(s) > 3, g(t) = [Res(z = 3) + Res(z = 0) + Res(z = −2) + Res(z = −3)]

 
1 11 3(t−2) 11 −3(t−2) 3 −2(t−2)
Re(s) > 3, g(t) = − + e − e + e ε (t − 2)
9 90 18 5
(ii) Left contour: −2 and −3. e(t−2)s =⇒ ε (t − 2). And right contour: 0 and 3. e(−t−2)s =⇒ ε (−t − 2)

−2 < Re(s) < 0, g(t) = [−Res(z = −2) − Res(z = −3)] + [Res(z = 3) + Res(z = 0)]
   
1 11 3(t−2) 3 −2(t−2) 11 −3(t−2)
−2 < Re(s) < 0, g(t) = + − e ε (−t − 2) + e − e ε (t − 2)
9 90 5 18

(s2 +2)exp(−3s)
2.2.2 G(s) = s(s−3)(s+2)2

(s2 + 2)exp(−3s)
G(s) =
s(s − 3)(s + 2)2
Re(s) > 3
−2 < Re(s) < 0

(2s+1)exp(−3s)
2.2.3 G(s) = s(s2 +1)(s−2)

(2s + 1)exp(−3s)
G(s) =
s(s2 + 1)(s − 2)
Re(s) > 2
0 < Re(s) < 2

(3s+1)exp(s)
2.2.4 G(s) = s(s2 +4)(s−1)

(3s + 1)exp(s)
G(s) =
s(s2 + 4)(s − 1)
Re(s) > 1
2 LAPLACE 29

(2s+1)exp(s)
2.2.5 G(s) = s(s2 +4)(s−1)

(2s + 1)exp(s)
G(s) =
s(s2 + 4)(s − 1)
0 < Re(s) < 1

exp(−5s)
2.2.6 F (s) = (s+3)2

exp(−5s)
F (s) =
(s + 3)2
Re(s) < −3

exp(−3s)
2.2.7 F (s) = (s+2)2

exp(−3s)
F (s) =
(s + 2)2
Re(s) < −2

Dierence between unilateral and bilateral and use of the step function

x(t) = e−at ε(t)

ˆ ∞ ˆ ∞  ∞
−1 −(s+a)t
X(s) = e−at ε(t)e−st dt = e−(s+a)t dt = e
−∞ 0 s+a 0

−1 −(s+a)∞ −1 −(s+a)0 −1 1 1
e − e = ∗0+ ∗1=
s+a s+a s+a s+a s+a
1
L e−at ε(t) =

; Re {s} > −a (2)
s+a
The system clearly has a pole at s = −a (see section 4.5.2)

1 1
= =∞
−a + a 0

1
L {ε(t)} = ; Re {s} > 0
s

An exponential function that disappears for t < 0;

x(t) = −e−at ε(−t)


2 LAPLACE 30

ˆ ∞ ˆ 0  ∞
−at −st −(s+a)t 1 −(s+a)t
X(s) = − e ε(−t)e dt = − e dt = e
−∞ −∞ s+a 0

1 −(s+a)0 1 −(s+a)(−∞) 1 1 1
e − e = ∗1+ ∗0=
s+a s+a s+a s+a s+a
1
L −e−at ε(−t) =

; Re {s} < −a (3)
s+a

x(t) = ε(t) e−t + e−2t


 

ˆ ∞ ˆ ∞ ˆ ∞
X(s) = [e−t ε(t) + e−2t ε(t)]e−st dt = e−t e−st dt + e−2t e−st dt
−∞ 0 0
ˆ ∞ ˆ ∞
1 1
e−(s+1)t dt + e−(s+2)t dt = +
0 0 s+1 s+2
1 1 2s + 3
X(s) = + = 2 ; Re {s} > −1 (4)
s+1 s+2 s + 3s + 2
X(s) has poles:
1
s = −1 where s+1 becomes ∞
1
s = −2 where s+2 becomes ∞
The region of convergence lies right of avertical line trough the mostright pole which is s = −1 .

X(s) has zero:


1 1
s = −1.5 where s+1 + s+2 = 0
Does not count because this has no eect on the region of convergence.

Concider ∞<t<∞
t<0
Here the left side and the right side t > 0.

x(t) = ε(t)e−2t − ε(−t)e−t

exp(−3s)
2.2.8 F (s) = (s+2)4

exp(−3s)
F (s) = , Re(s) < −2
(s + 2)4

f (t − t0 ) L F (s) exp (−st0 ) [106]


←→
f (t − 3) L exp (−3s)
←→

f (t) exp (at) L F (s − a) [107]


←→
f (t) exp (−2t) L F (s + 2)
←→
2 LAPLACE 31

tn
 
1
(t) L (0 < σ < ∞) [113]
n! ←→ sn+1

t3
 
1
(t) L
3! ←→ s3+1
3
(t − 3)
f (t) = exp(−2(t − 3))(t − 3)
3!

(3s+1)exp(s)
2.2.9 G(s) = s(s2 −4)(s−1)

(3s + 1)exp(s)
G(s) =
s(s2 − 4)(s − 1)
1 < Re(s) < 2
ˆ σ+i∞
1 (3s + 1)es est
g(t) = ds
2πi σ−i∞ s(s2 − 4)(s − 1)
2
The poles of s(s − 4)(s − 1) are 0, 2, −2 and 1.
es est = e(1+t)s
Residues:
At s=0 add s.

s(3s + 2)e(1−t)s 2
lim  2 =
s→0 s(s − 4)(s − 1) 4

At s=2 add (s − 2).

(s − 2)(3s + 2)e(1−t)s −
(s  2)(3s + 2)e(1−t)s
 8
= e2−2t

lim = lim
s→2 s(s − 2)(s + 2)(s − 1) s→2 s −
(s  2)(s + 2)(s − 1)
 8
(s2 − 4) = (s − 2)(s + 2)
At s = −2 add (s + 2).

(s + 2)(3s + 2)e(1−t)s (s 
 +2)(3s + 2)e(1−t)s
 4 −2+2t
lim = lim = e
s→−2 s(s − 2)(s + 2)(s − 1) s→−2 s(s − 2)
(s + 2)(s − 1)
  24
At s=1 add (s − 1).

(s − 1)(3s + 2)e(1−t)s −
(s  1)(3s + 2)e(1−t)s
 5
= e1−t

lim = lim
s→1 s(s − 2)(s + 2)(s − 1) s→1 s(s − 2)(s + 2) −
(s  1)
 3
Left contour: −2, 0 and 1. e(t−2)s =⇒ ε (1 − t).
(−t−2)s
Right contour: 2. e =⇒ ε (−t − 2)

1 < Re(s) < 2, g(t) = [−Res(z = −2) − Res(z = 0) − Res(z = 1)] + [Res(z = 2)]
   
1 2−2t 5 1−t 1 −2+2t
1 < Re(s) < 2, g(t) = − − e − e ε (−t − 2) + e ε (t − 2)
2 3 6
3 FOURIER 32

3 fourier

calculate the generalized Fourier transforms (CCF T 0 t), X (jω), Y (jω) and Z (jω).
´t sin(ω0 τ )
3.0.1 x(t) = −∞ τ dτ
ˆ t
sin(ω0 τ )
x(t) = ε(t − τ )dτ
−∞ τ

x (t) = g (t) f (t)

X (jω) = G (jω) F (jω)


   
2 ω∇
P∇ (t) = rect (t; ∇) F sin [152]
←→ ω 2
Where ∇ = 2ω0
  
1 1 2
rect (t; ω0 τ ) F sin (ωω0 )
2 ←→ 2 ω
becomes:

    
1 2 1
sin (ω0 t) F 2πrect (ω; 2ω0 )
2 ω ←→ 2

= πrect (ω; 2ω0 )

1
ε (t) F πδ (ω) +
←→ jω
 
1
X (jω) = πδ (ω) + πrect (ω; 2ω0 )

πrect (ω; 2ω0 )
= π 2 δ (ω) +

1
3.0.2 y (t) = exp (jt) sign (t) π(t−3)

y (t) = x (t) g (t)

Y (jω) = X (jω) G (jω)


3 FOURIER 33

x (t) = exp (jt) sign (t)

2
sign (t) F [150]
←→ jω
2
f (t) exp (jω0 t) F F {(jω − jω0 )} [141]
←→ jω
1
g (t) =
π (t − 3)
2
sign (t) F [150]
←→ jω
1 j
F 2π sign (−ω) = −jsign (ω)
πt ←→ 2π
1
F − jsign (ω) e−3jω
π (t − 3) ←→
2 −sign (ω) e−3jω
−jsign (ω) e−3jω = −

Y (jω) =
j (ω − 1) (ω − 1)

3.0.3 z (t) = exp (−t) δ (3t) − ε (− (t − T ))


1
= δ (3t) − ε (− (t − T ))
3
1
ε (t) F πδ (ω) + [149]
←→ jω
 
1 1
z (jω) = − πδ (ω) − ejωt
3 jω

exp(−2jt)
3.0.4 f (t) = (t+2j)2

The poles of (s + 2j)2 . A double pole in −2j .

´t cos(τ )
3.0.5 x(t) = exp(−3t)δ(2t − T ) + τ =−∞ πτ dτ
ˆ t
cos(τ )
x(t) = exp(−3t)δ(2t − T ) + dτ
τ =−∞ πτ

f (t) exp (jω0 t) F F {j (ω − ω0 )} [141]


←→
3 FOURIER 34

ˆ t
cos(τ )
X(jω) = exp(−3t)δ(2t − T ) + dτ
τ =−∞ πτ
Can't seem to nd a transform for δ(2t − T ) and

2
3.0.6 Y (jω) = (ω) − ω−ω0

f1 {t}
1
 (t) F πδ (ω) + jω [149]
←→
.&
1
πδ (t) + jt F 2π (−ω)
  ←→
1 1 1 2π
2
π
(
πδ (t)) + 2π jt F 

 (−ω)
←→ 
1 1
2 δ (t) + 2πjt F  (−ω)
n o ←→
1 1
j2 2 δ (t) + 2πjt F j 2  (−ω)
←→
j
− 21 δ (t) + 2πt F  (ω)
←→

f2 {t}
2
sign (t) F jω [150]
←→
f (t) exp (jω0 t) F F {j (ω − ω0 )} [141]
←→
2
sign (t) exp (jω0 t) F j{ω−ω0 }
←→
j2
−jsign (t) exp (jω0 t) F − j{ω−ω

←→  0}

f1 (t) f2 (t) F 1
2π F1 (jω) *F2 (jω)
←→
1 j
− 2 δ (t) * {−jsign (t) exp (jω0 t)}
1 2

2π 2πt F  (ω) − ω−ω0
←→

sin(t)
3.0.7 f (t) = (t+j)2

Similar to exersize 10 from Fourier exersizes.

sin(t)
f (t) =
(t + j)2
(t + j)2 has a double pole in −j .
´∞
F (jω) = f (t) expo(−jωt) dt, with ωR [19]
´−∞

n
sin(t)
= −∞ (t+j) 2 exp (−jωt) dt

t = Rejϕ = R {cos (ϕ) + jsin (ϕ)} ; −π < ϕ < π


3 FOURIER 35

−jωt = −jωR {cos (ϕ) + jsin (ϕ)} = −jωRcos (ϕ) + ωRsin (ϕ)
ω<0 =⇒ F (jω) = 0
ω=0 =⇒ F (j0) = 0
ω>0 =⇒ F (jω) = residue theorem
ˆ
k! f (z)
f k (z0 ) = k+1
dz
2πi (z − z0 )
C

In the point −j .
ˆ
1! sin(t)
dz
2πi (t + j)2
C
d
dz (sin(t)) = cos(t)
2πi (1) 2πi
= f (−j) = [cos(t)]t=−j = 2πjcos(−j)
1 1
4 Z-TRANSFORM 36

4 Z-transform

x [k] = −k5k ε [−k − 1] ∗ 3−k ε [k − 2]


 
4.0.1

x1 [k] = −k5k ε [−k − 1] −→ −kx3 [k]




nf [n] Z − zdz {F (z)} [124]


←→

−kx3 [k] Z zdz {X3 (z)}


←→

x3 [k] = 5k ε [−k − 1]



X
F (z) Z f [n] z −n (a ≤ |z| ≤ b) (bilateral) [118]
←→
n=−∞

X
X3 [z] = 5k ε [−k − 1] z −n
n=−∞

X (z) = X1 (z) X2 (z)

4.0.2 x [k] = −k3k ε [−k − 1] + 2δ [k − 1] − π −k ε [k − 1]

4.0.3 x [k] = −k5k ε [−k − 1] + 3δ [k − 1]

x [k] = −k4k ε [−k] ∗ π −k ε [k − 1]


 
4.0.4

x [k] = −kπ k ε [−k − 1] ∗ π −k ε [k − 1]


 
4.0.5

1
´π 
4.0.6 x [k] = 2π −π
X ejΩ exp (jkΩ) dΩ
4 Z-TRANSFORM 37

4.0.7 x [k] = −k4k ε [−k − 2] + 2δ [k − 1] − π −k ε [k − 1]


x [k] = −k4k ε [−k − 2] + 2δ [k − 1] − π −k ε [k − 1]

x1 [k] = −k4k ε [−k − 2] −→ −kx3 [k]




nf [n] Z − zdz {F (z)} [124]


←→

−kx3 [k] Z zdz {X3 (z)}


←→

x3 [k] = 4k ε [−k − 2]



X
F (z) Z f [n] z −n (a ≤ |z| ≤ b) (bilateral) [118]
←→
n=−∞

∞ −∞  k ∞  k
X
k −k
X 4 X z 1
X3 [z] = 4 ε [−k − 2] z = = −2=  −2
k=−∞ k=−2
z
k=0
4 1 − z4
z
<1

4
x3 [k] = +2δ [k − 1]

m
X
−m −m
f (n − m)  (n) Z z F (z) + z f [−k] z k (m ≥ 0) [122]
←→
k=1

nf [n] Z − zdz {F (z)} [124]


←→

δ [k] Z 1 (0 ≤ |z| ≤ ∞) [127]


←→

x3 [k] = −π −k ε [k − 1]


X
F (z) Z f [n] z −n (a ≤ |z| ≤ b) (bilateral) [118]
←→
n=−∞

∞ ∞  k X ∞  k
X
−k −k
X 1 1 1
X3 [z] = − π ε [k − 1] z =− = −1= 1
 −1
k=−∞ k=−1

k=0
zπ 1 − zπ

4.1 inverse Z-transform


4 Z-TRANSFORM 38

2z−6 1
4.1.1 Y (z) = z(2z−1)(z 2 +9) , 2 < |z| < 3
z−3 1
Y (z) = 1
 , < |z| < 3
2 + 9) 2
z z− 2 (z
z−3 1
Y (z) = 1
 , < |z| < 3
z z− 2 (z + 3j) (z − 3j) 2
1
Four poles: z = 0, z = 2, z = 3j and z = −3j .

1 (z − 3) z k−1
y [k] dz
2πj C z z − 12 (z + 3j) (z − 3j)


Plaatje:
Stel z = Rejϕ met lim
R→∞
ˆ 2π
1 Rk+1

2πj 0 R4
jϕ jϕ
dRe = jRe dϕ
Contour between |z| > 12 and |z| < 3.
For k ≥ 3 all residues within contour.
Residue (z = 0; k ≥ 0)

 
z z 3 + 2 z k−1 z z 3 + 2 z k−1
lim = lim =0
z→0 z 2 (2z 2 + 3z − 2) z→0 zz (2z 2 + 3z − 2)

1
Residue z= 2

1 k−1  k−1
z − 12 z 3 + 2 z k−1 1 3 17
    
z− 2 z + 2 z k−1 8 5 17 1
lim  = lim 1
 = 5 =
z→ 12 z 2 (z + 2) z − 12 z→ 12 z 2 (z + 2) z
− 2 8
5 5
Residue z = −2
 
(z + 2) z 3 + 2 z k−1 (z 
 + 2) z 3 + 2 z k−1
 6 k−1
lim  = lim  = (−2)
z→−2 z 2 (z + 2) z − 1 z→−2 z 2 (z + 2) z − 2
  1 10
2
 k−1
17 1 6 k−1
− (−2)
5 5 10

z−4
4.1.2 Y (z) = , 1
(z 2 −4)(z− 12 ) 2
< |z| < 2

z−4 1
Y (z) = 1 , 2 < |z| < 2

(z 2 − 4) z − 2
1
Three poles: z = −2, z = 2 and z = 2.
z−4
Y (z) =
(z + 2) z − 12 (z − 2)

4 Z-TRANSFORM 39


1 (z − 4) z k−1
y [k] dz
(z + 2) z − 21 (z − 2)

2πj C
1
Contour between |z| > 2 and |z| < 2.
Plaatje:
00 00
Look for which k the circle contribution at ∞ dissapears.

Stel z = Re met lim and dRejϕ = jRejϕ dϕ.
R→∞
ˆ 2π
1 Rk+1
dϕ −→ 0 when R → ∞ with k ≤ 0
2πj 0 R3
For k≤1 look from C to the circle at innity
For k≥2 look within C
Within C :
Res z = 12


1 k−1  k−1
z − 12 (z − 4) z k−1 1 7
  
z−2 (z − 4) z k−1 2 2 ∗4 14 1
lim1 1
 = lim 1 = 15 =
z→ 2 (z + 2) z − 2 (z − 2) z→ 12 (z + 2)  − 2 (z − 2)
z
4
∗4 15 2
 k−1
14 1
ε [k − 2]
15 2

For k ≤ 1 lookoutside C (Negative sign residue because of direction)


Res (z = 2)
k−1
(z − 2) (z − 4) z k−1 −
(z  2) (z − 4) z k−1
 −2 (2) 1 k−1
lim = lim = = − (2)

z→2 (z + 2) z − 1 (z − 2) z→2 (z + 2) z − 1 
 
2 2 (z −
 2)

 6 3
1 k−1
(2) ε [−k + 1]
3
Res (z = −2)
k−1
(z + 2) (z − 4) z k−1 (z 
+2) (z − 4) z k−1
 −6 (−2) 3 k−1
lim = lim = = − (−2)

1 1
 
z→−2 (z + 2) z − (z − 2) z→−2(z +
 2)
 z − (z − 2) 10 5
2 2

3 k−1
(−2) ε [−k + 1]
5
Thus:

 k−1
14 1 1 k−1 3 k−1
y [k] = ε [k − 2] + (2) ε [−k + 1] + (−2) ε [−k + 1]
15 2 3 5
4 Z-TRANSFORM 40

z 3 +2 1
4.1.3 Y (z) = z 2 (2z 2 +3z−2) , 2 < |z| < 2
‰ 
1 z3 + 2
y [k] = z k−1 dz
2πj c z 2 (2z 2 + 3z − 2)
1
poles: double pole in 0 one in
2 and one in −2.
For k ≥ 2 calculate residues within contour.
Residue (z = 0; k ≥ 0)
 
z z 3 + 2 z k−1 z z 3 + 2 z k−1
lim = lim =0
z→0 z 2 (2z 2 + 3z − 2) z→0 zz (2z 2 + 3z − 2)

1
Residue z= 2

1 k−1  k−1
z − 12 z 3 + 2 z k−1 1 3 17
    
z− 2 z + 2 z k−1 8 5 17 1
lim  = lim 1
 = 5 =
z→ 12 z 2 (z + 2) z − 12 z→ 12 z 2 (z + 2) z
− 2 8
5 5
Residue z = −2
 
(z + 2) z 3 + 2 z k−1 (z 
 + 2) z 3 + 2 z k−1
 6 k−1
lim = lim  = (−2)
z→−2 z 2 (z + 2) z − 1 1

z→−2 z 2 (z +
 2)

 z − 10
2 2
 k−1
17 1 6 k−1
− (−2)
5 5 10

2z 2 +1
4.1.4 Y (z) = 2z 3 +3z 2 +z , |z| < 1

Three poles: z = 0, z = − 12 and z = −1.

2z 2 + 1
Y (z) =
z (2z + 1) (z + 1)

1 2z 2 + 1
y [k] = z k−1 dz
2πj C z (2z + 1) (z + 1)
1
Contour |z| < 2.
-
z = Rejϕ
Plaatje:
00 00
Look for which k the circle contribution at ∞ dissapears.
Stelmet lim and dRejϕ = jRejϕ dϕ.
R→∞
ˆ π k+1
1 R
dϕ −→ 0 when R → ∞ with k ≤ 0
2πj −π R3
4 Z-TRANSFORM 41

For k ≥ 1 look within C . Only the pole z = 0.


Inside C:
Res (z = 0; k = 1)

2z 2 + 1
lim z k−1 = 0
z→0 z (2z + 1) (z + 1)

δ [k + 1]

For k≤0 look from C to the circle at innity. Two poles z = − 21 and z = −1. (counter clockwise so negative
signs)
Res z = − 21 ; k ≤ 0


2 k−1
2z 2 + 1 k−1 2 − 12 + 1 k−1 −2 (2) 1 k−1
lim 1 z = lim 1 1 1 z = = − (2)
− 12 + 1
  
z→− 2 z (2z + 1) (z + 1) z→− 2 − 2 2 − 2 + 1 6 3
1 k−1
(2) ε [−k + 1]
3
Res (z = −2; k ≤ 0)
k−1
(z + 2) (z − 4) z k−1 (z 
+2) (z − 4) z k−1
 −6 (−2) 3 k−1
lim = lim = = − (−2)

1 1
 
z→−2 (z + 2) z − (z − 2) z→−2(z +
 2)
 z − (z − 2) 10 5
2 2

3 k−1
(−2) ε [−k + 1]
5
Thus:

 k−1
14 1 1 k−1 3 k−1
y [k] = ε [k − 2] + (2) ε [−k + 1] + (−2) ε [−k + 1]
15 2 3 5
-

2z 2 +2
4.1.5 Y (z) = , 1
z(2z−1)(z+4)2 2
< |z| < 4

z 2 +3 1
4.1.6 Y (z) = z(2z 2 +3z−2) , 2 < |z| < 2

z 3 +4 1
4.1.7 Y (z) = z 2 (2z 2 +3z−2) , 2 < |z| < 2

4.2 fouriertransform Y ejΩ



4 Z-TRANSFORM 42

z 3 +2 1
4.2.1 Y (z) = z 2 (2z 2 +3z−2) , 2 < |z| < 2
ˆ π
1
F ejΩ exp (jkΩ) dΩ

f [k] =
2π −π
jΩ
Unit circle in region of convergence =⇒ z = e .

e3jΩ + 2
Y ejΩ =

e2jΩ (2e2jΩ + 3ejΩ − 2)
4 Z-TRANSFORM 43

Formula sheet

Euler rejθ = r {cos (θ) + jsin (θ)}


iz −iz
Euler cos(z) = e +e2
iθ −iθ
Euler sin(z) = e −e2i

Jordan's lemma:
ˆ ˆ π
R πR
f (z) dz ≤ 2 e−Rsin(2θ) Rdθ ≤ 2 →0

R + 36 0 R + 36

|z|=R, Im(z)≥0
As R → 0.

Cauchy

ˆ
k k! f (z) 2πi (k)
f (z0 ) = k+1
dz =⇒ f (Z0 )
2πi (z − z0 ) k!
C

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