Lecture 3

Signals and systems

Prof. Tadeusz Stepinski

Lecture 3.1

• Laplace transform
• Zeroes and poles
• Stability
• Examples

April 2020
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Laplace transform
• Complex valued exponents are eigenfunctions of LTI-systems
• If the argument is pure imaginary s=jw we get Fourier transform
• For arbitrary complex values of s we obtain Laplace transform

S-plane

April 2020
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The Laplace transform

• Complex valued exponents are eigenfunctions of LTI-systems

• If the argument is pure imaginary s=jw we get Fourier transform

• For arbitrary complex values of s we obtain Laplace transform

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Poles and zeros

d
• Derivative x(t) ⇔ s ⋅ X(s)
dt
• One can often write a Laplace transform as a ratio of two polynomials

where B(s) and A(s) are polynomials of order M and N, respectively.

• The M roots to B (s) are called zeros

• The N roots of A (s) are called poles

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Differential equations again

A system defined as

has the following Laplace transform

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Differential equations again

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Poles and zeros

• At pole, the value of H(s) goes to infinity and at zero it takes the value zero

• If a pole is located on jw-axis in the s-plane the system’s gain becomes

infinite at that frequency, i.e., the system becomes unstable.

• Similarly, a zero at jw-axis results in total cancellation of the respective

frequency component.

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Poles and zeros

• If we factorize H(s) we get

jw
• Then the magnitude response will be
w0
|H(jw0)|

f(jw0) = arg(H(jw0))
´ s
Each term in the product can be pk
viewed as a vector in the s-plane

An example system: a pole at

s= a in the s-plane

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EX: Poles and zeros

s
H (s) = p1, 2 = s ± jw
( s - p1 )(s - p2 )

H(jw); z=0, p1 = -0.1+1i, p2 = -0.1-1i

5

4.5

3.5

Magnitude
3

2.5

1.5

0.5

0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
jw-axis

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Laplace transform

s + 0.5
X(s) = 2 2
=
(s + 0.5) + 4π
0.5 0.5
= +
s − (−0.5 − jπ ) s − (−0.5 + jπ )
0.5 0.5
X(s) = +
s + 0.5 + jπ s + 0.5 − jπ

April 2020
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Laplace transform

April 2020
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The Laplace transform

April 2020
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Laplace transform

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Laplace transform experiment

Ch 7 lap_demo1
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Laplace transform experiment

Ch 7 lap_demo1
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Stability conditions

• A continuous causal LTI system is stable if all its poles are located in the left
half plane.

Impulse Response Impulse Response

0.4 150

0.3 100

jw
0.2
50
Amplitude

Amplitude
0.1
0
0
-50
-0.1

-0.2 -100

´ ´
-0.3 -150
0 5 10 15 20 25 30 0 5 10 15 20 25 30
Time (sec) Time (sec)

s
´ ´

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Pole location

• Pole shifting along jw axis

Impulse Response
0.15

jw
0.1

0.05

´
Amplitude

-0.05

-0.1
´
-0.15

s
-0.2
0 5 10 15 20 25 30
Time (sec)

´
Impulse Response
0.4

0.3

0.2 ´
Amplitude

0.1

-0.1

-0.2

-0.3
0 5 10 15 20 25 30
Time (sec)

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Pole location

• Pole shifting along s axis

Impulse Response
0.3

0.25

jw
0.2

0.15

0.1
Amplitude

0.05

´
-0.05

-0.1

-0.15
´
-0.2
0 5 10 15 20 25 30
Time (sec)

s2 s1 s
´ ´
Impulse Response
0.4

0.3

0.2
Amplitude

0.1

-0.1

-0.2

-0.3
0 5 10 15 20 25 30
Time (sec)
4.04
April 2020
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Laplace transform

April 2020
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The Laplace transform

April 2020
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The Laplace transform

April 2020
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The Laplace transform

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The Laplace transform

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Example

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Example - sine

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Example - cosine

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Example - cosine

Two poles at ± jw0

Zero at origin

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Example – Rectangular Pulse

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Laplace transform experiment

Ch 7 lap_demo2
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The Laplace transform properties

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Laplace transform - summary

Input signal OBJECT Output signal:

X(s) H(s) Y(s)

Laplace transform

Y (s) = H (s) X (s) Time-continuous model

s = s + jw
Fourier transform

Y (w ) = H (w ) X (w ) Time-continuous model

April 2020
 Lecture 3

Signals and systems

Prof. Tadeusz Stepinski

Lecture 3.2

• Analog filters
• Practical filter characteristics
• Filters’ magnitude response
• Filters’ structures

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Filters

• Filter = a system designed for a

particular purpose LP
• Simple types of filters are lowpass,
highpass, bandpass and band reject HP
(notch filter)

• Ideal filters require infinite impulse BP

response
BS

Magnitude responses of ideal filters

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Ideal Filters
• Ideal lowpass filter

• Ideal bandpass filter

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Ideal Filters
• Ideal highpass filter

• Ideal banstop filter

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Ideal Filters

April 2020
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Ideal Filters

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Ideal Filters

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Ideal Filters

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Ideal Filters

April 2020
ibpf_demo.m
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Design of analog filters

• Practical filter characteristics

H bp (w)
H lp (w)
1+ dp Bandpass filter
1+ dp
1- d p
1- d p
Lowpass filter stop pass band stop
band I band II
pass band transition stop band ds2
band d s1
w
ds 0 w s1 w p1 w p 2 ws 2
w
0 wp ws

H hp (w) H bs (w)

1+ dp 1 + d p1 1 + d p2
1- d p 1 - d p1 1 - d p2

Highpass filter Bandstop filter

stop band transition pass band
pass stop pass
band
band I band band II
ds
w ds
0 ws wp w
0 w p1 w s1 ws 2 w p 2

April 2020
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Design of analog filters

April 2020
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Design of analog filters

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Basic types of analog filters

Approximation formulas

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Design of analog filters

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Butterworth filter

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Butterworth filter

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Butterworth filter

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Butterworth filter

btw_demo.m
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Butterworth filter of order N

• A N-th order Butterworth filter has amplitude response

• In other words

50

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Butterworth filter

• A n-th order Butterworth filter has amplitude response

2 1
H (w ) = 2n
æw ö
1+ ç ÷
èWø
2 1 1
H (w ) = 2n
= 2n
= H * ( jw ) H ( jw )
æw ö æ jw ö
1+ ç ÷ 1 + çç ÷÷
èWø è jW ø

• Solution

1 2n 2n
H ( s) H (- s) = æ s ö æ s ö
æ s ö
2n 1 + çç ÷÷ = 0 Þ çç ÷÷ = -1 = e jmp
1 + çç ÷÷ è jW ø è jW ø
è j W ø

April 2020
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Butterworth filter can be transformed

• Laplace transform of a1-st order Butterworth filter with W=1

1
H ( s) =
1+ s
• If we would like to change its limit frequency to W=10

1 10
H10 ( s) = H ( s) s ®s /10 = =
1 + s / 10 s + 10

• To transform it to a highpass filter

1 s
H HP ( s) = H ( s) s ®1/ s = =
1+1/ s s +1

April 2020
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Chebyshev-filter

• If you move the poles of a Butterworth filter towards the j axis so

that they end up in an ellipse instead of a circle you obtain a
Chebyshev filter

– Faster transition from pass-band to stop-band

– More ripple (Chebyshev Type I: ripple in the passband, type II
ripple in stop band)

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Chebyshev-filter

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Chebyshev type-I lowpass filter

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Chebyshev type-I lowpass filter

Cheb1_demo.m
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Chebyshev type-II lowpass filter

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Chebyshev type-I lowpass filter

Cheb2_demo.m
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Filters’ magnitude response

• The major categories of analog IIR filters

– Butterworth (maximally flat)
– Chebychev (equiripple)
– Bessel (linear phase)
– Elliptic

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Lowpass to highpass transformation

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Lowpass to highpass transformation (1)

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Lowpass to highpass transformation (2)

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Simple analog filters

• Calculate transfer function of the filter defined by the diagram below.

x(t) + + y(t)
- +
ò
a1 b1
+ +
+ +
ò
a2 b2

Y ( s ) s 2 + b1 s + b2
H( s ) = = 2
X ( s ) s + a1 s + a2

April 2020
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Biquad filter

• A filter module that can be used to build complex filters

You connect a number of biquadratic modules serially

Example of graphic equalizer

September 2013

64

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Biquad filter, cnt

• Frequency response of a biquad filter

s 2 + 2w0 s / 10 b + w02
H (s) = 2
s + 2w0 s ´10 b + w02

( jw ) 2 + j 2w0w / 10 b + w02
H ( jw ) =
( jw ) 2 + 2w0w ´10 b + w02

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Filter realizations
Block diagram of state variable filter

State variable filter realization using 3 operational amplifiers

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Filter realizations
Biqad filter realization using 3 operational amplifiers

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Filter applications

April 2020