Dept & Sem: Subject Name: Course Code: Unit: Prepared by

DEPT & SEM : ECE I SEM
SUBJECT NAME SIGNALS AND SYSTEMS

:
SS
COURSE CODE
: V
UNIT : Mr. P. Suresh Babu & Mr. Yuvaraj. K
PREPARED BY :
COURSE: SS UNIT: 5 Pg. 1

Syllabus
• Laplace Transform: Definition, ROC, Unit Outcomes:
Properties, Inverse Laplace transforms, the S- • Understand the limitations of Fourier
plane and BIBO stability, Transfer functions, transform and need for Laplace transform
System Response to standard signals, and develop. (L1)
Solution of differential equations with initial • Apply transform techniques to analyse
conditions. discrete-time signals and systems. (L2)
• Z–Transform: Definition, ROC, Properties, • Evaluate response of linear systems to
Poles and Zeros in Z-plane, The inverse Z- known inputs by using Laplace transforms.
Transform, System analysis, Transfer function, (L2)
BIBO stability, System Response to standard • Analyze the continuous-time and discrete-
signals, Solution of difference equations with time signals and systems using Laplace and
initial conditions, Illustrative Problems. Z-transforms.(L3)
Text Books:
Text Books: 1.
1. A.V.
A.V. Oppenheim,
Oppenheim, A.S.
A.S. Willsky
Willsky and
and S.H.
S.H. Nawab,
Nawab, “Signals
“Signals and
and Systems”,
Systems”, 22ndnd Edition,
Edition, PHI
PHI
2. Simon
2. Simon Haykin
Haykin and
and Van
Van Veen,
Veen, “Signals
“Signals &
& Systems”,
Systems”, 22ndnd Edition,
Edition, Wiley,
Wiley, 2005.
2005.
References: 1.
References: 1. BP
BP Lathi,
Lathi, “Principles
“Principles of
of Linear
Linear Systems
Systems and
and Signals”,
Signals”, 22ndnd Edition,
Edition, Oxford
Oxford University
University Press.
Press.
2. Matthew
2. Matthew Sadiku
Sadiku and
and Warsame
Warsame H.
H. Ali,
Ali, “Signals
“Signals and
and Systems
Systems AA primer
primer with
with MATLAB”,
MATLAB”, CRC
CRC Press,
Press, 2016.
2016.
3. Hwei
3. Hwei Hsu,
Hsu, “Schaum's
“Schaum's Outline
Outline of
of Signals
Signals and
and Systems”,
Systems”, 44 th
th Edition,
Edition, TMH,
TMH, 2019
2019
LAPLACE TRANSFORM
• Comparison of Fourier and Laplace Transform
• Introduction to Laplace Transform
• Difference Between the Unilateral Laplace Transform and Bilateral
Laplace transform
• Convergence of Laplace Transform (ROC)
• Laplace Transforms of Standard Functions
• Properties of Laplace Transforms
• Example problems

Introduction to the Laplace Transform
• Fourier
transform are extremely useful in the study of many problems of practical
importance involving signals and LTI systems.
• Purely imaginary complex exponentials 𝒔𝒕
• A large class of signals can be represented as a linear

• Combination of complex exponentials and complex exponentials are Eigen function of
LTI systems.
• However, the Eigen function property applies to any complex number , not just purely
imaginary(signals)
• This leads to the development of the Laplace transform
• where is an arbitrary complex number.
• Laplace and Z-Transforms can be applied to the analysis of un-stable system(signals
with infinite energy) and play a role in the analysis of system stability

The Laplace Transform
• The response of an LTI system with impulse response h(t) to a complex

exponential input , is
• where s is a complex number and
• When s is purely imaginary, this is the Fourier transform,
• When s is complex, this is the Laplace transform of
• The Laplace transform of a general signal is:
• and is usually expresses as :

Laplace and Fourier Transform
The Fourier transform is the Laplace transform when s is Purely imaginary:

An alternative way of expressing this is when

The Laplace transform is the Fourier transform of the transformed signal

Depending on whether is positive/negative this represents a growing/negative signal.


REGION OF CONVERGENCE
It is defined as the range of complex variable as in S-planes for which Laplace

Transform of signal is convergent or finite

Properties:

1. ROC does not include any pole .

2. For right sided signal ROC will be right side to the right most pole.

3. For left sided signal ROC will be left side to the left most pole.

4. For stability ROC includes imaginary axis in s plane.

5. For both sided signal ROC is a strip in S-plane.

6. For infinite duration signal ROC is entire S-plane excluding s=0 or +/-infinity


Example: A Right-Sided Signal
Example:

where a is an arbitrary real or complex number.
This converges only if:

and we can write:

Note: The ROC can be visualized using s-plane plot shown

above. The shaded region defines the values of s for which
the Laplace transform exists. The ROC is a very
importance property of a two-sided Laplace transform.
Example: A Left-Sided Signal
Example:

This converges only if:
and we can write:
Note: The transform is the same but the ROC is different. This is a major difference
from the Fourier transform – we need both the transform and the ROC to uniquely
specify the signal. The FT does not have an ROC issue. COURSE: SS UNIT: 5 Pg. 10
EXAMPLE OF A TWO-SIDED SIGNAL
• If b < 0, the Laplace transform does not exist.

• Hence, the ROC plays an integral role in the Laplace transform.

LAPLACE TRANSFORM-REGION OF CONVERGENCE (ROC)
• The Laplace transform is a function of a general complex variables, and for any
given signal the Laplace transform converges for a range of values of s.
• This range is referred to as the Region of Convergence (ROC) and plays an
important role in specifying the Laplace transform associated with a given
signal.
• In particular, two different signals can have Laplace transforms with identical
algebraic expressions and differing only in the ROC, i.e., in the range of values of
s for which the expression is valid

EXAMPLE 1: LAPLACE TRANSFORM
Consider the signal

The Fourier transform

converges for a>0:
The Laplace transform is :

which is the Fourier Transform of
If a is negative or zero , the Laplace Transform still exists

EXAMPLE 2: LAPLACE TRANSFORM
Consider the signal

The Laplace transform is :

Convergence requires that

The Laplace transform expression is identical to Example 1

(similar but different signals),however the regions of Convergence of s are mutually

exclusive (non-intersecting).
For a Laplace transform, we need both the expression and the Region of

convergence(ROC).
ADVANTAGES OF LAPLACE TRANSFORMS
• Find solution to differential equation using algebra

• Relationship to Fourier Transform allows easy way to characterize

systems

• No need for convolution of input and differential equation solution

• Useful with multiple processes in system


EVALUATE LAPLACE TRANSFORM X(S) = L{X(T)} FOR THE FOLLOWING

LIST OF LAPLACE TRANSFORMS FOR STANDARD SIGNALS

LAPLACE TRANSFORMS ALONG WITH REGION OF CONVERGENCE

PROPERTIES OF LAPLACE TRANSFORMS
• Linearity

• Change of Scale

• Time Shift

• “Frequency” or s-plane shift

• Multiplication by tn

• Integration

• Differentiation


LINEARITY OF THE LAPLACE TRANSFORM
If
and
Then
This follows directly from the definition of the Laplace transform (as the integral
operator is linear).
It is easily extended to a linear combination of an arbitrary number
of signals

PROPERTIES: LINEARITY

SCALING PROPERTY OF LAPLACE TRANSFORM

Time Shift Property of Laplace Transform

FREQUENCY SHIFT PROPERTY OF LAPLACE TRANSFORM

Properties: Multiplication by tn

LAPLACE TRANSFORM TIME DIFFERENTIATION PROPERTY

LAPLACE TRANSFORM TIME DIFFERENTIATION PROPERTY

LAPLACE TRANSFORM DIFFERENTIATION OF TRIGONOMETRIC FUNCTIONS

LAPLACE TRANSFORM DIFFERENTIATION OF EXPONENTIAL FUNCTIONS



Properties: Derivatives

LAPLACE TRANSFORM PROPERTIES

LAPLACE TRANSFORM PROPERTIES

Example – Unilateral Version

Example

Example

EXAMPLE OF BILATERAL VERSION

Problem

INITIAL AND FINAL VALUE THEOREMS

PROBLEMS ON INITIAL AND FINAL VALUE THEOREMS

Problems on Initial and Final Value Theorems

PROBLEMS ON INITIAL AND FINAL VALUE THEOREMS

FIND THE LAPLACE TRANSFORM AND ROC

THE LAPLACE TRANSFORM

Find the Laplace Transform for f(t)=(t2+5t-2).u(t-1)

FIND THE INVERSE LAPLACE TRANSFORM FOR F(S)

CAUSAL SYSTEM

Z- Transforms

INTRODUCTION
• The z-transform is the most general concept for the transformation of discrete-
time series.
• The Laplace transform is the more general concept for the transformation of
continuous time processes.
• For example, the Laplace transform allows you to transform a differential
equation, and its corresponding initial and boundary value problems, into a
space in which the equation can be solved by ordinary algebra.
• The switching of spaces to transform calculus problems into algebraic operations
on transforms is called operational calculus. The Laplace and z transforms are
the most important methods for this purpose.

THE TRANSFORMS
The Laplace transform of a function f(t):


F (s ) 
0
f (t )e  st dt
The one-sided z-transform of a function x(n):


X (z)  
n 0
x (n )z  n
The two-sided z-transform of a function x(n):

X (z)  
n  
x ( n )z  n

RELATIONSHIP TO FOURIER TRANSFORM
Note that expressing the complex variable z in polar form reveals the relationship to

the Fourier transform:


X (re i )  
n  
x( n )(re i ) n , or

X (re i )  
n  
x( n )r n e in , and if r  1,

X (e i )  X ( )  
n  
x(n )e in
which is the Fourier transform of x(n).

REGION OF CONVERGENCE
The z-transform of x(n) can be viewed as the Fourier transform of x(n) multiplied
by an exponential sequence r-n, and the z-transform may converge even when the
Fourier transform does not.
By redefining convergence, it is possible that the Fourier transform may converge

when the z-transform does not.
For the Fourier transform to converge, the sequence must have finite energy, or:

n  
x ( n )r  n  

CONVERGENCE, CONTINUED
The power series for the z-transform is called a Laurent series:

X (z)  
n  
x ( n )z  n
The Laurent series, and therefore the z-transform, represents an analytic function
at every point inside the region of convergence, and therefore the z-transform and
all its derivatives must be continuous functions of z inside the region of
convergence.
In general, the Laurent series will converge in an annular region of the z-plane.

SOME SPECIAL FUNCTIONS
First we introduce the Dirac delta function (or unit sample function):
0, n  0 0, t  0
 (n )   or  (t )  
1, n  0 1, t  0
This allows an arbitrary sequence x(n) or continuous-time function f(t) to be
expressed as:

x(n )   x(k ) (n  k )
k  


f (t )  f ( x ) ( x  t )dt


CONVOLUTION, UNIT STEP
These are referred to as discrete-time or continuous-time convolution, and are

denoted by:
x(n )  x(n ) *  (n )
f (t )  f (t ) *  (t )
We also introduce the unit step function:
1, n  0 1, t  0
u(n )   or u (t )  
0, n  0 0, t  0
Note also: 
u(n )    (k )
k  

POLES AND ZEROS
When X(z) is a rational function, i.e., a ration of

polynomials in z, then:
1. The roots of the numerator polynomial are referred to
as the zeros of X(z), and
2. The roots of the denominator polynomial are referred
to as the poles of X(z).
Note that no poles of X(z) can occur within the region of convergence since the z-
transform does not converge at a pole.
Furthermore, the region of convergence is bounded by poles.

Example
Region of convergence
n
x (n )  a u(n )
The z-transform is given by: a
 
X (z)  
n  
a nu(n )z  n  
n 0
(az 1)n
Which converges to:

1 z
X (z)  1
 for z  a
1  az z a
Clearly, X(z) has a zero at z = 0 and a pole at z = a.

CONVERGENCE OF FINITE SEQUENCES
Suppose that only a finite number of sequence values are nonzero, so

that: n 2
X (z)  
n  n1
x( n )z n
Where n1 and n2 are finite integers. Convergence requires

x(n )   for n1  n  n2 .
So that finite-length sequences have a region of convergence that is at

least 0 < |z| < , and may include either z = 0 or z = .

INVERSE Z-TRANSFORM
The inverse z-transform can be derived by using Cauchy’s integral theorem.

Start with the z-transform

X (z)  
n  
x(n )z n
Multiply both sides by zk-1 and integrate with a contour integral for which
the contour of integration encloses the origin and lies entirely within the
region of convergence of X(z):


1 1
2i 
X ( z )z k 1dz 
C
2i
x (n )z n  k 1dz
C n  


1

n  
x(n )
2i 
z n  k 1dz
C
1
2i 
C
X ( z )z k 1dz  x (n ) is the inverse z - transform.

PROPERTIES
•
z-transforms are linear:
Z  ax(n )  by (n )  aX ( z )  bY ( z )
•
The transform of  
n0 )  z n0 X ( z )
(n  sequence:
Za xshifted
Multiplication:
 
•
Z a n x(n )  Z (a 1z )
But multiplication will affect the region of convergence and all the pole-zero
locations will be scaled by a factor of a.

CONVOLUTION OF SEQUENCES

w (n )   x ( k )y ( n  k )
k  
Then
   
W (z)   

n   k  
x( k )y (n  k ) z n

 
 
k  
x(k ) 
n  
y (n  k ) z n
let m  n  k
   
W (z)  
k  
x ( k ) 
m  
y (m )z  z k
 m

W ( z )  X ( z )Y ( z ) for values of z inside the regions of convergence of both.

More Definitions
Definition. Periodic. A sequence x(n) is periodic with period  if and only if x(n) = x(n + )
for all n.
Definition. Shift invariant or time-invariant. Consider a sequence y(n) as the result of a

transformation T of x(n). Another interpretation is that T is a system that responds to an
input or stimulus x(n):
y(n) = T[x(n)].
The transformation T is said to be shift-invariant or time-invariant if:
y(n) = T [x(n)] implies that y(n - k) = T [x(n – k)]
For all k. “Shift invariant” is the same thing as “time invariant” when n is time (t).

Let hk (n ) be the response of the system to  (n  k ), a " spike" or shock
occurring at n  k. Then :
   
y (n )  T  
k  
x (k ) (n  k )  
 k  
x (k )T  (n  k )

y (n )   x(k )h (n).
k  
k
If we have time invariance of the transformT , then


y (n )   x(k )h(n  k )  x(n) * h(n).
k  
This implies that the system can be completely characterized by its impulse
response h(n). This obviously hinges on the stationarity of the series.

Definition. Stable System. A system is stable if

 h(k )  
k  
Which means that a bounded input will not yield an unbounded

output.
Definition. Causal System. A causal system is one in which changes

in output do not precede changes in input. In other words,
If x1( n )  x 2 (n ) for n  n0
then T  x1(n )  T  x 2 (n ) for n  n0 .
Linear, shift-invariant systems are causal iff h(n) = 0 for n < 0.


Given y (n )   x(k )h (n) let x(n) be sinusoidal. That is,
k  
k
in
let x(n )  e for    n  . Then
 
y (n )  
k  
h( k )e i ( n k )  e in 
k  
h(k )e ik

Let H (e i )  
k  
h(k )e ik so that
i in
y (n )  H (e )e .
Here H(ei) is called the frequency response of the system whose

impulse response is h(n). Note that H(ei) is the Fourier transform of
h(n).

We can generalize this state that:

X (e i )  
n  
x (n )e in These are the Fourier transform
pair.
1 
x (n ) 
2 

X (e i )e in d

If  x(n)  , then the transform is absolutely convergent and
n  
converges uniformly to a continuous function of .
This implies that the frequency response of a stable system always

converges, and the Fourier transform exists.

If x(n) is constructed from some continuous function xC(t) by sampling
at regular periods T (called “the sampling period”), then x(n) = xC(nT)
and 1/T is called the sampling frequency or sampling rate.
If 0 is the highest radial frequency of sinusoids comprising x(nT),
then
2 1 w0
0  or 
T T 2
Is the sampling rate required to guarantee that xC(nT) can be used to

fully recover xC(t), This sampling rate 0 is called the Nyquist rate (or
frequency). Sampling at less than this rate will involve losing
information from the time series.
Assume that the sampling rate is at least the Nyquist rate.

1  
X (e iT ) X c (i ),  
T T T
From the continuous time Fourier transform :

1
x c (t ) 
2 
T

T
X c (i )e it d.
Combining :

1
x c (t ) 
2  T TX (e iT

T
)e it d.

Since X (e iT
)  x c (kT )e iTk , we have
k  

  
 
T T   i Tk it
x c (t )  
x c ( kT )e  e d
2  
T k  

Changing the order of summation and integration,
   

T
x c (t ) 
k  
x c ( kT )
 T

T e i ( t kT )d 
 2  

Evaluating the integral :
  T  t  kT ) .
sin 
x c (t )   x (kt )
k  
c
 T  t  kT 
NOTE: This equation allows for recovering the continuous
time series from its samples. This is valid only for
bandlimited functions.

DIGITAL RESOURCES
 Lecture Notes
-https://drive.google.com/drive/folders/1wCXZ3F5HlNzZBPOwBHjX_LZyGNcDLdg
2?usp=sharing
 E-Book –
https://drive.google.com/drive/folders/1sS1Fb2-dm16LzSythVWIAhlAlj9J0aSS?
usp=sharing
 Videos Link – http://signalsandsystems.wikidot.com/video-lectures
 Model Papers - JNTUA Question Papers
https://drive.google.com/drive/folders/1xdkly8gR1Gs-
VZPGR41jMFNkDc0WEjAb?usp=sharing

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DEPT & SEM : ECE I SEM

SUBJECT NAME SIGNALS AND SYSTEMS

UNIT : Mr. P. Suresh Babu & Mr. Yuvaraj. K

COURSE: SS UNIT: 5 Pg. 1

• Comparison of Fourier and Laplace Transform

• Introduction to Laplace Transform

• Difference Between the Unilateral Laplace Transform and Bilateral

• Convergence of Laplace Transform (ROC)

• Laplace Transforms of Standard Functions

• Properties of Laplace Transforms

COURSE: SS UNIT: 5 Pg. 3

• A large class of signals can be represented as a linear

COURSE: SS UNIT: 5 Pg. 4

• The response of an LTI system with impulse response h(t) to a complex

• and is usually expresses as :

COURSE: SS UNIT: 5 Pg. 5

The Fourier transform is the Laplace transform when s is Purely imaginary:

An alternative way of expressing this is when

The Laplace transform is the Fourier transform of the transformed signal

Depending on whether is positive/negative this represents a growing/negative signal.

COURSE: SS UNIT: 5 Pg. 6

It is defined as the range of complex variable as in S-planes for which Laplace

Transform of signal is convergent or finite

1. ROC does not include any pole .

4. For stability ROC includes imaginary axis in s plane.

5. For both sided signal ROC is a strip in S-plane.

COURSE: SS UNIT: 5 Pg. 7

This converges only if:

and we can write:

Note: The ROC can be visualized using s-plane plot shown

This converges only if:

and we can write:

• If b < 0, the Laplace transform does not exist.

COURSE: SS UNIT: 5 Pg. 11

given signal the Laplace transform converges for a range of values of s.

• This range is referred to as the Region of Convergence (ROC) and plays an

important role in specifying the Laplace transform associated with a given

s for which the expression is valid

COURSE: SS UNIT: 5 Pg. 12

Consider the signal

The Fourier transform

The Laplace transform is :

which is the Fourier Transform of

If a is negative or zero , the Laplace Transform still exists

Consider the signal

The Laplace transform is :

Convergence requires that

The Laplace transform expression is identical to Example 1

(similar but different signals),however the regions of Convergence of s are mutually

• Find solution to differential equation using algebra

• Relationship to Fourier Transform allows easy way to characterize

• No need for convolution of input and differential equation solution

• Useful with multiple processes in system

COURSE: SS UNIT: 5 Pg. 15

COURSE: SS UNIT: 5 Pg. 16

COURSE: SS UNIT: 5 Pg. 18

COURSE: SS UNIT: 5 Pg. 19

• “Frequency” or s-plane shift

COURSE: SS UNIT: 5 Pg. 20

It is easily extended to a linear combination of an arbitrary number

COURSE: SS UNIT: 5 Pg. 21

COURSE: SS UNIT: 5 Pg. 22