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Transcript of ANALOG SYSTEMS - nts.uni-duisburg-essen.dents.uni-duisburg-essen.de/downloads/ss1/SS1-K3.pdfANALOG...
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 1
FachgebietNachrichtentechnische Systeme
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Chapter 3
ANALOG SYSTEMS
(Version 2.1)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 2
FachgebietNachrichtentechnische Systeme
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3.1 A Short introduction to Network Functions
Network function: the mathematical relation between the Laplace transform of the excitation and the answer, if one assumes:
• The energy-less initialization state of all the network elements (zero-state)
• All the network elements are linear and time-independent.
One speaks of:
• Two-terminal network function, impedance function, admittance function excitation and answer are applied to the same terminal.
• System function excitation and answer are applied to different terminal. Notation of system function: ( )LH p
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 3
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3.1 A Short introduction to Network Functions( )I p
( )U pNetwork with Linear time-Independentelements
( ) Excitation( ) Answer
( )( )( )
U pI p
U pZ pI p
==
=
1
2
2
1
( ) Excitation( ) Answer
( )( )( )L
U pU p
U pH pU p
==
=
Networkwith linear,time-independentelements
1U ( )p 2U ( )p
Impedance function of a network
Definition of system function of a network
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3.1 A short introduction to Network Functions
( )( )( )
P pN pQ p
=
Some important properties of network function:
• Generally a LTI network can be described in rational fractionalfunctions in p:
(all the coefficients of P(p) and Q(p)are real and constant)
( )( ) ( ) , where ( ) : magnitude and ( ) : phasej pN p N p e N p pϕ ϕ=
• Or by the representation of the network function by its magnitude and its phase results:
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3.1 A short introduction to Network Functions
( ) ( ) ( ) is an even function( ) ( ) ( ) is an odd function
N j N j N jω ω ωϕ ω ϕ ω ϕ ω
= − →
− = →
ii
2
1
The system function is derived from quantities of the same dimension:
( )LUH pU
=
i
( )( ) ( )
2 1
1 2
( ) = ( ) with
( ) ( )( ) ( ) 20 log is the damping ratio( ) ( )
and ( ) ( ) =- ( ) is the damping angle
Lj H ja jbL L
L
L
H j e H j e
U j U jH j a dBU j U jb H j
ωω ωω ω
ω ωω ωω ω
ω ϕ ω ω
− −=
= ⇒ =
= −
If is applied:p j ω= ⋅
Additional notes:
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Chapter 3
ANALOG SYSTEM
3.2 Basic Properties of a System
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3.2.1 Definition of a System and General Remarks
Source DrainTransmitter ReceiverTransmission Channel
Distortion n(t)
Input excitation Cause
Output answer effect
( )x t ( )y t
One shall speak of a “system” if:
• a mathematical representation of such a circuit is given as an “input-output relation”.
Some examples:
Example of General transmission system
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3.2.1 Definition of a System and General Remarks
Example of electrical system (Four-terminal network)
RL
aR
( )ai t
( )2U t( )1U t C
( ) ( ) ( ) ( )1 2 1
Input-Output connections: or au t u t u t i t→ →
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3.2.1 Definition of a System and General Remarks
( )1s t
( )2s t
n
m
Example of Mechanical system
Mechanical ExamplePathForce, AccelerationInput-Output Connection:
( ) ( )1 2s t s t→
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3.2.1 Definition of a System and General Remarks
2u
( )2u t( )1u t1u
AB
( )1u t ( )2u tRD
Example of a half-way rectifier Rectifier input-output relation with an example input
( )1u t
( )2u t
t
t
A
A−
B
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3.2.1 Definition of a System and General Remarks
• Now 2 questions occur:
Is a system by a special input-output relation uniquely and completely represented ?
Under which circumstances is a benefit given from using the systems point of view ?
The uniqueness of the input-output relation of a system is not always given. It depends on the properties of the chosen input signal Unipolar input signal and
appropriate output signal of the rectifier
( )1u t
( )2u t
A
B
t
t
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3.2.1 Definition of a System and General Remarks
Within the system view, it will be important to use suitable input functions for uniquely specifying the system properties. Here is an example for that:
Characteristics curve of a rectifier with saturation
If a bipolar impulse chain is used as an input for the rectifier, it can not be figured out whether the system has a saturation or not !
( )1u t
( )2u t
A
B
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3.2.1 Definition of a System and General Remarks
( )1u t ( )2u t
R
C
A
T
( )1u t
t
( )2u t
t
The systems which are set up completely different can generally exhibit the same mathematical description. Here is an example:
Different Circuits with the same Input-Output relation
( )1u t ( )2u t
L
R
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3.2.1 Definition of a System and General Remarks
Benefits from the system theory:
1. Unique characterization of LTI system by analysis of the answer of the system at a certain standard input function is possible. Mathematically it leads to a LTI transform in time domain:
( ) ( ) or ( ) [ ( )]s t g t g t T s t⇒ =
2. Unique characterization of LTI system in frequency domain by thetransfer function is possible it helps in simplifying the calculation.
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3.2.2 Basic System Properties
A system ( ) ( ) is called time-invariant if it follows: ( ) ( )s t g t s t g tτ τ→ − → −
1 1( ) ( )s t g t→
2 2( ) ( )s t g t→
( ) ( ) ( ) ( )s t g t as t ag t→ ⇒ →
1 2 1 2( ) ( ) ( ) ( )s t s t g t g t+ → +
1. Time-invariance:
The system’s reactions are always the same, independent from any delays at the input.
2. Additivity:
A system is called additivity if:
3. Homogeneity:
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3.2.2 Basic System Properties
1( ) ( ) whereby ( ) ( )
n
i i ii
x t s t s t g t=
= →∑
1then ( ) ( ) because of the linearity
n
ii
y t g t=
= ∑
0 0( ) ( )
1 0t
s t tt
ε<⎧
= = ⎨ ≥⎩
0 0( )
1 0t
tg t
e tτ−
<⎧⎪= ⎨⎪ − ≥⎩
1 2 1 2( ) ( ) ( ) ( )as t bs t ag t bg t+ → +
4. Linearity:The combination of both additivity and homogeneity results linearity.
If the excitation x(t) of the system is known, then the wanted answer y(t) can be determined in the following way:
Example: let’s assume an LTI system with its answer to the unit-step as followings:
answer
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3.2.2 Basic System Properties
( )s t
t
( )g t
tAnswer of a system to an Unit-step function
0 0( ) ( )
1 0t
s t tt
ε<⎧
= = ⎨ ≥⎩
0 0( )
1 0t
tg t
e tτ−
<⎧⎪= ⎨⎪ − ≥⎩
( ) ( ) ( )x t t t Tε ε= − −
?( )x t
t
1
T
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3.2.2 Basic System Properties
The solution goes by exploiting the linearity and time-invariance of the system:
• First step: separation of the input function into 2 steps using rect-function
• Second step: find out the 2 answers for each rect-function
• Third step: superposition of the answer
In the following slide it shows the graphical determination of the system answer to a rectangular impulse
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3.2.2 Basic System Properties
1
0 0( ) ( )
1 0t
x t tt
ε<⎧
= = ⎨ ≥⎩
1
0 0( )
1 0t
ty t
e tτ−
<⎧⎪= ⎨⎪ − ≥⎩
2
0 0( ) ( )
1 0t
x t t Tt
ε<⎧
= − − = ⎨− ≥⎩2
0 0( )
1 0t T
ty t
e tτ−
−
<⎧⎪= ⎛ ⎞⎨− − ≥⎜ ⎟⎪
⎝ ⎠⎩
1 2( ) ( ) ( )0 t<01 0 t T0 t >T
x t x t x t= +
⎧⎪= ≤ ≤⎨⎪⎩
1 2( ) ( ) ( )
0 t<0
1 0 t T
1 t>T
t
t T
y t y t y t
e
e e
τ
τ τ
−
−
= +
⎧⎪⎪⎪= − ≤ ≤⎨⎪ ⎛ ⎞⎪ ⋅ −⎜ ⎟⎪ ⎝ ⎠⎩
( )1x t
t
1+
T
( )1y t
t
( )2x t
t
T
1−
( )2y t
t
A
T
( )x t
t
( )y t
t
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3.2.3 Realisable Systems
( ) 0 for s t t tν≡ < ( ) 0 for g t t tν≡ <
1. Real systems:
A system is called real when it follows:
Real input Real output
2. Causal system:
A system is causal if the output signal g(t) until an arbitrary time depends only the input signal s(t) until this time.
No effects before the cause
3. Stable system:
1 1
A system ( ) ( ) is stable in the BIBO sense (Bounded Input Bounded Output) if: ( ) , then ( )
s t g ts t M t g t M t
→
< < ∞ ∀ < < ∞ ∀
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( )s t ( )g t
( )s t
t
( )g t
t
3.2.3 Realisable SystemsAn example of non-stable system: the ideal integrator
( ) ( ) ( )t
s t g t s dτ τ−∞
→ = ∫
0
A system is asymptotically stable if a damped input signal causes a damped output signal
lim ( ) 0 lim ( ) 0t t
s t g t→+∞ →+∞
= → =
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3.2.3 Realisable Systems4. Memory less and dynamic systems:
If for anytime t, the value of the output signal g(t) of a system depends exclusively on the value of the input signal s(t) at the same time t, then the system is called memory-less
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Chapter 3
ANALOG SYSTEM
3.3 Analog Linear Time-Invariant System
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3.3.1 Convolution Integral and Impulse Response
[ ]( ) ( ) ( )s t g t T s t→ =
0 ( ) ts t rectT⎛ ⎞= ⎜ ⎟⎝ ⎠
A LTI system is denoted as:
Derivation of general form of T[s(t)]:
Let‘s assume: a LTI system reacts to a small rectangular impulse as:
0 0 0( ) ( ) [ ( )]
s t g t T s t→ =
⇒
0( )g t
t
0( )s t
t
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3.3.1 Convolution Integral and Impulse Response
The answer of the system to an arbitrary input signal can be calculatedapproximately if the properties LTI are used:
Division of an input signal into a staircase signal
( )s t
0T− 0T 02T0
0iT
( )as t
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3.3.1 Convolution Integral and Impulse Response
0 0 0 0 0 0( ) ( ) ( ) ( )s iT s t iT s iT g t iT⋅ − → ⋅ −
0 0 01
( ) ( ) ( ) ( )ai
g t g t s iT g t iT∞
=
≈ = ⋅ −∑
0, 1, 2,...,i = ± ± ±∞0 0 0
1
( ) ( ) ( ) ( )ai
s t s t s iT s t iT∞
=
≈ = −∑
Step 1: separate the input signal into staircase signal elements
with
Step 2: because the system is time-invariant, it follows:
Step 3: because the system is linear, one can use the superposition:
0The smaller is, the more accurate the approximation of ( ) is. aT g t
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3.3.1 Convolution Integral and Impulse Response
Superposition of the single answers
( )ag t
( ) ( )00s g ti
( ) ( )0 0 0s T g t T−i
t00T 02T
( ) ( )0 0 0s iT g t iT−i
0a
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3.3.1 Convolution Integral and Impulse Response0Now a limiting 0 provides a perfect approximation: T →
01. becomes an infinitesimal T dτ
0 02. becomes the continous variable , so that ( ) ( )i T s i T sτ τ⋅ ⋅ →
0
( ) lim ( )aTs t s t
→∞=
0 00 0
0
( )( ) ( )ai
s t iTs t s iT TT
∞
=−∞
−= ⋅ ⋅∑ 0 0
0 00
( )( ) ( )ai
g t iTg t s iT TT
∞
=−∞
−= ⋅ ⋅∑
For this, an extension is made as followings:
(*)
The relation (*) is fulfilled if:
0 0
0
( )3. becomes Dirac's delta function ( )s t i T tT
δ τ− ⋅−
!0 0
0
( )4. ( ) where ( ) called the impulse response.g t i T h t h tT
τ− ⋅= −
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3.3.1 Convolution Integral and Impulse Response
0
lim ( ) ( ) ( ) ( )aTs t s t s t dτ δ τ τ
∞
−∞→∞= = −∫
0
lim ( ) ( ) ( ) ( )aTg t g t s h t dτ τ τ
∞
−∞→∞= = −∫
( ) ( ) ( ) ( ) ( )t g t h t d h tδ δ τ τ τ∞
−∞
→ = − =∫
With the „extraction-property“ of Dirac‘s delta function, one obtains:
convolutional integral
Some remarks:
• convolutional integral is a general method for determing theresponse of an LTI system to any excitation.
• h(t), the impulse response, is required to evaluate the convolutionalintegral and can be determined as following:
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3.3.1 Convolution Integral and Impulse Response
( ) ( ) ( ) with ( ) 0 for 0
( ) ( )t
g t s h t d h t t t
s h t d
τ τ τ τ τ τ
τ τ τ
+∞
−∞
−∞
= ⋅ − − ≡ − < ⇔ <
= −
∫
∫
( ) 0 for 0h t t≡ <
• For causal systems with „No effect before the cause“ follows:
The impulse response of a causal system is also a causal signal function
The convolutional integral for causal system can be described as:
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3.3.1 Convolution Integral and Impulse Response
1 for 0( )0 for 0
tRCe th t RC
t
−⎧≥⎪= ⎨
⎪ <⎩
Example: given the following:
( )tδ
R
C ( )h t
( )h t
tRC
1RC
( )tδ
t0
Dirac's delta functionImpulse response
RC - circuit
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3.3.1 Convolution Integral and Impulse Response
( ) ( ) ( )g t s h t dτ τ τ+∞
−∞
= ⋅ −∫
0
0 0
1 2( )2
Ttts t a rect a rectT T
⎛ ⎞−⎜ ⎟⎛ ⎞= ⋅ − = ⋅ ⎜ ⎟⎜ ⎟
⎝ ⎠ ⎜ ⎟⎜ ⎟⎝ ⎠
Question: Reaction of the system to a rectangular impulse at the input
?
Solution: Evaluation of the convolution integral:
( )s t
a
0T t
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3.3.1 Convolution Integral and Impulse Response
1. ( ) 0 for 0g t t≡ <
00
2. ( ) ( ) ( ) for 0t
g t s h t d t Tτ τ τ= ⋅ − ≤ ≤∫
0 0
1( )
1 0
t tt tRC RC RC
t tRC RC RC
ag t a e d e e dRC RC
ta e RCe a eRC
τ τ
τ
τ τ−⎛ ⎞ ⎛ ⎞ ⎛ ⎞− −⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎝ ⎠ ⎝ ⎠ ⎝ ⎠
⎛ ⎞ ⎛ ⎞ ⎛ ⎞− −⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠
= ⋅ = ⋅
⎛ ⎞= ⋅ = −⎜ ⎟⎜ ⎟
⎝ ⎠
∫ ∫
It leads to the following relations and results:
0
00
3. ( ) ( ) ( ) for T
g t s h t d t Tτ τ τ= ⋅ − >∫0 0
0
0 0
0
1( )
1 0
t tT TRC RC RC
Tt tRCRC RC RC
ag t a e d e e dRC RC
Tae e ae e
τ τ
τ
τ τ−⎛ ⎞ ⎛ ⎞ ⎛ ⎞− −⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎝ ⎠ ⎝ ⎠ ⎝ ⎠
⎛ ⎞⎛ ⎞ ⎛ ⎞ ⎛ ⎞ +− − ⎜ ⎟⎜ ⎟ ⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠ ⎝ ⎠ ⎝ ⎠
= ⋅ ⋅ = ⋅ ⋅
⎛ ⎞= = ⋅ − +⎜ ⎟⎜ ⎟
⎝ ⎠
∫ ∫
( )g t
t0T RC
a
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 34
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3.3.1 Convolution Integral and Impulse Response
1RC
( )h τ
0 RCτ
( ) ( ) 1 RCh eRC
τ
τ τ−
=
( ) ( ) 1 RCh eRC
τ
τ τ− =1
RC
( )h τ−
RC− 0
1RC
( )h t τ−
( )0h t τ−
( )s τ
1F 2F
0t t= 1t t=0
a
2t t=
( )2h t τ−
( ) ( ) 1 tRCh t s t e
RC
τ
τ τ−
−− = −
τ
τ
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 35
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3.3.2 Step Response
( ) ( )t h tδ →
( ) ( ) ( ) ( )s t g t s t h t→ = ∗
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )t
s t t g t t h t t h d h dε ε ε τ τ τ τ τ+∞
−∞ −∞
= → = ∗ = − =∫ ∫
( ) ( )t
w t h dτ τ−∞
= ∫
The system response to any excitation s(t) can be determined as:
Example: Impulse response
Similarly, the response of an LTI-system to the unit step function gives:
In short: Step response
Moreover: ( ) ( )dh t w tdt
=
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 36
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3.3.2 Step Response
( ) ( ) ( ) ( )s t g t s h t dτ τ τ+∞
−∞
→ = −∫
. . .b b
a a
bu dv u v v du
a= −∫ ∫
( )( ) ( ) ( ) ( )dus u s du s ddττ τ τ τ ττ
′ ′= ⇒ = ⇒ =
Proof:
The partial integration gives:
( ) ( ) where dvh t d dv h t t x d dxd
τ τ τ τ ττ
− = ⇒ = − − = → − =
( ) ( ) ( ) ( ) ( )dv h x v x h x dx w x w tdx
τ= − ⇒ = − = − = − −∫
( ) ( ) ( ) ( ) ( ) ( )s t g t s w t w t s dτ τ τ τ τ+∞
−∞
+∞′→ = − − + −
−∞ ∫
Thus:
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3.3.3 The Transfer Function H(ω)
0 0 0( ) cos sinj ts t s e s t js tω ω ω= = +
( )0 0
0 0
( ) ( ) ( )
( ) ( )
j t j t
j t j j t
g t s e h t h s e d
s e h e d s e H
ω ω τ
ω ωτ ω
τ τ
τ τ ω
+∞−
−∞
+∞−
−∞
= ∗ = ⋅
= ⋅ = ⋅
∫
∫
( ) ( ) j tH h t e dtωω+∞
−
−∞
= ⋅∫
Let the exponential function be the excitation of a LTI-system:
The response of any LTI-system is given by the convolution of impulse responseand input signal:
where:Transfer function of the system: The Fourier transform of the systemsimpulse response
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3.3.3 The Transfer Function H(ω)
( ) ( ) ( ) ( ) ( )g t s t h t s h t dτ τ τ+∞
−∞
= ∗ = −∫
( )( ) ( ) ( ) ( ) ( ) 0( )
GG S H H SSωω ω ω ω ωω
= ⇔ = ∀ ≠
By applying the Fourier transform to the convolution as shown before, one gets:
Effectless systems:
Cascade of two LTI systems
Let‘s assume a combined system as follows:
( )zg t( )1h t ( )2h t
( )s t ( )g t
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3.3.3 The Transfer Function H(ω)
1
2 1 2
( ) ( ) ( )( ) ( ) ( ) [ ( ) ( )] ( )
( )z
z
g t s t h tt h t g t s t h t h tg t g
= ∗∗ ⇒ = ∗ ∗=
1 2( ) ( ) ( ) ( )G S H Hω ω ω ω=
1 2
1 2
( ) [ ( ) ( )] ( )( ) ( ) [ ( ) ( )]
g t s t h t h tg t s t h t h t
= ∗ ∗= ∗ ∗ 1 2( ) ( )[ ( ) ( )] ( ) ( )totG S H H S Hω ω ω ω ω ω= =
One obtains:
Theorem: When connecting effectless systems in a chain, the transfer functionsare multiplied.
Moreover:
The properties of the convolution product lead to the following equations:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 40
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3.3.3 The Transfer Function H(ω)
0
1 1
0
1( ) ( )
1 1 1 1 1 0 1
tj t j tRC
j t j tRC RC
H h t e dt e e dtRC
e dt eRC RC j RCj
RC
ω ω
ω ω
ω
ωω
+∞ +∞−− −
−∞
⎛ ⎞ ⎛ ⎞+∞ − + − +⎜ ⎟ ⎜ ⎟⎝ ⎠ ⎝ ⎠
= =
+∞−= = ⋅ =
++
∫ ∫
∫
1 0( ) ( )0 0
tRCe for tg t h t RC
for t
−⎧⋅ ≥⎪⇒ = ⎨
⎪ <⎩
Example of a simple filter as a LTI-system:
Given is the impulse response of the following system:
( )s t
R
C
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 41
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3.3.3 The Transfer Function H(ω)
2
1
1( ) 1 ( )1( ) 1
U j C HU j RCR
j C
ω ω ωω ω
ω
= = =++
The same result can be obtained by using network analysis:
RC-Circuit as complex voltage divider
2
1
( )( )( )
UHU
ωωω
=
( )1U t ( )2U t
R
1j Cω
This method (determination of transfer function based on network analysis) works for any LTI network!
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 42
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3.3.3 The Transfer Function H(ω)
1RC−
1 ( ) Re H ω
ω1RC
2RC− 2
RC
even in ω
odd in ω( ) Im H ω
1( )1
Hj RC
ωω
=+
2
1Re ( ) ( )1 ( ) RH H
RCω ω
ω= =
+ 2Im ( ) ( )1 ( ) X
RCH HRC
ωω ωω
= − =+
( ) ( )( ) ( ) ( )j jH H e A eϕ ω ϕ ωω ω ω= =
( )H ω
( )ϕ ω
Real and Imaginary part of the transfer function of an RC circuit:
Example:
Another representation for the transfer function:
Magnitude of the transfer function
Phase of the transfer function
Real and imaginary part of transfer function of an RC-circuit (low-pass filter)
In general: ( ) Re ( ) Im ( ) ( ) ( )R XH H j H H jHω ω ω ω ω= + = +
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 43
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3.3.3 The Transfer Function H(ω)
2 2
2
1( ) (Re ( ) ) (Im ( ) )1 ( )
H H HRC
ω ω ωω
= + =+
Im ( )( ) arctan arctan( )
Re ( )H
RCH
ωϕ ω ω
ω⎛ ⎞
= = −⎜ ⎟⎜ ⎟⎝ ⎠
( ) ( )H Hω ω= −
( ) ( )H Hω ω∗− =
( ) ( )ϕ ω ϕ ω− = −
The magnitude and phase of the transfer function of an RC-Circuit:
Example:
Because h(t) is real-valued function, one gets:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 44
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3.3.3 The Transfer Function H(ω)
Magnitude and phase of an RC-Circuit (Low-pass filter)
1RC
−
1( )H ω
ω
( )ϕ ω
2π
0
2π
−
ω
1RC
1RC
−1
RC
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 45
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3.3.4 Analog LTI-Systems, Describable byDifferential Equations
Description of a LTI system with h(t) and H(ω)
( ) ( ) ( )t h t h tδ ∗ =
( ) ( ) ( )h t t d h tδ τ τ+∞
−∞
− =∫
( ) ( )1 H Hω ω⋅ =
( )h t
( )H ω
( )tδ
1
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 46
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3.3.4 Analog LTI-Systems, Describable byDifferential Equations
0 0
( ) ( )( ) ( )
m nd da s t c g tdt dt
ν µ
ν µν µν µ= =
=∑ ∑
the coefficThese kinds ient of system a and are constantsre LTI if .a cν µ
A certain class of analog LTI system can also be described by finite differential equations as follows:
The Fourier transform of both sides of the equation above yields:
0 0( ) ( ) ( ) ( )
m n
a j S c j Gν µν µ
ν µ
ω ω ω ω= =
=∑ ∑
0
0
( )( )( )( ) ( )
m
n
a jGHS c j
νν
ν
µµ
µ
ωωωω ω
=
=
= =∑
∑1 1 0
0
( )( )( )( ) ( )
m
n
a jGh t F FS c j
νν
ν
µµ
µ
ωωω ω
− − =
=
⎧ ⎫⎪ ⎪⎧ ⎫ ⎪ ⎪= =⎨ ⎬ ⎨ ⎬
⎩ ⎭ ⎪ ⎪⎪ ⎪⎩ ⎭
∑
∑or
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Short introduction about Low-pass and Band-pass system:
Most transmission channels are limited to a certain frequency range due to:
• natural property of the channel (cable, radio,...)
• usage of filters to separate the information content and the noise
A system view is useful to:• describe the basic properties of filters, transmission system ortheir effect on given signals
• simplify the design of transmission and other systems
Low-pass and band-pass filters are most important system for theory and practice
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
( ) ( )( ) ( ) ( )j jbH H e A eϕ ω ωω ω ω −= =
( ) 20 log ( ) a A dBω ω= −
( ) ( )b ω ϕ ω= −
1( ) ( )Phτ ω ϕ ωω
= −
There are other ways of writing the transfer function of filters:
Hereby, it follows:
1. Damping ratio:
2. Damping angle:
3. Phase delay:
is the time delay of a cosine signal
corresponding to a specific phase φ
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 49
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0 00
1( ) ( )Phτ ω ϕ ωω
= −
0The signal output is amplified by the factor ( ) and is delayed about the phase delay:
A ω
00
00 0
( )( )
0 0 0 0( ) ( ) ( )j t
j j tg t s A e e s A eϕ ω
ωωϕ ω ωω ω
⎛ ⎞+⎜ ⎟
⎝ ⎠= =
So that the signal output holds:
To the explanation of the phase delay
( ) ( ) 00 0
j tg t s H e ωω= ⋅
( )h t
( )H ω
( )s t
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 50
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
( ) ( )Grd
dτ ω ϕ ω
ω= −
0( ) ( ) cosss t s t tω=
0( ) 0 for with s g gS ω ω ω ω ω• = >
4. Envelope delay or group delay:
For the explanation, a narrow-band signal is provided in term of amplitude modulated cosine
with the following characteristics is observed:
• This signal will be applied to a linear filter with constant amplitudeand linear damping angle:
Linear filter: ( )s t ( )g t( ) ( ) ( )jbH A e ωω ω −= ⋅
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 51
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0 0 0( ) ( ) for g gA Aω ω ω ω ω ω ω= − < < +
0 0 0 0 0 00
( ) ( ) ( ) ( ) .( ) ( ) ( ) ( )Ph Grdbdt
ϕ ω ω ϕ ω ϕ ω ω ω ω τ ω ω ω τ ωω
= − = + − = − − −
0( ) ( ) cos ( )s Gr Phg t s t tτ ω τ= − −
For this case, it can be shown:
Magnitude of an input signal and magnitude and damping angle of thetransmission system
( )b ω
( )A ω
0ω −Ω 0ω 0ω +ΩΩ−Ω 0
( )S ω
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Note: Negative phase retardation and envelope delays are no contradictionsto the reality because both are defined for the steady-state condition of thesystem.
Realizable system with partly negative envelope delay
Example:
2R
C
CR2U1U
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 53
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0 0 0 0( ) ( ) ( ) where and are real and constants t g t h s t t h t→ = −
Distortion-less system:
is a system or a filter which does not change the form of the input signal
Example: Input and output of a distortion-less system
( )s t
t
0s 0 0s h
( )g t
0t t
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 54
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0 01. ( ) ( ) ( ) ( ) ( )s t g t s t h t h s t t→ = ∗ = −
002. ( ) : transfer functionj tH h e ωω −=
0 0( ) and ( ) .A h tω ϕ ω ω= = −
0Ph Gr tτ τ= =
0
( ) const. : amplitude distortions( ) : phase distortions
At
ωϕ ω ω
≠≠ −
ii
3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Properties of a distortion-less system:
3. This means:
thus: frequency-independent
All deviations from these properties are called linear distortions:when
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 55
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
00( )
2j t
g
H A rect e ωωωω
−⎛ ⎞
= ⎜ ⎟⎜ ⎟⎝ ⎠
00( ) ( ( )) g
g
Ah t si t t
ωω
π= −
The ideal Low-pass filter:
The transfer function:
The impulse response:
A low-pass filter is a filter which has the property
( ) ( ) 0 for 2g gA H fω ω ω ω π= = > =
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 56
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
The ideal Low-pass filter in the frequency and time domain
( )h t0 0
gh Aωπ
=
0 0tt
01
2 g
tf
− 01
2 g
tf
+
gω− gω0
( ) 0b tω ω=( ) ( )H Aω ω=
ω
0A
( ) 00 2
j t
g
H A rect e ωωω
ω−
⎛ ⎞= ⋅⎜ ⎟⎜ ⎟
⎝ ⎠
F
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 57
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0
( ) ( )x
Si x si dξ ξ= ∫ ( ) ( )Si x Si x− = ( )2
Si π−∞ =
0 01 2( ) 1 ( ( ))2 gt A Si t tω ω
π⎡ ⎤= + −⎢ ⎥⎣ ⎦
Using integral sine Si(x):
and and
One gets:
The step response:
0
0
0 0
0 0 0
( ) ( ) ( ( ))
( ( )) ( ( )) ( Si func. is symmetric)
t t
g
t t
g gt
t h d h si t d
h si t d si t d
ω τ τ ω τ τ
ω τ τ ω τ τ
−∞ −∞
−∞
= = −
⎡ ⎤= − + −⎢ ⎥
⎢ ⎥⎣ ⎦
∫ ∫
∫ ∫
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 58
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Step response of a Low-pass filter with Overshooting
t0t
12 gf
0
2A
0A
( )w tmax. overshooting 8.95%
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 59
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
00
0 0
( ) ( ) ge e e
AdA t w t t h t tt t t tdt
ωπ
= = == =
12e
g g
tf
πω
= =
• Overshooting: 8.95 % of the step amplitude.
• Rise time of the low-pass:
0Step size = rise time maximum gradienteA t ⋅
So the rise time becomes:
reverse proportional to cut-off frequency
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 60
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
00 00( ) j tH A rect rect e ωω ω ω ωω
ω ω−⎡ − + ⎤⎛ ⎞ ⎛ ⎞= +⎜ ⎟ ⎜ ⎟⎢ ⎥∆ ∆⎝ ⎠ ⎝ ⎠⎣ ⎦
0 0
0 0 0 0
0 0
( ) ( )00
00 0 0
( ) ( )2 2 2 2
( )2 2
( ) cos( ( ))2
j t j t
j t t j t t
h t A si t e si t e t t
A si t t e e
A si t t t t
ω ω
ω ω
ω ω ω ω δπ πω ωπω ω ω
π
−
− − −
⎡∆ ∆ ∆ ∆ ⎤⎛ ⎞ ⎛ ⎞= + ∗ −⎜ ⎟ ⎜ ⎟⎢ ⎥⎝ ⎠ ⎝ ⎠⎣ ⎦∆ ∆⎛ ⎞ ⎡ ⎤= − +⎜ ⎟ ⎣ ⎦⎝ ⎠∆ ∆⎛ ⎞= − −⎜ ⎟
⎝ ⎠
The ideal Band-pass filter:
is defined by the following relation:
Non-zero in a finite band This range does not include = 0
ωω
∆ii
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 61
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Impulse response of a Band-pass filter
02t πω
+02t πω
− 0t
0
( )h t0A Aωπ
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 62
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0
0 0 0
0 0
2( ) 2 ( ) cos ( )2
( ) cos ( )T
Ah t si t t t t
h t t t
ωω ω
π
ω
∆∆⎡ ⎤= − −⎢ ⎥⎣ ⎦
= ⋅ −
00 00( ) 2 j tH A rect e ωω ωω
ω−−⎛ ⎞= ⎜ ⎟∆⎝ ⎠
00( ) 2 j t
TH A rect e ωωωω
−⎛ ⎞= ⎜ ⎟∆⎝ ⎠
If one compares the impulse response of the ideal band-pass and the ideal low-pass, one can gets:
( ) ( ) complex envelope with( ): impulse response of the band-pass( ) : equivalent low-pass impulse response
T
T
h t h th th t
= ×
with the following relations:
and
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 63
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Symmetrical Band-pass and appropriate equivalent Low-pass
02A
0A( ) 0b tω ω=
0ω+ω
0ω−2ω∆
2ω∆
−
ω∆
ω∆
gcritical frequency of the 2
equivalent low-pass
ωω ∆=
( )equiv.lpA ω
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 64
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Re ( ) Re ( ) : is an even function in H Hω ω ω= −
Im ( ) Im ( ) : is an odd function in H Hω ω ω= − −
The Non-symmetrical Band-pass:
The impulse response of a band-pass (and all other LTI-Systems) must be a real-valued function of time and has the following properties:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 65
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Spectrum of a Non-symmetrical Band-pass
ω∆
0ω0ω−
ω∆
( ) Im H ω
( ) Re H ω
( )BH ω− ( )BH ω+
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 66
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
( ) ( ) ( ) with ( ) ( ) ( ) and( ) ( ) ( )
H H HH HH H
ω ω ω
ω ω ε ω
ω ω ε ω
+ −
+
−
= +
= ⋅
= ⋅ −
0( ) 2 ( )TH Hω ω ω+= +
( ) Re ( ) Im ( )T T TH H j Hω ω ω= +
( ) ( ) ( )Th t u t j v t= + ⋅
For the following considerations, it gives:
Because of its properties:
Equivalent low-pass signal of the non-symmetrical band-pass
( ) Re TH ω
( ) ( )0T BH Hω ω ω+= +
0
( ) Im TH ω
ω∆
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 67
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0 0( ) 2 ( ) 2 ( )TH H Hω ω ω ω ω+ − ∗⎡ ⎤= + = − −⎣ ⎦
00
1 1( ) ( ) ( )2 2TH H Hω ω ω ω+ = − =
01( ) ( )2 TH Hω ω ω− = − −
( ) ( ) ( )H H Hω ω ω+ −= +
Based on the formulas above, one can get the following relations:
or
with:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 68
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
00 0
2 20 0
( ) Re ( ) ( ) cos ( )sin
( ) ( ) cos( ( )) ( ) cos( ( ))
j tT
T T T
h t h t e u t t v t t
u t v t t t h t t t
ω ω ω
ω ϕ ω ϕ
= = −
= + + = +
The impulse response of the non symmetrical band-pass is given by:
( ) : equivalen low-pass or complex envelope( ) : in-phase component( ) : quadrature component
Th tu t
tν
The impulse response of the general band-pass is an amplitude and angle-modulated cosine signal.
0
0
All relations between ( ), ( ), ( ) and its Fourier Transforms
also hold for ( ), ( ), ( ) and its Fourier Transforms! (see chap. 2, S.95-100)T
T
s t s t s t
h t h t h t
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 69
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
( ) ( ) ( ) ( )y t g t y t h t→ = ∗ ( ) ( ) ( )G Y Hω ω ω= ⋅
*0 0
0 0 0 0
0 0 0 0
1 1( ) ( ) ( )2 21 1 1 1 ( ) ( ) . ( ) ( )2 2 2 2
1 1 ( ) ( ) ( ) ( )4 4
T T
T T T T
T T T T
G G G
Y Y H H
Y H Y H
ω ω ω ω ω
ω ω ω ω ω ω ω ω
ω ω ω ω ω ω ω ω
∗ ∗
∗ ∗
= − + − −
⎡ ⎤ ⎡ ⎤= − + − − − + − −⎢ ⎥ ⎢ ⎥⎣ ⎦ ⎣ ⎦
= − ⋅ − + − − ⋅ − −
Transmission of Band-pass signals through Band-pass filters:
For any LTI-system with an arbitrary input y(t), the following holds:
Representing band-pass signal by means of equivalent low-pass signal:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 70
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
1( ) ( ) ( )2T T TG Y Hω ω ω=
1( ) ( ) ( )2T T Tg t y t h t= ∗
[ ]0 01( ) Re ( ) Re ( ) ( )2
j t j tT T Tg t g t e y t h t eω ω⎧ ⎫= = ∗⎨ ⎬
⎩ ⎭
0If one assumes, that ( ) 0 ( ) for (means: ( ) and ( ) are narrow-banded), then:
T TY and Hy t h t
ω ω ω ω= ≤ −
and thus:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 71
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
0( ) ( )H A Aω ω= =
00( ) j tH A e ωω −= 0 0( ) ( )h t A t tδ= −
0 0 0 0( ) ( ) ( ) ( ) ( )s t g t s t A t t A s t tδ→ = ∗ − = −
All-pass filters:
is an LTI system with the property:
All-pass filters with linear phase:
are:
0
0
ideal delay elements for 0 ideal predictors for 0 , because of:
tt>
<
ii
Usage: often used to correct the phase of transmission channels and filters.
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 72
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
00 00
0 0
00
0
( ) ( ). ( ( ))2 2
( ) ( )2
gk g
gg
At t t th t h t rect si t t rectt t
A tsi t rect t tt
ωω
π
ωω δ
π
⎛ ⎞ ⎛ ⎞− −= = −⎜ ⎟ ⎜ ⎟
⎝ ⎠ ⎝ ⎠⎛ ⎞
= ∗ −⎜ ⎟⎝ ⎠
0 00 0 0
1( ) 2 . ( ) ( )2 2
j t j tK K
g
H A rect t si t e H eω ωωω ω ωπ ω
− −⎛ ⎞
= ∗ =⎜ ⎟⎜ ⎟⎝ ⎠
Causal Low-pass filters:
can be derived from the non-causal, ideal low-pass by multiplying theimpulse response with a suitable rectangular function:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 73
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Multiplication of the impulse response of the ideal low-pass with a rectangular function
( )h t0
02t trect
t⎛ ⎞−⎜ ⎟⎝ ⎠
t0t0
0A ωπ∆
02t
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 74
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3.3.5 Causal, Analog Low-Pass and Band-Pass Systems
Magnitude and phase of the causal low-pass filter
The causal low-pass filter lost the shape of the ideal low-pass filter
( )gH ω
( ) 0b tω ω=
gωgω− 0 ω
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3.3.6 The System function HL(p)
0 0( ) where pt t j ts t s e s e e p jσ ω σ ω= = = +
( )0 0
0 0
( ) ( ) ( ) ( ) ( )
( )
pt p t
pt p pt
g t s t h t s e h t s h e d
s e h e d s e I
τ
τ
τ τ
τ τ
+∞−
−∞
+∞−
−∞
= ∗ = ∗ =
= =
∫
∫
With ( ) 0 for 0h t t≡ <
0 00
( ) ( ) ( )pt p ptLg t s e h e d s e H pττ τ
∞−= =∫
Operating the excitation of the following input signal:
One gets:
The difference is I
For a causal system, it obtains:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 76
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3.3.6 The System function HL(p)
0
2. ( ) is the Laplace transform of the impulse response of the causal LTI system.
( ) ( )
L
ptL
H p
H p h t e dt∞
−= ∫
0
( ) ( ) ( )t
g t s h t dτ τ τ= −∫
( )( ) ( ) ( ) ( )( )
LL L L L
L
G pG p S p H p H pS p
= ⇔ =
1. ( ) is called system functionLH p
3. Because of the restriction to causality, it follows for the convolution integral:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 77
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3.3.6 The System function HL(p)
( ) ( )LH H jω ω=
2Re 0, ( ) j -axis is covered by convergence area ensuring:Lp H pβ ω= <
1 2( ) ( ) ( )L L LH p H p H p= ⋅
4. When combining 2 causal, effectless LTI-system (filters), one obtains:
Non-reactive combination of two causal LTI-system
5. ( ) does not automatically equal the system function (p) on the _LH H j axisω ω
When moving from , the following cases c( ) an occ( ur) : LH p to H ω
Case 1:
( )s t( )( )
1
1L
h t
H p( )( )
2
2L
h t
H p( )g t
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 78
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3.3.6 The System function HL(p)
0Re 0p β= =
( ) ( ) function with suitable Dirac's delta functionsLH H jω ω= +
1Re 0 the axis is outside of the convergence are( ) does not s
aexi t
p jHωω
β= > ⇒ −→
Case 2:
Case 3:0
( )h t dt∞
< ∞∫
Note: for a causal system where the impulse response is integrable:
such case does not occur
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 79
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3.3.6 The System function HL(p)
Convergence areas of the Laplace transform
jωp - plane
σ0
2β 0β 1β
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3.3.6 The System function HL(p)
202
2 21 0
1( )( ) 1( )L
U p pCH pU p ppL
pC
ωω
= = =++
0 0( ) sin( ) ( )h t t tω ω ε= ⋅
[ ]
[ ] [ ]
00 0
00 0 0 0
1( ) ( ) ( ) ( )2
1 ( ) ( ) ( ) ( )2
H j jj
jj
ωω πδ ω ω πδ ω ω πδ ωπ ω
ω δ ω ω δ ω ω π δ ω ω δ ω ωω
⎧ ⎫⎡ ⎤= + − − ∗ +⎨ ⎬⎢ ⎥
⎣ ⎦⎩ ⎭⎧ ⎫
= + − − ∗ + + − −⎨ ⎬⎩ ⎭
Example: Given is the following network
The corresponding system can be derived as:
0iR =L
C
( )1u t( )1U p
( )2u t( )2U p
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 81
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3.3.6 The System function HL(p)
0 00
1 1 1 1( ) ( ) dvvj j v j
δ ω ω δ ωω ω ω ω
+∞
−∞
± ∗ = ± =− ±∫
[ ]0 00 0
0 0
1 1( ) ( ) ( )2 2
Hj j j j j j
ω ω πω δ ω ω δ ω ωω ω ω ω
⎡ ⎤= − + − − +⎢ ⎥− +⎣ ⎦
2 20 0 0
2 20 0 0 0 0
1 1( )( ) ( ) 2LH p
p p j p j j p j p jω ω ωω ω ω ω ω
⎡ ⎤= = = ⋅ −⎢ ⎥+ − ⋅ + − +⎣ ⎦
1( ) ( ) ( )
m
L n nn
H H j aω ω π δ ω ω=
= + −∑
where:
Simplification results:
The corresponding system function:
[ ]00 0( ) ( ) ( ) ( )
2LH H jj
ω πω ω δ ω ω δ ω ω= + − − +
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 82
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3.3.6 The System function HL(p)When moving from , one can conclude from the existance ( ):( ) ( ) LH to HH p ωω
If ( ) exists for Re 0 and ( ) is represented as an analytical function of , ( ) can be written as:
( ) Re 0
L
L
L
H p p HH p
pH p H pj
ωω
=
⎛ ⎞= ≥⎜ ⎟
⎝ ⎠
i
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 83
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3.3.7 Network Function as System Function
0 0
0
0
...( ) ( )...
mi
mii m
L n ni n
ii
a pa p aH p N pb p bb p
=
=
+ += = =
+ +
∑
∑
With networks consisting of LTI elements, the network function N(p) is a rational fraction function in p with constant, real-valued coefficients:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 84
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3.3.8 Pole Zero plots
00
1
1
( )( )
( )
i
i
rm i
iL
rn i
i
a p pH p
b p p
µ
ν∞
=
∞=
−=
−
∏
∏
01
Order of the numerator polynom ii
r mµ
=
= =∑
1
Order of the denominator polynom nii
rυ
∞=
= =∑m
n
aKb
=
0If the roots of the numerator polynomial and the denominator polynomial ,one gets:
p p∞
where:
poles
zeros
Real constant:
( ) ( ) ( )L L LG p H p S p= ( ) ( ) ( )g t h t s t= ∗
With poles and zeroes, the transmission properties are fully described:
(apart from K)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 85
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3.3.8 Pole Zero plots
Example of Pole-Zero plot
0
j ωω
1j−
1j2p∞
02p
1p∞
3p∞
1− 1
01p
0
σω
p - plane
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 86
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3.3.8 Pole Zero plots
0
01
1
( )
i
i
ri
iL
ri
i
p pH p K
p p
µ
ν∞
=
∞=
−=
−
∏
∏
0 01 1
( ) arctan ( ) ( )i i i ii i
p K r p r pµ ν
ϕ ϕ ϕ∞ ∞= =
= + −∑ ∑
0 0arctan
0K
KKπ>⎧
= ⎨± <⎩
0 0( )0 0 0( ) i ij j p pi i ip p p p e p p eϕ −− = − = −
( ) iji ip p p p e ϕ∞
∞ ∞− = −
The representation of pole-zero diagram can be used to determine the magnitude and phase and shows the influence of any zero and pole clearly:
and
Thus:magnitude
phase
where:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 87
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3.3.8 Pole Zero plots
Method to determine the influence of a Zero and a Pole from that Pole-zero plot
Imj p
Re p
0ip p−
0iϕ
p
0ip
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 88
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3.3.8 Pole Zero plots
( )( ) ( ) j pL LH p H p e ϕ= ⋅
With the representation for:
the influence of poles and zeros becomes clear
Method to determine the Influence of Poles and Zeros on the Magnitude and phase to a point on jw_axis
jω
( ) ( )point wanted L
p jH H
ωω ω
=
=
p - plane
0ij pω −
σ
0iϕ
iϕ∞
ip∞
ij pω ∞−
0ip
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 89
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3.3.8 Pole Zero plots
• Poles and zeros with the same distance to the regarded point cancel each other
• The system function is mainly influenced by the corresponding pole and zero with the closest distance to p.
•A quick estimation for the transfer function is important for technical applications:
( )( ) ( ) ( ) jLH j H A e ϕ ωω ω ω= =
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 90
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3.3.8 Pole Zero plots
Low-pass system: Number of poles > number of zeros
because
( ) 0A ωω
=→ ±∞
jω
p - plane
σ
low-pass (3rd order)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 91
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3.3.8 Pole Zero plotsBand-pass:
( ) (0) 0
One or more zeros at the origin.No. of poles > No. of zeros
A and Aωω
=→ ±∞
i
ii
jω
σ
p - plane
band-pass (4th order)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 92
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3.3.8 Pole Zero plotslim ( )A K
ωω
→±∞=High-pass:
• At least one zero at origin
• No. poles = No. zeros
jω
σ
p - planehigh-pass (3rd order)
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 93
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3.3.8 Pole Zero plotsBand-stop:
0
lim ( ) 0 lim ( ) 0A and Aω ω ω
ω ω→±∞ →
≠ =
• one zero or more at center frequency
• same number of poles and zeros
• No zero at origin
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 94
FachgebietNachrichtentechnische Systeme
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3.3.8 Pole Zero plots
01 02
1 2
( ) ( ) ( )L
j p j pH j H A K K
j p j pω ω
ω ω ωω ω∞ ∞
− −= = = =
− −
All-pass:
• No. poles = No. zeros
• Symmetry of pole/zero locations concern to jω-axis
jω
10j pω −
10p
20j pω −
1j pω ∞−
1p∞
2j pω ∞−
2p∞ 20p
regarded frequencyp jω=
all-pass (2nd order)
σ
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 95
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3.3.8 Pole Zero plots
System with all-pass
jω
σ
Minimum-phase-system All-pass
jω
σ σ
jω
1
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3.3.8 Pole Zero plots
All-pass as Lattice type Filter for Phase correction.
Causal and stable LTI-systems:
• Poles only located in the left p-half-plane and on the imaginary axis.
• Zeros can be located in both half-planes.
σ
jω
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 97
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3.3.8 Pole Zero plots
( ) ( )( ) a jbLH e eω ωω − −=
N N N
pp j p j jσ ωσ ωω ω ω
= + → = = + = Σ + Ω
0 00 0
( )1 1
1 1
( ) ( )( )
( ) ( )
i i
i i
r rmN i i
m ni iLN N
r rnN i i
i i
P P P PH p K K
P P P P
µ µ
ν ν
ωω
ω ∞ ∞
−= =
∞ ∞= =
− −= =
− −
∏ ∏
∏ ∏
01 1
and i ii i
r m r nµ ν
∞= =
= =∑ ∑
The effect of the single poles and zeros on the transmission system can be overviewed:
Normalization of p can be carried out as:
where
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 98
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3.3.8 Pole Zero plots
ln ( ) ( ) ( )pLN NH j a jbω = − Ω − Ω
( ) ln( ( ))pN Na A ωΩ = − Ω
00 0 ,
1 1( ) ln ln ( ) ln ( )i i
p
r rm nN N i i i i
i ia K r P P r P P
µ ν
ω ∞−∞ ∞
= =
− Ω = + − − −∑ ∑
0 01 1
( ) arctan ( ) ( )m nN N i N i i N i
i i
K r rµ ν
ϕ ω ϕ ϕ−∞ ∞
= =
Ω = + Ω − Ω∑ ∑
A logarithmation gives:
with : frequency normalized damping ratio
One can obtain:
and for the frequency normalised phase function:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 99
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3.3.8 Pole Zero plots
2U1U CR
2
1
11( ) 1 1L
U pCH pU pRCR
pC
= = =++
11p
RC∞ = −
1N RC
ω =
Example: Given is the following circuit:
One gets:with
A suitable normalization frequency is:
11 1( ) and 1
11L
N
H P Pp Pω
∞⇒ = = = −++
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 100
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3.3.8 Pole Zero plots
Pole-Zero diagram of the RC-Circuit
N
j j ωωω
=
1j pω ∞−
11−
N
σσω
=
1p∞
p - plane
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 101
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3.3.8 Pole Zero plots
1− 12− 2
1( )
( )2
1 11 1
Aj
ωω ω
= =′+ ′ +
n
ωωω
′ =
0 .707
Magnitude and Phase of the RC-Circuit
( ) ( )arctan arctanN
b ωω ωω
⎛ ⎞′ ′= = ⎜ ⎟
⎝ ⎠2π
0 11−
2π
−
n
ωω
ω′ =
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3.3.8 Pole Zero plots2
1( )1GrN
dd
τ ϕ= − Ω =Ω +ΩAppropriate envelope delay:
Envelope delay of RC-Circuit
grΓ
11− 22− 0
N
ωωω
′=
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 103
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3.3.9 Minimum Phase systems
0 0 0 0Re Re and Im Imy x y xp p p p= − =
• An LTI system with zeros in the right half-plane is said to contain all-pass
• Such a system can be divided into: The all-pass which only effect on the phase
The all-pass-less or minimum phase system which exhibits the same magnitude frequency response but with a smaller phase than the original system.
Transformation of non-minimum phase system into minimum phase:
Theorem: LTI system without poles and zeros in the right half-plane are stable and of minimum phase.
For minimum-phase systems, the phase b( ) = ( )is fully prescrib
Theoremed by ( ).
:A
ω ϕ ωω
−
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 104
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3.3.9 Minimum Phase Systems
jω
σ
System with all-pass
jωjω
1σ σ
Minimum-phase-system All-pass
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3.3.10 StabilityAn LTI system ( ) ( ) is stable if:s t g t→
2( )g t M< < ∞1( )s t M< < ∞
1( ) ( ) ( ) ( ) where ( )s t g t s h t d s Mτ τ τ τ+∞
−∞
→ = − < < ∞∫
1( ) ( ) ( ) ( ) ( ) ( )g t s h t d s h t d M h t dτ τ τ τ τ τ τ τ+∞ +∞ +∞
−∞ −∞ −∞
= − ≤ − < −∫ ∫ ∫
( ) ( ) for all th t d h t dτ τ τ+∞ +∞
−∞ −∞
− = < ∞∫ ∫
From this, one can conclude:
2( )g t M< < ∞This results to if:
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 106
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3.3.10 Stability
00
0 1
0 1
( )( )
( )
i
i
mri
iii i
L nri
i ii i
p pa pH p K
b p p p
µ
ν∞
= =
∞= =
−= =
−
∑ ∏
∑ ∏
1 1 ,
( )( )
irik
L ki k i
AH p Kp p
ν ∞
= = ∞
= ⋅−∑∑
Reasoning: A system can be described by a fractional rational system function
or can be described by the following equation:
(for n > m)
or may have, in the simplest case, just single roots in the denominator polynomial:
1 ,
( )n
iL
i i
AH p Kp p= ∞
=−∑
Prof. Dr.-Ing. I. Willms Signals and Systems 1 WS 03/04S. 107
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3.3.10 Stability
,, . 1
1 1
( ) ( )( 1)!
ii
rp t kik
i k
Ah t K e t tk
ν
ε∞
∞ −
= =
⎡ ⎤= ⋅ ⋅ ⋅⎢ ⎥−⎣ ⎦
∑ ∑
, .
1( ) ( )i
np t
ii
h t K A e tε∞
=
⎡ ⎤= ⋅ ⋅ ⋅⎢ ⎥⎣ ⎦∑
The transform into the time domain results in the general case to
or for simple poles to:
( . ) 11. In the general case, the impulse response consists of time function .ip t ke t∞ −
( ) 1i ip t re t∞ ∞ −where the term have to be respected
Re 0i ip σ∞ ∞= <
All these terms get smaller for a growing t, if:
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3.3.10 Stability
( ) 1lim 0 for Re 0i ip t rit
e t p∞ ∞ −∞→∞
= <
This means that the corresponding pole is located in the left p-half-plane:
Theorem: The poles of the system function of a stable causal network are all located in the left half-plane.
Theorem: The poles of the system function of a stable network can be located in the left half-plane and on the imaginary axis.
On the imaginary axis, they must be single. The appropriate denominator polynomial must have roots with negative real part or single roots with a real part of zero. This is the case of a special (conditional) stability!