This document summarizes the key topics covered in Chapter 5 of the Signals & Systems course, which analyzes linear time-invariant (LTI) systems using time-domain and frequency-domain techniques. The chapter covers stability analysis using the impulse response and Routh-Hurwitz test, analyzing step responses for first-order and second-order systems, and the frequency response of LTI systems to sinusoidal and periodic inputs. Examples are provided to illustrate these time-domain and frequency-domain analysis methods.
1. Signals & Systems
Chapter 5
Time-domain and
frequency-domain analysis
of LTI systems using TF
INC212 Signals and Systems : 2 / 2554
2. Overview
Stability and the impulse response
Routh-Hurwitz Stability Test
Analysis of the Step Response
Fourier analysis of CT systems
Response of LTI systems to sinusoidal inputs
Response of LTI systems to periodic inputs
Response of LTI systems to nonperiodic
(aperiodic) inputs
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
3. Stability and
the Impulse Response
bM s M + bM −1s M −1 + + b1s + b0 Numerator
H ( s) =
a N s N + a N −1s N −1 + + a1s + a0 Denominator
Assumption : N ≥ M
: H (s) dose not have any common poles and zeros
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
4. Stability and
the Impulse Response
H(s) has a real pole, p h(t) contains cept
H(s) has a complex pair poles, σ±jω
h(t) contains ceσtcos(ωt+θ)
H(s) has a repeated poles
h(t) contains ctiept or ctieσtcos(ωt+θ)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
5. Stability and
the Impulse Response
h(t) 0 as t ∞ Stability
cept p<0
ceσtcos(ωt+θ) σ<0
ctiept or ctieσtcos(ωt+θ) p < 0 or σ < 0
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
6. Stability and
the Impulse Response
h(t) 0 as t ∞ Stable
|h(t)| ≤ c for all t Marginally Stable
bounded
|h(t)| ∞ as t ∞ Unstable
unbounded
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
7. Stability and
the Impulse Response
OLHP ORHP
Stable Unstable
× × ×
× × ×
× × ×
Marginally Stable
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
8. Stability and
the Impulse Response
Example 8.1 Series RLC Circuit
1 LC R
H ( s) = 2 b<0 Re( p1 , p2 ) = − <0
2L
s + ( R L) s + 1 LC
R −
R
+ b <0
p1 , p2 = − ± b
2L b≥0 2L
2
R
2 b<
R 1 2L
b= −
2 L LC −
R
− b <0 b<
R
2L 2L
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
9. Routh-Hurwitz Stability Test
Table 8.1 Routh Array A( s ) = a N s N + a N −1s N −1 + + a1s + a0 , a N > 0
ai > 0 for i = 0,1,2, , N − 1
sN aN aN-2 aN-4 …
sN-1 aN-1 aN-3 aN-5 … a N −1a N − 2 − a N a N −3 a a
bN − 2 = = a N − 2 − N N −3
a N −1 a N −1
sN-2 bN-2 bN-4 bN-6 …
a N −1a N − 4 − a N a N −5 a a
bN − 4 = = a N − 4 − N N −5
sN-3 cN-3 cN-5 cN-7 … a N −1 a N −1
…
…
…
…
bN − 2 a N −3 − a N −1bN − 4 a b
c N −3 = = a N −3 − N −1 N − 4
s2 d2 d0 0 … bN − 2 bN − 2
s1 e1 0 0 … c N −5 =
bN − 2 a N −5 − a N −1bN −6 a b
= a N −5 − N −1 N −6
bN − 2 bN − 2
s0 f0 0 0 …
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
10. Routh-Hurwitz Stability Test
Table 8.1 Routh Array
If all elements > 0 sN aN aN-2 aN-4 …
Stable sN-1 aN-1 aN-3 aN-5 …
sN-2 bN-2 bN-4 bN-6 …
If 1 or more elements = 0
& no sign changes sN-3 cN-3 cN-5 cN-7 …
…
…
…
…
Marginally Stable
s2 d2 d0 0 …
If sign changes
s1 e1 0 0 …
Unstable s0 f0 0 0 …
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
11. Routh-Hurwitz Stability Test
Example 8.2 Second-Order Case
A( s ) = s 2 + a1s + a0 If a1 & a0 > 0
Stable
Routh Array in the N=2 Case
s2 1 a0 If a1 > 0 & a0 < 0
s1 a1 0 or a1 < 0 & a0 < 0
1 pole in ORHP
s0 a0 0
a1a0 − (1)(0) If a1 < 0 & a0 > 0
bN − 2 = = a0
a1 Unstable
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
12. Routh-Hurwitz Stability Test
Example 8.3 Third-Order Case
A( s ) = s + a2 s + a1s + a0
3 2
Routh Array in the N=3 Case
s3 1 a1 a0 a0
a1 − > 0 a1 >
s2 a2 a0 a2 a2
s1 a1-(a0/a2) 0 a0
a2 > 0, a1 > , a0 > 0
s0 a0 0 a2
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
13. Routh-Hurwitz Stability Test
Example 8.4 Higher-Order Case
A( s ) = 6 s 5 + 5s 4 + 4s 3 + 3s 2 + 2 s + 1
Example 8.4
s5 6 4 2
s4 5 3 1
s3 0.4 0.8 0
s2 -7 1 0
s1 6/7 0 0
s0 1 0 0
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
14. Routh-Hurwitz Stability Test
Example 8.5 Fourth-Order Case
A( s ) = s + s + 3s + 2 s + 2
4 3 2
Example 8.5
s4 1 3 2
s3 1 2 0
s2 1 2 0
s1 0 ≈ε 0 0
s0 2 0 0
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
15. Analysis of the Step Response
B(s) E (s) c
Y (s) = X ( s) Y ( s) = +
A( s ) A( s ) s
1 c = [ s Y ( s )]s =0 = H (0)
X (s) =
s E (s)
−1
y1 (t ) = L
Y (s) =
B(s) A( s )
A( s ) s y (t ) = y1 (t ) + H (0), t ≥ 0
Transient part Steady-state value (if stable)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
16. Analysis of the Step Response
First-Order Systems
k k
H (s) = y (t ) = − (1 − e pt ), t ≥ 0
s− p p
1 k pt
X ( s) = y1 (t ) = e , t ≥ 0
s p
−k p k p k
Y (s) = + H (0) = −
s s− p p
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
17. Analysis of the Step Response
First-Order Systems : k
y (t ) = − (1 − e pt ), t ≥ 0
p
Without bound
p = 3, 2, 1
Unstable
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
18. Analysis of the Step Response
First-Order Systems : k
y (t ) = − (1 − e pt ), t ≥ 0
p
Bound Stable
p = -5, -2, -1
k = -p H(0) = 1
Steady-state value = 1
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
19. Analysis of the Step Response
First-Order Systems :
(time constant, τ)
≈ 63% of H(0)
p = -5, -2, -1
τ =0.2 sec
τ = 0.5 sec
τ = 1 sec
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
20. Analysis of the Step Response
Determining the pole location from the step
response
y(t) ≈ 1.73 ;
t ≈ 0.1 s
y (0.1) = 1.73 = 2[1 − e p ( 0.1) ] t = 0.1 sec
p = −20
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
21. Analysis of the Step Response
Second-Order Systems
k p1 = −ζω n + ωn ζ 2 − 1
H ( s) = 2
s + 2ζω n s + ωn2
p2 = −ζω n − ωn ζ 2 − 1
ζ is called the damping ratio
ωn is called the natural frequency
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
22. Analysis of the Step Response
Second-Order Systems :
Case when both poles are real
k k
H ( s) = y (t ) = (k1e p1t + k 2 e p2t + 1), t ≥ 0
( s − p1 )( s − p2 ) p1 p2
k
k ytr (t ) = (k1e p1t + k 2 e p2t ), t ≥ 0
Y ( s) = p1 p2
( s − p1 )( s − p2 ) s
k k
H ( 0) = 2 =
ωn p1 p2
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
23. Analysis of the Step Response
Second-Order Systems :
k = 2, p1 = −1, p2 = −2 Case when both poles are real
2
H (s) =
( s + 1)( s + 2)
2
Y ( s) =
( s + 1)( s + 2) s
−2 1 1
Y ( s) = + +
s +1 s + 2 s
y (t ) = −2e −t + e − 2t + 1, t ≥ 0
ytr (t ) = −2e −t + e − 2t , t ≥ 0
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
24. Analysis of the Step Response
Second-Order Systems :
Case when poles are real and repeated
k
H (s) =
( s + ωn ) 2
k
Y (s) =
( s + ωn ) 2 s
y (t ) =
k
[1 − (1 + ωnt )e−ω t ], t ≥ 0
n
ωn2
k
ytr (t ) = − (1 + ωnt )e −ω t , t ≥ 0
n
ωn2
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
25. Analysis of the Step Response
Second-Order Systems :
Case when poles are real and repeated
k = 4, ωn = 2, p1 , p2 = −2
4
H (s) =
( s + 2) 2
4
Y ( s) =
( s + 2) 2 s
y (t ) = 1 − (1 + 2t )e − 2 t , t ≥ 0
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
26. Analysis of the Step Response
Second-Order Systems :
Location of poles in the complex plane
p1 = −ζω n + jωd
p2 = −ζω n − jωd
k
H (s) =
( s − p1 )( s − p2 )
k
H (s) =
( s + ζω n − jωd )( s + ζω n + jωd )
k
H (s) =
( s 2 + 2ζω n + ωn ) + ωd
2 2
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
27. Analysis of the Step Response
Second-Order Systems :
Case when poles are a complex pair
k k
H (s) = Y ( s) =
( s + ζω n ) 2 + ωd
2
( )
( s + ζω n ) 2 + ωd s
2
− ( k ωn ) s − 2kζ ωn k ωn
2 2
Y ( s) = +
( s + ζω n ) + ωd
2 2
s
− ( k ωn )( s + ζω n )
2
(kζ ωn ) k ωn2
= − +
( s + ζω n ) + ωd
2 2
( s + ζω n ) + ωd
2 2
s
k −ζω nt kζ −ζω nt k
y (t ) = − 2 e cos ωd t − e sin ωd t + 2 , t ≥ 0
ωn ωnωd ωn
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
28. Analysis of the Step Response
Second-Order Systems :
Case when poles are a complex pair
k −ζω nt kζ −ζω nt k
y (t ) = − e cos ωd t − e sin ωd t + 2 , t ≥ 0
ωn2
ωnωd ωn
C cos β + D sin β = C 2 + D 2 sin( β + θ )
tan −1 (C D), C ≥ 0
where θ =
π + tan (C D), C < 0
−1
k ωn −ζω nt
y (t ) = 2 1 − e sin(ωd t + φ ), t ≥ 0
ωn ωd
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
29. Analysis of the Step Response
Second-Order Systems :
Case when poles are a complex pair
17
H (s) =
s 2 + 2 s + 17
k = 17, ζ = 0.242, ωn = 17 , ωd = 4
p = −1 ± j 4
17 −t
y (t ) = 1 − e sin( 4t + 1.326), t ≥ 0
4
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
30. Analysis of the Step Response
Second-Order Systems :
Effect of Damping Ratio on the Step Response
k
H (s) =
( s + ζω n ) + ωd
2 2
ωn = 1, k = 1
for ζ = 0.1, 0.25, 0.7
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
31. Analysis of the Step Response
Second-Order Systems :
Effect of ωn on the Step Response
k
H (s) =
( s + ζω n ) 2 + ωd
2
ζ = 0.4, k = ωn 2
for ωn = 0.5, 1, 2 rad / s
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
32. Analysis of the Step Response
Second-Order Systems :
Comparison of cases
k
H ( s) = 2 0<ζ<1 underdamped
s + 2ζω n s + ωn2
ζ>1 overdamped
ζ=1 Critically damped
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
33. Analysis of the Step Response
Second-Order Systems :
Comparison of cases
k
H (s) = 2
s + 2ζω n s + ωn2
k = 4, ωn = 2
for ζ = 0.5, 1, 1.5
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
34. Analysis of the Step Response
Higher-Order Systems
bM s M + bM −1s M −1 + + b1s + b0
H ( s) = N N −1
s + a N −1s + + a1s + a0
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
35. Fourier Analysis of CT Systems
LTI systems
Time domain Frequency domain
x(t) h(t) y(t) X(ω) H(ω) Y(ω)
F
h(t) is Impulse Response H(ω) is Frequency Response function
∞
y (t ) = h(t ) ∗ x(t ) = ∫ h(λ ) x(t − λ )dλ Y (ω ) = H (ω ) X (ω )
−∞
Assume that the system is stable: Amplitude : Y (ω ) = H (ω ) ⋅ X (ω )
∞
∫−∞
h(t ) dt < ∞ Phase : ∠Y (ω ) = ∠H (ω ) + ∠X (ω )
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
36. Response of LTI System to
Sinusoidal Inputs X(ω) H(ω) Y(ω)
F
x(t ) = A cos(ω0t + θ ) X (ω ) = Aπ [e − jθ δ (ω + ω0 ) + e jθ δ (ω − ω0 )]
Y (ω ) = H (ω ) X (ω )
Y (ω ) = AH (ω )π [e − jθ δ (ω + ω0 ) + e jθ δ (ω − ω0 )]
= Aπ [e − jθ H (−ω0 )δ (ω + ω0 ) + e jθ H (ω0 )δ (ω − ω0 )]
= Aπ H (ω0 ) [e − j (θ + ∠H (ω0 ))δ (ω + ω0 ) + e j (θ + ∠H (ω0 ))δ (ω − ω0 )]
F -1
Response to
y (t ) = A H (ω0 ) cos(ω0t + θ + ∠H (ω0 ))
Sinusoidal Input
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
37. Response of LTI System to
Sinusoidal Inputs x(t) h(t) y(t)
x(t ) = A cos(ω0t + θ ) h(t) y (t ) = A H (ω0 ) cos(ω0t + θ + ∠H (ω0 ))
x(t ) = A1 cos(ω1t + θ1 ) + A2 cos(ω 2t + θ 2 ) h(t)
y (t ) = A1 H (ω1 ) cos(ω1t + θ1 + ∠H (ω1 )) + A2 H (ω2 ) cos(ω2t + θ 2 + ∠H (ω 2 ))
x(t ) = cos(100t ) + cos(3000t ) where ω1 = 100
h(t)
and ω2 = 3000
y (t ) = H (100) cos(100t + ∠H (100)) + H (3000) cos(3000t + ∠H (3000))
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
38. Response of LTI System to
Sinusoidal Inputs X(ω) H(ω) Y(ω)
Y (ω ) = H (ω ) X (ω )
Vout (ω ) = H (ω )Vin (ω )
Vout (ω )
dvout (t ) H (ω ) =
RC + vout (t ) = vin (t ) Vin (ω )
dt
jω RCVout (ω ) + Vout (ω ) = Vin (ω ) Vout (ω ) 1
=
( jω RC + 1)Vout (ω ) = Vin (ω ) Vin (ω ) ( jω RC + 1)
1 1
H (ω ) = ; H (ω ) = ; ∠ H (ω ) = − tan −1 ωRC
( jω RC + 1) (ω RC ) 2 + 1
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
39. Response of LTI System to
Sinusoidal Inputs
Low frequency
H(ω)
lim H (ω ) = 1
ω →0
High frequency
∠ H(ω)
lim H (ω ) = 0
ω →∞
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
40. Response of LTI System to
Sinusoidal Inputs x(t) h(t) y(t)
x(t ) = cos(100t ) + cos(3000t ) h(t)
y (t ) = H (100) cos(100t + ∠H (100)) + H (3000) cos(3000t + ∠H (3000))
1
H (ω ) =
(ω RC ) 2 + 1
x(t ) = cos(100t ) + cos(3000t ) ∠ H (ω ) = − tan −1 ωRC
y (t ) = H (100) cos(100t + ∠H (100)) + H (3000) cos(3000t + ∠H (3000))
ω = ω 1 = 100 ω = ω2 = 3000
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
41. Response of LTI System to
Sinusoidal Inputs
1
H (ω ) =
x(t ) = cos(100t ) + cos(3000t ) (ω RC ) 2 + 1
∠ H (ω ) = − tan −1 ωRC
y (t ) = H (100) cos(100t + ∠H (100)) + H (3000) cos(3000t + ∠H (3000))
RC = 0.001
H(ω)
x(t)
∠ H(ω)
y(t)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
42. Response of LTI System to
Sinusoidal Inputs
1
H (ω ) =
x(t ) = cos(100t ) + cos(3000t ) (ω RC ) 2 + 1
∠ H (ω ) = − tan −1 ωRC
y (t ) = H (100) cos(100t + ∠H (100)) + H (3000) cos(3000t + ∠H (3000))
RC = 0.01
H(ω)
x(t)
∠ H(ω)
y(t)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
43. Response of LTI System to
Periodic Inputs x(t) h(t) y(t)
∞
x (t ) = a0 + ∑ Ak cos(kω0t + θ k ), − ∞ < t < ∞ h(t)
k =1
∞
y (t ) = a0 H (0) + ∑ Ak H (kω0 ) cos(kω0t + θ k + ∠H ( kω0 )), − ∞ < t < ∞
k =1
1 x
A = A H (kω0 )
y x cky = Ak H (kω0 )
k k 2
θ ky = θ kx + ∠ H (kω0 ) ∠cky = θ kx + ∠ H (kω0 )
Akx , θ kx is the coefficients of the trigonometric FS for x(t)
Aky , θ ky is the coefficients of the trigonometric FS for y(t)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
44. Response of LTI System to
Periodic Inputs
Response to a rectangular pulse train
∞
x(t)
x(t ) = a0 + ∑ Ak cos(kω0t + θ k ), − ∞ < t < ∞
… …
k =1
∞
2.0 -0.5 0.5 2.0 t x(t ) = a0 + ∑ ak cos(kπt ), − ∞ < t < ∞
k =1
2
, k = 1,3,5,
0.5, k = 0 A = kπ
x
k
0,
k = 2,4,6,
ckx = 0, k = ±2,±4,±6,
1 π , k = 3,7,11,
kπ , k = ±1,±3,±5, θk =
x
0, all other k
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
45. Response of LTI System to
Periodic Inputs
Response to a rectangular pulse train
x(t)
… …
2.0 -0.5 0.5 2.0 t a0y = H (0)a0 = 0.5
x
ω = kω0 2 1
, k = 1,3,5,
2π Ak = kπ (kπRC ) + 1
y 2
ω0 = ,T = 2 0,
T k = 2,4,6,
ω = kπ π − tan −1 kπRC , k = 3,7,11,
θ ky =
− tan kπRC ,
−1
all other k
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
46. Response of LTI System to
Periodic Inputs
Response to a rectangular pulse train
• RC = 1
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
47. Response of LTI System to
Periodic Inputs
Response to a rectangular pulse train
• RC = 0.01
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
48. Response of LTI System to
Nonperiodic Inputs
Response to a rectangular pulse
X(ω) H(ω) Y(ω)
Y (ω ) = H (ω ) X (ω )
y (t ) = F - 1 { H (ω ) X (ω )}
1 ∞
y (t ) = ∫−∞ H (ω ) X (ω )e jωt dt
2π
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
49. Response of LTI System to
Nonperiodic Inputs
Response to a rectangular pulse
x (t ) y (t ) = F - 1 {Y (ω )}
1
= F - 1 { H (ω ) X (ω )}
t 1 ∞
y (t ) = ∫ H (ω ) X (ω )e jωt dt
-1/2 1/2 2π −∞
F F-1
ω Y (ω ) = H (ω ) X (ω )
X (ω ) = sinc
2π H(ω)
1
H (ω ) =
jωRC + 1
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
50. Response of LTI System to
Nonperiodic Inputs
Response to a rectangular pulse
• RC = 1
F-1
F
H(ω)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
51. Response of LTI System to
Nonperiodic Inputs
Response to a rectangular pulse
• RC = 0.1
F-1
F
H(ω)
INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF
52. INC212 Signals and Systems : 2 / 2554 Chapter 5 The analysis of LTI systems using TF