2/5/2015

EE110, S15, Circuits & Systems: Lec03

Prof. Ping Hsu

- Systems Described by Ordinary Differential
Equations (ODEs)
- Laplace Transform
Inverse Laplace Transform. Partial Fraction Expansion
-

(Last revised on 2/5/2015)

Systems Described by Ordinary Differential Equations

2

Systems described by algebraic equations do not involve time. Such a systems

output depends on only its input at the instant of time.
4

y=3x

2
Vin

Vout

A dynamic systems output at a certain instant of time depends on the entire history
of the input. In other words, such a system has some memory effect. Systems
described by differential equations are dynamic systems.

y(t)
x(t)

Dynamical
system

y(t)
x(t)

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2/5/2015

Systems Described by Ordinary Differential Equations

3

Example: A simple RC circuit:

The output and input signals are related by the simple
differential equation (EE98):
(From KVL)

dy (t )
1
1

y (t )
x (t )
dt
RC
RC

- 1st order ODE with constant coefficients

- The system is called a first order system
(only 1 reactive element, C or L).

- Note that the resistor R and the voltage source x(t) could be the Thevenins
equivalent of more elaborate resistive circuit connected across the capacitor C.
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Systems Described by Ordinary Differential Equations

4

dy (t )
1
1

y (t )
x (t )
dt
RC
RC

x(t)

system

y(t)

For a given input signal x(t), the output signal y(t) can be obtained by solving the
first-order differential equation above.
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2/5/2015

dy (t )
1
1

y (t )
x (t )
dt
RC
RC

The circuit equation:

Given y(0)=0 and x(t)=1 (or unit step u(t)),

Vs

Find y(t).

y(t)
-

Solution:

y (t ) Vs (1 e t / ) u (t )
where RC is the time constant.
=1
=2

=3

=4

=5

SECOND-ORDER SYSTEMS (CIRCUITS)

The Characteristic Equation:
s 2 2n s n2 0;
Two roots, s1 and s2 (natural frequencies),
Two reactive elements

vS vR vC vL 0

(KVL)

d i
di i
dv
L 2 R S
dt
dt
dt C

can be complex. The complementary

solution (i.e., with vs=0), is
xc (t ) K1e s1t K 2 e s2 t ,
For f(t)=Au(t), the total solution is

usually written in the normalized form

d 2 x (t )
dx (t )
2n
n2 x (t ) 0
2
dt
dt
1
undamped natural frequency
n
LC

=
6

R C
2 L

damping ratio

x (t )

n2

K1e s1t K 2 e s2 t

Two initial conditions are required to

determine K1 and K2. In a series RLC
circuit, for example, they may be vC(0-)
and iL(0-).

Adapted from Irwin & Nelms, 2011

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Linear ODE can be solved by using

Laplace Transform
7

Time-Domain (t-domain) approach

Given x(t), find y(t)

Solve
ODE

x(t)

y(t)

Complex Frequency Domain (s-domain) approach

Dont
Solve ODE

x(t)

y(t)

t-domain

a transform is like
change of variable

Inverse
transform

Solve Algebraic Eqn

Laplace
transform

X(s)

algebraic eqns
are easier to
solve than ODEs

Y(s)

s-domain

Definition of the Laplace Transform

8

X(s) x(t)e st dt, s j ,

0

Called 1-sided or unilateral

Laplace Transform (t 0-)

' s ' is a complex number called

Im{s}

the "complex frequency"

( , ) form the 2 orthogonal axes of a
plane called the "s-plane"

Any given' s' defines a vector in the s-plane:

Re{s}

s-plane

Re{s}, Im{s}
are its (x, y) coordinates
0 integral limit allows including initial conditions

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The Inverse Laplace Transform

9

- Given an X(s), one is able to recover exactly the same x(t) that
was used to compute X(s) with the help of the inverse transform

x(t)

2 j

X(s)e st ds

- {x(t), X(s)} are said to from a unique transform pair.

- Integral evaluation requires knowledge of complex variables
theory, avoided here by using table look-up approach instead.
- Notation: x t X s , -1 X ( s ) x(t ),

x (t ) X ( s )

Example Transform Pairs: Unit Step Function

10

x1 (t) Au(t T ), T 0 is a constant, X1 (s) ?

x1 (t) Au(t T )

Au (t T )

A sT
e
s

T 0

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2/5/2015

Example Transform Pairs: Rectangular Pulse

11

- x2(t) is the rectangular signal

h shown. X2(s) = ?

Integrals are linear operation:

0

u(t T1 ) u(t T2 )

1 sT1 sT2
(e e )
s

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Example Transform Pairs: Delta Function

12

- x3(t) is the Dirac delta function shown. X3(s) = ?

(t T ) 1 e sT
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2/5/2015

Example Laplace Transform Pairs

13

Exponential & Sinusoidal Signals

x1 (t) e at u(t)

e( j a)t 0, t , only if

Re{a} 0

Re{a}
Called the region of
convergence, or, ROC
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Example Laplace Transform Pairs

14

Eulers formula:
e jx cos( x ) j sin( x )

e jx e jx
2
jx
e e jx
sin( x )
2j

cos( x )

e jx cos( x ) j sin( x )

e jt e 1
1
jt
jt
cos(t )
e e
2
2

2
s
1 1
1 1

2 s j 2 s j s 2
jt

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Some Basic Laplace Transform Pairs

15

Extractions from Table 3-2

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2013 National Technology and Science Press. All rights reserved.

Poles & Zeros of X(s) (= L(x(t)))

16

In general, X(s) is a rational function of the form

X ( s)

N ( s ) bm s m bm 1 s m1 b1 s b0

D ( s ) an s n an 1 s n 1 a1 s a0
A( s zm )( s zm 1 ) ( s z2 )( s z1 )
( s pn )( s pn 1 ) ( s p2 )( s p1 )

The zeros of X(s) are the values of s that render N(s)=0

(which are also the roots of N(s)).
The poles of X(s) are the roots of its denominator D(s).

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Inverse Laplace Transform using

Partial Fraction Expansion
17

X ( s)

5s 3 30s 2 49 s 10
s( s 2)( s 2 4 s 5)

L-1 (X(s)) = ?

Not in the Table!

Partial Fraction Expansion

X ( s)

1
4
8

s s 2 s2 4s 5

x(t) = L-1 (X(s)) = L1( )+ L-1 (

L1(

Table-look-up

x (t ) u (t ) 4e 2 t u(t ) 8e 2 t sin(t )u(t )

Inverse Laplace Transform using

Partial Fraction Expansion
18

When apply the PFE method, X(s) must be in a strictly proper form.

X ( s)

bm s m bm 1s m 1 b1s b0
an s n an 1s n 1 a1s a0

If n>m, X(s) is called strictly proper. (If n=m, it is call proper.)

X ( s)

5s 3 30s 2 49 s 10
s( s 2)( s 2 4 s 5)
Strictly proper
(n=4, m=2)

X ( s)

s2 1
s2 4s 5

NOT strictly proper

(n=2, m=2)

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Inverse Laplace Transform using

Partial Fraction Expansion
19

If the given X(s) is not strictly proper, use polynomial division :

6s 8

6 s 3 4 s 2 8s 6
X ( s)
s2 2s 1

s 2 2 s 1 6 s 3 4 s 2 8s 6
6s 3 12 s 2 6s

18s 14
X ( s ) 6s 8 2
s 2s 1

8s 2 2 s 6
8s 2 16s 8

where L-1 (6s) = 6(t)

L-1 (8) = 8(t)

18s 14

then apply PFE to the last term before table look-up.

Partial Fraction Expansion:

1) Case of Distinct Real Poles
20

Example

requires knowing the poles of H(s)

A1, A2 and A3 are called the residuals at
poles s = 0, -1, and -3, respectively

A2 (s 1) X(s) s1

s 2 4s 3
4
s(s 3) s1

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10

2/5/2015

Partial Fraction Expansion:

1) Case of Distinct Real Poles
21

This is why the method work!

( s 3) X ( s )

( s 3) A ( s 3) A2 ( s 3) A3

s
s 1
s 3

( s 3) X ( s ) ( s 3)

( s 3) A ( s 3) A2

A3
s
s 1

( s 3) A ( s 3) A2

A3
A3

s
s 1
s 3

s2 4s 3
s( s 1)( s 3)

s2 4s 3
s( s 1)

s2 4s 3
4
s( s 1)

s 3

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Partial Fraction Expansion:

2) Case of Repeated Real Poles
22

Example:

X ( s)

s2 4s 6
( s 1)( s 2)( s 3) 4

The pole at -3 is a repeated pole of multiplicity of 4. In this case, the PFE

will produce a total of 6 terms (2 from the distinct poles at -1 and at -2 and 4
from the 4 poles at -3.

X ( s)

A
B
C
C2
C3
C4

2
3
s 1 s 2 s 3 ( s 3)
( s 3) ( s 3) 4

Where A, B, and C4 can be found using the same method as in the distinct
pole case.

A ( s 1) X ( s ) s 1

B ( s 2) X ( s ) s 2
C4 ( s 3) 4 X ( s )

s 3

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Partial Fraction Expansion:

2) Case of Repeated Real Poles
23

X ( s)

A
B
C
C2
C3
C4

2
3
s 1 s 2 s 3 ( s 3)
( s 3) ( s 3) 4

C3

d
( s 3)4 X ( s)
ds
s 3

2
1d
C2 2 ( s 3)4 X ( s )
2! ds
s 3
3
1d
C1 3 ( s 3) 4 X ( s )
3! ds
s 3

where n! n (n 1)(n 2) .... 3 2 1

Partial Fraction Expansion:

2) Case of Repeated Real Poles
24

Example:X ( s )

8 s 2 4s 6
( s 1)( s 2)( s 3)

A ( s 1) X ( s ) s 1 =

A
B
C
C2
C3

2
s 1 s 2 s 3 ( s 3)
( s 3)3

8( s 2 4 s 6)
( s 2)( s 3)3

=3
s 1

B ( s 2) X ( s ) s 2 =

8( s 2 4 s 6)
= -16
( s 1)( s 3)3 s 2

C3 ( s 3)3 X ( s )

C2

s 2

8( s 2 4 s 6)
= 12
( s 1)( s 2) s 3

d
d 8( s 2 4 s 6) 8( s 2 8s 10)
( s 3)3 X ( s ) =

ds
ds ( s 1)( s 2) (( s 1)( s 2)) 2

10
s 3

2
3
2
1 d
1 16( s 12 s 30 s 22)
C1 2 ( s 3)3 X ( s )
13
(( s 1)( s 2))3
2 ds
2
s 3

12

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Partial Fraction Expansion:

2) Case of Repeated Real Poles
25

Example: X ( s )

8 s 2 4s 6
( s 1)( s 2)( s 3)

3
L 1

3e-t u (t )
s 1
13
L 1

13e-3t u(t )
s3

3
16
13
10
12

2
s 1 s 2 s 3 ( s 3)
( s 3)3

16
L 1

16e-2 t u(t )
s2
10
L 1

10te-3t u(t )
( s 3) 2
12
2
L 1

=6
6t 2e-3t u (t )
3
3
( s 3)
( s 3)

x (t ) 3e -t 16e-2 t 13e-3t 10te-3t 6t 2 e-3t u (t )

26

Why does the method work (consider how we found C3) ?

( s 3)4 X ( s )

( s 3)4 A ( s 3) 4 B ( s 3) 4 C1 ( s 3)4 C2 ( s 3) 4 C3 ( s 3)4 C4

2
3
4
s 1
s2
s 3
s 3
s 3
s 3

( s 3)4 A ( s 3)4 B
3
2

s 3 C3 s 3 C2 s 3 C3 C4
s 1
s2

d ( s 3)4 A ( s 3) 4 B
3
2

s 3 C3 s 3 C2 s 3 C3 C4

ds s 1
s2

d ( s 3) 4 A ( s 3)4 B
3
2

s 3 C3 s 3 C2 s 3 C3

ds s 1
s2

d ( s 3) 4 A ( s 3)4 B
3
2

s 3 C3 s 3 C2 C3

ds s 1
s2

all these terms contain (s+3) after differentiation!

C4 is by itself !

C3 is by itself !

d ( s 3) 4 A ( s 3)4 B

3
2
s 3 C3 s 3 C2 C3
C3

1
ds
s

s 3

13

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Partial Fraction Expansion:

3) Distinct Complex Poles (method #1)
27

Example:

X ( s)

B s 2
2 s 2 6 s 21
A
C (4)

2
2
2
( s 1)( s 4 s 20) s 1 ( s 2) 4
( s 2) 2 42

where A ( s 1) X ( s ) s 1 1
X ( s)

(1)( s 4 s 20) B ( s 1)( s 2) C 4( s 1)

( s 1)( s 2 4 s 20)
2

( B 1) s 2 (3B 4C 4) s (2 B 4C 20)

( s 1)( s 2 4 s 20)

Table:
sa
( s a )2 02

( s a )2 02

e at cos(ot )u(t )
e at sin(ot )u (t )

Comparing the coefficients:

2 1 B
6 3B 4C 4

B 1

C 1/ 4

21 2 B 4C 20

Partial Fraction Expansion:

3) Distinct Complex Poles (Method #1)
28

X ( s)

1 s 2
2 s 2 6 s 21
1
( 1/ 4)(4)

2
2
2
( s 1)( s 4 s 20) s 1 ( s 2) 4
( s 2) 2 42
where

1 s 2
L1

(1)e 2 t cos(4t )u(t )

2
2
( s 2) 4
( 1/ 4)4
1
L1

e 2 t sin(4t )u(t )
2
2
( s 2) 4
4

x (t ) e t e 2 t cos(4t ) e 2 t sin(4t ) u(t )

4

14

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Partial Fraction Expansion:

3) Distinct Complex Poles (Method #1)
29

Trigonometric identity:

where M

X cos(t ) Y sin(t ) M cos(t )

X 2 Y 2 and atan2(Y,X)

where atan2(,) is defined as:

x0

tan -1 ( y / x ),

-1
tan ( y / x ),
tan -1 ( y / x ),
atan2( y , x )
/ 2,

/ 2,

undefined,

y 0, x 0
y 0, x 0
y 0, x 0
y 0, x 0
y 0, x 0

x (t ) e t e 2 t cos(4t ) e 2 t sin(4t ) u(t )

4

et

12 (1 4) 2 e 2 t cos 4t atan2 1 4,1 u (t )

e t 1.031 e 2 t cos 4t 0.245 u(t )

What is atan2(y,x)?
30

atan2(y,x) is an arc-tangent function that takes both the x and y

component of a 2-D vector and returns the angle of the vector.
The regular tan-1(y/x) gives the right answer only if the vector is in the 1st
and the 4th quadrant.
Example:
For x = -1, y = -1, if you use the function tan-1(y/x), you get
tan-1(-1/(-1)) = tan-1(1) =/4=45o.
which is wrong. The function atan2(y,x) will give you the
correct answer:
atan2(-1,-1) = - /4=-135o.
-135o
(-1,-1)

15

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Partial Fraction Expansion:

3) Distinct Complex Poles (Method #2)
31

X ( s)

2 s 2 6 s 21
1
A jB
A jB

( s 1)( s 2 4 s 20) s 1 ( s 2 j 4) ( s 2 j 4)

where
A jB ( s 2 j 4) X ( s ) s 24 j

1
1
j
2
8

2 s 2 6 s 21
( s 1)( s 2 j 4) s 24 j
(Pole determines the oscillation frequency
() and exponent (a)).

x (t ) e t e 2 t cos(4t ) e 2 t sin(4t ) u(t )

4

A jB
A jB at

L1
e 2 A cos(bt ) 2 B sin(bt ) u (t )
s a jb s a jb

Partial Fraction Expansion:

3) Distinct Complex Poles (Method #3)
32

X ( s)

2 s 2 6 s 21
1
Ae
Ae

( s 1)( s 2 4 s 20) s 1 ( s 2 j 4) ( s 2 j 4)

Ae ( s 2 j 4) X ( s )

2 s 2 6 s 21
( s 1)( s 2 j 4) s 2 4 j

1
1
j 0.515e0.245 j
2
8

A 0.515

Its pole has positive

imaginary part.
i.e., (-2 j 4)

0.245 radian (obtained by atan2)

x (t ) e t u (t ) 2(0.515)e 2 t cos(4t 0.245)u (t )

Ae j
Ae j
j ( a jb ) t
L1
u (t ) Ae j e ( a jb ) t u (t )

Ae e
s a jb s a jb

Ae at e j ( bt ) e j ( bt ) u (t ) 2 Ae at cos(bt )u (t )

16

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Summary Results for 4 Cases

33

n! n(n 1)(n 2).... 4 3 2 1

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17