文章目录
6. 拉普拉斯变换
6.1. 拉普拉斯变换 Laplace Transform
6.1.1 双边拉普拉斯变换的定义
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有些函数不满足绝对可积条件,求解傅里叶变换困难。为此,可用一衰减因 e − σ t {\color{blue}e^{-\sigma t}} e−σt ( σ {\color{red}\sigma} σ 为实常数)乘信号 f ( t ) f(t) f(t), 适当选取 σ \sigma σ 的值, 使乘积信号 f ( t ) e − σ t f(t) e^{-\sigma t} f(t)e−σt 当 t → ∞ t\to \infty t→∞ 时 信号幅度趋近于 0 0 0, 从而使 f ( t ) e − σ t f(t) e^{-\sigma t} f(t)e−σt 的傅里叶变换存在。
F b ( σ + j ω ) = F [ f ( t ) e − σ t ] = ∫ − ∞ ∞ f ( t ) e − σ t e − j ω t d t = ∫ − ∞ ∞ f ( t ) e − ( σ + j ω ) t d t \begin{aligned}F_b ({\color{red}\sigma} + j \omega) & =\mathfrak{F}\big[ f(t) {\color{red}e^{-\sigma t} }\big] \\ & = \int^{\infty}_{-\infty}f(t) {\color{red}e^{-\sigma t}} e^{-j\omega t}dt \\ & = \int^{\infty}_{-\infty}f(t) e^{-({\color{red}\sigma} + j\omega)t} dt \end{aligned} Fb(σ+jω)=F[f(t)e−σt]=∫−∞∞f(t)e−σte−jωtdt=∫−∞∞f(t)e−(σ+jω)tdt -
相应的傅里叶逆变换为:
f ( t ) e − σ t = 1 2 π ∫ − ∞ ∞ F b ( σ + j ω ) e j ω t d ω f(t){\color{red}e^{-\sigma t}} = \frac{1}{2\pi} \int^{\infty}_{-\infty} F_b ({\color{red}\sigma} + j\omega) e^{j\omega t} d \omega f(t)e−σt=2π1∫−∞∞Fb(σ+jω)ejωtdω
f ( t ) = 1 2 π ∫ − ∞ ∞ F b ( σ + j ω ) e ( σ + j ω ) t d ω f(t) = \frac{1}{2\pi} \int^{\infty}_{-\infty} F_b ({\color{red}\sigma} + j\omega) e^{({\color{red}\sigma} +j\omega) t} d \omega f(t)=2π1∫−∞∞Fb(σ+jω)e(σ+jω)tdω -
令 s = σ + j ω , d ω = d s / j {\color{red}s = \sigma + j\omega}, \; d \omega = ds/j s=σ+jω,dω=ds/j 有:
F b ( s ) = ∫ − ∞ ∞ f ( t ) e − s t d t F_b ({\color{red}s}) = \int^{\infty}_{-\infty}f(t) e^{-{\color{red}s}t} dt Fb(s)=∫−∞∞f(t)e−stdt
f ( t ) = 1 2 π j ∫ σ − j ∞ σ + j ∞ F b ( s ) e s t d s f({\color{red}t}) = \frac{1}{2\pi {\color{blue}j}} \int^{{\color{blue}\sigma+ j}\infty}_{{\color{blue}\sigma -j}\infty} F_b ({\color{blue}s}) e^{{\color{blue}s}{\color{red} t}} d {\color{blue}s} f(t)=2πj1∫σ−j∞σ+j∞Fb(s)estds -
F b ( s ) F_b(s) Fb(s) 称为 f ( t ) f(t) f(t) 的双边拉氏变换(或象函数),
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f ( t ) f(t) f(t) 称为 F b ( s ) F_b(s) Fb(s) 的双边拉氏逆变换(或原函数)
6.1.2 收敛域
只有选择适当的 σ \sigma σ 值才能使积分收敛,信号 f ( t ) f(t) f(t) 的双边拉普拉斯变换存在
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收敛域:使 f ( t ) f(t) f(t) 拉氏变换存在的 σ \sigma σ 取值范围。
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例1: 因果信号 f 1 ( t ) = e α t ε ( t ) f_1(t) = e^{\alpha t} \varepsilon (t) f1(t)=eαtε(t), 求其拉普拉斯变换:
F 1 b ( s ) = ∫ 0 ∞ e α t e − s t d t = 1 s − α [ 1 − lim t → ∞ e − ( σ − α ) t e − j ω t ] = { 1 s − α , R e [ s ] = σ > α 不 定 , R e [ s ] = σ = α 无 界 , R e [ s ] = σ < α \begin{aligned}F_{1b}(s) & = \int^{\infty}_0 e^{\alpha t} e^{-st}dt\\& = \frac{1}{s-\alpha} \big[ 1-\lim_{t\to\infty} e^{-(\sigma-\alpha)t} e^{-j\omega t}\big] \\ & = \begin{cases}\frac{1}{s-\alpha} ,\; &\mathcal{Re}[s] = \sigma > \alpha \\ 不定, \; &\mathcal{Re}[s] = \sigma = \alpha \\ 无界 ,\; &\mathcal{Re}[s] = \sigma < \alpha \end{cases}\end{aligned} F1b(s)=∫0∞eαte−stdt=s−α1[1−t→∞lime−(σ−α)te−jωt]=⎩⎪⎨⎪⎧s−α1,不定,无界,Re[s]=σ>αRe[s]=σ=αRe[s]=σ<α- 可见,对于因果信号,仅当 R e [ s ] = σ > α \mathcal{Re}[s]=\sigma>\alpha Re[s]=σ>α 时,其拉氏变换存在。收敛域如图所示。
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例2: 反因果信号 f 2 ( t ) = e β t ε ( − t ) f_2(t) = e^{\beta t} \varepsilon (-t) f2(t)=eβtε(−t), 求其拉普拉斯变换:
F 2 b ( s ) = ∫ − ∞ 0 e β t e − s t d t = − 1 s − β [ 1 − lim t → − ∞ e − ( σ − β ) t e − j ω t ] = { − 1 s − β , R e [ s ] = σ < β 不 定 , R e [ s ] = σ = β 无 界 , R e [ s ] = σ > β \begin{aligned}F_{2b}(s) & = \int^0_{-\infty} e^{\beta t} e^{-st}dt\\& = \frac{-1}{s-\beta} \big[ 1-\lim_{t\to-\infty} e^{-(\sigma-\beta)t} e^{-j\omega t}\big] \\ & = \begin{cases}\frac{-1}{s-\beta} ,\; &\mathcal{Re}[s] = \sigma < \beta \\ 不定, \; &\mathcal{Re}[s] = \sigma = \beta \\ 无界 ,\; &\mathcal{Re}[s] = \sigma > \beta \end{cases}\end{aligned} F2b(s)=∫−∞0eβte−stdt=s−β−1[1−t→−∞lime−(σ−β)te−jωt]=⎩⎪⎨⎪⎧s−β−1,不定,无界,Re[s]=σ<βRe[s]=σ=βRe[s]=σ>β- 可见,对于反因果信号,仅当
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Re[s]=σ<β 时,其拉氏变换存在。收敛域如图所示。
- 可见,对于反因果信号,仅当
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Re[s]=σ<β 时,其拉氏变换存在。收敛域如图所示。
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例3: 双边信号
f 3 ( t ) = f 1 ( t ) + f 2 ( t ) = { e β t , t < 0 e α t t > 0 \begin{aligned}f_3(t) = f_1(t) + f_2(t) = \begin{cases}e^{\beta t}, & t<0 \\ e^{\alpha t} &t>0 \end{cases}\end{aligned} f3(t)=f1(t)+f2(t)={eβt,eαtt<0t>0- 仅当
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α<Re[s]<β 的一个带状区域,如图所示。
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α<Re[s]<β 的一个带状区域,如图所示。
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双边拉氏变换必须标出收敛域。
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对于双边拉普拉斯变换而言, F b ( s ) F_b(s) Fb(s) 和收敛域一起,可以唯一地确定 f ( t ) f(t) f(t)。即
f ( t ) ⟷ 一一对应 F b ( S ) + 收敛域 f(t) \overset{\text{一一对应}}{\longleftrightarrow} F_b(S) + {\color{blue} \text{收敛域}} f(t)⟷一一对应Fb(S)+收敛域 -
不同的信号可以有相同的 F b ( s ) F_b(s) Fb(s) ,但收敛域不同。
6.1.3 单边拉氏变换的定义
- 通常遇到的信号都有初始时刻,不妨设其初始时刻为坐标原点。
- 这样,
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f(t)=0。 从而拉氏变换式写为:
F ( s ) = ∫ 0 − ∞ f ( t ) e − s t d t F(s) = \int^{\infty}_{0_-} f(t) e^{-st} dt F(s)=∫0−∞f(t)e−stdt- 称为单边拉氏变换。 简称拉氏变换。
- 其收敛域一定是 R e [ s ] > α Re[s]>\alpha Re[s]>α ,可以省略。
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F(s) = \mathfrak{L}[f(t)]
F(s)=L[f(t)]
L [ f ( t ) ] = F ( s ) = def ∫ 0 ∞ f ( t ) e − s t d t \mathfrak{L}[f(t)] = F(s) \overset{\text{def}}{=} \int^{\infty}_{0} f(t) e^{-st} dt L[f(t)]=F(s)=def∫0∞f(t)e−stdt -
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f(t) = \mathfrak{L}^{-1}[F(s)]
f(t)=L−1[F(s)]
L − 1 [ F ( s ) ] = f ( t ) = def [ 1 2 π j ∫ σ − j ∞ σ + j ∞ F b ( s ) e s t d s ] ε ( t ) \mathfrak{L}^{-1}[F(s)] =f(t) \overset{\text{def}}{=} \Big[\frac{1}{2\pi j} \int^{\sigma+ j\infty}_{\sigma -j\infty} F_b (s) e^{s t} d s\Big]\varepsilon(t) L−1[F(s)]=f(t)=def[2πj1∫σ−j∞σ+j∞Fb(s)estds]ε(t)
f ( t ) ⟷ 1-to-1 F ( s ) {\color{red}f(t)\overset{\text{1-to-1}}{\longleftrightarrow} F(s)} f(t)⟷1-to-1F(s)
6.1.4 单边拉氏变换与傅里叶变换的关系
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F(s) = \int^{\infty}_{0} f(t) e^{-st} dt, \; \mathcal{Re}[s] >\sigma_0
F(s)=∫0∞f(t)e−stdt,Re[s]>σ0
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F(j\omega) = \int^{\infty}_{0} f(t) e^{-j\omega t} dt
F(jω)=∫0∞f(t)e−jωtdt
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要讨论其关系, f ( t ) f(t) f(t) 必须为因果信号:
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根据收敛坐标 σ 0 < 0 \sigma_0<0 σ0<0 的值可分为以下三种情况:
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σ 0 < 0 \sigma_0<0 σ0<0,即 F ( s ) F(s) F(s) 的收敛域包含 j ω j\omega jω 轴,则 f ( t ) f(t) f(t) 的傅里叶变换存在,并且
F ( j ω ) = F ( s ) ∣ s = j ω F(j\omega)=F(s)\big\vert_{s=j\omega} F(jω)=F(s)∣∣s=jω- 如 f ( t ) = e − 2 t ε ( t ) ⟷ F ( s ) = 1 / ( s + 2 ) , σ > − 2 f(t) = e^{-2t} \varepsilon(t) \longleftrightarrow F(s) = 1/(s+2), \; \sigma >-2 f(t)=e−2tε(t)⟷F(s)=1/(s+2),σ>−2
- 则
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F(j\omega) = 1/(j\omega+2)
F(jω)=1/(jω+2)
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σ 0 = 0 \sigma_0=0 σ0=0,即 F ( s ) F(s) F(s) 的收敛边界为 j ω j\omega jω 轴,则
F ( j ω ) = lim σ → 0 F ( s ) F(j\omega)=\lim_{\sigma\to0}F(s) F(jω)=σ→0limF(s)- 如 f ( t ) = ε ( t ) ⟷ F ( s ) = 1 / s f(t) = \varepsilon(t) \longleftrightarrow F(s) = 1/s f(t)=ε(t)⟷F(s)=1/s
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F ( j ω ) = lim σ → 0 1 σ + j ω = lim σ → 0 σ σ 2 + ω 2 + lim σ → 0 − j ω σ 2 + ω 2 = π δ ( ω ) + 1 j ω \begin{aligned} F(j\omega) &=\lim_{\sigma\to0}\frac{1}{\sigma+j\omega}\\ & = \lim_{\sigma\to0} \frac{\sigma}{\sigma^2 + \omega^2} + \lim_{\sigma\to0}\frac{-j\omega}{\sigma^2+\omega^2} \\&= \pi \delta(\omega) +\frac{1}{j\omega}\end{aligned} F(jω)=σ→0limσ+jω1=σ→0limσ2+ω2σ+σ→0limσ2+ω2−jω=πδ(ω)+jω1
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σ 0 > 0 \sigma_0>0 σ0>0,即 F ( j ω ) F(j\omega) F(jω) 不存在。
- 如 f ( t ) = e 2 t ε ( t ) ⟷ F ( s ) = 1 / ( s − 2 ) , σ > 2 f(t) = e^{2t} \varepsilon(t) \longleftrightarrow F(s) = 1/(s-2), \; \sigma >2 f(t)=e2tε(t)⟷F(s)=1/(s−2),σ>2
- 则其傅里叶变换 F ( j ω ) F(j\omega) F(jω) 不存在
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6.1.5 常见信号的拉普拉斯变换
δ ( t ) ⟵ ⟶ 1 , σ > − ∞ ε ( t ) ⟵ ⟶ 1 s , σ > 0 1 ⟵ ⟶ 1 s , σ > 0 e s 0 t ⟵ ⟶ 1 s − s 0 , σ > R e [ s 0 ] cos ( ω 0 t ) = e j ω 0 t + e − j ω 0 t 2 ⟵ ⟶ s s 2 + ω 0 2 sin ( ω 0 t ) = e j ω 0 t − e − j ω 0 t 2 j ⟵ ⟶ ω 0 s 2 + ω 0 2 f T ( t ) ⟵ ⟶ 1 1 − e − s T ∫ 0 T f T ( t ) e − s t d t δ T ( t ) ⟵ ⟶ 1 1 − e − s T \begin{aligned} \displaystyle \delta(t) \longleftarrow & \longrightarrow 1,\; \sigma > -\infty \\ \varepsilon(t)\longleftarrow & \longrightarrow \frac{1}{s},\; \sigma > 0 \\ 1 \longleftarrow & \longrightarrow \frac{1}{s},\; \sigma >0 \\ e^{s_0 t} \longleftarrow & \longrightarrow \frac{1}{s-s_0}, \; \sigma > \mathcal{Re}[s_0] \\ \cos(\omega_0 t) = \frac{e^{j\omega_0 t} + e^{-j\omega_0 t}}{2} \longleftarrow & \longrightarrow \frac{s}{s^2 +\omega_0^2} \\ \sin(\omega_0 t) = \frac{e^{j\omega_0 t} - e^{-j\omega_0 t}}{2j} \longleftarrow & \longrightarrow \frac{\omega_0}{s^2 +\omega_0^2} \\ f_T(t) \longleftarrow & \longrightarrow \frac{1}{1-e^{-sT}} \int^{T}_{0} f_T(t) e^{-st} dt \\ \delta_T(t) \longleftarrow & \longrightarrow \frac{1}{1-e^{-sT}} \end{aligned} δ(t)⟵ε(t)⟵1⟵es0t⟵cos(ω0t)=2ejω0t+e−jω0t⟵sin(ω0t)=2jejω0t−e−jω0t⟵fT(t)⟵δT(t)⟵⟶1,σ>−∞⟶s1,σ>0⟶s1,σ>0⟶s−s01,σ>Re[s0]⟶s2+ω02s⟶s2+ω02ω0⟶1−e−sT1∫0TfT(t)e−stdt⟶1−e−sT1
- 周期信号
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fT(t) 解释:
F T ( s ) = ∫ 0 ∞ f T ( t ) e − s t d t = ∫ 0 T f T ( t ) e − s t d t + ∫ T 2 T f T ( t ) e − s t d t + ⋯ = ∑ n = 0 ∞ ∫ n T ( n + 1 ) T f T ( t ) e − s t d t \begin{aligned}F_T(s) & = \int^{\infty}_0 f_T(t) e^{-st} dt \\ &= \int^{T}_0 f_T(t) e^{-st} dt + \int^{2T}_T f_T(t) e^{-st} dt + \cdots \\ & = \sum^{\infty}_{n=0} \int^{(n+1)T}_{nT} f_T(t) e^{-st} dt\end{aligned} FT(s)=∫0∞fT(t)e−stdt=∫0TfT(t)e−stdt+∫T2TfT(t)e−stdt+⋯=n=0∑∞∫nT(n+1)TfT(t)e−stdt
令 t = t + n T t = t+nT t=t+nT:
∑ n = 0 ∞ e − n s T ∫ 0 T f T ( t ) e − s t d t = 1 1 − e − s T ∫ 0 T f T ( t ) e − s t d t \sum^{\infty}_{n=0} e^{-nsT} \int^{T}_{0} f_T(t) e^{-st} dt = \frac{1}{1-e^{-sT}} \int^{T}_{0} f_T(t) e^{-st} dt n=0∑∞e−nsT∫0TfT(t)e−stdt=1−e−sT1∫0TfT(t)e−stdt
6.2. 拉普拉斯变换的性质
6.2.1 线性性质
- 若
f 1 ( t ) ⟵ ⟶ F 1 ( s ) , R e [ s ] > σ 1 f 2 ( t ) ⟵ ⟶ F 2 ( s ) , R e [ s ] > σ 2 a 1 f 1 ( t ) + a 2 f 2 ( t ) ⟵ ⟶ a 1 F 1 ( s ) + a 2 F 2 ( s ) , R e [ s ] > max ( σ 1 , σ 2 ) \begin{aligned} \displaystyle f_1(t) \longleftarrow & \longrightarrow F_1(s),\; & \mathcal{Re}[s]>\sigma_1 \\ f_2(t) \longleftarrow & \longrightarrow F_2(s),\; & \mathcal{Re}[s]>\sigma_2 \\ a_1f_1(t) + a_2f_2(t) \longleftarrow & \longrightarrow a_1F_1(s) + a_2F_2(s) ,\;& \mathcal{Re}[s]>\max(\sigma_1,\sigma_2)\\ \end{aligned} f1(t)⟵f2(t)⟵a1f1(t)+a2f2(t)⟵⟶F1(s),⟶F2(s),⟶a1F1(s)+a2F2(s),Re[s]>σ1Re[s]>σ2Re[s]>max(σ1,σ2)
6.2.2 尺度变换
- 若
f ( t ) ⟵ ⟶ F ( s ) , 实 数 α > 0 , R e [ s ] > σ 0 f ( α t ) ⟵ ⟶ 1 α F ( s α ) , R e [ s ] > α σ 0 \begin{aligned} \displaystyle f(t) \longleftarrow & \longrightarrow F(s), \; &{\color{red} 实数 \alpha >0} ,\; \mathcal{Re}[s]>\sigma_0\\ f(\alpha t) \longleftarrow & \longrightarrow \frac{1}{\alpha}F(\frac{s}{\alpha}) ,\; &\mathcal{Re}[s]>\alpha\sigma_0\\ \end{aligned} f(t)⟵f(αt)⟵⟶F(s),⟶α1F(αs),实数α>0,Re[s]>σ0Re[s]>ασ0
6.2.3 时移性质
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若
f ( t ) ⟵ ⟶ F ( s ) , R e [ s ] > σ 0 , 实 常 数 t 0 > 0 , R e [ s ] > σ 0 f ( t − t 0 ) ε ( t − t 0 ) ⟵ ⟶ e − s t 0 F ( s ) , R e [ s ] > σ 0 f ( α t − t 0 ) ε ( α t − t 0 ) ⟵ ⟶ 1 α e − t 0 α s F ( s α ) , 实 数 α > 0 , R e [ s ] > σ 0 \begin{aligned} \displaystyle f(t) \longleftarrow & \longrightarrow F(s),\; \mathcal{Re}[s]>\sigma_0,\; &{\color{red} 实常数 t_0 >0} ,\; \mathcal{Re}[s]>\sigma_0\\ f(t-t_0){\color{red}\varepsilon(t-t_0)} \longleftarrow & \longrightarrow e^{-st_0} F(s) ,\; & \mathcal{Re}[s]>\sigma_0\\ f(\alpha t-t_0){\color{red}\varepsilon(\alpha t-t_0)} \longleftarrow & \longrightarrow \frac{1}{\alpha} e^{-\frac{t_0}{\alpha} s} F(\frac{s}{\alpha}) ,\; &{\color{red} 实数 \alpha >0} ,\; \mathcal{Re}[s]>\sigma_0\\ \end{aligned} f(t)⟵f(t−t0)ε(t−t0)⟵f(αt−t0)ε(αt−t0)⟵⟶F(s),Re[s]>σ0,⟶e−st0F(s),⟶α1e−αt0sF(αs),实常数t0>0,Re[s]>σ0Re[s]>σ0实数α>0,Re[s]>σ0 -
若 f ( t ) f(t) f(t) 为 因果信号,
f ( t − t 0 ) ⟵ ⟶ e − s t 0 F ( s ) f(t-t_0)\longleftarrow \longrightarrow e^{-st_0} F(s) f(t−t0)⟵⟶e−st0F(s)
6.2.4. 复频移特性
- 若
f ( t ) ⟵ ⟶ F ( s ) , 复 常 数 s α = σ α + j ω α , R e [ s ] > σ 0 f ( t ) e s α t ⟵ ⟶ F ( s − s α ) , R e [ s ] > σ 0 + σ α \begin{aligned} \displaystyle f(t) \longleftarrow & \longrightarrow F(s), \; &{\color{red} 复常数 s_\alpha = \sigma_\alpha+ j\omega_\alpha} ,\; \mathcal{Re}[s]>\sigma_0\\ f(t)e^{s_\alpha t} \longleftarrow & \longrightarrow F(s-s_\alpha),\; &\mathcal{Re}[s]>\sigma_0+\sigma_\alpha\\ \end{aligned} f(t)⟵f(t)esαt⟵⟶F(s),⟶F(s−sα),复常数sα=σα+jωα,Re[s]>σ0Re[s]>σ0+σα
6.2.5. 时域微分特性
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若
f ( t ) ⟵ ⟶ F ( s ) , R e [ s ] > σ 0 f ′ ( t ) ⟵ ⟶ s F ( s ) − f ( 0 − ) f ′ ′ ( t ) ⟵ ⟶ s 2 F ( s ) − s f ( 0 − ) − f ′ ( 0 − ) \begin{aligned} \displaystyle f(t) \longleftarrow & \longrightarrow F(s), \; &\mathcal{Re}[s]>\sigma_0\\ f^{\prime}(t) \longleftarrow & \longrightarrow sF(s)-f(0_-)\\ f^{\prime\prime}(t) \longleftarrow & \longrightarrow s^2 F(s)-sf(0_-)-f^{\prime}(0_-)\\\end{aligned} f(t)⟵f′(t)⟵f′′(t)⟵⟶F(s),⟶sF(s)−f(0−)⟶s2F(s)−sf(0−)−f′(0−)Re[s]>σ0 -
若 f ( t ) f(t) f(t)为 因果信号,则
f ( n ) ( t ) ⟵ ⟶ s n F ( s ) f^{(n)} (t) \longleftarrow \longrightarrow s^n F(s) f(n)(t)⟵⟶snF(s)
6.2.6. 时域积分特性
-
若
f ( t ) ⟵ ⟶ F ( s ) , R e [ s ] > σ 0 ∫ 0 − t f ( x ) d x ⟵ ⟶ 1 s F ( s ) ( ∫ 0 − t ) n f ( x ) d x ⟵ ⟶ 1 s n F ( s ) f ( − 1 ) ( t ) = ∫ − ∞ t f ( x ) d x ⟵ ⟶ s − 1 F ( s ) + s − 1 f ( − 1 ) ( 0 − ) \begin{aligned} \displaystyle f(t) \longleftarrow & \longrightarrow F(s), \; &\mathcal{Re}[s]>\sigma_0\\ \int^{t}_{0_-} f(x)dx \longleftarrow & \longrightarrow \frac{1}{s}F(s)\\ \Big(\int^{t}_{0_-}\Big)^n f(x)dx \longleftarrow & \longrightarrow \frac{1}{s^n}F(s)\\ f^{(-1)}(t) = \int^{t}_{-\infty} f(x)dx \longleftarrow & \longrightarrow s^{-1}F(s)+s^{-1}f^{(-1)}(0_-)\\\end{aligned} f(t)⟵∫0−tf(x)dx⟵(∫0−t)nf(x)dx⟵f(−1)(t)=∫−∞tf(x)dx⟵⟶F(s),⟶s1F(s)⟶sn1F(s)⟶s−1F(s)+s−1f(−1)(0−)Re[s]>σ0 -
若 f ( t ) f(t) f(t)为 因果信号,则
f ( t ) ⟵ ⟶ F n ( s ) s n f (t) \longleftarrow \longrightarrow \frac{F_n(s)}{s^n} f(t)⟵⟶snFn(s)
6.2.7. 复频域微分和积分
- 若
f ( t ) ⟵ ⟶ F ( s ) , R e [ s ] > σ 0 ( − t ) f ( t ) ⟵ ⟶ d F ( s ) d s ( − t ) n f ( t ) ⟵ ⟶ d n F ( s ) d s n f ( t ) t ⟵ ⟶ ∫ s ∞ F ( η ) d η \begin{aligned} \displaystyle f(t) \longleftarrow & \longrightarrow F(s), \; &\mathcal{Re}[s]>\sigma_0\\ (-t) f(t) \longleftarrow & \longrightarrow \frac{d F(s)}{ds}\\ (-t)^n f(t) \longleftarrow & \longrightarrow \frac{d^n F(s)}{d s^n}\\ \frac{f(t)}{t} \longleftarrow & \longrightarrow \int^{\infty}_{s} F(\eta)d\eta\\ \end{aligned} f(t)⟵(−t)f(t)⟵(−t)nf(t)⟵tf(t)⟵⟶F(s),⟶dsdF(s)⟶dsndnF(s)⟶∫s∞F(η)dηRe[s]>σ0
6.2.8. 时域卷积定理
- 若 因果函数:
f 1 ( t ) ⟵ ⟶ F 1 ( s ) , R e [ s ] > σ 1 f 2 ( t ) ⟵ ⟶ F 2 ( s ) , R e [ s ] > σ 2 f 1 ( t ) ⋆ f 2 ( t ) ⟵ ⟶ F 1 ( s ) ⋅ F 2 ( s ) , R e [ s ] > max ( σ 1 , σ 2 ) \begin{aligned} \displaystyle f_1(t) \longleftarrow & \longrightarrow F_1(s),\; & \mathcal{Re}[s]>\sigma_1 \\ f_2(t) \longleftarrow & \longrightarrow F_2(s),\; & \mathcal{Re}[s]>\sigma_2 \\ f_1(t) \star f_2(t) \longleftarrow & \longrightarrow F_1(s) \cdot F_2(s) ,\;& \mathcal{Re}[s]>\max(\sigma_1,\sigma_2)\\ \end{aligned} f1(t)⟵f2(t)⟵f1(t)⋆f2(t)⟵⟶F1(s),⟶F2(s),⟶F1(s)⋅F2(s),Re[s]>σ1Re[s]>σ2Re[s]>max(σ1,σ2)
6.2.9. 复频域卷积定理
- 若 因果函数:
f 1 ( t ) ⟵ ⟶ F 1 ( s ) , R e [ s ] > σ 1 f 2 ( t ) ⟵ ⟶ F 2 ( s ) , R e [ s ] > σ 2 f 1 ( t ) ⋅ f 2 ( t ) ⟵ ⟶ 1 2 π j ∫ c − j ∞ c + j ∞ F 1 ( η ) ⋅ F 2 ( s − η ) d η , R e [ s ] > max ( σ 1 , σ 2 ) \begin{aligned} \displaystyle f_1(t) \longleftarrow & \longrightarrow F_1(s),\; & \mathcal{Re}[s]>\sigma_1 \\ f_2(t) \longleftarrow & \longrightarrow F_2(s),\; & \mathcal{Re}[s]>\sigma_2 \\ f_1(t) \cdot f_2(t) \longleftarrow & \longrightarrow \frac{1}{2\pi j} \int^{c+j\infty}_{c-j\infty} F_1(\eta) \cdot F_2(s-\eta)d\eta ,\;& \mathcal{Re}[s]>\max(\sigma_1,\sigma_2)\\ \end{aligned} f1(t)⟵f2(t)⟵f1(t)⋅f2(t)⟵⟶F1(s),⟶F2(s),⟶2πj1∫c−j∞c+j∞F1(η)⋅F2(s−η)dη,Re[s]>σ1Re[s]>σ2Re[s]>max(σ1,σ2)
6.2.10. 初值 终值 定理
初值定理和终值定理常用于由 F ( s ) F(s) F(s) 直接求 f ( 0 + ) f(0+) f(0+) 和 f ( ∞ ) f(\infty) f(∞) ,而不必求出原函数 f ( t ) f(t) f(t)。
-
初值定理:
- 设函数
f
(
t
)
f(t)
f(t) 不含
δ
(
t
)
\delta(t)
δ(t) 及其各阶导数(即
F
(
s
)
F(s)
F(s) 为真分式,若
F
(
s
)
F(s)
F(s) 为假分式化为真分式),则:
f ( 0 + ) = lim t → 0 + f ( t ) = lim s → ∞ s F ( s ) f(0_+) = \lim_{t\to0_+} f(t) = \lim_{s\to\infty} s F(s) f(0+)=t→0+limf(t)=s→∞limsF(s)
- 设函数
f
(
t
)
f(t)
f(t) 不含
δ
(
t
)
\delta(t)
δ(t) 及其各阶导数(即
F
(
s
)
F(s)
F(s) 为真分式,若
F
(
s
)
F(s)
F(s) 为假分式化为真分式),则:
-
终值定理:
- 若
f
(
t
)
f(t)
f(t),当
t
→
∞
t\to \infty
t→∞ 时存在, 并且
f
(
t
)
↔
F
(
s
)
f(t) \leftrightarrow F(s)
f(t)↔F(s) ,
R
e
[
s
]
>
σ
0
\mathcal{Re}[s]>\sigma_0
Re[s]>σ0 ,
σ
0
<
0
\sigma_0<0
σ0<0, 则:
f ( ∞ ) = lim s → 0 s F ( s ) f(\infty) =\lim_{s\to 0} sF(s) f(∞)=s→0limsF(s)
- 若
f
(
t
)
f(t)
f(t),当
t
→
∞
t\to \infty
t→∞ 时存在, 并且
f
(
t
)
↔
F
(
s
)
f(t) \leftrightarrow F(s)
f(t)↔F(s) ,
R
e
[
s
]
>
σ
0
\mathcal{Re}[s]>\sigma_0
Re[s]>σ0 ,
σ
0
<
0
\sigma_0<0
σ0<0, 则:
6.3. 拉普拉斯反变换
f ( t ) = L − 1 [ F ( s ) ] ⟷ L [ f ( t ) ] = F ( s ) f(t) = \mathfrak{L}^{-1}[F(s)] \longleftrightarrow \mathfrak{L} [f(t)] = F(s) f(t)=L−1[F(s)]⟷L[f(t)]=F(s)
6.3.1. 拉普拉斯反变换
-
直接利用定义式求反变换—复变函数积分,比较困难。
-
通常的方法:
- 查表;
- 利用性质;
- 部分分式展开 --结合。
-
若象函数 F ( s ) F(s) F(s) 是 s s s 的有理分式, 可写为:
F ( s ) = b m s m + b m − 1 s m − 1 + ⋯ + b 1 s + b 0 s n + a n − 1 s n − 1 + ⋯ + a 1 s + a 0 {\color{blue}F(s) = \displaystyle \frac{b_m s^m + b_{m-1}s^{m-1} + \cdots + b_1 s + b_0}{s^n + a_{n-1}s^{n-1} + \cdots +a_1s+a_0}} F(s)=sn+an−1sn−1+⋯+a1s+a0bmsm+bm−1sm−1+⋯+b1s+b0 -
若 m ≥ n m\geq n m≥n (假分式),可用多项式除法将象函数 F ( s ) F(s) F(s) 分解为
有 理 多 项 式 P ( s ) + 有 理 真 分 式 {\color{blue}有理多项式 P(s)+ 有理真分式} 有理多项式P(s)+有理真分式
F ( s ) = P ( s ) + B 0 ( s ) A ( s ) {\color{blue}F(s) = P(s) + \frac{B_0(s)}{A(s)}} F(s)=P(s)+A(s)B0(s) -
P ( s ) P(s) P(s) 的拉普拉斯逆变换由冲激函数及其各阶导数构成。
- 例: P ( s ) → a 1 s 2 + a 2 s + a 3 → a 1 δ ′ ′ ( t ) + a 2 δ ′ ( t ) + a 3 δ ( t ) P(s)\to a_1 s^2 + a_2 s + a_3 \to a_1\delta^{\prime\prime}(t) + a_2 \delta^{\prime}(t) +a_3\delta(t) P(s)→a1s2+a2s+a3→a1δ′′(t)+a2δ′(t)+a3δ(t)
-
下面主要讨论有理真分式。
6.3.2. 部分分式展开法
- 若
F
(
s
)
F(s)
F(s) 是
s
s
s 的实系数有理真分式
(
m
<
n
)
(m<n)
(m<n),则
F ( s ) = B ( s ) A ( s ) = b m s m + b m − 1 s m − 1 + ⋯ + b 1 s + b 0 s n + a n − 1 s n − 1 + ⋯ + a 1 s + a 0 {\color{blue}F(s) = \displaystyle \frac{B(s)}{A(s)} = \displaystyle \frac{b_m s^m + b_{m-1}s^{m-1} + \cdots + b_1 s + b_0}{s^n + a_{n-1}s^{n-1} + \cdots +a_1s+a_0}} F(s)=A(s)B(s)=sn+an−1sn−1+⋯+a1s+a0bmsm+bm−1sm−1+⋯+b1s+b0- 式中 A ( s ) A(s) A(s) 称为 F ( s ) F(s) F(s) 的 特征多项式 (characteristic polynomial),方程 A ( s ) = 0 A(s)=0 A(s)=0 称为 特征方程,它的根称为 特征根,也称为 F ( s ) F(s) F(s) 的 固有频率(或自然频率)。 n n n个特征根 p i p_i pi 称为 F ( s ) F(s) F(s) 的 极点
-
F ( s ) F(s) F(s) 为单极点(单根)
F ( s ) = B ( s ) A ( s ) = K 1 s − p 1 + K 2 s − p 2 + ⋯ + K i s − p i + ⋯ + K n s − p n F(s) = \displaystyle \frac{B(s)}{A(s)} = \frac{K_1}{s-p_1}+\frac{K_2}{s-p_2}+ \cdots + \frac{K_i}{s-p_i}+ \cdots + \frac{K_n}{s-p_n} F(s)=A(s)B(s)=s−p1K1+s−p2K2+⋯+s−piKi+⋯+s−pnKn
K i = ( s − p i ) F ( s ) ∣ s = p i K_i = (s - p_i) F(s) \big\vert _{s=pi} Ki=(s−pi)F(s)∣∣s=pi
L − 1 [ 1 s − p i ] = e p i t ε ( t ) \mathfrak{L}^{-1} \big[ \frac{1}{s-p_i} \big] = e^{p_i t} \varepsilon(t) L−1[s−pi1]=epitε(t)- 特例
F
(
s
)
F(s)
F(s) 包含共轭复根时 (
p
1
,
2
=
−
α
±
j
β
p_{1,2} = -\alpha\pm j\beta
p1,2=−α±jβ):
F ( s ) = B ( s ) D ( s ) [ ( s + α ) 2 + β 2 ] = B ( s ) D ( s ) ( s + α − j β ) ( s + α + j β ) = K 1 s + α − j β + K 2 s + α + j β + F 2 ( s ) K 1 = [ ( s + α − j β ) F ( s ) ] ∣ s = − α + j β = ∣ K 1 ∣ e j θ = A + j B K 2 = K 1 ∗ = ∣ K 1 ∣ e − j θ = A − j B F 1 ( s ) = K 1 s + α − j β + K 2 s + α + j β = ∣ K 1 ∣ e j θ s + α − j β + ∣ K 1 ∣ e − j θ s + α + j β f 1 ( t ) = 2 ∣ K 1 ∣ e − α t cos ( β t + θ ) ε ( t ) \begin{aligned} F(s) &= \displaystyle \frac{B(s)}{D(s)[(s+\alpha)^2 + \beta^2]}\\ &= \displaystyle \frac{B(s)}{D(s)(s+\alpha-j\beta)(s+\alpha+j\beta)}\\ &= \displaystyle \frac{K_1}{s+\alpha-j\beta}+\frac{K_2}{s+\alpha+j\beta}+F_2(s)\\ K_1 &= [(s+\alpha - j\beta)F(s)]\big\vert_{s=-\alpha +j\beta} \\ &= \lvert K_1\rvert e^{j\theta} \\ &=A+jB \\ K_2 &= K_1^* = \lvert K_1 \rvert e^{-j\theta} = A -jB\\ F_1(s) &= \displaystyle \frac{K_1}{s+\alpha-j\beta}+\frac{K_2}{s+\alpha+j\beta}\\ & = \displaystyle \frac{\lvert K_1\rvert e^{j\theta}}{s+\alpha-j\beta}+\frac{\lvert K_1 \rvert e^{-j\theta}}{s+\alpha+j\beta}\\ f_1(t) &= 2 \lvert K_1\rvert e^{-\alpha t} \cos(\beta t + \theta) \varepsilon(t)\end{aligned} F(s)K1K2F1(s)f1(t)=D(s)[(s+α)2+β2]B(s)=D(s)(s+α−jβ)(s+α+jβ)B(s)=s+α−jβK1+s+α+jβK2+F2(s)=[(s+α−jβ)F(s)]∣∣s=−α+jβ=∣K1∣ejθ=A+jB=K1∗=∣K1∣e−jθ=A−jB=s+α−jβK1+s+α+jβK2=s+α−jβ∣K1∣ejθ+s+α+jβ∣K1∣e−jθ=2∣K1∣e−αtcos(βt+θ)ε(t)
若 K 1 , 2 = A ± j B , f 1 ( t ) = 2 e − α t [ A cos ( β t ) − B sin ( β t ) ] ε ( t ) 若 K_{1,2} = A \pm jB, \; f_1(t) = 2 e^{-\alpha t} [A \cos(\beta t) - B \sin(\beta t) ] \varepsilon(t) 若K1,2=A±jB,f1(t)=2e−αt[Acos(βt)−Bsin(βt)]ε(t)
- 特例
F
(
s
)
F(s)
F(s) 包含共轭复根时 (
p
1
,
2
=
−
α
±
j
β
p_{1,2} = -\alpha\pm j\beta
p1,2=−α±jβ):
-
F ( s ) F(s) F(s) 有重极点(重根)
- 若
A
(
s
)
=
0
A(s) = 0
A(s)=0 在
s
=
p
1
s=p_1
s=p1 处有
r
r
r 重根,
F ( s ) = B ( s ) A ( s ) = K 11 ( s − p 1 ) r + K 12 ( s − p 1 ) r + ⋯ + K 1 r ( s − p 1 ) r F(s) = \displaystyle \frac{B(s)}{A(s)} = \frac{K_{11}}{(s-p_1)^r}+ \frac{K_{12}}{(s-p_1)^r}+ \cdots + \frac{K_{1r}}{(s-p_1)^r} F(s)=A(s)B(s)=(s−p1)rK11+(s−p1)rK12+⋯+(s−p1)rK1r
K 11 = [ ( s − p 1 ) r F ( s ) ] ∣ s = p 1 K_{11} = \displaystyle [(s - p_1)^r F(s)] \big\vert _{s=p1} K11=[(s−p1)rF(s)]∣∣s=p1
K 12 = d [ ( s − p 1 ) r F ( s ) ] d s ∣ s = p 1 K_{12} = \displaystyle \frac{d[(s - p_1)^r F(s)]}{ds} \big\vert _{s=p1} K12=dsd[(s−p1)rF(s)]∣∣s=p1
K 1 i = 1 ( i − 1 ) ! d i − 1 d s i − 1 [ ( s − p 1 ) r F ( s ) ] ∣ s = p 1 K_{1i} = \displaystyle \frac{1}{(i-1)!} \frac{d^{i-1}}{ds^{i-1}}[(s - p_1)^r F(s)] \Big\vert _{s=p_1} K1i=(i−1)!1dsi−1di−1[(s−p1)rF(s)]∣∣∣s=p1
L [ t n ε ( t ) ] = n ! s n + 1 \mathfrak{L}[t^n \varepsilon(t)] = \frac{n!}{s^{n+1}} L[tnε(t)]=sn+1n!
L − 1 [ 1 ( s − p 1 ) n + 1 ] = 1 n ! t n e p 1 t ε ( t ) \mathfrak{L}^{-1}\big[\frac{1}{(s-p_1)^{n+1}}\big] = \frac{1}{n!} t^n e^{p_1 t} \varepsilon(t) L−1[(s−p1)n+11]=n!1tnep1tε(t)
- 若
A
(
s
)
=
0
A(s) = 0
A(s)=0 在
s
=
p
1
s=p_1
s=p1 处有
r
r
r 重根,