Digital Signal Processing Reference
In-Depth Information
Table 6.2. Properties of the Laplace transform
The corresponding properties of the CTFT are also listed in the table for comparison
CTFT
Laplace transform
x ( t )e j ω t d t
X (j ω ) =
x ( t )e st d t
X ( s ) =
Properties in the time domain
−∞
−∞
Linearity
a 1 x 1 ( t ) + a 2 x 2 ( t )
a 1 X 1 ( ω ) + a 2 X 2 ( ω )
a 1 X 1 ( s ) + a 2 X 2 ( s )
ROC: at least R 1 R 2
1
a X
ω
a
1
a X
s
a
Time scaling
x ( at )
with ROC: aR
Time shifting
x ( t t 0 )
e j ω 0 t X ( ω )
e st 0 X ( s )
with ROC: R
Frequency / s-domain shifting
x ( t )e j ω 0 t or x ( t )e s 0 t
X ( ω − ω 0 )
X ( s s 0 )
with ROC: R + Re s 0
sX ( s ) x (0 )
with ROC: R
Time differentiation
d x / d t
j ω X ( ω )
X ( ω )
j ω
X ( s )
s
with ROC: R
Time integration
t
+ π X (0) δ ( ω )
Re s > 0
x ( τ )d τ
−∞
Frequency / s-domain
differentiation
( t ) x ( t )
jd X / d ω
d X / d s
Duality
X ( t )
2 π x ( ω )
not applicable
Time convolution
x 1 ( t ) x 2 ( t )
X 1 ( ω ) X 2 ( ω )
X 1 ( s ) X 2 ( s )
ROC includes R 1 R 2
1
2 π X 1 ( ω ) X 2 ( ω )
1
2 π X 1 ( s ) X 2 ( s )
ROC includes
R 1 R 2
Frequency/s-domain convolution
x 1 ( t ) x 2 ( t )
= 1
2 π
x ( t ) 2 d t
X ( ω ) 2 d ω
Parseval's relationship
not applicable
−∞
−∞
1
2 π
Initial value
x (0 + ) if it exists
X ( ω )d ω
s →∞ sX ( s )
provided s =∞ is included
in the ROC of sX ( s )
lim
−∞
Final value
x ( ) if it exists
not applicable
lim
s 0 sX ( s )
provided s = 0 is included
in the ROC of sX ( s )
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