3. Impulsive response of Transfer function by Differential equation.

3.1 Introduction.
. . The author made an attempt at obtaining the impulsive response of transfer function by use of the numerical solution of differential equation, because he thought that the method might be better and more simple than inverse Laplace transformation in case of higher-order system. However the attempt had to solve the two problems which are as for the accuracy of numerical calculus and the value at t=0 for Laplace transformed function. The work came to introduction of the operational calculus and the rigorous definition of Laplace transform.
. . The Laplace transform of the derivative of f(t) is expressed in Eq.(3.1) so it should be the same with the derivative of impulse function. However Laplace transform makes an exception of the relation in Eq.(3.2) because δ(0) is infinite. Some theories define the value at t=0 for unit step function u(t) as one or one half. These cause some troubles when we will solve the impulsive response of transfer function by differential equation.
L f ' (t)=sL f(t)−f(0)(3.1) L δ' (t)=s L δ(t)−δ(0)(3.2)
. . The author draws the conclusion that δ(0) and u(0) are equal to zero and other Laplace transformable functions are f(t)u(t), where f(t) is not constantly zero over the range t0. Then he shows the method obtaining the impulsive response of transfer function by differential equation.

3.2 Impulse function.
. . The Dirac delta function does not satisfy Eq.(3.2) because δ(0) is infinite. The impulse function should have zero for δ(0), δ' (0), …… and δ(n−1)(0) in order that δ(n)(t) and δ(n−1)(t) satisfy the same relation as Eq.(3.2). The author defines the impulse function with these properties as follows.

. . [Definition 1]. . Eq3.3

. . The impulse function starts up increasing at t=0 and reaches to the peak at tp=nε then decreases as an exponential function. Its integrated value is always unity for any value ε.

Eq3.4
In the limiting case ε→0,
tp→+0, Eq3.5,δ(tp+0)→0,δ(0)=0(3.5)
. . The Laplace transform of the impulse function can be obtained immediately by use of above definition and Eq.(3.4).
Eq3.6

. . [Theorem 3.1]f(t)δ(t)=f(0)δ(t),if f(+0) is equal to f(0).(3.7)
[Proof]. . f(t)δ(t) is zero everywhere except at tp=+0 and f(tp) is equal to f(0).

Eq3.7a
Eq3.7b


Eq3.7c
The first terms of the right sides are all zero and all the integrand of the third terms are zero because f ' (t) is Laplace transformable and
Eq3.7d for k=0, 1, 2, ……
. . Therefore, in the limiting case ε→0, the total of the both sides of above equations is
Eq3.7e
∴ f(t)δ(t)=f(0)δ(t) [Q.E.D.]

. . In the case of δ(t−d), the impulse function has the peak at tp=d+0 and is zero everywhere except at t=tp. Its integrated value is unity and it is evident that

f(t)δ(t−d)=f(d)δ(t−d)(3.8)
Hence, by substituting e−st for f(t), the Laplace transform of δ(t−d) is
L δ(t−d)=e−sd(3.9)

3.3 Unit step function.
. . The unit step function must be the integral of the impulse function over the range zero to t with zero for u(0). So it is defined as follows.

. . [Definition 2] Eq3.10

. . By the definition, the Laplace transform of unit step function is

Eq3.11
. . The series in above definition is less than unity and greater than zero at t=tp=nε and it is constant for ε but varies according to the value n. However it is not correct because it is not able to change the order of integrating and limiting in case of t=nε which is the upper limit of integration.
. .The value may be one half of the integral of impulse function because that
Eq3.11a ∴ 2u(tp)δ(t)=δ(t)∴ 2u(tp)=1
However the function u(t) multiplied by δ(t) is only significant in the case of inverse Laplace transform for (1/s)×1, that is, the convolution integral of u(t) and δ(t). So it is not important that the value u(+0) is one or one half.
Eq3.12
. . Also the function u(t) multiplied by u(t) is only significant in the case of inverse Laplace transform for (1/s)×(1/s), that is, the convolution integral.
Eq3.13
Hence the function u(t) multiplied by u(t) has not any effect on the results, that is, u2(t)=u(t) then un(t)=u(t) except at t=tp because of (n+1)un(tp)δ(t)=δ(t) and the value un(tp) is also not important.

. . [Theorem 3.2] Eq3.14
[Proof]. . Letting F' (t)=f(t), the left side of Eq.(3.14) is

Eq3.14a
__________={F(t)−F(d)}u(t−d)[Q.E.D.]

. . By substituting e−st for f(t) and limiting t→∞, the Laplace transform of u(t−d) is
Eq3.15 Hence u(t−d) is the convolution integral of u(t) and δ(t−d).

3.4 Laplace transform of any function.
. . If f(t) is a known function for t>0 and zero for t0, the Laplace transform is defined by the equation

Eq3.16
. . It is equivalent to the Fourier transform in case of a=0 and it represents the frequency response. If the value a is positive, what does it represent? The author found the answer for the question. It is mentioned as following definition.

. . [Definition 3]. . The Laplace transform is the Fourier transform of the function f(t) multiplied by u(t)eat, where f(t) is not always zero for t0, that is,

Eq3.17

. . By the definition, the Laplace transformable function should be rigorously expressed in f(t)u(t). Although the unit step function has no effect on the integral of Eq.(3.16), it is very important in order to express transfer functions in the differential equations because the function f(t) multiplied by u(t) is the reason why the integral operation after differentiation is reversible in Laplace transform. Also in the original plane, the integral operation after differentiation of f(t)u(t) is reversible because of f(0) transformed to f(0)δ(t) as follows.
Eq3.18
Eq3.19
The Laplace transform of Eq.(3.18) is expressed in Eq.(3.20) and Eq.(3.19) is transformed into Eq.(3.21) by substituting the left side of Eq.(3.18) for the integrand.
sL f(t)u(t)=L f ' (t)u(t)+f(0)(3.20) Eq3.21
Eq.(3.20) represents the relation between f(t) and f ' (t) in Laplace transform and if f(0) is transposed to the left side, it is equivalent to Eq.(3.1). On the other hand, Eq.(3.21) represents the relation between f(t)u(t) and its derivative. It is also equivalent to Eq.(3.1) because the initial value is f(0)u(0)=0.
. . Eq.(3.20) must be used in order to transform the differential equation with initial values into the Laplace transform. However in order to transform any transfer function into the differential equation, Eq.(3.21) must be used because all the initial values of f(t) and its derivatives are not given explicitly.

. .[Theorem 3.3]L {f(t)u(t)}(n)=snL f(t)u(t)(3.22)
[Proof]. .f(0)u(0)=0 is evident. {f(0)u(0)}' =0 is also evident by Eq.(3.18). By differentiating Eq.(3.18),

Eq3.22a
Therefore by Eq.(3.1),
L {f(t)u(t)}(n)=sL {f•u}(n−1)=s2L {f•u}(n−2)=……=snL {f•u}[Q.E.D.]

3.5 Laplace transform and Fourier transform.
. . The function u(t)eat in Eq.(3.17) picks up the portion of the function f(t) from zero to about 1/a for t so it is required that the value a is positive and greater than the value b if the function f(t) is ebt, where it is the conditions for the existence of the integral from zero to infinite. Therefore the Laplace transform represents the frequency response of the portion.
. . If the function f(t) with zero for t0 is shifted from t to t+d, the Laplace transform is expressed in Eq.(3.23). It represents that f(t−d) is the convolution integral of f(t) and δ(t−d). In case of a=0, It represents that the Fourier transform does not vary with the value d except the phase response. On the other hand, the magnitude response of the Laplace transform is ead times that of Eq.(3.16).

Eq3.23
. . The Fourier transform of the function f(t) multiplied by u(t−d)ea(t−d), is the Fourier transform of the portion of the function f(t) from d to about d+1/a for t and its magnitude response is equivalent to the Laplace transform of f(t+d)u(t), that is, the Fourier transform of f(t+d)u(t)eat as in Eq.(3.24). These properties are similar to the sense of sight.
Eq3.24
. . For example, the function f(t)=t2 for 0t<1 and f(t)=2t−1 for 1t is
f(t)u(t)=t2u(t)−(t−1)2u(t−1)Eq3.25
The phase response represents the existence of superposition at t=1 but the magnitude response |F(jω)| represents that the frequency characteristic is all the same everywhere.
. . On the other hand, letting s=a+jω and a »1,
Eq3.26because of Eq3.26a (3.26)
This frequency response is very different from F(jω) in Eqs.(3.25). It represents no superposition of function shifting t2u(t) by 1 and constant gain over the range below the break frequency, that is, loss of gain over the range of lower frequency. These represent that the function u(t)eat is a high pass filter.
. . The frequency response Eq.(3.26) is significant over the range of t<1 and the frequency response for t1 is obtained by Eq.(3.24).
Eq3.27
The magnitude response |F1(s)| is equivalent to the Laplace transform of the function (2t+1)u(t) and has not the characteristic of the function t2. Hence there are explicitly different two frequency response and it represents that the function f(t) is the combination of t2{u(t)−u(t−1)} and (2t−1)u(t−1).
. . Therefore the Fourier transform picks up the similar characteristic between the two portions and represents the abstractive idea which requires a good knowledge of superposition in order to understand that it represents the combination of two functions. On the other hand, the Laplace transform is a local frequency response and picks up the different characteristic between the two portions. The author thinks that the response is similar to the sense of sight.
. . The Laplace transform is also very useful for analyzing the phenomena with the frequency response which varies according to time as voice. However, if the position of the combination is explicit, the analysis is very easy. The author thinks that voice has the pitch cycle for the purpose of showing the position.
. . Usually, the filter is operated by the technique of convolution integral. However above mentioned filter must not be operated by the technique because its Laplace transform is (s+a)−1, that is, low pass filter and the operated results are very different from the results of the human sense which senses strong response for higher frequency in narrow time width.

3.6 Impulsive response and its differential equation.
. . When y(t) is the impulsive response of a transfer function expressed in Eq.(3.28), the values for t0 are all zero because the values of input function for t0 are all zero. Therefore y(t) is expressed in Eq.(3.29) because the transfer function has the coefficient bn, if it is not zero. δ(0) to δ(n−1)(0) are all zero by Definition 1 for δ(t) then y(0) to y(n−1)(0) are all zero from the proof of Theorem 3.3. Hence Eq.(3.28) is transformed into the differential equation expressed in Eq.(3.30) by Theorem 3.3.

Y(s)=bnsn+bn−1sn−1+bn−2sn−2+………+b0

sn+an−1sn−1+an−2sn−2+………+a0
•1(3.28)
y=z(t)u(t)+bnδ(t)
(3.29)

y(n)+an−1y(n−1)+an−2y(n−2)+………+a0y=bnδ(n)+bn−1δ(n−1)+bn−2δ(n−2)+………+b0δ(3.30)

. . The differential equation can analytically be solved by the technique of letting ε→0 after having obtained the solution of the differential equation which is substituted the impulse function before letting ε→0. In usual definition for δ(t), the technique can not be used except of the differential equation with only the right-hand member of b0δ(t).
. . When an impulsive response is expressed in Eq.(3.31), it is transformed into the differential equation with initial values y(0)=y' (0)=0 in Eq.(3.32). In this case, δ(t) before letting ε→0 may have one for the value n of the definition so the right-hand member of Eq.(3.32) is expressed in Eq.(3.33). The solution is expressed in Eqs.(3.34) for t0, where the first two terms are the fundamental solutions and the other is one of the particular integral. The solution for t<0 is y=0 because the right-hand members in Eq.(3.32) are zero and the initial values are all zero.
Y(s)=s+1999

s2+1001s+1000
•1(3.31) y" +1001y' +1000y=δ' (t)+1999δ(t)(3.32)
δ' (t)+1999δ(t)=1

ε2
1− t

ε
e −t

ε
+1999t

ε2
e −t

ε
(3.33)

y=Ae−t+Be−1000t+C1e
−t

ε

+C2te
−t

ε
A= 2

(ε−1)2
B= −1

(1000ε−1)2
(t0)(3.34)
,,,

C1=
−1999999ε2+3998ε−1

(1000ε−1)2(ε−1)2

,

C2=
1999ε−1

ε(1000ε−1)(ε−1)
(3.35)

. . The particular integral must satisfy the differential equation then the constants C1 and C2 are expressed in Eqs.(3.35). Hence the constants A and B are determined by the initial values y(0)=y' (0)=0. By letting ε→0, these constants are A→2, B→−1, C1→−1, εC2→−1 and the particular integral converges to −1 for t=0 and 0 for t>0.
. . Hence the solution converges to the complementary function for t>0 and zero for t0, that is, y=z(t)u(t), where z(t) is the complementary function. The solution is equivalent to the inverse Laplace transform of Y(s). Therefore the impulsive response can be obtained easily by solving the homogeneous differential equation with right-hand member equal to zero. However the initial values are not all zero. The homogeneous differential equation is expressed as follows.

z" +1001z' +1000z=0
,
z(0)=1
,
z' (0)=998(3.36)

. . The reason for y(0)=0 is that z(0) is cancelled by the initial value of the particular integral and the reason for y' (0)=0 is that z' (0) is cancelled by the initial derivative of the particular integral. Therefore the initial values of the homogeneous differential equation is determined by the right side of Eq.(3.32). That is, the denominator of a transfer function expresses the homogeneous differential equation and the numerator expresses the initial values.

. . [Theorem 3.4]. . When y(t)=z(t)u(t)+kδ(t) is the solution of the differential equation in Eq.(3.30), z(t) is expressed in the homogeneous differential equation Eq.(3.37) with the initial values in Eq.(3.38).

z(n)+an−1z(n−1)+an−2z(n−2)+………+a0z=0(3.37)



a0a1a2an−11



k

=

b0

(3.38)
a1a2an−110z0b1
a2an−1100z0' b2
an−1100z0(n−2)bn−1
100z0(n−1)bn
[Proof]. . y(t) and its derivatives are
y(t)=z(t)u(t)+kδ(t)
y' (t)=z' (t)u(t)+z0δ+kδ'
y" (t)=z" (t)u(t)+z0' δ+z0δ' +kδ"
y(3)=z(3)•u(t)+z0" δ+z0' δ' +z0δ" +kδ(3)
y(n)=z(n)u(t)+z0(n−1)δ+ +z0δ(n−1)+kδ(n)
Hence Eq.(3.38) is obtained by substituting these for the differential equation Eq.(3.30) and by cancelling δ(t) and its derivatives on the both sides. The remainder is the homogeneous differential equation Eq.(3.37).
[Q.E.D.]

. . In case of the differential equation in Eq.(3.32), the value n is equal to 2 and the initial values in Eqs.(3.36) are obtained as follows.


100010011



k

=

1999

100110z01
100z0' 0
k=0,z0=1,z0' =998
. . For example of bn0, the solution of Eq.(3.39) consists of δ(t) and the solution of the homogeneous differential equation Tz' +z=0 with the initial value z(0)=−1/T because of k=1. It is expressed in Eq.(3.40). When it is substituted into the left side of Eq.(3.39), the differential equation comes to Eq.(3.41) and the second term of the right side is zero by Theorem 3.1, that is, the solution satisfies the differential equation Eq.(3.39).
Y(s)=Ts

Ts+1
•1y' +1

T
y=δ' (t)(3.39)


1

T
. .1



k

=

0

k=1,
z0=
−1

T
y=−1

T
e−t

T
u(t)+δ(t) (3.40)
1. .0z01
y' +1

T
y=δ' (t)+1

T
1−e−t

T
δ(t)(3.41)

. . In Laplace transform, the numerator may be divided by the denominator and the transfer function is expressed in 1−(Ts+1)−1. Therefore the initial value of the homogeneous differential equation must be obtained from the remainder of the division. Eq.(3.38) is equivalent to the operation because it may explicitly be expressed in Eq.(3.42) by transposing the first column vector multiplied by k to the right side of Eq.(3.38).


a0a1a2an−11



0

=

b0

−k

a0

(3.42)
a1a2an−110z0b1a1
a2an−1100z0' b2a2
an−1100z0(n−2)bn−1an−1
100z0(n−1)bn1

3.7 The numerical simulator of impulsive response.
. . Any impulsive response is obtained by the numerical solution of differential equation, because it is able to transform the impulsive response of any transfer function into the homogeneous differential equation with the initial values by Theorem 3.4. So the numerical solution of differential equation is the simulator of any impulsive response. This is very simple and easy method because it does not use the poles of Laplace transform Y(s).
. . The inverse Laplace transformation requires the numerical method obtaining the poles, the partial fraction expansion of Y(s) and the numerical procedure of complex number. The numerical calculus of poles causes troubles in the accuracy of repeated pole, nearly equal poles and very small pole among very large others, which are well known as the trouble of a quadratic equation.
. . When Y(s) is expressed in Eq.(3.43), Eq.(3.44) is the numerical expression in single precision. The discriminant D2 has the negative value depending on the rounded errors of two constants at least significant bit by binary system. The shown value is the result of BASIC program given below. Therefore the numerical poles are not double pole but a pair of complex poles and the inverse Laplace transform comes to Eq.(3.45), if the difference of nearly equal complex numbers is obtained correctly without cancellation. It is very different from the analytical result in Eq.(3.46).

Y(s)=1

s2+(44/7)s+(484/49)
(3.43)Y(s)=1

s2+6.285714s+9.877551
(3.44)
D2=6.2857142−4×9.877551=−3.814697×10−6jω=D/2=9.765625×10−4j
B=44/7:C=484/49:D2=B*B−4*C:D=SQR(−D2)
y=1

ω
e−3.142857tsinωt(3.45) yt=te−22t

7
(3.46)
. . When the value t is small, Eq.(3.45) is nearly equal to Eq.(3.46) because sinωt is nearly equal to ωt. It has the fortune to satisfy the condition over all the range where it is possible to calculate the exponential function by binary system of 24 bits. Hence the numerical result is nearly equal to the result by the numerical solution of the homogeneous differential equation.
. . When Y(s) is expressed in Eq.(3.47), Eq.(3.48) is the numerical expression in single precision. The discriminant D2 has the positive value by BASIC program given below. Therefore the numerical poles are not double pole but two nearly equal poles and the inverse Laplace transform comes to Eq.(3.49). It is very different from the analytical result in Eq.(3.50).
Y(s)=1

s2+(72/13)s+(1296/169)
(3.47)Y(s)=1

s2+5.538462s+7.668639
(3.48)
D2=5.5384622−4×7.668639=1.907349×10−6D=1.381068×10−3
B=72/13:C=1296/169:D2=B*B−4*C:D=SQR(D2)
y=1

D
e−2.768540t−e−2.769921t(3.49) yt=te−36t

13
(3.50)
. . If the difference of two exponential function is obtained correctly without cancellation, it will come to the hyperbolic sine multiplied by exponential function and it will has the fortune to be nearly equal to Eq.(3.50) over all the range where it is possible to calculate the exponential function. However the difference is not obtained correctly for very small t by cancellation.
. . Table 3.1 and 3.2 shows above results and the results of the numerical simulator, that is, the numerical solution of differential equation by the variable pitch method using 3 points. The method using the numerical solution of differential equation has not these troubles because it does not use any pole. It is farther very simple and easy in case of higher order transfer function.
. . The subroutines of Program 2.2 are represented as follows. The values BB and CC in line 56 must be given in line 58. If the values are expressed as decimal numbers in line 56, it follows that the solution has larger error.
Subroutines for Eq.(3.43)
56 F=−BB*Y(2)−CC*Y(1):RETURN
58 XB=0:XE=30:N=300:ND=2:Y(2)=1:Y(1)=0:BB=44/7:CC=484/49:B2#=22#/7#:RETURN
60 Y#=X#*EXP(−B2#*X#):RETURN
Subroutine for Eq.(3.47)
58 XB=0:XE=30:N=300:ND=2:Y(2)=1:Y(1)=0:BB=72/13:CC=1296/169:B2#=36#/13#:RETURN

Table 3.2 The case D2>0 by rounded error.
IBEEtLaplaceSimulatorAccurateexp
1
2
3
4
5
6
7
8
9
10
15
20
25
30
35
40
45
50
60
70
80
90
100
150
200
250
260
270
280
290
300
4
8
8
16
8
8
8
4
4
4
4
2
2
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
6.0
7.0
8.0
9.0
10.0
15.0
20.0
25.0
26.0
27.0
28.0
29.0
30.0
7.5829260
1.1493075
1.3070513
1.3215093
1.2518086
1.1388416
1.0074244
8.7298602
7.4442796
6.2703721
2.3553682
7.8642648
2.4618818
7.3976151
2.1610798
6.1853134
1.7424429
4.8490278
3.6486452
2.6692597
1.9131514
1.3496389
9.4054035
1.3681575
1.7693020
2.1450040
1.3987099
9.1085960
5.9234641
3.8477601
2.4961132
7.5811274
1.1494700
1.3071419
1.3212813
1.2521005
1.1390801
1.0074764
8.7289229
7.4446961
6.2710218
2.3555843
7.8651421
2.4619882
7.3983805
2.1614885
6.1860657
1.7427557
4.8491265
3.6490809
2.6697400
1.9133717
1.3498644
9.4055813
1.3682550
1.7692994
2.1449140
1.3988892
9.1099043
5.9244493
3.8479376
2.4962690
7.58112819
1.14947008
1.30714199
1.32128144
1.25210048
1.13908007
1.00747644
8.72892306
7.44469664
6.27102248
2.35558508
7.86514460
2.46198784
7.39837479
2.16148535
6.18604995
1.74275013
4.84910729
3.64906330
2.66972510
1.91336070
1.34985690
9.40553661
1.36825368
1.76928238
2.14486002
1.39884840
9.10960246
5.92423189
3.84778125
2.49615753
-02
-01
-01
-01
-01
-01
-01
-02
-02
-02
-02
-03
-03
-04
-04
-05
-05
-06
-07
-08
-09
-10
-12
-17
-23
-29
-30
-32
-33
-34
-35
Table 3.1 The case D2<0 by rounded error.
IBEEtLaplaceSimulatorAccurateexp
1
2
3
4
5
6
7
8
9
10
15
20
25
30
35
40
45
50
60
70
80
90
100
150
200
250
260
270
272
8
8
8
8
8
8
8
4
4
4
4
2
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
4
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
5.0
6.0
7.0
8.0
9.0
10.0
15.0
20.0
25.0
26.0
27.0
27.2
7.3031031
1.0667063
1.1685400
1.1378624
1.0387408
9.1032371
7.7562213
6.4736538
5.3187482
4.3159299
1.3449397
3.7254493
9.6744415
2.4118152
5.8455844
1.3878954
3.2437426
7.4875703
3.8778914
1.9526134
9.6312208
4.6763544
2.2425307
5.0372520
1.0057567
1.8826088
8.4501330
3.7872693
0.0000000
7.3031038
1.0667065
1.1685402
1.1378627
1.0387410
9.1032393
7.7562220
6.4736553
5.3187493
4.3159310
1.3449405
3.7254544
9.6744596
2.4118229
5.8456051
1.3879015
3.2437570
7.4876061
3.8779149
1.9526267
9.6313131
4.6764090
2.2425613
5.0374123
1.0058035
1.8827438
8.4508017
3.7875821
2.0350776
7.30310346
1.06670639
1.16854005
1.13786250
1.03874094
9.10323861
7.75622124
6.47365522
5.31874923
4.31593093
1.34494024
3.72545195
9.67444862
2.41181899
5.84559528
1.38789922
3.24375241
7.48759648
3.87791391
1.95262767
9.63132129
4.67641321
2.24256404
5.03742439
1.00581870
1.88279114
8.45103635
3.78769387
2.03513807
-02
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-01
-01
-01
-02
-02
-02
-02
-02
-02
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-33
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-36

Continued to. .3.8 The problem having to be cautioned.