Lesson plan

Final value theorem

In mathematical analysis, the final value theorem (FVT) is one of several similar theorems used to relate frequency domain expressions to the time domain behavior as time approaches infinity. Mathematically, if f(t) in continuous time has (unilateral) Laplace transform F(s) , then a final value theorem establishes conditions under which \lim_{t\,\to\,\infty}f(t) = \lim_{s\,\to\, 0}{sF(s)}. Likewise, if f[k] in discrete time has (unilateral) Z-transform F(z) , then a final value theorem establishes conditions under which \lim_{k\,\to\,\infty}f[k] = \lim_{z\,\to\, 1}{(z-1)F(z)}. An Abelian final value theorem makes assumptions about the time-domain behavior of f(t) \text{ (or }f[k]) to calculate \lim_{s\,\to\, 0}{sF(s)}. Conversely, a Tauberian final value theorem makes assumptions about the frequency-domain behaviour of F(s) to calculate \lim_{t\to\infty}f(t) \text{(or }\lim_{k\to\infty}f[k]) (see Abelian and Tauberian theorems for integral transforms).

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Article summary

In mathematical analysis, the final value theorem (FVT) is one of several similar theorems used to relate frequency domain expressions to the time domain behavior as time approaches infinity. Mathematically, if f(t) in continuous time has (unilateral) Laplace transform F(s) , then a final value theorem establishes conditions under which \lim_{t\,\to\,\infty}f(t) = \lim_{s\,\to\, 0}{sF(s)}. Likewise, if f[k] in discrete time has (unilateral) Z-transform F(z) , then a final value theorem establishes conditions under which \lim_{k\,\to\,\infty}f[k] = \lim_{z\,\to\, 1}{(z-1)F(z)}. An Abelian final value theorem makes assumptions about the time-domain behavior of f(t) \text{ (or }f[k]) to calculate \lim_{s\,\to\, 0}{sF(s)}. Conversely, a Tauberian final value theorem makes assumptions about the frequency-domain behaviour of F(s) to calculate \lim_{t\to\infty}f(t) \text{(or }\lim_{k\to\infty}f[k]) (see Abelian and Tauberian theorems for integral transforms).

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