3.

The unilateral Laplace transform

Definiie: We say that a function x(t) is an original function (i.e. has a Laplace transform)
if he following conditions are fulfilled
a)

supp x ( t ) ( 0, )

b)

x ( t ) is piecewise differentiable;

c)

it exists M 0 > 0, c such

(the signal is causal);

x(t ) M 0 ect ,

t > 0

the smallest value c for which the relationship above is fulfilled is known as the growth
index, denoted by c f
The Laplce tranform of x ( t )

=
X (s)

=
lim x(t )e dt
>
0, 0
R

X ( s ) = L { x(t )} ;

Notations:

st

x(t )e

st

dt

x(t ) X ( s )

Theorems:
T1. The function X ( s ) has no poles with Re{s} > c f
T2. The time delay theorem

x ( t t0 ) e st X ( s ) ,
0

t0 > 0

T3. Frequency translation theorem

x(t )e s t X ( s s0 ) ,
0

Re{s s 0 } > c f

T4. Time scaling theorem

x ( t )

s
X , > 0

1

T5. Differentiation theorem:

x (t )

If

( ) lim x( ) ( t =)
k

t 0
t >0

&

x ( k ) ( t ) , 0 k n 1 are

x ( k ) ( +0 ) , 0 k n 1 , then

original

functions

and

x ( n ) ( t ) s n X ( s ) s n 1 x ( +0 ) s n 2 x ' ( +0 ) ... x ( n 1) ( +0 )
T6. Differentiation theorem in Laplace transform domani

( t )

d n X (s)
x(t )
,
ds n

Re{s} > c f

T7. Signal repetition theorem

)
x(t=

if

x ( t kT ) X ( s)
k =0

x0 (t ) X 0 ( s )
having the growth index c0 , then

X 0 (s)
,
1 e sT

X (s) =

Re{s} > max{c0 ,0}

T8. Convolution theorem in time domain

If x1 (t ) X 1 ( s ) i x2 (t ) X 2 ( s ) & X 1 ( s ) , X 2 ( s ) for Re{s} > Re{s 0 } then:

(x

* x2 )( t ) X 1 ( s ) X 2 ( s )

for Re{s} > Re{s 0 }

T9. Convolution theorem in s domain s
If

x1 (t ) X 1 ( s ) for Re{s} > c f 1

&

x2 (t ) X 2 ( s ) for Re{s} > c f 2

then

x1 (t ) x2 (t )

1
2 j

(X

* X 2 )( s )

for Re{s} > c f 1 + c f 2 .

T10. Asymptotic values for x ( t )
Final value theorem:

lim
x(t ) = lim
sX ( s )
t
s 0
Initial value theorem:

lim
x(t ) = lim
sX ( s )
t 0
s

The inversion theorem (Mellin-Fourier): if x ( t ) is an original function with the growth

index c f , then

x (t )
=

+ j

1
2 j

VP

X ( s ) e st ds,

> cf

Useful Lemmas:
L1. If

lim sX ( s ) = 0 , then
R

lim X ( s ) ds = 0
R

where is the circle with the centre in the origin and radius R from fig A1.4.1.

{s}
R

r
00

L2. Jordan Lemma I: If

Fig. A.1.4.1.

X ( s ) = 0 then
lim
R

lim
R

lim
X ( s ) = 0 then
R

st
lim
X
s
e
ds = 0
(
)

s dr

L3. Jordan Lemma II: If

X (s)e

t < 0 dr

s st

t >0

st

ds = 0

st

where st & dr are shown in fig. A1.4.2.

{s}
st

dr

(t < 0)

(t > 0)
0
cf

Fig. A.1.4.2.

If the Laplace transform has the poles {s k } and fulfils the Jordan Lemmas conditions, we
can apply the residue theorems, so the original function can be computed as

x ( t ) = Rez { X ( s ) e st } ( t )
k s = s

where the residue of a function G (s ) in a pole s k of order nk is determined by

d nk 1 (s s k ) k G (s )
1
Rez{G (s ), s k } =
lim
s =s k
(nk 1)! ssk
ds nk 1
n

Connection between Laplace &Fourier transforms

A) Laplace Fourier
If X L ( s ) is the Laplace transform with the convergence abscissa c f then:
a)

- if c f > 0 :

X ( ) = X L ( s ) s = j

b)

- if c f < 0

the Fourier transform does not exists

c)

- if c f = 0 , and X L ( s ) has only simple poles on the imaginary axis j k then

X ( ) =
X L ( j ) + ak ( k )
k

ak = rez X L ( s )

where

s = jk

B) Fourier Laplace
a)

If F ( ) is an analytic function in then

s
X L (s) = X
j
only if X L ( s ) is analytical for Re{s} 0 .
b)

If x ( t ) X ( ) , and x ( t ) is not necessarily a causal signal, then

=
X L ( s ) L=
{ x(t ) ( t )} 21
with Re{s} > 0 .

X ( y)
dy

s jy

 (t ) 1
Laplace transforms of (t) ^&(t) (t ) 1
s