MATHEMATICAL BACKGROUND

The Laplace transform method is an operational method, which can be used

advantageously for solving linear differential equations. By use of Laplace
transform, one can convert many common functions such as sinusoidal functions,
damped sinusoidal functions and exponential functions into algebraic functions
of a complex variable. Operations such as differentiation and integration can be
replaced by algebraic operations in the complex plane. Thus, a linear differential
equation can be transformed into an algebraic equation in a complex variable.
The solution of the differential equation may then be found by a Laplace
transform table or by use of the partial fraction technique.

An advantage of Laplace transform method is that it allows the use of graphical

techniques for predicting the system performance without actually solving the
system differential equations. Another advantage of Laplace transform is that
when one solves the differential equations, both the transient component and
steady state component of the solution can be obtained simultaneously.

Review of Complex Variable and Complex Functions

A complex number has a part and an imaginary part, both of which are constant.
Such that:

z = x + jy or z = x + iy

Where i = j = − 1 , Re (z) = x and Im(z) = y

Addition of complex numbers

z1 = x1 + jy1 and z 2 = x2 + jy 2 therefore z1 + z 2 = ( x1 + x2 ) + j ( y1 + y 2 )

Conjugate of z is z*= x - jy

Multiplication of complex numbers

z1 × z 2 = ( x1 x2 − y1 y 2 ) + j ( x1 y 2 + x2 y1 )

z × z* = (x 2 + y 2 )
 Y
z = − x + jy

z* = − x − jy

Figure : Location of complex conjugates in the complex plane.

Division of complex numbers

z1 x + jy1 x + jy1 x 2 − jy 2 (x1 x 2 + y1 y 2 ) + ( y 2 x1 − x 2 y1 )

= 1 = 1 × =
z 2 x 2 + jy 2 x 2 + jy 2 x 2 − jy 2 x2 + y 2
2 2

Complex number in polar form

z = x + jy

r
r sinθ
θ

X
r cosθ
 ⎛ y⎞
r = x 2 + y 2 and θ = tan −1 ⎜ ⎟ positive in counter clockwise
⎝x⎠

Multiplication and division

z1 = r1e jθ1 and z 2 = r2 e jθ 2 z1 z 2 = r1 r2 e j (θ1 +θ 2 )

⎛ z1 ⎞ r1 j (θ1 −θ 2 )
⎜⎜ ⎟⎟ = e
⎝ z2 ⎠ r2

If the real and/or imaginary parts are variables, then the complex quantity is
called complex variables. A complex variables can be represented by a real
component σ and an imaginary component jω , or simply s = σ + jω . A complex
variable s may be represented by a point in the s-plane.

S1

Figure 1 illustrates the s-plane and a representative point s1 = σ 1 + jω 1 . A

complex function G(s), a function of s has a real and imaginary part, or
G ( s ) = G x + jG y where G x and G y are real quantities. The magnitude of the
complex quantity (G x + jG y ) is given by (G x2 + G y2 ) and the angle
θ = tan (G y / G x )
−1

A complex conjugate of G ( s) = G x + jG y ) is defined as G ( s ) = G x − jG y . Complex

function G(s) commonly encountered in linear control system are single-valued
functions of s and are uniquely determined for a given value of s.
A complex function G(s) is said to be analytic in a region if G(s) and all its
derivatives exist in that region.

d G ( s + Δs) − G ( s )
(G ( s )) = lim
ds Δs →0 Δs
ΔG
= lim
Δs →0 Δs

For a particular path Δs = Δσ (which means that the path is parallel to the real
axis)

d ⎛ ΔG x ΔG y ⎞
G ( s ) = lim ⎜⎜ + j ⎟
ds Δσ →0 Δσ
⎝ Δσ ⎟⎠
∂G x ∂G y
= +j
∂σ ∂σ

For another particular path Δs = jΔω (which means that the path is parallel to
the imaginary axis)
d ⎛ ΔG x ΔG y ⎞
G ( s ) = lim ⎜⎜ + j ⎟⎟
jΔω → 0 jΔω Δω
ds ⎝ j ⎠
∂G ∂ G
=−j x +
y

∂ω ∂ω

If these two values of the derivative are equal

∂G x ∂G y ∂G y ∂G
+ j = −j x
∂σ ∂σ ∂ω ∂ω

or if the following two conditions are satisfied

∂G x ∂G y ∂G y ∂G
= and =− x
∂σ ∂ω ∂σ ∂ω

then the derivative dG ( s ) ds is uniquely determined. These two conditions are

known as the Cauchy-Riemann conditions.

Euler theorem

θ2 θ4 θ6
cos θ = 1 − + − + ⋅⋅⋅
2! 4! 6!
 θ3 θ5 θ7
sin θ = θ − + − + ⋅⋅⋅
3! 5! 7!

and so

cos θ + j sin θ = 1 + ( jθ ) +
( jθ )
2
+
( jθ ) ( jθ )
3
+
4
+ ⋅⋅⋅
2! 3! 4!

Since

x2 x3 x4
ex = 1+ x + + + + ⋅⋅⋅
2! 3! 4!

and therefore

cos θ + j sin θ = e jθ Euler Theorem

Laplace Domain Treatment of Linear Systems
We have discussed how to obtain analytical solutions of linear state equations.
In this section, we will discuss a different method to solve linear state
equations. This approach is indirect, as we use a transformation technique called
the Laplace transform.

Why use the Laplace Transform?

a. In many cases, the indirect Laplace transform approach is easier than the
direct approach.
b. From the transformed algebraic equation, we get a transfer function,
which represent the input-output relation of the system. Classical
control theory has been built on the concept of transfer function.
c. Frequency response (useful for analysis and/or design) can be obtained
easily from the transfer function.

LaplaceTransform
Differential Equation Algebraic equation

Algebraic
Manipulation

Solution of the Simplified

Inverse Laplace Transform form
Differential Equation (Table look-up)

Concepts/Key Points

The Laplace transform (LT) is a mathematical transformation. Basically, the

Laplace transform allows us to represent a signal, f(t), as a continuum of damped
sinusoids for t ≥ 0.
Calculus (derivatives, integrals) becomes algebra in the Laplace-domain, or s-
domain.
In the time domain:

x(t) h(t) y(t)

y(t)=x(t)*h(t)

where “ ” represents a convolution operation, which involves an integral. The

quantity h(t ) = e At b is not always simple to obtain, especially the matrix
exponential part of it, e At The convolution operation itself is complicated. It is
usually difficult to model a system represented by a differential equation as a
block diagram.

In the Laplace (or s) domain,

X(s) Y(s)
H(s)

Y(s)=X(s).H(s)

This is a convenient form as the input, output and system are separate entities.
This is particularly convenient to represent the interconnection of several
subsystems. Also, because the damped sinusoids that form the signal are for t
0, we can obtain transient information for the output signal.

Laplace Transforms

To obtain the Laplace transform, £{F(t)}, of a function F(t), we multiply the

function F(t) by e − st and integrate the product e − st F (t ) with respect to t between
t = 0 and t = ∞ .

∞
i.e. £{F(t)} = ∫e (1)
− st
F(t )dt
0
 Time Domain Laplace Transform (Complex) Frequency
Domain (s-domain)

The constant parameter, s, is assumed to be positive and large enough to make

the product e − st F(t ) converge to zero as t → ∞ . The actual value of s is not
important, since this value is not directly involved in the working

Note that (1) is a definite integral with limits to be substituted for t, so that
the resulting expression will not contain t, but will be expressed in terms of s
only.

Example 1:

Exponential functions

f (t ) = 0 for t < 0
= Ae −αt for ≥ 0

where A and α are constants. The Laplace transforms of f (t ) is obtained as

follows:

∞
£ [ f (t )] = ∫ Ae −αt e − st dt
0
∞
= A∫ e −(α + s ) t dt
0

A
=
s +α
Figure : Exponential function

Example 2:

Step Function.

f (t ) = 0 for t < 0
= A = constant for t ≥ 0

The Laplace transform of f (t ) is given by

∞
A
£ [ f (t )] = ∫ Ae − st dt =
0
s

Figure : unit step function

Example 3

Ramp Function
 f (t ) = 0 for t < 0
= At for t ≥ 0

where A is a constant. The Laplace transform of the ramp function is given by

∞
£ [ f (t )] = ∫ te − st dt
0
∞ ∞
e − st Ae − st
= At −∫ dt
−s 0 0
−s
∞
A − st
s ∫0
= e dt

A
=
s2

Figure : Unit ramp function

Example 4.

Sinusoidal Function. The Laplace transform of the sinusoidal

f (t ) = 0 for t < 0
= A sin ωt for t ≥ 0

where A and ω are constants, is obtained as follows:

∞
£ [ f (t )] = A∫ (sin ωt )e − st dt
0

since e j ωt
= cos ωt + j sin ωt and e − jωt = cos ωt − j sin ωt

we obtain
 1 j ωt
sin ωt = ( e − e − j ωt )
2j

hence

∞
A
[ f (t )] = ∫
2j 0
(e jωt − e − jωt )e − st dt

A 1 A 1
= −
2 j s − jω 2 j s + j ω
Aω
= 2
s +ω2

Table1: Test waveforms used in control systems

Inverse Laplace Transform

c + j∞
1
2πj c −∫j∞
£ [ F ( s )] = f (t ) =
-1
F ( s )e st ds for t > 0,

where c, the abscissa of convergence, is a constant and is chosen larger than

the real parts of all singular points F(s).

Table 2.1: Laplace transform table

Table 2.2 : Laplace transform theorems

Differentiation Theorem

∞
⎧ df ⎫ ⎛ df ⎞ − st
£⎨ ⎬ = ∫⎜ ⎟e dt = sF ( s ) − f (0)
⎩ dt ⎭ 0− ⎝ dt ⎠

where f(0) is the initial value of f(t), evaluated at t = 0

prove:
∞ ∞ ∞
e − st ⎡d ⎤e
− st

∫ −∫⎢ f t ⎥
− st
f t e dt = f t
( ) ( ) ( ) dt
0
−s 0 0 ⎣ dt ⎦ − s
hence
f (0) 1 ⎡ d ⎤
F (s) = + L ⎢ f (t )⎥
s s ⎣ dt ⎦

it follows that

⎡d ⎤
£⎢ f (t )⎥ = sF ( s) − f (0)
⎣ dt ⎦

similarly, second derivative of f(t)

⎡d2 ⎤
£⎢ 2
f (t )⎥ = s 2 F ( s ) − sf (0) − f& (0)
⎣ dt ⎦

d
where f& (0) is the value of f (t ) evaluated at t=0.
dt

Similarly, n derivative

⎡dn ⎤ n −1 n−2 n −1
⎢ n f (t )⎥ = s F ( s ) − s f (0)........... − s f (0) − f
n 2
(0)
⎣ dt ⎦

Integration Theorem

If f(t) is of exponential order and f(0-) =f(0+)= f(0), then the Laplace
transform is given by:

£∫ [ f(t)dt = ]
F ( s ) f −1 (0)
s
+
s
where F ( s ) = £[ f(t)] and f −1
(0) = ∫ f (t )dt evaluated at t =

0.

Partial-fraction Expansion Method

B( s)
F (s) =
A( s )

and F ( s ) is broken up into components

F ( s ) = F1 ( s) + F2 ( s ) + ⋅ ⋅ ⋅ + Fn ( s )

and if the inverse Laplace is readily available, then

£-1 [F (s )] =£-1 [F1 ( s )] +£-1 [F2 ( s )] + ….+ £-1 [Fn ( s )]

= f1 (t ) + f 2 (t ) + ⋅ ⋅ ⋅ f n (t )

Example

Consider the mechanical system shown in Figure, where y, K, m, and B are the
position of the mass, the spring’s constant, the mass, and the friction
coefficient, respectively. The initial conditions are y(0) = 0 and y(0)’ = 2. Let the
applied force f(t)= u(t); here u(t) is the unit step function. Determine the
response y(t) of the mechanical system, where for simplicity, let m = 1, B = 3,
and K = 2. Consider the mechanical system shown in Figure, where y, K, m, and B
are the position of the mass, the spring’s constant, the mass, and the friction
coefficient, respectively. The initial conditions are y(0) = 0 and y(0)’ = 2. Let the
applied force f (t)= u(t); here u(t) is the unit step function. Determine the
response y(t) of the mechanical system, where for simplicity, let m = 1, B= 3, and
K = 2.