Laplace Transform & System Characterization

Why Laplace Transform?

Laplace transform is the dual (or complement) of the timedomain analysis. In time-domain analysis, we break input x(t) into impulsive component, and sum the system response to all these components. In frequency-domain analysis, we break the input x(t) into exponentials components of the form est, where s is the complex frequency: s = + j2f Laplace transform is the tool to map signals and system behaviour from the time-domain into the frequency domain.

Forward Laplace Transform

Decompose a signal f(t) into complex sinusoids of the form es t where s is complex: s = + j2f Forward (bilateral) Laplace transform

F (s ) =

f (t ) e s t dt

f(t): complex-valued function of a real variable t F(s): complex-valued function of a complex variable s Bilateral means that the extent of f(t) can be infinite in both the positive t and negative t direction ( two-sided)

Inverse (Bilateral) Transform

Inverse (Bilateral) Transform c + j 1 st f (t ) = j F (s ) e ds 2 j c is a contour integral which represents integration over a complex region recall that s is complex c is a real constant chosen to ensure convergence of the integral Notation f t L F s

()

()

F(s) = L{f(t)} f(t) = L-1{F(s)}

variable t implied for L variable s implied for L-1

Bromwich Integral
The inverse of the Laplace transform, given by
+ j

f (t ) =

2 j j

F ( s ) e s t ds

where is a vertical contour in the complex plane chosen so that all singularities of F(s) are to the left of it.

When choosing a contour to evaluate an integral on the real line, a contour is generally chosen based on the range of integration and the position of poles in the complex plane. For example, for an integral from to - along the real axis, the contour at left could be chosen if the function had no poles on the real line, and the middle contour could be chosen if it had a pole at the origin. To perform an integral over the positive real axis from 0 to for a function with a pole at 0, the contour at right could be chosen.

Definition of One-sided Laplace Transform

For all causal signals the Laplace transform is defined as:

This formulation is known as one-side (or unilateral) Laplace transform. The Laplace transform is a linear transform

Laplace Transform Properties

Linear or nonlinear?
f 1 (t ) L F1 (s ) and f 2 (t ) L F2 (s )

a1 f 1 (t ) + a 2 f 2 (t ) L a1 F1 (s ) + a 2 F2 (s )
L{a1 f 1 (t ) + a 2 f 2 (t )} =

(a1 f 1 (t ) + a 2 f 2 (t ))e st dt

= a1

= a1 F1 (s ) + a 2 F2 (s )

f 1 (t )e st dt + a 2

f 2 (t )e st dt

Linear operator
f(t) L F(s)

Laplace Transform Properties

Time Shifting
f1 (t ) L F1 (s )
L{ f1 (t t0 )} =

f1 (t t0 )e st dt

Let u = t t0 t = u + t0 , dt = du , limits do not change :

L{ f1 (t t0 )} =

f1 (u )e s (u +t0 )du = e st0

f1 (u )e su du = e st0 F1 ( s )

Example
f (t ) = e at u (t ) F ( s) = = =
at

(e u(t ))e e e dt ( ) e dt
at st s+a t 0 0

st

dt

1 ( s + a )t = e s+a 0 1 ( s + a )t 1 = lim e + t s+a s+a

For a complex number z = + j , e z t = e ( + j ) t = e t

What happens to this term?

e j t

attenuation oscillation or amplification as t

Region Of Convergence 0 if Re{s} > 0 lim e st = t if Re{s} < 0

0 if Re{s + a} > 0 Re{s} > Re{a} lim e ( s + a )t = if Re{s + a} < 0 Re{s} < Re{a} t 1 F (s ) = for Re{s} > Re{a} s+a

The condition Re{s} > -Re{a} is the region of convergence, which is the region of s for which the Laplace transform integral converges

Re{s} = -Re{a} is not allowed.

Regions of Convergence
e at u (t ) L 1 s+a if Re{s} > Re{a}

What happens to F(s) = 1/(s+a) at s = -a? (1/0)

-e-a t u(-t) and e-a t u(t) have same transform function but different regions of convergence
Im{s} f(t) 1 -1 t Re{s} t f(t)

f(t) = -e-a t u(-t) anti-causal

Re{s} = -Re{a}

f(t) = e-a t u(t) causal

Review of 0- and 0+
0- refers to an infinitesimally small time before 0 0+ refers to an infinitesimally small time after 0

lim (t ) dt = (t ) dt = 1
0 0
0

0 +

0+

Unilateral Laplace Transform

F (s ) = f (t ) e
0 s t

dt

f (t ) =

c + j

2 j c j

F (s ) e s t ds

Forward transform: lower limit of integration is 0- (i.e. just before 0) to avoid ambiguity that may arise if f(t) contains an impulse at origin Unilateral Laplace transform has no ambiguity in inverse transforms because causal inverse is always taken:
1 L1 e a t u (t ) s+a

No need to specify a region of convergence Disadvantage is that it cannot be used to analyze non causal systems or non causal inputs

Existence of Laplace Transform

F (s ) = f (t ) e s t dt
0

F (s ) =

f (t )e s t dt f (t ) e s t dt
0

Let s = + j 2f e
s t

As long as e-t decays at a faster rate than rate f(t) explodes, Laplace transform converges for some M and 0,
0

=e

( + j 2f )t

=e

j 2 f t

=e

F (s ) f (t ) e t dt
0

f (t ) Me t there exists s0 > s to make the Laplace transform integral finite. We cannot alwaysdo this e.g, f (t ) = e t 2 u (t ) does not have a Laplace transform

Key Transform Pairs

L{ (t )} = (t )e st dt = e st
0 t =0

=1

L{u (t )} = u (t )e st dt = e st dt
0 0

1 = e st 0 s 1 1 = lim e st + t s s 1 = for Re{s} > 0 s 1 1 since e at u (t ) u (t ) = e 0t u (t ) s s+a

Key Transform Pairs

1 L {cos(2 f 0 t ) u (t )} = L e j 2 f 0 t + e j 2 f 0 t u (t ) 2 1 1 = L e j 2 f 0 t u (t ) + L e j 2 f 0 t u (t ) 2 2 1 1 1 1 = + 2 s j 2 f 0 2 s + j 2 f 0 s = 2 for Re{s} > 0 2 s + 0

] {

Here, 0 = 2f 0 . So, f 0 is in Hz, and 0 is in rad/s.

Laplace transform Pairs (1)

Finding inverse Laplace transform requires integration in the complex plane

Laplace transform Pairs (2)

Inverse Laplace Transform

Inverse Laplace Transform

Definition has integration in complex plane We will use lookup tables instead Many Laplace transform expressions are ratios of two polynomials, i.e. rational functions Convert complicated rational functions into simpler forms Apply partial fractions decomposition Use lookup tables

Partial Fractions Example #1

s 2 s + 0 Roots in denominator (poles) : s = j 0 [As + Aj 0 ] + [Bs j 0 B] A B F (s ) = + = 2 s j 0 s + j 0 s 2 + 0 Equating the two numerators : 1 A+ B =1 A B = 0 A = B = 2 1 1 2 + 2 F (s ) = s j 0 s + j 0 1 1 f (t ) = e j 0t + e j 0t u (t ) = cos( 0t ) u (t ) 2 2 F (s ) =
2

Partial Fractions Example #2

F (s ) = 7s 6 (s + 2)(s 3) k k = 1 + 2 s + 2 s 3

14 6 =4 ( 2 3) 21 6 k 2 = [(s 3)F (s )] s =3 = =3 (3 + 2) 4 3 F (s ) = + s + 2 s 3 3 4 2 t 3t f (t ) = L1 + = 4 e + 3 e u (t ) s + 2 s 3 k1 = [(s + 2)F (s )] s = 2 =

Partial Fractions Example #3

2s 2 + 5 2s 2 + 5 F (s ) = 2 = s + 3s + 2 (s + 1)(s + 2 ) F (s ) is an improper fraction like 11 is an improper fraction. 7 Perform polynomial division : 2 s + 3s + 2 2 s + 0 s + 5
2 2

F (s ) = 2 +

6s + 1 k k = 2+ 1 + 2 (s + 1)(s + 2) s +1 s + 2

6s + 1 6 +1 = =7 k1 = (s + 1) (s + 1)(s + 2) s =1 ( 1 + 2) 6s + 1 12 + 1 k 2 = (s + 2 ) = = 13 (s + 1)(s + 2) s =2 ( 2 + 1) F (s ) = 2 + 7 13 s +1 s + 2

2s 2 + 6s + 4 6s + 1

f (t ) = 2 (t ) + 7e t 13e 2 t u (t )

Differentiation in Time Property

df sF (s ) f (0 ) dt
d d d2 f (t ) = f (t ) 2 dt dt dt d Let g (t ) = f (t ) dt G (s ) = sF (s ) f 0

( )

d2 d L 2 f (t ) = L g (t ) dt dt = sG (s ) g 0 = s 2 F (s ) sf 0 f 0

( ) ( ) ( )

Properties
Let g(t) and h(t) both be causal functions and let them form the following transform pairs, g(t ) L G(s) Linearity h(t ) H(s)
L

g(t ) + h(t )L G(s ) + H(s )

g(t t0 ) G(s)e st0 , t0 > 0
L

Time Shifting

Complex-Frequency Shifting
e s0 t g(t ) G(s s0 )
L

Properties
Time Scaling
1 s L , a>0 g(at ) G a a Frequency Scaling 1 t L g G(as) , a > 0 a a

Time Differentiation Once d (g(t )) L s G(s) g(0 ) dt Time Differentiation Twice d d2 L 2 0 ) (g(t ))t= 0 2 (g(t )) s G(s ) s g( dt dt

Properties
Complex-Frequency Differentiation d t g(t ) L (G(s )) ds

Multiplication-Convolution Duality
1 g(t ) h(t ) G(s)H(s) g(t )h(t ) G(w)H(s w)dw j2 j
L

+ j

Integration

1 L g( )d G(s) s 0

Example
Compute y(t) = e a t u(t) * e b t u(t) , where a b
L e a t u (t ) e b t u (t ) = = y (t ) =

1 1 } (s a ) (s b)

1 1 1 a b s a s b

1 e a t eb t u (t ) a b

Initial Value Theorem: This allow us to determine the initial value, g(0+) of g(t) directly from G(s).

g(0 + ) = lim s G(s)

s

The initial value theorem does not apply to rational functions G(s) in which the order of the numerator polynomial is greater then or equal to that of the denominator.

Properties
Final Value Theorem
t

lim g(t ) = lim s G ( s )

s 0

This theorem only applies if the limit (LHS)actually exists. It is possible for the limit, lim s G(s ), to exist even though the s0 limit, lim g(t ) does not exist. t For example, L x(t ) = cos( 0 t ) X(s) = s 2 s2 + 0

s2 lim s X(s ) = lim 2 2 = 0 s0 s0 s + 0 but lim cos( 0t ) does not exist. t

Application of Time Shifting

Find the Laplace transform of x(t) as shown:

Laplace-Transform FourierTransform Equivalence

If the region of convergence of the Laplace transform contains the axis (where is zero) then the Laplace transform, along that axis, is the same as the Fourier transform In such a case the Fourier transform can be found from the Laplace transform by replacing s with j

Solution of Differential Equations The unilateral Laplace transform is particularly well suited for the
solution of differential equations with initial conditions because the time differentiation properties of the unilateral Laplace transform call for them in a systematic way. For example, the Laplace transform of the differential equation, d d2 x [x(t )]+ 12 x(t ) = 0 2 [ (t )]+ 7 dt dt

is

s2 X(s) s x(0 )

d (x(t ))t =0 + 7 s X(s) x(0 ) + 12 X(s) = 0 dt an algebraic equation in s which can be solved by algebraic methods. Then, when X(s) is found, its inverse Laplace transform, x(t), is the solution of the original differential equation.

Ratio of Polynomials
1 e u (t ) , Re{s} > a s+a
at L

s 1 3e u(t) 2e u(t) 2 s +3s + 2

2t t L

Re{s} > 1

Ratio of Polynomials
In each of these examples, the Laplace transform is rational, i.e. it is a ratio of polynomials in the complex variable s. N ( s) X ( s) = D( s) where N and D are the numerator and denominator polynomial respectively. In fact, X(s) will be rational whenever x(t) is a linear combination of real or complex exponentials. Rational transforms also arise when we consider LTI systems specified in terms of linear, constant coefficient differential equations. We can mark the roots of N and D in the s-plane along with the ROC
Im s-plane

roots of N(s)
-2

x
-1

x
1 Re

x roots of D(s)

Poles and Zeros

The roots of N(s) are known as the zeros. For these values of s, X(s) is zero. The roots of D(s) are known as the poles. For these values of s, X(s) is infinite, the Region of Convergence for the Laplace transform cannot contain any poles, because the corresponding integral is infinite The set of poles and zeros completely characterise X(s) to within a scale factor (+ ROC for Laplace transform)
X ( s) i ( s zi ) j (s p j )

The graphical representation of X(s) through its poles and zeros in the s-plane is referred to as the pole-zero plot of X(s).

Example: Poles and Zeros

Consider the signal: By linearity we can evaluate the second and third terms The Laplace transform of the impulse function is: L{ (t )} = (t )e st dt = 1

4 1 x(t ) = (t ) e t u (t ) + e 2t u (t ) 3 3

which is valid for any s. Therefore,

X ( s) = 1 4 1 1 1 + 3 s +1 3 s 2 ( s 1) 2 = , Re{s} > 2 ( s + 1)( s 2)
Im

-1

x
Re

ROC Properties for Laplace Transform

Property 1: The ROC of X(s) consists of strips parallel to the j-axis in the s-plane Because the Laplace transform consists of s for which x(t)e-t converges, which only depends on Re{s} = Property 2: For rational Laplace transforms, the ROC does not contain any poles Because X(s) is infinite at a pole, the integral must not converge. Property 3: if x(t) is finite duration and is absolutely integrable then the ROC is the entire s-plane. Because x(t) is magnitude bounded, multiplication by any exponential over a finite interval is also bounded. Therefore the Laplace integral converges for any s.

The Bilateral Laplace Transform

Applies to non-causal signals and systems Can be found using tables of the unilateral Laplace transform
Any signal can be expressed as the sum of three parts, the part before time, t = 0 (the anticausal part), the part at time, t = 0 and the part after time, t = 0 (the causal part). x(t ) = x ac (t ) + x 0 (t ) + x c (t )

The Bilateral Laplace Transform

The Bilateral Laplace Transform

1. 2. 3. 4. 5. To find a bilateral Laplace transform . Find the unilateral Laplace transform of the causal part along with its ROC Find the unilateral Laplace transform of the time inverse of the anti-causal part along with its ROC Change s to -s in the result of step 2 and in its ROC If there is an impulse at time, t = 0, find its Laplace transform and its ROC, the entire s plane Add the results of steps 1, 3 and 4 and form the ROC from the region in the s plane common to all the ROCs. If such a region does not exist, the bilateral transform does not exist either

6.

Inverse Laplace Transform

The Laplace transform of a signal x(t) is:

X ( + j ) = F{x(t )e t } = x(t )e t e jt dt

We can invert this relationship using the inverse Fourier transform

x(t )e t = F 1{ X ( + j )} =
Multiplying both sides by et:

1 2

X ( + j )e jt d

x(t ) =

1 2

X ( + j )e ( + j ) t d

Therefore, we can recover x(t) from X(s), where the real component is fixed and we integrate over the imaginary part, noting that ds = jd

x(t ) =

1 + j st j X (s)e ds 2j

Inverse Laplace Transform Interpretation 1 x(t ) = X ( s )e ds 2j

+ j
st

The contour of integration is a straight line (in the complex plane) from -j to +j . We can choose any for this integration line, as long as the integral converges For the class of rational Laplace transforms, we can express X(s) as partial fractions to determine the inverse Fourier transform.

X (s) =
i =1

Ai s + ai

L1{ Ai /( s + ai )}

Ai e ai t u (t ) Re{s} > ai
Ai e ai t u ( t ) Re{s} < ai

Example 1: Inverting the Laplace Transform

Consider when 1
X ( s) = ( s + 1)( s + 2) ( s ) > 1

expand as partial fractions

X (s) = 1 1 1 A B = = + ( s + 1)( s + 2) ( s + 1) ( s + 2) ( s + 1) ( s + 2)

Pole-zero plots and ROC for combined & individual terms L

Im

-2

x
-1

x
Re

1 , Re{s} > 1 s +1 L 1 e 2t u (t ) , Re{s} > 2 s+2 L 1 t 2t x(t ) = (e e )u (t ) , ( s + 1)( s + 2) e t u (t )

Re{s} > 1

Consider when
X ( s) =

Example 2
Re{s} < 2

expand as partial fractions

X (s) = 1 1 1 A B = = + ( s + 1)( s + 2) ( s + 1) ( s + 2) ( s + 1) ( s + 2)

1 ( s + 1)( s + 2)

Pole-zero plots and ROC for combined & individual terms

Im

-2

x
-1

x
Re

1 , Re{s} < 1 s +1 L 1 e 2t u (t ) , Re{s} < 2 s+2 L 1 x(t ) = (e t + e 2t )u (t ) , ( s + 1)( s + 2) e t u (t )

Re{s} < 2

Summary of Laplace Transform Properties (1)

Summary of Laplace Transform Properties (2)