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Jisha MV

 Let f (t) = 5e-2t - 3sin(4t) for t  0.

 Then by linearity of the Laplace transform, and


using results of previous examples, the Laplace
transform F(s) of f is:

F ( s )  L{ f (t )}
 
 L 5e  2t  3 sin( 4t )
 5 Le  3L sin( 4t ) 
2t

5 12
  2 , s0
s  2 s  16
 The poles of a Laplace function are the
values of s that make the Laplace function
evaluate to infinity. They are therefore the
roots of the denominator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a pole at s =
-1 and a pole at s = -3
 Complex poles always appear in complex-
conjugate pairs
 The transient response of system is
determined by the location of poles

6. Laplace applications
 The zeros of a Laplace function are the
values of s that make the Laplace function
evaluate to zero. They are therefore the
zeros of the numerator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a zero at s =
-2
 Complex zeros always appear in complex-
conjugate pairs

6. Laplace applications
 A system is stable if bounded inputs produce
bounded outputs
 The complex s-plane is divided into two regions:
the stable region, which is the left half of the
plane, and the unstable region, which is the right
half of the s-plane

s-plane x j

x x x 

x
stable x unstable
The Laplace transform
The inverse Laplace transform

The Laplace transform is an expression involving variable s


and can be denoted as such by F (s). That is:
F ( s)  L  f (t )

It is said that f (t) and F (s) form a transform pair.

This means that if F (s) is the Laplace transform of f (t)


then f (t) is the inverse Laplace transform of F (s).

That is: f (t )  L1 F ( s )


d2y
 6
dy
 8 y  2 y(0)  y ' (0)  0
 ODE w/initial
dt 2
dt conditions

s 2 Y ( s )  6s Y ( s )  8 Y ( s )  2 / s  Apply Laplace
transform to each term
2  Solve for Y(s)
Y ( s) 
s ( s  2) ( s  4)
 Apply partial fraction
1 1 1 expansion
Y ( s)   
4s 2 ( s  2) 4 ( s  4)  Apply inverse Laplace
transform to each term
1 e 2t e 4t
y(t )   
4 2 4
 Definition -- a transfer function is an
expression that relates the output to the
input in the s-domain

r(t) y(t)
differential
equation

r(s) y(s)
transfer
function

5. Transfer functions
 Definition
◦ H(s) = Y(s) / X(s)
X(s) H(s) Y(s)

 Relates the output of a linear system (or


component) to its input

 Describes how a linear system responds to an


impulse

 All linear operations allowed


◦ Scaling, addition, multiplication
Given that: Find inverse Lapalce transform

The right-hand side can be separated into its partial fractions to give:

From the table of transforms it is then seen that:


1
F (s) 
s ( s  1)

1 1
F ( s)  
s s 1

1 1 
f (t )  L1   
 s s  1
1   1 
 L1    L1  
s  s  1
 1  et
 Using differentiation in time propert
dn f
dt n
 s n
F s   s n 1
f 
0 
 s n2 
f  
0 
   f  
n 1 
0

we can solve differential equations (including initial


conditions) using Laplace transforms
 Example: y”(t) +5 y’(t) + 6 y(t) = f ’(t) + f(t)
s 2

Y s   2 s  1  5 s Y s   2  6 Y s  
s

1
s4 s4

With y(0-) = 2, y’(0-) =1, and f(t) = e- 4 t u(t)


So f ’(t) = -4 e-4 t u(t) + e-4 t d(t), f ’(0-) = 0 and f ’(0+) = 1
18
-
11
13
Region of Convergence

Some of the most common Laplace transform pairs


(There is more extensive table in the book.)

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 14
Laplace Transform Example

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 15
Laplace Transform Example

Find the inverse Laplace transform of


4 10
X( s) = - , - 3<s < 6
s+3 s-6
4
The ROC tells us that must inverse transform into a
s+3
10
right-sided signal and that must inverse transform into
s-6
a left-sided signal.
x ( t ) = 4e-3t u ( t ) + 10e6t u ( -t )

16
Laplace Transform Example

Find the inverse Laplace transform of


4 10
X( s) = - ,s >6
s+3 s-6
The ROC tells us that both terms must inverse transform into a
right-sided signal.
x ( t ) = 4e-3t u ( t ) - 10e6t u ( t )

17
Laplace Transform Example

Find the inverse Laplace transform of


4 10
X( s) = - , s < -3
s+3 s-6
The ROC tells us that both terms must inverse transform into a
left-sided signal.
x ( t ) = -4e-3t u ( -t ) + 10e6t u ( -t )

18
10s K K
H ( s) = = 1 + 2 , s > -4
( s + 4 )( s + 9) s + 4 s + 9
é 10s ù é 10s ù -40
K1 = ê ( s + 4 ) ú =ê ú = = -8
êë ( s + 4 ) ( s + 9 ) úû s=-4 ë s + 9 û s=-4 5
é 10s ù é 10s ù -90
K2 = ê ( s + 9) ú =ê ú = = 18
êë ( s + 4 ) ( s + 9 ) úû s=-9 ë s + 4 û s=-9 -5
-8 18 -8s - 72 + 18s + 72 10s
H ( s) = + = = . Check.
s+4 s+9 ( s + 4 )( s + 9) ( s + 4 )( s + 9)
¯¯¯¯¯
( )
h ( t ) = -8e-4t + 18e-9t u ( t )
19
Inverse Laplace Transforms
Case 1: Illustration:

Given:

4( s  2) A1 A2 A3
F ( s)    
( s  1)( s  4)( s  10) ( s  1) ( s  4) ( s  10)

Find A1, A2, A3 from Heavyside

( s  1)4( s  2) ( s  4)4( s  2)
A1  |  4 27 A2  | 49
( s  1)( s  4)( s  10) s  1 ( s  1)( s  4)( s  10) s  4

( s  10)4( s  2)
A3  |   16 27
( s  1)( s  4)( s  10) s  10


f ( t )  (4 27)e  t  (4 9)e  4t  ( 16 27)e 10t u( t ) 
Inverse Laplace Transforms
Complex Roots: An Example.

For the given F(s) find f(t)

( s  1) ( s  1)
F ( s)  
s( s 2  4 s  5) s( s  2  j )( s  2  j )

A K1 K 1*
F ( s)   
s s2 j s2 j

( s  1) 1
A  || s  0 
( s  4 s  5)
2
5

( s  1)  2 j 1
K1  || s   2  j   0.32  108o
s( s  2  j ) ( 2  j )( 2 j )
Inverse Laplace Transforms
Complex Roots: An Example. (continued)

We then have;

0.2 0.32  108o 0.32  108o


F ( s)   
s s2 j s2 j

Recalling the form of the inverse for complex roots;


f ( t )  0.2  0.64 e  2t cos(t  108o u( t ) 
10s K12 K11 K2
H ( s) = = 2 + + , s >4
( s + 4 ) ( s + 9) ( s + 4 ) s + 4 s + 9
2

­
Repeated Pole
é 10s ù -40
K12 = ê ( s + 4 ) ú = = -8
2

ê
ë (s + 4) 2
( s + 9 ) úû s=-4 5
Using
d m- k é
1
( ) H ( s)ù
m
K qk = s - pq , k = 1, 2, , m
( m - k )! ds m-k
ë û s® pq
1 d 2-1 d é 10s ù
2-1 ë( ) ( ) û s®-4
K11 = é s + 4
2
H s ù =
( 2 - 1)! ds ds êë s + 9 úû s®-4

23
é ( s + 9 )10 - 10s ù 18
K11 = ê ú =
ë ( s + 9) 2
û s=-4 5
18 -8 18 / 5 -18 / 5
K2 = - Þ H ( s) = 2 + + , s > -4
5 (s + 4) s + 4 s + 9
-8s - 72 + (
18 2
s + 13s + 36 - ) (
18 2
s + 8s + 16 )
H ( s) = 5 5 , s > -4
( s + 4 )2 ( s + 9 )
10s
H ( s) = , s > -4
( s + 4 ) ( s + 9)
2

æ 18 -4t 18 -9t ö
h ( t ) = ç -8te + e - e ÷ u ( t )
-4t
è 5 5 ø

24
10s 2
H ( s) = , s > -4 ¬ Improper in s
( s + 4 )( s + 9)
10s 2
H ( s) = 2 , s > -4
s + 13s + 36
10
Synthetic Division ® s 2 + 13s + 36 10s 2
10s 2 + 130s + 360
- 130s - 360
130s + 360 é -32 162 ù
H ( s ) = 10 - = 10 - ê + ú , s > -4
( s + 4 )( s + 9) ës+ 4 s + 9û
h ( t ) = 10d ( t ) - éë162e-9t - 32e-4t ùû u ( t )

25
Inverse Laplace Transform
Example
Method 1
s
G ( s) = , s <2
( s - 3) ( s 2
- 4s + 5 )
s
G ( s) = , s <2
( s - 3) ( s - 2 + j ) ( s - 2 - j )
3 / 2 (3 + j) / 4 (3 - j) / 4
G ( s) = - - , s <2
s-3 s-2+ j s-2- j
æ 3 3t 3 + j ( 2- j )t 3 - j ( 2+ j )t ö
g (t ) = ç - e + e + e ÷ø u ( -t )
è 2 4 4

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Edited by Dr. Robert Akl 26
Inverse Laplace Transform
Example
æ 3 3 + j ( 2- j )t 3 - j ( 2+ j )t ö
g ( t ) = ç - e 3t + e + e ÷ u ( -t )
è 2 4 4 ø
This looks like a function of time that is complex-valued. But,
with the use of some trigonometric identities it can be put into
the form
{ }
g ( t ) = ( 3 / 2 ) e2t éë cos ( t ) + (1 / 3) sin ( t ) ùû - e3t u ( -t )
which has only real values.

27
Inverse Laplace Transform
Example
Method 2
s
G ( s) = , s <2
(
( s - 3) s 2 - 4s + 5 )
s
G ( s) = , s <2
( s - 3) ( s - 2 + j ) ( s - 2 - j )
3 / 2 (3 + j) / 4 (3 - j) / 4
G ( s) = - - , s <2
s-3 s-2+ j s-2- j
Getting a common denominator and simplifying
3 / 2 1 6s - 10 3/2 6 s- 5 / 3
G ( s) = - = - , s <2
s - 3 4 s - 4s + 5 s - 3 4 ( s - 2 ) + 1
2 2

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 28
Inverse Laplace Transform
Example
M ethod 2
3/2 6 s - 5 / 3
G ( s) = - , s <2
s - 3 4 ( s - 2) + 1
2

The denominator of the second term has the form of the Laplace
transform of a damped cosine or damped sine but the numerator
is not yet in the correct form. But by adding and subtracting the
correct expression from that term and factoring we can put it into
the form
3/2 3é s - 2 1/ 3 ù
G ( s) = - ê + ú , s <2
s - 3 2 ë ( s - 2) + 1 ( s - 2) + 1û
2 2

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 29
Inverse Laplace Transform
Example
M ethod 2
3/2 3é s - 2 1/ 3 ù
G ( s) = - ê + ú , s <2
s - 3 2 ë ( s - 2) + 1 ( s - 2) + 1 û
2 2

This can now be directly inverse Laplace transformed into


{
g ( t ) = ( 3 / 2 ) e2t éë cos ( t ) + (1 / 3) sin ( t ) ùû - e 3t u ( -t ) }
which is the same as the previous result.

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 30
Inverse Laplace Transform
Example
M ethod 3
When we have a pair of poles p2 and p3 that are complex conjugates
A K2 K3
we can convert the form G ( s ) = + + into the
s - 3 s - p2 s - p3
A s ( K 2 + K 3 ) - K 3 p2 - K 2 p3 A Bs + C
form G ( s ) = + = + 2
s-3 s - ( p1 + p2 ) s + p1 p2
2
s - 3 s - ( p1 + p2 ) s + p1 p2
In this example we can find the constants A, B and C by realizing that
s A Bs + C
G ( s) = º + 2 , s <2
( )
( s - 3) s - 4s + 5 s - 3 s - 4s + 5
2

is not just an equation, it is an identity. That means it must be an


equality for any value of s.

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 31
Inverse Laplace Transform
Example
M ethod 3
A can be found as before to be 3 / 2. Letting s = 0, the
3/2 C
identity becomes 0 º - + and C = 5 / 2. Then, letting
3 5
s = 1, and solving we get B = -3 / 2. Now
3 / 2 ( -3 / 2 ) s + 5 / 2
G ( s) = + , s <2
s-3 s - 4s + 5
2

or
3/2 3 s - 5 / 3
G ( s) = - , s <2
s - 3 2 s - 4s + 5
2

This is the same as a result in Method 2 and the rest of the solution
is also the same. The advantage of this method is that all the
numbers are real.
M. J. Roberts - All Rights Reserved.
Edited by Dr. Robert Akl 32
M. J. Roberts - All Rights Reserved.
Edited by Dr. Robert Akl 33
Laplace Transform
Properties

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 34
Laplace Transform
Properties

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 35
Laplace Transform
Properties

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 36
Laplace Transform
Properties
Final Value Theorem

The final value theorem applies to a function G ( s ) if all the


poles of sG ( s ) lie in the open left half of the s plane. Be sure
to notice that this does not say that all the poles of G ( s ) must
lie in the open left half of the s plane. G ( s ) could have a single
pole at s = 0 and the final value theorem would still apply.

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 37
Use of Laplace Transform
Properties

38
Use of Laplace Transform
Properties

39
In most practical signal and system analysis using the Laplace
transform a modified form of the transform, called the unilateral
Laplace transform, is used. The unilateral Laplace transform is
¥
defined by G ( s ) = ò - g ( t ) e- st dt . The only difference between
0

this version and the previous definition is the change of the lower
integration limit from - ¥ to 0 -. With this definition, all the
Laplace transforms of causal functions are the same as before
with the same ROC, the region of the s plane to the right of all
the finite poles.

M. J. Roberts - All Rights Reserved.


Edited by Dr. Robert Akl 40
The Unilateral Laplace
Transform

The main advantage of the unilateral Laplace transform is that


the ROC is simpler than for the bilateral Laplace transform and,
in most practical analysis, involved consideration of the ROC is
unnecessary. The inverse Laplace transform is unchanged. It is
s + j¥
1
g (t ) = ò G ( s ) e + st
ds
j2p s - j¥

41
The Unilateral Laplace
Transform

42
The Unilateral Laplace
Transform
The Laplace transform was developed for the solution of differential
equations and the unilateral form is especially well suited for solving
differential equations with initial conditions. For example,
d2 d
é
2 ë
x ( t ) ù
û + 7 éë x ( t ) ùû + 12 x ( t ) = 0
dt dt
d
( )
with initial conditions x 0 = 2 and -

dt
( x ( t ) )t = 0- = -4.

Laplace transforming both sides of the equation, using the new


derivative property for unilateral Laplace transforms,
d
2
( )-

dt
( )
s X ( s ) - s x 0 - ( x ( t ) )t = 0- + 7 éë s X ( s ) - x 0 - ùû + 12 X ( s ) = 0

43
The Unilateral Laplace
Transform

44
M. J. Roberts - All Rights Reserved.
Edited by Dr. Robert Akl 45
M. J. Roberts - All Rights Reserved.
Edited by Dr. Robert Akl 46
Inverse Laplace Transforms
Convolution Integral:

Consider that we have the following situation.

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

x(t) is the input to the system.


h(t) is the impulse response of the system.
y(t) is the output of the system.

We will look at how the above is related in the time domain


and in the Laplace transform.
Inverse Laplace Transforms
Convolution Integral:

In the time domain we can write the following:

 t  t
y( t )  x( t )  h( t )   x( t   )h( )d   h(t   ) x( )d
 0  0

In this case x(t) and h(t) are said to be convolved and the
integral on the right is called the convolution integral.

It can be shown that,

Lx( t )  h( t )  Y ( s )  X ( s ) H s 
This is very important

* note
Inverse Laplace Transforms
Convolution Integral:

Through an example let us see how the convolution integral


and the Laplace transform are related.

We now think of the following situation:


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

e  4t

H(s)
X(s) Y(s)
1
( s  4)
Inverse Laplace Transforms
Convolution Integral:
From the previous diagram we note the following:

X ( s )  Lx( t ); Y ( s )  L y( t ); H ( s )  Lh(t )


h(t) is called the system impulse response for the following
reason.

Y ( s)  X ( s) H ( s) Eq A

If the input x(t) is a unit impulse, d(t), the L(x(t)) = X(s) = 1.


Since x(t) is an impulse, we say that y(t) is the impulse
response. From Eq A, if X(s) = 1, then Y(s) = H(s). Since,

L1 Y ( s )  y( t )  impulse response  L1 H ( s )h( t )


So, h( t )  system impulse response .
Convolution Integral:
A really important thing here is that anytime you are given
a system diagram as follows,

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

the inverse Laplace transform of H(s) is the system’s


impulse response.

This is important !!
Inverse Laplace Transforms
Convolution Integral:

Example using the convolution integral.

x(t) y(t) = ?

e-4t

 t t
 4( t  )  4( t  )
y( t )   e u( )d   e d  e  4t  e 4 d
 0 0

 4t
t
4  4t 1 4   t  1 1  4t 
y( t )  e  e d  e e |  0    e  u( t )
0 4 4 4 
Convolution Integral:

Same example but using Laplace.

1
x(t) = u(t) X ( s) 
s

h(t) = e-4tu(t) 1
H ( s) 
s4

1 A B 14 14
Y ( s)     
s( s  4) s s  4 s s4

y( t )  1  e 4 t u( t )
1
4
Inverse Laplace Transforms
Convolution Integral:

Practice problems:

2 3
(a ) If X ( s )  and Y ( s )  , what is h( t ) ?
s ( s  2)

h( t )  1.5 d ( t )  2e  2t u( t ) 
(b) If x( t )  u( t ) and y( t )  te  6t u( t ), find h( t ).

2
(c ) If x( t )  tu( t ) and H ( s )  , find y( t ).
( s  4) 2

Answers given on note page


Example 3.1
Solve the ODE,
dy
5  4y  2 y 0  1 (3-26)
dt
First, take L of both sides of (3-26),
5  sY  s   1  4Y  s  
2
s
Rearrange,
5s  2
Y s  (3-34)
s  5s  4 
Take L-1,
1  5s  2 
y t   L  
 s  5s  4  
From Table 3.1,
y  t   0.5  0.5e0.8t (3-37)
55
Partial Fraction Expansions
Basic idea: Expand a complex expression for Y(s) into
simpler terms, each of which appears in the Laplace
Transform table. Then you can take the L-1 of both sides of
the equation to obtain y(t).
Example:
s5
Y s  (3-41)
 s  1 s  4 
Perform a partial fraction expansion (PFE)
s5 1 2
  (3-42)
 s  1 s  4  s  1 s  4

where coefficients 1 and  2 have to be determined.

56
To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
 1  
s4 s 1 3

To find  2 : Multiply both sides by s + 4 and let s = -4


s5 1
 2  
s 1 s 4 3

A General PFE
Consider a general expression,

N s N s
Y s   (3-46a)
Ds n
  s  bi 
i 1

57
Here D(s) is an n-th order polynomial with the roots  s  bi 
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
N s n
i
Y s   (3-46b)
n s  bi
  s  bi  i 1
i 1
Note: D(s) is called the “characteristic polynomial”.
Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g., bi  3  4 j j 1 
ii) Repeated roots (e.g., b  b  3)
1 2

For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details.
58
Example 3.2 (continued)

Recall that the ODE, y  6 y  11y  6 y  1, with zero initial


conditions resulted in the expression
1
Y s 
 
(3-40)
s s  6s  11s  6
3 2

The denominator can be factored as

 
s s3  6s 2  11s  6  s  s  1 s  2  s  3 (3-50)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
1 1  2 3 4
Y s      (3-51)
s  s  1 s  2  s  3 s s  1 s  2 s  3
59
Solve for coefficients to get
1 1 1 1
1  ,  2   ,  3  ,  4  
6 2 2 6
(For example, find  , by multiplying both sides by s and then
setting s = 0.)
Substitute numerical values into (3-51):
1/ 6 1/ 2 1/ 2 1/ 6
Y (s)    
s s 1 s  2 s  3

Take L-1 of both sides:


1 1/ 6  1  1/ 2  1  1/ 2  1  1/ 6 
L Y  s    L 
1
 L   L   L 
 s   s  1 s  2  s  3 
From Table 3.1,
1 1 t 1 2t 1 3t
y t    e  e  e (3-52)
6 2 2 6 60
BIOE 4200
 Find solution to differential equation using
algebra
 Relationship to Fourier Transform allows easy
way to characterize systems
 No need for convolution of input and
differential equation solution
 Useful with multiple processes in system
 Find differential equations that describe
system
 Obtain Laplace transform
 Perform algebra to solve for output or
variable of interest
 Apply inverse transform to find solution

F ( s )  L{ f (t )}   f (t )e  st dt
0
  j
1
f (t )  L1{F ( s )}  
st
F ( s ) e ds
2j   j

 t is real, s is complex!
 Inverse requires complex analysis to solve
 Note “transform”: f(t)  F(s), where t is
integrated and s is variable
 Conversely F(s)  f(t), t is variable and s is
integrated
 Assumes f(t) = 0 for all t < 0
 Hard Way – do the integral

let f (t)  1

1 1
F(s)   e st dt   (0  1) 
0
s s
let
f ( t )  e at
 
1
F(s)   e at e st dt   e (s  a ) t dt 
0 0
sa
let
f ( t )  sin t

F(s)   e st sin( t )dt Integrate by parts
0
remember
 udv  uv   vdu
let
u  e st , du  se st dt
Substituting, we get:
 dv  sin( t )dt , v   cos( t ) 

  e sin( t )dt  [e cos( t ) ]  s  e st cos( t )dt 
st st
 

 se  sin( t )dt 
st st
sin( t )dt  1  s
0 2
0 0 e

 e (1)  s  e st cos( t )dt
st 0 0

(1  s 2 )  e st sin( t )dt 1
0

let u  e st , du  se st dt 0


dv  cos( t )dt , v  sin( t ) 
1
 sin( t )dt 
 st
e
  e st cos( t )dt  0
1  s2
0
  It only gets worse…

[e st sin( t ) ]  s  e st sin( t )dt  e st (0)  s  e st sin( t )dt
0
0 0
 This is the easy way ...
 Recognize a few different transforms
 See table 2.3 on page 42 in textbook
 Or see handout ....
 Learn a few different properties
 Do a little math
1
f (t )  u (t )  F ( s ) 
s
 at 1
f (t )  e u (t )  F ( s ) 
sa
s
f (t )  cos(t )u (t )  F ( s )  2
s 1
1
f (t )  sin(t )u (t )  F ( s )  2
s 1
n!
f (t )  t u (t )  F ( s )  n 1
n

s
0! 1
n  0, f ( t )  u ( t )  F(s)  1 
s s
1!
n  1, f ( t )  tu ( t )  F(s)  2
s
5! 120
n  5, f ( t )  t 5 u ( t )  F(s)  6  6
s s

f (t )  d (t )  F ( s )  1
 Unit step function definition:
u ( t )  1, t  0
u ( t )  0, t  0
 Used in conjunction with f(t)  f(t)u(t)
because of Laplace integral limits:


L{f ( t )}   f ( t )e dt st

0
 Linearity
 Scaling in time
 Time shift
 “frequency” or s-plane shift
 Multiplication by tn
 Integration
 Differentiation
L{c1f1 (t )  c2f 2 (t )}  c1F1 (s)  c2 F2 (s)
Example : Proof : L{c1f1 ( t )  c 2 f 2 ( t )} 
L{sinh( t )} 

1 t 1 t
 11
st
y{ e  e }  [ c f ( t ) c f
2 2 ( t )]e dt 
2 2 0
1 1  
L{e t }  L{e  t }  c1  f1 ( t )e st dt  c 2  f 2 ( t )e st dt 
2 2
0 0
1 1 1
(  ) c1F1 (s)  c 2 F2 (s)
2 s 1 s 1
1 (s  1)  (s  1) 1
( ) 
2 s2 1 s2 1
1 s
L{f (at )}  F( )
a a
Example : L{sin( t )} Proof :
L{f (at )} 
1 1 
(  1) 

st
 ( ) s 2 f ( at ) e dt 
 0

1 2 let u 1
( 2 ) u  at , t  , dt  du
 s  2
a a
 
s
a
1 ( ) u
s 2  2
a0 f (u )e a du 

1 s
F( )
a a
 st 0
L{f ( t  t 0 )u ( t  t 0 )}  e F(s)
Example : Proof : L{f ( t  t 0 )u ( t  t 0 )} 
L{e  a ( t 10) u ( t  10)} 

10s

st
e f ( t  t 0 ) u ( t  t 0 ) e dt 
sa 0


 st
f ( t  t 0 ) e dt 
t0

let u  t  t0, t  u  t0
t 0


s ( u  t 0 )
f ( u ) e du 
0


st 0 su st 0
e f ( u ) e du e F(s)
0
 at
L{e f (t )}  F ( s  a)
Example : Proof :
L{e  at
sin( t )}  L{e  at f (t )} 



 at  st
e f (t ) e dt 
(s  a ) 2  2 0

0
f (t )e ( s  a )t dt 

F ( s  a)
n
d
L{t f ( t )}  (1)
n n
n
F(s)
ds
Example : Proof :

L{t n u ( t )}  L{t n f ( t )}   t n f ( t )e st dt 


n 0
d 1
(1) n ( ) 


n st
n
ds s f ( t ) t e dt 
n! 0

s n 1  n
(1) n  f ( t ) n e st dt 
0
s

n n 
n

n 
st
(1) n
f ( t )e dt (1) F(s)
s 0 s n
1. Differentiation shorthand
df ( t )
Df ( t ) 
dt
2. Integration shorthand d2
D f (t)  2 f (t)
2

dt

t t

if g( t )   f ( t )dt if g( t )   f ( t )dt
 a

then Dg ( t )  f ( t ) then g( t )  D a1f ( t )


1 F(s)
L{D f ( t )} 
1
Proof : g ( t )  D 0 f (t)
0 

Example :
s L{sin( t )}   g( t )e st dt
L{D 01 cos( t )}  0
let
1 s 1 u  g( t ), du  f ( t )dt
( )( 2 )  2
s s 1 s 1 1
dv  e st dt , v   e st
L{sin( t )} s
1 1 F(s)
 [ g( t )e ]0   f ( t )e dt 
st  st

s s s
t
If t=0, g(t)=0
g( t )   f ( t )dt
0 
for (t  )   f (t )e  st dt   so

 f (t )dt  g (t )   slower than e st  0


0

0

L{Df (t )}  sF(s)  f (0 )
Example : Proof : 
L{D cos( t )}  d
L{Df ( t )}   f ( t )e st dt
s2 0
dt

 f ( 0 )
s 1
2
u  e st , du  se st
let
s2 d
1  dv  f ( t )dt , v  f ( t )
s 1
2
dt
s 2  (s 2  1) 
[e st f ( t )]0  s  f ( t )e st dt 
s2  1 0
1
 L{ sin( t )}  f (0  )  sF(s)
s 1
2
 
f (0 ), f (0 ) & f (0)
 The values are only different if f(t) is not
continuous @ t=0
 Example of discontinuous function: u(t)

f (0  )  lim u ( t )  0
t 0

f (0  )  lim u ( t )  1
t 0

f (0)  u (0)  1
L{D f ( t )}  ?
2

let g (t )  Df (t ), g (0)  Df (0)  f ' (0)


 L{D 2 g (t )}  sG ( s )  g (0)  sL{Df (t )}  f ' (0)
 s ( sF ( s )  f (0))  f ' (0)  s 2 F ( s )  sF (0)  f ' (0)

L{D n f (t )}  s n F ( s )  s ( n 1) f (0)  s ( n  2 ) f ' (0)    sf ( n  2 )' (0)  f ( n 1)' (0)

NOTE: to take
L{D n f ( t )}
you need the value @ t=0 for
called initial conditions!
We will use this to solve differential equations!

Dn 1f (t ), Dn 2f (t ),...Df (t ), f (t ) 


Start with
L{Df ( t )}  sF(s)  f (0)
Now apply again L{D2f ( t )}
let g( t )  Df ( t ) and Dg ( t )  D 2 f ( t )
then L{Dg ( t )}  sG (s)  g(0)
remember
g( t )  Df ( t )
 g(0)  f ' (0)
G (s)  L{g( t )}  L{Df ( t )}  sF(s)  f (0)
 L{Dg (t )}  sG(s)  g(0)  s[sF(s)  f (0)]  f ' (0)  s 2 F(s)  sf (0)  f ' (0)
Can repeat for D3f (t ), D4f (t ), etc.

L{Dn f (t )}  s n F(s)  s( n 1) f (0)  s( n 2)f ' (0)    sf ( n 2)' (0)  f ( n 1)' (0)
Example 3.1
Solve the ODE,
dy
5  4y  2 y 0  1 (3-26)
dt
First, take L of both sides of (3-26),
5  sY  s   1  4Y  s  
2
s
Rearrange,
5s  2
Y s  (3-34)
s  5s  4 
Take L-1,
1  5s  2 
y t   L  
 s  5s  4  
From Table 3.1,
y  t   0.5  0.5e0.8t (3-37)
83
Partial Fraction Expansions
Basic idea: Expand a complex expression for Y(s) into
simpler terms, each of which appears in the Laplace
Transform table. Then you can take the L-1 of both sides of
the equation to obtain y(t).
Example:
s5
Y s  (3-41)
 s  1 s  4 
Perform a partial fraction expansion (PFE)
s5 1 2
  (3-42)
 s  1 s  4  s  1 s  4

where coefficients 1 and  2 have to be determined.

84
To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
 1  
s4 s 1 3

To find  2 : Multiply both sides by s + 4 and let s = -4


s5 1
 2  
s 1 s 4 3

A General PFE
Consider a general expression,

N s N s
Y s   (3-46a)
Ds n
  s  bi 
i 1

85
Here D(s) is an n-th order polynomial with the roots  s  bi 
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
N s n
i
Y s   (3-46b)
n s  bi
  s  bi  i 1
i 1
Note: D(s) is called the “characteristic polynomial”.
Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g., bi  3  4 j j 1 
ii) Repeated roots (e.g., b  b  3)
1 2

For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details.
86
Example 3.2 (continued)

Recall that the ODE, y  6 y  11y  6 y  1, with zero initial


conditions resulted in the expression
1
Y s 
 
(3-40)
s s  6s  11s  6
3 2

The denominator can be factored as

 
s s3  6s 2  11s  6  s  s  1 s  2  s  3 (3-50)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
1 1  2 3 4
Y s      (3-51)
s  s  1 s  2  s  3 s s  1 s  2 s  3
87
Solve for coefficients to get
1 1 1 1
1  ,  2   ,  3  ,  4  
6 2 2 6
(For example, find  , by multiplying both sides by s and then
setting s = 0.)
Substitute numerical values into (3-51):
1/ 6 1/ 2 1/ 2 1/ 6
Y (s)    
s s 1 s  2 s  3

Take L-1 of both sides:


1 1/ 6  1  1/ 2  1  1/ 2  1  1/ 6 
L Y  s    L 
1
 L   L   L 
 s   s  1 s  2  s  3 
From Table 3.1,
1 1 t 1 2t 1 3t
y t    e  e  e (3-52)
6 2 2 6 88
Important Properties of Laplace Transforms

1. Final Value Theorem


It can be used to find the steady-state value of a closed loop
system (providing that a steady-state value exists.

Statement of FVT:

lim y  t   lim  sY  s  
t  s 0

providing that the limit exists (is finite) for all


Re  s   0, where Re (s) denotes the real part of complex
variable, s.

10
6

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