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F ( s ) L{ f (t )}
L 5e 2t 3 sin( 4t )
5 Le 3L sin( 4t )
2t
5 12
2 , s0
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
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)
The right-hand side can be separated into its partial fractions to give:
1 1
F ( s)
s s 1
1 1
f (t ) L1
s s 1
1 1
L1 L1
s s 1
1 et
Using differentiation in time propert
dn f
dt n
s n
F s s n 1
f
0
s n2
f
0
f
n 1
0
16
Laplace Transform Example
17
Laplace Transform Example
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)
( 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.
( 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 s2 j s2 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;
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
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
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
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
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.
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.
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:
System
x(t) y(t)
h(t)
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.
Lx( t ) h( t ) Y ( s ) X ( s ) H s
This is very important
* note
Inverse Laplace Transforms
Convolution Integral:
e 4t
H(s)
X(s) Y(s)
1
( s 4)
Inverse Laplace Transforms
Convolution Integral:
From the previous diagram we note the following:
Y ( s) X ( s) H ( s) Eq A
X(s) Y(s)
H(s)
This is important !!
Inverse Laplace Transforms
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:
1
x(t) = u(t) X ( s)
s
h(t) = e-4tu(t) 1
H ( s)
s4
1 A B 14 14
Y ( s)
s( s 4) s s 4 s s4
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
56
To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
1
s4 s 1 3
A General PFE
Consider a general expression,
N s N s
Y s (3-46a)
Ds 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)
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
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
sa
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
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
sa 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 :
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
Example :
s L{sin( t )} g( t )e st dt
L{D 01 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
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
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!
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 0.5e0.8t (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:
s5
Y s (3-41)
s 1 s 4
Perform a partial fraction expansion (PFE)
s5 1 2
(3-42)
s 1 s 4 s 1 s 4
84
To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
1
s4 s 1 3
A General PFE
Consider a general expression,
N s N s
Y s (3-46a)
Ds 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)
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
Statement of FVT:
lim y t lim sY s
t s 0
10
6