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Definition
The Laplace transform of a function, f(t), is defined as:
F ( s ) = L [ f (t ) ] = f ( t ) e st dt
(3-1)
Frequency response
Control system design
Stability analysis
where:
f (t ) = L 1 "$ F ( s )#%
Important Properties:
()
()
()
()
Similarly,
L 1 "$aX ( s ) + bY ( s )#% = ax (t ) + b y (t )
(3-3)
2. Step Function
The unit step function is widely used in the analysis of process
control problems. It is defined as:
1. Constant Function
L ( a ) = ae
0
st
a
dt = e st
s
# a$ a
= 0% & =
' s( s
(3-4)
()
(3-5)
1
L !# S (t )"$ =
s
(3-6)
3. Derivatives
This is a very important transform because derivatives appear
in the ODEs we wish to solve. In the text (p.53), it is shown
that
! df "
L $ % = sF ( s ) f ( 0 )
(3-9)
& dt '
initial condition at t = 0
Proof:
d (e st )
L[ f ' (t )] = f (t )e st 0 f (t )
dt
dt
0
L(
f (t )( s )e st dt
0
Where
= f ' (t )
L(
d
) = s( s) (0)
dt
( s) = sF ( s) f (0)
= f (t )e st
d2 f
d
) = L( )
dt
dt 2
L(
d2 f
) = s[ sF ( s) f (0)] (0)
dt 2
L(
d2 f
) = s 2 F ( s) sf (0) f ' (0)
dt 2
= f (t )e st
+ s f (t )e st dt
0
= 0 f (0) + sL[ f (t )]
4. Exponential Functions
"dn f #
1
L $ n % = s n F ( s ) s n1 f ( 0 ) s n2 f ( ) ( 0 )
&$ dt '%
n2
n 1
... sf ( ) 0 f ( ) 0
(3-14)
( )
( )
1 # (b+ s )t $
1
e
=
&0
b+s %
s+b
5. Trigonometric Functions
k
d f
f- ( ) 0
dt k t=0
Special Case: When all initial Conditions are Zero, then:
()
cos( wt ) =
!dn f "
L # n $ = sn F ( s )
%# dt $&
!0 for t < 0
"
f ( t ) = $h for 0 t < tw
"0 for t t
w
&
L[cos( wt )] =
f (t )
tw
tw
Then,
Time, t
1
L[ f (t )] = h e dt + 0 e dt = h e dt = h( )e st
s
0
tw
0
st
h
L[ f (t )] = [1 e t w s ]
s
s
s2 + w2
()
st
st
L "$ (t )#% = 1
tw
1 jwt
(e + e jwt )
2
It is defined by:
(3-16)
1
L[cos( wt )] = [ e jwt e st dt + e jwt e st dt
2 0
0
1
1
1
1 2s
= [
+
]=
2 s jw s + jw 2 s 2 + w2
b+ s t
L #ebt $ = ebt e st dt = e ( ) dt
%
& 0
0
Procedure:
tw
0
Table&A.1.&Laplace&Transforms&
Example 3.1
Solve the ODE,
dy
+ 4y = 2
y (0) = 1
dt
First, take L of both sides of (3-26),
2
5 ( sY ( s ) 1) + 4Y ( s ) =
s
Rearrange,
5s + 2
Y (s) =
s ( 5s + 4 )
5
See&page&A53&of&the&textbook.&
Take L-1,
y (t ) = 0.5 + 0.5e0.8t
Example:
s+5
= 1 + 2
( s + 1)( s + 4 ) s + 1 s + 4
(3-37)
s+5
Y (s) =
( s + 1)( s + 4 )
(3-34)
" 5s + 2 #
y (t ) = L 1 $
%
& s ( 5s + 4 ) '
(3-26)
1 =
4
3
=
s =1
2 =
(3-41)
s+5
s+4
s+5
s +1
=
s =4
1
3
A General PFE
Consider a general expression,
(3-42)
Y (s) =
N (s)
D(s)
N (s)
n
( s + bi )
i =1
(3-46a)
Y (s) =
N (s)
n
( s + bi )
=
i =1
Y (s) =
i
s + bi
(3-46b)
i =1
(3-40)
(3-50)
s = bi
Y (s) =
+
+
s
s +1 s + 2 s + 3
Take L-1 of both sides:
"1/ 6 # 1 " 1/ 2 # 1 " 1/ 2 # 1 " 1/ 6 #
L 1 $"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
e + e e
6 2
2
6
1
= 1 + 2 + 3 + 4 (3-51)
s ( s + 1)( s + 2 )( s + 3) s s + 1 s + 2 s + 3
1
1
1
1
1 = , 2 = , 3 = , 4 =
6
2
2
6
y (t ) =
s s + 6s + 11s + 6
Where:
N ( s)
D( s)
s s3 + 6s 2 + 11s + 6 = s ( s + 1)( s + 2 )( s + 3)
i = ( s + bi )
1
3
(3-52)
Special Situations:
( j @ 1)
N ( s)
Y ( s) =
Where: n=k+r
[ ( s + bi )]( s + b) r
i =1
Y ( s) =
i =1
i
( s + bi )
1
s+b
2
( s + b) 2
+ +
r
( s + b) r
k
N ( s)
i
( s + b) r = ( s + b) r
D( s )
i =1 ( s + bi )
k
(
i %
d '( s + b) r [
]$
(
s
+ bi ) #
dQ ( s )
i =1
&
=
ds
ds
+ ( r 1) 1 ( s + b) r 2 + 2 ( r 2)( s + b) r 3 + + r 1 + 0
+ 1 ( s + b) r 1 + 2 ( s + b) r 2 + + r
Let Q( s) =
N ( s)
( s + b) r
D( s)
k
Q ( s ) = ( s + b) r [
i =1
i
( s + bi )
+ 1 ( s + b) r 1 + 2 ( s + b) r 2 + + r 1 ( s + b) + r
Let s = b
r = Q( s) s=b =
N ( s)
( s + b) r
D( s)
s = b
Let s = b
dQ( s)
ds s=b
1 d ( l )Q( s)
Similarly: r l =
l ! ds ( l ) s = b
Therefore j can be determined by:
r 1 =
j =
1 d ( r j )Q( s )
j = 1r
( r j )! ds ( r j ) s = b
1 = s
2 =
1 =
1
s+2
( s + 1)
s( s + 2) 2
2
( s + 2) 2
s=0
( s + 1)
( s + 2) 2
s( s + 2) 2
# ( s + 1)
$
d&
( s + 2) 2 '
2
( s( s + 2)
)
ds
1
4
s =2
s =2
=1
y (t ) =
1 1 2t 1 2 t
e + te
4 4
2
# s + 1$
d&
( s )'
ds
Y ( s) =
s =2
= (
1
)
s2
s =2
1
4
( s 2 + d1 s + d 0 ) = ( s + a + jw)( s + a jw)
where
1 1 2t t 21e 2t 1
e +
4 4
(2 1)! 2
Complex Factors
Another possibility is that the factor of the characteristic
polynomial involves complex numbers.
1
1
1
2
Y (s) = 4 + 4 +
s s + 2 ( s + 2) 2
d
a = 1 and
2
y(t ) =
d2
w = d0 1
4
N ( s)
N ( s)
= k
D( s)
( s + bi ) ( s + b) r ( s2 + d1s + d 0 )
Where
d12
< d0
4
N ( s)
( s + a jw) = ( s + a jw)[ i +
]
D ( s)
s
+
b
(
s
+
b) j
i =1
j =1
i
=
i =1
i
s + bi
i =1
cr + jci
( s + a jw) + cr jci
( s + a + jw)
Let s = a + jw
,
1
2
r
+
+ +
s + b ( s + b) 2
( s + b) r
c + jci
c jci
+ r
+ r
s + a + jw s + a jw
+ 1
cr jci =
N ( s)
( s + a jw)
D( s)
s = a + jw
Therefore
" N ( s)
%
cr = Re#[
( s + a jw)] s= a + jw &
$ D( s)
'
" N ( s)
%
ci = Im#[
( s + a jw)] s= a + jw &
$ D( s)
'
N ( s)
Y ( s) =
D ( s)
=
Y ( s) =
N ( s)
k
!
$
r
2
2
#"i =1( s + bi ) &%[( s + b) ][( s + a ) + w ]
s=2
1
2
N ( s)
1
( s + 1 i ) s =1+i = [
] s =1+i
D( s)
( s + 2)( s + 1 + i )
1
1
1
1 1
1 1+ i
=
=
=
=
=
(1 + i )( 1 + i + 1 + i ) (1 + i )(2i ) 2i 2
2 1 i
2 1 (i ) 2
1 i
1 1
=
= i
4
4 4
= cr ici
Alternative method
Y ( s) =
1
1
1
(1 i ) (1 + i )
Y ( s) = 2 + 4
+ 4
s+2
s +1+ i
s +1 i
1
" 1
#
" 1
#
$ (1 i ) % 1 $ 4 (1 + i ) %
y (t ) = L1 ( 2 ) + L1 $ 4
%+L $
%
s+2
$ s +1+ i %
$ s +1 i %
&
'
&
'
1 2 t 1
1
1 2 t 1
1
(1+i ) t
(1i ) t
e (1 i )e
(1 + i )e
= e (1 i )e t e it (1 + i )e t eit
2
4
4
2
4
4
1 2 t 1 t
1
1
e e (*(1 i )e it + (1 + i )eit )+ = e 2 t e t (*(e it + eit ) i (e it eit ) )+
2
4
2
4
1 2 t 1 t
e e [cos(t ) sin(t )]
2
2
cr + ici cr ici
+
s +1+ i s +1 i
cr ici =
! c (s + a)
N ( s)
c1s + c2
c2 ac1 "
= ... +
= ... + $ 1 2
+
%
2
D( s )
( s + a ) 2 + w2
(
s
+
a
)
+
w
(
s
+
a ) 2 + w2 '
&
# N ( s)
&
s+2
( s + 2) ( s=2 =
D
(
s
)
(
s
+
2
)[(
s + 1) 2 + 1]
$
'
(" k
+
( s + bi ) %'[( s + b) r ][( s + a ) 2 + w2 ],
)$i
&
*# =1
-
Therefore: cr = 1 and ci = 1
4
s+2
1 = %
collect all the terms with the same order, and solve for
all the coefficients
Y ( s) =
Y ( s) =
'k
i * ' 1
2
r *
= (
+
++(
+
2 +...+
( s + b)r ,
) i =1 s + bi , ) s + b ( s + b)
c1s + c2
+
( s + a ) 2 + w2
1
( s + 2)[( s + 1) 2 + 1]
c s + c2
= 1 + 1
( s + 2)[( s + 1) 2 + 1] s + 2 ( s + 1) 2 + 1
1[ s 2 + 2 s + 2] + ( s + 2)( c1s + c2 )
( s + 2)[( s + 1) 2 + 1]
s2 :
s:
1 + c1 = 0
21 + 2c1 + c2 = 0
21 + 2c2 = 1
s0:
Y ( s) =
1 =
1
2
c1 =
1
2
c2 = 0
1 1
1
s +1
1
1
+
2 s + 2 2 ( s + 1) 2 + 1 2 ( s + 1) 2 + 1
y (t ) =
1 2t 1 t
1
e e cos t + e t sin t
2
2
2
Proof:
Laplace transform for the 1st-order derivative
dy
dy
] = e st dt = sY ( s ) y (0)
dt
dt
0
\______/
(1)
\_______/
(2)
dy
lim e st dt = lim[ sY ( s) y(0)]
s 0
s 0
dt
0
L[
s 0
s >0
y ( ) = lim sY ( s)
s0
Example:
Suppose,
Y (s) =
5s + 2
s ( 5s + 4 )
(3-34)
Then,
Prof.:
dy
dt e
st
dt = sy ( s) y (0)
# 5s + 2 $
y ( ) = lim y (t ) = lim %
& = 0.5
t
s 0 ' 5s + 4 (
lim
You may use FVT to final steady value without doing the
inverse Laplace transform; also, it may be used to check if
an inversion is correctly performed.
dy st
e dt = lim[ sy( s) y(0)]
s
dt
Example:
y( s) =
5s + 2
s(5s + 4)
y (0) = lim[ s
s
Find y(0)?
5s + 2
5s + 2
] = lim
=1
s(5s + 4) s 5s + 4
3. Transform of an integral
4. Time Delay
L[ f (t * )dt * ] = { f (t * )dt * }e st dt
0
use integration-by-part
t
udv = uv vdu
st
1
d (e )
{ f (t * )dt * }
s 0 0
dt
t
$
1#
1
= &[( f (t * )dt * )e st ] ' +
0
s( 0
) s
t
#
$
d f (t * )dt * %
%
% st 0
%
& e
'
dt
%0
%
%(
%)
Heater
$ 1
1#
= %0 0 e st f (t )dt & = f (t )e st dt
s'
0
( s0
1
= F ( s)
s
# f (t td ) t td
f d (t ) = $
t < td
% 0
t s
How to find fd(t) from Fd ( s ) = e F ( s )
d
or
Two steps:
f d (t ) = f (t td ) s(t td )
td
st
st
st
L[( f d (t )] = f d (t )e dt = 0 e dt + f (t td )e dt
0
td
= f (t t d )e st dt
td
Y ( s) =
Let t = t td
*
Fd ( s ) = L[ f (t td ) s(t td )] = e
td s
1 + e2 s
(4s + 1)(3s + 1)
F ( s)