3.

2 Laplace transform
Given x(t ) with x(t ) = 0 for t < 0 . Then

X ( s ) = x(t )e st dt
0

is called the Laplace transform of x(t). X (s ) is a complex function of the complex

variable s. It is a complete description of the function x(t ) in the transformed domain.
s-plane
s-Ebene
s = s + j
st
st
j t
Im sIm
e = e e
= e st (cos(t ) + j sin(t ) )

0 for s > 0
t

Example:

x(t ) = e

at

for t 0 , else 0.

Re s
Re

x(t)

Laplace transform:

X ( s ) = e at e st dt

at
e-at
,a<0
, a<0

= e ( a + s )t dt
0

1 ( a + s )t
e
s+a
for Re[ s ] + a > 0 .
=

1
s+a

e-at, a>0
t

For Re[ s ] > a , the Laplace transform integral converges:

Im
Half-plane of convergence
Re
Re[s] > a

-a
But, X (s ) is defined for all s a , so it can be extended to the whole
complex plane except the point s = a where it goes to infinity.

Laplace transforms are analytic functions almost everywhere.

X (s ) is differentiable in the complex plane,
X (s ) is analytic
X ( s ) X ( s0 )
i.e. lim
exists.
s s0
s s0
Points, for which X (s ) is not analytic are called singularities. If at p X (s ) is not
analytic, while ( s p ) k X ( s ) is, then p is a pole of X (s ) . The smallest value k, for which
( s p ) k X ( s ) is analytic is defined as the order of the pole.
x

x(t ) = 1(t )

(unit step)

1
t

1
X ( s ) = e stdt =
s
0

(for Re[s] > 0).

In what follows, Laplace transforms will simply be considered to be functions of s, where

s may assume any value, including values outside the half-plane of convergence.
We thus take Laplace transforms mostly as symbolic functions, not as function which we
evaluate.
Laplace transform of time derivatives

x(t)

X ( s ) = x(t )e st dt

x (t )

X (s )

X ( s ) = x (t )e st dt
0

= x(t )e

st
0

x(t )( s )e st dt

(integration by parts)

= x(0) + s x(t )e st dt
0

= sX ( s ) x(0)
s can be seen as a symbol for the derivative operator.
Which value is to be used if x(t) is discontinuous at t=0?
We shall use x(-0). This corresponds to a generalised derivative of discontinuous
functions. x(0) is the limit from the left.

Application: Laplace transformation of a 1st-order differential equation:

x = a x + b u , x(0) = x0
X ( s ) = aX ( s ) + bU ( s )
sX ( s ) x(0) = aX ( s ) + bU ( s )
( s + a ) X ( s ) = x(0) + bU ( s )
1
b
X ( s) =
x(0) +
U (s)
s+a
s+a
Used in this case: Linearity of the Laplace Transform

(x + y)e

st

dt = x(t )e

st

dt + y (t )e st dt

Generalization: System in state space form with one input and one output (dim u = dim y
= 1)
x = A x + b u , x(0) = x 0 , x n , u , b column vector
y = c x + d u , y , cT row vector
T

Laplace transformation:
s X (s) x 0 = A X (s) + b U (s)
Y (s) = c X (s) + d U (s)
( s I A) X ( s ) = x 0 + b U ( s )
T

X ( s ) = ( s I A) 1 x 0 + ( s I A) 1 b U ( s )
For Y (s ) , we obtain:
Y s = c s I A 1 b + d U s + c s I A 1 x 0

Gs transfer function

influence of the initial values

Y ( s ) = G ( s ) U ( s ) + c ( s I A) x 0
T

with: G ( s ) = c T ( s I A) 1 b + d

( s I A) : polynomial matrix, ( s I A) 1 =

1
Adj( s I A)
det( s I A)

Adj( s I A) , are determinants of

therefore like det (s I A) they are

The elements of the adjoint,

(n 1) (n 1)

submatrices,

polynomials in s.
G(s) is a rational function. The highest power of s that appears in G(s)
is smaller than or equal to n = dim x . The zeros of the denominator
polynomial of G(s) (poles) are eigenvalues of A. However, not all
eigenvalues need to be poles, since zeros may cancel between the
numerator and denominator polynomials.
Laplace transform of the convolution integral
Let:

y (t ) =

g (t t )u (t )dt ,

u (t ) = 0 for t 0 , g (t t ) = 0 for t > t (causality)

Laplace transform:

Y (s) =

g (t t )u (t )e

st

dt dt

Change of variables:
t = v + t dt = dv

Y ( s) =

g (v)u( )e

t = 0 v = t
t = v=

e s d dv

g ( ) e

sv

u ( )e s d dv

= g ( ) e sv u ( )e s d dv

= u ( )e

d g ( )e s d = U ( s ) G ( s )
0

as u( ) = g(v) = 0 for v, < 0 .

Y(s) = U(s) G(s)

Multiplication of U (s ) by G (s ) in the s-domain corresponds to the so-called convolution

integral in the time domain.

The transfer function G ( s ) = g (t )e st dt describes the relation between the input and the
0

output in the s-domain.

t

In the time domain, y (t ) = g (t t ) u (t ) dt holds. g(t) describes the memory of the

0

system.

g (t t ) = e a (t t )

a is large, short memory

small

The representation of linear systems by the convolution integral is more general than the
state space representation. E.g. systems described by linear partial differential equations
cannot be represented in state-space form with a finite-dimensional state vectors but, in
principle, by a convolution integral.
Example:
1st-order differential equation (ctd.)
b
1
Y (s) =
xo +
U (s)
We had:
s+a
s+a
t

y (t ) = e x0 + b e a (t t )u (t )dt
at

Summary
Dynamic system
u(t)

g(t)

Time domain

y(t)

S-domain
Complex-valued
functions

Real-valued functions
u(t), y(t), g(t)

U(s), Y(s), G(s)

y ( ) = g ( )u ( )d

Y ( s) = U( s) G ( s)

Derivative

Multiplication by s

Integration

Multiplication by 1/s

Operations from calculus

Algebraic operations

Important Laplace transforms

Time domain

s-domain

Dirac
impulse
Step
poles

Ramp

poles

The poles are the zeros of the denominator of the Laplace transform. If the poles are in
the left half-plane, Re[p i ] < 0, then x(t ) 0 for t . If they are in the right halfplane Re[p i ] > 0, then x (t ) as t . For Re[p i ] = 0, there are permanent
oscillations, or signals assume a constant non-zero value.
7

The -function describes an infinitely high impulse at time t = 0.

Dirac impulse:
+

d (t )dt = 1

, (t ) = 0 for t 0

d (t ) f (t )dt =

f (0) (if f(t) is continuous at t=0)

d (t )

(t ) may also be considered as a generalised derivative of the unit step at

t =0

Mathematical rules of the Laplace transform

Time domain

Linear combination
Derivative

n-fold derivative

Integration

Convolution

Damping
Dilation

Right-hand shift

Left-hand shift

Derivative in s-domain

s-domain

System featuring a pure time delay:

Delay by a tube with ideal plug flow
x, y

L
ideales
Rohr,
Ideal tube,
inkompressible
incompressible
Flssigkeit
liquid

y(t)

x(t)

Input:
Eingang:

Ausgang:
Output:

y (t ) = ( L)

x(t ) = (0)

x=0

TTd t

L
, Td : dead time, delay
v

y (t ) = x(t Td ), Td =
Transformation:

Y ( s ) = x(t Tt ) e

st

dt =

sTt

e s t dt

Tt

= e sTt ( X ( s ) +

x(t ) e

x(t ) e

st

dt )

Tt

G (s) = e

sTt

: Transfer functions of a pure delay element

Since e sTt is not a rational function, the tube with ideal plug flow does not have a state
space description. The system is not finite-dimensional and is governed by a partial
differential equation:

1 (l , t )
(l , t )
=
.
t
v l
For models consisting of n linear ordinary 1st-order differential equations, the transfer
function G(s) is rational (and the singularities are poles). The transfer functions have at
most n poles which are eigenvalues of the system matrix of the state space representation.

10