Laplace Transform

Fourier transform

Pierre Simon de Laplace

Theorie analytique des probabilities Laplace
transform
s

x (t ) X (s )

X ( s ) L{x (t )} x (t ) e st dt
0

Laplace
transform pair

L{x(t )} X ( s) x (t ) L 1{ X ( s )}

L{} L 1{}

inverse Laplace transform

x (t ) 1
1
X ( s )
s
1
x (t ) e t X ( s )
s 1

()
a b

()
 X (s )
x(t ), t 0
1
1
s
1
t
s2
2
t2
s3
1
e at
sa
b
sin bt
s b2
2

s
cos bt
s b2
2

s
s j j 1 0
s j s j

continuous time
linearity
time differentiation time integration
convolution
() a1 a 2

()

X (s )
x(t ), t 0
a1 x1 (t ) a 2 x2 (t ) a1 X 1 ( s ) a2 X 2 ( s )

dx (t )
sX ( s ) x(0)
dt
t 1
0
x ( ) d
s
X ( s)

0
h ( t ) x ( ) d H (s) X (s)

constant coefficient

linear time-invariant system

y (t) 2 y(t) x(t), y(0) 1, x(t) 10, t 0

() ()

sY ( s ) y (0) 2Y ( s ) X ( s )

10
x (t ) 10 X ( s ) y (0) 1
s

10
( s 2)Y ( s ) 1
s

s 2

1 10
Y ( s)
s 2 s ( s 2)
5 4

s s2

y (t ) Y ( s ) y (t )
Y (s )

1 1
y (t ) L 1{Y ( s )} 5L 1 4L 1 5 4e
2 t

s s 2


()

L L 1

()

()
x (t )
y (t ) h(t ) impulse response
X (s ) Y (s ) H (s )

x(t ) y(t )

X (s ) Y (s)

()

()

y (t ) 0
h (t ) x ( ) d

()


Y ( s ) L{ y (t )} H ( s ) X ( s )

x (t ) h(t ) X (s ) H (s )
y (t )
()
x (t ) 5 sin t t 0
h (t ) e 2 t y (t )
y (t )

y (t ) 0
e 2 ( t ) 5 sin d

x (t ) 5 sin t h (t ) e 2 t
5 1
X ( s ) H ( s)
s 1
2
s2

1 5
Y ( s) H ( s) X ( s) 2
s 2 s 1
1 s 2
2 2
s 2 s 1 s 1

y (t )

1 s 1
y (t ) L 1{Y ( s)} L 1 L 1 2 2L 1 2
s 2 s 1 s 1
e 2t cos t 2 sin t

()
 x(t ) h(t )

L
Y (s )

()

--
RLC circuit
transfer functionstability
frequency response

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Theory, Applications, Technology. Orlando, FL: Saunders College Publishing.

[2] Lindner, D. K. (1999). Introduction to Signals and Systems. WCB/McGraw-

Hill.

[3] Oppenheim, A. V., Willsky, A. S. and Nawab, S. H. (1997). Signals & Systems,
2nd ed. (International ed.) Upper Saddle River, NJ: Prentice-Hall Inc.

[4] Strum, R. D. and Kirk, D. E. (2000). Contemporary Linear Systems Using

MATLAB. Pacific Grove, CA: Brooks/Cole.

[5] Zill, D. G. and Cullen M. R. (1997). Differential Equations with Boundary-

Value Problems, 4th ed. Pacific Grove, CA: Brooks/Cole.