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Laplace Transforms
Signal processing
Communications
http://web.cecs.pdx.edu/~ece2xx/ECE222/Slides/LaplaceTransformx4.pdf
Laplace Transform
Laplace Transform
We use the following notations for Laplace Transform pairs
Refer to the table!
f (t ) e at u (t );
F ( s ) f (t )e st dt
1
e at e st dt
e ( s a )t
0
sa
1 ( j a ) t
e
sa
1
; Re( s ) a
sa
; note : s j
0
1 ( a ) t j t
e
e
sa
Re( s a) 0
0
Remember: e^jw is
sinusoidal; Thus, only the
real part is important!
Find F(s):
ROC
F ( s ) f (t )e st dt
S-plane
e at e st dt
Re(s)<a
Find F(s):
1
e( s a )t
sa
1
; Re( s a ) 0
sa
1
1
; Re( s ) a
; Re( s ) a
sa
sa
f (t ) e at u (t );
Remember
These!
F ( s ) f (t )e st dt
e at e st dt
1
e( s a )t
sa
1
; Re( s a ) 0
sa
1
1
; Re( s ) a
; Re( s ) a
sa
sa
F ( s ) f (t )e st dt
1
e u (t )
; Re( s ) 2
s2
1
3t
e u (t )
; Re( s ) 3
s3
1
1
F (s)
;
s2 s3
2t
Note that there is no common ROC Laplace Transform can not be applied!
Find F(s):
f (t ) e at u (t ); a 0
Find F(s):
F ( s ) f (t )e st dt
F ( s ) f (t )e dt
st
e st (t t 0 )dt e st0
e at e st dt
Find F(s):
1
; Re( s a ) 0 Re( s ) a
sa
f (t ) e at ; a 0
Find F(s):
F ( s) f (t )e st dt
0
e e dt
at st
1
[0 1]
sa
1
; Re( s a) 0 Re( s ) a
sa
f (t ) (t t 0 )
f (t ) (t )
F ( s ) 1; s
f (t ) u (t )
F ( s) f (t )e st dt
0
1
e st u (t )dt [limt e st 1]
0
s
1
[limt e ( j )t 1]
s
1
; Re( s ) 0
s
Example
f (t ) cos(bt )
f t 1 / 2e
jbt
1 / 2e
jbt
F ( s ) f (t )e st dt
0
1
e at
; Re( s ) a
sa
1/ 2
1/ 2
1 / 2e jbt
;1 / 2e jbt
; Re( s) 0
s jb
s jb
1/ 2
1/ 2
s
F (s)
2
; Re( s ) 0
s jb s jb s b 2
f (t ) sin(bt )
f t 1 / 2 je jbt 1 / 2 je jbt
F ( s ) f (t )e st dt
0
1
; Re( s ) a
sa
1/ 2 j
1/ 2 j
1 / 2 je jbt
;1 / 2e jbt
; Re( s ) 0
s jb
s jb
1/ 2 j 1/ 2 j
b
F (s)
2
; Re( s ) 0
2
s jb s jb s b
e at
Example
f (t ) e at cos(bt )
f t 1 / 2e jbt e at 1 / 2e jbt e at
F ( s ) f (t )e st dt
0
1
e
; Re( s ) a
sa
1
1
1
F (s)
2 s (a jb) s (a jb)
sa
; Re( s a ) 0
2
2
(s a) b
at
Properties
The Laplace Transform has many difference properties
Refer to the table for these properties
Linearity
e sb / a
f ( at b)u ( at b)
F (s / a)
a
Time Translation
b=0
Differentiation in t
Examples
f (t ) 5e 0.3t
1
e at
; Re( s ) a
sa
1
F (s) 5
; Re( s ) 0.3
s 0.3
f (t ) 5e 0.3( t 2 )u(t 2)
1
e at
; with _ time _ shift
sa
1
F ( s) 5
e 2 s ; Re( s ) 0.3
s 0.3
f (t ) 5e 0.3(t )u (t 2)
1
; with _ time _ shift
sa
f (t ) 5e 0.3( t )u (t 2){e 2 ( 0.3) e 2 ( 0.3) }
e at
G ( s ) tf (t )e st dt
0
st
f (t )e dt
ds 0
G ( s) F ( s)
ds
g (t ) t cos(bt )
{t cos(bt )} ?
G(s) F (s)
ds
s
{ 2
}; Re( s ) 0
2
ds s b
s2 b2
; Re( s ) 0
2
2 2
s b
Matlab Code:
Example
e sb / a
f ( at b)u ( at b)
F (s / a)
a
Time transformation
3
s2 9
e s / 24
3
G (s)
;
2
4 ( s / 4) 9
Assume t>0
Write the
partial fraction expression
for the polynomial
Find the constants
If the rational polynomial has
distinct poles then we can use the
following to find the constants:
G( s)
N (s)
N ( s)
D ( s ) ( s p1 )( s p2 )( s p3 )...
G( s)
k1
k2
k3
....
( s p1 ) ( s p2 ) ( s p3 )
k1 [( s p1 ) I ( s )]
s p1
k 2 [( s p2 ) I ( s )]
s p2
k 2 [( s p3 ) I ( s )]
s p3
......
http://cnx.org/content/m2111/latest/
Application of Laplace
(0.5s 4) I ( s ) V ( s )
1
I ( s ) H ( s ).V ( s )
0.5s 4
v (t ) 12u(t ) V ( s ) 12 / s
H ( s) I ( s) / V ( s)
Given
I ( s ) H ( s ).V ( s )
k1 [( s p1 ) I ( s )]
k2 [( s p2 ) I ( s )]
I ( s)
24
k
k
1 2
s( s 8) s s 8
p1 0
p2 8
3 3
i (t ) 3u(t ) 3e 8t ; t 0
s s8
Matlab
Code
Application of Laplace
i (0 ) lim s sI ( s ) lim s
24
0
s 8
24
3
s 8
t 0
Note that
Initial Value: t=0, then, i(t) 3-3=0
Final Value: t INF then, i(t) 3
i (t ) 3u(t ) 3e 8t ; t 0
Using Simulink
v(t
)
H(s)
i(t)
Actual Experimentation
di (t )
Ri(t ) v(t )
dt
di (t )
0.5
4i (t ) v(t )
dt
i (t ) 3u (t ) 3e 8t ; t 0
di (t )
v(t ) 0.5
12e 8t ; t 0
dt
L
Output Voltage:
Input Voltage:
Using Matlab:
Matlab code:
b=[8 3 -21];
a=[1 0 -7 -6];
[r,p,k]=residue(b,a)
Example:
F (s)
4s 8
2( s 2)
2 s 2 8s 6
( s 1)( s 3)
Pole
S-plane
zero
h(t)
convolution
y(t)
X(s)
H(s)
multiplication
Y(s)
h(t)
y(t)
X(s)
multiplication
convolution
Example: Find the output
X(t)=u(t); h(t)
H(s)
Y(s)
h(t)
h(t ) u (t ) u (t 1)
1
y(t)
1
0
1 es
H ( s)
s s
1
X ( s)
s
e^-sF(s)
1 es 1 es
Y ( s ) H ( s ). X ( s )
2 2
s2
s
s
y (t ) tu (t ) (t 1)u (t 1)
Stability
System mode: stable or unstable
We can tell by finding the system
characteristic equation (denominator)
H (s)
1
1
s 2 4 ( s 2)( s 2)
h(t ) Ae 2t u (t ) Be 2t u (t )
Bounded-input-bounded-output (BIBO)
Invertability
H(s).Hi(s)=1
Frequency Response
H(w)=H(s);sjw=H(s=jw)
3s 1
s 2 2s 5
3 j 1
H ( )
2 2 j 5
H (s)
Bilateral Transforms
1
; a Re( s ) Right sided
sa
1
x(t ) e at u (t )
; a Re( s ) Left sided
sa
x(t ) e at u (t )
Signals can be
Right-sided Use the bilateral
Laplace Transform Table
Left-sides
Have finite duration
Example
x (t ) 2e 5t u (t ) e 4t u (t )
2
;5 Re( s ) Right sided
s5
To _ Find :e 4t u (t )
2e 5t u (t )
Assume : f (t )
1
e 4t u (t )
;4 Re( s) Right sided
s4
1
F ( s)
;4 Re( s ) 4 Re( s ) Left sided
s4
2
1
F ( s)
s5 s4
x(t ) 2e 5t u (t ) e 4t u (t )
2
1
;5 Re( s ) 4
s5 s4
x(t ) 2e 5t u (t ) e 4t u (t )
2
1
x(t ) 2e 5t u (t ) e 4t u (t )
2
1
Feedback System
Find the system function for the
following feedback system:
X ( s) R( s) E ( s) Y ( s) / F ( s)
X(t)
Sum
R ( s ) Y ( s ).G ( s )
e(t)
y(t)
F(s)
+
r(t)
X ( s ) (Y ( s ).G ( s )) Y ( s ) / F ( s )
G(s)
F (s)
Y ( s) / X ( s) H ( s)
1 F ( s ).G ( s )
Equivalent System
X(t)
Feedback Applet:
http://physioweb.uvm.edu/homeostasis/simple.htm
H(s)
y(t)
Practices Problems
Schaums Outlines Chapter 3