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Chapter 7

Laplace Transforms

Applications of Laplace Transform


Easier than solving differential equations
Used to describe system behavior
We assume LTI systems
Uses S-domain instead of frequency domain

Applications of Laplace Transforms/


Circuit analysis
Easier than solving differential equations
Provides the general solution to any arbitrary wave (not just LRC)
Transient
Sinusoidal steady-state-response (Phasors)

Signal processing
Communications

Definitely useful for Interviews!


notes

Building the Case

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!

Laplace Transform Convergence


The Laplace transform does not converge to a finite value for all signals
and all values of s
The values of s for which Laplace transform converges is called the
Region Of Convergence (ROC)
Always include ROC in your solution!
Example:

f (t ) e at u (t );

0+ indicates greater than


zero values

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!

Example of Bilateral Version


f (t ) e at u ( t );

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

Note that Laplace can also be found for periodic functions

Example RCO may not always exist!


f (t ) e 2t u (t ) e 3t u (t )

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!

Example Unilateral Version

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

Scaling & Time Translation


Scaling

Do the time translation first!

e sb / a
f ( at b)u ( at b)
F (s / a)
a
Time Translation

b=0

Shifting and Time Differentiation


Shifting in s-domain

Differentiation in t

Read the rest of


properties on your
own!

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

Note the ROC did not change!

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

5e 2 ( 0.3) {e 0.3( t ) e 2 ( 0.3)u (t 2)}


5e 2 ( 0.3) {e 0.3( t 2 )u (t 2)}
e 2 ( 0.3) 2 s 2.744 2 s
F ( s) 5
e
e ; Re( s ) 0.3
s 0.3
s 0. 3

Example Application of Differentiation


g (t ) tf (t )
{tf (t )} ?

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

Read Section 7.4

Read about Symbolic Mathematics:


http://www.math.duke.edu/education/ccp/materials/diffeq/mlabtutor/mlabtut7.html
And
http://www.mathworks.de/access/helpdesk/help/toolbox/symbolic/ilaplace.html

Matlab Code:

Example

e sb / a
f ( at b)u ( at b)
F (s / a)
a

What is Laplace of t^3?


From the table: 3!/s^4 Re(s)>0

Time transformation

Find the Laplace Transform:


g (t ) sin(12t / 2)u (4t / 6)
g (t ) sin{3(4t / 6)}u (4t / 6) sin(3 )u ( ) 4t / 6
Time _ Translatio n :
a 4; b / 6
e s / 24
G (s)
F ( s / a);
4
f ( ) sin(3 )u ( ) F ( s )

3
s2 9

Note that without u(.) there will


be no time translation and
thus, the result will be different:

e s / 24
3
G (s)
;
2
4 ( s / 4) 9
Assume t>0

Given Laplace find f(t)!

A little about Polynomials

Consider a polynomial function:

A rational function is the ratio of two polynomials:


Has roots and zeros; distinct roots, repeated
roots, complex roots, etc.

A rational function can be expressed as partial fractions

A rational function can be expressed using polynomials


presented in product-of-sums

Finding Partial Fraction Expansion


Given a polynomial
Find the POS
(product-of-sums) for the denominator:

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

Consider an RL circuit with R=4, L=1/2. Find i(t) if


v(t)=12u(t).
di (t )
Ri (t ) v (t )
dt
di (t )
0.5
4i (t ) v (t )
dt
U sin g _ Laplace :
L

(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

Partial fraction expression

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

What are the initial [i(0)] and final


values:

i (0 ) lim s sI ( s ) lim s

24
0
s 8

lim s i (t ) lim s 0 sI ( s) lim s 0

24
3
s 8

Using initial-value property:


Using the final-value property

Note: using Laplace Properties

Initial _ value : f (0 ) lim f (t ) lim sF ( s )


t 0

Final _ value : f ( ) lim f (t ) lim sF ( s )


t

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

Note how the voltage looks like:

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:

Partial Fraction Expansion


(no repeated Poles/Roots) Example

Using Matlab:
Matlab code:
b=[8 3 -21];
a=[1 0 -7 -6];
[r,p,k]=residue(b,a)

We can also use


ilaplace (F); but the
result may not be
simplified!

Finding Poles and Zeros

Express the rational function as


the ratio of two polynomials each
represented by product-of-sums

Example:

F (s)

4s 8
2( s 2)

2 s 2 8s 6
( s 1)( s 3)

Pole
S-plane

zero

H(s) Replacing the Impulse Response


x(t)

h(t)

convolution

y(t)

X(s)

H(s)

multiplication

Y(s)

H(s) Replacing the Impulse Response


x(t)

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)

This is commonly used in D/A converters!

Dealing with Complex Poles


Given a polynomial
Find the POS (product-of-sums)
for the denominator:

Write the partial fraction


expression for the polynomial
Find the constants
The pole will have a real and
imaginary part: P=|k|

When we have complex poles {|


k| then we can use the
following expression to find the
time domain expression:
http://cnx.org/content/m2111/latest/

a Re( P); b Im(P ); angle _ of _ P


f (t ) 2 | k | e at cos(bt )

Laplace Transform Characteristics


Assumptions: Linear Continuous Time
Invariant Systems
Causality
No future dependency
If unilateral: No value for t<0; h(t)=0

Stability
System mode: stable or unstable
We can tell by finding the system
characteristic equation (denominator)

We need to add control


mechanism to make the
overall system stable

H (s)

1
1

s 2 4 ( s 2)( s 2)

h(t ) Ae 2t u (t ) Be 2t u (t )

Stable if all the poles are on the left


plane

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)

Frequency Response Matlab Code


3s 1
s 2 2s 5
3 j 1
H ( )
2 2 j 5
H ( s)

Inverse Laplace Transform

Example of Inverse Laplace Transform

Bilateral Transforms

Laplace Transform of two


different signals can be the
same, however, their ROC can
be different:
Very important to know the
ROC.

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

How to find the transform of


signals that are bilateral!
See notes

How to Find Bilateral Transforms

If right-sided use the table for unilateral Laplace Transform


Given f(t) left-sided; find F(s):
Find the unilateral Laplace transform for f(-t) laplace{f(-t)}; Re(s)>a
Then, find F(-s) with Re(-s)>a

Given Fb(s) find f(t) left-sided :


Find the unilateral Inverse Laplace transform for F(s)=fb(t)
The result will be f(t)=fb(t)u(-t)

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

Examples of Bilateral Laplace Transform

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

;4 Re( s ) & 5 Re( s )


s5 s4

x(t ) 2e 5t u (t ) e 4t u (t )

2
1

;4 Re( s );5 Re( s )


s5 s4

Find the unilateral Laplace transform for f(-t) laplace{f(-t)}; Re(s)>a


Then find F(-s) with Re(-s)>a
Alternatively: Find the unilateral Laplace transform for f(t)u(-t)
(-1)laplace{f(t)}; then, change the inequality for ROC.

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

3.1, 3.3, 3.5, 3.6, 3.7-3.16, For Quiz!


3.17-3.23
Read section 7.8
Read examples 7.15 and 7.16

Useful Applet: http://jhu.edu/signals/explore/index.html

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