The wise are instructed by reason;

ordinary minds by experience;

the stupid, by necessity; and
brutes, by instinct.
-Cicero
A mans judgement is no better than his
information.
- from Bits & Pieces
Laplace transforms
Introduction

Review of Complex Variables and Complex functions

Laplace transformation

Inverse Laplace transformation

Partial Fraction Expansion with MATLAB

Solving DEs

Assignments (start now)
Introduction
Time domain
unknown f(t), d/dt, Diff Eqs
Frequency domain
unknown F(s), Alg Eqs
Laplace
Transformation
Solve
Algebraic
Equations
Frequency domain
known F(s)
Time domain
known f(t)
Solve
Differential
Equations
Inverse
Laplace
Transform
Review of Complex Variables
and Complex functions
s j o e = +
Re( ) s o =
Im( ) s e =
2 2
| | s o e = +
1
tan s
e
o

| |
Z =
|
\ .
( )
| | cos( ) sin( ) s s s j s = Z + Z
?, ? o e = =
s j o e =
2
| | s ss =
Review of Complex Variables
and Complex functions
( ) ( , ) ( , )
x y
G s G G j o e o e = +
| ( ) | ?
( ) ?
G s
G s
=
Z =
0 0
( ) ( )
( ) lim lim
s s
d G s s G s G
G s
ds s s
A A
+ A A
= =
A A
s j o e A = A + A
Limits are path dependent. Consider 2 paths.
0
( ) lim
y
x
s
G
G d G
G s j
ds
o
o o o
A =A
c
c A
= = +
A c c
0
( ) lim
y
x
s j
G
G d G
G s j
ds j
e
e e e
A = A
c
c A
= = +
A c c
Review of Complex Variables
and Complex functions
Limits are path dependent. Consider 2 paths. If equal
y y
x x
G G
G G
j j
o o e e
c c
c c
+ = +
c c c c
Equating real and imaginary parts
,
y y
x x
G G
G G
o e o e
c c
c c
= =
c c c c
Cauchy-Riemann
Conditions.
Only if these two conditions are satisfied, the function G(s) is analytic.
Review of Complex Variables
and Complex functions
Points in the s plane at which the function G(s) is analytic are called
ordinary points.
Points in the s plane at which the function G(s) is not analytic are
called singular points.
Singular points at which the function G(s) or its derivatives
approach infinity are called poles.
Singular points at which the function G(s) equals zero are called
zeros.
If G(s) approaches infinity as s approaches p and if the function
G(s)(s+p)
n
, for n = 1, 2, 3, has a finite, nonzero value at s = -p,
then s=-p is called a pole of order n.
If n = 1, the pole is called a simple pole.
Review of Complex Variables
and Complex functions
Eulers Theorem cos( ) sin( )
j
e j
o
o o = +
Corollaries
cos( )
2
j j
e e
o o
o

+
=
sin( )
2
j j
e e
j
o o
o

=
Proof: Consider the Taylor series expansions of the functions
2 3
1
2! 3!
x
x x
e x = + + + +
2 4 6
cos 1
2! 4! 6!
u u u
u = + +
3 5 7
sin
3! 5! 7!
u u u
u u = + +
cos sin j u u + =
Laplace
Transformation 0
( ) ( [ ) ]
t
st
t
e dt f t f t
=

=
=
}
L
0
[1(
0, 0
1( ) ] ) ( )
0
1 ,
1,
t
st
t
e d
t
t t
t
t t
=

=
=
<

=
`
>
)
}
L
0 0
1( ) 1( ) [ ]
t t
st st
t t
e t t dt e dt
= =

= =
= =
} }
L
0
1
t
st
t
e
s
=

(
=
(

1
lim 1
st
t
e
s

(
=

1
s
=
Laplace
Transformation
1
!
[ 1( )]
( )
n at
n
An
At e t
s a

+
=
+
L
( ) cos( )1( )
cos( )1(
,
[ ] )
f t A t t
A t t e
e =
L 1( )
2
j t j t
e e
A t
e e

+
(
=
(

L
1( ) 1( )
2 2
j t j t
e e
A t A t
e e
( (
= +
( (

L L
1 1
2 2
A A
s j s j e e
= +
+
( )
( )( )
( )
2
s j s j
A
s j s j
e e
e e
+ +
=
+
2 2
As
s e
=
+
Laplace
Transformation
[ ( )] 1 t o = L
Inverse Laplace Transformation
3
( )
( 1)( 2)
s
F s
s s
+
=
+ +
Partial fraction Expansion.
Cover up Rule
( )
1 2
F s
s
A B
s
= +
+ +
2
( ) 1( )
t t
f t e e A B t

( = +

3
( 1) ( 1)
( 1)( 2) 1 2
s A B
s s
s s s s
+
(
+ = + +
(
+ + + +

3
( 1)
( 2) 2
s B
A s
s s
+
(
= + +
(
+ +

2
3
( 1)
s
s
B
s
=
( +
=
(
+

2 A=
A:
3
( 2) ( 2)
( 1)( 2) 1 2
s A B
s s
s s s s
+
(
+ = + +
(
+ + + +

3
( 2)
( 1) 1
s A
s B
s s
+
(
= + +
(
+ +

1
3
( 2)
s
s
A
s
=
( +
=
(
+

1 B=
B:
2
( ) ( ) 1( 1 2 )
t t
f t e e t

(

= +
Laplace
transform of a
derivative
( ) ( ) (0)
d
L f t sF s f
dt

=
`
)
Primes and dots are often used as alternative notations for the derivative.

Dots are almost always used to denote time derivatives.

Primes might denote either time or space derivatives.

In problems with both time and space derivatives, primes are space
derivatives and dots are time derivatives.
Note:
Lower case f indicates function
of time.
Upper case F indicates function
of s.
(Multiplication by s) =
(differentiation wrt time)
Inverse Laplace Transformation
3 2
5 9 7
( )
( 1)( 2)
s s s
F s
s s
+ + +
=
+ +
3
2
( 1)( 2)
s
s
s s
+
= + +
+ +
2
1 2
A B
s
s s
= + + +
+ +
2
( ) '( ) 2 ( ) 1( )
t t
f t t t Ae Be t o o

( = + + +

2
( ) '( ) 2 ( ) 2 1( )
t t
f t t t e e t o o

( = + +

A and B same as in previous problem.
(Todays date: 8/29/03)
Assignment due next class period

You will receive two pieces of paper
One has Good (not necessarily perfect)
responses to the quiz questions.
The other has a different response to the quiz
questions. These may or may not have errors on
them. This page has your name on a label.
Use the notes and the Good responses to
make corrections on the quiz responses on
the page with your name on it.
Inverse Laplace Transformation
2
2
2 12
( ) , 2 5 ( 1 2)( 1 2)
2 5
s
F s s s s j s j
s s
+
= + + = + + +
+ +
2 12
( )
( 1 2)( 1 2)
s
F s
s j s j
+
=
+ + + ( 1 2) ( 1 2)
A A
s j s j
= +
+ + +
(1 2) (1 2)
( ) 1( )
j t j t
f t Ae Ae t
+
( = +

1 2
2 12
1 2
s j
s
A
s j
= +
( +
=
(
+ +

2( 1 2) 12
1 2 1 2
j
j j
+ +
=
+ + +
1 2.5 j =
1.1903
2.6926
j
e

=
( )
(2 1.1903) (2 1.1903)
( ) 2.6926 1( )
t j t j t
f t e e e t

(
= +

1.1903
2.6926
j
A e =
( ) 5.3852 cos(2 1.1903) 1( )
t
f t e t t

( =

Inverse Laplace Transformation
2
3
2 3
( )
( 1)
s s
F s
s
+ +
=
+
2 3
1 ( 1) ( 1)
A B C
s s s
= + +
+ + +
2 3
1 ( 1) ( 1)
A B C
s s s
= + +
+ + +
2
3 3
3 2 3
2 3
( 1) ( 1)
( 1) 1 ( 1) ( 1)
s s A B C
s s
s s s s
( + +
+ = + + +
(
+ + + +

2
( ) 1( )
2
t t t
C
f t Ae Bte t e t

(
= + +
(

2 2
2 3 ( 1) ( 1) s s s A s B C + + = + + + +
2 2
1 1
2 3 ( 1) ( 1)
s s
s s s A s B C C
= =
( ( + + = + + + + =

2 =
2
1
2 3
s
d
B s s
ds
=
(
( = + +
(

| |
1
2 2
s
s
=
= +
0 =
2
2
2
1
2 3
s
d
A s s
ds
=
(
( = + +
(


2
1
2 2
s
d
s
ds
=
(
( = +
(

2 =
2
( ) 2 1( )
t t
f t e t e t

( = +

Partial Fraction Expansion with
MATLAB
Read Section 2-6
Feel free to use MatLab to check your work.
You will not have access to MATLAB on tests.
Solving DEs
Laplace transforms are the
primary tool used to solve DEs in
control engineering.
d
s
dt

L
2
2
2
d
s
dt

L
When initial
conditions are zero:
n
n
n
d
s
dt

L
For non zero
initial conditions
( ) ( ) (0)
d
y t sY s y
dt
(
=
(

L
2
2
( ) ?
d
y t
dt
(
=
(

L
3
3
( ) ?
d
y t
dt
(
=
(

L ( ) ?
n
n
d
y t
dt
(
=
(

L
{ }
0
( ) ?
t
L f d
t
t
t t
=
=
=
}
Solving DEs
3 2 0, (0) , (0) x x x x a x b + + = = =
| |
2
( ) (0) (0) 3 ( ) (0) 2 ( ) 0 s X s sx x sX s x X s
(
+ + =

2
3 2 ( ) 3 s s X s sa b a
(
+ + = + +

2
3
( )
3 2
sa b a
X s
s s
+ +
=
+ +
3
( 1)( 2)
sa b a
s s
+ +
=
+ + 1 2
A B
s s
= +
+ +
2
( ) 1( )
t t
x t Ae Be t

(
= +

1
3
2
s
sa b a
A
s
=
+ +
(
=
(
+

2 b a = +
2
3
1
s
sa b a
B
s
=
+ +
(
=
(
+

B b a =
2
(2 ) ( ) 1( )
t t
a b e a b e t

(
= + +

Solving DEs
2 5 3, (0) 0, (0) 0 x x x x x + + = = =
2
3
( ) 2 ( ) 5 ( ) s X s sX s X s
s
+ + =
2
3
2 5 ( ) s s X s
s
(
+ + =

3
( )
( 1 2 )( 1 2 )
X s
s s j s j
=
+ + +
( )
1 2 1 2
A B B
X s
s s j s j
= + +
+ + +
(1 2 ) (1 2 )
( ) 1( )
j t j t
x t A Be Be t
+
(
= + +

.6 A=
2.6779
.3 .15
.3354
j
B j
e
= +
=
2.6779
.3 .15
.3354
j
B j
e

=
=
No js in final answer.
Assignment
Read Chapter 2.

Un-graded homework. Be able to work, without referring to the
book, A-2-2 thru A-2-7, A-2-11 thru A-2-14, A-2-17.

Graded homework, due next class. B-2-1, B-2-11, B-2-13, B-2-
14, B-2-18 thru 23.

Quiz. Solve a differential equation similar to one in the
assignments.

A2-1 Poles
A2-2 thru A2-4, A2-10 Laplace transform B2-1 thru B2-6
A2-5 thru A2-7 Laplace transform
theorems
B2-9
A2-8 thru A2-9 proofs
A2-11 thru A2-14 Inverse Laplace
transform
B2-11 thru B2-14
A2-15 thru A2-16 Inverse Laplace
transform MATLAB
B2-15 thru B2-17
A2-17 Solve DEs B2-18 thru B2-23