M.D.

Bryant ME 344 notes 03/25/08

1
Laplace Transforms &
Transfer Functions


Laplace Transforms: method for solving
differential equations, converts differential
equations in time t into algebraic equations
in complex variable s

Transfer Functions: another way to represent
system dynamics, via the s representation
gotten from Laplace transforms, or excitation
by e
st
M.D. Bryant ME 344 notes 03/25/08


2
Laplace Transforms

Purpose: Converts linear differential equation
in t into algebraic equation in s

Forward transform, t ! s: f(t) ! F(s)
F(s) = "
#
t= 0
!
f(t) e
- st
dt = L {f(t); t ! s }

Convergence/existence of integral:
|f(t)| < M e
- at
, a + Re(s) > 0
so that e
-[a + Re(s)]t
finite as t ! !

Inverse transform, s! t: F(s) ! f(t)
f(t) =
1
2"j
"
#
"= c- j!
c+j!
F(s) e
st
ds = L
-1
{F(s); s! t }

Integral in complex plane, rarely do
M.D. Bryant ME 344 notes 03/25/08


3

Procedure:

Convert Linear Differential Equations

!
x = Ax + f (t )



!
d
n
x
dt
n
+a
n"1
d
n"1
x
dt
n"1
+!+a
2
d
2
x
dt
2
+a
1
d x
dt
+a
0
x = f (t )

in time t into algebraic equations in
complex variable s, via forward Laplace
transforms:

X(s)=L {x(t); t ! s }, F(s)=L {f(t); t ! s }

Solve resulting algebraic equations in s,
for solution X = X(s)

Convert solution X(s) into time function
x(t), via inverse Laplace transform:

x(t) = L
-1
{X(s); s! t }
M.D. Bryant ME 344 notes 03/25/08


4
Example: Solve initial value problem,
differential equation with initial condition:




x
+ 2 # "
n



x
+ "
2
n
x = H
o
u
s
(t)

x(0) = x
o
,


x
(0) = x
1

Apply Laplace transform
L= "
#
t= 0
!
{
.
} e
- st
dt to all terms in equation:

!
x (t )e
" st
t= 0
#
$
dt + 2%&
n
x (t )e
" st
t= 0
#
$
dt + &
n
2
x(t )e
" st
dt
t= 0
#
$
=
"
#
t= 0
!
H
o
u
s
(t) e
- st
dt
factor constants and apply definition for
u
s
(t) :
"
$
$
#
t= 0
!

d
2
x
dt
2
e
- st
dt + 2#"
n
"
$
#
t= 0
!

dx
dt
e
- st
dt +"
2
n
"
#
t= 0
!
x e
- st
dt
= H
o
"
#
t= 0
!
e
- st
dt



M.D. Bryant ME 344 notes 03/25/08


5
Define X(s) = "
#
t= 0
!
x(t) e
- st
dt
Integrate by parts

dx
dt
e
- st
|
!
t=0
+s
"
$
$
#
t= 0
!

dx
dt
e
- st
dt +2#"
n
{x(t) e
- st
|
!
t=0

+s "
#
t= 0
!

x(t)
e
- st
dt } + "
2
n
X(s) =
!
H
O
("s)
e
- st
|
!
t=0

Rearrange, note
!
lim
t "#
e
$ st
= 0

-


x
(0) + s (- x(0) + s X(s) ) + 2#"
n
{- x(0) +
s X(s) } + "
2
n
X(s) =
H
o

s


! Note: L {dx/dt} = - x(0) + s X(s)
L {d
2
x/dt
2
} = L {d
!
x /dt} =-
!
x (0) + sL {dx/dt}

Result: algebraic equation in s
!
(s
2
+2"#
n
s +#
n
2
)X(s) =
H
O
s
+ x
1
+(s +2"#
n
)x
0

Note:


x
(0) = x
1
, x(0) = x
o

M.D. Bryant ME 344 notes 03/25/08


6

Solve
X(s) =
H
o

s
+ x
1
+ ( s + 2 # "
n
) x
o
s
2
+ 2 # "
n
s + "
2
n


Note:
o characteristic equation in denominator
o terms from initial conditions x
1
,
x
o
grouped with excitation term
!
H
O
s


M.D. Bryant ME 344 notes 03/25/08


7
Apply inverse Laplace: x(t) = L
-1
{X(s); s! t }
x(t) =
H
o
"
2
n
L
-1
{
"
2
n
s (s
2
+ 2 # "
n
s + "
2
n
)
}
+
x
o
"
2
n
L
-1
{
s "
2
n
s
2
+ 2 # "
n
s + "
2
n
}
+
x
1
+ 2 # "
n
x
o
"
2
n
L
-1
{
"
2
n
s
2
+ 2 # "
n
s + "
2
n
}

o Use Laplace transform tables for L
-1
:
x(t) =
H
o
"
2
n
{1 -
e
-# "
n
t
sin("
n
1 - #
2
t + arccos # )
1 - #
2
}
+
x
o
"
2
n
{ -
"
2
n
e
-# "
n
t
sin("
n
1 - #
2
t - arccos # )
1 - #
2
}
+
x
1
+ 2 # "
n
x
o
"
2
n
{
"
n
e
-# "
n
t
sin("
n
1 - #
2
t )
1 - #
2
}
M.D. Bryant ME 344 notes 03/25/08


8
Transfer Functions

Method to represent system dynamics, via
s representation from Laplace transforms.
Transfer functions show flow of signal
through a system, from input to output.

Transfer function G(s) is ratio of output x
to input f, in s-domain (via Laplace trans.):

!
G(s) =
X(s)
F(s)

Method gives system dynamics
representation equivalent to

! Ordinary differential equations
! State equations

Interchangeable: Can convert transfer
function to differential equations
M.D. Bryant ME 344 notes 03/25/08


9
Transfer Function G(s)

! Describes dynamics in operational sense
! Dynamics encoded in G(s)
! Ignore initial conditions (I.C. terms are
transient & decay quickly)
! Transfer function, for input-output
operation, deals with steady state terms

h(t)
H(s)
x(t)
X(s)
G(s)


! Example: Speed of automobile
o Output: speed x(t) expressed as X(s)
o Output determined by input, system
dynamics & initial conditions
o Input: gas pedal depression h(t)
o Dynamics: fuel system delivery,
motor dynamics & torque,
transmission, wheels, car translation,
mass, wind drag, etc.
o Initial conditions (initial speed)
influence on current speed
diminishes over time, thus ignore
M.D. Bryant ME 344 notes 03/25/08


10
Transfer Function Example: 2
nd
order
system

Differential equation at steady state (can
ignore initial conditions)



x
+ 2 # "
n



x
+ "
2
n
x = h(t)

Apply Laplace transform, define

X(s) =L{x(t); t ! s}, H(s) =L{h(t); t ! s }

Result: algebraic equation
(s
2
+ 2#"
n
s + "
2
n
)X(s) = H(s)

Transfer function G(s): ratio of output
X(s) to input H(s)

G(s) =
X(s)
H(s)
=
1
s
2
+ 2 # "
n
s + "
2
n

Note:
o characteristic equation in denominator
o denominator roots => eigenvalues
o transfer functions eigenvalues called
poles
M.D. Bryant ME 344 notes 03/25/08


11
Example: First order system

!
"

x + x = f (t)


Apply Laplace transform, define

X(s) =L{x(t); t ! s}, F(s) =L{f(t); t ! s }

L{$


x
; t ! s} +L{x(t); t ! s} =L{f(t); t ! s }

Result: algebraic equation

s$X(s) + X(s) = F(s)

Transfer function
G(s) =X(s)/F(s) =
!
1
"s +1

Note:
o characteristic equation in denominator
o transfer functions eigenvalues = poles
o p
1
= %
1
= - 1/$


M.D. Bryant ME 344 notes 03/25/08


12
Transfer Function from State Equations

Matrix form

!
x = Ax + f (t )


Explicit equation form

!
x
k
= a
jk
j=1
n
"
x
j
+ f
k
(t )


Define

X
k
(s)=L {x
k
(t); t ! s }, F
k
(s)=L {f
k
(t); t ! s }

Apply Laplace transform

!
sX(s) = AX(s) + F(s)

or

!
sX
k
(s) = a
jk
j=1
n
"
X
j
(s) + F
k
(s)
M.D. Bryant ME 344 notes 03/25/08


13

Rearrange matrix form:

!
sI " A
[ ]
X(s) = F(s)

Solve, via Cramers rule:

!
X
k
(s) =
det sI " A
[ ]
kth column replaced by F ( s )
{ }
det sI " A
[ ]


Transfer function, define which output
X
k
(s) and which input F
j
(s):

!
G
kj
(s) =
X
k
(s)
F
j
(s)


Solve, via previous result with all
components of F(s) zero, except F
j
(s)

M.D. Bryant ME 344 notes 03/25/08


14

Example: differential equations
from transfer function:

!
G(s) =
X(s)
F(s)
=
2s +5
s
4
+ 3s
3
+2s
2
+2s +1


! Cross multiply ratios:

!
s
4
+ 3s
3
+2s
2
+2s +1
( )
X(s) = 2s +5
( )
F(s)

!
s
4
X + 3s
3
X +2s
2
X +2sX + X = 2sF+5F

! Treat: s => d/dt

!
d
4
x
dt
4
+ 3
d
3
x
dt
3
+ 2
d
2
x
dt
2
+ 2
dx
dt
+ x = 2
df
dt
+ 5 f (t)
M.D. Bryant ME 344 notes 03/25/08


15
Block Diagrams


h(t)
H(s)
x(t)
X(s)
G(s)


Another way to represent system
dynamics pictorially

Weakness: lacks causality information

Shows signal flow through system

Transfer function G(s) inside block

Output:

X(s) = G(s) H(s)

transfer function times input H(s)

Can assemble blocks into system model:
M.D. Bryant ME 344 notes 03/25/08


16

Cascaded Blocks

H(s) X
1
(s)
G
1
(s)
X
2
(s)
G
2
(s)
X(s)
G
3
(s)


Output = input to next
Models stringing of components

M.D. Bryant ME 344 notes 03/25/08


17
Example: stereo system
CD player
amplifier
speaker


! CD player% amplifier% speakers
! CD player:
!
G
1
(s) =
X
1
(s)
H(s)

Input: H(s) from CD laser
reader
Output: CD voltage X
1
(s)
! Power amplifier:
!
G
2
(s) =
X
2
(s)
X
1
(s)

Input: CD output voltage X
1
(s)
Output: amp voltage X
2
(s)
! Speakers:
!
G
3
(s) =
X(s)
X
2
(s)

Input: amp voltage X
2
(s)
Output: sound, acoustic
pressure X(s)
M.D. Bryant ME 344 notes 03/25/08


18
H(s) X
1
(s)
G
1
(s)
X
2
(s)
G
2
(s)
X(s)
G
3
(s)


Overall transfer function is product of
block transfer functions:

!
G(s) =
X(s)
H(s)
=
X(s)
X
2
(s)
X
2
(s)
X
1
(s)
X
1
(s)
H(s)
= G
1
(s)G
2
(s)G
3
(s)

Note:
!
G
1
(s) =
X
1
(s)
H(s)
,
!
G
2
(s) =
X
2
(s)
X
1
(s)
,

!
G
3
(s) =
X(s)
X
2
(s)

M.D. Bryant ME 344 notes 03/25/08


19
Example

H(s)
X(s)
3
s +1
2s !1
s
2
+4s +1


Transfer function:

!
G(s) =
X(s)
H(s)
= G
1
(s)G
2
(s) =
3
s +1
"
2s #1
s
2
+ 4s +1


!
G(s) =
3(2s "1)
(s +1)(s
2
+ 4s +1)
=
6s " 3
s
3
+5s
2
+5s +1


Poles = roots of denominator (values of s
such that transfer function becomes
infinite)
p
1
= -1, p
2
,p
3
= -2 !3

Zeros = roots of numerator (values of s
such that transfer function becomes 0)

z
1
= 1/2
M.D. Bryant ME 344 notes 03/25/08


20
Summer (Summing Junction)

X
1
(s)
X
2
(s)
X(s)
+
+
-
X
3
(s)


! Output = sum of inputs
! Sign on input => sign in equation
! Output X(s) = - X
1
(s) + X
2
(s) + X
3
(s)

M.D. Bryant ME 344 notes 03/25/08


21
Example: Feedback Control System

R(s)
X(s)
G(s)
H(s)
E(s)
+
-


! Goal: Closed loop transfer function
!
G
cl
(s) =
X(s)
R(s)

! Formulate:
!
E(s) = R(s) " H(s)X(s)
!
X(s) = G(s)E(s)
! Eliminate E(s):
!
X(s) = G(s)E(s) = G(s) R(s) " H(s)X(s)
[ ]

! Solve for closed loop X(s)/R(s):

!
G
cl
(s) =
X(s)
R(s)
=
G(s)
1+G(s)H(s)

M.D. Bryant ME 344 notes 03/25/08


22
Example: Feedback Controller with
Disturbance
G
c
(s)
R(s)
X(s)
H(s)
E(s)
+
-
G
p
(s)
+
+
D(s)


! Closed loop transfer function, reference
input (temporarily set D(s) = 0 )

!
G
cl
(s) =
X(s)
R(s)
=
G
c
(s)G
p
(s)
1+G
c
(s)G
p
(s)H(s)


! Transfer function, disturbance (set R(s) = 0)

!
G
d
(s) =
X(s)
D(s)
=
G
p
(s)
1+G
c
(s)G
p
(s)H(s)

M.D. Bryant ME 344 notes 03/25/08


23

! Linear system, with both, sum outputs:


!
X(s) = G
cl
(s)R(s) +G
d
(s)D(s)

!
X(s) =
G
c
(s)G
p
(s)
1+G
c
(s)G
p
(s)H(s)
R(s)
!
+
G
p
(s)
1+G
c
(s)G
p
(s)H(s)
D(s)