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Initial Conditions, Generalized Functions, and The Laplace Transform
Initial Conditions, Generalized Functions, and The Laplace Transform
without specifying the meaning of the lower limit of integration. Said informally, does the integral include the origin fully,
partially, or not at all? This question becomes critical when
singularitiesthe delta function and its derivativesoccur at
t = 0.
In the context of differential equations, singularities arise
from discontinuites in signals that are differentiated, or from
considering systems driven with singularities in the input.
Since the analysis of transient response is one of the key topics
in dynamic-systems courses, we need to teach techniques that
handle discontinuities and singularities, including those at the
origin. In particular, any presentation based on the unilateral
Laplace transform should unambiguously specify how the
origin is treated.
To understand and apply the unilateral Laplace transform,
students need to be taught an approach that addresses arbitrary
inputs and initial conditions. Some mathematically oriented
treatments of the unilateral Laplace transform, such as [6] and
[7], use the L+ form
Z
f (t)est dt
(1)
L+ {f (t)} =
0+
(2)
(3)
(4)
s1
(5)
involving the post-initial value at t = 0+ , where the notation s 1 indicates that the limit is taken along the
positive real axis.
Many books [13][17] implicitly adopt the L+ transform by
using the derivative property (2), but are not explicit as to the
lower limit on the Laplace integral. However, these texts still
find that the transform of the unit impulse is L{(t)} = 1. In
the engineering context, this inconsistency can likely be traced
back to the classic text [18], which is cited by the landmark
control texts [19][23]. The resulting conflict is frequently
circumvented by defining the delta function as occurring
completely to the right of t = 0 [15], [24][26]. If the delta
function occurs to the right of the origin, what then does 0+
mean, and what time value is associated with the initialvalue theorem (5)? With such questions left unaddressed, it
is difficult to teach engineering students to reliably analyze
transients at the origin in dynamic systems with the L+
transform. Additionally, with the L+ approach the post-initial
value f (0+ ) needs to be determined by independent means.
We certainly owe it to students not to leave this issue fuzzy
by simply avoiding problems that require a discussion of 0
and 0+ .
These troubles arise from a reluctance to use the generalized
derivative. One of the goals of this article is to show that
a formal but easily understood treatment can be based on
generalized functions. In brief, the fact that the derivative at a
C
vO
vI (t) =
1 V, t < 0
0 V, t > 0
d
vO
(vI vO )
=0
dt
R
vO
dvI
dvO
+
=
.
(6)
dt
RC
dt
This example is solved by means of time-domain, L+ , and L
approaches to illuminate their advantages and disadvantages.
1) Physical Reasoning: An experienced analyst might approach the problem using the following time-domain argument: With the given input, the capacitor voltage is continuous
at t = 0 since there are no impulsive currents: that is,
vC (0 ) = vC (0+ ) = 1 V. With the input step of 1 V, the
output thus takes a step of 1 V at t = 0, and thus vO (0+ ) =
1 V. Furthermore, in steady state with the input vI (t) equal
to zero, the loop current is zero, and thus lim vO (t) = 0 V.
t
The system has a single time constant = RC; these initial
and final values are satisfied by the homogeneous response
vO (t) = et/ for t > 0. This function is shown in Figure 2
along with the input waveform.
This approach has the advantage that it is physically based
and doesnt require any signficant mathematical machinery.
1
0.8
0.6
0.4
0.2
0
0.2
1
0.5
0.5
1
Time
1.5
2.5
Vo (s) =
0.2
1
s + 1/
and
0.2
0.4
0.6
0.8
1
1
0.5
0.5
1
Time
1.5
2.5
Vo (s)
= sVi (s) vI (0+ ),
RC
Vo (s) =
sVi (s) vI (0 ) + vO (0 )
.
s + 1/
(8)
sVi (s) vI (0 ) + vO (0 )
.
s + 1/
Vo (s) =
which yields
+
(7)
Position y(t)
0.15
0.1
0.05
0
5
b
Position y(t)
k
x
5
Time (a)
10
15
5
Time (b)
10
15
5
Time (c)
10
15
0.2
0.15
0.1
0.05
0
5
Position y(t)
0.2
0.15
0.1
0.05
0
5
1
b
+
.
s ms2 + bs + k
and
Inverting this expression gives the time response shown in
L {
y } = s2 Y (s) sy(0 ) y(0
).
Figure 4(b). The observed motion results from the force
impulse b(t) that the damper applies to the mass at the
Therefore, the differential equation transforms to
moment of the step. Applying the initial-value theorem to Y (s)
ms2 Y (s) msy(0 ) my(0
) =
and sY (s), respectively, yields the post-initial values y(0+ ) =
b sX(s) x(0 ) sY (s) + y(0 ) + k (X(s) Y (s)) . 1 m and y(0
+ ) = b/m. The post-initial velocity is simply an
expression of the change in momentum induced in the mass
Solving for the output Y (s) gives
by the force impulse applied from the damper; this change in
(bs + k)X(s) bx(0 ) + (ms + b)y(0 ) + my(0
) momentum occurs in all three cases studied here.
Y (s) =
+
.
ms2 + bs + k
ms2 + bs + k
The third set of initial conditions is selected to yield
(10) immediate convergence to the final value of the response. That
Using this solution, we can readily find the system response is, we choose the initial position as y(0 ) = 1 m and set the
to arbitrary Laplace-transformable inputs and general initial initial velocity to y(0
) = b/m, such that the initial velocity
conditions.
is exactly canceled by the force impulse from the damper. For
We now assume that the input takes the form of a one-meter these initial conditions, the output transform (10) is
step x(t) = u(t), which has the transform X(s) = 1/s and a
1
ms2 + bs + k
pre-initial value x(0 ) = 0 m. The solution under this step is
= .
Y (s) =
2 + bs + k)
s(ms
s
then calculated for three sets of initial conditions. The first set
of initial conditions for the output and its derivative are the We recognize this result as the transform of the unit step,
initial-rest conditions y(0 ) = 0 m and y(0
) = 0 m/s. From which gives
(10) the resulting output transform is
y(t) = 1 m, t > 0.
L {y}
= sY (s) y(0 ),
Y (s) =
bs + k
.
s(ms2 + bs + k)
Y (s) =
at every element of S. Thus, part of the data of a piecewisesmooth function on [0, ) is the sequence of values f (n) (0 ),
for n = 0, 1, 2 . . .. These data are not implied by values of f (t)
for t 0. In fact, the series formed using these values,
X
f (n) (0 ) n
x ,
n!
n=0
( ) (t a) =
(l+1)
(t a) .
(11)
(12)
b+
b+ Z
f (t)g(t) dt = f (t)g(t)
b+
(15)
2) Convolution: The convolution product cannot be defined
on the whole of our space of generalized functions so as to
have expected properties. Convolution with (t a), where
a 0, should be a shift, that is
f (t a) if t > a,
(16)
(t a) f (t) =
0 if t < a.
(17)
which is valid for all generalized functions f (t), and the assertion of associativity and commutativity define the convolution
product on this subspace. Note that (17) for f (t) = (m) (t)
gives the equation (n) (t) (m) (t) = (n+m) (t). In particular,
(t) (t) = (t).
It turns out that (12), along with the product rule (11), determines expressions for all products of the form g(t) (n) (t a),
where g(t) is a smooth function, as linear combinations of
terms of the form (nk) (t a) with constant coefficients.
To see this result, we differentiate (12) and apply this same
identity with g 0 (t) replacing g(t) to find
L { (n) (t)} = sn ,
f (t)g 0 (t) dt
0
and
g 0 (t) = sest
f (t)e
Taking the limit as s goes to infinity along the real axis gives
Z
0
st
f (t)e
dt + f (0 )
lim sF (s) =
lim
dt = f (0 )e +
f (t) sest dt
s1
=
=
lim
s1
lim
s1
0
0+
f (t)e dt +
st
f (t)e
dt
0+
!
0+
f (t)
+ 0 + f (0 )
0
= f (0 ),
g(t) = est
st
s1
with
n=1
s1
yields
Z
= f (0 ) + sL {f (t)}.
s1
cl sl .
s1
+ f (0 )
s1
The initial-value theorem arises by applying the initialsingularity theorem to f 0 (t). The singularity of f 0 (t) at t = 0
is
X
(f (0+ ) f (0 ))(t) +
cl (l+1) (t) ,
l
f (0+ ) f (0 ) +
cl sl+1 .
cl sl+1 .
cl sl+1 .
s1
More generally, with the above analysis, we can see that the
value f (0+ ) can be read off directly from an expression for
the Laplace transform. That is, if F (s) is a polynomial plus a
function F (s) converging to zero as s 1, then
lim sF (s) = f (0+ ) .
s1
s+a
ab
=1+
.
s+b
s+b
s1
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10
0
Amplitude of f(t)
Amplitude of f(t)
4
3
2
1
0
2
0
Time
1
0
1
1
0
Time
0
Time
0
1
1
0
Time
2
Amplitude of h(t)
Amplitude of h(t)
2
2
2
1
0
1
2
2
2
Amplitude of g(t)
Amplitude of g(t)
2
2
4
2
0
Time
1
0
1
2
2
0
Time
(f (t+
0 ) f (t0 ))(t t0 )
1
.
s+a
11
B. Properties of g(t)
VII. T HE AUTHORS
at
1 + G(s),
G(s) = 1
s+a
and thus
h(t) = e
u(t) u(t) =
1,
t < 0,
eat , t > 0,
s
2s + a
+1=
,
s+a
s+a
gives the correct result. Finally, the initial-value theorem gives
a correct result for both h and its derivative, h(0+ ) = 1 and
h0 (0+ ) = a, although we dont show the details here.
The formulas (3), (4), and (5) give consistent results. We
hope that the signal examples presented above help to clarify
the need for and application of these formulas.
L {h0 (t)} = sH(s) h(0 ) =