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The Laplace Transform: S. Boyd EE102
The Laplace Transform: S. Boyd EE102
Boyd
EE102
Lecture 3
The Laplace transform
definition & examples
properties & formulas
linearity
the inverse Laplace transform
time scaling
exponential scaling
time delay
derivative
integral
multiplication by t
convolution
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Idea
the Laplace transform converts integral and differential equations into
algebraic equations
this is like phasors, but
applies to general signals, not just sinusoids
handles non-steady-state conditions
allows us to analyze
LCCODEs
complicated circuits with sources, Ls, Rs, and Cs
complicated systems with integrators, differentiators, gains
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Complex numbers
complex number in Cartesian form: z = x + jy
x = <z, the real part of z
33
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Example
lets find Laplace transform of f (t) = et:
F (s) =
et est dt =
0
e(1s)t dt =
0
1 (1s)t
e
1s
= 1
s1
0
the integral defining F makes sense for all s C with <s > 1 (the
region of convergence of F )
but the resulting formula for F makes sense for all s C except s = 1
well ignore these (sometimes important) details and just say that
L(et) =
The Laplace transform
1
s1
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More examples
constant: (or unit step) f (t) = 1 (for t 0)
F (s) =
1
est dt = est
s
=1
s
0
provided we can say est 0 as t , which is true for <s > 0 since
st j(=s)t (<s)t
e = e
= e(<s)t
e
| {z }
=1
the integral defining F makes sense for all s with <s > 0
but the resulting formula for F makes sense for all s except s = 0
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st
e
0
Z
= (1/2)
F (s) =
(1/2)e
jt
+ (1/2)e
jt
(s+j)t
dt + (1/2)
dt
e(sj)t dt
0
1
1
+ (1/2)
= (1/2)
s j
s + j
s
= 2
s + 2
(valid for <s > 0; final formula OK for s 6= j)
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powers of t: f (t) = tn (n 1)
well integrate by parts, i.e., use
Z
b
a
b Z b
0
u(t)v (t) dt = u(t)v(t)
v(t)u0(t) dt
a
n
e
+
tnest dt = tn
tn1est dt
F (s) =
s
s 0
0
0
n
L(tn1)
=
s
provided tnest 0 if t , which is true for <s > 0
applying the formula recusively, we obtain
F (s) =
n!
sn+1
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Impulses at t = 0
if f contains impulses at t = 0 we choose to include them in the integral
defining F :
Z
f (t)est dt
F (s) =
0
(you can also choose to not include them, but this changes some formulas
well see & use)
example: impulse function, f =
Z
st
st
(t)e
dt = e
=1
F (s) =
t=0
0
(k)
(t)e
st
kd
st
dt = (1) k e
dt
k
=s e
t=0
k st
t=0
= sk
39
Linearity
the Laplace transform is linear : if f and g are any signals, and a is any
scalar, we have
L(af ) = aF,
L(f + g) = F + G
L 3(t) 2e
= 3L((t)) 2L(et)
2
= 3
s1
3s 5
=
s1
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One-to-one property
the Laplace transform is one-to-one: if L(f ) = L(g) then f = g
(well, almost; see below)
F determines f
3s 5
s1
= 3(t) 2et
3s 5
s1
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examples:
f defined as
f (t) =
has F = 0
f defined as
f (t) =
1 t=2
0 t=
6 2
1/2 t = 0
1
t>0
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+j
F (s)est ds
j
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Time scaling
define signal g by g(t) = f (at), where a > 0; then
G(s) = (1/a)F (s/a)
makes sense: times are scaled by a, frequencies by 1/a
lets check:
Z
Z
f (at)est dt = (1/a)
G(s) =
0
where = at
example: L(et) = 1/(s 1) so
1
1
=
L(e ) = (1/a)
(s/a) 1 s a
at
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Exponential scaling
let f be a signal and a a scalar, and define g(t) = eatf (t); then
G(s) = F (s a)
lets check:
G(s) =
st at
e f (t) dt =
e(sa)tf (t) dt = F (s a)
s+1
s+1
=
cos t) =
(s + 1)2 + 1 s2 + 2s + 2
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Time delay
0
0t<T
f (t T ) t T
f (t)
rag replacements
g(t)
t=T
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estg(t) dt =
= e
0
sT
estf (t T ) dt
es( +T )f ( ) d
F (s)
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1 if a t b
f (t) =
0 otherwise
where 0 < a < b
we can write f as f = f1 f2 where
1 ta
1 tb
f2(t) =
f1(t) =
0 t<a
0 t<b
i.e., f is a unit step delayed a seconds, minus a unit step delayed b seconds
hence
F (s) = L(f1) L(f2)
=
eas ebs
s
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Derivative
if signal f is continuous at t = 0, then
L(f 0) = sF (s) f (0)
time-domain differentiation becomes multiplication by frequency
variable s (as with phasors)
plus a term that includes initial condition (i.e., f (0))
higher-order derivatives: applying derivative formula twice yields
L(f 00) = sL(f 0) f 0(0)
319
examples
f (t) = et, so f 0(t) = et and
1
L(f ) = L(f ) =
s1
0
1
) 1, which is the same
using the formula, L(f ) = s(
s1
0
sin t = 1
d
dt
cos t, so
L(sin t) =
s
1
s 2
1
2
s +
s2 + 2
1
s2
0 = 1/s
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f 0(t)estdt
0
st
e f (t)
0
f (t)(sest) dt
0
for <s large enough the limit is zero, and we recover the formula
G(s) = sF (s) f (0)
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Example: RC circuit
1
PSfrag replacements
1F
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1
1/s
=
s + 1 s(s + 1)
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Integral
let g be the running integral of a signal f , i.e.,
Z t
f ( ) d
g(t) =
0
then
1
G(s) = F (s)
s
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Z
Z Z t
f ( ) d est dt =
G(s) =
t=0
=0
t=0
f ( )est d dt
=0
PSfrag replacements
t=
=0
Z
est dt
t=
f ( )(1/s)es d
=0
= F (s)/s
The Laplace transform
326
Multiplication by t
let f be a signal and define
g(t) = tf (t)
then we have
G(s) = F 0(s)
to verify formula, just differentiate both sides of
F (s) =
estf (t) dt
0
(t)estf (t) dt
0
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examples
f (t) = et, g(t) = tet
1
d 1
=
L(te ) =
ds s + 1 (s + 1)2
t
d
2
1
=
ds (s + 1)2 (s + 1)3
(k 1)!
L(t e ) =
(s + 1)k+1
k t
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Convolution
the convolution of signals f and g, denoted h = f g, is the signal
h(t) =
same as h(t) =
t
0
f ( )g(t ) d
t
0
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t=0
Z t
t=0
=0
=0
f ( )g(t ) d
dt
estf ( )g(t ) d dt
t=
estf ( )g(t ) dt d
t=0
es f ( ) d
=0
estg(t) dt
t=0
= F (s)G(s)
The Laplace transform
330
examples
f = , F (s) = 1, gives
which is consistent with
Z
H(s) = G(s),
t
0
( )g(t )d = g(t)
g( ) d
0
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f (t)est dt . . .
0
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Patterns
while the details differ, you can see some interesting symmetric patterns
between
the time domain (i.e., signals), and
the frequency domain (i.e., their Laplace transforms)
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