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Smith (2002) Introduction To Laplace Transform Analysis
Smith (2002) Introduction To Laplace Transform Analysis
Abstract
Contents
1 Introduction to Laplace Transform Analysis
3 Analytic Continuation
Page 2
x(t)est dt
X(s) =
0
The Laplace transform can therefore be viewed as a generalization of the Fourier transform
from the real line (a simple frequency axis) to the complex plane.
One benet of the more general Laplace transform is the ability to transform signals
which have no Fourier transform. To see this, we can write the Laplace transform as
(+j)t
x(t)et ejt dt.
x(t)e
dt =
X(s) =
0
We can thus interpret the Laplace transform as the Fourier transform of an exponentially
enveloped input signal. For > 0 (the so-called right-half plane (RHP)), this exponential
weighting forces the Fourier-transformed signal toward zero as t . As long as the signal
x(t) does not increase faster than eBt for some B, its Laplace transform will exist for all
> B. We make this more precise in the next section.
A function x(t) has a Laplace transform whenever it is of exponential order . That is, there
must be a real number B such that
lim x(t)eBt = 0
t
As an example, every exponential function Aet has a Laplace transform for all nite values
of A and . Lets look at this case more closely.
1
A system is said to be causal if its response to an input never occurs before the input is received.
3 ANALYTIC CONTINUATION
Page 3
X(s) =
x(t)e
st
dt =
t st
Ae e
dt = A
(s)t
A (s)t
dt =
e
s
0
A (j)
A
e
s
s
A
,
>
s
=
(indeterminate), =
,
<
Thus, the Laplace transform of an exponential Aet is A/(s ), but this is only dened for
re {s} > .
Analytic Continuation
It turns out that the domain of denition of the Laplace transform can be extended by means
of analytic continuation. Analytic continuation is carried out by expanding a function of
s C about all points in its domain of denition, and extending the domain of denition to
all points for which the series expansion converges.
In the case of our exponential example
X(s) =
A
,
s
the Taylor series expansion of X(s) about the point s = s0 in the s plane is given by
X(s) = X(s0 ) + (s s0 )X (s0 ) + (s s0 )2
X (n) (s0 )
=
(s s0 )n
n!
n=0
X (s0 )
X (s0 )
+ (s s0 )3
+
2
3!
where, writing X(s) as ( s)1 and using the chain rule for dierentiation,
1
dX(s)
(1)
X (s0 ) = X (s0 ) =
= (1)( s)2 (1)s=s0 =
ds s=s0
( s)2
2
2
d X(s)
3
X (s0 ) = X (2) (s0 ) =
=
(2)(
s)
(1)
=
s=s
2
0
ds
( s)3
s=s0
3
3!
d X(s)
4
X (s0 ) = X (3) (s0 ) =
=
(3)(2)(
s)
(1)
=
s=s0
ds3 s=s0
( s)4
Introduction to Laplace Transform Analysis, J.O. Smith
(1)
3 ANALYTIC CONTINUATION
Page 4
and so on. We also used the factorial notation n! = n(n 1)(n 2) 3 2 1, and we dened
the special cases 0! = 1 and X (0) (s0 ) = X(s0 ), as is normally done. The series expansion of
X(s) can thus be written
s s0
(s s0 )2
1
+
+
+
s0 ( s0 )2 ( s0 )3
(s s0 )n
=
( s0 )n+1
n=0
X(s) =
(2)
We now ask for what values of s does the series Eq. (2) converge. The value s = is
particularly easy to check, since
( s0 )n
1
1
=
=
X() =
n+1
( s0 )
s0
s0
n=0
n=0
Thus, the series clearly does not converge for s = , no matter what our choice of s0 might
be. We must therefore accept the point at innity for H(). This is eminently reasonable
since the closed form Laplace transform we derived, H(s) = 1/( s) does blow up at
s = . The point s = is called a pole of H(s) = 1/( s).
More generally, lets apply the ratio test for the convergence of a geometric series. Since
the nth term of the series is
(s s0 )n
( s0 )n+1
the ratio test demands that the ratio of term n + 1 over term n have absolute value less than
1. That is, we require
(s s0 )n+1
(s s0 )n s s0
=
1>
( s0 )n+2 ( s0 )n+1 s0
or,
|s s0 | < | s0 |
We see that the region of convergence is a circle about the point s = s0 having radius
approaching but not equal to | s0 |. Thus, the circular disk of convergence is centered at
s = s0 and extends to, but does not touch, the pole at s = .
The analytic continuation of the domain of Eq. (1) is now dened as the union of the
disks of convergence for all points s0
= . It is easy to see that a sequence of such disks can
be chosen so as to dene all points in the s plane except at the pole s = .
In summary, the Laplace transform of an exponential x(t) = Aet is
X(s) =
A
s
REFERENCES
Page 5
Analytic continuation works for any nite number of poles of nite order,2 and for an
innite number of distinct poles of nite order. It breaks down only in pathological situations
such as when the Laplace transform is singular everywhere on some closed contour in the
complex plane. Such pathologies do not arise in practice, so we need not be concerned about
them.
The Laplace transform is used to analyze continuous-time systems. Its discrete-time counterpart is the z transform:
xd (nT )z n
Xd (z) =
n=0
xd (nT )esnT
n=0
lim Xd (e )T = lim
T 0
t0
stn
xd (tn )e
t =
0
n=0
xd (t)est dt = X(s)
References
[1] P. Denbigh, System Analysis and Signal Processing, Addison-Wesley, 1998, A fair amount
of MATLAB code... isnt cheap: $81.95 (as of 4/01), but it might be a good book for
those rusty with Laplace transform analysis.
[2] Boyce and Deprima, Elementary Dierential Equations and Boundary Value Problems,
John Wiley and Sons, Inc., 1986, Includes a nice mathematical discussion of the Laplace
transform.
2
1
(s p)3
REFERENCES
Page 6
[3] W. R. LePage, Complex Variables and the Laplace Transform for Engineers, Dover, New
York, 1961.
[4] D. K. Frederick and A. B. Carlson, Linear Systems in Communication and Control, John
Wiley and Sons, Inc., 1971.