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Maths Tutorial - Laplace and Fourier Transforms: D.J.Dunn 1
Maths Tutorial - Laplace and Fourier Transforms: D.J.Dunn 1
This tutorial is of interest to any student studying control systems and in particular the EC
module D227 Control System Engineering.
D.J.DUNN
1.
INTRODUCTION
The Laplace transform is a method of changing a differential equation (usually for a variable that is a function of
time) into an algebraic equation which can then be manipulated by normal algebraic rules and then converted
back into a differential equation by inverse transforms.
This tutorial does not explain the proof of the transform, only how to do it.
2.
The Laplace transform is used to convert various functions of time into a function of s. The Laplace transform of
any function is shown by putting L in front. Hence L f(t) becomes f(s).
The transformation is achieved by solving the equation
L f(t) = f(s) = e -st f(t) dt = f(s)
The limits of integration for time is between 0 and t and for s it is between 0 and .
d
The first and possibly most difficult task is to find the Laplace transform of
where is itself a function of time.
dt
The reasons for this will become clear later.
d
d
L
= f(s) = e st
dt this can be done by integratin g by parts.
dt
dt
0
dv
u dt
dt = uv v
du
du
dv
d
dt so making u = e- st then
= se st and making
=
then v =
dt
dt
dt
dt
d
L
= f(s) = e st
dt
st
( se )dt
0
d
L
= f(s) = e - - e 0 t = 0 se st dt
dt
0
d
L
= f(s) = 0 - e 0 t = 0 se st dt
dt
0
d
L
= f(s) = t = 0
dt
se
st
)dt
if is 0 at t = 0 then
d
= f(s) = se st dt
dt
0
d
= f(s) = s e st dt = s L
dt
The Laplace transform of the first derivative of is the Laplace transform of multiplied by the operator s. It can
be shown that the Laplace transform of the nth derivative of is sn L
D.J.DUNN
3.
THE s OPERATOR
The previous derivation leads us to conclude that a quick way of doing the transform of a derivative is to replace
d/dt with the operator s so L (d/dt) becomes s. By a similar derivation the Laplace transform of the nth
derivative dn/dtn becomes sn. The transform of on its own becomes so and the integral of becomes s-1
and so on. Here is a table that should make this clear.
2
dt s
dt
s 1
s 0
d
s
dt
d 2
s 2
2
dt
d n
s n
dt n
Now we should look at how to transform some other functions.
L( H ) =
- st
e f ( t ) dt
0
st
e st
H dt = H
s 0
0
1
H
f(s) = H
s
s
s
H
L( H) = f(s) =
s
For a unit step H = 1 and the Laplace transform is 1/s
( ) 0f ( t ) dt
L e -at =
( )
Le
- at
( )
L e - at
( )
L e - at
D.J.DUNN
e st e-at dt =
e (s + a)t
=
s + a
0
=
s + a
1
= f(s) =
s +
1
s + a
a
e (s + a)t dt
Find the Laplace transform for f(t) = ct and check your answer against the table.
2.
3.
4.
Using the table on the next page, find the Laplace Transform of the following time functions.
i.
ii.
4.
T d/dt +
T2d2/dt2 + 2T d/dt +
k sin (t)
k{1 e-t/T }
INVERSE TRANSFORMS
Inverse transforms are simply the reverse process whereby a function of s is converted back into a function of
time. For example the reverse transform of k/s is k and of k/s2 is kt.
i.
k
s (Ts + 1)
ii.
k2
s s2 + 2
D.J.DUNN
5.
Note that the use of the letters for constants is arbitrary and that often the solution is found by interchanging a
with 1/T and . H and k are arbitrary constants.
Time domain f(t)
1
2
3
e-at f(t) dt
ct
f(s + a)
1
H
s
c
s2
e sT
H
s
1 - e sT
s
k
s + a
k
(s + a) 2
k(b a)
(s + a)(s + b)
k
2
s + 2
2k 2s
(s 2 + 2 ) 2
ks
2
s + 2
k
(s + a) 2 + 2
s + a
(s + a) 2 + 2
ka
a = 1/T
s(s + a)
H(t - T)
6
7
k e-at
kt e-at
K(e-at - e-bt)
k sin (t)
10
k t sin(t)
11
k cos (t)
12
13
14
k 1 e T
k t 1 e T
k(1-cost)
15
16
17
k sin (t + )
D.J.DUNN
Description
Unit Impulse
Step H
Ramp
Delayed Step
Rectangular pulse
Exponential
Sinusoidal
Co sinusoidal
Damped sinusoidal
Damped co sinusoidal
Exponential growth
ka
s (s + a)
2
k 2
s(s 2 + 2 )
k{ cos + s sin }
s2 + 2
6.
FOURIER TRANSFORM
The magnitude is {(1 - T22)2 + (2T)2} = {(1 - 0.42 x 152 )2 + (2 x 0.5 x 0.4 x 15)2}
The magnitude = {(-352 + 62} = {(-352 + 62} = 35.51
D.J.DUNN
2 2
A jB1
(A + jB)(A jB )
A jB
G(j ) =
= C jD
A 2 + B2
G(j ) =
C =
A
=
2
A + B2
(1 2T 2 )
{(1 2 T 2 ) + (2 T )2 }
D =
B
=
A + B2
2
D.J.DUNN
2 d T
{(1 T )
2
2 2
+ ( 2 T )2
SOLUTION TO S.A.E. 3
1
G(s) =
Ts + 1
For a sinusoidal response replace s with j
1
G (j ) =
j T + 1
This is converted into a complex number by multiplying the top and bottom by the conjugate number.
G(j ) =
(1 j T )
(1 j T)
1
j T
=
=
2
2
2
2
(1 + j T )(1 j T) (1 T ) 1 T
1 2T2
1
1 + 2T2
T
B =
1 + 2 T2
A =
D.J.DUNN