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The Laplace Transform: S. Boyd EE102
The Laplace Transform: S. Boyd EE102
Boyd EE102
Lecture 3
The Laplace transform
3–1
Idea
allows us to analyze
• LCCODEs
• complicated circuits with sources, Ls, Rs, and Cs
• complicated systems with integrators, differentiators, gains
• 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
we’ll ignore these (sometimes important) details and just say that
1
L(et) =
s−1
The Laplace transform 3–5
More examples
provided we can say e−st → 0 as t → ∞, which is true for <s > 0 since
¯ −st¯ ¯¯ −j(=s)t¯¯ ¯¯ −(<s)t¯¯
¯e ¯ = ¯e ¯ ¯e ¯ = e−(<s)t
| {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
(you can also choose to not include them, but this changes some formulas
we’ll see & use)
example: impulse function, f = δ
Z ∞
−st
¯
−st ¯
F (s) = δ(t)e dt = e t=0
=1
0−
the Laplace transform is linear : if f and g are any signals, and a is any
scalar, we have
example:
¡ t
¢
L 3δ(t) − 2e = 3L(δ(t)) − 2L(et)
2
= 3−
s−1
3s − 5
=
s−1
• F determines f
• inverse Laplace transform L−1 is well defined
(not easy to show)
example (previous page):
µ ¶
3s − 5
L−1 = 3δ(t) − 2et
s−1
examples:
• f defined as ½
1 t=2
f (t) =
0 t=
6 2
has F = 0
• f defined as ½
1/2 t = 0
f (t) =
1 t>0
has F = 1/s (same as unit step)
where τ = at
example: L(et) = 1/(s − 1) so
at 1 1
L(e ) = (1/a) =
(s/a) − 1 s − a
let f be a signal and a a scalar, and define g(t) = eatf (t); then
G(s) = F (s − a)
let’s check:
Z ∞ Z ∞
−st at
G(s) = e e f (t) dt = e−(s−a)tf (t) dt = F (s − a)
0 0
−t s+1 s+1
L(e cos t) = =
(s + 1)2 + 1 s2 + 2s + 2
f (t) g(t)
rag replacements
t t
t=T
derivation:
Z ∞ Z ∞
G(s) = e−stg(t) dt = e−stf (t − T ) dt
0 T
Z ∞
= e−s(τ +T )f (τ ) dτ
0
−sT
= e F (s)
i.e., f is a unit step delayed a seconds, minus a unit step delayed b seconds
hence
10
L(f ) = L(f ) =
s−1
10
using the formula, L(f ) = s( ) − 1, which is the same
s−1
• sin ωt = − ω1 d
dt cos ωt, so
µ ¶
1 s ω
L(sin ωt) = − s 2 2
−1 =
ω s +ω s2 + ω 2
for <s large enough the limit is zero, and we recover the formula
u 1F y
1/s 1
Y (s) = =
s + 1 s(s + 1)
1 1
Y (s) = −
s s+1
(check!)
therefore we have
then
1
G(s) = F (s)
s
i.e., time-domain integral becomes division by frequency variable s
example: f = δ, so F (s) = 1; g is the unit step function
G(s) = 1/s
G(s) = 1/s2
PSfrag replacements
g(t) = tf (t)
then we have
G(s) = −F 0(s)
−t d 1 1
L(te ) = − =
ds s + 1 (s + 1)2
d 1 2
L(t2e−t) = − =
ds (s + 1)2 (s + 1)3
• in general,
k −t (k − 1)!
L(t e ) =
(s + 1)k+1
Z t
• same as h(t) = f (t − τ )g(τ ) dτ ; in other words,
0
f ∗g =g∗f
H(s) = F (s)G(s)
= F (s)G(s)
• f = δ, F (s) = 1, gives
H(s) = G(s),
which is consistent with
Z t
δ(τ )g(t − τ )dτ = g(t)
0
H(s) = G(s)/s
you should know the Laplace transforms of some basic signals, e.g.,
and of course you can always integrate, using the defining formula
Z ∞
F (s) = f (t)e−st dt . . .
0
while the details differ, you can see some interesting symmetric patterns
between