3.

The Laplace Transform

Definition: The Laplace Transform of the causal signal x ( t ) , x(t ) = 0, t  0


X L (s ) =  x(t )e −st dt
0

for those values of s =  + j ,  ,   R for which the integral exists and is convergent
We use the notation X ( s ) = L  x(t ) ; x(t )  X L (s)

Remarks
R

(1) The integral must be understood as X L (s ) = lim

→0  x(t )e −st dt
 0 
R →

(2) Laplace transform is applied to function type signals called original signals - functions
x : R → C locally integrable and continuous on portions
a) supp x ( t )  ( 0,  ) (causal);

b) x ( t ) derivable on sub-domains ;
c) ( ) M 0  0,  x  such that x(t ) = M 0e t ()t  0
x

(3) It might happen that lim x(t ) = x(0 + ) does not exist
t →0
t 0

Advantages
(1) Systematic solutions for the integral-differential equations can be obtained by simple
mathematical manipulations.
(2) The total solutions are obtained in a compact way and include both the permanent and
the transient solution
(3) The initial conditions are included in the solution.

The convergence domain - the s domain for which

 
s  D pentru care  x ( t ) e st ds   (is convergent)
0

Theorem –
if s0  D then (  ) s Re s  Re s0   s  D
Demo ?
Consecințe –
(1) (1) Any number located in the right half-plane with respect to the vertical passing
through s0 belongs to the convergence domain

(2) (2) The smallest possible value of Res0  =  x is called a convergence abscissa
not

(3) The function X L (s ) has all the poles sk  the semiplane to the left of the convergence
abscissa Resk    x

Theorems
1. Liniarity
x1 ( t )  X L1 ( s ) ; Re s   x1 
  a1 x1 ( t ) + a2 x2 ( t )  a1 X L1 ( s ) + a2 X L 2 ( s ) , Re s  max  x1 , x 2 
x2 ( t )  X L 2 ( s ) ; Re s   x1 
Demo? Hw

2. Scale changing theorem (in time domain)

1 s 
x (t )  X L ( s ) , x ( at )  X L   Re s  x
a a a
Demo? Hw

3. Time domain delay theorem

x(t )  X L (s ), x(t − t0 )  X L (s )e− st0 , t0  0
Demo? Hw

4. Frequency shifting theorem

x(t )  X L (s ), x(t )e s0t  X L (s − s0 ), Res − s0    x
 Demo? Hw

5. Time domain derivation

If x(t ) , x (t ) are original type functions and ()x (0+ ), k = 0,1, ( p − 1)
( p) (k )

x(t )  X L (s ), x ( p ) (t )  s p X L (s ) − s p−1 x(0+ ) − s p−2 x' (0+ ) − ... − s x ( p−2 ) (0+ ) − x ( p−1) (0+ )
Demo?

6. Time domain integration

t
x(t )  X L (s ),  x( )d  X L (s ), Res   x
1
0
s
Demo?

7. s-domain derivation
d n X L (s )
x(t )  X L (s ), (− t ) x(t )  , Res   x
n

ds n
Demo?

8. s-domain integration
x(t )

x(t )  X L (s ),   X L ( p )dp, Res   x
t s

Demo?

9. Time domain convolution

x1 (t )  X L1 (s ), Res   x1
x2 (t )  X L 2 (s ), Res   x 2
(x1 * x2 )(t )  X L1 (s )X L 2 (s ), Res   x1 +  x 2
 

where x1 (t ) * x2 (t ) =  x ( )x (t −  )d =  x ( )x (t −  )d

1 2 2 1
− −

Demo?
10. Signal repetition theorem
 
x(t ) =  x0 (t − kT ) x0 (t )  X L 0 (s ), Res   x
k =0

X 0 (s )
X L (s ) = , Res  max  x ,0
1 − e −sT
Demo?

11. Properties at the limits of the domain

lim x(t ) = lim sX L (s ) dacă lim X L (s ) = 0 - initial value theorem
t →0 s → s →
t 0

lim x(t ) = lim sX L (s ) - final value theorem

t → s→0

Demo?

Inverse Laplace transform

Integral inversion method
Using the fact that the signal is causal x(t ) = x(t ) (t ) and s =  + j
 
X L (s ) = X L ( + j ) =  x(t ) (t )e dt =  x(t ) (t )e −t e − jt dt = F x(t ) (t )e −t
− st
 
0 0


x(t ) (t )e  X (s )e d
−t 1 
= j t

2
L
−

  + j
x(t ) (t ) =  X (s )e X L (s )e st d
1 ( + j )t 1
2 −
L d =
 + j = s 2j 
 − j

!! In order that X L (s ) exists, it is compulsory that Res   x so    x

 Integration evaluation along the Bromwich line ( from  − j to  + j ) is laborious
 judicious choice of integration account is necessary  we close the domain right with a
circle with the center of origin whose radius tends to infinity.
 The following lemmas are useful

L2. Jordan I: If lim X ( s ) = 0 then lim

R →  X (s)e
st
ds = 0
R →
sdr t 0  dr

L3. Jordan II: If lim X ( s ) = 0 then lim

R →  X ( s ) e st
ds = 0
R →
s st t 0  st
 s
st dr
(t  0) (t  0 )

0
cf 
R

If the Laplace transformhas all the poles sk , Resk    x  inside the contour
Cst =  + st 

x ( t ) =  Rez  X ( s ) e st   ( t )
 k s =sk 
Note - the residue of a function G(s ) in the pole s k of order n k is calculated with

RezG(s ), sk  =
1
lim

d nk −1 (s − sk ) k G(s )
n

s =s k (nk − 1)! s→sk ds nk −1
Demo?

Remark (1) – if the Bromwich line is closed with the contour Cdr =  + dr  inside Cdr
there are no poles  confirms the fact that the signal is causal
Demo?

Remark (2) – If inside Cst =  + st are poles of order 1  the term in time domain
corresponding to this residue is
1
0! s→sk
 n
 
s →sk
n

lim (s − sk ) k e st X L (s )  (t ) = e sk t lim (s − sk ) k X L (s )  (t ) - exponential form

– If inside Cst =  + st are poles of order mk   the term in time domain corresponding
to this residue is
 1
lim

d mk −1 (s − sk ) k e st X L (s )
m

 (t ) = P(mk −1) (t )e sk t (t )
(mk − 1)! k
s → s ds mk −1

Remark (3) IMPORTANT –If X L (s ) = FL (s )e − st0 and FL (s ) fulfills the Jordan Lemmas
conditions lim FL (s ) = 0 bu X L (s ) does not satisfy  the method cannot be used directly
s→

 we determine first f (t )  FL (s ) and then we apply time shifting theorem x(t ) = f (t − t0 )

Simple fraction decomposition

 X L (s ) is decomposed in simple fractions and then use recognition method using

 (t )  1
cos(0t ) (t ) 
s
s 2 + 02
 (t ) 
1
s 0
sin (0t ) (t ) 
s + 02
2

e −t (t ) 
1
s + s +
cos(0t )e −t (t ) 
t n (t ) 
n! (s +  )2 + 02
s n+1
0
sin (0t )e −t (t ) 
t n e −t (t ) 
n! (s +  )2 + 02
(s +  )n+1

Connection between Laplace and Fourier

(A) Laplace Fourier

 Știm X L (s ), s   x pentru semnalul x(t ) = x(t ) (t ) (cauzal!)  dorim să aflăm X ( )

a) - if c f  0 : X ( ) = X L ( s ) s = j
b) - if c f  0 the Fourier transform does not exists
c) - if c f = 0 , and X L ( s) has only simple poles on the imaginary axis j k then
N
X L (s ) = FL (s )
ak
+
  k =1 s − j k
are toti polii in
semiplanul stang

ak = Re zX L (s ), sk = jk 
 N

 x(t ) = f (t )
 +  ak e − jk t (t )
= f (t ) (t ) cauzal k =1

și  (t )  +  ( )
1
j
 N
 N
X ( ) = F ( ) +  ak   +  ak  ( − k ) =
1
k =1  j ( − k )  k =1

X L ( j )

N
= X L ( j ) +  ak  ( − k )
k =1

(A) Fourier  Laplace

a) If F ( ) is an analytic function in  then
s
X L (s) = X  
 j
only if X L ( s) is analytical for Res  0 .
b) If x ( t )  X ( ) , and x ( t ) is not necessarily a causal signal the Laplace
transform of the signal x(t ) (t ) can be determined with
 
X L1 (s ) = Lx(t ) (t ) =  x(t ) (t )e dt − st
=
s = + j 
x(t ) (t )e −t
 
e − jt dt = F x(t ) (t )e −t =
0 0

=
1
2 X
  

F x(t )* F  (t )e −t 
( ) 1
 + j

X (y) X (y)
 
X L1 (s ) =
1 1
2 − + j − jy dy s==+ j 2j  s − jy dy
−