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Model Matematis Sistem Fisik

Transformasi Laplace (Review)

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Laplace Transforms
• Important analytical method for solving linear ordinary
differential equations.
- Application to nonlinear ODEs? Must linearize first.
• Laplace transforms play a key role in important process
control concepts and techniques.
- Examples:
• Transfer functions
• Frequency response
• Control system design
• Stability analysis

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Definition

The Laplace transform of a function, f(t), is defined as


F ( s )  L  f (t )    f  t  e  st dt (1)
0

where F(s) is the symbol for the Laplace transform, L is the


Laplace transform operator, and f(t) is some function of time, t.

Note: The L operator transforms a time domain function f(t)


into an s domain function, F(s). s is a complex variable:
s = a + bj, j 1

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Inverse Laplace Transform, L-1:
By definition, the inverse Laplace transform operator, L-1,
converts an s-domain function back to the corresponding time
domain function:

f  t   L1  F  s   (2)

Important Properties:
Both L and L-1 are linear operators. Thus,

L  ax  t   by  t    aL  x  t    bL  y  t  
 aX  s   bY  s  (3)

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where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
- X  s  L  x  t   and Y  s  L  y  t 

Similarly,

L1  aX  s   bY  s    ax  t   b y  t 

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Laplace Transforms of Common Functions

1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Laplace transform in (3-1),

 a  st  a a
L  a    ae  st
dt   e  0   (4)
0 s  s s
0

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2. Step Function
The unit step function is widely used in the analysis of process
control problems. It is defined as:

0 for t  0
S t   (5)
1 for t  0

Because the step function is a special case of a “constant”, it


follows from (3-4) that
1
L  S  t    (6)
s

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3. Derivatives
This is a very important transform because derivatives appear
in the ODEs we wish to solve. In the text (p.53), it is shown
that

 df 
L    sF  s   f  0  (7)
 dt 
initial condition at t = 0

Similarly, for higher order derivatives:

dn f  n n  2 1
L n   s F  s   s n 1
f  0   s f 0 
 dt 
...  sf   0  f   0
n2 n 1
    (8)

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where:
- n is an arbitrary positive integer

dk f
- f k   0
dt k t 0

Special Case: All Initial Conditions are Zero

f  0   f    0   ...  f    0  . Then
1 n1
Suppose

dn f 
  s F s
n
L n
 dt 

In process control problems, we usually assume zero initial


conditions. Reason: This corresponds to the nominal steady state
when “deviation variables” are used, as shown in Ch. 4.
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4. Exponential Functions
Consider f  t   ebt where b > 0. Then,

 
L e bt    e bt e  st dt   e   dt
 b s t
  0 0

1   b s t   1
 e  (9)
bs  0 sb

5. Rectangular Pulse Function


It is defined by:

0 for t  0

f  t   h for 0  t  t w (10)
0 for t  t
 w

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h

f t 

tw
Time, t

The Laplace transform of the rectangular pulse is given by

F s 
h
s

1  e t w s  (11)

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6. Impulse Function (or Dirac Delta Function)
The impulse function is obtained by taking the limit of the
rectangular pulse as its width, tw, goes to zero but holding
1
the area under the pulse constant at one. (i.e., let h  )
tw
Let,   t  impulse function

Then, L   t    1

Solution of ODEs by Laplace Transforms


Procedure:
1. Take the L of both sides of the ODE.
2. Rearrange the resulting algebraic equation in the s domain to
solve for the L of the output variable, e.g., Y(s).
3. Perform a partial fraction expansion.
4. Use the L-1 to find y(t) from the expression for Y(s).
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Table Laplace Transforms

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Table Laplace Transforms

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Table Laplace Transforms

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Laplace Transforms of Common Functions

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Laplace Transforms of Common Functions

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Example 3.1
Solve the ODE,
dy
5  4y  2 y 0  1 (12)
dt
First, take L of both sides of (3-26),
5  sY  s   1  4Y  s  
2
s
Rearrange,
5s  2
Y s  (13)
s  5s  4 
Take L-1,
1  5s  2 
y t   L  
 s  5s  4  
From Table 3.1,
y  t   0.5  0.5e 0.8t (14)
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Partial Fraction Expansions
Basic idea: Expand a complex expression for Y(s) into
simpler terms, each of which appears in the Laplace
Transform table. Then you can take the L-1 of both sides of
the equation to obtain y(t).
Example 1:
s5
Y s  (14)
 s  1 s  4 
Perform a partial fraction expansion (PFE)
s5 1 2
  (15)
 s  1 s  4  s  1 s  4

where coefficients 1 and  2 have to be determined.

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To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
 1  
s4 s 1 3

To find  2 : Multiply both sides by s + 4 and let s = -4


s5 1
 2  
s 1 s 4 3

A General PFE
Consider a general expression,

N s N s
Y s   (16a)
Ds n
  s  bi 
i 1

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Here D(s) is an n-th order polynomial with the roots  s  bi 
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
N s n
i
Y s   (16b)
n s  bi
  s  bi  i 1
i 1
Note: D(s) is called the “characteristic polynomial”.
Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g., bi  3  4 j j 1 
ii) Repeated roots (e.g., b  b  3)
1 2

For these situations, the PFE has a different form.

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Example 2 (continued)

Recall that the ODE, y  6 y  11y  6 y  1, with zero initial


conditions resulted in the expression
1
Y s 
 
(17)
s s  6 s  11s  6
3 2

The denominator can be factored as

 
s s 3  6 s 2  11s  6  s  s  1 s  2  s  3 (18)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (17) is
1    
Y s   1  2  3  4 (20)
s  s  1 s  2  s  3 s s  1 s  2 s  3

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Solve for coefficients to get
1 1 1 1
1  ,  2   ,  3  ,  4  
6 2 2 6
(For example, find  , by multiplying both sides by s and then
setting s = 0.)
Substitute numerical values into (20):
1/ 6 1/ 2 1/ 2 1/ 6
Y ( s)    
s s 1 s  2 s  3
Take L-1 of both sides:
1 1/ 6  1  1/ 2  1  1/ 2  1  1/ 6 
L Y  s    L 
1
 L   L   L 
 s   s  1 s  2  s  3 
From Table,
1 1 t 1 2t 1 3t
y t    e  e  e (21)
6 2 2 6
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Important Properties of Laplace Transforms

1. Final Value Theorem


It can be used to find the steady-state value of a closed loop
system (providing that a steady-state value exists.

Statement of FVT:

lim y  t   lim  sY  s 


t  s 0

providing that the limit exists (is finite) for all


Re  s   0, where Re (s) denotes the real part of complex
variable, s.

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Example:

Suppose,
5s  2
Y s  (22)
s  5s  4 
Then,
 5s  2 
y     lim y  t   lim    0.5
t  s 0  5 s  4 

2. Time Delay
Time delays occur due to fluid flow, time required to do an
analysis (e.g., gas chromatograph). The delayed signal can be
represented as
y  t  θ  θ  time delay
Also,
L  y  t  θ    e θsY  s 
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Inverse Laplace Transforms

There are three cases to consider in doing the partial fraction expansion of F(s).
Case 1: F(s) has all non repeated simple roots.
k1 k2 kn
F ( s)    ...
s  p1 s  p2 s  pn

Case 2: F(s) has complex poles:

P1 ( s ) k1 k1*
F ( s)     . . .  (expanded)
Q1 ( s )( s    j )( s    j ) s    j s    j )

Case 3: F(s) has repeated poles.


P1 ( s ) k11 k12 k1r P1 ( s )
F ( s)     ...  ... (expanded)
Q1 ( s )( s  p1 ) r s  p1 ( s  p1 ) 2
( s  p1 ) r Q1 ( s )

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Inverse Laplace Transforms
Case 1: Illustration:
Given:

4( s  2) A1 A2 A3
F ( s)    
( s  1)( s  4)( s  10) ( s  1) ( s  4) ( s  10)

Find A1, A2, A3 from Heavyside

( s  1)4( s  2) ( s  4)4( s  2)
A1  |  4 27 A2  | 49
( s  1)( s  4)( s  10) s  1 ( s  1)( s  4)( s  10) s  4

( s  10)4( s  2)
A3  |   16 27
( s  1)( s  4)( s  10) s  10


f ( t )  (4 27)e  t  (4 9)e  4t  ( 16 27)e 10t u( t ) 
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Inverse Laplace Transforms
Case 3: Repeated roots.
When we have repeated roots we find the coefficients of the
terms as follows:

k
d

 ( s  p1 ) r F ( s ) | s   p
1r 1 ds 1

k
1r 2

d2
2! ds 2
( s  p ) F ( s)|s  p1
1
r

( s  p ) F ( s)|s  p1
r j
d
k  r j
r
1j
( r  j )! ds 1

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Inverse Laplace Transforms
Case 3: Repeated roots. Example
( s  1) A1 K1 K2
F ( s)    
s( s  3) 2 s ( s  3) ( s  3) 2

A1 

K1 

K2 

f (t )  ______
?   ______
? e 3 t  ________
? te 3 t u(t )

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Inverse Laplace Transforms
Case 2: Complex Roots: F(s) is of the form;

P1 ( s ) K1 K 1*
F ( s)     ...
Q1 ( s )( s    j )( s    j ) s    j s    j )

K1 is given by,
( s    j ) P1 ( s )
K1  |s    j
Q1 ( s ) ( s    j )( s    j )

j
K 1  | K 1 |   | K 1 | e

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Inverse Laplace Transforms
Case 2: Complex Roots:
j  j
K1 K 1* | K1 | e | K 1e
  
s    j s    j s    j s    j

 | K | e j  j 
1 
| K | e
  j t jt  j t  jt 
L 1  1  | K | e e e e e e 
 s    j s    j  1  
 

 e j ( t   )  e j ( t   ) 
 j t jt  j t  jt   at  
| K | e e e e e e   2| K | e
1  1  2 
 

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Inverse Laplace Transforms
Case 2: Complex Roots:

Therefore:

 | K | e j | K e
 j 
L1  1  1   2 | K | e t cos( t   )
 s    j s    j  1
 

You should put this in your memory:

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Inverse Laplace Transforms
Complex Roots: An Example.

For the given F(s) find f(t)


( s  1) ( s  1)
F ( s)  
s( s 2  4 s  5) s( s  2  j )( s  2  j )

A K1 K 1*
F ( s)   
s s2 j s2 j

( s  1) 1
A  || s  0 
( s  4 s  5)
2
5

( s  1) 2 j 1
K1  || s   2  j   0.32  108o
s( s  2  j ) ( 2  j )( 2 j )

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Inverse Laplace Transforms
Complex Roots: An Example. (continued)

We then have;

0.2 0.32  108o 0.32  108o


F ( s)   
s s2 j s2 j

Recalling the form of the inverse for complex roots;

 
f ( t )  0.2  0.64 e  2t cos(t  108o u( t )
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Inverse Laplace Transforms
Convolution Integral:

Consider that we have the following situation.

System
x(t) y(t)
h(t)

x(t) is the input to the system.


h(t) is the impulse response of the system.
y(t) is the output of the system.

We will look at how the above is related in the time domain


and in the Laplace transform.

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Inverse Laplace Transforms
Convolution Integral:
In the time domain we can write the following:
 t  t
y( t )  x ( t )  h( t )   x ( t   )h( )d   h( t   ) x( )d
 0  0

In this case x(t) and h(t) are said to be convolved and the
integral on the right is called the convolution integral.

It can be shown that,

Lx(t )  h(t )  Y ( s)  X ( s) H s 
This is very important
* note 36
Inverse Laplace Transforms
Convolution Integral:
Through an example let us see how the convolution integral
and the Laplace transform are related.

We now think of the following situation:


h(t)
x(t) y(t)
e  4t

H(s)
X(s) Y(s)
1
( s  4)

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Inverse Laplace Transforms
Convolution Integral:
From the previous diagram we note the following:

X ( s )  Lx(t ); Y ( s)  L y(t ); H ( s)  Lh(t )

h(t) is called the system impulse response for the following


reason.
Y ( s)  X ( s) H ( s) Eq A

If the input x(t) is a unit impulse, (t), the L(x(t)) = X(s) = 1.


Since x(t) is an impulse, we say that y(t) is the impulse
response. From Eq A, if X(s) = 1, then Y(s) = H(s). Since,

L1 Y ( s ) y( t )  impulse response  L1 H ( s )h( t )


So, h( t )  system impulse response.
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Inverse Laplace Transforms
Convolution Integral:

A really important thing here is that anytime you are given


a system diagram as follows,

X(s) Y(s)
H(s)

the inverse Laplace transform of H(s) is the system’s


impulse response.

This is important !!

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Inverse Laplace Transforms
Convolution Integral:
Example using the convolution integral.

x(t) y(t) = ?
e-4t

 t t
 4( t  )  4( t  )
y( t )   e u( )d   e d  e  4t  e 4 d
 0 0

 4t
t
4  4t 1 4   t  1 1  4t 
y( t )  e  e d  e e |  0    e  u( t )
0 4 4 4 

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Inverse Laplace Transforms
Convolution Integral:

Same example but using Laplace.


1
x(t) = u(t) X ( s) 
s

h(t) = e-4tu(t) 1
H ( s) 
s4

1 A B 14 14
Y ( s)     
s( s  4) s s  4 s s4

y( t )  1  e 4 t u( t )
1
4
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Inverse Laplace Transforms
Convolution Integral:

Practice problems:

2 3
(a ) If X ( s )  and Y ( s )  , what is h( t ) ?
s ( s  2)

h( t )  1.5  ( t )  2e  2t u( t ) 
(b) If x( t )  u( t ) and y( t )  te  6t u( t ), find h( t ).

2
(c ) If x( t )  tu( t ) and H ( s )  , find y( t ).
( s  4) 2

Answers given on note page


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Inverse Laplace Transforms
Circuit theory problem:
You are given the circuit shown below.

t=0 6k
 

+ +
12 V _ v(t) 3k
_ 100  F

Use Laplace transforms to find v(t) for t > 0.

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Inverse Laplace Transforms
Circuit theory problem:
We see from the circuit,

t=0 6k
 

+ +
12 V _ v(t) 3k
_ 100  F

3
v (0)  12 x  4 volts
9

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Inverse Laplace Transforms
Circuit theory problem:
dvc ( t )
RC  vc (t )  0
dt
+ 3k 6k
vc(t) i(t)
_ 100  F
dvc ( t ) v c t 
 0
dt RC

 5v c t   0
Take the Laplace transform dvc ( t )
of this equations including dt
the initial conditions on vc(t)

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Inverse Laplace Transforms
Circuit theory problem:

dvc ( t )
 5 vc ( t )  0
dt

sVc ( s )  4  5Vc ( s )  0

4
Vc ( s ) 
s5

v c ( t )  4 e  5 t u( t )

46
Stop
47

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