EE120 - Fall’19 - Lecture 15 Notes1 1

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29 October 2019

The Laplace Transform

Chapter 9 in Oppenheim & Willsky
The Laplace transform of a continuous-time signal x is
Z ∞
X (s) = x (t)e−st dt (1)
−∞

where s is a complex variable. X (s)|s= jω is the Fourier transform.

Recall from Lecture 3:

Z ∞
est → h(t) → H (s)est where H (s) := h(t)e−st dt.
−∞

Thus the transfer function H (s) is the Laplace transform of h(t).

Example 1:

1
x (t) = e− at u(t) ↔ X ( jω ) = if a > 0 (Lecture 6)
jω + a
Find the Laplace transform:
Z ∞
X (s) = e−at e−st dt.
0
Let σ denote the real part of s (s = σ + jω ):
Z ∞
−( a+σ)
X (s) = e−(a+σ)t e− jωt dt = Fourier transform of e
(convergence if a+σ >0)
u(t)
0
1 1
= =
jω + ( a + σ ) s+a
Therefore, 1
X (s) = if σ = Re{s} > − a.
s+a
If a = 0 (unit step), Fourier transform doesn’t converge, but the
Laplace transform does for Re{s} > 0.

Example 2: x (t) = −e− at u(−t)

Using the change of variables τ = −t:
Z 0
X (s) = − e− at e−st dt
−∞
Z 0 Z ∞
( a+s)τ 1 ( a+s)τ ∞
= − e (−dτ ) = − e(a+s)τ dτ = − e |0
∞ 0 a+s
1
If Re{ a + s} < 0, then e(a+s)τ → 0 as τ → ∞: = if Re{s} < − a
s+a
 ee120 - fall’19 - lecture 15 notes 2

Region of Convergence (ROC)

Note that the Laplace and Fourier transforms are related by

L{ x (t)} = F { x (t)e−σt } where σ = Re{s}.

Thus, the ROC is the set of s ∈ C whose real part σ is such that
the Fourier integral for x (t)e−σt converges. If the ROC includes the
imaginary axis (σ = 0), then the Fourier transform exists for x (t).
Im Im
Ex. 1: Ex. 2:

−a Re −a Re

Example 3: x (t) = 3e−2t u(t) − 2e−t u(t)

3 2
X (s) = − ROC = {s| Re{s} > −2} ∩ {s| Re{s} > −1}
s+2 s+1
s−1 = {s| Re{s} > −1}
=
(s + 1)(s + 2)
Example 4: x (t) = e−αt u(t), α: complex.
1
X (s) = if Re{s + α} > 0, i.e., if Re{s} > − Re{α}.
s+α

Example 5: cos(ω0 t)u(t) = 21 e jω0 t u(t) + 12 e− jω0 t u(t)

From Example 4 the Laplace transform is:
1 1 1 1 1 2s s
+ = = 2
2 s − jω0 2 s + jω0 2 s2 + ω02 s + ω02

L s
cos(ω0 t)u(t) ←→ Re{s} > 0 (2)
s2 + ω02
A similar derivation shows:
L ω0
sin(ω0 t)u(t) ←→ Re{s} > 0 (3)
s2 + ω02

Example 6: e− at cos(ω0 t)u(t) = 12 e−(a− jω0 )t u(t) + 12 e−(a+ jω0 )t u(t)

From Example 4:
1 1 1 1 (s + a)
+ =
2 s + a − jω0 2 s + a + jω0 (s + a)2 + ω02

L (s + a)
e− at cos(ω0 t)u(t) ←→ Re{s} > − a (4)
(s + a)2 + ω02
 ee120 - fall’19 - lecture 15 notes 3

Poles and Zeros of Laplace Transforms

Suppose X (s) is rational (polynomial divided by polynomial):

N (s)
X (s) = . (5)
D (s)

Zeros of X (s) are the roots of the numerator N (s), and poles are the
roots of the denominator D (s).

Im
Ex. 3: Ex. 5:
jω0

−2 −1 1 Re
ROC −jω0 ROC
Zeros marked with 00 o00 , and poles with 00 x00 .

Example 7:
4 1
x (t) = δ(t) − e−t u(t) + e2t u(t)
3 3
R∞
Laplace transform of δ(t): −∞ δ(t)e−st dt = 1 for all s ∈ C.

4 1 1 1
X (s) = 1− +
3s+1 3s−2
3(s + 1)(s − 2) − 4(s − 2) + (s + 1) 3s2 − 6s + 3
= =
3(s + 1)(s − 2) 3(s + 1)(s − 2)
s2 − 2s + 1 ( s − 1)2
= = if Re{s} > 2.
(s + 1)(s − 2) (s + 1)(s − 2)
Im

−1 1 2 Re
ROC

Inverse Laplace Transform by Partial Fraction Expansion

Section 9.3 in Oppenheim & Willsky
Example 8:

1 A B ( A + B)s + (2A + B)
X (s) = = + =
(s + 1)(s + 2) s+1 s+2 (s + 1)(s + 2)

)
A+B = 0 A=1
2A + B = 1 B = −1
 ee120 - fall’19 - lecture 15 notes 4

Note that:

e−t u (t ) e−2t u(t)

1 1
→ Re{s} > −1 → Re{s} > −2
s+1 s+2
& &
−e−t u(−t) −e−2t u(−t)
Re{s} < −1 Re{s} < −2
Thus, x (t) can’t be determined uniquely unless the ROC is specified.

Possibilities:
1) x (t) = e−t u(t) + e−2t u(t), if Re{s} > −1.

Im

−2 −1 Re
ROC

2) x (t) = e−t u(t) − e−2t u(−t), ROC = ∅

since Re{s} > −1 and Re{s} < −2 do not intersect.

3) x (t) = −e−t u(−t) + e−2t u(t) if −2 < Re{s} < −1

Im

−2 −1 Re

4) x (t) = −e−t u(−t) − e−2t u(−t) if Re{s} < −2

Im

−2 −1 Re
ROC

Properties of the Laplace Transform

Section 9.5 in Oppenheim & Willsky
L
Assume that x (t) ↔ X (s) with ROC = R.
Linearity:
L
ax1 (t) + bx2 (t) ←→ aX1 (s) + bX2 (s) (6)
 ee120 - fall’19 - lecture 15 notes 5

ROC contains R1 ∩ R2 , but can be larger: e.g., if x1 (t) = x2 (t) and

a =−b, then ax1 (t) + bx2 (t) ≡ 0 and ROC is the entire complex plane.
Time-Shift:
x (t − t0 ) ↔ e−st0 X (s) (7)
ROC unchanged because:
Z ∞ Z ∞ Z ∞
x (t − t0 )e−st dt = −st0
x (τ )e−sτ e−st0 dτ = e|{z} x (τ )e−sτ dτ
−∞ | {z } −∞ −∞
,τ this factor | {z }
doesn’t change X (s)
convergence

Shifting in the s-Domain:

L
es0 t x (t) ←→ X (s − s0 ) ROC = R + Re{s0 } (8)

F
Compare to: e jω0 t x (t) ←→ X ( j(ω − ω0 )) in Fourier transforms.
Time-Scaling:

L 1 s
x ( at) ←→ X ROC = a · R (9)
| a| a

L
In particular, x (−t) ←→ X (−s), with ROC = − R.
Example 9: s L
cos(ω0 t)u(t) ←→ Re{s} > 0
+ ω02 s2
L −s
cos(−ω0 t)u(−t) = cos(ω0 t)u(−t) ←→ 2 Re{s} < 0
s + ω02

Conjugation:

L
x ∗ (t) ←→ X ∗ (s∗ ) ROC unchanged (10)

F
Similar property in Fourier transforms: x ∗ (t) ←→ X ∗ (− jω )
Convolution:

L
( x1 ∗ x2 )(t) ←→ X1 (s) X2 (s) ROC contains R1 ∩ R2 (11)

Differentiation in Time Domain:

dx (t) L
←→ sX (s) ROC contains R but can be larger (12)
dt

L
Example 10: x (t) = sin(ω0 t)u(t) ←→ ω0
Re{s} > 0
s2 + ω02
dx (t) L ω s
= ω0 cos(ω0 t)u(t) ←→ 2 0 2 Re{s} > 0
dt s + ω0
 ee120 - fall’19 - lecture 15 notes 6

Differentiation in the s-Domain:

L dX (s)
−tx (t) ←→ ROC unchanged for exponential signals (13)
ds
R∞ dX (s) R∞
Proof: X (s) = −∞ x (t)e−st dt then ds = −∞ −tx (t)e−st dt.
Example 11:

L 1
e− at u(t) ←→
s+a
 
L d 1 1
te− at u(t) ←→ − =
ds s + a ( s + a )2
 
L d 1 2
t2 e− at u(t) ←→ − =
ds (s + a)2 ( s + a )3
..
.
L n!
tn e− at u(t) ←→
( s + a ) n +1

with Re{s} > − a for all cases.

n!
Special case a = 0: u(t) ↔ 1s , tu(t) ↔ 1
s2
, ..., tn u(t) ↔ s n +1

Example 12: Partial fraction expansion for repeated poles

Given ROC = {s : Re{s} > −1}, find the inverse Laplace transform
for:
1
X (s) = .
(s + 1)(s + 2)2

1 A1 A A22
X (s) = 2
= + 21 +
(s + 1)(s + 2) s + 1 s + 2 ( s + 2)2
A1 (s + 2)2 + A21 (s + 1)(s + 2) + A22 (s + 1)
=
(s + 1)(s + 2)2

( A1 + A21 )s2 + (4A1 + 3A21 + A22 )s + (4A1 + 2A21 + A22 ) = 1

| {z } | {z } | {z }
=0 =0 =1
=⇒ A1 = 1, A21 = A22 = −1
1 1 1
X (s) = − − ↔ x (t) = (e−t − e−2t − te−2t )u(t)
s + 1 s + 2 ( s + 2)2

Integration in Time:

Z t
L 1
x (τ )dτ ←→ X (s) ROC contains R ∩ {s : Re{s} > 0} (14)
−∞ s
Rt
Follows from the convolution property: −∞ x (τ )dτ = ( x ∗ u)(t)
where u(t) ↔ 1s is the unit step.
 ee120 - fall’19 - lecture 15 notes 7

Initial Value Theorem:

If x (t) = 0 for all t < 0 and contains no impulses or singularities at
t = 0, then
x (0+ ) = lim sX (s) (15)
s→∞

Example 13: e− at u(t) ↔ 1

s+ a

s
lim = 1 = e−at u(t)|t=0+
s→∞ s+a

Final Value Theorem:

If x (t) = 0 for all t < 0 and x (t) has a finite limit as t → ∞, then

lim x (t) = lim sX (s) (16)

t→∞ s →0

Signal Transform ROC Table 1: Laplace transforms of several

functions.
δ(t) 1 all s
1
u(t) s Re{s} > 0
1
−u(−t) s Re{s} < 0
t n −1 1
( n −1) !
u(t) sn Re{s} > 0
n −1
− (nt −1)! u(−t) 1
sn Re{s} < 0
e− at u(t) 1
s+ a Re{s} > − a
−e−at u(−t) 1
s+ a Re{s} < − a
tn−1 − at 1
( n −1) !
e u(t) (s+ a)n
Re{s} > − a
n − 1
− (nt −1)! e−at u(−t) 1
(s+ a)n
Re{s} < − a
δ(t − T ) e−sT all s
s
cos(ω0 t)u(t) s2 +ω02
Re{s} > 0
ω0
sin(ω0 t)u(t) s2 +ω02
Re{s} > 0
s+ a
e− at cos(ω0 t)u(t) (s+ a)2 +ω02
Re{s} > − a

e− at sin(ω0 t)u(t) ω0
(s+ a)2 +ω02
Re{s} > − a