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Initial and Final Value Theorem

The initial and final values of ft) from Fls): The initial value i.e. f(0)
is given as

f0)= Lt f(t) = Lt sF(s)


t0 S-0

and the final value i.e. f(co) is given as


fo) Lt f) = Lt sF(s)
t S0

A few example will clarify these equations.


Consider the tran function

Fs) = 2s +1
(s +
1) (s +2) (s +3)
2s +1
s3+6s +11s +6
2s+8
f0) =Lt s F(s)
s 6s+11s +6

21
s
Lt
1 11
S
2*36
= 0

whereas the time response


as from example is,

0 e +3 e-2-23
2

+3
2
o
For the same example final value f(o) can also be obtained as

follows:
f() Li S0) =
Li s Fs)
S0
t

2s +
s+6s +11s +6
0
which is verified from the time domain expression by
t> o.
theorem and final value
It is to be noted that the initial value
and its derivative are Laplace
theorems are applicable only if ft)
theorem is not applicable if the
transformable. However, final value
is zero or
denominator of contains any zero whose real part
sF(s)
positive e.g.
Let Fls) +02
poles the imaginary axis and, therefore, final
Here sF(s) has two on
theorem
even though the final value
value theorem can't be applied
gives f l ) = 0..
The application of convolution integral to obtain inverse Laplace
of a function is explained as follows:
Let the two functions fj(t) and f2(1) be Laplace transformable and
have the transforms F(s) and F2(6). The product of Fis) and Fz(s) is
the Laplace transform of f{) which results from the convolution of
f0) and ft) and is given by the equation.
t
f) = L F (6) F,)] = Jf() /2(t- t) dt
0

faCt) t) dr
where t is a dummy variable for t and the integrals in these equations
are known as convolution integrals and are typically denoted as

using the notation we find that


Fs) P h ) *f2)] =Lf,0 fO *

F () Fal)
Therefore, the inverse Laplace of the product of Fi(s) and Fa(s)
is obtained by convolving fi(t) and f2t). The Convolution theorem of
Laplace transform is restated as
L G , ) * 10) = L I f ) * f 0 ] = F6) Fa6)

To prove this theorem we start with

U0 1)] =

J|J6t- t) fa (t)dr|e
0LO

We know that
u(t t) =l for t2r

= 0 for tst
We, therefore, also have the
identity
T)f, (t) dt = | - t) u{t - t) fz(t) dr
0 0

Therefore the equation (7.108) can be written as

A ) f s 0 ) = J|At - t) u(t - r) f2(t) dr|e dt


0Lo
At this point we introduce a new variable
y =t- T or t = y + t
and we rewrite the equation (7.111)

2 0 *f0O] = J|JA)u (9)f(1) dt|e *g* dy


OLO

=
| h)u(y) e*" dy |t)e*" d
= F(6) F6)

Thus the convolution theorem is proved.


Suppose we are required to find out Inverse Laplace of

Fs) s(s +1)


1
We let F)=andF(s) = S S+1

Therefore, f(t) =
u() and ft) = et

Therefore, ) =L-1 F(s) =


||u(t -t) e"tdr

=
[u(t) e-9 dt = et |u(t) e dt
0

=e(e -

1) = 1 -

et
we are required to find out inverse Laplace of F{s)
Next suppose
1 1 =F26)
F(0)
=
Let
(s+1)2 s2+1
sin t and fz() = sin t
0) =

Therefore inverse is given as

dt
Fs)] =
ft) =
sin (t t)sin t
0

cos (t 2T)
-

cos t}dt

sin(t -2t) T cos


-

Jo

= (sint - t cos )

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