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Addis Ababa Science and Technology University

College of Electrical & Mechanical Engineering


Electrical & Computer Engineering Department

Signals and Systems Analysis (EEEg-2121)

Chapter Four
Laplace Transform and Its Inverse
Laplace Transform and Its Inverse

Outline
 Introduction
 The Laplace Transform
 Properties of the ROC
 Properties of the Laplace Transform
 Inverse Laplace Transform
 Transfer Function
 Analysis using the Laplace Transform
 Solving Differential Equations
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Introduction

 The Laplace transform is a generalization of the Fourier


transform of a continuous time signal.

 The Laplace transform converges for signals for which the


Fourier transform does not.

 Hence, the Laplace transform is a useful tool in the analysis and


design of continuous time systems.

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The Laplace Transform

 The Laplace transform of a continuous-time signal x(t), denoted


by X(s), is defined as:


X ( s)   x(t )e  st dt


 The complex variable s is of the form s    j with a real


part  and an imaginary part  .

 The Laplace transform defined by the above equation is known


as the bilateral Laplace transform.

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The Laplace Transform……

 We say that x(t) and X(s) are Laplace transform pairs and denote
this relationship as:

x(t ) 


X (s) (with certain ROC)
 The unilateral Laplace transform plays an important role in
the analysis of causal systems described by constant coefficient
linear differential equations with initial conditions.

 The unilateral Laplace transform is mathematically defined as:



X ( s)   x(t )e  st dt
0

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The Laplace Transform……

Region of Convergence (ROC):

 The region of convergence (ROC) is defined as the set of all


values of s for which X(s) has a finite values.

 Every time we calculate the Laplace transform, we should


indicate its ROC.

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The Laplace Transform……
Exercise:

1. Find the Laplace transform of the following continuous-time


signals and state the ROC.

a. x(t )  e  atu (t ) d . x(t )  e atu (t )

 at  at
b. x(t )  e u (t ) e. x(t )  e u (t )

c. x(t )  e atu (t )

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The Laplace Transform……

2. Find the Laplace transform of the following continuous-time


signals and state the ROC.
2 t 3t
a. x(t )  e u (t ) d . x(t )  e u (t )  e u (t )
2t

b. x(t )  e 3t u (t ) e. x(t )  e 2t u (t )  e 3t u (t )

c. x(t )  e  2t u (t )  e 3t u (t )

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Properties of the ROC

 In general, the ROC of a Laplace transform has the following


properties.

i. The ROC can not contain any poles inside it.

ii. If x(t) is left-sided signal, then:

ROC : Re( s)   1 ,  1 : is the leftmost pole

iii. If x(t) is right-sided signal, then:

ROC : Re( s)   2 ,  2 : is the rightmost pole

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Properties of the ROC……

iv. If x(t) is two-sided signal, then:

ROC :  2  Re( s)   1

v. If x(t) is a finite length signal, then ROC is the entire s-plane

except possibly at s  0 or s  .

vi. The CTFT of x(t) exists if and only if the ROC of x(t)

includes the s  j axis.

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Properties of the ROC……
Exercise-1:

The Laplace transform of a continuous-time signal x(t) is given


by:

s 1
X ( s)  2
s  5s  6

Determine:

a. all the possible ROCs

b. the corresponding continuous-time signal x(t) for each of the


above ROCs
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Properties of the ROC……
Exercise-2:

Determine x(t) for the following conditions if X(s) is given by :

s 1
X ( s)  2
s  5s  6

a. x(t) is right - sided

b. x(t) is left - sided

c. x(t) is both sided

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Some Common Laplace Transform Pairs

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Rational Laplace Transforms

 The most important and most commonly used Laplace transforms


are those for which X(s) is a rational function of the form:

N ( s) a0 s M  a1s M 1  .....  aM
X ( s)  
D( s) b0 s N  b1s N 1  .....  bN
 The above rational Laplace transform can be written as:

( s  z1 )(s  z2 )....(s  z M )
X ( s)  k
( s  p1 )(s  p2 )....(s  pN )

 The roots of the numerator N(s) are known as the zeros of X(s).

 The roots of the denominator D(s) are known as the poles of X(s).
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Rational Laplace Transforms……

 The above rational Laplace transform contains:

 M zeros at z1, z2, ……, zM

 N poles at p1, p2, ……, pN

 If M>N, then there are M-N additional zeros.

 If M<N, then there are N-M additional poles.

 If M=N, then X(s) has exactly the same number of poles and
zeros.

 We denote the locations of zeros in the s-plane with the “0”


symbol and pole locations with the “x” symbol.
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Rational Laplace Transforms ……
Exercise:
Find the zeros and poles of the rational Laplace transforms
given below and sketch the pole-zero plot.

2s  4
a. X ( s )  2
s  4s  3

s2  s  2
b. X ( s )  2
s  6s  5

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Properties of the Laplace Transform

1. Linearity

x1 (t ) 

X 1 ( s) and x 2 (t ) 

X 2 ( s)

 a1 x1 (t )  a 2 x 2 (t ) 

a1 X 1 ( s)  a 2 X 2 ( s)

2. Time scaling
1 s
x(t ) 
 X(s)  x(at ) 

 X   

a a

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Properties of the Laplace Transform……

3. Time shifting

x(t ) 


X (s)  x(t  t 0 ) 


e  st0 X (s)

4. Shifting in the s-domain

x(t ) 


X (s)  e s0t xt 


X s  s0 

5. Time reversal

x(t ) 


X (s)  x(t ) 


X ( s )
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Properties of the Laplace Transform……

6. Differentiation in the Time Domain

dx(t ) 
x(t ) 
 X ( s) 


 sX ( s)
dt

7. Differentiation in the s-Domain

dX ( s)  1
x(t ) 
 X ( s) 

 tx (t )
ds

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Properties of the Laplace Transform……

8. Convolution in the Time Domain

x1 (t ) 

X 1 ( s) and x 2 (t ) 

X 2 (s)

 x1 (t ) * x 2 (t ) 

X 1 ( s). X 2 ( s)

9. Integration
t
x(t ) 
 X ( s)   x(t )dt 
 tx (t )
 


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Properties of the Laplace Transform……

Table: Properties of the Laplace transform

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Properties of the Laplace Transform……
Exercise:

Find the Laplace transform and state the ROC of the following
continuous-time signals using properties of the Laplace
transform.

a. x(t )   (t )  2u (t )  3e 2t u (t ) d . x(t )  2tu (t  4)

b. x(t )  t 2 sin 2tu (t ) e. x(t )  t 3 e  2t u (t )

c. x(t )  te t cos 3tu (t )

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Properties of the Laplace Transform……
Exercise:

Find the Laplace transform of the following continuous-time


signals using properties of the Laplace transform.

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Laplace Transform of Periodic Signals
 Consider the continuous-time periodic signal x(t) shown in the
figure given below.

 The above periodic signal can be represented as the sum of


time-shifted signal components as:
x(t )  x1 (t )  x2 (t )  x3 (t )  .........

 x1 (t )  x1 (t  T )  x1 (t  2T )  ......... (i)

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Laplace Transform of Periodic Signals……

Fig. Decomposition of the periodic signal into its components

 Note that the signal x1(t) can be expressed as:

 x(t ) , 0t T

x1 (t )  x(t )[u (t )  u (t  T )]  

0 , otherwise

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Laplace Transform of Periodic Signals……
 Taking the Laplace transform of both sides of equation (i) by
applying time-shifting property, we get:

X ( s)  X 1 ( s)  X 1 ( s)e Ts  X 1 ( s)e 2Ts  X 1 ( s)e 3Ts  ....

 X 1 ( s)[1  e Ts  e 2Ts  e 3Ts  ......] (ii)

 Consider the geometric series formula given by:



1

k 0
r  1  r  r  r  ...... 
k 2 3

1 r
, r 1

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Laplace Transform of Periodic Signals……
 Applying the above geometric series formula to equation (ii), we
obtain: X 1 ( s)
X ( s) 
1  e Ts

Exercise:

Determine the Laplace transform of the periodic signal shown in


the figure below.

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Laplace Transform of Periodic Signals……
Exercise:

Determine the Laplace transform of the periodic signals shown


in the figure below.

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Inverse Laplace Transform
Inverting by Inspection:

 The simplest inversion method is by inspection, or by comparing


with the table of common Laplace transform pairs.

Exercise:

Find the inverse of the following Laplace transforms by


inspection.
1
a. X ( s )  , ROC : Re( s)  2
s2

1
b. X ( s )  , ROC : Re( s )  2
s2
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Inverse Laplace Transform……
Inverting by Partial Fractional Expansion:

 This is a method of writing complex rational Laplace transforms


as a sum of simple terms.

 After expressing the complex rational Laplace transform as a sum


of simple terms, each term can be inverted by inspection.

 Consider a rational Laplace transform X(s) of the form:


N ( s)
X ( s) 
D( s )
with the order of N(s) less than the order of the denominator
polynomial D(s).
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Inverse Laplace Transform……
 If poles p1 , p2 , ........, pn are distinct, the rational Laplace
transform X(s) can be expanded using partial fraction expansion
as:

k1 k2 kn
X ( s)    ....... 
s  p1  s  p2  s  pn 
 The coefficients k1 , k 2 , ........, k n are called the residues of the
partial fraction expansion. The residues are computed as:

k i  s  pi X (s) s  pi

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Inverse Laplace Transform……
 With the known values of the coefficients k1 , k 2 , ........, k n
inverse transform of each term can be determined depending on
the location of each pole relative to the ROC.

 Consider a rational Laplace transform X(s) with repeated poles


of the form:
N (s)
X (s) 
( s  p1 ) r ( s  p 2 )........(s  p n )

with multiplicity r poles at s  p1

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Inverse Laplace Transform……
 The Laplace X(s) with multiple poles can be expanded as:

k11 k12 k1r k2 kn


X ( s)    ....    .... 
s  p1  s  p1 2 s  p1 r s  p2  s  pn 
 The coefficients k 2 , ........, k n can be computed using the residue
formula discussed above.

 The residues k11 , k12 ........, k1r are computed as:

k1r  s  p1  X ( s)
r
s  p1 k1( r 2) 
1 d2
2 ! ds 2
s  p1 r
X ( s)  s  p1

k1( r 1) 
1 d
1! ds

s  p1 r X (s)  s  p1 and so on.....
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Inverse Laplace Transform……
 Once we obtain the values of k11 , k12 ........, k1r by partial
fraction expansion, we apply the inverse transform given by:

n 1 at
1 t
1 e


s  a n (n  1)!

 Thus, the Laplace transform to each term on the right-hand side


of the above equation will be:

 k13 2 p1t k14 3 p1t 


x(t )   k11e  k12te 
p1t p1t
t e  t e  ......
 2! 3! 

 k 2 e p2t  .....
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Inverse Laplace Transform……
Exercise-1:

Find the inverse of the following Laplace transforms.


s2
a. X ( s )  2 , ROC : Re(s)  3
s  7 s  12
s2  s 1
b. X ( s )  2 , ROC : 0  Re(s)  1
s ( s  1)

s2  s 1
c. X ( s )  , ROC : Re(s)  1
( s  1) 2

s 1
d . X (s)  2 , ROC : Re(s)  3
s  5s  6
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Transfer Function
 The Laplace transform of the impulse response h(t) is known as
the transfer function of the system.

 Mathematically:


H ( s)   h(t )e  st dt


 We say that h(t) and H(s) are Laplace transform pairs and denote
this relationship as:

h(t ) 


H ( s)

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Transfer Function…..

 The output y(t) of a continuous-time LTI system equals the


convolution of the input x(t) with the impulse response h(t),
i.e.,
y(t )  x(t ) * h(t )

 Taking the Laplace transform of both sides of the above


equation by applying the convolution property, we obtain:

Y ( s)
Y ( s)  X ( s) H ( s)  H ( s) 
X ( s)

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Transfer Function…..
i. Causal LTI Systems
 A discrete-time LTI system is causal if h(t)=0, t<0. In other
words, h(t) is right-sided signal.
 Therefore, ROC of H(s) is the region to the right of the
rightmost pole.
ii. Anti-causal LTI Systems
 A discrete-time LTI system is anti-causal if h(t)=0, t>0. In other
words, h(t) is left-sided signal.
 Therefore, ROC of H(s) is the region to the left of the leftmost
pole.
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Transfer Function……
iii. BIBO Stable LTI Systems

 A continuous-time LTI system is BIBO stable if h(t) is


absolutely integrable, i.e. ,



h(t ) dt  

 Therefore, a continuous-time LTI system is BIBO stable if and


only if the transfer function H(s) has ROC that includes the
imaginary axis ( s  j axis )

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Transfer Function……
iv. Causal & BIBO stable LTI Systems

 The ROC of H(s) must be a region to the right of the rightmost


pole and contains the imaginary axis (s  j axis ) .

 In other words, all poles must be to the left of the imaginary axis.

v. Causal & unstable LTI Systems

 The ROC of H(s) must be a region to the right of the rightmost


pole and does not contain the imaginary axis (s  j axis ) .

 In other words, the rightmost pole must be to the right of the


imaginary axis.
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Transfer Function……
Exercise:
1. The transfer function of a continuous-time LTI system is given by:

s 1
H ( s)  2
s s6
a. Find the poles and zeros of H(s).
b. Sketch the pole-zero plot.
c. Find the impulse response h(t) if the system is known to be:
i. causal iii. BIBO stable
ii. anti-causal
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Transfer Function……
2. Plot the ROC of H(s) for continuous-time LTI systems that are:
a. causal & BIBO stable
b. causal & unstable
c. anti-causal & BIBO stable
d. anti-causal & unstable

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Analysis using the Laplace Transform

 The procedure for evaluating the output y(t) of a continuous-time

LTI system using the Laplace transform consists of the following

four steps.

1. Calculate the Laplace transform X(s) of the input signal x(t).

2. Calculate the Laplace transform H(s) of the impulse response

h(t) of the continuous-time LTI system.

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Analysis using the Laplace Transform….

3. Based on the convolution property, the Laplace transform of the

output y(t) is given by Y(s) = H(s)X(s).

4. The output y(t) in the time domain is obtained by calculating the

inverse Laplace transform of Y(s) obtained in step (3).

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Analysis using the Laplace Transform…..

Exercise:
Consider a continuous-time LTI system with impulse
response h(t) given by:

h(t )  e t u(t )
The input to the system x(t) is:

x(t )  u(t )
Determine the output y(t) of the system using:
a. the convolution integral
b. the Laplace transform
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Solving Differential Equations
 Differential equations can be solved using the Laplace transform
by applying the following derivative properties.

d
x(t ) 
 X ( s )  x(t ) 


sX ( s )  x(0)
dt

d2
 2 x(t ) 

s 2 X ( s )  sx(0)  x' (0)
dt

d3
 3 x(t ) 

s 3 X ( s )  s 2 x(0)  sx' (0)  x' ' (0)
dt

dn
 n x(t ) 

s n X ( s )  s n 1 x(0)  s n  2 x' (0)  .....  x ( n 1) (0)
dt
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Solving Differential Equations…..

Exercise:

Use the Laplace transform to solve the following differential


equation for the specified inputs and initial conditions.

d2 d
2
y (t )  6 y (t )  8 y (t )  2 x(t )
dt dt

a. x(t )  u (t ) and y (0)  1 , y ' (0)  2

b. x(t )  e t u (t ) and y (0)  1 , y ' (0)  1

b. x(t )  e  4t u (t ) and y (0)  0 , y ' (0)  0

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Solving Differential Equations…..

Exercise:

1. Solve for the response y(t) in the following integro-differential


equation.

dy(t ) t
 5 y(t )  6 y( )d  u (t ) and y(0)  2
dt 0

2. Solve the following differential equation using the Laplace


transform method.

d 2 y(t ) dy(t ) t
2
 4  4 y (t )  7 e u (t ) and y(0)  y ' (0)  2
dt dt
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Exercise

1. Calculate the Laplace transform and state the ROC for the
following continuous-time signals.

a. x(t )  t 5 u (t ) f . x(t )  t 2 cos(10t )u (t )


3 t
b. x(t )  e 3t cos(9t )u (t ) g. x(t )  e cos(5t )

c. x(t )  t 2 cos(10t )u (t ) h. x(t )  e 7 t cos(9t )u (t )

d . x(t )  e 5t u (t )  e 4t u (t )


3 t
e. x(t )  e

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Exercise……

2. Consider the Laplace transform given by:

4s 2  15s  8
X ( s) 
( s  2) 2 ( s  1)
Determine the inverse Laplace transform assuming that:

a. x(t) is right-sided signal.

b. CTFT of x(t) exists.

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Exercise……
3. Consider the Laplace transform given by.

2s  7
X ( s)  2
s  7 s  12

Find the inverse Laplace transform for each of the ROCs:

a. Re( s)  4

b.  4  Re( s )  3

c. Re( s )  3

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Exercise……

4. A continuous-time system has a transfer function given by:

3s  1
H ( s)  2
s s6
Find the impulse response h(t) assuming that:
a. the system is causal.
b. the system is BIBO stable.
c. the system is anti-causal.
d. can this system be both causal and BIBO stable?

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Exercise……

5. Consider a continuous-time LTI system with impulse


response h(t) given by:

h(t )  e 2t u(t )


Determine the output y(t) of the system using the Laplace
transform for the following inputs.
a. x(t )  cos(t )u (t )

b. x(t )  e 3t u (t )

c. x(t )  te t u (t )

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Exercise……

6. Consider a continuous-time system described by the


differential equation:

d2 d d
2
y(t )  5 y(t )  4 y(t )  x(t )
dt dt dt

Determine the output y(t) of the system using the Laplace


transform for the following inputs and initial conditions.

a. x(t )  sin(t )u (t ) and y (0)  0 , y ' (0)  1

b. x(t )  e 2t u (t ) and y (0)  1 , y ' (0)  1

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