2.

Laplace transforms and transfer functions (1)

Orest Shardt
Part 2. Laplace transforms and transfer functions (1)

Algebra is easier than calculus

2
Motivation

• We seek a convenient way to handle (arbitrarily) higher order systems

• We will describe process dynamics using Laplace transforms of the
governing ODEs

3
The Laplace transform

• A transformation of a function
𝑓 𝑡 →𝐹 𝑠
• 𝑡: time
• 𝑠: frequency (1/time)
• 𝑠 is a complex number
• Definition
∞
ℒ 𝑓 𝑡 (𝑠) = 𝐹 𝑠 = න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
• This is a linear transformation:
ℒ 𝑎 𝑥 𝑡 + 𝑏 𝑦 𝑡 = 𝑎ℒ 𝑥 𝑡 + 𝑏ℒ 𝑦 𝑡
• Convention: use an uppercase letter for the Laplace transform of a lowercase
function of time. ℒ 𝑦 𝑡 (𝑠) = 𝑌 𝑠

4
Motivation

• Why use the Laplace transform?

• converts differential equations into algebraic equations that are much
easier to analyse and solve
• Modelling procedure becomes:
time domain
ODEs
solution

ℒ ℒ −1
manipulation
solution of algebraic
algebraic equations
equations

5
• Working in the Laplace domain
• recognise how various terms contribute to the time domain solution
• conversion of the Laplace-domain solution to the time domain is not
always necessary
• the Laplace-domain solutions already provide the information we need in a
convenient form, see point above

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Example

• Previously (three times), we saw solutions of the form

𝑦 𝑡 = 𝑎 + 𝑏 𝑒 −𝑡/𝜏
• What is the Laplace transform of 𝑦 𝑡 ?
• Apply linearity and treat the two terms separately
∞
• ℒ 𝑎 = 𝑎 ℒ 1 = 𝑎 ‫׬‬0 1 𝑒 −𝑠𝑡 𝑑𝑡 =
−𝑡/𝜏 ∞ −𝑡/𝜏 −𝑠𝑡
•ℒ 𝑒 = ‫׬‬0 𝑒 𝑒 𝑑𝑡 =
1
• Convenient to remember as ℒ 𝑒 𝑏𝑡 = (Note signs!)
𝑠−𝑏
• Therefore
𝑎 𝑏
𝑌(𝑠) = +
𝑠 𝑠 + 1/𝜏

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Properties of the Laplace transform

• Unit step
0 if 𝑡 < 0
𝑢 𝑡 =ቊ
1 if 𝑡 ≥ 0
1
ℒ 𝑢 𝑡 𝑠 = 𝑈(𝑠) =
𝑠

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Properties of the Laplace transform

• Derivative
𝑑𝑓
ℒ =𝑠𝐹 𝑠 −𝑓 0
𝑑𝑡
where 𝐹 𝑠 = ℒ{𝑓(𝑡)}
• Differentiation in time → multiplication by 𝑠
• Remember to include the value of 𝑓 at 𝑡 = 0!
• If 𝑓 is an appropriately defined deviation variable, 𝑓 0 = 0

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Derivation

How is differentiation converted to multiplication?

∞
𝑑𝑓 𝑑𝑓 −𝑠𝑡
ℒ =න 𝑒 𝑑𝑡
𝑑𝑡 0∞ 𝑑𝑡
−𝑠𝑡 ∞
𝑑 −𝑠𝑡
= 𝑓 𝑡 𝑒 0 −න 𝑓 𝑡 𝑒 𝑑𝑡
0 𝑑𝑡
∞
∞
= 𝑓 𝑡 𝑒 −𝑠𝑡 0 −න 𝑓 𝑡 −𝑠𝑒 −𝑠𝑡 𝑑𝑡
0 ∞
= 0 − 𝑓 0 + 𝑠 න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
= −𝑓 0 + 𝑠ℒ 𝑓 𝑡

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Integration by parts ‫ 𝑣𝑢 = 𝑣𝑑𝑢 ׬‬− ‫𝑢𝑑𝑣 ׬‬
Properties of Laplace transform

• Integral
𝑡
1
ℒ න𝑓 𝑡′ 𝑑𝑡′ = 𝐹(𝑠)
0 𝑠
• Integration w.r.t. time → division by 𝑠

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Derivation

How is integration converted to division?

𝑡 ∞ 𝑡
ℒ න 𝑓 𝜏 𝑑𝜏 =න න 𝑓 𝜏 𝑑𝜏 𝑒 −𝑠𝑡 𝑑𝑡
0 0 0
𝑡 ∞ ∞ 𝑡
1 −𝑠𝑡 1 −𝑠𝑡 𝑑
= න 𝑓 𝜏 𝑑𝜏 − 𝑒 −න − 𝑒 න 𝑓 𝜏 𝑑𝜏 𝑑𝑡
0 𝑠 0 0 𝑠 𝑑𝑡 0
∞
1
= 0 − 0 + න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
𝑠 0
1
= 𝐹(𝑠)
𝑠

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Integration by parts ‫ 𝑣𝑢 = 𝑣𝑑𝑢 ׬‬− ‫𝑢𝑑𝑣 ׬‬
Properties of Laplace transform

• Final value theorem

lim 𝑦(𝑡) = lim 𝑠 𝑌(𝑠)
𝑡→∞ 𝑠→0
• Useful shortcut to get value at steady state without solving all
the other details

• See tables in textbooks/online for other properties and

transforms of common functions
• Will be provided where needed

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Tanks in series

• For each tank,

𝑑ℎ
𝐴 = 𝑉ሶ𝑖𝑛 − 𝐵ℎ
𝑑𝑡
• (𝐵 = 𝜌𝑔/𝑅𝑣 is a constant)
• Steady state:
∗ ∗
0 = 𝑉ሶ𝑖𝑛 − 𝐵ℎ∗ ⇒ 𝐵ℎ∗ = 𝑉ሶ𝑖𝑛
• Define deviation variables
• We will always do this when working with Laplace transforms
• Deviation of each variable from steady state value:
ℎ′ = ℎ − ℎ∗
∗
𝑉ሶ ′ = 𝑉ሶ𝑖𝑛 − 𝑉𝑖𝑛

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Deviation variables

• With deviation variables, ODE becomes

𝑑ℎ′ ′
𝐴 = 𝑉ሶ𝑖𝑛 − 𝐵ℎ′
𝑑𝑡
• Describes dynamics of changes away from/to chosen steady
state
• Take the Laplace transform of the ODE:
′
𝐴 𝑠 𝐻 ′ (𝑠) − ℎ′ 0 = 𝑉𝑖𝑛 𝑠 − 𝐵 𝐻′(𝑠)

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Laplace transform

′
𝐴 𝑠 𝐻′ (𝑠) − ℎ′ 0 = 𝑉𝑖𝑛 𝑠 − 𝐵 𝐻′(𝑠)
• If the steady state chosen for the deviation variables is the initial state*, i.e. ℎ∗ =
ℎ(0), then ℎ′ 0 = 0 and
′
(𝐴𝑠 + 𝐵)𝐻′ (𝑠) = 𝑉𝑖𝑛 𝑠
or
𝐻′ 𝑠 1
′ =
𝑉𝑖𝑛 𝑠 𝐴𝑠 + 𝐵
• This is the ratio of the output (deviation) variable and the input (deviation) variable

*Note that in the three conservation equation examples, the chosen steady state was the
final state so that the deviation variables decayed to zero. Here, the deviation variables start
at zero and approach a non-zero steady value.

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Transfer functions

• Ratio of output variable divided by input variable is called a transfer

function
• describes how the input function (in the Laplace domain) is transformed into the output
• Usually omit the primes (use of transfer functions implies deviation
variables)
• Suppose
𝑄 𝑠
= 𝐺(𝑠)
𝑈 𝑠
• 𝐺 𝑠 is the transfer function that describes the relationship between the
input 𝑈 𝑠 and the output 𝑄(𝑠):

𝑄
ถ 𝑠 = 𝐺ถ𝑠 𝑈(𝑠)
ถ
output transfer input
function

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 𝑄
ถ 𝑠 = 𝐺
ถ 𝑠 𝑈(𝑠)
ถ
output transfer input
function
• 𝐺 𝑠 contains the information about the dynamics of the process

• Could substitute specific 𝑈 𝑠 , e.g. unit step, and calculate 𝑄 𝑠

• take the inverse Laplace transform and get time domain solution 𝑞(𝑡)

• Instead: focus on understanding how the structure of 𝐺(𝑠)

reveals the nature of a process’s dynamics

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Gain

• How much does a process amplify changes in the input?

• Gain is the ratio of the change in output (at steady state) that is
observed in response to a change in the input
• Steady value in response to a unit step input
gain = 𝐾 = lim 𝑞 𝑡 = lim 𝑠 𝑄 𝑠
𝑡→∞ 𝑠→0
= lim 𝑠 𝐺 𝑠 𝑈(𝑠)
𝑠→0
1
= lim 𝑠 𝐺 𝑠
𝑠→0 𝑠
= lim 𝐺 𝑠
𝑠→0

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Gain – Time constant form
𝑏
• Consider 𝐺 𝑠 = 1
𝑠+𝜏
• 𝐺 0 = 𝜏𝑏
𝑏 𝜏𝑏 𝐺 0
•𝐺 𝑠 = 1 = =
𝑠+ 𝜏𝑠+1 𝜏𝑠+1
𝜏

• Convenient to write the transfer function of a linear first order

process in the form

𝐾
𝐺 𝑠 =
𝜏𝑠 + 1

where 𝐺(0) = 𝐾 is the gain and 𝜏 is the time constant.

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