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EE341: Signals and Systems

CLO # 3 Chapter # 9
The Laplace Transform

by
Dr. Ahmad Kamal Hassan

Faculty of Electrical Engineering


Ghulam Ishaq Khan Institute of Engineering Sciences and Technology

October 18, 2022


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Outline

1 Introduction

2 The Response of LTI Systems to Complex Exponentials

3 The Region of Convergence for Laplace Transforms

4 The Inverse Laplace Transforms

5 Geometric Evaluation from Pole-Zero Plot

6 Properties of Laplace Transform

7 Analysis and Characterization of LTI Systems Using Laplace Transforms

8 The Unilateral Laplace Transform

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Introduction
Laplace Transform: Laplace transform maps a function of time t to a
function of s.
L
x(t) X (s) (1)
↔ Z ∞
X (s) = x(t)e −st dt (2)
−∞

> Laplace transform can be applied to the analysis of many unstable


systems and consequently play an important role in the investigation
of the stability or instability of systems.
> This fact, combined with the algebraic properties that Laplace share
with Fourier transforms, leads to a very important set of tools for
system analysis and in particular for the analysis of feedback systems,
which we develop in EE351 (Linear Control Systems).
> As we will see, the Laplace transform have many of the properties
that make Fourier analysis so useful.
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The Response of LTI Systems to Complex Exponentials
It is advantageous in the study of LTI systems to represent signals as linear
combinations of basic signals that possess the following two properties:
1 The set of basic signals can be used to construct a broad and useful
class of signals.
2 The response of an LTI system to each signal should be simple
enough in structure to provide us with a convenient representation for
the response of the system to any signal constructed as a linear
combination of the basic signals.
The importance of complex exponentials in the study of LTI systems is
because the response of an LTI system to a complex exponential input is
the same complex exponential with only a change in amplitude; i.e.,

e st → H(s)e st (3)

where the complex amplitude factor H(s) will in general be a function of


the complex variable s.
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The Response of LTI Systems to Complex Exponentials
To show that complex exponentials are indeed eigenfunctions of LTI
systems, let us consider
> A CT LTI system with impulse response h(t) and input as x(t) = e st
> From the convolution integral we have.
y (t) = h(t) ∗ x(t) (4)
Z ∞
= h(τ )x(t − τ )dτ (5)
Z−∞ ∞
= h(τ )e s(t−τ ) dτ (6)
−∞
Z ∞
= e st
h(τ )e −sτ dτ (7)
−∞
= e st H(s) (8)
> A signal for which the system output is a constant times the input is
referred to as an eigenfunction of the system, and the amplitude
factor is referred to as the system’s eigenvalue.
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The Laplace Transform
> The Laplace transform1 of a general signal x(t) is defined as:
Z ∞
X (s) = x(t)e −st dt (9)
−∞
where s is a complex variable written as s = σ + jω and σ is a real
constant.
> For only complex variable, i.e., s = jω, the tranform leads to the
Fourier transform (a thing that we will take up in subsequent
sections):
Z ∞
X (jω) = x(t)e −jωt dt (10)
−∞
> Expressing s = σ + jω in (9) yields:
Z ∞
X (σ + jω) = {x(t)e −σt }e −jωt dt (11)
−∞
where e −σt may be decaying or growing in time depending on the
value of σ being positive or negative respectively.
1
R ∞ R ∞
Bilateral transform →
AK Hassan −∞
(·)dt EE351:OR
Chapter #Unilateral
9 transform → 18,0 2022
October (·)dt 6 / 80
The Laplace Transform

Find the Laplace Transform of

> x(t) = e −at u(t) ; a > 0 . > x(t) = −e −at u(−t) ; a > 0 .

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The Laplace Transform

Find the Laplace Transform of


> x1 (t) = 3e −2t u(t) − 2e −t u(t) .
> x2 (t) = δ(t) + 3e −2t u(t) − 2e −t u(t).

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The Region of Convergence for Laplace Transforms
We explore some specific constraints on the ROC for various classes of
signals.
> Property 1: The ROC of X (s) consists of strips parallel to the
jω−axis in the s-plane.
> Property 2: For rational Laplace transforms, the ROC does not
contain any poles.
> Property 3: If x(t) is of finite duration and is absolutely integrable,
then the ROC is the entire s−plane.

Figure: (a) Finite-duration signal multiplied by a decaying exponential; (b)


finite-duration signal multiplied by a growing exponential.
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The Region of Convergence for Laplace Transforms
> Find the Laplace Transform of
(
e −at , 0 ≤ t < T .
x(t) =
0, otherwise.

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The Region of Convergence for Laplace Transforms
*(Self-Study The details from Text Book)
> Property 4: If x(t) is right sided, and if the line <{s} = σo is in the
ROC, then all values of s for which <{s} > σo will also be in the
ROC.

> Property 5: If x(t) is left sided, and if the line <{s} = σo is in the
ROC, then all values of s for which <{s} < σo will also be in the
ROC.

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The Region of Convergence for Laplace Transforms
> Property 6: If x(t) is two sided, and if the line <{s} = σo is in the
ROC, then the ROC will consist of a strip in the s−plane that
includes the line <{s} = σo .

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The Region of Convergence for Laplace Transforms
> Example: Find the Laplace Transform of

x(t) = e −b|t|

> Fig. below illustrates both cases of b, i.e., b > 0 and b < 0.

> Since this is a two-sided signal, let us divide it into the sum of a
right-sided and left-sided signal, i.e.,
L −2b
x(t) = e −bt u(t) + e bt u(−t) X (s) = 2 ; −b < <{s} < b
↔ s − b2
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The Region of Convergence for Laplace Transforms

> Property 7: If the Laplace transform X (s) of x(t) is rational, then its
ROC is bounded by poles or extends to infinity. In addition, no poles
of X (s) are contained in the ROC.
> Property 8: If the Laplace transform X (s) of x(t) is rational, then if
x(t) is right sided, the ROC is the region in the s−plane to the right
of the rightmost pole. If x(t) is left sided, the ROC is the region in
the s-plane to the left of the leftmost pole

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Time-Domain Interpretation of ROC

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Time-Domain Interpretation of ROC

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Time-Domain Interpretation of ROC

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Time-Domain Interpretation of ROC

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The Inverse Laplace Transforms
We have seen so far that the Laplace transform is
L
x(t) X (s) (12)
↔ Z ∞
X (s) = x(t)e −st dt (13)
−∞

The inverse Laplace Transform is given by the following contour integration


Z σ+j∞
1
x(t) = X (s)e st ds (14)
2πj σ−j∞

The aforementioned integration is rather involved and we consider an


alternate approach of solving the inverse Laplace transform by
1 If required, then simplifying X (s) using partial fraction expansion.
2 Use Look-Up Table of elementary functions for Laplace Transform
pairs.
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The Inverse Laplace Transforms

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The Inverse Laplace Transforms
Example: Find x(t) for

1
X (s) = ; −2 < <{s} < −1
(s + 1)(s + 2)

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Geometric Evaluation from Pole-Zero Plot

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Properties of Laplace Transform

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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
> One of the important applications of the Laplace transform is in the
analysis and characterization of LTI systems.
> Its role for this class of systems stems directly from the convolution
property
Y (s) = H(s)X (s) (15)
where X(s), Y(s), and H(s) are the Laplace transforms of the input,
output, and impulse response of the system, respectively.
> If the ROC of H(s) includes the imaginary axis, then for s = jω, H(s)
is the frequency response of the LTI system.
> In the broader context of the Laplace transform, H(s) is commonly
referred to as the system function or, alternatively, the transfer
function.
> Many properties of LTI systems can be closely associated with the
characteristics of the system function in the s-plane.
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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
9.7.1 Causality
> For a causal LTI system, the impulse response is zero for t < 0 and
thus is right sided.
> Thus, The ROC associated with the system function for a causal
system is a right-half plane.
> Also, For a system with a rational system function, causality of the
system is equivalent to the ROC being the right-half plane to the
right of the rightmost pole.
> Example 1: Consider a system with impulse response
h(t) = e −t u(t) (16)
Since h(t) = 0 for t < 0, this system is causal.
The Laplace Transform is
1
H(s) = , <{s} > −1 (17)
s +1
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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms

9.7.1 Causality
> Example 2: Consider a system function
1
H(s) = e s , <{s} > −1 (18)
s +1
For this system, the ROC is to the right of the rightmost pole.
Therefore, the impulse response must be right sided.
The impulse response associated with the system is 2

h(t) = e −(t+1) u(t + 1) (19)

2
We have used Pair 6 in Table 9.2, followed by Prop 9.5.2 in Table 9.1
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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
9.7.2 Stability
> The ROC of H(s) is also related to the stability of a system.
> Thus, An LTI system is stable if and only if the ROC of its system
function H(s) includes the entire jω-axis [i.e., <{s} = 0.
> Also, For a system with a rational system function, causality of the
system is equivalent to the ROC being the right-half plane to the
right of the rightmost pole.

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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
9.7.3 LTI Systems Characterized by LCCDE
> The properties of the Laplace transform can be exploited to directly
obtain the system function for an LTI system characterized by a linear
constant-coefficient differential equation.
> Example: Consider a causal LTI system for which the input x(t) and
output y(t) satisfy the LCCDE.
dy (t)
+ 3y (t) = x(t). (20)
dt
Applying the Laplace transform to both sides
sY (s) + 3Y (s) = X (s). (21)
And consequently the system function is
Y (s) 1
H(s) = = . (22)
X (s) s +3
The Transfer function has no mention of ROC. This should be
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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
> The same procedure used to obtain H (s) from the differential
equation in previous Example can be applied more generally. Consider
a general linear constant-coefficient differential equation of the form
N M
X d k y (t) X d k x(t)
αk = βk . (23)
dt k dt k
k=0 k=0
Applying the Laplace transform to both sides
XN XM
( αk s k )Y (s) = ( βk s k )X (s). (24)
k=0 k=0
And consequently the system function is
PM k
Y (s) k=0 βk s
H(s) = = PN . (25)
X (s) k=0 αk s
k

Again the ROC should be inferred from the preconditions.


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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
> Example: Suppose we know the input and output of an LTI system
given by
x(t) = e −3t u(t)
y (t) = [e −t − e −2t ]u(t) (26)
Applying the Laplace transform
1
X (s) = , <{s} > −3
s +3
1
Y (s) = , <{s} > −1 (27)
(s + 1)(s + 2)
And consequently the system function is
Y (s) (s + 3)
H(s) = = . (28)
X (s) (s + 1)(s + 2)
Infer Causality, Stability, and assuing the condition of initial rest
specify the differential equation.
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9.7 Analysis and Characterization of LTI Systems Using
Laplace Transforms
> Example: Consider a stable and causal system with impulse response
h(t) and system function H(s). Suppose
> H(s) is rational, contains a pole at s = -2, and does not have a zero
at the origin. The location of all other poles and zeros is unknown.
> For each of the following statements let us determine whether we can
definitely say that it is true, whether we can definitely say that it is
false, or whether there is insufficient information to ascertain the
statement’s truth:
> (a)F{h(t)e 3t } converges
R∞
> (b) −∞ h(t)dt = 0.
> (c) t h(t) is the impulse response of causal and stable system.
> (d) dh(t)
dt contains atleast one pole in Laplace Transform.
> (e) h(t) has finite duration.
> (f) H(s) = H(-s).
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9.9 The Unilateral Laplace Transform

> In the preceding sections, we have dealt with what is commonly called
the bilateral Laplace transform.
> Herein, we introduce the unilateral Laplace transform, which is of
considerable value in analyzing causal systems and, particularly,
systems specified by LCCDE with nonzero initial conditions (i.e.,
systems that are not initially at rest).
> The unilateral Laplace transform of a continuous-time signal x(t) is
defined as Z ∞
χ(s) = x(t)e −st dt (29)
0−

where the lower limit of integration, 0− , signifies that we include in


the interval of integration any impulses or higher order singularity
functions concentrated at t = 0.

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9.9 The Unilateral Laplace Transform

> Example: For the signal given by

(i) x(t) = te −at u(t)


(ii) x(t) = e −a(t+1) u(t + 1)
(iii) x(t) = δ(t) + 2u1 (t) + e t u(t)

Evaluate X(S) and χ(s)

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9.9 The Unilateral Laplace Transform

> Example: For the unilateral Laplace transform given by


1
(i) χ(s) =
(s + 1)(s + 2)
s2 − 3
(ii) χ(s) =
s +2
Evaluate x(t).

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9.9 The Unilateral Laplace Transform

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9.9 The Unilateral Laplace Transform

Solving Differential Equations Using Unilateral Laplace Transforms.

> Example: For a causal LTI system having the following differential
equation

d 2 y (t) dy (t)
2
+3 + 2y (t) = x(t)
dt dt
Evaluate
1 Considering the condition of initial rest and input x(t) = αu(t), find
y(t).
2 Consider the initial conditions of y (O − ) = β and y 0 (O − ) = γ, also
assume the input x(t) = αu(t), find y(t).
Deliberate on the zero-state response and zero-input response

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References and Useful Material

The content presented herein is adopted from


1 Oppenheim, A. V., Willsky, A. S., & Nawab, S. H. (1998). Signals
and Systems, 2nd edition. Pearson. (Text Book)
2 Lathi, B. P., & Green, R. A. (2005). Linear Systems and Signals (Vol.
2). New York: Oxford University Press.
3 Freeman, D. (2011). 6.003 :Signals and Systems, Massachusetts
Institute of Technology: MIT OpenCourseWare.
4 Yao, J., P. (2018). Lecture notes on ELG 3125B: Signals and Systems
Analysis. University of Ottawa.
5 Cuff, P. (2011-12). Lecture notes on ELE 301: Signals and Systems.
Princeton University.

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