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LAPLACE TRANSFORMS

INTRODUCTION
Definition
 Transforms -- a mathematical conversion
from one way of thinking to another to
make a problem easier to solve
transform
solution
in transform
way of
thinking
inverse
transform
solution
in original
way of
thinking
problem
in original
way of
thinking
2. Transforms
Laplace
transform
solution
in
s domain
inverse
Laplace
transform
solution
in time
domain
problem
in time
domain
• Other transforms
• Fourier
• z-transform
• wavelets
2. Transforms
Laplace transformation
linear
differential
equation
time
domain
solution
Laplace
transformed
equation
Laplace
solution
time domain
Laplace domain or
complex frequency domain

algebra
Laplace transform
inverse Laplace
transform
4. Laplace transforms
Basic Tool For Continuous Time:
Laplace Transform
 Convert time-domain functions and operations into
frequency-domain
 f(t) ÷ F(s) (teR, seC)
 Linear differential equations (LDE) ÷ algebraic expression
in Complex plane
 Graphical solution for key LDE characteristics
 Discrete systems use the analogous z-transform
}
·
÷
= =
0
) ( ) ( )] ( [ dt e t f s F t f
st
L
The Laplace Transform
The Laplace Transform of a function, f(t), is defined as;
}
·
÷
= =
0
) ( ) ( )] ( [ dt e t f s F t f L
st
The Inverse Laplace Transform is defined by
}
· +
· ÷
÷
= =
j
j
ts
ds e s F
j
t f s F L
o
o
t
) (
2
1
) ( )] ( [
1
*notes
Eq A
Eq B
The Laplace Transform
We generally do not use Eq B to take the inverse Laplace. However,

this is the formal way that one would take the inverse. To use

Eq B requires a background in the use of complex variables and

the theory of residues. Fortunately, we can accomplish the same

goal (that of taking the inverse Laplace) by using partial fraction

expansion and recognizing transform pairs.
*notes
The Laplace Transform
Laplace Transform of the unit step.
*notes
|
0
0
1
1 )] ( [
·
÷
·
÷
}
÷
= =
st st
e
s
dt e t u L
s
t u L
1
)] ( [ =
The Laplace Transform of a unit step is:
s
1
The Laplace Transform
The Laplace transform of a unit impulse:
Pictorially, the unit impulse appears as follows:
0 t
0

f(t) o(t – t
0
)
Mathematically:
o(t – t
0
) = 0 t =
0
*note
0 1 ) (
0
0
0
> = ÷
}
+
÷
c o
c
c
dt t t
t
t
The Laplace Transform
The Laplace transform of a unit impulse:
An important property of the unit impulse is a sifting
or sampling property. The following is an important.
}
¹
´
¦
> <
< <
= ÷
2
1
2 0 1 0
2 0 1 0
0
, 0
) (
) ( ) (
t
t
t t t t
t t t t f
dt t t t f o
The Laplace Transform
The Laplace transform of a unit impulse:
In particular, if we let f(t) = o(t) and take the Laplace
1 ) ( )] ( [
0
0
= = =
÷ ÷
·
}
s st
e dt e t t L o o
The Laplace Transform
An important point to remember:
) ( ) ( s F t f ·
The above is a statement that f(t) and F(s) are
transform pairs. What this means is that for
each f(t) there is a unique F(s) and for each F(s)
there is a unique f(t). If we can remember the
Pair relationships between approximately 10 of the
Laplace transform pairs we can go a long way.
The Laplace Transform
Building transform pairs:
e L(
} }
·
+ ÷
·
÷ ÷ ÷
= =
e
t a s st at at
dt e dt e e t u e L
0
) (
0
)] ( [
a s a s
e
t u e L
st
at
+
=
+
÷
=
·
÷
÷
1
) (
)] ( [
|
0
a s
t u e
at
+
·
÷
1
) (
A transform
pair
The Laplace Transform
Building transform pairs:
}
·
÷
=
0
)] ( [ dt te t tu L
st
} }
· ·
·
÷ =
0 0
0
|
vdu uv udv
u = t
dv = e
-
st
dt
2
1
) (
s
t tu ·
A transform
pair
The Laplace Transform
Building transform pairs:
2 2
0
1 1
2
1
2
) (
)] [cos(
w s
s
jw s jw s
dt e
e e
wt L
st
jwt jwt
+
=
(
¸
(

¸

+
÷
÷
=
+
=
÷
·
÷
}
2 2
) ( ) cos(
w s
s
t u wt
+
·
A transform
pair
The Laplace Transform
Time Shift
} }
}
· ·
÷ ÷ + ÷
·
÷
=
· ÷ · ÷ ÷ ÷
+ = = ÷ =
÷ = ÷ ÷
0 0
) (
) ( ) (
, . , 0 ,
,
) ( )] ( ) ( [
dx e x f e dx e x f
So x t as and x a t As
a x t and dt dx then a t x Let
e a t f a t u a t f L
sx as a x s
a
st
) ( )] ( ) ( [ s F e a t u a t f L
as ÷
= ÷ ÷
The Laplace Transform
Frequency Shift
}
}
·
+ ÷
·
÷ ÷ ÷
+ = =
=
0
) (
0
) ( ) (
)] ( [ )] ( [
a s F dt e t f
dt e t f e t f e L
t a s
st at at
) ( )] ( [ a s F t f e L
at
+ =
÷
The Laplace Transform
Example: Using Frequency Shift
Find the L[e
-at
cos(wt)]
In this case, f(t) = cos(wt)
so,
2 2
2 2
) (
) (
) (
) (
w a s
a s
a s F and
w s
s
s F
+ +
+
= +
+
=
2 2
) ( ) (
) (
)] cos( [
w a s
a s
wt e L
at
+ +
+
=
÷
The Laplace Transform
Time Integration:
The property is:
st st
t
st
t
e
s
v dt e dv
and
dt t f du dx x f u Let
parts by Integrate
dt e dx x f dt t f L
÷ ÷
÷
· ·
÷ = =
= =
(
¸
(

¸

=
(
¸
(

¸

}
} } }
1
,
) ( , ) (
:
) ( ) (
0
0 0 0
The Laplace Transform
Time Integration:
Making these substitutions and carrying out
The integration shows that
) (
1
) (
1
) (
0 0
s F
s
dt e t f
s
dt t f L
st
=
=
(
¸
(

¸

} }
·
÷
·
The Laplace Transform
Time Differentiation:
If the L[f(t)] = F(s), we want to show:
) 0 ( ) ( ]
) (
[ f s sF
dt
t df
L ÷ =
Integrate by parts:
) ( ), (
) (
,
t f v so t df dt
dt
t df
dv
and dt se du e u
st st
= = =
÷ = =
÷ ÷
*note
The Laplace Transform
Time Differentiation:
Making the previous substitutions gives,
| |
}
}
·
÷
·
÷
·
÷
+ ÷ =
÷ ÷ =
(
¸
(

¸

0
0
0
) ( ) 0 ( 0
) ( ) (
|
dt e t f s f
dt se t f e t f
dt
df
L
st
st st
So we have shown:
) 0 ( ) (
) (
f s sF
dt
t df
L ÷ =
(
¸
(

¸

The Laplace Transform
Time Differentiation:
We can extend the previous to show;
) 0 ( . . .
) 0 ( ' ) 0 ( ) (
) (
) 0 ( ' ' ) 0 ( ' ) 0 ( ) (
) (
) 0 ( ' ) 0 ( ) (
) (
) 1 (
2 1
2 3
3
3
2
2
2
÷
÷ ÷
÷ ÷
÷ ÷ =
(
¸
(

¸

÷ ÷ ÷ =
(
¸
(

¸

÷ ÷ =
(
¸
(

¸

n
n n n
n
n
f
f s f s s F s
dt
t df
L
case general
f sf f s s F s
dt
t df
L
f sf s F s
dt
t df
L
The Laplace Transform
Transform Pairs:
______ __________ __________ __________
) ( ) ( s F t f
f(t)
F(s)
1
2
!
1
1
1
) (
1 ) (
+
÷
+
n
n
st
s
n
t
s
t
a s
e
s
t u
t o
The Laplace Transform
Transform Pairs:
f(t)
F(s)
( )
2 2
2 2
1
2
) cos(
) sin(
) (
!
1
w s
s
wt
w s
w
wt
a s
n
e t
a s
te
n
at n
at
+
+
+
+
+
÷
÷
The Laplace Transform
Transform Pairs:
f(t)
F(s)
2 2
2 2
2 2
2 2
sin cos
) cos(
cos sin
) sin(
) (
) cos(
) (
) sin(
w s
w s
wt
w s
w s
wt
w a s
a s
wt e
w a s
w
wt e
at
at
+
÷
+
+
+
+
+ +
+
+ +
÷
÷
u u
u
u u
u Yes !
The Laplace Transform
Common Transform Properties:
f(t)
F(s)
) (
1
) (
) (
) (
) 0 ( . . . ) 0 ( ' ) 0 ( ) (
) (
) ( ) (
) ( [ 0 ), ( ) (
) ( 0 ), ( ) (
0
1 0 2 1
0 0
0 0 0
s F
s
d f
ds
s dF
t tf
f f s f s f s s F s
dt
t f d
a s F t f e
t t f L e t t t u t f
s F e t t t u t t f
t
n n n n
n
n
at
s
o
t
s
o
t
}
÷
÷ ÷ ÷ ÷
+
+ > ÷
> ÷ ÷
÷ ÷ ÷
÷
÷
÷
ì ì
The Laplace Transform
Using Matlab with Laplace transform:
Example Use Matlab to find the transform of
t
te
4 ÷
The following is written in italic to indicate Matlab code
syms t,s
laplace(t*exp(-4*t),t,s)
ans =
1/(s+4)^2
The Laplace Transform
Using Matlab with Laplace transform:
Example Use Matlab to find the inverse transform of
19 . 12 .
) 18 6 )( 3 (
) 6 (
) (
2
prob
s s s
s s
s F
+ + +
+
=
syms s t

ilaplace(s*(s+6)/((s+3)*(s^2+6*s+18)))

ans =
-exp(-3*t)+2*exp(-3*t)*cos(3*t)
The Laplace Transform
Theorem: Initial Value
If the function f(t) and its first derivative are Laplace transformable and f(t)
Has the Laplace transform F(s), and the exists, then ) ( lim s sF
0
) 0 ( ) ( lim ) ( lim
÷ · ÷
= =
t s
f t f s sF
The utility of this theorem lies in not having to take the inverse of F(s)
in order to find out the initial condition in the time domain. This is
particularly useful in circuits and systems.
Theorem:
· ÷ s
Initial Value
Theorem
The Laplace Transform
Initial Value Theorem:
Example:
Given;
2 2
5 ) 1 (
) 2 (
) (
+ +
+
=
s
s
s F
Find f(0)
1
) 26 ( 2
2
lim
25 1 2
2
lim
5 ) 1 (
) 2 (
lim ) ( lim ) 0 (
2 2 2 2
2 2 2
2
2
2 2
=
+ +
+
=
(
(
¸
(

¸

+ + +
+
=
+ +
+
= =
s s s s s
s s s s
s s
s s
s
s
s s sF f
· ÷ s · ÷ s · ÷ s
· ÷ s
The Laplace Transform
Theorem: Final Value Theorem:
If the function f(t) and its first derivative are Laplace transformable and f(t)
has the Laplace transform F(s), and the exists, then ) ( lim s sF
· ÷ s
) ( ) ( lim ) ( lim · = = f t f s sF
0 ÷ s
· ÷ t
Again, the utility of this theorem lies in not having to take the inverse
of F(s) in order to find out the final value of f(t) in the time domain.
This is particularly useful in circuits and systems.
Final Value
Theorem
The Laplace Transform
Final Value Theorem:
Example:
Given:
t te s F note
s
s
s F
t
3 cos ) (
3 ) 2 (
3 ) 2 (
) (
2 1
2 2
2 2
÷
=
+ +
÷ +
=
÷
Find
) (· f
.
0
3 ) 2 (
3 ) 2 (
lim ) ( lim ) (
2 2
2 2
=
+ +
÷ +
= = ·
s
s
s s sF f
0 ÷ s 0 ÷ s
The Complex Plane (review)
Imaginary axis (j)
Real axis
jy x u + =
x
y
|
r
r
| ÷
jy x u ÷ =
(complex) conjugate
y ÷
2 2
1
| | | |
tan
y x u r u
x
y
u
+ = ÷ ÷
= ÷ Z
÷
|
Laplace Transforms of Common
Functions
Name f(t) F(s)
Impulse
Step
Ramp
Exponential
Sine
1
s
1
2
1
s
a s ÷
1
2 2
1
s + e
1 ) ( = t f
t t f = ) (
at
e t f = ) (
) sin( ) ( t t f e =
¹
´
¦
>
=
=
0 0
0 1
) (
t
t
t f
Laplace Transform Properties
| | | |
) ( lim ) ( lim
) ( lim ) 0 (
) ( ) ( )
) (
1 ) (
) (
) 0 ( ) ( ) (
) ( ) ( )] ( ) ( [
0
0
2 1 2 1
0
2 1 2 1
s sF t f -
s sF f -
s F s F dτ (τ τ)f (t f
dt t f
s s
s F
dt t f L
f s sF t f
dt
d
L
s bF s aF t bf t af L
s t
s
t
t
÷ · ÷
· ÷
± =
=
= +
= ÷
+ =
± ÷ =
(
¸
(

¸

± = ±
}
} }
theorem value Final
theorem value Initial
n Convolutio
n Integratio
ation Differenti
caling Addition/S
LAPLACE TRANSFORMS
SIMPLE TRANSFORMATIONS
Transforms (1 of 11)
 Impulse -- o (t
o
)
F(s) =
0
·
e
-st
o (t
o
) dt
= e
-st
o
f(t)
t
o (to)
4. Laplace transforms
Transforms (2 of 11)
 Step -- u (t
o
)
F(s) =
0
·
e
-st
u (to) dt
= e
-st
o
/s
f(t)
t
u (to)
1
4. Laplace transforms
Transforms (3 of 11)
 e
-at

F(s) =
0
e
-st
e
-at
dt
= 1/(s+a)
·
4. Laplace transforms
Transforms (4 of 11)
f
1
(t) ± f
2
(t)

a f(t)

e
at
f(t)

f(t - T)

f(t/a)
F
1
(s) ± F
2
(s)


a F(s)


F(s-a)


e
Ts
F(as)


a F(as)
Linearity


Constant multiplication


Complex shift


Real shift


Scaling
4. Laplace transforms
Transforms (5 of 11)
 Most mathematical handbooks have tables
of Laplace transforms
4. Laplace transforms
LAPLACE TRANSFORMS
PARTIAL FRACTION EXPANSION
Definition
 Definition -- Partial fractions are several
fractions whose sum equals a given fraction
 Purpose -- Working with transforms requires
breaking complex fractions into simpler
fractions to allow use of tables of transforms
Partial Fraction Expansions
3 2 ) 3 ( ) 2 (
1
+
+
+
=
+ +
+
s
B
s
A
s s
s
 Expand into a term for
each factor in the
denominator.
 Recombine RHS

 Equate terms in s and
constant terms. Solve.
 Each term is in a form so
that inverse Laplace
transforms can be
applied.

( )
) 3 ( ) 2 (
2 ) 3 (
) 3 ( ) 2 (
1
+ +
+ + +
=
+ +
+
s s
s B s A
s s
s
3
2
2
1
) 3 ( ) 2 (
1
+
+
+
÷
=
+ +
+
s s s s
s
1 = +B A 1 2 3 = + B A
Example of Solution of an ODE
0 ) 0 ( ' ) 0 ( 2 8 6
2
2
= = = + + y y y
dt
dy
dt
y d
 ODE w/initial conditions

 Apply Laplace transform
to each term
 Solve for Y(s)

 Apply partial fraction
expansion
 Apply inverse Laplace
transform to each term


s s Y s Y s s Y s / 2 ) ( 8 ) ( 6 ) (
2
= + +
) 4 ( ) 2 (
2
) (
+ +
=
s s s
s Y
) 4 ( 4
1
) 2 ( 2
1
4
1
) (
+
+
+
÷
+ =
s s s
s Y
4 2 4
1
) (
4 2 t t
e e
t y
÷ ÷
+ ÷ =
Different terms of 1st degree
 To separate a fraction into partial fractions
when its denominator can be divided into
different terms of first degree, assume an
unknown numerator for each fraction
 Example --
 (11x-1)/(X
2
- 1) = A/(x+1) + B/(x-1)
 = [A(x-1) +B(x+1)]/[(x+1)(x-1))]
 A+B=11
 -A+B=-1
 A=6, B=5
Repeated terms of 1st degree (1 of 2)
 When the factors of the denominator are of
the first degree but some are repeated,
assume unknown numerators for each
factor
 If a term is present twice, make the fractions
the corresponding term and its second power
 If a term is present three times, make the
fractions the term and its second and third
powers
3. Partial fractions
Repeated terms of 1st degree (2 of 2)
 Example --
 (x
2
+3x+4)/(x+1)
3
=

A/(x+1) + B/(x+1)
2
+
C/(x+1)
3

 x
2
+3x+4 = A(x+1)
2
+ B(x+1) + C
 = Ax
2
+ (2A+B)x + (A+B+C)
 A=1
 2A+B = 3
 A+B+C = 4
 A=1, B=1, C=2
3. Partial fractions
Different quadratic terms
 When there is a quadratic term, assume a
numerator of the form Ax + B
 Example --
 1/[(x+1) (x
2
+ x + 2)] = A/(x+1) + (Bx +C)/ (x
2
+
x + 2)
 1 = A (x
2
+ x + 2) + Bx(x+1) + C(x+1)
 1 = (A+B) x
2
+ (A+B+C)x +(2A+C)
 A+B=0
 A+B+C=0
 2A+C=1
 A=0.5, B=-0.5, C=0
3. Partial fractions
Repeated quadratic terms
 Example --
 1/[(x+1) (x
2
+ x + 2)
2
] = A/(x+1) + (Bx +C)/ (x
2

+ x + 2) + (Dx +E)/ (x
2
+ x + 2)
2

 1 = A(x
2
+ x + 2)
2
+ Bx(x+1) (x
2
+ x + 2) +
C(x+1) (x
2
+ x + 2) + Dx(x+1) + E(x+1)
 A+B=0
 2A+2B+C=0
 5A+3B+2C+D=0
 4A+2B+3C+D+E=0
 4A+2C+E=1
 A=0.25, B=-0.25, C=0, D=-0.5, E=0
3. Partial fractions
Apply Initial- and Final-Value
Theorems to this Example
 Laplace
transform of the
function.

 Apply final-value
theorem

 Apply initial-
value theorem

) 4 ( ) 2 (
2
) (
+ +
=
s s s
s Y
| |
4
1
) 4 0 ( ) 2 0 ( ) 0 (
) 0 ( 2
) ( lim =
+ +
=
· ÷
t f
t
| | 0
) 4 ( ) 2 ( ) (
) ( 2
) ( lim
0
=
+ · + · ·
·
=
÷
t f
t
LAPLACE TRANSFORMS
SOLUTION PROCESS
Solution process (1 of 8)
 Any nonhomogeneous linear differential
equation with constant coefficients can be
solved with the following procedure, which
reduces the solution to algebra
4. Laplace transforms
Solution process (2 of 8)
 Step 1: Put differential equation into
standard form
 D
2
y + 2D y + 2y = cos t
 y(0) = 1
 D y(0) = 0
Solution process (3 of 8)
 Step 2: Take the Laplace transform of both
sides
 L{D
2
y} + L{2D y} + L{2y} = L{cos t}
Solution process (4 of 8)
 Step 3: Use table of transforms to express
equation in s-domain
 L{D
2
y} + L{2D y} + L{2y} = L{cos e t}
 L{D
2
y} = s
2
Y(s) - sy(0) - D y(0)
 L{2D y} = 2[ s Y(s) - y(0)]
 L{2y} = 2 Y(s)
 L{cos t} = s/(s
2
+ 1)
 s
2
Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s /(s
2
+ 1)
Solution process (5 of 8)
 Step 4: Solve for Y(s)
 s
2
Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s/(s
2
+ 1)
 (s
2
+ 2s + 2) Y(s) = s/(s
2
+ 1) + s + 2
 Y(s) = [s/(s
2
+ 1) + s + 2]/ (s
2
+ 2s + 2)
 = (s
3
+ 2 s
2
+ 2s + 2)/[(s
2
+ 1) (s
2
+ 2s + 2)]
Solution process (6 of 8)
 Step 5: Expand equation into format covered by
table
 Y(s) = (s
3
+ 2 s
2
+ 2s + 2)/[(s
2
+ 1) (s
2
+ 2s + 2)]
 = (As + B)/ (s
2
+ 1) + (Cs + E)/ (s
2
+ 2s + 2)
 (A+C)s
3
+ (2A + B + E) s
2
+ (2A + 2B + C)s + (2B
+E)
 1 = A + C
 2 = 2A + B + E
 2 = 2A + 2B + C
 2 = 2B + E
 A = 0.2, B = 0.4, C = 0.8, E = 1.2
Solution process (7 of 8)
 (0.2s + 0.4)/ (s
2
+ 1)
 = 0.2 s/ (s
2
+ 1) + 0.4 / (s
2
+ 1)
 (0.8s + 1.2)/ (s
2
+ 2s + 2)
 = 0.8 (s+1)/[(s+1)
2
+ 1] + 0.4/ [(s+1)
2
+ 1]
Solution process (8 of 8)
 Step 6: Use table to convert s-domain to
time domain
 0.2 s/ (s
2
+ 1) becomes 0.2 cos t
 0.4 / (s
2
+ 1) becomes 0.4 sin t
 0.8 (s+1)/[(s+1)
2
+ 1] becomes 0.8 e
-t
cos t
 0.4/ [(s+1)
2
+ 1] becomes 0.4 e
-t
sin t
 y(t) = 0.2 cos t + 0.4 sin t + 0.8 e
-t
cos t + 0.4
e
-t
sin t
LAPLACE TRANSFORMS
TRANSFER FUNCTIONS
Introduction
 Definition -- a transfer function is an
expression that relates the output to the
input in the s-domain
differential
equation
r(t)
y(t)
transfer
function
r(s)
y(s)
5. Transfer functions
Transfer Function
 Definition
 H(s) = Y(s) / X(s)
 Relates the output of a linear system (or
component) to its input
 Describes how a linear system responds to
an impulse
 All linear operations allowed
 Scaling, addition, multiplication

H(s) X(s) Y(s)
Block Diagrams
 Pictorially expresses flows and relationships
between elements in system
 Blocks may recursively be systems
 Rules
 Cascaded (non-loading) elements: convolution
 Summation and difference elements
 Can simplify
Typical block diagram
control
G
c
(s)
plant
G
p
(s)
feedback
H(s)
pre-filter
G
1
(s)
post-filter
G
2
(s)
reference input, R(s)
error, E(s)
plant inputs, U(s)
output, Y(s)
feedback, H(s)Y(s)
5. Transfer functions
Example
v(t)
R
C
L
v(t) = R I(t) + 1/C I(t) dt + L di(t)/dt

V(s) = [R I(s) + 1/(C s) I(s) + s L I(s)]

Note: Ignore initial conditions
5. Transfer functions
Block diagram and transfer function
 V(s)
 = (R + 1/(C s) + s L ) I(s)
 = (C L s
2
+ C R s + 1 )/(C s) I(s)
 I(s)/V(s) = C s / (C L s
2
+ C R s + 1 )
C s / (C L s
2
+ C R s + 1 )
V(s) I(s)
5. Transfer functions
Block diagram reduction rules
G
1
G
2
G
1
G
2
U Y U Y
G
1

G
2

U
Y +
+
G
1
+ G
2
U Y
G
1

G
2

U
Y +
-
G
1
/(1+G
1
G
2
)
U Y
Series
Parallel
Feedback
5. Transfer functions
Rational Laplace Transforms
m
s F s A s
s F s B s
b s b s b s B
a s a s a s A
s B
s A
s F
m
m
n
n
poles # system of Order
complex are zeroes and Poles
(So, : Zeroes
(So, : Poles
= =
= = ÷
· = = ÷
+ + + =
+ + + =
=
) 0 *) ( 0 *) ( *
) *) ( 0 *) ( *
... ) (
... ) (
) (
) (
) (
0 1
0 1
First Order System
Reference
) (s Y
) (s R
E
) (s E
1
) (s B
) (s U
sT + 1
1
K
sT
K
sT K
K
s R
s Y
+
~
+ +
=
1 1 ) (
) (
First Order System
Impulse
response
Exponential
Step response Step,
exponential
Ramp response Ramp, step,
exponential

1 sT
K
+

/ 1
2
T s
KT
-
s
KT
-
s
K

+

/ 1 T s
K
-
s
K

+
No oscillations (as seen by poles)
Second Order System

: frequency natural Undamped
where : ratio Damping
(ie, part imaginary zero - non have poles if Oscillates
: response Impulse
J
K
JK B
B
B
JK B
s s K Bs Js
K
s R
s Y
N
c
c
N N
N
=
= =
< ÷
+ +
=
+ +
=
e
ç
e çe
e
2
) 0 4
2 ) (
) (
2
2 2
2
2
Second Order System: Parameters
n oscillatio the of frequency the gives
frequency natural undamped of tion Interpreta
0) Im 0, (Re Overdamped 1
Im) (Re d Underdampe
0) Im 0, (Re n oscillatio Undamped
ratio damping of tion Interpreta
N
e
ç
ç
ç
= = s
= = < <
= = =
:
0 : 1 0
: 0
Transient Response Characteristics
state steady of % specified within stays time Settling :
reached is value peak which at Time :
value state steady reach first until delay time Rise :
value state steady of 50% reach until Delay :
=
=
s
p
r
d
t
t
t
t
0.5 1 1.5 2 2.5 3
0.25
0.5
0.75
1
1.25
1.5
1.75
2
r
t
o v e r s h o o t m a x i m u m =
p
M
p
t
s
t
d
t
Transient Response
 Estimates the shape of the curve based on
the foregoing points on the x and y axis
 Typically applied to the following inputs
 Impulse
 Step
 Ramp
 Quadratic (Parabola)
Effect of pole locations
Faster Decay Faster Blowup
Oscillations
(higher-freq)
Im(s)
Re(s)
(e
-at
)

(e
at
)

Basic Control Actions: u(t)

: control al Differenti
: control Integral
: control al Proportion
s K
s E
s U
t e
dt
d
K t u
s
K
s E
s U
dt t e K t u
K
s E
s U
t e K t u
d d
i
t
i
p p
= =
= =
= =
}
) (
) (
) ( ) (
) (
) (
) ( ) (
) (
) (
) ( ) (
0
Effect of Control Actions
 Proportional Action
 Adjustable gain (amplifier)
 Integral Action
 Eliminates bias (steady-state error)
 Can cause oscillations
 Derivative Action (“rate control”)
 Effective in transient periods
 Provides faster response (higher sensitivity)
 Never used alone

Basic Controllers
 Proportional control is often used by itself
 Integral and differential control are typically
used in combination with at least proportional
control
 eg, Proportional Integral (PI) controller:
|
|
.
|

\
|
+ = + = =
s T
K
s
K
K
s E
s U
s G
i
p
I
p
1
1
) (
) (
) (
Summary of Basic Control
 Proportional control
 Multiply e(t) by a constant
 PI control
 Multiply e(t) and its integral by separate constants
 Avoids bias for step
 PD control
 Multiply e(t) and its derivative by separate constants
 Adjust more rapidly to changes
 PID control
 Multiply e(t), its derivative and its integral by separate constants
 Reduce bias and react quickly

Root-locus Analysis
 Based on characteristic eqn of closed-loop transfer
function
 Plot location of roots of this eqn
 Same as poles of closed-loop transfer function
 Parameter (gain) varied from 0 to ·
 Multiple parameters are ok
 Vary one-by-one
 Plot a root “contour” (usually for 2-3 params)
 Quickly get approximate results
 Range of parameters that gives desired response
LAPLACE TRANSFORMS
LAPLACE APPLICATIONS
Initial value
 In the initial value of f(t) as t approaches 0
is given by
f(0 ) = Lim s F(s)
s ·
f(t) = e
-t

F(s) = 1/(s+1)
f(0 ) = Lim s /(s+1) = 1
s ·
Example
6. Laplace applications
Final value
 In the final value of f(t) as t approaches ·
is given by
f(0 ) = Lim s F(s)
s 0
f(t) = e
-t

F(s) = 1/(s+1)
f(0 ) = Lim s /(s+1) = 0
s 0
Example
6. Laplace applications
Apply Initial- and Final-Value
Theorems to this Example
 Laplace
transform of the
function.

 Apply final-value
theorem

 Apply initial-
value theorem

) 4 ( ) 2 (
2
) (
+ +
=
s s s
s Y
| |
4
1
) 4 0 ( ) 2 0 ( ) 0 (
) 0 ( 2
) ( lim =
+ +
=
· ÷
t f
t
| | 0
) 4 ( ) 2 ( ) (
) ( 2
) ( lim
0
=
+ · + · ·
·
=
÷
t f
t
Poles
 The poles of a Laplace function are the
values of s that make the Laplace function
evaluate to infinity. They are therefore the
roots of the denominator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a pole at s =
-1 and a pole at s = -3
 Complex poles always appear in complex-
conjugate pairs
 The transient response of system is
determined by the location of poles
6. Laplace applications
Zeros
 The zeros of a Laplace function are the
values of s that make the Laplace function
evaluate to zero. They are therefore the
zeros of the numerator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a zero at s =
-2
 Complex zeros always appear in complex-
conjugate pairs
6. Laplace applications
Stability
 A system is stable if bounded inputs
produce bounded outputs
 The complex s-plane is divided into two
regions: the stable region, which is the left
half of the plane, and the unstable region,
which is the right half of the s-plane
s-plane
stable unstable
x
x
x x x
x
x
je
o
LAPLACE TRANSFORMS
FREQUENCY RESPONSE
Introduction
 Many problems can be thought of in the
time domain, and solutions can be
developed accordingly.
 Other problems are more easily thought of
in the frequency domain.
 A technique for thinking in the frequency
domain is to express the system in terms
of a frequency response
7. Frequency response
Definition
 The response of the system to a sinusoidal
signal. The output of the system at each
frequency is the result of driving the system
with a sinusoid of unit amplitude at that
frequency.
 The frequency response has both amplitude
and phase
7. Frequency response
Process
 The frequency response is computed by
replacing s with j e in the transfer function
f(t) = e
-t

F(s) = 1/(s+1)

Example
F(j e) = 1/(j e +1)

Magnitude = 1/SQRT(1 + e
2
)

Magnitude in dB = 20 log
10
(magnitude)

Phase = argument = ATAN2(- e, 1)
magnitude in dB
e
7. Frequency response
Graphical methods
 Frequency response is a graphical method
 Polar plot -- difficult to construct
 Corner plot -- easy to construct
7. Frequency response
Constant K
+180
o

+90
o
0
o
-270
o

-180
o

-90
o

60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
e, radians/sec
20 log
10
K
arg K
7. Frequency response
Simple pole or zero at origin, 1/ (je)
n
+180
o

+90
o
0
o
-270
o

-180
o

-90
o

60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
e, radians/sec
1/ e
1/ e
2
1/ e
3
1/ e
1/ e
2
1/ e
3
G(s) = e
n
2
/(s
2
+ 2o e
n
s + e
n
2
)
Simple pole or zero, 1/(1+je)
+180
o

+90
o
0
o
-270
o

-180
o

-90
o

60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
eT
7. Frequency response
Error in asymptotic approximation
eT
0.01
0.1
0.5
0.76
1.0
1.31
1.73
2.0
5.0
10.0
dB
0
0.043
1
2
3
4.3
6.0
7.0
14.2
20.3
arg (deg)
0.5
5.7
26.6
37.4
45.0
52.7
60.0
63.4
78.7
84.3
7. Frequency response
Quadratic pole or zero
+180
o

+90
o
0
o
-270
o

-180
o

-90
o

60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
eT
7. Frequency response
Transfer Functions
 Defined as G(s) = Y(s)/U(s)
 Represents a normalized model of a process,
i.e., can be used with any input.
 Y(s) and U(s) are both written in deviation
variable form.
 The form of the transfer function indicates the
dynamic behavior of the process.

Derivation of a Transfer Function
T F F T F T F
dt
dT
M ) (
2 1 2 2 1 1
+ ÷ + =
 Dynamic model of
CST thermal
mixer

 Apply deviation
variables

 Equation in terms
of deviation
variables.

0 2 2 0 1 1 0
T T T T T T T T T ÷ = A ÷ = A ÷ = A
T F F T F T F
dt
T d
M A + ÷ A + A =
A
) (
2 1 2 2 1 1
Derivation of a Transfer Function
| |
2 1
1
1
) (
) (
) (
F F s M
F
s T
s T
s G
+ +
= =
 Apply Laplace transform
to each term considering
that only inlet and outlet
temperatures change.
 Determine the transfer
function for the effect of
inlet temperature
changes on the outlet
temperature.
 Note that the response
is first order.
| |
2 1
2 2 1 1
) ( ) (
) (
F F s M
s T F s T F
s T
+ +
+
=
Poles of the Transfer Function
Indicate the Dynamic Response
 For a, b, c, and d positive constants, transfer
function indicates exponential decay, oscillatory
response, and exponential growth, respectively.
) ( ) ( ) (
) (
2
d s
C
c bs s
B
a s
A
s Y
÷
+
+ +
+
+
=
dt pt at
e C t e B e A t y
'
+
'
+
'
=
÷
) sin( ) ( e
) ( ) ( ) (
1
) (
2
d s c bs s a s
s G
÷ + + +
=
Poles on a Complex Plane
Re
Im
Exponential Decay
Re
Im
Time
y
Damped Sinusoidal
Re
Im
Time
y
Exponentially Growing Sinusoidal
Behavior (Unstable)
Re
Im
Time
y
What Kind of Dynamic Behavior?
Re
Im
Unstable Behavior
 If the output of a process grows without
bound for a bounded input, the process is
referred to a unstable.
 If the real portion of any pole of a transfer
function is positive, the process
corresponding to the transfer function is
unstable.
 If any pole is located in the right half plane,
the process is unstable.