Professional Documents
Culture Documents
4 Laplace
Transform.
School of Computer and Communication
Engineering, UniMAP
Pn. Nordiana Mohamad Saaid
1
EKT 230
4.0 Laplace
Transform.
4.1 Introduction.
4.2 The Laplace Transform.
4.3 The Unilateral Transform and
Properties.
4.4 Inversion of the Unilateral.
4.5 Solving Differential Equation with
Initial Conditions.
4.6 Forced and Natural Responses in
Unilateral Laplace Transform.
4.7 Properties of the Bilateral Laplace
Transform
4.8 Inversion of the Bilateral Laplace
Transform.
2
4.9 The Transfer Function
4.1 Introduction.
In Chapter 3 we developed representation of signal and
LTI by using superposition of complex sinusoids.
In this Chapter 4 we are considering the continuous-
time signal and system representation based on
complex exponential signals.
The Laplace transform can be used to analyze a large
class of continuous-time problems involving signal that
are not absolutely integrable, such as impulse
response of an unstable system.
Laplace transform comes in two varieties;
varieties
(i) Unilateral (one sided); is a tool for solving
differential equations with initial condition.
3
4.2 Laplace Transform.
Let est be a complex exponential with complex frequency
4
Cont’d…
5
4.2.1 Eigen Function
Property of e st
. to an LTI system with impulse
Apply an input to the form x(t) =e st
y t h e s t d
Thus, transfer function is: e st h e s d
H s h e s
d
6
Cont’d…
We can write
y t H e st H s e st
H s H s e j sin
The transfer function expressed terms of
magnitude and phase;
7
Cont’d…
Express complex-value transfer function in
Rectangular Form
8
4.2.2 Laplace Transform
Representation.
H(s) is the Laplace Transform of h(t) and.. thus the
h(t) is the inverse Laplace transform of H(s).
The Laplace transform of x(t) is
X s
x t e st dt
1
x t X ( s )e st ds
2j
j
x t e
t
dt
X j X s | 0
In s-plane, =0 correspond to imaginary axis.
Fourier transfrom is given by the Laplace transform
evaluated along the imaginary axis.
11
Cont’d…
The j-axis divides the s-plane in half.
(i) The region to the left of the j-axis is termed the left half of
the s-plane.
(ii) The region to the right of the j-axis is termed the right half
of the s-plane.
The real part of s is negative in the left half of the s-plane and
positive in the right half of the s -plane..
Figure 4.3: The s-plane. The horizontal axis is Re{s}and the vertical axis
is Im{s}. Zeros are depicted at s = –1 and s = –4 2j, and poles are
depicted at s = –3, s = 2 3j, and s = 4.
12
4.2.5 Poles and Zeros.
Zeros. The ck are the root of the numerator
polynomial and are termed the zeros of X(s).
Location of zeros are denoted as “o”.
Poles. The dk are the root of the denominator
polynomial and are termed the poles of X(s).
Location of poles are denoted as “x”.
The Laplace transform does not uniquely
correspond to a signal x(t) if the ROC is not
specified.
Two different signal may have identical Laplace
Transform, but different ROC. Below is the
example.
13
Example 4.1: Laplace Transform of a
Causal Exponential Signal.
Determine the Laplace transform of x(t)=eatu(t).
Solution:
Step 1: Find the Laplace transform.
X s x t e st
dt
e ( s a ) t dt
0
1 ( s a )t
e
sa 0
.
4.3 The Unilateral Laplace
Transform and Properties.
The Unilateral Laplace Transform of a signal
x(t) is defined by
X s
x t e st dt
0
0
The lower limit of implies that we do include
discontinuities and impulses that occur at t = 0 in
the integral. H(s) depends on x(t)for t >= 0.
The relationship between X(s) and x(t) as
Lu
x t
X s
16
The unilateral and bilateral Laplace transforms are
Cont’d…
Properties of Unilateral Laplace Transform.
Scaling
1Lu s
x at
X
a a
Linearity,
Lu
ax t by t
aX s bY s
For a>0
Time Shift Lu
e s X s
x t
e x t X s s0
s0 t Lu
Lu
x t * y t
X s Y s .
Differentiation in theLs-Domain.
d
tx t u
X s .
ds
d
dt
Lu
x t sX s x 0
And
1
e u (t )
3t
Apply s-domain differentiation property,
Lu
( s 3)
Use the convolution property,
1
u (t )
Lu
. s
1
tu (t ) 2
Lu
s
1
x (t ) (e u (t ) * (tu (t )) X ( s ) 2
3t Lu
1 s ( s 213)
4.4 Inversion of the
Unilateral Laplace
Transform.
We can determine the inverse Laplace transforms
using one-to-one relationship between the signal
and its unilateral Laplace transform.
Appendix D1 consists of the table of Laplace
Transform.
~ Ak
X(s) is the sum of simple terms,
N
X (s) k 1
s dk
s dk
At n 1 d k t A
e u t
Then sum the Inverse Laplace transform of each
Lu
.
term. n 1! s d k 22
n
Example 4.3: Inversion by Partial-Fraction
Expansion.
3s 4
s
Find the Inverse Laplace TransformXof
( s 1)( s 2) 2
Solution:
Step 1: Use the partial fraction expansion of X(s)
to write A B C
X s
( s 1) ( s 2) ( s 2) 2
23
Cont’d…
(3s 4) A( s 2) 2 B ( s 2)( s 1) C ( s 1)
A( s 2 4 s 4) B ( s 2 3s 2) C ( s 1)
( A B ) s 2 ( 4 A 3B C ) s ( 4 A 2 B C )
so, compare coefficient ,
A B 0 (1)
4 A 3 B C 3 ( 2)
4 A 2 B C 4 (3)
(3) ( 2);
B 1
B 1.
From (1)
A B 0
A 1
Substitute B and A, int o( 2)
4(1) 3( 1) C 3
C 2. 24
Cont’d…
1 1 2
A=1, B=-1 and C=2 X s
( s 1) ( s 2) ( s 2) 2
Step 2: Construct the Inverse Laplace transform from the
above partial-fraction term above.
- The pole of the 1st term is at s = -1, so
t 1
e u (t ) Lu
2t 1
-The double pole of the 3rd term is at se = u-2,
(t )so Lu
( s 2)
( s 2) 2
. t 2 t 2 t
x(t ) e u (t ) e u (t ) 2te u (t ). 25
Example 4.4: Inversion An Improper Rational Laplace
Transform.
Find the Inverse Laplace Transform of 2s 3 9 s 2 4 s 10
X s
Solution: s 2 3s 4
Step 1: Use the long division to espress X(s) as sum of rational
polynomial function.
2 s 3 __________
s 2 3s 4 2 s 3 9 s 2 4 s 10
2 s 3 6 s 2 8s
We can write,
3s 2 12s 10
3s 2 9 s 12
3s 2
3s 2
X s 2s 3
s 2 3s 4 26
Cont’d…
Use partial fraction to expand the rational function,
1 2
X s 2s 3
s 1 s 4
Step 2: Construct the Inverse Laplace transform from
the above partial-fraction term above. Refer to the
Laplace transform Table.
x(t ) 2 (1)
(t ) 3 (t ) e u (t ) 2e u (t ).
t 4t
.
27
4.5 Solving Differential
Equation with Initial
Condition.
Primary application of unilateral Laplace
transform in system analysis, solving differential
equations with nonzero initial condition.
Refer to the example.
28
Example 4.5: RC Circuit Analysis (Initial
condition)
Use the Laplace transform to find the voltage across
the capacitor , y(t), for the RC circuit shown in Figure
4.7 in response to the applied voltage x(t)=(3/5)e-2tu(t)
and the initial condition y(0-) = -2.Figure 4.7: RC circuit
for Examples 6.4 and
6.10. Note that RC =
Solution: 1/5.
d
x t R C y t y t 0
Step 1: Derive differential dt equation from the
circuit. d
R C y t y t x t divide by RC
dt
KVL around the loop.
d 1 1
y t y t x t (1)
dt RC RC
where RC 1K * 200mF 0.2 s
substitute into (1),
d
y t 5 y t 5 x t 29
dt
Cont’d…
Step 2: Get the unilateral Laplace Transform.
Apply the properties of differential in time domain,
d
dt
x t
Lu
sX s x 0
sY ( s ) y (0 ) 5Y ( s ) 5 X ( s )
Rearrange the equation in terms of Y ( s );
Y (s)
1
s5
5 X ( s ) y (0 )
( 2)
1 1 2
Y (s)
s2 s5 s5
1 3
Y (s)
s2 s5
. 31
QUIZ 1
Use the basic Laplace transforms & Laplace transform
properties in Appendix D to determine the following
signals:
a) x(t ) tu (t ) * cos(2t )u (t )
2 t
b) x(t ) u (t 1) * e u (t 1)
c) x(t ) t
dt
d t
e cos(t )u (t )
32
QUIZ 2
Use the method of partial fractions to find the time
signals corresponding to the following Laplace
transforms:
s3
a) X ( s) 2
s 3s 2
2s 1
b) X (s) 2
s 2s 1
5s 4
C) X ( s) 3
s 3s 2 s
2
33
4.6 Forced and Natural
Responses in Unilateral
Laplace Transform.
Primary application of the unilateral Laplace
transform is to solve differential equations with
non-zero initial conditions.
The initial conditions are incorporated into the
solution as the values of the signal and its
derivatives that occur at time zero in the
differentiation property.
d n 1
d nGeneralL formn of differentiation d n2
property:-
n
x(t )
u
S X (s) n 1
x(t ) t 0
s n2
x(t ) t 0
dt dt dt
d
... s n2
x(t ) t 0
s n 1 0
x( ). Eq. 6.19
dt
34
4.6 Forced and Natural
Responses in Unilateral
Laplace Transform.
The forced response of a system represents the
component of the response associated entirely Y ( f ) (s)
with the input, denoted as . This response
represents the output when the initial
conditions are zero.
The natural response represents the Y ( n ) (s)
component of the output due entirely to the
initial conditions, denoted as . This
response represents the system output when the
input is zero.
35
Example 4.6: Finding forced and
natural responses.
Use the unilateral Laplace transform to determine
the output of a system represented by the
differential
d2 equation,
d d
2
y (t ) 5 y (t ) 6 y (t ) x(t ) 6 x(t )
dt dt dt
x (t ) u (t )
in response to the input . Assume that
the initialy (conditions
don the system are;
0 ) 1 and y (t ) 2 t 0
dt
Solution.
Using differentiation property in Eq. 6.19 and
taking
d Laplace transform of both sides of the
s 2Y ( s ) y (t ) t 0 sy (0 ) 5sY ( s ) 5 y (0 ) 6Y ( s ) sX ( s) 6 X ( s )
differential
dt equation,
36
Contd…
Rearranging the terms;
s 2
5s 6 Y ( s )
d
dt
y (t ) t 0 sy (0 ) 5 y (0 ) s 6 X ( s )
y (t ) y (t ) y (t )
(f) (n)
38
Contd…
a) Forced response of the system, y(f)(t).
(b) Natural response of the system, y(n)(t). (c) System output.
39
4.7 Properties of
Bilateral Laplace
Transform.
The Bilateral Laplace Transform is suitable to the
problems involving non-causal signals and
system.
The properties of linearity, scaling, s-domain shift,
convolution and differentiation in the s-domain is
identical for the bilateral and unilateral LT, the
operations associated by these properties may
change Lthe ROC.
x t
X s . with ROC Rx
Example; a linearity property.
y t
Y s .
L
with ROC Ry
then
ax t by t
L
aX s bY s with ROC R x Ry
40
Cont’d…
Time Shift
L
e s X s
x t
X s
t
42
4.8 Inversion of Bilateral
Laplace Transform.
The inversion of Bilateral Laplace transforms are
expressed as a ratio of polynomial in s.
Compare to the unilateral, in the bilateral Laplace
transform we must use the ROC to determine
the unique inverse transform in bilateral case.
Ak
Ak e u (t )
dkt
L
, with ROC Re(s ) d k right sided
s dk
Ak
Ak e u (t )
dkt
L
, with ROC Re( s) d k left - sided
s dk
43
Example 4.7: Inverting a Proper Rational Laplace
Transform.
Find the Inverse bilateral Laplace Transform of
A B C
X s method of residues
( s 1) ( s 1) ( s 2)
Solving the A, B and C by the
1 2 1
X s
( s 1) ( s 1) ( s 2) 44
Cont’d…
Step 2: Construct the Inverse Laplace transform
from the above partial-fraction term above.
- The pole of the 1st term is at s = -1, the ROC lies to the
right of this pole, choose the right-sided inverse
Laplace Transform.
t 1
e u (t )
L
( s 1)
- The pole of the 2nd term is at s = 1, the ROC is to the left
of the pole, choose the left-sided inverse Laplace
Transform. 2
2e t u (t )
L
( s 1)
( s 2) 45
Cont’d…
Step 3: Combining the terms.
k
b s k
H s k 0
N
Step 2: Solve for H(s).
H(s) is a ratio of polynomial and
k
a
k 0
s k
48
Example 4.8: Find the Transfer Function.
Find the transfer function of the LTI system described by the
differential equation below,
2
d d d
Solution:
2
y t 3 y t 2 y t 2 x t 3 x(t )
Step 1: est is an dt
eigenfunction dt of LTI system.dtIf input, x(t)=est
Then, y(t) = estH(s). Hence, substitute into the equation..
dt 2
d 2 st
e H ( s ) 3
dt
d st
e H ( s ) 2 e st
H ( s ) 2
dt
d st
e 3 e st
Step 2: Solve for H(s).
dt k
d k st
e s k st
e
d 2 st
H ( s ) 2 e 3
d st
e 2 e st 2
d st
e 3 e st
dt dt dt 49
Cont’d…
2 e 3e st
d st
H ( s) dt
d 2 st st
2 e 3 e 2e
d st
dt dt
k
d
k
e s e
st k st
dt
Hence, the transfer function is,
2s 3
H (s) 2
s 3s 2 50
4.10 Causality and
Stability
4.10.1 Causality :
Impulse response of a causal system is zero for t <
0.
A system pole at s = dk in the left half plane
[Re(dk) < 0] contributes an exponentially
decaying term to the impulse response (See
Figure 4.13 (a)).
A pole in the right half plane [Re(dk) > 0]
contributes an increasing exponential term to
the impulse response (See Figure 4.13(b)).
51
Figure 4.13: The relationship between the
locations of poles and the impulse response in a
causal system. (a) A pole in the left half of the s-
plane corresponds to an exponentially decaying
impulse response. (b) A pole in the right half of
52
the s-plane corresponds to an exponentially
increasing impulse response. The system is
4.10.2 Stability :
If the system is stable, the impulse response is
absolutely integrable.
A pole of the system transfer function that locates
in the right half plane contributes a left sided
decaying exponential term to the impulse response
(See Figure 4.14 (a)).
A pole in the left half plane contributes a right-
sided decaying exponential term to the impulse
response (See Figure 4.14 (b)).
53
Figure 4.14: The relationship between the
locations of poles and the impulse response in a
stable system. (a) A pole in the left half of the s-
plane corresponds to a right-sided impulse
response. (b) A pole in the right half of the s-plane 54
55
Reference Table.
56