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CHAPTER

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.
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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.

(ii) Bilateral (two sided); offers insight into the nature


of system characteristic such as stability, causality, and
frequency response.

3
4.2 Laplace Transform.
 Let est be a complex exponential with complex frequency

s =  +j. We may write,

e st  et cos t   jet sin  t .

 The real part of est is an exponential damped cosine


 And the imaginary part is an exponential damped sine
as shown in Figure 6.1.
 The real part of s is the exponential damping factor 
 And the imaginary part of s is the frequency of the
cosine and sine factor, .

4
Cont’d…

Figure 4.1: Real and imaginary parts of the


complex exponential est, where s =  + j.

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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

response h(t). The system output is given by,


Derivation:
y  t   H  x t 
 h t  * x  t 

 We use the input, x(t) =est to obtain
the output, y(t) as:
  h  x t    d



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
 

 An eigen function is a signal that passes through


the system without being modified except by
multiplication by scalar.

 The equation below indicates that,


- est is the eigenfunction of the LTI system.
- H(s) is the eigen value.

H  s  H  s e j  sin

 The transfer function expressed terms of
magnitude and phase;
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Cont’d…
Express complex-value transfer function in
Rectangular Form

 Where |H(s)| and (s) are the magnitude and


phase of H(s)
The output;
y  t   H  s  e j  s  e st
substitute
s    j
y  t   H    j  et e jwt  (  j )
 H    j  et cos t      j    j H    j  et sin  t      j  .

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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

 The Inverse Laplace Transform of X(s) is


  j


1
x t   X ( s )e st ds
2j
 j

 We can express the relationship with the notation


L
x  t    X  s  9
4.2.3 Convergence.
 The condition for convergence of the Laplace
transform is the absolute integrability of x(t)e-t ,

 x t  e
t
dt  


 The range of  for which the Laplace transform


converges is termed the region of convergence
(ROC)

Figure 4.2: The Laplace transform applies to more general signals


than the Fourier transform does. (a) Signal for which the
10

Fourier transform does not exist.


4.2.4 The s-Plane.
 It is convenience to represent the complex
frequency s graphically in terms of the s-plane.
(i) the horizontal axis represents the real part of s
(exponential damping factor ).

(ii) The vertical axis represents the imaginary


part of s (sinusoidal frequency )

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.

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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.

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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.

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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
sa 0

To evaluate e-(s-a)t, Substitute s= + j



1
X  s  e (  jw a )t
  j  a 0 14
Cont’d…
If > 0, then e-(s-a)t goes to zero as t approach
infinity, while as t is zero, e-(s-a)t goes to minus
one, hence
1
X  s  (0  1),  a
  j  a
1
 , Re( s )  a.
sa

*The Laplace transform does not exist for =<a


because the integral does not converge.
*The ROC is at >a, the shaded region of the s-
plane in figure below. The pole is at s=a.

Figure 4.5: The ROC for x(t) = eatu(t) is depicted by the


shaded region. A pole is located at s = a. 15

.
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 

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 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    

for all t such that x(t - )u(t) = x(t - )u(t -


)
 A shift in  in time correspond to multiplication
17

of the Laplace transform by the complex


Cont’d…
s-Domain Shift

e x t   X  s  s0 
s0 t Lu

 Multiplication by a complex exponential in


time introduces a shift in complex frequency
s into the Laplace transform.

Figure 4.6: Time shifts for which the unilateral Laplace


transform time-shift property does not apply. (a) A18
nonzero portion of x(t) that occurs at times t  0 is
Cont’d…
Convolution.

Lu
x t  * y  t  
 X  s Y  s .

 Convolution in time domain corresponds to


multiplication of Laplace transform. This
property apply when x(t)=0 and y(t) = 0
for t < 0.

Differentiation in theLs-Domain.
d
 tx  t  u
 X  s .
ds

 Differentiation in the s-domain corresponds 19

to multiplication by -t in the time domain.


Cont’d…
Differentiation in the Time Domain.

d
dt
Lu
 
x t   sX  s   x 0 

Initial and Final Value Theorem.


 
Lim sX  s   x 0 .
s   

 The initial value theorem allow us to determine


the initial value, x(0-), and the final value,
x(infinityof x(t) directly from X(s).
 The initial value theorem does NOT apply to
rational functions X(s) in which the order of 20

the numerator polynomial is greater than or


Example 4.2: Applying Properties.
Find the unilateral Laplace Transform of x(t)=(-e3tu(t))*(tu(t)).
Solution:
Find the Unilateral Laplace Transform.

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

 Using the residue method, solve for a system


Ak
Ak e u  t  
dkt
linear equation. Lu

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

Solving the A, B and C by the method of residues


(3s  4) A( s  2) 2 B ( s  1)(s  2) C ( s  1)
  
( s  1)(s  2) 2
( s  1)(s  2) 2
( s  2) ( s  1) ( s  2) 2 ( s  1)
2

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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

- The pole of the 2nd term is at s = -2, so ( s  1)

 2t 1
-The double pole of the 3rd term is at se = u-2, 
(t )so Lu

( s  2)

Step 3: Combining the terms. 2


2te  2t u (t ) 
Lu

( 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

 .
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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.

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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
s5

5 X ( s )  y (0  ) 
       ( 2)

Step 3: Substitute Unilateral Laplace Transform


2 t
of x(t) into Y(s). x(t )  3e u (t )
Laplace transform of the 5
applied voltage, x(t); x(t )  3 1 
L
X ( s)  
u
      (3)
5 s2
Given initial condition, 3 2
s) 
Y ((2),
substitute y(0-)=-2 into 
( s  2)( s  5) ( s  5) 30
And substitute (3) into (2),
Cont’d…
Step 4: Expand Y(s) into partial fraction.

1 1 2
Y (s)   
s2 s5 s5
1 3
Y (s)  
s2 s5

Step 5: Take Inverse Unilateral Laplace


Transform of Y(s).
2 t 5t
y (t )  e u (t )  3e u (t ).

by referring to the Laplace transform table.

 . 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(2t )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:

s3
 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
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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 n2
property:-
n
x(t ) 
u
S X (s)  n 1
x(t ) t 0
s n2
x(t ) t 0
dt dt dt
d
 ...  s n2
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 )

Solving for Y(s), we get;


d
sy (0  )  y (t ) t 0  5 y (0  )
Y ( s) 
 s  6 X ( s)
 dt
s 2  5s  6 s 2  5s  6

The first term is associated with the forced Y ( f ) (s)


response , . The second term Y (n) (s)
corresponds to the natural X ( s )  1 / s response, .
Using the transform of input,
s6 and the
Y ( s )  we obtain;
(f)
initial conditions, s ( s  2)( s  3)
s7
and Y (n)
( s) 
( s  2)( s  3) 37
Contd…
Y ( f ) ( s)
Next, taking the inverse Laplace transforms Y ( n) (s)
of
and , we obtain;
2 t 3t
y (f)
(t )  u (t )  2e u (t )  e u (t )
and
2 t 3t
y (t )  5e u (t )  4e u (t )
(n)

Hence, the output of the system is;

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    

 The bilateral Laplace Transform is evaluated


over both positive and negative values of time.
ROC is unchanged by a time shift.

Differentiation in the Time Domain.


d
x t   sX  s 
L
with ROC at least Rx ,
dt

 Differentiation in time domain corresponds to


multiplication by s. 41
Cont’d…

Integration with Respect to Time.

X  s
t

x  d  s , Rx  Re s   0.


L
with ROC

 Integration corresponds to division by s


 Pole is at s=0, we are integrating to the
right, hence the ROC must lies to the right of
s=0.

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

With ROC -1<Re(s)<1.  5s  7


X  s 
Solution: ( s  1)( s  1)( s  2)
Step 1: Use the partial fraction expansion of X(s) to write

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)

-The pole of the 3rd term is at s = -2, the ROC is to the


right of the pole, choose the right-sided inverse
Laplace Transform.e  2t u (t )  1
L

( s  2) 45
Cont’d…
Step 3: Combining the terms.

 Combining this three terms we obtain,

x(t )  e t u (t )  2et u (t )  e 2t u (t ).

Figure 4.12 : Poles and ROC for Example 6.17.


46
4.9 Transfer Function.
 The transfer function of an LTI system is defined as
the Laplace transform of the impulse response.
 Take the bilateral Laplace transform of both sides
of the equation and use the convolution properties,
it results in;
Y ( s)  H ( s) X ( s)

 Rearrange the above equation will result in the


ratio of Laplace transform of the output signal to
the Laplace transform of the input signal. (Note:
X(s) is non-zero) Y (s)
H (s) 
X (s)
47
4.9.1 Transfer Function
and Differential-Equation
System Description.
Given a differential equation.
N
dk M
dk

k 0
ak k y (t )   bk k x(t )
dt k 0 dt

Step 1: Substitute y(t) = estH(s) into the


equation.
y(t) = estH(s), substitute
 N dto the
st  above equation
  ak k e   H  s    bk k e 
k M
d k st
result in,  k 0 dt  k 0 dt

 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   3e st 
d st
H ( s)  dt
 d 2 st st 
 2 e   3 e   2e  
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

corresponds to an left-sided impulse response. In


A system that is both stable and causal must have a
transfer function with all of its poles in the left half
of the s-plane, as shown here.

55
Reference Table.

56

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