Introduction To The Laplace Transform

CHAPTER 12
INTRODUCTION TO THE
LAPLACE TRANSFORM
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CONTENTS
12.1 Definition of the Laplace Transform ----------3
12.2 The Step Function -------------------------------6
12.3 The Impulse Function ---------------------------10
12.4 Functional Transforms --------------------------20
12.5 Operational Transforms -------------------------28
12.6 Applying the Laplace Transform --------------37
12.7 Inverse Transforms ------------------------------39
12.8 Poles and Zeros of F(s) -------------------------56
12.9 Initial- and Final-Value Theorems -------------58
12.1 Definition of the Laplace Transform
• The Laplace transform is a tool for converting
time-domain equations into frequency-domain
equations, according to the following general
definition:
f(t) = the time-domain expression

F(s) = the frequency-domain expression
A continuous and discontinuous function at the

origin.
f(t) is continuous f(t) is discontinuous

at the origin at the origin.

• 정의 :
L  f (t )    f (t )e  st dt  F ( s ).
0
• One-sided(unilateral) Laplace transform.
• 원점에 impulse function 이 없으면

discontinuity 에 무관함 ( 그림 12.1)
• Functional transform 과
operational transform 이 있음
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12.2 The Step Function
• The step function Ku(t) describes a function that

experiences a discontinuity from one constant
level to another at some point in time.
• K is the magnitude of the jump; if K=1, Ku(t) is

the unit step function.
Ku (t )  0, t  0,
Ku (t )  K , t  0.
The step function Unit step function : K=1
The linear approximation to the step function

Ku (t  a )  0, t  a,
Ku (t  a )  K , t  a.
A step function occurring at t = a when a > 0
A step function Ku(a–t) for a > 0
예제 12.1
• 그림 12.6 의 함수를 step function 을 사용하여 표현하자
• 그림 12.7 참조
f (t )  2t u (t )  u (t  1) 
 (2t  4) u (t  1)  u (t  3) 
그림 12.6
 (2t  8) u (t  3)  u (t  4) .
그림 12.7
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12.3 The Impulse Function
The impulse function Kδ(t) is defined

Impulse : a signal of infinite
amplitude and zero duration.
Where K is the strength of the impulse;

if K=1, Kδ(t) is the unit impulse function.
그림 12.8
A magnified view of the discontinuity, assuming

a linear transition between –ε and +ε
• 그림 12.8 의 미분 : 그림
12.9.
• Unit impulse
f '(0)   (t ) function
as   0.: 그림 12.9
The derivative of the function
The variable-parameter function exhibits three characteristics

as the parameter approaches zero :
1. The amplitude approaches infinity.
2. The duration of the function approaches zero.
3. The area under the variable-parameter function is
constant as the parameter changes.
K  t /
f (t )  e .
2
A variable-parameter function used

to generate an impulse function
• Another example of a variable-parameter function( 그림 12.10) :

K  t /
f (t )  e .
• Area :
2
K t /
0  K
Area   e dt   e  t /  dt
 2 0 2
K et /  0 K e t /  
     0 그림 12.10
A variable-parameter function used
2 1/  2 1/ 
K K to generate an impulse function
   K.
2 2
• As   0, f (t )  K (t ).
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


K  (t )dt  K ;
 (t )  0, t  0.
A graphic representation of the

impulse Kδ(t) and Kδ(t –a)
The first derivative of the impulse function.
The impulse-generating function used to

define the first derivative of the impulse
The first derivative of the impulse function(

계속 )
: doublet 함수
The first derivative of the impulse-generating

function that approaches δ/(t) as ε→0
The impulse function as the derivative of the

step function.
f(t) → u(t) as ε→0
The impulse function as the derivative of the

step function( 계속 ).
f /(t) → δ(t) as ε→0
Sifting Property

• Sifting property :


f (t ) (t  a )dt  f (a ).
 a 
• 증명 : I  f (t ) (t  a)dt   f (t ) (t  a )dt
 a 
a  a 
 f (a ) (t  a )dt  f (a )   (t  a )dt
a  a 
 f (a).
• Sifting property of the impulse function to find its Laplace
transform :
 
L  (t )     (t )e dt  1  (t )dt  1.
 st
0 0
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12.4 Functional (Laplace) Transforms
• A functional transform is the Laplace transform

of a specific function.
A decaying exponential function
12.4 Functional Transforms
A sinusoidal function for t > 0
The Laplace transform of derivatives of the impulse function

• Laplace transform of first derivative of the impulse function ( 그림 12.12) :
 0 1  st   1  
L  '(t )  lim   2 e dt      2  e  st dt 
 0
   0
   
e s  e  s  2 se s  se  s
 lim 2
 lim
 0 s  0 2 s
s 2 e s  s 2 e  s
 lim ^
 0 2s ; l’ Hopital’s rule
 s.
L  ( n ) (t )  s n .
그림 12.12
Impulse function as a derivative of a step function
• Impulse function as a derivative of a step function : 그림 12.13.
t
du (t ) u (t )    ( )d
 (t )  . 
dt
• Impulse :

L  (t )     (t )e  st dt  e  s 0  1.
0
• Step :
 1
L u (t )    u (t )e dt    e dt  .
 st  st
0 0 s
• Exponential : 그림 12.14.
1
L e     e e dt    e ( a s )t dt 
 
 at  at  st
.
0 0 sa
• Ramp :
 st  st 
 e   te  e  st 
L t    te dt    td 
 st
  s   dt
0 0
 s  0
0
 s 
1
 2.
s
• Cosine :   e jt  e  jt

   st
L cos t    (cos t )e dt   
 st
 e dt
0 0
 2 
1 1 1  s
=     2 2
.
2  s  j s  j  s  
• Sine : 그림 12.15.
  e jt  e  jt
   st
L sin t    (sin t )e dt   
 st
 e dt
0 0
 2j 
1  1 1  
=     .
2 j  s  j s  j  s 2   2
그림 12.15
• Important functional Laplace transform

pairs are summarized in the table below.
12.5 Operational (Laplace) Transforms
• Operational transforms define the general
mathematical properties of the Laplace transform.

L  f (t )    f (t )e  st dt  F ( s ).
0
• Multiplication by a constant : If L  f (t )  F ( s), then
L Kf (t )  KF ( s ).
• Addition(Subtraction) :
L  f1 (t )  f 2 (t )  f 3 (t )  L  f1 (t )  L  f 2 (t )  L  f 3 (t )  F1 ( s )  F2 ( s )  F3 ( s ).
12.5 Operational Transforms
Differentiation
• Differentiation(1 차 ) :
 df (t )    df (t )  
L  0 
  e  st
dt   e  st
d  f (t ) 
 dt   dt 

0
 
e  st
f (t ) 0     f (t )( se  st ) dt
0
 sF ( s )  f (0 ).
Differentiation( 계속 )
• Differentiation(2 차 ) :
df (t )
let g (t )  , then G ( s)  sF ( s)  f (0  ).
dt
• 따라서
 d 2 f (t )   dg (t )  
L 2   L    sG ( s )  g (0 )
 dt   dt 

2  df (0 )
 s F ( s )  sf (0 )  .
dt
Differentiation( 계속 )
 d 2 f (t )   dg (t )  
L 2   L    sG ( s )  g (0 )
 dt   dt 
2  df (0 )
 s F ( s )  sf (0 )  .
dt
• N th differentiation :
 d n f (t )  n n 1  n2 df (0 
)
L n   s F ( s )  s f (0 )  s
 dt  dt
2  n 1 
n 3 d f (0 ) d f (0 )
s 2
  n 1
.
dt dt
Integration
• Integration :
L 
0
t
 
0 
t
f ( x)dx      f ( x)dx  e  st dt
 0 
 st
 t  e 
     
f ( x)dx d  
0  0   s 
 

e  st  t   e  st

s   0 
f ( x)dx

 0
    f (t )  
0
  s 
 dt
F (s)
 .
s
Translation in the time domain


L  f (t  a )u (t  a )    f (t  a )u (t  a )e  st dt
0


 as
e f (t  a )u (t  a )e s (t  a ) d (t  a )
0
 e  as F ( s ).
1 e  as
L tu (t )  2 , L (t  a )u (t  a)  2 .
s s
Translation in the frequency domain

L e f (t )    [e  at f (t )]e  st dt

 at
0

   f (t )e  ( s  a )t dt
0
 F ( s  a ).
s ( s  a)
L cos t  2 2
, L e cos t 
 at
2 2
.
s  ( s  a)  
Scale changing 
L  f (t )    f (t )e  st dt  F ( s ).
0
s
1   ( at )
L  f (at )    f (at )e a d (at )
a 0
1 s
 F   , a  0.
a a
s 1 (s /  ) s
L cos t  2 , L cos t  2
 2 2
.
s 1  (s /  )  1 s  
An abbreviated list of operational Laplace transforms

12.6 Applying the Laplace Transform
A parallel RLC circuit

KCL:
12.6 Applying the Laplace Transform
12.7 Inverse Transforms
If F(s) is a proper rational function, the

inverse Laplace transform is found by a partial
fraction expansion.
Four useful transform pairs
If F(s) is an improper rational function, it can be

inverse transformed by first expanding it into a
sum of a polynomial and a proper rational
function.
• Laplace transform 한 후에 수식을 정리하면
N ( s ) an s n    a1s  a0
F ( s)  
D( s ) bm s m    b1s  b0
형태가 됨
- m  n 이면 proper rational function 이라 부르고

- m  n 이면 improper rational function 이라 함
Inverse transform(proper rational Fn)
• 분모를 인수분해한 후에 부분분수로 분해

이 경우 분모의 근은 다음 4 가지 중 하나
- real and distinct.

- complex and distinct.
- real and repeated.
- complex and repeated.
Partial fraction expansion : Distinct real roots of D(s)
• 부분분수로 분해할 때 계수 구하는 법

96( s  5)( S  12) K1 K 2 K3
F (s)     .
s ( s  8)( s  6) s s 8 s 6
• K2 를 구하는 예를 들면 , 양변에s  8 를 곱한 후에
s  8 을 대입
96( s  5)( S  12)  K1 ( s  8) K 3 ( s  8) 
  K2  .
s  6 
s 8 s 8
s( s  6)  s
Partial fraction expansion : Distinct real roots of
D(s)( 계속 )
• 이를 계산하면 96( 3)(4)
 K 2  72 이 됨
(8)( 2)
• 이 방법으로 계산한 결과식은
96( s  5)( S  12) 120 48 72

   .
s ( s  8)( s  6) s s 6 s 8
• 위 식을 inverse transform 하면
 96( s  5)( S  12) 

1 6 t 8 t
L    (120  48e  72 e )u (t ).
 s ( s  8)( s  6) 
Partial fraction expansion : Distinct complex
roots of D(s)
• 분모를 s 의 1 차가 될 때까지 복소수로 인수분해함
100( s  3) 100( s  3)
F ( s)  
( s  6)( s 2  6s  25) ( s  6)( s  3  j 4)( s  3  j 4)
K K2 K3
 1   .
s  6 s  3  j4 s  3  j4
• 여기서 K 2 를 구하는 방식은 앞과 같은 방식으로 양변에

s  3  j4 s  3  j 4
를 곱한 후에 를 대입함
100( s  3) 100( j 4)  j 53.13o
K2  s 3 j 4   6  j8  10e .
( s  6)( s  3  j 4) (3  j 4)( j8)
roots of D(s)( 계속 )
• 같은 방법으로 K 3 를 구하면 K 2의 켤레복소수 즉 ,
K 3  K 2*
• Inverse transform 한 후에 이 두 개의 항은 결합하여

sinusoidal function 이 됨
 10e  j 53.13 10e j 53.13 
o o
1  100( s  3)  1  12
L  2 L    
 ( s  6)( s  6 s  25)   s  6 s  3  j 4 s  3  j 4 
6 t  j 53.13o  (3 j 4) t j 53.13o
 (12e  10e e  10e e  (3 j 4) t )u (t ).
• 뒤의 두 항은 다음과 같이 결합
 j 53.13o  (3 j 4) t j 53.13o
10e e  10e e (3 j 4) t
3 t j (4 t 53.13o )  j (4 t 53.13o )
 10e (e e )  20e3t cos(4t  53.13o ).
• 일반화 표현
1  K K *

L   
 s    j s    j 
 2 K e  t cos(  t   )u (t ), where K  K e j .
 1  12 10e  j 53.13 10e j 53.13 
o o
1  100( s  3)
L  2  L    
 ( s  6)( s  6 s  25)   s  6 s  3  j 4 s  3  j 4 
o o
 (12e6t  10e  j 53.13 e  (3 j 4)t  10e j 53.13 e (3 j 4) t )u (t ).
• 따라서 최종 결과식은 다음과 같음
1 100( s  3) 
L  2 
 ( s  6)( s  6 s  25) 
 [12e 6t  20e 3t cos(4t  53.13o )]u (t ).
Partial fraction expansion : Repeated real roots
of D(s)
• 다중근을 분모에 포함한 경우 ,
100( s  25) K1 K2 K3 K4
F ( s)  3
  3
 2
 .
s( s  5) s ( s  5) ( s  5) s  5
3
• 이 경우 K1과 K 2 는 동일한 방법으로 구하나 K 3 는 ( s +5)
를 양변에 곱한 후에 s 로 한 번 미분하고 s  5
를 대입하여 구함
d 100( s  25)  d  K1 ( s  5)3 2

   K 2  K3 ( s  5)  K 4 ( s  5)  .
ds   s 5 s 5
s ds  s 
of D(s)( 계속 )
• 위 식을 정리하면
 s  ( s  25) 
100   s 5  K32  100.
 s2
3
• 다음 계수 K 4 는 ( s +5) 를 양변에 곱한 후에 s 로 두 번
미분하고 s  5 를 대입하여
d 2 100( s  25)  d 2  K1 ( s  5)3 

 2  K 2  K3 ( s  5)  K 4 ( s  5) 2  .
ds 2   s 5 s 5
s ds  s 
of D(s)( 계속 )
• 이 결과 K 4  20
• 부분분수로 분해한 결과식은
100( s  25) 20 400 100 20
3
  3
 2
 .
s( s  5) s ( s  5) ( s  5) s  5
• inverse transform 하면
100( s  25) 
1 2 5t 5t 5t
L  3 
 [20  200t e  100te  20e ]u (t ).
 s ( s  5) 
r 1  at
 K  Kt e
L1  r 
 u (t ).
 ( s  a)  (r  1)!
Partial fraction expansion : Repeated complex
roots of D(s)
• Repeated complex roots 를 포함한 경우 :
768 768
F (s)  
( s 2  6s  25) 2 ( s  3  j 4) 2 ( s  3  j 4) 2
K1 K1* K2 K 2*
 2
 2
  .
( s  3  j 4) ( s  3  j 4) s  3  j 4 s  3  j 4
• K1 은 위식의 양변에 ( s  3  j 4) 2 을 곱한 후에
s  3  j 4 를 대입
768 768
K1  s 3 j 4   12.
( s  3  j 4) 2 ( j8) 2
• K 2 는 위식의 양변에( s  3  j 4) 2 을 곱한 후에 s 로 한
번 미분하고 s  3  j 4 를 대입하여 구함
d  768  2(768)
K2   
ds  ( s  3  j 4) 2 
s 3 j 4 s 3 j 4
( s  3  j 4)3
  j 3  3  90o.
• 정리하면
 12 12   3  90o 390 o 
F ( s)   2
 2
  .
 ( s  3  j 4) ( s  3  j 4)   s  3  j 4 s  3  j 4 
 12 12   3  90o 390o 
F ( s)   2
 2
  .
 ( s  3  j 4) ( s  3  j 4)   s  3  j 4 s  3  j 4 
f (t )  [24te3t cos 4t  6e3t cos(4t  90o )]u (t ).
r 1  at
1  K K *
  2 K t e 
L  r
 r 
 cos(  t   )  u (t ).
 ( s    j  ) ( s    j  )   (r  1)! 
Partial fraction expansion : Improper Rational
Functions
• Improper Rational Functions 의 경우는 분자를 분모로
나누어 나머지가 proper rational function 이 되도록 함
• 예를 들면
s 4  13s 3  66 s 2  200 s  300 2 20 50
F ( s)  2
 s  4 s  10   .
s  9s  20 s4 s5
d 2 (t ) d (t ) 4 t 5t
f (t )  2
 4  10 (t )  (20 e  50 e )u (t ).
dt dt
12.8 Poles and Zeros of F(s)
• 식
10( s  5)( s  3  j 4)( s  3  j 4)
F (s)  .
s ( s  10)( s  6  j8)( s  6  j8)
• 위와 같은 s-domain 식에서
- Poles : F ( s )   만족시키는 분모 s
값 0, 10, 6  j8, 6  j8
( )
F (s)  0
- zeros : 5, 3 만족시키는 )
j 4, 3  j 4,
분자 s
값
( )
Plotting poles and zeros on the s
plane
12.8 Poles and Zeros of F(s)
F(s) can be expressed as the ratio of two

factored polynomials.
The roots of the denominator are called poles
and are plotted as Xs on the complex s plane.
The roots of the numerator are called zeros
and are plotted as 0s on the complex s plane.
12.9 Initial- and Final-Value Theorems
Initial value
theorem
Final value
theorem
12.9 Initial- and Final-Value
Theorems
The theorem is valid only if the poles of F(s),

except for a first-order pole at the origin, lie in
the left half of the s plane.
The initial- and final-value theorems allow us

to predict the initial and final values of f(t)
from a s-domain expression.
Q&A
Lecture 20, The Laplace Transform
https://www.youtube.com/watch?v=pSN7t79RxC4
Lecture 21, Continuous-Time Second-Order Systems

https://www.youtube.com/watch?v=8g4UudyOetE
Thank You ….

Introduction To The Laplace Transform

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Introduction To The Laplace Transform

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CHAPTER 12

f(t) = the time-domain expression

A continuous and discontinuous function at the

f(t) is continuous f(t) is discontinuous

• One-sided(unilateral) Laplace transform.

• 원점에 impulse function 이 없으면

• The step function Ku(t) describes a function that

• K is the magnitude of the jump; if K=1, Ku(t) is

The step function Unit step function : K=1

The linear approximation to the step function

A step function occurring at t = a when a > 0

A step function Ku(a–t) for a > 0

The impulse function Kδ(t) is defined

Where K is the strength of the impulse;

A magnified view of the discontinuity, assuming

The derivative of the function

The variable-parameter function exhibits three characteristics

A variable-parameter function used

• Another example of a variable-parameter function( 그림 12.10) :

A graphic representation of the

The first derivative of the impulse function.

The impulse-generating function used to

The first derivative of the impulse function(

The first derivative of the impulse-generating

The impulse function as the derivative of the

f(t) → u(t) as ε→0

The impulse function as the derivative of the

f /(t) → δ(t) as ε→0

• A functional transform is the Laplace transform

A decaying exponential function

A sinusoidal function for t > 0

The Laplace transform of derivatives of the impulse function

Impulse function as a derivative of a step function

• Impulse function as a derivative of a step function : 그림 12.13.

• Cosine :   e jt  e  jt

• Important functional Laplace transform

• Multiplication by a constant : If L  f (t )  F ( s), then

Translation in the time domain

Translation in the frequency domain

An abbreviated list of operational Laplace transforms

A parallel RLC circuit

If F(s) is a proper rational function, the

Four useful transform pairs

If F(s) is an improper rational function, it can be

• Laplace transform 한 후에 수식을 정리하면

- m  n 이면 proper rational function 이라 부르고

Inverse transform(proper rational Fn)

• 분모를 인수분해한 후에 부분분수로 분해

- real and distinct.

Partial fraction expansion : Distinct real roots of D(s)

• 부분분수로 분해할 때 계수 구하는 법

96( s  5)( S  12) 120 48 72

 96( s  5)( S  12) 

• 여기서 K 2 를 구하는 방식은 앞과 같은 방식으로 양변에

• Inverse transform 한 후에 이 두 개의 항은 결합하여

• 따라서 최종 결과식은 다음과 같음

d 100( s  25)  d  K1 ( s  5)3 2

d 2 100( s  25)  d 2  K1 ( s  5)3 

f (t )  [24te3t cos 4t  6e3t cos(4t  90o )]u (t ).

F(s) can be expressed as the ratio of two

The theorem is valid only if the poles of F(s),

The initial- and final-value theorems allow us

Lecture 21, Continuous-Time Second-Order Systems