Laplace Transform Properties: EE3511: Automatic Control Systems

EE3511: Automatic Control Systems
Laplace Transform Properties
EE3511-L3 Prince Sattam Bin Abdulaziz University 1

Properties of Laplace Transform
 Learning Objectives
 To be able to state different Laplace
transform properties.
 To be able to apply different properties to
simplify calculations of Laplace transform or
Inverse Laplace transform.

Definition of Laplace Transform

F ( s )  L{ f (t )}   f (t )e dt  st
0
1   j

1 st
f (t )  L {F ( s )}  F ( s )e ds
2 j  j

Linear Properties of Laplace Transform
L a f (t )  b g (t )  a L f (t ) b L g (t )
Special Cases:
Multiplication by constant
La f (t ) a L f (t )
Addition of two functions
L f (t )  g (t ) L f (t ) L g (t )

Multiplication by Exponential
Let L f (t )  F ( s ) then
L f (t ) e at  F ( s  a )
Proof :
 
L f (t ) e  at
  f(t)e e dt   f(t)e
 at  st ( a  s ) t
dt  F ( s  a )
0 0

Multiplication by Exponential
Examples
L f (t ) e at  F ( s  a )
1 1
L1  , L e   at
s (s  a)
1 1
Lt  2 , Lt e 
 at
s ( s  a )2
 
Lsin(t )  2 2
, Lsin(t ) e   at
s  ( s  a )2   2
s (s  a)
Lcos(t )  2 2
, Lcos(t ) e at 
s  ( s  a )2   2

Multiplication by time
d
L t f (t ) 
F ( s)
ds
_________________________________
1
L u (t )
s
d 1  1
L t u(t )     2
ds  s  s n!
L  t n u (t ) 
d 1 2
L t u(t )   2   3
2 s n 1
ds  s  s
d 2 6
L t 3

u(t )     
3 4
ds s
 s

Properties Covered so far
 Linear Property of Laplace Transform

La f (t )  b g (t ) a L f (t ) b L g (t )
 Multiplication by Exponential
L f (t ) e  F ( s  a )
 at
 Multiplication by time
d
L  t f (t )   F ( s )
ds

Laplace Transform of Derivative
 df (t ) 
L   sF ( s )  f (0)
 dt 
 d 2 f (t ) 
L 2   s 2
F ( s )  sf (0)  f (0)
 dt 
 d 3 f (t ) 
L 3   s 3
F ( s )  s 2
f (0)  sf (0)  f (0)
 dt 
 d n f (t )  n n 1 ( n2) ( n 1)
L n   s F ( s )  s f (0)  ...  s f ( 0)  f (0)
 dt 

Laplace Transform of Derivative
Example
Apply Laplace trasform to the ODE

x(t )  3 x (t )  2 x(t )  1, x(0)  4, x (0)  5
 df (t ) 
L   sF ( s )  f (0)
 dt 
Solution :  d 2 f (t )  2
L 2   s F ( s )  sf (0)  f (0)
 dt 
L x(t )  3 x (t )  2 x(t )  Lu (t )
s X (s)  sx(0)  x (0) 3[sX (s)  x(0)]  2 X (s)  1s

2
s X (s)  4s  5 3[sX (s)  4]  2 X (s)  1s

2
4 s 2  17 s  1
X ( s) 
s ( s 2  3s  2)

Laplace Transform of Integrals
L  0
t

1
f (  ) d  F ( s )
s
L  e 
t
2 z
Example : sin( z )dz  ?
0
1
Le 2t
sin( t ) 2
( s  2)  1
L  e0
t
2 z
sin( z )dz   1
s ( ( s  2)2  1)
Laplace Transform of Functions with Delay
Let L f (t )   F ( s ) Then
L f (t  d )u (t  d )  e  ds
F ( s)
f(t) f(t-d)u(t-d)
d
 ds
F (s) e F ( s)
Time delay
f(t) F(s)
g(t) G(s)
g (t )  f (t  2)
2 s
G ( s )  F ( s )e
Laplace Transform of Functions with Delay
Example
1 1
u(t ) u ( t  2)
1 1 2 s
e
s s

0 t0

f (t )   At 0  t  L
0 tL

f (t )  At u(t )  A(t  L)u(t  L)  ALu(t  L)
Slope =A
A 1  Ls 1  Ls
F ( s)  2 A 2e  AL e
s s s
L

Slope =A
_
Slope =A
_ AL
L L
Slope =A
=
A 1  Ls 1  Ls
F ( s)   A e  AL e
s2 s2 s
L
ial in
ent
 df (t )  e ss al
L   sF ( s )  f (0) a re enti
 dt  he se iff er
T g d
in
 d 2 f (t )  solv tions
L 2   s 2
F ( s )  sf (0)  f (0) eq u a
 dt 
 d 3 f (t ) 
L 3   s 3
F ( s )  s 2
f (0)  sf (0)  f (0)
 dt 
 d n f (t )  n n 1 ( n2) ( n 1)
L n   s F ( s )  s f (0)  ...  s f ( 0)  f ( 0)
 dt 

Summary of LT Properties
La f (t )  b g (t ) a L f (t ) b L g (t )
L f (t ) e  F ( s  a )
 at d
L  t f (t )   F (s)
ds
 df (t ) 
L
 dt 
  sF ( s )  f (0) L  0
t 1

f ( )d  F ( s )
s
f (0  )  lim s F ( s ) f ( )  lim s F ( s )
s  s0
L f (t  d )u(t  d ) e  sd
F ( s)

impulse function
(t)  0 for t  0 F ( s)  1



(t) dt  1,  0
EE3511_L3 Salman bin Abdulaziz University 19

impulse function
You can consider the unit

impulse as the limiting case
for a rectangle pulse with 1
unit area as the width of the  Area=1
pulse approaches zero

impulse function
 (t)  0 for t  0 L   (t)   1



 (t) dt  1,   0
b  f (c ) if c  [a, b]
a  (t  c) f (t )dt   0 otherwise
sampling property
EE3511: Automatic Control Systems
Inverse Laplace Transform

 Outlines
 Inverse Laplace transform
 Definitions
 Partial Fraction Expansion
 Special Cases
 Distinct poles
 Complex poles
 Repeated poles
 Examples

Definition of Inverse Laplace Transform
Laplace transform

F ( s )  L{ f (t )}   f (t )e  st dt
0
Inverse Laplace transform

1   j

1 st
f (t )  L { F ( s )}  F ( s ) e ds
2 j   j
A real number that is greater

than real part of all singularities
of F(s)

Definition of Inverse Laplace Transform
Laplace transform

F ( s )  L{ f (t )}   f (t )e  st dt
0
Inverse Laplace transform

1   j

1 st
f (t )  L { F ( s )}  F ( s ) e ds
2 j   j
 1
L{ t }   t e dt  2
 st
0 s
1  1 
  j 1 
L  2  2  e st
ds  t
s    j
s 

f (t )  L1 F ( s )
Partial Fraction Expansion
Expand F(s) as the sum of first and second order term s
then obtain the inverse of each term and sum them.

Proper / Strictly Proper
N(s)
Let F(s) be a rational function : F(s) 
D(s)
F(s) is proper if Degree of N(s)  Degree of D(s)
F(s) is strictly proper if Degree of N(s)  Degree of D(s)
F(s) is strictly proper  F(s) is proper
( s  1)( s  2) /─ ( s  1)( s  2)

s( s  3)( s  4) s( s  3)
Examples
1
s2  7 s  12 Strictly Proper Degree of numerator =0
Degree of denominator =2
s2 Degree of numerator =1

Proper
s  12 Degree of denominator =1
1 Degree of numerator =0
Strictly Proper Degree of denominator =3
s(s  3)( s  1)
Degree of numerator =2
2
s  3s  2 Proper Degree of denominator =2
s2  7 s  12

Notation
Poles and Zeros
F(s) is rational function in s . It can be expressed as

N(s)
F(s)  where N(s) and D(s) are polynomials
D(s)
roots of N(s) are called the zeros of F(s)
roots of D(s) are called the poles of F(s)
( s  1)( s  2) Zeros of G  s ) are  1 and 2
G( s) 
s( s  3)( s  4) Poles of G ( s ) are 0,  3 and  4

Examples
Zeros Poles
s2 s2 -2 -3,-4

2

s  7 s  12 (s  4)(s  3)
s3 3 -0.5
2s  1
s3
2
-3 0,0,-1,-2
s (s  1)(s  2)
s3 -3 -1,-1,2±j3
(s  1)2 (s 2  4 s  13)

Partial Fraction Expansion of F(s) :

F(s) is expressed as the sum of simple fraction terms
s  12 2 3 5
  
s( s  3)( s  2) s s  3 s  2
How do we obtain
these terms?

Three Special Cases are considered

s4
 Distinct pole F ( s) 
s(s  1)(s  2)
 Repeated poles F ( s )  s 1
(s  3)(s  2)2
 Complex poles F ( s )  1
s(s 2  2 s  5)
1
F (s) 
s(s  1)(s  2) 2 (s 2  2 s  5)
F ( s ) has two distinct real poles at 0,-1
one repeated pole at s  -2 (double poles at -2)
two complex poles at -1  2j,-1-2j

If F(s) is strictly proper and all its poles are distinct

F(s) can be expressed as
n
Ai
F(s)  
i 1 s - si
where
Ai   s - si  F ( s ) s  s
i
n
inverse Laplace Transform f(t)   Ai e sit
i 1

Example
s5 s5
F(s)  2 
s  5s  4 ( s  1)( s  4)
strictly proper, poles are distinct {  1,  4 }
n
Ai A1 A2
F(s)    
i 1 s-p i ( s  1) ( s  4)
where
s5
A1  s-p1 F ( s ) s  p  s  1F ( s ) s  1  2
1
( s  4) s  1
s5
A2  s-p 2 F ( s ) s  p  s  4 F ( s ) s  4   3
2
( s  1) s  4
Alternative Way of Obtaining Ai
s5 s5
F(s)  2 
s  5s  4 ( s  1)( s  4)
strictly proper, poles are at  1,  4 distinct
A1 A2 A ( s  4)  A2 ( s  1)
F(s)    1
( s  1) ( s  4) ( s  1)( s  4)
s( A1  A2 )  (4 A1  A2 ) s5
F ( s)  
( s  1)( s  4) ( s  1)( s  4)
 A1  A2  1, 4 A1  A2  5 ; solve  A1  2, A2  3
n
Inverse Laplace Transform : f(t)   Ai e pi t  2e t  3e 4 t for t  0
i 1

Repeated poles
5s  16
F(s) 
( s  2) 2 ( s  5)
strictly proper, distinct pole at  5 and reperated poles are at  2
A11 A12 A2
F(s)  2
 
( s  2) ( s  2) ( s  5)
5s  16
A11  ( s  2) 2 F ( s )  2
s 2 ( s  5) s 2
d d  5s  16   5( s  5)  (5s  16) 
A12  ( s  2) 2 F ( s )       2  1
ds s 2 ds  ( s  5)  s 2  ( s  5)  s 2
5s  16
A2  ( s  5) F ( s ) s 5   1
( s  2) 2 s 5

Repeated poles
A11 A A2
F(s)  2
 12  distinct pole at  5 and reperated poles are at  2
( s  2) ( s  2) ( s  5)
5s  16
* The coefficient of the distinct pole is obtained as before A2  ( s  5) F ( s) s 5   1
( s  2) 2 s 5
A11 A12
* Note both and are present
( s  2) 2 ( s  2)
* The coefficient of higest order term is obtained as in distict pole case
5s  16
A11  ( s  2) 2 F ( s )  2
s 2 ( s  5) s 2
* New formula for the coefficient of other terms
d d  5s  16   5( s  5)  (5s  16) 
A12  ( s  2) 2 F ( s )       2  1
ds s 2 ds  ( s  5)  s 2  ( s  5)  s 2

Repeated poles
If F(s) has repeated poles the formula used to obtain A1 is modified
5s  16
F(s)  2
strictly proper, poles are at  2, 2 ,  5
( s  2) ( s  5)
A11 A12 A2
F(s)   
( s  2) 2 ( s  2) ( s  5)
5s  16
A11  ( s  2) 2 F ( s)  2
s 2 ( s  5) s 2
d 2 d  5s  16   5( s  5)  (5s  16) 
 
A12  ( s  2) F ( s )      2  1
ds s 2 ds  ( s  5)  s 2  ( s  5)  s 2
5s  16
A2  ( s  5) F ( s ) s 5   1 ( distinct pole)
( s  2) 2 s 5
inverse Laplace Transform f(t)  2te 2t  1e 2t  1e 5t for t  0

Repeated poles
If F(s) has repeated poles the formula used to obtain A1 is modified
s3
F(s)  3
strictly proper, poles are at  1, 1, 1,  4
( s  1) ( s  4)
A11 A12 A13 A2
F(s)    
( s  1)3 ( s  1) 2 ( s  1) ( s  4)
A11  ( s  1)3 F ( s )
s 1
d
A12  ( s  1)3 F ( s ) 
ds s 1
1 d2
A13  ( s  1)3 F ( s ) 
2 
2! ds s 1
A2  ( s  4) F ( s ) s 4 (distinct pole)

inverse Laplace Transform f(t)  0.5 A11t 2e  t  A12te  t  A13e  t  A2e 4t for t  0

Common Error
s3
Some may expand F(s)  3
as
( s  1) ( s  4)
A11 A2
F(s)  3

( s  1) ( s  4)
This is not valid in general. It should be expanded as
A11 A12 A13 A2
F(s)  3
 2
 
( s  1) ( s  1) ( s  1) ( s  4)

Complex Poles
4s  8
F(s)  2 has two complex poles at - 1  j2 and - 1 - j2
s  2s  5
k1 k2
F(s)  
( s  1  j 2) ( s  1  j 2)
k1  ( s  1  j 2) F ( s ) s  1 j 2
k 2  ( s  1  j 2) F ( s ) s  1 j 2  k 1
f (t )  k1e ( 1 j 2) t  k 2 e ( 1 j 2 )t  ?

Complex Poles
Alternativ e Way
4s  8 Bs  C
F(s)  2 can be expressed as
s  2s  5 (s  a) 2   2
s 2  2 s  5  s 2  2s  1  4  ( s  1) 2  2 2
 B  4, C  8, a  1,   2
 at  C  aB   at
f (t )  Be cos(t )   e sin(t )
  
 f (t )  4e t cos( 2t )  2e t sin( 2t )

What do we do if
F(s) is not strictly proper
1
G(s)  strictly proper, We can apply the
(s  3)(s  4)
techniques discussed earlier.
s 2  5s  6
H(s)  2 not strictly proper, We cannot apply
s  5s  4
the technique s discussed earlier.
s6
F (s)  2 e 2 s Not rational
s  5s  4

What do we do if
F(s) is not strictly proper
If F(s) is proper but not strictly proper 

use long division t o express it as F(s)  k  G(s)
where k is a real number and G(s) is strictly proper.
s 2  7s  8 4s  6
F(s)  2  1 2
s  3s  2 s  3s  2
4s  6 2 2
F(s)  1   1 
( s  2)( s  1) ( s  1) ( s  2)
f (t )   (t )  2e t  2e  2t for t  0
Example
2s 2  s  3  7s  5
F(s)  2  2
s  4s  4 s 2  4s  4
2
s 2  4s  4 2s 2  s  3
−
2 s 2 − 8s − 8
 7s  5

Example
2s2  s  3  7s  5  7s  5
F(s)  2 2 2 2 
s  4s  4 s  4s  4 s  2 2
A B
2  
s  2  s  2 
2
 7s  5
A  s  2 
2
9
s  2  s 2
2
d  2  7s  5  d
B   s  2  
2 
  7 s  5  7
ds  s  2  s  2
ds s  2

1 9 7  2 t 2t
f ( t )  L 2     2 ( t )  9 te  7 e
 s  2 2
s  2

Laplace Transform Properties: EE3511: Automatic Control Systems

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Laplace Transform Properties: EE3511: Automatic Control Systems

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EE3511: Automatic Control Systems

Laplace Transform Properties

EE3511-L3 Prince Sattam Bin Abdulaziz University 1

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 Linear Property of Laplace Transform

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Apply Laplace trasform to the ODE

L x(t )  3 x (t )  2 x(t )  Lu (t )

s X (s)  sx(0)  x (0) 3[sX (s)  x(0)]  2 X (s)  1s

s X (s)  4s  5 3[sX (s)  4]  2 X (s)  1s

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You can consider the unit

 (t)  0 for t  0 L   (t)   1

Inverse Laplace Transform

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Inverse Laplace transform

A real number that is greater

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Inverse Laplace transform

Inverse Laplace Transform

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F(s) is strictly proper  F(s) is proper

( s  1)( s  2) /─ ( s  1)( s  2)

s2 Degree of numerator =1

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F(s) is rational function in s . It can be expressed as

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s2 s2 -2 -3,-4

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Partial Fraction Expansion of F(s) :

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Three Special Cases are considered

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If F(s) is strictly proper and all its poles are distinct

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inverse Laplace Transform f(t)  2te 2t  1e 2t  1e 5t for t  0

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A2  ( s  4) F ( s ) s 4 (distinct pole)

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If F(s) is proper but not strictly proper 

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