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Laplace Transform

This document discusses the motivation and basics of Laplace transforms. It begins with an overview of how Laplace transforms can be used to analyze circuits with multiple differential equations. It then provides examples of taking the Laplace transform of various functions and illustrates how to use Laplace transforms to solve a circuit problem. Several key properties of Laplace transforms are also outlined, including linearity, scaling, translation in time and frequency, differentiation, integration, and the inverse Laplace transform.

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100% found this document useful (1 vote)
122 views47 pages

Laplace Transform

This document discusses the motivation and basics of Laplace transforms. It begins with an overview of how Laplace transforms can be used to analyze circuits with multiple differential equations. It then provides examples of taking the Laplace transform of various functions and illustrates how to use Laplace transforms to solve a circuit problem. Several key properties of Laplace transforms are also outlined, including linearity, scaling, translation in time and frequency, differentiation, integration, and the inverse Laplace transform.

Uploaded by

dialauchenna
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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Laplace Transforms

Denition
Region of convergence
Useful properties
Inverse & partial fraction expansion
Distinct, complex, & repeated poles
Applied to linear constant-coecient ODEs

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform Motivation


vs(t)

vs(t)
t

Linear
Circuit

vo
-

In ECE 221, you learned


DC circuit analysis
Transient response (limited to simple RL & RC circuits)
Sinusoidal steady-state response (Phasors)
We did not learn how to nd the total response (transient and
steady-state) to an arbitrary waveform
The Laplace transform enables us to do this
Circuit elements limited to resistors, capacitors, inductors,
transformers, op amps, and ideal sources until ECE 321
J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform Motivation Continued


Why are we studying the Laplace transform?
Makes analysis of circuits
Easier than working with multiple dierential equations
More general than the types of analysis we discussed in
ECE 221
Used extensively in
Controls (ECE 311)
Communications
Signal Processing
Analog circuits (ECE 32X sequence)
Expected to know for interviews
Gives you insight in circuit analysis and design

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform Analysis Illustration

1 k

t=0

1 F

sin(1000t)

+
vo
-

Given vo (0) = 0, solve for vo (t) for t 0.


vo (t) =
=
vtr (t) =
vss (t) =

J. McNames

1 t/0.001
2e

1
2

sin(1000t 45 )

vtr (t) + vss (t)


1 t/0.001
2e
1 sin(1000t
2

Portland State University

45 )

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform Analysis Illustration Continued


Total
Transient
Steady State

1
0.8

vo (t) (V)

0.6
0.4
0.2
0
0.2
0.4
0.6
0.8

10

15

20

25

Time (ms)

vo (t)

1 t/0.001
2e

1
2

sin(1000t 45 )

= vtr (t) + vss (t)

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform for ODEs


+

x(t)

Linear
Circuit

y(t)

N


k=0

dk y(t)  dk x(t)
ak
=
bk
k
dt
dtk
k=0

Relationship of a voltage (or current) in a linear circuit to any


other voltage (or current) is dened by a linear, time-invariant
constant-coecient ordinary dierential equation (ODE)
Describes the behavior of many types of systems: Electrical,
Mechanical, Chemical, Biological, etc.
Laplace transform is an easier approach than applying standard
techniques of dierential equations or convolution

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Approach
We will begin with a thorough discussion of the Laplace transform
The elegance and simplicity of using this approach for circuit
analysis will not become apparent for several lectures
We will spend a lot of time on this topic
Bear with me

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform Denition



L {x(t)} = X(s) 
x(t)est dt
0

Transform will be written with an upper-case letter


Dened from 0 to include impulses at t = 0
s = + j is a complex variable
s has units of inverse seconds (s1 )
Known as the one-sided (unilateral) Laplace transform
There is also a two-sided (bilateral) version:
 +
X(s) = x(t)est dt
We will only work with the one-sided version
+ Easier to obtain the transient response
+ Consistent with common practice
Ignores x(t) for t < 0

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Laplace Transform Convergence


The Laplace transform does not converge to a nite value for all
signals and all values of s
Does converge for all signals we will be interested in
Sinusoids
eat u(t) for any real |a| <
(t)
The values of s for which the Laplace transform converges is
called the region of convergence (ROC)
Will not discuss in detail this term, but may see this in other
classes on linear systems
See Signals and Systems chapter for more information

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

Example 1: Laplace Transform of x(t)


Find the Laplace transform of x(t) = u(t). What is the region of
convergence? What is the transform of x(t) = 1?

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

10

Example 2: Laplace Transform of x(t)


Find the Laplace transform of x(t) = eat u(t). What is the region of
convergence? What is the transform of x(t) = eat ?

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

11

Example 3: Laplace Transform of x(t)


Find the Laplace transform of x(t) = (t). What is the region of
convergence?

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

12

Example 4: Laplace Transform of x(t)


Find the Laplace transform of x(t) = cos(t)u(t). What is the region
of convergence? What is the Laplace transform of cos(t)?

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

13

Example 4: Workspace

J. McNames

Portland State University

ECE 222

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14

Laplace Transform Properties


The Laplace transform has many important properties
We need to know these for at least three reasons
Improves our understanding of the transform
Enables us to nd the transform more easily
Enables us to nd the inverse transform more easily
Will use the following notation for Laplace transform pairs
L

x(t) u(t) X(s)

J. McNames

X(s)

L {x(t)}

x(t) u(t)

L1 {X(s)}

Portland State University

ECE 222

Laplace Transform

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15

Linearity
X1 (s) = L {x1 (t)}
X2 (s) = L {x2 (t)}
then you should be able to show that
L

[a1 x1 (t) + a2 x2 (t)] u(t) a1 X1 (s) + a2 X2 (s)


Example: Find the Laplace transform of x(t) = 5(t) 2 cos 5t.
L {(t)} =
=

s
s2 + 2

L {5(t) 2 cos 5t} =

5(1) 2

L {cos t}

J. McNames

Portland State University

ECE 222

s
s2 + 52

2s
s2 + 25

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16

Scaling
Given X(s) = L {x(t)}, what is L {x(at)} for a > 0?

x(at)est dt
L {x(at)} =
0

= at
d = a dt


1
s a
L {x(at)} =
x( )e
d
a 0

s
1
( a )
=
x( )e
d
a 0
1 s
L
x(at) u(t) X
a
a

J. McNames

Portland State University

ECE 222

t=
a
1
dt = d
a

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17

Translation in Time
Given X(s) = L {x(t)}, what is L {x(t t0 ) u(t t0 )} for t0 > 0?

=
x(t t0 ) u(t t0 )est dt
L {x(t t0 )u(t t0 )}
0

t t0

d
t

=
=

L {x(t t0 ) u(t t0 )}

dt
+ t0

x( ) u( )es( +t0 ) d
t
 0
x( ) u( )es( +t0 ) d
0

x( )es d
est0

=
=
x(t t0 ) u(t t0 )

J. McNames

Portland State University

est0 X(s)

ECE 222

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18

Translation in Frequency
Given X(s) = L {x(t)}, what is the inverse Laplace transform of
X(s + s0 )?

=
x(t) e(s+s0 )t dt
X(s + s0 )

0

st
s0 t
=
x(t) e
e
dt

0

s0 t
x(t)
=
L e
L1 {X(s + s0 )}

es0 t x(t) u(t)

=
L

es0 t x(t) u(t)

J. McNames

Portland State University

X(s + s0 )

ECE 222

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19

Time Dierentiation
Given X(s) = L {x(t)}, what is the Laplace transform of x(t)?

 

dx(t) st
dx(t)
e
=
dt
L
dt
dt

0
du = sest dt
u = est
dx(t)
dt
v = x(t)
dt
 


dx(t)

=
u dv = uv|0
v du
L
dt

0
 0


st
st

x(t) se
= e x(t) 0
dt

0



x(t) est dt
= 0 x(0 ) + s
dv =

dx(t)
L
u(t) sX(s) x(0 )
dt

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

20

Time Dierentiation Continued


In general
n

d x(t)
u(t)
n
dt


x(t) 
n
n1

0 d
s X(s) s
x(0 ) s
dtn1 
n1

t=0

If all of the initial conditions are zero,


dn x(t)
L
u(t)
dt

J. McNames

Portland State University

ECE 222

sn X(s)

Laplace Transform

Ver. 1.73

21

Time Integration

t

Given X(s) = L {x(t)}, what is the Laplace transform of 0 x( ) d ?


 t


  t
L
x( ) d
=
x( ) d est dt
0


u=

x( ) d

du = x(t) dt

1 st
v=
dv = e dt
e
s
 
 t

 t

1 st
1 st 
L
x( ) d
=
x( ) d
e 
e x(t) dt
s
0
0
0 s
0

1
x(t)est dt
=
(0 0) +
s 0
 t
1
L
x( ) d
X(s)
s
0
st

J. McNames

Portland State University

ECE 222

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22

Other Properties
Other properties of the Laplace transform are derived in the text
See Table 15.1 (page 687) of the electric circuits text
Common Laplace transform pairs are listed in Table 15.2 (Page
687)
You should put copies of these tables on your notes that you bring
to the exams

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

23

Example 5: Laplace Transform Properties


Find the Laplace transform of t u(t).

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

24

Example 6: Laplace Transform Properties


Find the Laplace transform of
dr(t)
r(t)

dt

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

25

Example 7: Laplace Transform Properties


Find the Laplace transform of eat cos(t) u(t). Hint:
s
L {cos(t)} = s2 +
2

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

26

Inverse Laplace Transform Overview


 1 +j
1
L1 {X(s)} =
X(s) est ds
j2 1 j
The inverse Laplace transform is given above
1 is such that the integral is taken over a line in the region of
convergence
Very dicult to apply directly
We will use a dierent approach
Convert X(s) to a form such that we can easily nd the inverse

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

27

Inverse Laplace Transform Example


s+8
4
3
X(s) =
=
s(s + 2)
s s+2
Since we know
L

u(t)
e

at

1
s

1
s+a

a1 X1 (s) + a2 X2 (s)

u(t)

a1 x1 (t)u(t) + a2 x2 (t)u(t)

we know that the inverse Laplace transform of X(s) is


L1 {X(s)} =

J. McNames

Portland State University

4u(t) 3e2t u(t)

ECE 222

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28

Partial Fraction Expansion


A critical step in the previous example was nding following equation:
X(s) =

s+8
4
3
=
s(s + 2)
s s+2

In general, this can be done by partial fraction expansion


In practice, we can do this using your calculators, MATLAB, or a
similar tool

J. McNames

Portland State University

ECE 222

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Ver. 1.73

29

PFE: Overview
In general, most functions will have a general form
N
k
N (s)
k=0 ak s
X(s) =
= M
k
D(s)
k=0 bk s
N (s) and D(s) are a polynomials in s.
The roots of N (s) = 0 are called zeros of X(s)
The roots of D(s) = 0 are called poles of X(s)
To
1.
2.
3.

J. McNames

nd x(t) = L1 {X(s)}, we need to


Find the poles of X(s)
Apply partial fraction expansion (via MATLAB)
Find the inverse of each term by table lookup

Portland State University

ECE 222

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30

PFE: Distinct Poles


X(s)

=
=
=

ki

N (s)
D(s)
N (s)
(s + p1 )(s + p2 ) . . . (s + pn )
k1
k2
kn
+
+ +
s + p1
s + p2
s + pn
(s + pi )X(s)|s=pi

A distinct pole is a unique root of D(s) = 0


The coecients ki are called the residues of X(s)
To nd ki multiply both sides by (s + pi ) and evaluate at s = pi

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

31

Example 8: Partial Fraction Expansion


Given X(s) = L {x(t)}, nd x(t).
5s + 29
X(s) = 3
s + 8s2 + 19s + 12
 [r,p,k] = residue([5 29],[1 8 19 12])
r = 3.0000, -7.0000, 4.0000
p = -4.0000, -3.0000, -1.0000
k = []

J. McNames

Portland State University

ECE 222

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Ver. 1.73

32

Example 8: Workspace

J. McNames

Portland State University

ECE 222

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33

PFE: Distinct Complex Poles Method 1


X(s) =
=
=
k1

N (s)
D(s)
N (s)
(s + j)(s + + j)
k1
k1
+
s + j
s + + j
(s + j)X(s)|s=+j

There are two methods for handling complex poles


Often the residues of X(s) will be complex
In this case, the complex roots of X(s) will be in complex
conjugate pairs
The residues will also be complex conjugate pairs

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

34

PFE: Distinct Complex Poles Method 2


X(s) =
=
=
=
=
c1

c2

x(t) =

J. McNames

N (s)
D(s)
k1 s + k2
+ R(s)
2
s + as + b
k1 s + k1 + k2 k1
+ R(s)
2
2
(s + ) +
k1 (s + ) + k2 k1
+ R(s)
2
2
(s + ) +
c1 (s + )
c2
+
+ R(s)
2
2
2
2
(s + ) +
(s + ) +
k1
k2 k1

c1 et cos(t)u(t) + c2 et sin(t)u(t) + L1 {R(s)}

Portland State University

ECE 222

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Ver. 1.73

35

Example 9: Distinct Complex Poles


Given X(s) = L {x(t)}, nd x(t) using both methods of handling
complex poles.
2
X(s) = 3
s + 2s2 + 2s
 [r,p,k] = residue([2],[1 2 2 0])
r = -0.5000 + 0.5000i, -0.5000 - 0.5000i, 1.0000
p = -1.0000 + 1.0000i, -1.0000 - 1.0000i, 0
k = []

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

36

Example 9: Workspace

J. McNames

Portland State University

ECE 222

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37

PFE: Useful Transforms


k
s+a
k
(s + a)2
k
k
+
s + j
s + + j
k
k
+
2
(s + j)
(s + + j)2

keat u(t)

kteat u(t)

2|k|et cos(t + k )u(t)

2t|k|et cos(t + k )u(t)

where k = |k|k
You solve for k just as for a single pole (residue)
Can also complete the square, as described in the textbooks

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

38

PFE: Repeated Poles


X(s)

=
=
=

knm =


1
=
L1
(s + p)n

N (s)
D(s)
N (s)
(s + p)n
k1
kn
k2
+ +
+
s + p (s + p)2
(s + p)n
1 d(m)
n
(s
+
p)
X(s)|s=p
m! dsm
1
tn1 ept u(t)
(n 1)!

You can apply the equations above to handle repeated poles


The algebraic method is usually easier

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

39

Example 10: Repeated Poles


Given X(s) = L {x(t)}, nd x(t).
s2
X(s) =
s(s + 1)3
 [r,p,k] = residue([1 -2],poly([0 -1 -1 -1]))
r = 2.0000, 2.0000, 3.0000, -2.0000
p = -1.0000, -1.0000, -1.0000, 0
k = []

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

40

Example 10: Workspace

J. McNames

Portland State University

ECE 222

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Ver. 1.73

41

PFE: Improper Rational Functions


X(s)

N (s)
D(s)

B(s)
= A(s) +
C(s)
If X(s) is an improper rational function, you must convert it to an
expression that contains a proper rational function
Will not explain conversion
Key point: if the order of N (s) is greater than or equal to the
order of D(s), you cannot apply PFE directly
MATLABs residue will nd the coecients of A(s) as part of the
partial fraction expansion

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

42

Solving Ordinary Dierential Equations


N

k=0
N


ak sk Y (s)

k=0

Y (s) =

X(s)

dk y(t)
ak
= x(t)
k
dt

k
N 


k=0 =1
N
+ k=0

sk y (1) (0 ) = X(s)


k

N

k (1)
s
y
(0 )
=1

k=0

ak sk

If L {x(t)} is a rational function of s, then the linear ordinary


dierential equation shown above can be solved (more easily) using
the Laplace Transform

J. McNames

Portland State University

ECE 222

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43

Example 11: Solving ODEs


Solve the following ODE for y(t) given that y(0 ) = y(0
) = 0
d2 y(t)
dy(t)
+3
+ 2y(t) = 20 cos(2t)u(t) +
dt2
dt

1
2

sin(2t)u(t)

Hint:
 [r,p,k] = residue([20 1],[conv([1 3 2],[1 0 4])])
r = 4.8750, -0.5375 - 1.4875i, -0.5375 + 1.4875i, -3.8000
p = -2.0000, -0.0000 + 2.0000i, -0.0000 - 2.0000i, -1.0000
k = []
 [abs(r) angle(r)*180/pi]
ans = 4.8750 0, 1.5816 -109.8670, 1.5816 109.8670, 3.8000 180.0000,

J. McNames

Portland State University

ECE 222

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Example 11: Workspace 1

J. McNames

Portland State University

ECE 222

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Example 11: Workspace 2

J. McNames

Portland State University

ECE 222

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Summary
The Laplace transform can be used to solve ordinary dierential
equations
This includes circuits and many other linear time-invariant systems
We use the one-sided Laplace transform
The inverse of this transform is always 0 for t < 0
We usually solve for the inverse by using known transform pairs
and the properties of the transform
This topic is covered in both books

J. McNames

Portland State University

ECE 222

Laplace Transform

Ver. 1.73

47

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