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Lecture5 2013

The document discusses the Laplace transform and its applications. The Laplace transform can convert differential equations into algebraic equations and is used to analyze linear time-invariant systems and electrical networks. It defines the unilateral Laplace transform and discusses its properties and various examples. It also discusses using the inverse Laplace transform to recover the original function from its transform.
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0% found this document useful (0 votes)
25 views62 pages

Lecture5 2013

The document discusses the Laplace transform and its applications. The Laplace transform can convert differential equations into algebraic equations and is used to analyze linear time-invariant systems and electrical networks. It defines the unilateral Laplace transform and discusses its properties and various examples. It also discusses using the inverse Laplace transform to recover the original function from its transform.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture 5: Laplace Transform and Its Applications

Dr.-Ing. Sudchai Boonto


Assistant Professor

Department of Control System and Instrumentation Engineering


King Mongkut’s Unniversity of Technology Thonburi
Thailand
Outline

ˆ Motivation

ˆ The Laplace Transform

ˆ The Laplace Transform Properties

ˆ Application to Zero-input and Zero-State Response

ˆ Analysis of Electrical Networks

Lecture 5: Laplace Transform and Its Applications J 2/62 I }


Motivation
The Laplace Transform convert integral and differential equations into
algebraic equations.

It can applies to
ˆ general signal, not just sinusoids

ˆ handles transient conditions

It can be used to analyze


ˆ Linear Constant Coefficient Ordinary Differential Equation
(LCCODE) or LTI system
ˆ complicated RLC circuits with sources

ˆ complicated systems with integrators, differentiators, gains

Lecture 5: Laplace Transform and Its Applications J 3/62 I }


The Unilateral Laplace transform
We will be interested in signals defined for t > 0.
Definition
Let f (t), t > 0, be a given signal (function). The Unilateral Laplace
transform of a signal (function) f (t) is defined by
∫ ∞
F (s) = L{f (t)} = f (t)e−st dt,
0

for those s ∈ C for which the integral exists.


ˆ F is a complex-values function of complex numbers

ˆ s is called the (complex) frequency variable, with units sec−1 ; t is


called the time variable (in sec); st is unitless.
ˆ For convenience, we will call the unilateral laplace transform as the
laplace transform.
Lecture 5: Laplace Transform and Its Applications J 4/62 I }
The Laplace transform
Example

Exponential function: f (t) = et


∫ ∞ ∫ ∞
1 (1−s)t ∞ 1
F (s) = et e−st dt = e(1−s)t dt = e = s−1
0 0 1−s 0

provide we can say e(1−s)t → 0 as t → ∞, which is true for Re s > 1:

|e(1−s)t | = |e−j(Im s)t | |e(1−Re s)t | = e(1−Re s)t


| {z }
=1

ˆ the integral defining F (s) exists for all s ∈ C with Re s > 1. This
condition is called region of convergence (ROC) of F (s).
ˆ however the resulting formula for F (s) makes sense for all s ∈ C
excepts s = 1.
Lecture 5: Laplace Transform and Its Applications J 5/62 I }
The Laplace transform
Example cont.

Constant or unit step function: f (t) = u(t) (for t ≥ 0)


∫ ∞
−st 1 −st ∞ 1
F (s) = e dt = − e =
0 s 0 s

provided we can say e−st → 0 as t → ∞, which is true for Re s > 0 since

|e−st | = |e−j(Im s)t ||e−(Re s)t | = e−(Re s)t

ˆ the integral defining F (s) makes sense for all s with Re s > 0.

ˆ however the resulting formula for F (s) makes sense for all s except
s = 0.

Lecture 5: Laplace Transform and Its Applications J 6/62 I }


The Laplace transform
Example cont.

Sinusoid : first express f (t) = cos ωt as


1 1
f (t) = ejωt + e−jωt
2 2
now we can find F as
∫ ∞ ( )
1 jωt 1 −jωt
−st
F (s) = e e + e dt
2 2
0
∫ ∫
1 ∞ (−s+jω)t 1 ∞ (−s−jω)t
= e dt + e dt
2 0 2 0
1 1 1 1
= +
2 s − jω 2 s + jω
s
= 2
s + ω2
(valid for Re s > 0; final formula for s ̸= ±jω)
Lecture 5: Laplace Transform and Its Applications J 7/62 I }
The Laplace transform
Example cont.

Powers of t: f (t) = tn , (n ≥ 1)
∫ ∞ ( −st ) ∞ ∫ ∞
−e
F (s) = tn e−st dt = tn +n tn−1 e−st dt
s s
0 0 0
n
= L(t n−1
)
s
provided tn e−st → 0 if t → ∞, which is true for Re s > 0. Applying the
formular recursively, we obtain
n!
F (s) =
sn+1
valid for Re s > 0; final formula exists for all s ̸= 0.

Lecture 5: Laplace Transform and Its Applications J 8/62 I }


The Laplace transform
Impulses at t = 0

If f (t) contains impulses at t = 0 we choose to include them in the


integral defining F (s):
∫ ∞
F (s) = f (t)e−st dt
0−

example: impulse function, f (t) = δ(t)


∫ ∞

F (s) = δ(t)e−st dt = e−st t=0 = 1 sampling property
0−

Similarly for f (t) = δ (k) (t) we have




−st dk −st
F (s) = δ (k)
(t)e dt = (−1) k e k
= sk e−st = sk
0− dt t=0 t=0

Lecture 5: Laplace Transform and Its Applications J 9/62 I }


The Laplace transform
Multiplication by t

Let f (t) be a signal and define

d
g(t) = tf (t) then we have G(s) = − F (s)
ds
To verify formula, just differentiate both sides of
∫ ∞
F (s) = e−st f (t)dt
0

with respect to s to get


∫ ∞ ∫ ∞
d −st
F (s) = (−t)e f (t)dt = (−t)f (t)e−st dt
ds 0
∫ ∞ 0

=− tf (t)e−st dt = −G(s)
0

Lecture 5: Laplace Transform and Its Applications J 10/62 I }


The Laplace transform
Multiplication by t examples

Examples:
ˆ f (t) = e−t , g(t) = te−t

{ } d 1 1
L te−t = − =
ds s + 1 (s + 1)2

ˆ f (t) = te−t , g(t) = t2 e−t

{ } d 1 2
L t2 e−t = − =
ds (s + 1)2 (s + 1)3
ˆ in general
{ } k!
L tk e−λt =
(s + λ)k+1

Lecture 5: Laplace Transform and Its Applications J 11/62 I }


The Laplace transform
Inverse Laplace transform

In principle we can recover f (t) from F (s) via


∫ σ+j∞
1
f (t) = F (s)est ds
2πj σ−j∞

where σ is large enough that F (s) is defined for Re s ≥ σ.

In practical, no one uses this formula!.

Lecture 5: Laplace Transform and Its Applications J 12/62 I }


Inverse Laplace Transform
Finding the inverse Laplace transform by using the standard formula
∫ σ+j∞
1
f (t) = F (s)est ds
2πj σ−j∞

is difficult and tedious.


ˆ We can find the inverse transforms from the transform table.

ˆ All we need is to express F (s) as a sum of simpler functions of the


forms listed in the Laplace transform table.
ˆ Most of the transforms F (s) of practical interest are rational
functions: that is ratios of polynomials in s.
ˆ Such functions can be expressed as a sum of simpler functions by
using partial fraction expansion.

Lecture 5: Laplace Transform and Its Applications J 13/62 I }


Inverse Laplace Transform
Partial fraction expansion
7s − 6
Example: Find the inverse Laplace transform of .
s2 − s − 6

7s − 6 k1 k2
F (s) = = +
(s + 2)(s − 3) s+2 s−3

Using a “cover up” method:



7s − 6 −14 − 6
k1 = = =4
s − 3 s=−2 −2 − 3

7s − 6 21 − 6
k2 = = =3
s+2 s=33+2

Therefore

7s − 6 4 3
F (s) = = +
(s + 2)(s − 3) s+2 s−3

Lecture 5: Laplace Transform and Its Applications J 14/62 I }


Inverse Laplace Transform
Partial fraction expansion cont.

Using the table of Laplace transforms, we obtain


{ }
4 3
f (t) = L−1 +
s+2 s−3
= (4e−2t + 3e3t ), t ≥ 0.

2s2 + 5
Example: Find the inverse Laplace transform of F (s) = .
s2 + 3s + 2
F (s) is an improper function with m = n. In such case we can express F (s) as a sum of the
coefficient bn (the coefficient of the highest power in the numerator) plus partial fractions
corresponding to the denumerator.

2s2 + 5 k1 k2
F (s) = =2+ +
(s + 1)(s + 2) s+1 s+2

Lecture 5: Laplace Transform and Its Applications J 15/62 I }


Inverse Laplace Transform
Partial fraction expansion cont.

where

2s2 + 5 2+5
k1 = = =7
s + 2 s=−1 −1 + 2

and

2s2 + 5 8+5
k2 = = = −13
s + 1 s=−2 −2 + 1

7 13
Therefore F (s) = 2 + − . From the table, we obtain
s+1 s+2

f (t) = 2δ(t) + 7e−t − 13e−2t , t ≥ 0.

Lecture 5: Laplace Transform and Its Applications J 16/62 I }


Inverse Laplace Transform
Partial fraction expansion cont.
6(s + 34)
Example: Find the inverse Laplace transform of F (s) =
s(s2 + 10s + 34)

6(s + 34) 6(s + 34)


F (s) = =
s(s2 + 10s + 34) s(s + 5 − j3)(s + 5 + j3)
k1 k2 k2∗
= + +
s s + 5 − j3 s + 5 + j3

Note that the coefficients (k2 and k2∗ ) of the conjugate terms must also be conjugate. Now

6(s + 34) 6 × 34
k1 = = =6
s2 + 10s + 34 s=0 34

6(s + 34) 29 + j3
k2 = = = −3 + j4
s(s + 5 + j3) s=−5+j3 −3 − j5

k2∗ = −3 − j4

To use the Laplace transform table, we need to express k2 and k2∗ in polar form
√ −1 −1
−3 + j4 = 32 + 42 ej tan (4/−3)
= 5ej tan (4/−3)

Lecture 5: Laplace Transform and Its Applications J 17/62 I }


Inverse Laplace Transform
Partial fraction expansion cont.

From the Figure below, we observe that

◦ ◦
k2 = −3 + j4 = 5ej126.9 and k2∗ = 5e−j126.9

Therefore
◦ ◦
6 5ej126.9 5e−j126.9
F (s) = + +
s s + 5 − j3 s + 5 + j3

From the table pair 10b

[ ]
f (t) = 6 + 10e−5t cos(3t + 126.9◦ ) u(t)

−3 + j4
j4

126.9◦

−3 −53.1◦

3 − j4

Lecture 5: Laplace Transform and Its Applications J 18/62 I }


Inverse Laplace Transform
Alternative Method Using Quadratic Factors

6(s + 34) k1 As + B
F (s) = = + 2
s(s2 + 10s + 34) s s + 10s + 34

We have already determined that k1 = 6 by the (Heaviside) “cover-up” method. Therefore

6(s + 34) 6 As + B
= + 2
s(s2 + 10s + 34) s s + 10s + 34

Clearing the fractions by multiplying both sides by s(s2 + 10s + 34) yields

6(s + 34) = 6(s2 + 10s + 34) + s(As + B)


= (6 + A)s2 + (60 + B)s + 204

Now, equating the coefficients of s2 and s on both sides yields

0 = (6 + A) =⇒ A = −6
6 = 60 + B =⇒ B = −54
Lecture 5: Laplace Transform and Its Applications J 19/62 I }
Inverse Laplace Transform
Alternative Method Using Quadratic Factors cont.

and

6 −6s − 54
F (s) = + 2
s s + 10s + 34

Now from the table, the parameters for this inverse are A = −6, B = −54, a = 5, c = 34,

and b = c − a2 = 3, and

A2 c + B 2 − 2ABa Aa − B
r= = 10, θ = tan−1 √ = 126.9◦
c − a2 A c − a2

b= c − a2

Therefore

[ ]
f (t) = 6 + 10e−5t cos(3t + 126.9◦ ) u(t)

which agrees with the previous result.

Lecture 5: Laplace Transform and Its Applications J 20/62 I }


Inverse Laplace Transform
Alternative Method Using Short-Cuts

6(s + 34) 6 As + B
F (s) = = + 2
s(s2 + 10s + 34) s s + 10s + 34

This step can be accomplished by multiplying both sides of the above equation by s and then
letting s → ∞. This procedure yields

0 = 6 + A =⇒ A = −6.

Therefore

6(s + 34) 6 −6s + B


= + 2
s(s2 + 10s + 34) s s + 10s + 34

To find B, we let s take on any convenient value, say s = 1, in this equation to obtain

210 B−6
=6+
45 45

Lecture 5: Laplace Transform and Its Applications J 21/62 I }


Inverse Laplace Transform
Alternative Method Using Short-Cuts cont.

Multiplying both sides of this equation by 45 yields

210 = 270 + B − 6 =⇒ B = −54

a deduction which agrees with the results we found earlier.

Lecture 5: Laplace Transform and Its Applications J 22/62 I }


Inverse Laplace Transform
Partial fraction expansion: repeated roots
8s + 10
Example: Find the inverse Laplace transform of F (s) =
(s + 1)(s + 2)3

8s + 10 k1 a0 a1 a2
F (s) = = + + +
(s + 1)(s + 2)3 s+1 (s + 2)3 (s + 2)2 a+2

where

8s + 10
k1 = =2
(s + 2)3 s=−1

8s + 10
a0 = =6
(s + 1) s=−2
{ [ ]}
d 8s + 10
a1 = = −2
ds (s + 1) s=−2
{ 2 [ ]}
1 d 8s + 10
a2 = = −2
2 ds2 (s + 1) s=−2

Note : the general formula is { }


1 dn [ r ]
an = (s − λ) F (s)
n! dsn s=λ

Lecture 5: Laplace Transform and Its Applications J 23/62 I }


Inverse Laplace Transform
Partial fraction expansion: repeated roots

Therefore

2 6 2 2
F (s) = + − −
s+1 (s + 2)3 (s + 2)2 s+2

and

[ ]
f (t) = 2e−t + (3t2 − 2t − 2)e−2t u(t)

Alternative Method: A Hybrid of Heaviside and Clearing Fractions: Using the values
k1 = 2 and a0 = 6 obtained earlier by the Heaviside “cover-up” method, we have

8s + 10 2 6 a1 a2
= + + +
(s + 1)(s + 2)3 s+1 (s + 2)3 (s + 2)2 s+2

Lecture 5: Laplace Transform and Its Applications J 24/62 I }


Inverse Laplace Transform
Partial fraction expansion: repeated roots

We now clear fractions by multiplying both sides of the equation by (s + 1)(s + 2)3 . This
procedure yields

8s + 10 = 2(s + 2)3 + 6(s + 1) + a1 (s + 1)(s + 2) + a2 (s + 1)(s + 2)2


= (2 + a2 )s3 + (12 + a1 + 5a2 )s2 + (30 + 3a1 + 8a2 )s + (22 + 2a1 + 4a2 )

Equating coefficients of s3 and s2 on both sides, we obtain

0 = (2 + a2 ) =⇒ a2 = −2
0 = 12 + a1 + 5a2 = 2 + a1 =⇒ a1 = −2

Equating the coefficients of s1 and s0 serves as a check on our answers.

8 = 30 + 3a1 + 8a2
10 = 22 + 2a1 + 4a2

Substitution of a1 = a2 = −2, obtained earlier, satisfies these equations.

Lecture 5: Laplace Transform and Its Applications J 25/62 I }


Inverse Laplace Transform
Partial fraction expansion: repeated roots

Alternative Method: A Hybrid of Heaviside and Short-Cuts: Using the values k1 = 2 and
a0 = 6, determined earlier by the Heaviside method, we have

8s + 10 2 6 a1 a2
= + + +
(s + 1)(s + 2)3 s+1 (s + 2)3 (s + 2)2 s+2

There are two unknowns, a1 and a2 . If we multiply both sides by s and then let s → ∞, we
eliminate a1 . This procedure yields

0 = 2 + a2 =⇒ a2 = −2

Therefore

8s + 10 2 6 a1 2
= + + −
(s + 1)(s + 2)3 s+1 (s + 2)3 (s + 2)2 s+2

There is now only one unknown, a1 . This value can be determined readily by equal to any
convenient value, say s = 0. This step yields

10 3 a1
=2+ + − 1 =⇒ a1 = −2.
8 4 4
Lecture 5: Laplace Transform and Its Applications J 26/62 I }
The Laplace transform properties
Linearity

The Laplace transform is linear: if f (t) and g(t) are any signals, and a
is any scalar, we have

L {af (t)} = aF (s), L {(f (t) + g(t))} = F (s) + G(s)

i.e., homogeneity and superposition hold.


Example:
{ } { }
L 3δ(t) − 2et = 3L {δ(t)} − 2L et
2
=3−
s−1
3s − 5
=
s−1

Lecture 5: Laplace Transform and Its Applications J 27/62 I }


The Laplace transform properties
One-to-one property

The Laplace transform is one-to-one: if L {f (t)} = L {g(t)} then


f (t) = g(t).
ˆ F (s) determines f (t)

ˆ inverse Laplace transform L−1 {f (t)} is well defined.

Example:
{ }
−1 3s − 5
L = 3δ(t) − 2et
s−1

in other words, the only function f (t) such that


3s − 5
F (s) =
s−1
is f (t) = 3δ(t) − 2et .
Lecture 5: Laplace Transform and Its Applications J 28/62 I }
The Laplace transform properties
Time delay

This property states that if

f (t) ⇐⇒ F (s)

then for T ≥ 0

f (t − T ) ⇐⇒ e−sT F (s)

(If g(t) is f (t), delayed by T seconds), then we have G(s) = e−sT F (s).
Derivation:
∫ ∞ ∫ ∞
−st
G(s) = e g(t)dt = e−st f (t − T )dt
0

0

= e−s(τ +T ) f (τ )dτ = e−sT F (s)
0
Lecture 5: Laplace Transform and Its Applications J 29/62 I }
The Laplace transform properties
Time delay

To avoid a pitfall, we should restate the property as follow:

f (t)u(t) ⇐⇒ F (s)

then

f (t − T )u(t − T ) ⇐⇒ e−sT F (s), T ≥ 0.

Lecture 5: Laplace Transform and Its Applications J 30/62 I }


The Laplace transform properties
Time delay example

f (t)

0 1 2 3 4

Find the Laplace Transform of f (t) depicted in Figure above.


The signal can be described as

f (t) = (t − 1)[u(t − 1) − u(t − 2)] + [u(t − 2) − u(t − 4)]


= (t − 1)u(t − 1) − (t − 1)u(t − 2) + u(t − 2) − u(t − 4)
= (t − 1)u(t − 1) − (t − 2)u(t − 2) − u(t − 4)

Lecture 5: Laplace Transform and Its Applications J 31/62 I }


The Laplace transform properties
Time delay example
1
Since t ⇐⇒ yields
s2

1 −s 1
(t − 1)u(t − 1) ⇐⇒ e and (t − 2)u(t − 2) ⇐⇒ 2 e−2s
s2 s

1
Also u(t) ⇐⇒ yields
s

1 −4s
u(t − 4) ⇐⇒ e
s

Therefore

1 −s 1 1
F (s) = e − 2 e−2s − e−4s
s2 s s

Lecture 5: Laplace Transform and Its Applications J 32/62 I }


The Laplace transform properties
Time delay example

Find the inverse Laplace transform of

s + 3 + 5e−2s
F (s) =
(s + 1)(s + 2)

The F (s) can be separated in two parts

s+3 5e−2s
F (s) = +
(s + 1)(s + 2) (s + 1)(s + 2)
| {z } | {z }
F1 (s) F2 (s)e−2s

where

s+3 2 1
F1 (s) = = −
(s + 1)(s + 2) s+1 s+2
5 5 5
F2 (s) = = −
(s + 1)(s + 2) s+1 s+2

Lecture 5: Laplace Transform and Its Applications J 33/62 I }


The Laplace transform properties
Time delay example

Therefore

( )
f1 (t) = 2e−t − e−2t
( )
f2 (t) = 5 e−t − e−2t

Since

F (s) = F1 (s) + F2 (s)e−2s


f (t) = f1 (t) + f2 (t − 2)
( ) [ ]
= 2e−t − e−2t u(t) + 5 e−(t−2) − e−2(t−2) u(t − 2)

Lecture 5: Laplace Transform and Its Applications J 34/62 I }


The Laplace transform properties
Time scaling

Define a signal g(t) by g(t) = f (at), where a > 0; then


1 s
G(s) = F ( ).
a a
time are scaled by a, then frequencies are scaled by 1/a.

∫ ∞ ∫ ∞
−st 1 1 s
f (τ )e− a τ dτ =
s
G(s) = f (at)e dt = F ( ),
0 a 0 a a
where τ = at.
{ } 1
Example: L et = so
s−1
{ } 1 1 1
L eat = =
a s
a −1 s−a

Lecture 5: Laplace Transform and Its Applications J 35/62 I }


The Laplace transform properties
Exponential scaling

Let f (t) be a signal and a a scale, and define g(t) = eat f (t); then

G(s) = F (s − a)

Proof:
∫ ∞ ∫ ∞
−st at
G(s) = e e f (t)dt = e−(s−a)t f (t)dt = F (s − a)
0 0

s
Example: L {cos t} = , and hence
s2 + 1
{ } s+1 s+1
L e−t cos t = 2
= 2
(s + 1) + 1 s + 2s + 2

Lecture 5: Laplace Transform and Its Applications J 36/62 I }


The Laplace transform properties
Exponential scaling
−6s − 54
Example: Consider F (s) = . By using the exponential
s2 + 10s + 34
exponential scaling, we obtain

−6s − 54 −6(s + 5) − 24 −6(s + 5) −8(3)


= = +
s2 + 10s + 34 2
(s + 5) + 9 2
(s + 5) + 3 2 (s + 5)2 + 32

Then,

f (t) = −6e−5t cos 3t − 8e−5t sin 3t


= 10e−5t cos(3t + 127◦ )

You can do this inverse Laplace transform using only standard Laplace
transform table.

Lecture 5: Laplace Transform and Its Applications J 37/62 I }


The Laplace transform properties
Derivative

If signal f (t) is continuous at t = 0, then


{ }
df
L = sF (s) − f (0);
dt
ˆ time-domain differentiation becomes multiplication by frequency
variable s (as with phasors)
ˆ plus a term that includes initial condition (i.e., −f (0))
higher-order derivatives: applying derivative formula twice yields
{ 2 } { }
d f (t) df (t) df (t)
L = sL −
dt2 dt dt
df (0) df (0)
= s(sF (s) − f (0)) − = s2 F (s) − sf (0) −
dt dt
{ (k) }
similar formulas hold for L f .
Lecture 5: Laplace Transform and Its Applications J 38/62 I }
The Laplace transform properties
Derivation of derivative formula

Start from the defining integral


∫ ∞
df (t) −st
G(s) = e dt
0 dt
integration by parts yields
∞ ∫ ∞

G(s) = e−st f (t) − f (t)(−se−st )dt
0 0
−s∞
= f (t)e − f (0) + sF (s)

we recover the formula

G(s) = sF (s) − f (0)

Lecture 5: Laplace Transform and Its Applications J 39/62 I }


The Laplace transform properties
Derivative example

1. f (t) = et , so f ′ (t) = et and

{ } 1
L {f (t)} = L f ′ (t) =
s−1

1
by using L {f ′ (t)} = s − 1, which is the same.
s−1
2. sin ωt = − ω
1 d
dt
cos ωt, so
( )
1 s ω
L {sin ωt} = − s −1 =
ω s2 + ω 2 s2 + ω 2

3. f (t) is a unit ramp, so f ′ (t) is a unit step


( )
{ } 1 1
L f ′ (t) = s −0=
s2 s

Lecture 5: Laplace Transform and Its Applications J 40/62 I }


The Laplace transform properties
Integral

Let g(t) be the running integral of a signal f (t), i.e.,


∫ t
g(t) = f (τ )dτ
0

1
then G(s) = F (s), i.e., time-domain integral become division by
s
frequency variable s.
Example: f (t) = δ(t) is a unit impulse function, so F (s) = 1; g(t) is
the unit step
1
G(s) = .
s
Example: f (t) is a unit step function, so F (s) = 1/s; g(t) is the unit
ramp function (g(t) = t for t ≥ 0),
1
G(s) = 2
s
Lecture 5: Laplace Transform and Its Applications J 41/62 I }
The Laplace transform properties
Derivation of integral formula:

∫ ∞ (∫ t )
G(s) = f (τ )dτ e−st dt
t=0 τ =0

here we integrate horizontally first over the triangle 0 ≤ τ ≤ t.

t Let’s switch the order, integrate vertically


first:
∫ ∞ ∫ ∞
G(s) = f (τ )e−st dtdτ
τ =0 t=τ
∫ ∞ (∫ ∞ )
−st
= f (τ ) e dt dτ
τ =0 t=τ
τ ∫ ∞
1 F (s)
= f (τ ) e−sτ dτ =
τ =0 s s

Lecture 5: Laplace Transform and Its Applications J 42/62 I }


The Laplace transform properties
Convolution

The convolution of signals f (t) and g(t), denoted h(t) = f (t) ∗ g(t), is
the signal
∫ t
h(t) = f (τ )g(t − τ )dτ
0

In terms of Laplace transforms:

H(s) = F (s)G(s)

The Laplace transform turns convolution into multiplication.

Lecture 5: Laplace Transform and Its Applications J 43/62 I }


The Laplace transform properties
Convolution cont.

Let’s show that L {f (t) ∗ g(t)} = F (s)G(s) :


∫ ∞ (∫ t )
−st
H(s) = e f (τ )g(t − τ )dτ dt
t=0 τ =0
∫ ∞∫ t
= e−st f (τ )g(t − τ )dτ dt
t=0 τ =0

where we integrate over the triangle 0 ≤ τ ≤ t. By changing the order


of the integration and changing the limits of integration yield
∫ ∞ ∫ ∞
H(s) = e−st f (τ )g(t − τ )dtdτ
τ =0 t=τ

Lecture 5: Laplace Transform and Its Applications J 44/62 I }


The Laplace transform properties
Convolution cont.

Change variable t to t̄ = t − τ ; dt̄ = dt; region of integration becomes


τ ≥ 0, t̄ ≥ 0
∫ ∞ ∫ ∞
H(s) = e−s(t̄+τ ) f (τ )g(t̄)dt̄dτ
(τ∫=0∞ t̄=0 ) (∫ ∞ )
−sτ −st̄
= e f (τ )dτ e g(t̄)dt̄
τ =0 t̄=0

= F (s)G(s)

Lecture 5: Laplace Transform and Its Applications J 45/62 I }


The Laplace transform properties
Convolution cont.

Example: Using the time convolution property of the Laplace transform, determine
c(t) = eat u(t) ∗ ebt u(t). From the convolution property, we have
[ ]
1 1 1 1 1
C(s) = = −
s−as−b a−b s−a s−b

The inverse transform of the above equation yields

1
c(t) = (eat − ebt ), t ≥ 0.
a−b

Lecture 5: Laplace Transform and Its Applications J 46/62 I }


Applications
Solution of Differential and Integro-Differential Eqautions

Solve the second-order linear differential equation

(D2 + 5D + 6)y(t) = (D + 1)f (t)

if the initial conditions are y(0− ) = 2, ẏ(0− ) = 1, and the input f (t) = e−4t u(t).
The equation is

d2 y dy df
+5 + 6y(t) = + f (t).
dt2 dt dt

Let

y(t) ⇐⇒ Y (s).

Then

dy
⇐⇒ sY (s) − y(0− ) = sY (s) − 2.
dt

Lecture 5: Laplace Transform and Its Applications J 47/62 I }


Applications
Solution of Differential and Integro-Differential Eqautions

and

d2 y
⇐⇒ s2 Y (s) − sy(0− ) − ẏ(0− ) = s2 Y (s) − 2s − 1.
dt2

Moreover, for f (t) = e−4t u(t),

1 df s s
F (s) = , and ⇐⇒ sF (s) − f (0− ) = −0= .
s+4 dt s+4 s+4

Taking the Laplace transform, we obtain

[ ] s 1
s2 Y (s) − 2s − 1 + 5 [sY (s) − 2] + 6Y (s) = +
s+4 s+4

Collecting all the terms of Y (s) and the remaining terms separately on the left-hand side, we
obtain

s+1
(s2 + 5s + 6)Y (s) − (2s + 11) =
s+4

Lecture 5: Laplace Transform and Its Applications J 48/62 I }


Applications
Solution of Differential and Integro-Differential Equations

Therefore

s+1 2s2 + 20s + 45


(s2 + 5s + 6)Y (s) = (2s + 11) + =
s+4 s+4

and

2s2 + 20s + 45
Y (s) =
(s2+ 5s + 6)(s + 4)
2s2 + 20s + 45
=
(s + 2)(s + 3)(s + 4)

Expanding the right-hand side into partial fractions yields

13/2 3 3/2
Y (s) = − −
s+2 s+3 s+4

The inverse Laplace transform of the above equation yields


( )
13 −2t 3
y(t) = e − 3e−3t − e−4t u(t).
2 2
Lecture 5: Laplace Transform and Its Applications J 49/62 I }
Applications
Zero-Input and Zero-State Components of Response

ˆ The Laplace transform method gives the total response, which


includes zero-input and zero-state components.
ˆ The initial condition terms in the response give rise to the
zero-input response.

For example in the previous example,


s+1
(s2 + 5s + 6)Y (s) − (2s + 11) =
s+4
so that
s+1
(s2 + 5s + 6)Y (s) = (2s + 11) +
| {z }
initial condition terms
|s {z
+ 4}
input terms

Lecture 5: Laplace Transform and Its Applications J 50/62 I }


Applications
Zero-Input and Zero-State Components of Response

Therefore
2s + 11 s+1
Y (s) = +
s2
| + {z
5s + 6} (s + 4)(s2 + 5s + 6)
| {z }
zero-input component zero-state component
[ ] [ ]
7 5 −1/2 2 3/2
= − + + −
s+2 s+3 s+2 s+3 s+4

Taking the inverse transform of this equation yields


1 3
y(t) = (7e−2t − 5e−3t )u(t) + (− e−2t + 2e−3t − e−4t )u(t)
| {z } | 2 {z 2 }
zero-input response
zero-state response

Lecture 5: Laplace Transform and Its Applications J 51/62 I }


Analysis of Electrical Networks
Basic concept

ˆ It is possible to analyze electrical networks directly without having


to write the integro-differential equation.
ˆ This procedure is considerably simpler because it permits us to
treat an electrical network as if it was a resistive network.
ˆ To do such a procedure, we need to represent a network in
“frequency domain” where all the voltages and currents are
represented by their Laplace transforms.

Lecture 5: Laplace Transform and Its Applications J 52/62 I }


Analysis of Electrical Networks
Basic concept

zero initial conditions case:


If v(t) and i(t) are the voltage across and the current through an
inductor of L henries, then
di(t)
v(t) = L ⇐⇒ V (s) = sLI(s), i(0) = 0.
dt
Similarly, for a capacitor of C farads, the voltage-current relationship is

dv(t) 1
i(t) = C ⇐⇒ V (s) = I(s), v(0) = 0.
dt Cs
For a resistor of R ohms, the voltage-current relationship is

v(t) = Ri(t) ⇐⇒ V (s) = RI(s).

Lecture 5: Laplace Transform and Its Applications J 53/62 I }


Analysis of Electrical Networks
Basic concept

ˆ Thus, in the “frequency domain,” the voltage-current relationships


of an inductor and a capacitor are algebraic;
ˆ These elements behave like resistors of “resistance” Ls and 1/Cs,
respectively.
ˆ The generalized “resistance” of an element is called its impedance
and is given by the ratio V (s)/I(s) for the element (under zero
initial conditions).
ˆ The impedances of a resistor of R ohms, and inductor of L henries,
and a capacitance of C farads are R, Ls, and 1/Cs, respectively.
ˆ The Kirchhoff’s laws remain valid for voltages and currents in the
frequency domain.
Lecture 5: Laplace Transform and Its Applications J 54/62 I }
Analysis of Electrical Networks
A simple RC circuit

Find the loop current i(t) in the circuit, if all the initial conditions are zero.

1H 3Ω s 3

+ 1 10 + 2
10u(t) i(t) F I(s)

2 s −
s

In the first step, we represent the circuit in the frequency domain shown in the right hand
side. The impedance in the loop is

2 s2 + 3s + 2
Z(s) = s + 3 + =
s s

The input voltage is V (s) = 10/s. Therefore, the loop current I(s) is

V (s) 10/s 10 10 10 10
I(s) = = 2 = 2 = = −
Z(s) (s + 3s + 2)/s s + 3s + 2 (s + 1)(s + 2) s+1 s+2

The inverse transform of the equation yields: i(t) = 10(e−t − e−2t )u(t).
Lecture 5: Laplace Transform and Its Applications J 55/62 I }
Analysis of Electrical Networks
Initial Condition Generators

A capacitor C with an initial voltage v(0) can be represented in the


frequency domain by an uncharged capacitor of impedance 1/Cs in
series with a voltage source of value v(0)/s or as the same uncharged
capacitor in parallel with a current source of value Cv(0).
i(t) I(s) I(s)
+ + +
1
+ Cs 1
v(t) C v(0) V (s) V (s) Cv(0)
− Cs
+ v(0)

s
− − −
(a) (b) (c)
dv
i(t) = C ⇐⇒ I(s) = C[sV (s) − v(0)]
dt
Rearranging the equation, we obtain

1 v(0) 1
V (s) = I(s) + or V (s) = [I(s) + Cv(0)]
Cs s Cs
Lecture 5: Laplace Transform and Its Applications J 56/62 I }
Analysis of Electrical Networks
Initial Condition Generators

An inductor L with an initial voltage i(0) can be represented in the


frequency domain by an inductor of impedance Ls in series with a
voltage source of value Li(0) or by the same inductor in parallel with a
current source of value i(0)/s.
i(t) I(s) I(s)
+ + +
Ls
i(0)
v(t) L V (s) V (s) Ls

s
+
Li(0)
− − −
(a) (b) (c)
di
v(t) = L ⇐⇒ V (s) = L[sI(s) − i(0)]
dt
Rearranging the equation, we obtain
[ ]
i(0)
V (s) = sLI(s) − Li(0) or V (s) = Ls I(s) −
s
Lecture 5: Laplace Transform and Its Applications J 57/62 I }
Analysis of Electrical Networks
A simple RLC circuit with initial condition generators

Find the loop current i(t) in the circuit, if y(0) = 2 and vC (0) = 10.

1H s 2
2Ω 2
−+

y(0 ) = 2
− 5
1 + 10 s
+ +
10u(t) y(t) F 10 V Y (s)

5 − s −
10
+

s

The right hand side figure shows the frequency-domain representation of the circuit.
Applying mesh analysis we have

10 5 10
− + sY (s) − 2 + 2Y (s) + Y (s) + =0
s s s
2
Y (s) = 5
s+2+ s
2s
=
s2 + 2s + 5

Lecture 5: Laplace Transform and Its Applications J 58/62 I }


Analysis of Electrical Networks
A simple RLC circuit with initial condition generators

2s 2(s + 1) 2
Y (s) = = −
s2 + 2s + 5 (s + 1)2 + 22 (s + 1)2 + 22 )

Therefore

y(t) = e−t (2 cos 2t − sin 2t) = e−t (C cos θ cos 2t − C sin θ sin 2t),

since

√ √ 2
C= 22 + 1 = 5, θ = tan−1 = 26.6◦
4

then

√ −t
y(t) = 5e cos(2t + 26.6◦ )u(t).

Lecture 5: Laplace Transform and Its Applications J 59/62 I }


Analysis of Electrical Networks
An RLC circuit with initial condition generators

The switch in the circuit is in the closed position for a long time before t = 0, when it is
opened instantaneously. Find the currents y1 (t) and y2 (t) for t ≥ 0.

16
1
v s
+ C− y1 (t) 1Ω s 1
+ −
1F s
4V
2
1 1 20 + 1
20 V Ω y2 (t) H Y1 (s) Y2 (s)
5 2 s − 5

t=0 +
2

When the switch is closed and the steady-state conditions are reached, the capacitor voltage
vC = 16 volts, and the inductor current y2 = 4 A. The right hand side circuit shows the
transformed version of the circuit in the left hand side. Using mesh analysis, we obtain

Y1 (s) 1 4
+ [Y1 (s) − Y2 (s)] =
s 5 s
1 6 s
− Y1 (s) + Y2 (s) + Y2 (s) = 2
5 5 2

Lecture 5: Laplace Transform and Its Applications J 60/62 I }


Analysis of Electrical Networks
An RLC circuit with initial condition generators

Rewriting in matrix form, we have


[ ][ ] [ ]
1
s
+ 1
5
− 15 Y1 (s) 4
s
=
− 15 6
5
+ s
2
Y2 (s) 2

Therefore,

24(s + 2)
Y1 (s) =
s2 + 7s + 12
24(s + 2) −24 48
= = +
(s + 3)(s + 4) s+3 s+4
4(s + 7) 16 12
Y2 (s) = = − .
s2 + 7s + 12 s+3 s+4

Finally,

y1 (t) = (−24e−3t + 48e−4t )u(t)


y2 (t) = (16e−3t − 12e−4t )u(t)

Lecture 5: Laplace Transform and Its Applications J 61/62 I }


Reference

1. Xie, W.-C., Differential Equations for Engineers, Cambridge


University Press, 2010.
2. Goodwine, B., Engineering Differential Equations: Theory and
Applications, Springer, 2011.
3. Kreyszig, E., Advanced Engineering Mathematics, 9th edition, John
Wiley & Sons, Inc., 1999.
4. Lathi, B. P., Signal Processing & Linear Systems,
Berkeley-Cambridge Press, 1998.
5. Lecture note on Signals and Systems Boyd, S., Stanford, USA.

Lecture 5: Laplace Transform and Its Applications J 62/62 I }

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