Lecture5 2013
Lecture5 2013
Motivation
It can applies to
general signal, not just sinusoids
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).
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.
the integral defining F (s) makes sense for all s with Re s > 0.
however the resulting formula for F (s) makes sense for all s except
s = 0.
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.
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
=− tf (t)e−st dt = −G(s)
0
Examples:
f (t) = e−t , g(t) = te−t
{ } d 1 1
L te−t = − =
ds s + 1 (s + 1)2
{ } d 1 2
L t2 e−t = − =
ds (s + 1)2 (s + 1)3
in general
{ } k!
L tk e−λt =
(s + λ)k+1
7s − 6 k1 k2
F (s) = = +
(s + 2)(s − 3) s+2 s−3
Therefore
7s − 6 4 3
F (s) = = +
(s + 2)(s − 3) s+2 s−3
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
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
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)
◦ ◦
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
[ ]
f (t) = 6 + 10e−5t cos(3t + 126.9◦ ) u(t)
−3 + j4
j4
126.9◦
−3 −53.1◦
3 − j4
6(s + 34) k1 As + B
F (s) = = + 2
s(s2 + 10s + 34) s s + 10s + 34
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
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)
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
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
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
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
We now clear fractions by multiplying both sides of the equation by (s + 1)(s + 2)3 . This
procedure yields
0 = (2 + a2 ) =⇒ a2 = −2
0 = 12 + a1 + 5a2 = 2 + a1 =⇒ a1 = −2
8 = 30 + 3a1 + 8a2
10 = 22 + 2a1 + 4a2
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
Example:
{ }
−1 3s − 5
L = 3δ(t) − 2et
s−1
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
f (t)u(t) ⇐⇒ F (s)
then
f (t)
0 1 2 3 4
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
s + 3 + 5e−2s
F (s) =
(s + 1)(s + 2)
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
Therefore
( )
f1 (t) = 2e−t − e−2t
( )
f2 (t) = 5 e−t − e−2t
Since
∫ ∞ ∫ ∞
−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
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
Then,
You can do this inverse Laplace transform using only standard Laplace
transform table.
{ } 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
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
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
H(s) = F (s)G(s)
= F (s)G(s)
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
1
c(t) = (eat − ebt ), t ≥ 0.
a−b
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
and
d2 y
⇐⇒ s2 Y (s) − sy(0− ) − ẏ(0− ) = s2 Y (s) − 2s − 1.
dt2
1 df s s
F (s) = , and ⇐⇒ sF (s) − f (0− ) = −0= .
s+4 dt s+4 s+4
[ ] 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
Therefore
and
2s2 + 20s + 45
Y (s) =
(s2+ 5s + 6)(s + 4)
2s2 + 20s + 45
=
(s + 2)(s + 3)(s + 4)
13/2 3 3/2
Y (s) = − −
s+2 s+3 s+4
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
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
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
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
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
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).
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
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,