Laplace Transforms

• Important analytical method for solving linear ordinary

differential equations.
- Application to nonlinear ODEs? Must linearize first.
Chapter 3

• Laplace transforms play a key role in important process

control concepts and techniques.
- Examples:
• Transfer functions
• Frequency response
• Control system design
• Stability analysis

1
 Definition

The Laplace transform of a function, f(t), is defined as


F ( s ) L  f (t )   f t e  st dt (3-1)
0
Chapter 3

where F(s) is the symbol for the Laplace transform, L is the

Laplace transform operator, and f(t) is some function of time, t.

Note: The L operator transforms a time domain function f(t)

into an s domain function, F(s). s is a complex variable:
s = a + bj, j   1

2
 Inverse Laplace Transform, L-1:
By definition, the inverse Laplace transform operator, L-1,
converts an s-domain function back to the corresponding time
domain function:
Chapter 3

f t  L 1  F s 

Important Properties:
Both L and L-1 are linear operators. Thus,

L  ax t   by t  aL  x t   bL  y t 

aX s   bY s  (3-3)

3
 where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
- X s  L  x t  and Y s  L  y t 
Chapter 3

Similarly,

L 1  aX s   bY s  ax t   b y t 

4
 Laplace Transforms of Common
Functions

1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Chapter 3

Laplace transform in (3-1),


 a  st  a a
L a   ae  st
dt  e 0      (3-4)
0 s  s s
0

5
 2. Step Function
The unit step function is widely used in the analysis of process
control problems. It is defined as:

0 for t  0
S t   (3-5)
Chapter 3

1 for t 0

Because the step function is a special case of a “constant”, it

follows from (3-4) that
1
L  S t   (3-6)
s

6
 3. Derivatives
This is a very important transform because derivatives appear
in the ODEs we wish to solve. In the text (p.53), it is shown
that

 df 
Chapter 3

L   sF s   f 0  (3-9)
 dt 
initial condition at t = 0

Similarly, for higher order derivatives:

 dn f  n  2 1
L n   s n
F  s   s n 1
f 0   s f 0  
 dt 
 ...  sf   0   f   0 
n 2 n 1
(3-14)
7
 where:
- n is an arbitrary positive integer

dk f
- f   0  
k
dt k t 0
Chapter 3

Special Case: All Initial Conditions are Zero

f 0   f   0  ...  f 
1 n  1
Suppose 0 . Then

 dn f 
L n   s n
F s 
 dt 

In process control problems, we usually assume zero initial

conditions. Reason: This corresponds to the nominal steady state
when “deviation variables” are used, as shown in Ch. 4.
8
 4. Exponential Functions
Consider f t  e
 bt
where b > 0. Then,
 
L  e  bt   e bt e st dt  e   dt
 bs t
  0 0
1   bs t   1
 e  (3-16)
Chapter 3

bs  0 s b

5. Rectangular Pulse Function

It is defined by:

0 for t  0

f t  h for 0 t  t w (3-20)
0 for t t
 w

9
 h

f t 
Chapter 3

tw
Time, t

The Laplace transform of the rectangular pulse is given by

h

F s   1  e  tw s
s
 (3-22)

10
 6. Impulse Function (or Dirac Delta Function)
The impulse function is obtained by taking the limit of the
rectangular pulse as its width, tw, goes to zero but holding
1
the area under the pulse constant at one. (i.e., let h  )
tw
Let,  t  impulse function
Chapter 3

Then, L   t  1

Solution of ODEs by Laplace Transforms

Procedure:
1. Take the L of both sides of the ODE.
2. Rearrange the resulting algebraic equation in the s domain to
solve for the L of the output variable, e.g., Y(s).
3. Perform a partial fraction expansion.
4. Use the L-1 to find y(t) from the expression for Y(s). 11
 Table 3.1. Laplace Transforms

See page 54 of the text.

Chapter 3

12
 Example 3.1
Solve the ODE,
dy
5  4 y 2 y 0  1 (3-26)
dt
First, take L of both sides of (3-26),
Chapter 3

2
5 sY s   1  4Y s  
s
Rearrange,
5s  2
Y s   (3-34)
s 5s  4 
Take L-1,
1 5s  2 
y t  L  
 s 5s  4  
From Table 3.1,
y t  0.5  0.5e  0.8t (3-37)
13
 Partial Fraction Expansions
Basic idea: Expand a complex expression for Y(s) into
simpler terms, each of which appears in the Laplace
Transform table. Then you can take the L-1 of both sides of
the equation to obtain y(t).
Chapter 3

Example:
s 5
Y s   (3-41)
s  1s  4 
Perform a partial fraction expansion (PFE)
s 5 1 2
  (3-42)
s  1s  4  s  1 s  4

where coefficients 1 and  2 have to be determined.

14
 To find 1 : Multiply both sides by s + 1 and let s = -1
s 5 4
 1  
s4 s  1 3

To find  2 : Multiply both sides by s + 4 and let s = -4

Chapter 3

s 5 1
 2  
s 1 s  4 3

A General PFE
Consider a general expression,

N s  N s 
Y s    (3-46a)
D s  n
 s  bi 
i 1

15
 Here D(s) is an n-th order polynomial with the roots s  bi 
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
N s  n
i
Y s   n
 (3-46b)
s  bi
 s  bi  i 1
Chapter 3

i 1
Note: D(s) is called the “characteristic polynomial”.
Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g., bi 3 4 j  j   1
ii) Repeated roots (e.g., b1 b2  3 )

For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details.
16
 Example 3.2 (continued)
Recall that the ODE, 
y  6 y  11 y  6 y 1, with zero initial
conditions resulted in the expression
1
Y s   (3-40)
 3 2
s s  6 s  11s  6 
Chapter 3

The denominator can be factored as

 
s s 3  6 s 2  11s  6 s s  1s  2 s  3 (3-50)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
1    
Y s    1  2  3  4 (3-51)
s s  1s  2 s  3 s s  1 s  2 s  3
17
 Solve for coefficients to get
1 1 1 1
1  ,  2  ,  3  ,  4 
6 2 2 6
(For example, find  , by multiplying both sides by s and then
setting s = 0.)
Chapter 3

Substitute numerical values into (3-51):

1/ 6 1/ 2 1/ 2 1/ 6
Y (s)    
s s 1 s  2 s  3

Take L-1 of both sides:

 1  1/ 6   1  1/ 2   1  1/ 2   1  1/ 6 
L  Y s  L 
1
 L   L   L 
 s   s 1  s  2  s  3 
From Table 3.1,
1 1  t 1  2t 1  3t
y t    e  e  e (3-52)
6 2 2 6
18
 Important Properties of Laplace Transforms
1. Final Value Theorem
It can be used to find the steady-state value of a closed loop
system (providing that a steady-state value exists.
Chapter 3

Statement of FVT:

lim y t  lim  sY s 

t  s 0

providing that the limit exists (is finite) for all

Re s  0, where Re (s) denotes the real part of complex
variable, s.

19
 Example:

Suppose,
5s  2
Y s   (3-34)
s 5s  4 
Then,
Chapter 3

 5s  2 
y   lim y t   lim   0.5
t  s  0  5s  4 

2. Time Delay
Time delays occur due to fluid flow, time required to do an
analysis (e.g., gas chromatograph). The delayed signal can be
represented as
y t  θ  θ time delay
Also,
L  y t  θ  e  θsY s 
20