Professional Documents
Culture Documents
5-1 Introduction: Chapter 5 The Laplace Transform
5-1 Introduction: Chapter 5 The Laplace Transform
(1) we have systematic way to obtain H(f) based on the differential equation
(2) we can obtain X(f)
Fourier transform: an easier way
(2) Problem
Fourier transform of the input signal:
Page 5-1
Dynamic
System
x(t) input y(t) output
A processor which
processes the input signal
to produce the output
Dynamic
System
X(f) Y(f )
H(f )
Algebraic equation, not
differential equation
Y(s )
G(s )
EE 422G Notes: Chapter 5 Instructor: Zhang
1 | |
) ( ) (
2
2
ft j
ft j
e
dt e t x f X
0 0
) (
) ( ) ) ( ( dt e t x dt e e t x
t j t j t
very useful, lets use a new name for it: Laplace transform.
(4) Laplace Transform
Definition: Laplace transform of x(t)
+
0
) ( ) ( ) ( )] ( [ j s dt e t x s X t x L
st
What is a Laplace transform of x(t)?
A time function? No, t has been eliminated by the integral with respect to t!
A function of s ( s is complex variable)
(5) System analysis using Laplace transform
Page 5-2
Y(s )
G(s )
EE 422G Notes: Chapter 5 Instructor: Zhang
)) ( ( ) (
) ( ) ( ) (
1
s Y L t y
s X s G s Y
j
j
st
ds e s X
j
t x
) (
2
1
) (
(7) Will we often use the definition of the inverse transform to find time
function?
No!
What will we do?
Express X(s) as sum of terms for which we know the inverse transforms!
5-2 Examples of Evaluating Laplace Transforms using the definition
(1) x(t)=1 and step function x(t)=u(t)
0 (Re(s))
1
)] ( [ ) 1 (
1
) 0 sin 0 (cos
1
) 0 ( , ) 0 ( , 0 1 | (|
) (
1
) ( )] ( ) ( [
0
0
0 0
0 0 0
>
< >
+
s
t u L L
s
j
s
if e if e e
e
s
e
e
s
e
e
s
e
s
e
st d e
s
dt e dt e t x t u t x L
j
j j
t
t
t j
t
t
t
st
t
t
st st st
(2) ) ( ) ( t u e t x
t
0
) (
0
)] ( [ dt e dt e e t u e L
t s st t t
Define a new complex variable
+ s s
~
Page 5-3
Dynamic
System
X(s) Y(s )
G(s )
Inverse Laplace transform
EE 422G Notes: Chapter 5 Instructor: Zhang
0
~
dt e
t s
we know
0 ) Re(
1
0
>
s
s
dt e
st
+
> > +
+
> +
+
>
s
e L
s or s
s
t u e L
s
s
dt e
s
s
dt e
t
t
t s
t s
1
] [
) Re( ) Re( 0 ) Re(
1
)] ( [
0 ) Re(
1
0 ) Re(
1
0
) (
~
~
0
~
(3)
) ( ) ( t t x
1
) sin (cos
) ( )] ( [
0
0 0
0
t
t
t
t j t
t
st
st
t j t e
e e e
dt e t t L
No constraint on s.
5-2B Discussion: Convergence of the Laplace Transform
(1) To assure
0 0
) ( ) ( dt e e t x dt e t x
t j t st
converge,
) Re(s
must be psotive
enough such that
t
e t x
) ( goes to zero when t goes to positive infinite
(2) Region of absolute convergence and pole
Page 5-4
EE 422G Notes: Chapter 5 Instructor: Zhang
(3) How to obtain Fourier transform form Laplace transform:
)) ( ( ) ( ) ( )] ( [ t x F j X s X t x L
j s
s
e L
s
t u L
t L
t
1
] [
1
)] ( [
1 )] ( [
let
0
j
0
1
] [
0
j s
e L
t j
+
let
0
j
0
) (
1
] [ ] [
0 0
j s
e L e L
t j t j
Page 5-6
EE 422G Notes: Chapter 5 Instructor: Zhang
Can we use
t j
e
0
and
t j
e
0
to express
) cos(
0
t
?
) sin( ) cos(
) sin( ) cos(
) sin( ) cos(
0 0
0 0
0 0
0
0
t j t e
t j t
t j t e
t j
t j
+
+
2
0
2
0 0
0 0
0 0
0
0
0
) )( (
) ( ) (
2
1
1 1
2
1
)] ( ) ( [
2
1
)] [cos(
2
) cos(
) cos( 2
0 0
0 0
0 0
1
]
1
+
+ +
1
]
1
+
+
+
+
+
s
s
j s j s
j s j s
j s j s
e L e L t L
e e
t
t e e
t j t j
t j t j
t j t j
(2) Find ] [sin
0
t L
5.3.2 Transforms of Derivatives
Assume
)] ( [ ) ( t x L s X
Then
) 0 ( ) (
) (
,
_
x s sX
dt
t dx
L
Proof:
(1) Definition
1
]
1
0 0
) (
) (
) (
) (
t dx e dt e
dt
t dx
t d
t dx
L
st st
(2) Integration by parts:
General equation:
Page 5-7
EE 422G Notes: Chapter 5 Instructor: Zhang
b
a
b t
a t
b
a
t du t v t v t u t dv t u ) ( ) ( ) ( ) ( ) ( ) (
(3) Use the above equation
Why? If we assume
st
e t u t x t v
) ( , ) ( ) (
dt e t x s de t x t du t v
st st
0 0 0
) ( ) ( ) ( ) (
( ) ) ( ) ( t x L s X
] (1) from
) (
[ ) ( ) ( ) (
) ( ) ( , ) (
0 0
,
_
dt
t dx
L t dx e t dv t u
t x t v e t u
st
st
)] ( [ ) (
) ( ) (
) ( ) ( ) ( ) (
0
0
0
0
t x sL t x e
dt e t x s t x e
t du t v t v t u
t
t
st
st
t
t
st
b
a
t
t
+
+
) ( lim t x e
st
t
must go to zero. Otherwise,
0
) ( )] ( [ dt e t x t x L
st
does not exist !
) 0 ( ) 0 ( ) (
0
0
x x e t x e
s
t
t
st
use
0
as lower limit => ) 0 (
x
) 0 ( ) ( ) ( ) 0 (
) ( ) ( ) ( ) (
0
0
x s sX s sX x
t du t v t v t u
t
t
Page 5-8
EE 422G Notes: Chapter 5 Instructor: Zhang
HW#2-2: Assume
)] ( [ ) ( t x L s X
. Prove
) 0 ( ) 0 ( ) (
) (
) 1 ( 2
2
1
]
1
x sx s X s
dt
t x d
L
HW#2-3: Express
1
]
1
n
n
dt
t x d
L
) (
) (
using
)] ( [ t x L
Example 5-2
Find i(t) using Laplace transform method for t>0
Solution:
(1) Before switched from 1 to 2 at t=0
A i A i 2 ) 0 ( 2
2
4
(2) System equation (t>0)
KVL:
0 ) ( 2
) (
) 2 ( ) 1 ( 0 ) (
) (
+
+
t i
dt
t di
ohm R H L t Ri
dt
t di
L
(3) Solve system equation using Laplace transform
A t u e t i
s
s I
s I s
s I i s sI
t i L
dt
t di
L t i
dt
t di
L
t
) ( 2 ) (
2
2
) (
0 2 ) ( ) 2 (
) ( 2 ) 0 ( ) (
)] ( [ 2
) (
) ( 2
) (
2
+
+
+
+
1
]
1
1
]
1
+
5.3.3 Laplace Transform of an integral
Page 5-9
EE 422G Notes: Chapter 5 Instructor: Zhang
Assume )] ( [ ) ( , ) ( ) ( t x L s X d x t y
t
Then
s
y
s
s X
d x L
t
) 0 ( ) (
) (
+
1
]
1
where
0
) ( ) 0 ( d x y
Proof :
,
_
1
]
1
0
0
0
0
0
) ( ) (
vdu uv udv
dt e d x d x L
t
t
st
t
(1)
s
y
d x
s
e
d x
s
e
s
e
d x uv
s
t
st
t
t
t
st
t
t
t
) 0 (
) ( ) ( lim
) (
0
0
0
0
,
_
(2)
) (
1
) (
1
) (
0 0 0
s X
s
dt e t x
s
dt t x
s
e
vdu
st
st
(3)
s
y
s
s X
s
s X
s
y
d x L
t
) 0 ( ) ( ) ( ) 0 (
) (
+ +
1
]
1
Proved!
Example 5.3:
Page 5-10
0
1
) 0 (
y
EE 422G Notes: Chapter 5 Instructor: Zhang
Find I(s) = L(i(t))
Solution:
(1) Differential equation
KVL :
) ( ) ( ) ( ) ( t v t v t v t x
R C L
+ +
t
C C
t
C C
t t
C
C
C
d i
C
t v v
d i
C
v t v
d i
C
dv
dt t i
C
t dv
dt
t dv
C t i
) (
1
) ( 0 ) (
) (
1
) ( ) (
) (
1
) (
) (
1
) (
) (
) (
) ( ) (
) (
1
) (
) (
) (
t Ri t v
d i
C
t v
dt
t di
L t v
R
t
C
L
(2) Laplace transform
) ( ) (
) 0 (
1
) (
1
) (
1 1
) (
1
) (
1 ) ( 1
) (
) 0 ( ) ( )] 0 ( ) ( [ ) (
) ( ) ( ) ( ) (
0
0
s RI s V
v
s
s I
Cs
d i
c s
s I
Cs
d i
s s
s I
C
s V
zero i s LsI i s sI L s V
s V s V s V s X
R
c
C
L
R C L
+
+
1
1
]
1
+
+ +
Page 5-11
EE 422G Notes: Chapter 5 Instructor: Zhang
1
]
1
,
_
+ +
+ +
+ + +
LC
s
L
R
s L
v s sX
sR
C
Ls
v s sX
R
Cs
Ls
v
s
s X
s I
s RI v
s
s I
Cs
s LsI s X
C
C
C
C
1
) 0 ( ) (
1
) 0 ( ) (
1
) 0 (
1
) (
) (
) ( ) 0 (
1
) (
1
) ( ) (
2
2
5-3-4. Complex Frequency shift (s-shift) Theorem
Assume
t
e t x t y
) ( ) (
)] ( [ ) ( )] ( [ ) ( t y L s Y t x L s X
Then
) ( ) ( + s X s Y
+
s
e t u L
s
t u L
t
1
] ) ( [ ,
1
)] ( [
2
0
2
0
0
2
0
2
0
] [sin ] [cos
s
t L
s
s
t L
=>
2
0
2
0
0
2
0
2
0
) (
] [sin
) (
] [cos
+ +
+ +
+
s
e t L
s
s
e t L
t t
Example 5-4 Find
13 6
8
)] ( [ ) (
2
1 1
+ +
+
s s
s
L s X L t x
Solution:
2 2 2 2
2 2
2 ) 3 (
2 ) 2 / 5 (
2 ) 3 (
3
4 9 6
5 ) 3 (
13 6
8
) (
+ +
+
+ +
+
+ + +
+ +
+ +
+
s s
s
s s
s
s s
s
s X
Page 5-12
EE 422G Notes: Chapter 5 Instructor: Zhang
) 0 ( 2 sin
2
5
2 cos )] ( [ ) (
3 3 1
> +
t t e t e s X L t x
t t
5.3.4 Delay Theorem
question: How to express delayed function?
Assume
) ( )] ( ) ( [ )] ( [ s X t u t x L t x L
Then ) 0 ( ) ( )] ( ) ( [
0 0 0
0
>
t s X e t t u t t x L
st
(If
) 0 (
0
< t
, it will not be a delay!)
Proof :
) ( ) ( ) (
) ( ) (
) ( ) (
) ( ) ( ) ( ) (
) ( ) (
)] ( ) ( [
0 0 0
0
0
0 0
0
0 0
0
0
0
0 0
0
) (
0
) (
0 0
0 0
0
0 0
0
0 0
0 0
s X e dt e t x e d e x e
t t d e t t x e
dt e t t x dt e t t x
dt e t t u t t x dt e t t u t t x
dt e t t u t t x
t t u t t x L
st st st s st
t t
t
t t s st
t
st t t s
t
st
t
st
t
st
st
Page 5-13
EE 422G Notes: Chapter 5 Instructor: Zhang
Question: will ) ( )] ( ) ( [
0
0 0
s X e t t u t t x L
st
be true if
? 0
0
< t
No! (it will not be a delay)
Example 5-5: Square wave beginning at t = 0
s
T
s
T
e
s T
s
T
s T
s
T
sq
e
e
s s s s
s s
s s s s s
e
s
e
s
e
s
e
s s
t x L
s T
2
2
3 2
4 3 2
2
2
3
2
0
0
0
2
1
0
0
0
0
1
1 1
1
1 1
) 1 (
2 1
...) (
2 1
...
1
2
1
2
1
2
1
2
1
1
2
1
2
1
2
1
2
1
)] ( [
+
+ + + +
+ + + + +
+ +
5.3.5 Convolution
Signal 1: ) (
1
t x Signal 2 : ) (
2
t x
d t x x t x t x t y
) ( ) ( ) ( * ) ( ) (
2 1 2 1
if
0 0 ) (
1
< t t x
d t x x t y
0
2 1
) ( ) ( ) (
Page 5-14
EE 422G Notes: Chapter 5 Instructor: Zhang
if
) 0 ) ( ( 0 0 ) (
2 2
t t x t t x > <
d t x x t y
t
0
2 1
) ( ) ( ) (
Therefore, if
0 0 ) ( , 0 ) (
2 1
< t t x t x
d t x x d t x x d t x x
t
) ( ) ( ) ( ) ( ) ( ) (
2 1
0
2 1
0
2 1
] ) ( ) ( [ ] ) ( ) ( [ ] ) ( ) ( [
2 1
0
2 1
0
2 1
d t x x L d t x x L d t x x L
t
0 0
2 1
0 0
2 1
] ) ( )[ ( ] ) ( ) ( [ d dt e t x x dt e d t x x
st st
Look at
[ ]
) ( ) (
) (
) ( ) (
2
0
2
0 0 ) (
2
0
) (
2
0
2
2
0
s X e d e x e
d e x e
dt e e t x dt e t x
s s s
x
s s
dt d
t
s t s st
t
t
Then
) ( ) (
) ( ) (
) ( ) ( ) (
2 1
0
1 2
0
2 1
s X s X
d e x s X
d s X e x s Y
s
s
Page 5-15
t
EE 422G Notes: Chapter 5 Instructor: Zhang
5.3.7 Product
5.3.8 Initial Value Theorem
) ( lim ) 0 (
)] ( [ ) (
1
s sX x
s X L t x
s
+
It is evident: 1 0 cos ) 0 (
0
0
e x
Using Laplace transform
2
0
2
) (
)] ( [ ) (
+ +
+
s
s
t x L s X
1
2
2
lim
/ ) 2 2 (
/ ) 2 (
lim
2 2
2
lim
/ ) 2 (
/ ) (
lim
2
lim
) (
) (
lim ) ( lim ) 0 (
2
0
2 2
2
2
0
2 2
2
2
0
2
+
+
+
+
,
_
+ + +
+
+ + +
+
+ +
+
s s s
s
s
s s
ds s d
ds s d
s
s
ds s s d
ds s s d
s s
s s
s
s s
s sX x
(condition:
) (s sX
has no poles on
axis j
or in the right-half s-plan
or
) ( lim t x
t exists)
5.3.10 Scaling
a>0: x(at) a times fast (if a>1)
or slow (if a<1) as x(t)
)] ( [ ) ( t x L s X
What do we expect on )] ( [ at x L ?
Page 5-16
EE 422G Notes: Chapter 5 Instructor: Zhang
? ) ( )] ( [
a
s
X at x L
,
_
,
_
>
>
a
s
X
a
d e x
a
at d e at x
a
dt e at x at x L
a
s
t
a
at
at
a
s
a
st
1
) (
1
) ( ) (
1
) ( )] ( [
0
0
0
) (
0
0
dt e s X
j
t x
st
) (
2
1
) (
(Contour Integral)
(2) Transform pair
) (
1
) (
1
t u e
s
t u
s
t
Therefore ) ( ) (
1
) ( t u e t x
s
s X
t
+ + +
+ + + +
1
1
1
1
1
1 0
...
...
rational function X(s) Delay
) ( ) ( ] ) ( [ ) (
)] ( [ ) (
1
1
t u t x e s X L t y
s X L t x
s
Page 5-17
EE 422G Notes: Chapter 5 Instructor: Zhang
Consider Rational Functions only!
(3) Non proper Rational Function
proper Rational Function
Non proper m>=n
) 0 (
0
b
proper m<n
Non proper => proper + Polynomial (using long division)
2 3
5
1
2 3
7 6 4
2 2
2 3
+ +
+
+ +
+ +
+ + +
s s
s
s
s s
s s s
5
3
7 4
7 6 4
1
2
2
2 3 2 3
2
+
+ +
+ +
+ + +
+
+ +
s
s s s
s s
s s s
s
s s
How to find inverse Laplace transform for polynomials?
) ( ) ( ) 1 ( ) ( ) 1 (
) (
) 1 ( 1 1 1
) (
t t L s L s L
t s
n n
+ + +
consider proper rational functions only!
(4) Proper Rational Functions: Partial Fraction Expansion
sum of
t
t
t
t n
n
e
s
t u
s
t
t tu e
s
t tu e
s
s
t u
n
e t
s
+ +
+ +
+
+
1
) (
1
) ( 1
) ( sin
) (
) ( cos
) (
) (
! ) (
1
0 2
0
2
0
0 2
0
2
1
Page 5-18
EE 422G Notes: Chapter 5 Instructor: Zhang
Lets look at examples, and then summarize!
Techniques:
Common Denominator Factorize first!
Specific value of s Expand second!
Heavisides Expansion Find coefficients third!
Matlab
Example 5-9: Simple Factors
16 10
10
) (
2
+ +
s s
s Y
Solution:
(1) Factorize and expand
2 8 ) 2 )( 8 (
10
) (
+
+
+
+ +
s
B
s
A
s s
s Y
(2) Common Denominator Methods
3 / 5 3 / 5 6 / 10
10 8 2 10 8 2
0
10 ) 8 ( ) 2 (
) 2 )( 8 (
) 8 ( ) 2 (
) 2 )( 8 (
10
'
+ +
+
+ + +
+ +
+ + +
+ +
A B
B B B A
B A B A
s B s A
s s
s B s A
s s
) ( )
3
5
3
5
( ) (
2
1
3
5
8
1
3
5
) (
2 8
t u e e t y
s s
s Y
t t
+
+
+
+
specific values of s
4 10 4 10
10
2 8 2 8
10
2 8 ) 2 )( 8 (
10
2
0
B A
B A
s
B
s
A
s s
s
s
+
+
+
+
+ +
+
+
+
+
+
+
+
+ +
A
s
s B
A
s
s
B
s
A
s s
s
and 3 / 5
8 2
10
8
) 2 (
8
10
2
+
+
+
+
B B
s
s A
s
s
Example 5-10 Imaginary Roots
) 8 )( 2 )( 1 (
20 25 15
) (
2
2
+ + +
+ +
s s s
s s
s Y
Solution: what do we have:
8 2
) (
4 3 2 1
+
+
+
+
+
+
s
A
s
A
j s
A
j s
A
s Y
8 2 1
) ( ) (
8 2 1
) ( ) (
) (
4 3
2
1 2 2 1
4 3
2
2 1
+
+
+
+
+
+ +
+
+
+
+
+
+ +
s
A
s
A
s
j A A s A A
s
A
s
A
s
j s A j s A
s Y
A
1
+A
2
must be real number
(-A
1
+A
2
)j must be real number
8 2 1
) (
4 3
2
2 1
+
+
+
+
+
+
s
A
s
A
s
c s c
s Y
Heaviside Expansion => A
3
=1 and A
4
= - 2.
8
2
2
1
1 ) 8 )( 2 )( 1 (
20 25 15
) (
2
2 1
2
2
+
+
+
+
+
+
+ + +
+ +
s s s
c s c
s s s
s s
s Y
s=1 =>
9
2
3
1
2 9 3 2
20 25 15
2 1
+ +
+
+ + c c
s=2 =>
10
2
4
1
5
2
10 4 5
20 2 25 4 15
2 1
+ +
+
+ + c c
Page 5-20
Same as real roots!
EE 422G Notes: Chapter 5 Instructor: Zhang
Can we solve for c
1
and c
2
?
c
1
=1
c
2
=1
8
2
2
1
1
1
1
8
2
2
1
1
1
) (
2 2
2
+
+
+
+
+
+
+
+
+
+
s s s s
s
s s s
s
s Y
=> ) ( ] 2 sin [cos
8 2
t u e e t t
t t
+ +
Too complex: use MATLAB
Example 5-11 Repeated linear Factors
2
3 2 1
2
) 2 ( 2 8
) 8 ( ) 2 (
10
) (
+
+
+
+
+
+ +
s
A
s
A
s
A
s s
s
s Y
Example 5-12
3
4
2
3 2 1
3
) 2 ( ) 2 ( 2 8
) 8 ( ) 2 (
10
) (
+
+
+
+
+
+
+
+ +
s
A
s
A
s
A
s
A
s s
s
s Y
Example 5-13 Complex - Conjugate Factors
j s
A
j s
A
s
A
s s
s s
s s s
s s
s Y
+
+
+
+
+ + +
+ +
+ + +
+ +
1 1 2 ] 1 ) 1 )[( 2 (
6 6 2
) 2 2 )( 2 (
6 6 2
) (
3 2 1
2
2
2
2
Example 5-14 Repeated Quadratic Factors
Page 5-21
EE 422G Notes: Chapter 5 Instructor: Zhang
2 2
2 2
2
1 1 1
2 2
2 3 4
) 1 ( 1 2
) 1 )( 2 (
15 7 12 5
) (
+
+
+
+
+
+
+
+ +
+ + + +
s
c s B
s
c s B
s
A
s s
s s s s
s Y
* Summary of PartialFraction Expansion
(1) Expansion Structure:
Simple Roots (including complex conjugate)
=>
j
j
s
A
could be complex.
Repeated Roots: m multiplicity
=> m
j
m
j j
s
B
s
B
s
B
) (
...
) (
2
2 1
+ +
real number or complex number
(2) Avoid complex number
For complex conjugates:
jb a
j
+
( )
k k
j
k
k
j
k
j
j
j
j
b a s
D cs
s
B
s
B
b a s
D cs
s
A
s
A
] ) [( ) (
) (
2 2
*
*
2 2 *
*
+
+
+
+
k t u
k
e t
A
s
A
t u e A
s
A
t
k
k
k
j
j
t
j
j
j
j
j
Page 5-22
EE 422G Notes: Chapter 5 Instructor: Zhang
) ( ] sin (cos ) sin (cos [
)! 1 (
) ( ] [
)! 1 (
) (
) (
1
1
*
*
*
t u bt j bt B bt j bt A e
k
t
t u e B e A
k
t
s
B
s
A
j j
at
k jb a
jb a
t
j
t
j
k
k
j
j
k
j
j
j
j
j j
+ +
2. An Introduction
Page 5-24
EE 422G Notes: Chapter 5 Instructor: Zhang
Page 5-25
EE 422G Notes: Chapter 5 Instructor: Zhang
Page 5-26
EE 422G Notes: Chapter 5 Instructor: Zhang
Page 5-27
EE 422G Notes: Chapter 5 Instructor: Zhang
Page 5-28
EE 422G Notes: Chapter 5 Instructor: Zhang
3. An Example: Complex Conjugate
Page 5-29