1

Transfer Function

1.1

Motivation and denition

Let us rst review the utility of the Laplace transformation for solving differential equations. Consider
a physical system described by a differential equation. The output y(t) of the system is determined by
the input u(t) and the initial condition. If the differential equation is linear with constant coefcients, the
Laplace transformation can be used as a powerful tool for calculating output y(t). In particular, the process
goes as follows:
Inverse
Laplace
Transf.

Laplace
Transf.
Differential
Equation

Y(s)

y(t)

Problem 1.1
(a) Find y(t) for y = 5y,

y(0) = y0 .

(b) Find y(t) for y + 9y = 0,

y(0) = y0 ,

y(0)

= 0.

(c) Find y(t) for y 9y = u,

y(0) = 0,

y(0)

= y 0 ,

u(t) = 18(t 0).

Solution. 1.1 Let the Laplace transform of y(t) be denoted by Y (s).

y0
(a)
sY y0 = 5Y,
Y =
,
y(t) = y0 e5t .
s5
sy0
(b)
s2 Y sy0 + 9Y = 0,
Y = 2
,
y(t) = y0 cos 3t.
s +9

18
18
1
y 0
1
y 0
1
2
(c)
s2 Y y 0 9Y =
,
Y =
+ y 0
=
1
+
+
1

s
s
s2 9
6 s3
6 s+3 s

y 0
y 0
y(t) = 1 +
e3t + 1
e3t 2.
6
6
Motivated by the powerfulness of the Laplace transformation, we now introduce the concept of transfer
function. Suppose an input u(t) is applied to a system when all the variables are initially zero, and its output
is found to be y(t). Then the transfer function P (s) is dened to be the ratio of the input and the output:
P (s) :=

Y (s)
,
U (s)

Y (s) := L[y(t)], U (s) := L[u(t)]

where L[] denotes the Laplace transform. This ratio may depend on the particular input in general. For
instance, P (s) dened for u(t) = sin t and that for u(t) = 1 may be different. However, for certain systems,
P (s) will be independent of the input and a unique P (s) can be assigned to each system. This is true if and
only if the system is linear time-invariant (LTI). We will explain the LTI property later.
By choosing a particular input (impulse), the transfer function of an LTI system is dened as the Laplace
transform of its impulse response. Let p(t) be the output y(t) of an LTI system in response to the impulse
input u(t) = (t), with the zero initial condition. Then we have
Z
L[p(t)]
= L[p(t)] =
p(t)est dt
P (s) =
L[(t)]
0
Physically, this means that the transfer function of a mechanical system may be obtained as follows: Hit the
system by a hammer, measure the output, and take the Laplace transform. This procedure is sometimes
followed in practice to nd the transfer function.
1

1.2

Conversion between differential equation and transfer function

In general, the transfer function can be derived from a differential equation by taking the Laplace transformation with zero initial condition and calculating the ratio Y (s)/U (s). For instance, if the differential equation
is
d4 y
d3 u
d3 y
d2 y
dy
d2 u
du
+
2
+
3
+
4
+
5y
=
6
+
7
+8
+ 9u,
dt4
dt3
dt2
dt
dt3
dt2
dt
where u and y are the input and the output, respectively, the Laplace transformation yields
s4 Y (s) + 2s3 Y (s) + 3s2 Y (s) + 4sY (s) + 5Y (s) = 6s3 U (s) + 7s2 U (s) + 8sU (s) + 9U (s).
Then the transfer function is found as
P (s) :=

Y (s)
6s3 + 7s2 + 8s + 9
= 4
.
U (s)
s + 2s3 + 3s2 + 4s + 5

For any transfer function representing a physical system, the degree of the denominator polynomial is
greater than or equal to the degree of the numerator polynomial. In the above example, the denominator
degree is 4 while the numerator degree is 3. This means that u is the input that determines the behavior of
the output y, but not vice versa.
Example 1.1 Consider the mass-damper system described by
m
x + cx = f
where x and f are the displacement of the mass and the force applied, and m and c are the mass and the
damping coefcient. Taking the Laplace transform, the transfer function from f to x is given by
ms2 X + csX = F

P (s) :=

X(s)
1
=
.
F (s)
ms2 + cs

Note that the denominator degree, 2, is larger than the numerator degree, 0, reecting the fact that the
displacement x(t) is determined as a result of the applied force f (t).
On the other hand, if we take x(t) as the input and f (t) as the output, the transfer function becomes
Q(s) :=

F (s)
= ms2 + cs
X(s)

which has the numerator of degree larger than the denominator. This transfer function is physically meaningless because the input x(t) does not always determine the output f (t) properly. For example, if x(t)
is the step input (X(s) = 1/s), then we have F (s) = ms + c. To determine f (t), we need to nd the inverse
Laplace transform of F (s) but it does not exist, i.e., there is no function f (t) such that ms + c = L[f (t)]. Of
course, there is no force that would make the mass jump from one place to another instantaneously!
Problem 1.2 Find the transfer functions for the systems described by the following differential equations
where u and y are the input and the output, respectively:
(a) 6
y = 7u
(b) 3
y 9y = 2u + 4u
(c) x
5x = 3u,

y = 8x + u

Solution. 1.2
(a) 6s2 Y (s) = 7U (s)

P (s) =

Y (s)
7
= 2
U (s)
6s

(b) 3s2 Y (s) 9Y (s) = 2sU (s) + 4U (s)

(c) s2 X(s) 5X(s) = 3U (s),

P (s) =

Y (s)
2s + 4
= 2
U (s)
3s 9

Y (s) = 8sX(s) + U (s)

P (s) =

Y (s)
24s
= 2
+1
U (s)
s 5

Problem 1.3 Find the differential equation for the systems described by the following transfer functions:
(a) P (s) =

4
2s + 3

(b) P (s) =

s1
s2 2s + 10

(c) P (s) =

4
2
+
s+1 s+3

Use symbols u and y for the input and output, respectively.

Solution. 1.3
(a)

4
Y (s)
=
U (s)
2s + 3

(b)

Y (s)
s1
= 2
U (s)
s 2s + 10

(c)

Y (s)
2
4
6s + 10
=
+
= 2
U (s)
s+1 s+3
s + 4s + 3

(2s + 3)Y = 4U

2y + 3y = 4u

(s2 2s + 10)Y = (s 1)U

y 2y + 10y = u u

(s2 + 4s + 3)Y = (6s + 10)U

y + 4y + 3y = 6u + 10u

1.3 How to calculate the forced response

When the initial conditions are all zero, the output y(t) in response to the input u(t) can be obtained using
the transfer function as follows:

1. Find the Laplace transform of the input U (s) = L[u(t)].

2. Compute Y (s) = P (s)U (s).
3. Find the inverse Laplace transform of the output y(t) = L1 [Y (s)].
Below, we illustrate this procedure by using a simple example system
P (s) =

2
.
s+5

Impulse Response: u(t) = (t)

U (s) = 1,

Y (s) =

2
,
s+5

y(t) = 2e5t .

Step Response: u(t) = 1 (t 0)

1
U (s) = ,
s

2 1
Y (s) =
=
s+5s

1
1

s s+5

2
,
5

y(t) =

2
(1 e5t )
5

Ramp Response: u(t) = t (t 0)

U (s) =

1
,
s2

Y (s) =

2 1
2/5 2/25
2/25
= 2
+
,
s + 5 s2
s
s
s+5
3

y(t) =

2
2
2
t
+ e5t .
5
25 25

Sinusoidal Response: u(t) = sin t (t 0)

c1
c2 s
c3
,
Y (s) =
=
+ 2
+ 2
,
U (s) = 2
2
2
2
2
s +
s+5s +
s+5 s +
s + 2
2
10
2
,
c2 =
,
c3 =
c1 =
2
2
25 +
25 +
25 + 2
p
2
2
5t
5t
y(t) =
(e

cos
t
+
5
sin
t)
=
(e
+
25 + 2 sin(t ))
25 + 2
25 + 2
where tan = /5 and we used the identity
a cos + b sin = q sin( + ),

b + ja = qej .

Pulse Response: u(t) = 1 (0 t 1), u(t) = 0 (1 < t)

Z
Z 1
1 es
st
U (s) =
u(t)e dt =
est dt =
s
0
0

1
1
2 1 es
2
Y (s) =
=

(1 es )
s+5
s
s s+5 5

2
2
5t
5(t1)
y(t) = (1 e ) (1 e
)1(t 1) =
5
5

2
5t
)
5 (1 e
2 5(t1)
(e
e5t )
5

(0 t 1)
(1 < t)

where we used the formula:

L[f (t )1(t )] = es F (s),

1.4

( 0).

Limitation of the transfer function approach

As noted before, the transfer function is dened if and only if the system is LTI. Thus, the approach cannot
be applied if the system is nonlinear and/or time-varying.
A system is said to be linear if the input-output relation is linear: Let y1 (t) and y2 (t) be the outputs in
response to the inputs u1 (t) and u2 (t), respectively. Then, the output y(t) in response to u(t) := au1 (t) +
bu2 (t) is given by y(t) = ay1 (t) + by2 (t). For a linear system, the principle of superposition applies. See
Fig. 1.
A system is said to be time-invariant if the output depends only on the input and does not depend upon
when the input is applied: Let yo (t) be the output in response to the input uo (t). Then, if we apply the same
input at time t = to , that is, if u(t) = uo (t to ), then the output is given by y(t) = y(t to ). See Fig. 2.
An important fact that you should remember is that a system is LTI if and only if its input/output
relation can be described by ordinary differential equations that are linear in terms of the variables (e.g.
y, y,
u, . . .) and whose coefcients do not depend on time. A general form of such differential equation is
given by
dn y
dn1 y
dm u
dm1 u
+
a
+

+
a
y
=
b
+
b
+ + b0 u.
(1)
n1
0
m
m1
dtn
dtn1
dtm
dtm1
where ai (i = 1, . . . , n) and bj (j = 1, . . . , m) are constant coefcients. The integer n is called the order of the
LTI system. For instance,
y + 3y 5y = 8u 2u
describes a 3rd order LTI system but
y + 3y 5 sin y = u,

y + 3y 2 5y = u,

are not linear (and hence not LTI) and

y + 3ty 5 sin y = u,

y + 3y 5 sin y = (3t2 + 1)u,

are not time-invariant. Transfer functions are dened only for LTI systems. Physical systems would almost
never be LTI, and hence cannot be described by transfer functions exactly. However, many physical systems
can be reasonably approximated by LTI systems, and hence be modeled by transfer functions.
4

u1

y1

y2

u2

Figure 1: Linearity of systems

u(t)

y(t)

t
u(ta)

t
y(ta)

Figure 2: time-invariance of systems

1.5

Notes

Key Point 1.1

The transfer function is dened to be the ratio of the output to the input in the Laplace domain.
The transfer function is uniquely determined if and only if the system is linear time-invariant; otherwise the output/input ratio depends on the input, and the transfer function approach fails.
The transfer function provides a convenient framework for calculating the system response to a given
input where it must be assumed that the initial conditions are all zero.

Frequency Response

2.1

General principle

Consider a system modeled by a transfer function P (s). Let its input and output be u(t) and y(t). Suppose
that the system is stable. If a sinusoidal input u(t) = sin(t) is applied, then the output will rst go through
a transient, and then converges to a sinusoidal signal in the steady state. A typical system behavior is
shown in Fig. 3. In general, the frequency of the output is the same as the input frequency, but the output
wave form will be shifted by some angle and the output amplitude G will be different from the input
amplitude (see the gure). These two parameters are important to know how the system respond to various
inputs. For instance, if G is large, then a small input could generate a large output, and if is small, then
the system can follow the input closely.
1.5
INPUT
1
0.5
0
0.5
1
OUTPUT
1.5

5
TIME

8.8

9
TIME

9.2

10

9.4

9.6

9.8

10

1.5
INPUT
1
0.5

0
0.5

OUTPUT

1
1.5

8.2

8.4

8.6

Figure 3: A typical output response to a sinusoidal input

It turns out that thes parameters G and are directly related to the system transfer function:
The steady state output y(t) in response to the sinusoidal input
u(t) = sin t
is given by a sinusoidal signal of the same frequency but with the different amplitude G and phase . In particular,
y(t) = G sin(t + )
where G and are given by the magnitude and the angle of the complex number
P (j):
G ej = P (j).
Example 2.1 Consider
P (s) =

1
s+

where > 0 is a given constant. Let the input be u(t) = sin t. Then, according to the above fact, the steady
state output y(t) is given by
y(t) = G sin(t + )
where G and are determined by
G ej = P (j) =

1
.
j +

In particular,
G =

1
,
+ 2

tan =

We can verify this as follows. The Laplace transform of u(t) is

s2 + 2

U (s) =

and hence the Laplace transform of y(t) is

1
s

Y (s) =
=

.
s + s2 + 2
s + s2 + 2 2 + 2
Taking the inverse Laplace transform,

y(t) = 2
et cos t + sin t .
2
+

Recall the identity:

a sin + b cos = r sin( + )
where r and are specied by
rej = a + jb.
Using this, we have
y(t) =

e
+ r sin(t + )
2
+

where
rej =
or

r
r=

1+

tan =

Hence,
y(t) =

1
et +
sin(t + )
2
2
2
+
|
{z
} | + {z
}
Transient
Steady State
2

where the rst term is called the transient and the second term is called the steady state of y(t) since the
former approaches zero as the time goes to innity due to stability ( > 0). We now see that the steady
state response is exactly the same as the one predicted at the beginning of this example.

Since any system described by a transfer function P (s) is linear time-invariant, we have the following
generalization, assuming P (s) is stable.
The steady state output y(t) in response to the sinusoidal input
u(t) = a sin(t + )
is given by a sinusoidal signal of the same frequency but with the different amplitude G and phase . In particular,
y(t) = b sin(t + ),

b := G a,

:= +

where G and are given by the magnitude and the angle of the complex number
P (j):
G ej = P (j).
Note that G := |P (j)| is the ratio between the input amplitude a and the output amplitude b, and
hence |P (j)| is called the gain of the transfer function at frequency . Then angle of the complex
number P (j) is called the phase of the transfer function at frequency .

2.2

Some applications

Example 2.2 Let the input be u(t) = cos t. Note that the cos function is just a shifted version of the sin
function, that is,

cos t = sin(t + ),
:= .
2
Hence the same trick still works and thus the steady state output y(t) is given by
y(t) = G sin(t + + ) = G cos(t + )
where G and are specied by
G ej = P (j).
Now, recall that G is the gain at frequency . In particular, when = 0, we have P (0) = G0 ej0 . This
is the gain at zero frequency, i.e. the static gain! Since P (0) is always a real number,

0 (if P (0) > 0),

G0 = |P (0)|,
0 =
(if P (0) < 0).
In this case, the input becomes the unit step function
u(t) = cos(0t) = 1
and the steady state output becomes
y(t) = |P (0)| cos(0t + 0 ) = P (0).

Problem 2.1 What is the steady state response of the following?

P (s) =

1
,
s2 + s + 6

u(t) = 5 sin 2t.

Solution. 2.1 First note that = 2 and

1
1j
2 j(/4)
P (j2) =
=
=
e
.
2 + j2
4
4
Hence the steady state output is

5 2

y(t) =
sin(2t ).
4
4
Problem 2.2 What is the steady state response of the following?
P (s) =

s
,
s2 + 3s + 2

u(t) = 10 cos t.

Solution. 2.2 Note that = 1 and

P (j) =

j
3+j
1
=
= ej
1 + j3
10
10

where is such that

tan =

1
,
3

1
sin = ,
10

3
cos = .
10

Hence,

10
y(t) = cos(t + ) = 10(cos t cos sin t sin ) = 3 cos t sin t.
10
Problem 2.3 What is the steady state response of the following?
P (s) =

s
,
s2 3s + 2

u(t) = 10 cos t.

Solution. 2.3 The answer is: there is no steady state since the system is not stable.

2.3

Mathematical justication

Consider a stable transfer function P (s). We now formally show that the amplitude and the phase of the
steady state response to the sinusoidal input sin t is given by the magnitude and the angle of the complex
number P (j). To this end, let us review a fundamental of Laplace transformation.
Convolution Integral: For a system P (s), the input-output relationship in the Laplace domain is given by just
a multiplication:
Y (s) = P (s)U (s).
In the time domain, this corresponds to the convolution integral:
Z t
y(t) = p(t) u(t) :=
p(t )u( )d.
0

That is,
L[p(t) u(t)] = P (s)U (s)
where
L[p(t)] = P (s),

L[u(t)] = U (s).

We now calculate the steady state sinusoidal response. Note that

u(t) = Im(ejt )
where Im() is the imaginary part of a complex number. Hence the output is given by
Z t
y(t) =
p(t )Im(ej )d
0
Z t
= Im
p()ej(t) d
0
Z t

jt
j
= Im e
p()e
d
0

= ImP (j)ejt
where
P (j)
=

p()ej d.

The approximation
= is valid when t is sufciently large if the system is stable. If the system is unstable,
then the impulse response p(t) diverges to innity and the integral on the right hand side diverges as well
when t goes to innity. Hence, the right hand side is not an approximation of P (j) if the system is unstable.
Writing P (j) in terms of the gain G and the phase , (that is P (j) = G ej ), we have
y(t)

= Im G ej ejt
= Im G ej(t+ )
= G sin(t + ).

This is the formula we claimed earlier. Note that this formula is valid when t is sufciently large and
the response reaches the steady state. In other words, y(t) may have some transient component at the
beginning, but it dies out due to stability and y(t) approaches a sinusoidal signal in the steady state.

2.4

Review of complex numbers and polar coordinates

Here we briey review the complex number and the polar coordinates. Let a and b be real numbers and
dene a complex number c by
c := a + jb.
This number can be plotted in the complex plane as shown below. Let G be the distance between the point
c and the origin. Let be the angle between the positive real axis and the line connecting the origin and c.
Then
G=

a2 + b2 ,

tan =

b
,
a

sin =

b
,
G

cos =

Using G and , the complex number c can be written as

c = a + jb = Gej

Im
b

a+jb
G

This can be veried as follows:

Gej = G(cos + j sin ) = G

a
.
G

a
b
+ jG = a + jb = c.
G
G

Re

The pair (G, ) is called the polar coordinate of the point c, while (a, b) is called the Cartesian coordinate.
10

Example 2.3
1+j
1j
1 + j
1 j

= 2ej(/4)
= 2ej(/4)
= 2ej(3/4)
=
2ej(3/4)

1 + j 3
1 j 3
1 + j 3
1 j 3

=
=
=
=

2ej(/3)
2ej(/3)
2ej(2/3)
2ej(2/3)

3 + j
3 j
3 + j
3j

=
=
=
=

2ej(/6)
2ej(/6)
2ej(5/6)
2ej(5/6)

Here is a summary of useful formulas:

ej = cos + j sin ,
c + dj
= rej
a + bj

r=

a sin + b cos = r sin( + )

2.5

c2 + d2
,
a2 + b2

a + jb = rej .

Key points

For an LTI system, a sinusoidal input results in a sinusoidal output of the same frequency. If the input
is u(t) = Ain sin(t + in ), then the output will be of the form: y(t) = Aout sin(t + out ).
The gain of the system at frequency , denoted by G , is the ratio of the output amplitude to the input
amplitude; G = Aout /Ain .
The phase of the system at frequency , denoted by , is the difference between the angels of the
input/output sinusoids; := out in .
If the system has the transfer function P (s), then its gain and phase are given by
P (j) = G e .

11