The Laplace Transform: Meet 09 EEE 35: Signals and Systems

The Laplace Transform
Meet 09
EEE 35: Signals and Systems
Meet 09: The Laplace Transform

Reference
• Sections 3.2, 9.1 - 9.2, A. Oppenheim and A.

Willsky, “Signals and Systems”
• Sections 7.1 - 7.3, C. Phillips and J. Parr, “Signals,

Systems and Transforms”
2
Recall: CT LTI systems
• Continuous-time, linear and time-invariant (LTI)

systems
- Linearity
T
a1 x1 (t) + a2 x2 (t) ! a1 y1 (t) + a2 y2 (t)
- Time-invariance
T
x1 (t k) ! y1 (t k)
3
Recall: CT LTI systems
• Continuous-time, LTI systems are completely

defined by their impulse response h(t)
- Response for an input x(t) can be determined using
convolution
Z 1
y(t) = x(⌧ )h(t ⌧ )d⌧ = x(t) ⇤ h(t)
1
- Can determine system properties, for example

• Causality
• Stability
4
Today
• Laplace transform
5
Complex exponentials and LTI systems
• Consider a complex exponential as an input to a

continuous-time, LTI system
st
x(t) = e , s = + j⌦
6
• Visualizing a complex exponential signal

- Define: Euler’s formula
±j✓
e = cos ✓ ± j sin ✓
7
• Visualizing a complex exponential signal

- For a “10-Hz complex exponential” e0+j20πt:
8
Meet 09: The Laplace Transform • Plot generated via MATLAB

st
x(t) = e , s = + j⌦
• What is the system’s response?
9

- With impulse response h(t), we use convolution to get
y(t)
Z 1
y(t) = x(t ⌧ )h(⌧ )d⌧
1
10

- Let x(t) = est:
Z 1
y(t) = x(t ⌧ )h(⌧ )d⌧
1
Z 1
= es(t ⌧)
h(⌧ )d⌧
1
Z 1
= est e s⌧
h(⌧ )d⌧ = est H(s)
1
11

- Let x(t) = est:
Z 1
y(t) = x(t ⌧ )h(⌧ )d⌧
1
Z 1
= es(t ⌧)
h(⌧ )d⌧
1
Z 1
= est e s⌧
h(⌧ )d⌧ = est H(s)
1
12

- Let x(t) = est:
Z 1
y(t) = x(t ⌧ )h(⌧ )d⌧
1
Z 1
= es(t ⌧)
h(⌧ )d⌧
1
Z 1
= est e s⌧
h(⌧ )d⌧ = est H(s)
1
13

- Let x(t) = est:
Z 1
y(t) = x(t ⌧ )h(⌧ )d⌧
1
Z 1
= es(t ⌧)
h(⌧ )d⌧
1
Z 1
= est e s⌧
h(⌧ )d⌧ = est H(s)
1
14
• For any continuous-time LTI system
st CT LTI st
x(t) = e system
y(t) = e H(s)
- Output is a “scaled version” of the input

- We refer to x(t) as the eigenfunction of a CT LTI
system.
- We refer to H(s) as the system’s eigenvalue.
15
• H(s) is the s-dependent version of h(t)

Z 1
H(s) = h(⌧ )e s⌧ d⌧
1
- We also refer to H(s) as the transfer function of the

system.
- H(s) is also the Laplace transform of h(t).
16
The Laplace transform
• Bilateral Laplace transform for a continuous-time

signal x(t):
Z 1
st
X(s) = x(t)e dt
1
- Where s = σ + jΩ
- Alternative notation
L
x(t) ! X(s)
17
Example
• Determine the Laplace transform of the unit step

function u(t).
1 u(t)
0 t
18
Example

function u(t).
Z 1
st
X(s) = x(t)e dt
1
Z 1
st
U (s) = u(t)e dt
1
Z 1
= (1)e st dt
0
e st t!1
1 ⇣ ⌘
st
= = lim e 1
s t=0 s t!1
19
Example

function u(t).
Z 1
st
X(s) = x(t)e dt
1
Z 1
st
U (s) = u(t)e dt
1
Z 1
= (1)e st dt
0
e st t!1
1 ⇣ ⌘
st
= = lim e 1
s t=0 s t!1
20
Example

function u(t).
Z 1
st
X(s) = x(t)e dt
1
Z 1
st
U (s) = u(t)e dt
1
Z 1
= (1)e st dt
0
e st t!1
1 ⇣ ⌘
st
= = lim e 1
s t=0 s t!1
21
Example

function u(t).
Z 1
st
X(s) = x(t)e dt
1
Z 1
st
U (s) = u(t)e dt
1
Z 1
= (1)e st dt
0
e st t!1
1 ⇣ ⌘
st
= = lim e 1
s t=0 s t!1
22
Example

function u(t).
Z 1
st
X(s) = x(t)e dt
1
Z 1
st
U (s) = u(t)e dt
1
Z 1
= (1)e st dt
0
e st t!1
1 ⇣ ⌘
st
= = lim e 1
s t=0 s t!1
23
Example
• When will the Laplace transform U(s) converge?
1 ⇣ ⌘
st
U (s) = lim e 1
s t!1
- We use the absolute integrability criterion:
Z 1
st
|x(t)e |dt < 1
1
24
Example

Z 1 Z 1
st st
|x(t)e |dt = |(1)e |dt, s = + j⌦
1 0
Z 1
t j⌦t
= |e e |dt
0
Z 1
= |e t ||e j⌦t |dt
0
Z 1
t
= |e |dt < 1 if > 0
0
25
Example

Z 1 Z 1
st st
|x(t)e |dt = |(1)e |dt, s = + j⌦
1 0
Z 1
t j⌦t
= |e e |dt
0
Z 1
= |e t ||e j⌦t |dt
0
Z 1
t
= |e |dt < 1 if > 0
0
26
Example

Z 1 Z 1
st st
|x(t)e |dt = |(1)e |dt, s = + j⌦
1 0
Z 1
t j⌦t
= |e e |dt
0
Z 1
= |e t ||e j⌦t |dt
0
Z 1
t Let’s evaluate
= |e |dt < 1 if > this! 0
0
27
Example

- Consider the magnitude of the complex exponential:
j⌦
e t = | cos (⌦t) j sin (⌦t)|
p
= [cos (⌦t)]2 + [ sin (⌦t)]2
j⌦
e t =1
28
Example

j⌦
e t = | cos (⌦t) j sin (⌦t)|
p
= [cos (⌦t)]2 + [ sin (⌦t)]2
j⌦
e t =1
29
Example

j⌦
e t = | cos (⌦t) j sin (⌦t)|
p
= [cos (⌦t)]2 + [ sin (⌦t)]2
j⌦
e t =1
30
Example

Z 1 Z 1
st st
|x(t)e |dt = |(1)e |dt, s = + j⌦
1 0
Z 1
t j⌦t
= |e e |dt
0
Z 1
= |e t ||e j⌦t |dt
0
Z 1
t encircled
= |e |dt < 1 if term>0 =1
0
31
Example

Z 1 Z 1
st st
|x(t)e |dt = |(1)e |dt, s = + j⌦
1 0
Z 1
t j⌦t
= |e e |dt
0
Z 1
= |e t ||e j⌦t |dt
0
Z 1
t
= |e |dt < 1 if > 0
0
32
Example

Z 1 Z 1
st st
|x(t)e |dt = |(1)e |dt, s = + j⌦
1 0
Z 1
t j⌦t
= |e e |dt
0
Z 1
= |e t ||e j⌦t |dt
0
Z 1
t
= |e |dt < 1 if > 0
0
33
Example
1 ⇣ ⌘
st
U (s) = lim e 1
s t!1
- At σ = Re{s} > 0, the limit goes to 0
34
Example
1 ⇣ ⌘
st
U (s) = lim e 1
s t!1
- At σ = Re{s} > 0, the limit goes to 0
• Laplace transform of u(t):
L 1
u(t) ! , if = Re{s} > 0
s
35
Example

function u(t).
L 1
u(t) ! , if = Re{s} > 0
s
- The σ-dependent condition is called the region of

convergence (ROC).
- The ROC together with X(s) is the COMPLETE Laplace
transform representation of x(t)
36
Example
• Determine the Laplace transform of x(t) = -u(-t).
-1
37
Example
• Determine the Laplace transform of x(t) = -u(-t).

Z 1
st
X(s) = x(t)e dt
1
Z 1
st
= u( t)e dt
1
Z 0
st
= (1)e dt
1
st t=0
✓ ◆
e 1 st
= = 1 lim e
s t! 1 s t! 1
38
Example
• When will the Laplace transform X(s) converge?

✓ ◆
1 st
X(s) = 1 lim e
s t! 1
- VERIFY:
Z 1
st
u( t)e dt < 1 if <0
1
39
Example
• Take a look at this:
L 1
u(t) ! , ROC: >0
s
L 1
u( t) ! , ROC: <0
s
- Same X(s), different ROC
40
Exercise
• Determine the Laplace transform of the following

signals:
x1 (t) = u(t 3)
x2 (t) = 2e t u(t + 1)
x3 (t) = cos (2t)u(t)
41
Visualizing the Laplace transform
• For most cases, X(s) will be a rational expression of

s
N (s) b M s M + bM 1 s M 1
+ . . . |b0
X(s) = =
D(s) aN s N + aN 1 s N 1 + . . . |a
0
• We can visualize X(s) using the s (complex) plane

- σ ⟶ x-axis
- jΩ ⟶ y-axis
42
• Here’s the s-plane

jΩ
43
• To generate a visualization of X(s), we need the

roots of N(s) and D(s)
jΩ
N (s) b M s M + bM 1 s M 1
+ . . . |b0
X(s) = =
D(s) aN s N + aN 1 s N 1 + . . . |a
0
44
• To generate a visualization of X(s), we need the

roots of N(s) and D(s)
jΩ
N (s) b M s M + bM s M 1
+ . . . |b0
X(s) =
D(s)
=
aN s N + aN
1
s N 1 + . . . |a
×
1 0
× × σ
- Roots of N(s) = zeros
- Roots of D(s) = poles
- ROCs are shaded ×
- We call this the POLE-ZERO PLOT!
45
Example
• Consider the Laplace transforms in the two

previous examples
L 1
u(t) ! , ROC: >0
s
L 1
u( t) ! , ROC: <0
s
• Generate their pole-zero plots.
46
Example
• Pole-zero plot of L{u(t)}

jΩ L 1
u(t) ! , ROC: >0
s
L 1
u( t) ! , ROC: <0
s
47
Example
• Pole-zero plot of L{u(t)}

jΩ L 1
u(t) ! , ROC: >0
s
L 1
u( t) ! , ROC: <0
s
× σ
zero at ∞,
pole at 0
48
Example
1
• Pole-zero plot of L{-u(-t)} u(t) L
! , ROC: >0
s
jΩ L 1
u( t) ! , ROC: <0
s
49
Example
1
• Pole-zero plot of L{-u(-t)} u(t) L
! , ROC: >0
s
jΩ L 1
u( t) ! , ROC: <0
s
× σ
zero at ∞,
pole at 0
50
Properties of the ROC
• The ROC of X(s) consists of strips parallel to the jΩ

jΩ jΩ
× ×
× × σ
× × σ
× ×
51
• The ROC of X(s) does not contain poles
×
jΩ jΩ
× ×
× × σ
× × σ
× ×
52
• Finite duration signals

- ROC is the ENTIRE s-plane
• Right-sided signals
- If Re{s} = σ0 is in the ROC, then Re{s} > σ0 will also
be in the ROC
• Left-sided signals
- If Re{s} = σ0 is in the ROC, then Re{s} < σ0 will also
be in the ROC
53
Example
• Consider u(t) and -u(-t)

jΩ jΩ
u(t) -u(-t)
× σ
× σ
54
Exercise
• Sketch the pole-zero diagram of the Laplace

transforms of the signals below. Shade the ROC.
x1 (t) = u(t 3)
x2 (t) = 2e t u(t + 1)
x3 (t) = cos (2t)u(t)
55
The Laplace Transform
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The Laplace Transform: Meet 09 EEE 35: Signals and Systems

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The Laplace Transform

Meet 09: The Laplace Transform

• Sections 3.2, 9.1 - 9.2, A. Oppenheim and A.

• Sections 7.1 - 7.3, C. Phillips and J. Parr, “Signals,

• Continuous-time, linear and time-invariant (LTI)

• Continuous-time, LTI systems are completely

- Can determine system properties, for example

• Consider a complex exponential as an input to a

• Visualizing a complex exponential signal

• Visualizing a complex exponential signal

• Consider a complex exponential as an input to a

• What is the system’s response?

• Consider a complex exponential as an input to a

• Consider a complex exponential as an input to a

• Consider a complex exponential as an input to a

• Consider a complex exponential as an input to a

• Consider a complex exponential as an input to a

• For any continuous-time LTI system

- Output is a “scaled version” of the input

• H(s) is the s-dependent version of h(t)

- We also refer to H(s) as the transfer function of the

• Bilateral Laplace transform for a continuous-time

• Determine the Laplace transform of the unit step

• Determine the Laplace transform of the unit step

• Determine the Laplace transform of the unit step

• Determine the Laplace transform of the unit step

• Determine the Laplace transform of the unit step

• Determine the Laplace transform of the unit step

• When will the Laplace transform U(s) converge?

- We use the absolute integrability criterion:

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

• When will the Laplace transform U(s) converge?

- At σ = Re{s} > 0, the limit goes to 0

• When will the Laplace transform U(s) converge?

- At σ = Re{s} > 0, the limit goes to 0

• Laplace transform of u(t):

• Determine the Laplace transform of the unit step

- The σ-dependent condition is called the region of

• Determine the Laplace transform of x(t) = -u(-t).

• Determine the Laplace transform of x(t) = -u(-t).

• When will the Laplace transform X(s) converge?

• Take a look at this:

- Same X(s), different ROC

• Determine the Laplace transform of the following

• For most cases, X(s) will be a rational expression of

• We can visualize X(s) using the s (complex) plane

• Here’s the s-plane

• To generate a visualization of X(s), we need the

• To generate a visualization of X(s), we need the

• Consider the Laplace transforms in the two

• Generate their pole-zero plots.

• Pole-zero plot of L{u(t)}

• Pole-zero plot of L{u(t)}

• The ROC of X(s) consists of strips parallel to the jΩ