Signal and System Analysis

LAPLACE TRANSFORM
INTRODUCTION
• In this presentation, we will consider a more general continuous-time signal and system
representation based on complex exponential signals.

• The Laplace transform provides a broader characterization of continuous-time LTI

systems and their interaction with signals than is possible with Fourier methods. For
example, the Laplace transform can be used to analyze a large class of continuous-time
problems involving signals that are not absolutely integrable, such as the impulse
response of an unstable system. The FT does not exist for signals that are not absolutely
integrable, so FT-based methods cannot be employed in this class of problems.

• The Laplace transform possesses a distinct set of properties for analyzing signals and LTI
systems. Many of these properties parallel those of the FT.
WHAT ABOUT THE LAPLACE
TRANSFORM?
• The Laplace transform comes in two varieties: (1) unilateral, or one sided,
and (2) bilateral, or two sided.

• The unilateral Laplace transform is a convenient tool for solving differential

equations with initial conditions.

• The bilateral Laplace transform offers insight into the nature of system
characteristics such as stability, causality, and frequency response.

• The primary role of the Laplace transform in engineering is the transient

and stability analysis of causal LTI systems described by differential
equations.
THE LAPLACE TRANFORM
Let est be a complex exponential with complex frequency s = σ + jω. We may write

(1)

The real part of est is an exponentially damped cosine, and the imaginary part is
an exponentially damped sine
Figure 1 illustrates both graphics. In this figure it is assumed that σ is negative.

Figure 1. Real and imaginary parts of the complex exponential est where s = σ + jω.

The real part of s is the exponential damping factor σ, and the imaginary part of s
is the frequency of the cosine and sine factor, namely, ω.
 st
Eigenfunction Property of e
Consider applying an input of the form x(t) = est to an LTI system with
impulse response h(t). The system output is given by

(2)
We use x(t) = est to obtain

(3)

We define the transfer function

(4)

so that we may write

(5)
Why is it an eigenfuntion?
The action of the system on an input est is multiplication by the
transfer function H(s).

An eigenfunction is a signal that passes through the system

without being modified except for multiplication by a
scalar.

We identify est as an eigenfunction of the LTI system and H(s) as

the corresponding eigenvalue.

LTI System
e st H(s) H(s)est
We can express the complex-valued transfer function H(s) in polar form as

(6)

where |H(s)| and φ(s) are the magnitude and phase of H(s), respectively. Now, we
rewrite the LTI system output as

(7)
We use s = σ + jω to obtain

(8)

• Since the input x(t) has the form given in Equation (1), we see that the system changes
the amplitude of the input by |H(σ + jω| and shifts the phase of the sinusoidal
components by φ(σ + jω).

• The system does not change the damping factor a or the sinusoidal frequency co of the
input.
Laplace Transform Representation
The Laplace transform of x(t) is

(9)
Relationship Notation

and the inverse Laplace transform of X(s) is

(10)
Convergence
A necessary condition for convergence of the Laplace transform is the absolute
integrability of x(t)eσt. That is, we must have

(11)

The range of a for which the Laplace transform converges is termed the
region of convergence (ROC).
• The Laplace transform exists for signals that do not have a Fourier transform. By limiting
ourselves to a certain range of σ, we may ensure that x(t)eσt is absolutely integrable,
even though x(t) is not absolutely integrable by itself.
• For example, the Fourier transform of x(t) = etu(t) does not exist, since x(t) is an
increasing real exponential signal and is thus not absolutely integrable. However, if σ > 1,
then x(t)eσt = e(1- σt)u(t) is absolutely integrable, and so the Laplace transform does exist
(see Figure 2).
• The existence of the Laplace transform for signals that have no Fourier transform is a
significant advantage gained from using the complex exponential representation.

Figure 2. The Laplace transform applies to more general signals than the Fourier transform
The s-Plane
It is convenient to represent the complex frequency s graphically in terms of a
complex plane termed the s-plane, as illustrated in figure 3.

The vertical axis represents the

imaginary part of s (i.e., the
sinusoidal frequency ω). Note

The horizontal axis represents

the real part of s (i.e., the
exponential damping factor σ)
Figure 3. The s-plane. The horizontal axis is Re(s) and
the vertical axis is Im(s).
The Laplace and Fourier Transform
Relationship
If x(t) is absolutely integrable, we may obtain the Fourier transform from the Laplace
transform by setting σ = 0:

(12)

In the s-plane, σ = 0 corresponds to the imaginary axis..

We thus say that the Fourier transform is given by the

Laplace transform evaluated along the imaginary axis
 Poles and Zeros
The most commonly encountered form of the Laplace transform in engineering is a ratio of
two polynomials in s; that is,

(13)

It is useful to factor X(s) as a product of terms involving the roots of the denominator
and numerator polynomials:

(14)

The ck are the roots of the numerator polynomial and are termed the zeros of X(s). The dk are
the roots of the denominator polynomial and are termed the poles of X(s).
 We denote the locations of zeros in the s-plane with the "O" symbol and the locations
of poles with the "X" symbol, as illustrated in Figure 4. The locations of poles and zeros
in the s-plane uniquely specify X(s), except for the constant gain factor bM.

Figure 4. The s-plane.

Zeros are depicted at s = —1 and s = — 4 ± 2j.
Poles are depicted at s = —3, s = 2 ± 3j, and s = 4.
Example 1. Laplace Transform of a Causal Exponential Signal.

Determine the Laplace transform of

and depict the ROC and the locations of poles and zeros in the s-plane. Assume that σ
is real.
Solution.
Substitute x(t) into Equation (9), obtaining
Now, if σ > a, then e-(σ-a)t goes to zero as t
approaches infinity, and

To evaluate e-(s-a)t at the limits, we use s = σ + jw The Laplace transform X(s) does not exist for
to write σ ≤ a, since the integral does not converge.

The ROC for this signal is thus σ > a, or

equivalently, Re(s) > a.
The ROC is depicted as the shaded region of the s-plane in Figure 5. The pole is
located at s = a.

The expression for the

Laplace transform does
not uniquely correspond
to a signal x(t) if the ROC
is not specified. That is,
two different signals may
have identical Laplace
transforms, but different
ROCs.

Figure 5. The ROC for x(t) = eatu(t) is depicted by the shaded

region. A pole is located at s = a.
Example 2. Laplace Transform of an Anticausal Exponential Signal.
An anticausal signal is zero for t > 0. Determine the Laplace transform and ROC for
the anticausal signal

Solution. Using equation (9) and resolving,

The ROC and the location of the pole at s = a

are depicted in Figure 6. Figure 6. The ROC for y(t) = -eat u(-t) is
depicted by the shaded region. A pole is
located at s = a.
Problem 1. Determine the Laplace transform and ROC of the following
signals: −3 3
1 3
න 𝑒 𝑒 𝑑𝑡 = න 𝑒(5−𝑠)𝑡𝑑𝑡
5𝑡 −𝑠𝑡 (5−𝑠)𝑡
𝑒
−∞ −∞ (5 − 𝑠) −∞
=
1
=− −3(𝑠−5)
(−5 + 𝑠) 𝑒

Answers: 𝑢(−(𝑡 − 3))

𝑇 = −𝑡 + 3
𝑡 =3−T
∞

− න 𝑒 5 3−𝑇 𝑒−𝑠(3−T)𝑑𝑇
0
Problem 2. Determine the Laplace transform, ROC, and locations of
poles and zeros of X(s) for the following signals:

Answers:

There is a pole at s = jω0

There are poles at s = ±j3

There is a zero at s = —5/2 and poles at s = —2 and

THE UNILATERAL LAPLACE TRANSFORM
• There are many applications of Laplace transforms in which it is reasonable to
assume that the signals involved are causal—that is, zero for times t < 0.
• Time t = 0 is often chosen as the time at which an input is presented to the system,
and the behavior of the system for time t ≥ 0 is of interest. In such problems, it is
advantageous to define the unilateral or one-sided Laplace transform, which is
based only on the nonnegative-time (t ≥ 0) portions of a signal.

• By working with causal signals, we remove the ambiguity inherent in the bilateral
transform and thus do not need to consider the ROC.

• Also, the differentiation property for the unilateral Laplace transform may be used
to analyze the behavior of a causal system described by a differential equation with
initial conditions (The most common use for the unilateral transform in engineering).
The unilateral Laplace transform of a signal x(t) is defined by

(15)

• The lower limit of 0- implies that we do include discontinuities and impulses that
occur at t = 0 in the integral. Hence, X(s) depends on x(t) for t ≥ 0.

• Since the inverse Laplace transform given by Equation (10) depends only on X(s),
the inverse unilateral transform is still given by that equation.
The relationship between X(s) and x(t) is denoted as
Denotes the unilateral transform

(16)

The unilateral and bilateral Laplace transforms are equivalent for signals that are zero
for times t < 0.

Repeating example 1, but using

the unilateral Laplace transform, which is equivalent to,
we find

(17)

(18)
Problem 3. Determine the unilateral Laplace transforms of the
following signals:

Answers:
Properties of the Unilateral Laplace Transform
In the properties discussed next, we assume that

(19)

and

(20)
(21)

(22)
(23)

(24)
(25)

(26)
 (27)

The general form for the differentiation property is

(28)
(29)

(30)

(31)
Inversion of the Unilateral Laplace Transform
• Direct inversion of the Laplace transform using Equation (10) requires an
understanding of contour integration.

• A way to determine inverse Laplace transforms is to use the one-to-one

relationship between a signal and its unilateral Laplace transform.

• Given knowledge of several basic transform pairs and the Laplace transform
properties, we are able to invert a very large class of Laplace transforms in this
manner.
In the study of LTI systems described by integro-differential equations, we
frequently encounter Laplace transforms that are a ratio of polynomials in s. In this
case, the inverse transform is obtained by expressing X(s) as a sum of terms for
which we already know the time function, using a partial-fraction expansion.

Suppose

(32)

If M < N the partial-fraction expansion method is used to determine the

inverse transform
We can express Equation (32) as

(33)

If all the poles dk are distinct, then, using a partial-fraction expansion, we may rewrite
X(s) as a sum of simple terms:

(34)

Here, the Ak are determined by using the method of residues or by solving a system of
linear equations
The inverse Laplace transform of each term in the sum may now be found from Equation (17),
resulting in the pair

(35)

If a pole di is repeated r times, then there are r terms in the partial-fraction expansion
associated with that pole, namely,

(36)

The inverse Laplace transform of each term is found using Equations (35) and (26) to obtain

(37)
Example 3. Inversion by Partial-Fraction Expansion

Find the inverse Laplace transform of

Solution

We use a partial-fraction expansion of X(s) to write

Solving for A1, A2, and A3 by the method of residues, we obtain

Using the propeties and transforms pairs, we obtain

 The Transfer Function
Recall that the output of an LTI system is related to the input in terms of the impulse
response via the convolution

(38)

In general, this equation applies to h(t) and x(t), regardless of whether they are causal or
noncausal. Hence, if we take the bilateral Laplace transform of both sides of this equation and
use the convolution property, then we have

(39)
The transfer function of an LTI system provides yet another description of the
input-output behavior of the system. It is defined as

(40)

• That is, the transfer function is the ratio of the Laplace transform of the output
signal to the Laplace transform of the input signal.

• This definition applies at values of s for which X(s) is nonzero.

Bibliography
• Simon Haykin, Barry Van Veen, “Signal and Systems”, 2nd Edition,
Willey, 2002.

• John G. Proakis, Dimitris G. Manolakis ; “Digital Signal Processing -

Principles, Algorithms, and Applications”, 4th Edition, Pearson –
Prentince Hall; 2006.

• Vinay K. Ingle, John G. Proakis; “Digital Signal Processing Using

MATLAB®”; 3rd Edition, Cengage Learning, 2012.