1 April 2019 Laplace Transform 1

SIGNALS AND SYSTEMS

EEE 221 Lec 5
Syed Athar Bin Amir
North South University
1 April 2019 Laplace Transform 2

LAPLACE TRANSFORM
1 April 2019 Laplace Transform 3

Why Laplace Transform?

• Laplace transform is the dual (or complement) of time-domain analysis.
• In time-domain analysis, we break an input x(t) into impulsive components,
and sum the system response to all these components.
• In frequency-domain analysis, we break the input x(t) into exponential
components of the form est, where s is the complex frequency:
𝒔 = 𝝈 + 𝒋𝝎
• Laplace transform is the tool to map signals and system behaviour from the
time-domain into the frequency domain.
1 April 2019 Laplace Transform 4

Definition of Bilateral Laplace Transform

• For a signal x(t), its Laplace transform is defined by:
∞
𝑋 𝑠 = 𝑥(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
−∞
• The signal x(t) is said to be the inverse Laplace transform of X(s). It can be
shown that
𝑐+𝑗𝜔
1
𝑥 𝑡 = 𝑋(𝑠)𝑒 𝑠𝑡 𝑑𝑠
2𝜋𝑗 𝑐−𝑗𝜔
• where c is a constant chosen to ensure the convergence of the first integral.

• This general definition is known as two-sided (or bilateral) Laplace

Transform – it does not assume causality of the signal.
1 April 2019 Laplace Transform 5

Connection between Fourier Transform and Laplace

Transform
• Compare Fourier Transform:
∞
𝑿 𝝎 = 𝒙(𝒕)𝒆−𝒋𝝎𝒕 𝒅𝒕
−∞
• With Laplace Transform:
∞
𝑿 𝒔 = 𝒙(𝒕)𝒆−𝒔𝒕 𝒅𝒕
−∞
• Setting 𝑠 = 𝑗ω in this equation yields:
∞
𝑋 𝑗ω = 𝑥(𝑡)𝑒 −𝑗ω𝑡 𝑑𝑡 where 𝑋 𝑗ω = 𝑋(𝑠) ∣𝑠=𝑗ω
−∞
• Is it true that 𝑋 𝑗ω = 𝑋 ω ? Only if the time domain signal x(t) is absolutely
integrable (i.e. has finite energy):
∞
𝒙(𝒕) 𝒅𝒕 < ∞
−∞
1 April 2019 Laplace Transform 6

What does Laplace offer over Fourier?

• The Fourier Transform allows us to represent a signal as a continuous sum of
complex exponentials in the form 𝒆𝒋𝝎𝒕 , whose frequencies are restricted to the
imaginary axis of the complex plane 𝒔 = 𝒋𝝎
• However, it only exists for a restricted class of signals that are absolutely
integrable (Dirichlet condition) – so it cannot be used for signals such as
growing exponentials.
• Laplace Transform is better for analyzing unstable/marginally stable
systems compared to Fourier Transform as a consequence.
• Laplace Transform of a signal x(t) can be interpreted as the Fourier Transform
of x(t) after multiplication by a real exponential signal 𝒆−𝝈𝒕 , which may be
decaying or growing in time depending on the value of σ
1 April 2019 Laplace Transform 7

Region of Convergence
• The Region of Convergence (ROC) dictates for which values of s does the
Laplace Transform exists.
• When dealing with the bilateral Laplace transform, this is a critical component
– as the same Laplace transform may exist for two different signals, with the
only difference being their ROC
• Take the Laplace transform of 𝑒 −𝑎𝑡 𝑢 𝑡 and −𝑒 −𝑎𝑡 𝑢(−𝑡) as an example.
1 April 2019 Laplace Transform 8

Laplace Transform of 𝑒 −𝑎𝑡 𝑢 𝑡

∞
𝐿 𝑥 𝑡 =𝑋 𝑠 = 𝑒 −𝑎𝑡 𝑢(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
−∞
∞ ∞
= 𝑒 −𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡
0 0
−1 −(𝑠+𝑎)𝑡
∞ −1
= 𝑒 = 0−1
𝑠+𝑎 0 𝑠+𝑎
1
= 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 𝑅𝑒 𝑠 + 𝑎 > 0 𝑜𝑟 𝑅𝑒 𝑠 ≻ −𝑎
𝑠+𝑎
• For this signal, the Laplace transform only converges for σ = 𝑅𝑒 𝑠 ≻ −𝑎
• [Note: For a complex number z=α+jβ, e-(α+jβ)t = e-αt e-jβt . The magnitude of e-jβt
stays 1 regardless of β. As t approaches infinity, e-(α+jβ)t will approach zero only
if α>0]
1 April 2019 Laplace Transform 9

Laplace Transform of −𝑒−𝑎𝑡 𝑢 −𝑡

∞
𝐿 𝑥 𝑡 =𝑋 𝑠 = −𝑒 −𝑎𝑡 𝑢(−𝑡)𝑒 −𝑠𝑡 𝑑𝑡
−∞
0 0
=− 𝑒 −𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡
−∞ −∞
1 −(𝑠+𝑎)𝑡
0
= 𝑒
𝑠+𝑎 −∞
1
= 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 𝑅𝑒 𝑠 + 𝑎 < 0 𝑜𝑟 𝑅𝑒 𝑠 < −𝑎
𝑠+𝑎
• For this signal, the Laplace transform only converges for σ = 𝑅𝑒 𝑠 < −𝑎
• The transform is identical to the previous slide’s signal, with the only difference being
in the ROC!
• When specifying the Bilateral Laplace transform of a signal, it is crucial to include the
algebraic expression as well as the range of values of s for which the expression is
valid.
1 April 2019 Laplace Transform 10

Signals (a) and (b) have the same Laplace Transform, but different regions of convergence
1 April 2019 Laplace Transform 11

Laplace transform of two real exponentials

• Consider the following signal
x t = 3𝑒 −2𝑡 𝑢 𝑡 − 2𝑒 −𝑡 𝑢 𝑡
• It’s Laplace Transform is as follows:
∞
𝑋 𝑠 = 3𝑒 −2𝑡 𝑢 𝑡 − 2𝑒 −𝑡 𝑢 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
−∞
∞ ∞
=3 𝑒 −2𝑡 𝑢 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 − 2 𝑒 −𝑡 𝑢 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
−∞ −∞
• Seeing how both these exponentials have the form 𝑒 −𝑎𝑡 𝑢 𝑡 , we can use the
previous result to obtain
3 2
𝑋 𝑠 = −
𝑠+2 𝑠+1
• What about ROC?
1 April 2019 Laplace Transform 12

Laplace transform of two real exponentials

• To determine the ROC, we note how x(t) is a sum of two real exponentials,
and X(s) is the sum of the Laplace transforms of each individual term.
• For
−𝑡
1
𝑒 𝑢 𝑡 ↔ , 𝑅𝑒 𝑠 ≻ −1
𝑠+1
• And for
−2𝑡
1
𝑒 𝑢 𝑡 ↔ , 𝑅𝑒 𝑠 ≻ −2
𝑠+2
• The set of values where both these terms converge is 𝑅𝑒 𝑠 ≻ −1
• This is the ROC of the combined transform.
1 April 2019 Laplace Transform 13

Definition of Unilateral Laplace Transform

• Working with the Bilateral Laplace Transform can be tricky, as several
functions may share the same Laplace Transform, but have separate Regions
of Convergence (ROC)
• This means for a given 𝑋 𝑠 , you may have more than one inverse Laplace
transform, depending on the ROC.
• However, if we restrict all our signals to be causal, we are left with only one
inverse transform for each x(t), and do not need to specify the ROC.
• If we are only working with causal signals, then the unilateral (one-sided)
Laplace Transform is enough – and it is defined as:
∞
𝑋 𝑠 = 𝑥(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0
• Note how the limits of integration now start from t=0 instead of negative infinity
here.
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Table of Laplace
Transform pairs
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Properties of
Laplace
Transform
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Exercise
• Using the formula for Unilateral Laplace Transform, find the Laplace
Transform of the following functions:

1. 𝛿(𝑡)
2. 𝑢(𝑡)
3. 𝑒 𝑎𝑡 𝑢(𝑡)
4. cos 𝜔0 𝑡 𝑢(𝑡)
1 April 2019 Laplace Transform 17

Finding the Inverse Laplace Transform

• Finding the Inverse Laplace Transform directly requires contour integration in
the ROC in the complex plane – which is quite complicated!
• For this course, you are expected to use the table of Laplace Transform pairs
to find inverse transforms.
• Laplace transforms often appear as rational functions of the variable s in the
form
𝑁(𝑠)
𝑋 𝑠 =
𝐷(𝑠)
Where the degree of the numerator polynomial N(s) is at most equal to the
degree of the denominator polynomial D(s).
• The roots of D(s) are called poles, and the roots of N(s) are called zeros
• Partial Fractions can be used to express X(s) as a sum of simpler rational
functions with well known inverse transforms.
1 April 2019 Laplace Transform 18

Partial Fractions Expansion

𝑁(𝑠)
• In the case of 𝑋 𝑠 = being such that there are no repeated roots in
𝐷(𝑠)
𝐷(𝑠), we can show that

𝑘1 𝑘2 𝑘𝑛
𝑋 𝑠 = + + ⋯+
𝑠 − 𝑎1 𝑠 − 𝑎2 𝑠 − 𝑎𝑛

• To evaluate this using the Heaviside cover-up method, we set s to be equal

to a1, remove that factor from the original equation, and solve to find k1
• Repeat this for all the factors
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Example Partial Fractions – distinct roots

7𝑠−6
• Find the inverse Laplace transform of 𝑋 𝑠 =
𝑠 2 −𝑠 −6

7𝑠 − 6
𝑋 𝑠 = 2
𝑠 −𝑠 −6
7𝑠 − 6 𝑘1 𝑘2
= = +
(𝑠 + 2)(𝑠 − 3) 𝑠 + 2 𝑠 − 3
Setting s=3 and covering up the (s-3) term, we get
7𝑠 − 6 7 3 − 6
𝑘2 = = =3
𝑠+2 3+2
And setting s= -2 and covering up the (s+2) term, we get
7𝑠 − 6 7 −2 − 6
𝑘1 = = =4
𝑠−3 −2 − 3
1 April 2019 Laplace Transform 20

Partial Fractions Expansion

𝑁(𝑠)
• In the case of 𝑋 𝑠 = being such that the order of the polynomial 𝑁 𝑠 = 𝐷(𝑠),
𝐷(𝑠)
we can show that the partial fractions expansion will then be the sum of the
coefficient of the highest power in the numerator, and the partial fractions
corresponding to the poles of X(s). Simply follow the same steps as before for
Heaviside coverup.
Example:
2𝑠 2 + 5 2𝑠 2 + 5 𝑘1 𝑘2
𝑋 𝑠 = 2 = =2+ +
𝑠 + 3𝑠 + 2 (𝑠 + 1)(𝑠 + 2) 𝑠+1 𝑠+2
2𝑠 2 + 5 2 −12 + 5
𝑘1 = = =7
𝑠+2 −1 + 2
2𝑠 + 5 2 −22 + 5
2
𝑘2 = = = −13
𝑠+1 −2 + 1
7 13
So 𝑋 𝑠 = 2 + − and from the table, 𝑥 𝑡 = 2𝛿 𝑡 + 7𝑒 −𝑡 − 13𝑒 −2𝑡 𝑢 𝑡
𝑠+1 𝑠+2
1 April 2019 Laplace Transform 21

Linearity
• Laplace Transform is a linear transform, just like Fourier Transform was
• That means:

𝐿 𝑎1 𝑓1 𝑡 + 𝑎2 𝑓2 𝑡 = 𝑎1 𝐿 𝑓1 𝑡 + 𝑎2 𝐿{𝑓2 𝑡 }
1 April 2019 Laplace Transform 22

Time Shifting
If
𝑓(𝑡) ↔ 𝐹(𝑠)

Then, for any delay in time 𝑡0 ≥ 0,

𝑓 𝑡 − 𝑡0 ↔ 𝐹 𝑠 𝑒 −𝑠𝑡0
• Note that in case of the unilateral Laplace transform, we’re dealing with
signals which are strictly causal, and so x(t) starts at t=0 – a more accurate
way of putting this property is:
𝑓 𝑡 𝑢 𝑡 ↔𝐹 𝑠
𝑓 𝑡 − 𝑡0 𝑢 𝑡 − 𝑡0 ↔ 𝐹 𝑠 𝑒 −𝑠𝑡0 𝑡0 ≥ 0
1 April 2019 Laplace Transform 23

Application of Time Shifting

• Find the Laplace Transform of x(t) as shown:
1 April 2019 Laplace Transform 24

Application of Time Shifting

• Find the Laplace Transform of x(t) as shown:

𝑥 𝑡 = 𝑡−1 𝑢 𝑡−1 −𝑢 𝑡−2 + 𝑢 𝑡−2 −𝑢 𝑡−4

= 𝑡−1 𝑢 𝑡−1 − 𝑡−1 𝑢 𝑡−2 +𝑢 𝑡−2 −𝑢 𝑡−4
= 𝑡−1 𝑢 𝑡−1 − 𝑡−2+1 𝑢 𝑡−2 +𝑢 𝑡−2 −𝑢 𝑡−4
= 𝑡−1 𝑢 𝑡−1 − 𝑡−2 𝑢 𝑡−2 −𝑢 𝑡−2 +𝑢 𝑡−2 −𝑢 𝑡−4
𝑥 𝑡 = 𝑡−1 𝑢 𝑡−1 − 𝑡−2 𝑢 𝑡−2 −𝑢 𝑡−4
Using the time shift property, this gives:
1 −𝑠 1 −2𝑠 1 −4𝑠
𝑋 𝑠 = 2𝑒 − 2𝑒 − 𝑒
𝑠 𝑠 𝑠
1 April 2019 Laplace Transform 25

Frequency Shifting
If
𝑓(𝑡) ↔ 𝐹(𝑠)

Then,

𝑓 𝑡 𝑒 𝑠0𝑡 ↔ 𝐹 𝑠 − 𝑠0

Note that this is the dual of the time shifting property

1 April 2019 Laplace Transform 26

Time Differentiation
• If
𝑓(𝑡) ↔ 𝐹(𝑠)
• Then
𝑑𝑓
↔ 𝑠𝐹 𝑠 − 𝑓(0)
𝑑𝑡

• And in general, repeated application of this property holds:

𝑛
𝑑𝑛 𝑓
↔ 𝑠𝑛 𝐹 𝑠 − 𝑠 𝑛−𝑘 𝑓 𝑘−1 0
𝑑𝑡 𝑛
𝑘=1
1 April 2019 Laplace Transform 27

Frequency Differentiation
• If
𝑓(𝑡) ↔ 𝐹(𝑠)
• Then
𝑑
𝑡𝑓 𝑡 ↔ − 𝐹 𝑠
𝑑𝑠
1 April 2019 Laplace Transform 28

Application of Time-Differentiation
• Find the Laplace
Transform of the signal
x(t) using time
differentiation and time-
shifting properties.
1 April 2019 Laplace Transform 29

Application of Time-Differentiation
𝑑2 𝑥
2
= 𝛿 𝑡 − 3𝛿 𝑡 − 2 + 2𝛿 𝑡 − 3
𝑑𝑡

𝑑2 𝑥
We know that ↔ 𝑠 2 𝑋 𝑠 − 𝑠𝑥 0 − 𝑥′(0)
𝑑𝑡 2

Since 𝛿 𝑡 ↔ 1, 𝛿 𝑡 − 2 ↔ 1 𝑒 −2𝑠 and

𝛿 𝑡 − 3 ↔ 1 𝑒 −3𝑠

And 𝑥 0 = 𝑥 ′ 0 = 0 [From the graph]

𝑠 2 𝑋 𝑠 − 0 − 0 = 1 − 3e−2s + 2e−3s
1
X s = 2 [1 − 3e−2s + 2e−3s ]
s
1 April 2019 Laplace Transform 30

Time integration
• If
𝑓(𝑡) ↔ 𝐹(𝑠)
• Then
𝑡
𝐹 𝑠
𝑥 𝜏 𝑑𝜏 ↔
0 𝑠

• Its dual is the frequency integration property, where if

𝑓(𝑡) ↔ 𝐹(𝑠)
• Then
∞
𝑥 𝑡
↔ 𝑋 𝑧 𝑑𝑧
𝑡 𝑠
1 April 2019 Laplace Transform 31

Scaling Property
• If
𝑓(𝑡) ↔ 𝐹(𝑠)
• Then
1 𝑠
𝑓 𝑎𝑡 ↔ 𝐹 𝑓𝑜𝑟 𝑎 > 0
𝑎 𝑎

• Time compression by a factor a causes an expansion in s-domain by the same

factor
1 April 2019 Laplace Transform 32

Convolution Property
• The time convolution property and its dual, the frequency convolution property, states
that if

𝑓1 𝑡 ↔ 𝐹1 𝑠 and 𝑓2 (𝑡) ↔ 𝐹2 (𝑠)

Then (time convolution)

𝑓1 𝑡 ∗ 𝑓2 𝑡 ↔ 𝐹1 𝑠 𝐹2 (𝑠)

And (frequency convolution)

1
𝑓1 𝑡 𝑓2 𝑡 ↔ 𝐹1 𝑠 ∗ 𝐹2 𝑠
2𝜋𝑗
• Convolution in time domain is equivalent to multiplication in s-domain, and vice versa
1 April 2019 Laplace Transform 33

Application of Convolution property

• Use time-convolution property of Laplace transform to determine what c(t) is, where
𝑐 𝑡 = 𝑒 𝑎𝑡 𝑢 𝑡 ∗ 𝑒 𝑏𝑡 𝑢 𝑡
• Since
1 1
𝑒 𝑎𝑡 𝑢 𝑡 ↔ and 𝑒 𝑏𝑡 𝑢 𝑡 ↔
𝑠−𝑎 𝑠−𝑏
• Then
1 1
𝑒 𝑎𝑡 𝑢
𝑡 ∗ 𝑡 ↔ 𝑒 𝑏𝑡 𝑢
𝑠−𝑎 𝑠−𝑏
1 1 1 1 1
𝐶 𝑠 = = −
𝑠−𝑎 𝑠−𝑏 𝑎−𝑏 𝑠−𝑎 𝑠−𝑏
Therefore
1
𝑐 𝑡 = 𝑒 𝑎𝑡 − 𝑒 𝑏𝑡 𝑢 𝑡
𝑎−𝑏
1 April 2019 Laplace Transform 34

Relationship to convolution
• If ℎ(𝑡) is the impulse response of an LTI system, then we know that the zero-state
response 𝑦(𝑡) is calculated as the convolution between an input 𝑥(𝑡) and the impulse
response ℎ(𝑡)
• Assuming causality, based on the properties of Laplace Transform:
𝑌 𝑠 = 𝑋 𝑠 𝐻(𝑠)

• It follows that
𝑌 𝑠 𝐿 𝑧𝑒𝑟𝑜 − 𝑠𝑡𝑎𝑡𝑒 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒
𝐻 𝑠 = =
𝑋 𝑠 𝐿 𝑖𝑛𝑝𝑢𝑡

• 𝐻 𝑠 is called the transfer function of the LTI system.

• The system response y(t) can be found by computing Y(s)=H(s)X(s) and finding the
inverse Laplace Transform instead.
1 April 2019 Laplace Transform 35

Initial Value Theorem

• The initial value theorem states that:
lim 𝑥(𝑡) = 𝑥 0 = lim 𝑠𝑋(𝑠)
𝑡→0 𝑠→∞

• So the initial value of a function can be found by letting s go to infinity and

calculating sX(s)

• Conditions for this to be true is for there to be valid Laplace transforms for x(t)
as well as dx/dt, and for the numerator power of X(s) to be less than the
denominator power (M<N)
1 April 2019 Laplace Transform 36

Final Value Theorem

• The final value theorem states that:
lim 𝑥(𝑡) = 𝑥 ∞ = lim 𝑠𝑋(𝑠)
𝑡→∞ 𝑠→0

• Conditions for this are for Laplace transforms of x(t) and dx/dt to exist, and that
all the poles in sX(s) to be on the Left plane or origin.