2 Lectures Week2 The Laplace Transforms

MAK333E
System Dynamics and Control
Week 2: The Laplace Transforms

Lecturer:
Assoc. Prof. Erdinç ALTUĞ
E-mail: altuger@itu.edu.tr
MAK331E System Dynamics and Control Course Lecture Notes, 1
Dr. Bilin AKSUN GÜVENÇ
Why Laplace transforms?

We will use Laplace transform in MAK333E
– To solve linear differential equations, e.g.
x 3 x  2 x  0 , x( 0 )  a , x( 0 )  b
– Whatever we put inside a block is a Laplace
transform of a differential equation.
Example: For a system, assume that Torque T(t) is the input, yaw angle
d 2
Ɵ(t) is the output. And the differential equation is given as: T (t)  J
dt 2
Take Laplace Trans. of the eqn.
TRANSFER
 T ( s )  Js 2 ( s ) FUNCTION
G(s)
1
 G(s)  2 An element of the block diagram 2
Js
1
Approach to dynamics system
modeling
1. Define the system and its components
2. Formulate the math model and fundamental
necessary assumptions based on basic
principles
3. Obtain the diff. eqns. representing the math.
model
4. Solve the eqns. for the desired output
variables
5. Examine the solutions and assumptions
6. If necessary, reanalyze or redesign the system
Dr. B. A. GÜVENÇ and Dr. E. ALTUĞ
y  y  u
y  5 y  10 y  u  u
y  sin y  u
y  yy  10 y 2  u

2
THE LAPLACE TRANSFORM
Introduction:
• The Laplace Transform is a powerful tool formulated to solve a wide variety
of linear ordinary differential equations .
• The strategy is to transform the differential equations (especially difficult
ones) into simple algebra problems where solution can be easily obtained.
• One than applies the Inverse Laplace Transform (ILT) to retrieve the
solutions of the original problems. This can be illustrated as follows:
Linear Ordinary (initial conditions,

Differential Equations automatically
taken care of, no
need to solve
homog. and non-
Solutions of linear homogen. solns
ordinary separately)
differential
equations

THE LAPLACE TRANSFORM

•The Laplace transform method is an operational method that can be
used advantageously for solving linear differential equations.
•By use of Laplace transforms, one can convert many common functions,
such as sinusoidal functions, damped sinusoidal functions and
exponential functions, into algebraic functions of a complex variable s.
•Operations such as differentiation and integration can be replaced by
algebraic operations in the complex plane.
•Thus, a linear differential equation can be transformed into an
algebraic equation in a complex variable s.
•If the algebraic equation in s is solved for the dependent variable, then
the solution of the differential equation (the inverse Laplace transform
of the dependent variable) may be found by use of a Laplace transform
table or by use of the partial expansion technique.
3
An advantage of the Laplace transform method is that it allows the use of
graphical techniques for predicting the system performance without
actually solving system differential equations.
Another advantage of the Laplace transform methods is that, when one
solves the differential equation, both the transient component and steady-
state component of the solution can be obtained simultaneously.
Initial values are automatically taken care of.
Complicated inputs can be handled efficiently.

THE COMPLEX ALGEBRA
Before going into the definition of the Laplace Transform, let’s take a
look at the review of complex variables and complex functions.
Complex variable: A complex number has a real part and imaginary
part, both of which are constant. If the real part and/or imaginary
part are variables, a complex number is called a complex variable. In
the Laplace transformation we use the notation s as a complex variable
that is,
s    j s-Plane
where  is the real part and  is the
imaginary part.

4
The magnitude of s1 is  12  12 ,
The angle  of s1 is

s-Plane
tan 1 1
1
The complex conjugate of s1 is
s1  1  j1
Example: Let’s find the magnitude and the angle of  of the complex
number s1=3+4j.
The magnitude of s1 is 32  4 2  5 ,
4
The angle  of s1 is tan 1  53.13 .
3
Complex Functions: A complex function F(s), a function of s, has a

real part and an imaginary part or
F ( s )  Fx  jF y
where Fx and Fy are real quantities. The magnitude of F(s) is
Fx2  Fy2 ,
and the angle  of F(s) is tan -1 (Fy / Fx ) .
The angle is measured counterclockwise from the positive real axis.
The complex conjugate of F(s) is
F  Fx  jFy .

5
LAPLACE TRANSFORMATION
Let us define
f(t)= a function of time t such that f(t)=0 for t < 0, and
f(t) defined on 0  t  .
s = a complex variable
L = an operational symbol indicating that the quantity 

that it prefixes is to be transformed by the Laplace integral  e  st dt
F(s) = Laplace transform of f(t) 0
Then the Laplace transform of f(t) is given by

 
L( f (t ))  F ( s)   e  st dt[ f (t )]   f (t )e  st dt. (2.10)
0 0
The reverse process of finding the time function from the Laplace transform F(s) is
called the inverse Laplace transform. The notation for the inverse Laplace
transformation is 1
L [ F ( s )]  f ( t ) (2.11)
Properties of Laplace Transforms:

If a function f(t) has a Laplace Transform, then the Laplace transform of
Af(t), where A is a constant, is given by
L[ Af (t )]  AL[ f (t )]. (2.12)
This is obvious from the definition of the Laplace transform. Similarly, if

functions f1(t) and f2(t) have Laplace transforms, then the Laplace
transform of the function f1(t)+ f2(t) is given by
L[ f1(t )  f 2 (t )]  L[ f1(t )]  L[ f 2 (t )]. (2.13)

In what follows, we derive Laplace transforms of a few commonly
encountered functions.

6
Exponential function: Consider the exponential function
f (t )  0 for t 0
 Ae t for t0
where A and  are constants.
The Laplace transform of this exponential function can be obtained as
follows:  
t t  st  (  s )t A
L[ Ae ]   Ae e dt  A  e dt 
0 0 s 
It is seen that the exponential function produces a pole (s= - ) in the
complex plane.
Once the Laplace transform F(s) is obtained, F(s) can be considered
valid throughout the entire s plane except at the poles of F(s).

f(t)
Step function: Consider the step function A
f (t )  0 for t  0
0
A for t  0
t
where A is a constant. Note that it is a special case of the exponential

function Ae-t , where  = 0. The step function is undefined at t=0.
Its Laplace transform is given by
 A
L( A)   Ae  st dt 
0 s
As stated earlier, the Laplace transform thus obtained is valid in the
entire s plane except at the pole s = 0.

7
The step function whose height is unity is called a unit-step function.
The unit-step function that occurs at t=t0 is frequently written as u(t-t0).
The step function of height A can then be written as f(t)=Au(t).
The Laplace transform of the unit-step function, which is defined by
u(t)
1( t )  u( t )  0 for t  0 A
1 for t  0 0 t
is 1/s, or
1
L[u (t )] 
s
Ramp function: Consider the ramp function
f (t )  0 for t  0
 At for t  0
where A is a constant.
The Laplace transform of this ramp function is obtained as

(Remember integration by parts  u dv  uv   v du )
 e  st  Ae  st A A
L[ At ]   Ate  st dt  At  dt   e  st dt 
0 s s s 0 s2
0 0
Sinusoidal Function: The Laplace transform of the sinusoidal function
f (t )  0 for t  0
 A sin t for t  0
where A and  are constants, is obtained as follows. By using Euler’s
theorem, we can express sine and cosine in terms of exponential
function. Noting that e -j is the complex conjugate of e j and that
e j  cos  j sin 
e  j  cos  j sin 
8
we find, after adding and subtracting these two previous equations,
1 j
cos  ( e  e  j )
2
1 j
sin   ( e  e  j )
2j
So sint can be written as
1 jt  jt
sin t  (e e )
2j
Let’s take the Laplace Transform of this equation.
A  jt  jt  st
L[ A sin t ]  
(e e )e dt
2j 0
A 1 A 1 A
  
2 j s  j 2 j s  j s   2
2
Similarly, the Laplace transform of Acost can be derived as follows:
As
L[ A cost ] 
s2   2
•The Laplace transform of any Laplace transformable function f(t)
can be found by multiplying f(t) by e-st and then integrating the
product from t = 0 to t = .
•Once we know the method of obtaining the Laplace transform,
however, it is not necessary to derive the Laplace transform of f(t)
each time.
•Laplace transform tables can conveniently be used to find the
transform of a given function f(t).
•Table 2.1 shows Laplace transforms of time functions that will
frequently appear in linear control systems analysis.
9
Table 2.1
Ogata 4th Edition
pg.17

Table 2.1
Ogata 4th Edition
pg.18

10
u(t)
Translated Function:
A
Remember the unit step function.
0 t
One can use unit step function to define a general function f(t)u(t), that is
zero for t < .
If we use the t-shifting property, we can write translated function as f(t-
)u(t- ). Both of them are shown in the following figure.
f(t)u(t) f(t- )u(t- )

t-shifting
(translation in time
domain)

Let us take the Laplace transform of the translated function.
f(t)u(t) f(t- )u(t- )
-αs
The above equation states that Laplace transform of translation of the

time function f(t) by  (where   0) corresponds to the multiplication
of the transform F(s) by e -s.
This will be very useful, when we will use reverse laplace transform
L-1[] with functions involving exponentials. 25
11
Pulse Function: Consider the pulse function f(t)
A
f (t )  for 0  t  t0 A/t0
t0
0 for t  0 , t0  t 0 t0 t
where A and t0 are constants.

The pulse function here may be considered a step function of height A/t0
that begins at t=0 and that is superimposed by a negative step function
of height A/t0 beginning at t=t0 ; that is,
A A
f (t ) u( t )  u( t  t0 )
t0 t0
A/t0 t0
0 t
-A/t0
0 t
Then the Laplace transform of f(t) is obtained as
A  A 
L [ f ( t )]  L  u( t )   u( t  t0 )
 t0   t0 
A A A
  e  st0  ( 1  e  st0 )
t0 s t0 s t0 s

12
f(t)
Example:
1
0 a b t
f(t)
Example:
A
0 t
T

Impulse Function:
30
The impulse function is a special limiting case of the pulse function.
MAK333E System Dynamics and Control Course Lecture Notes,

13
Consider the impulse function
A
f (t )  lim for 0  t  t0
t 0 0 t0
 0 for t  0, t0  t
Since the height of the impulse function is A/t0 and the duration is t0 ,
the area under the impulse is equal to A. As the duration t0
approaches zero, the height A/t0 approaches infinity, but the area
under the impulse remains equal to A. Note that the magnitude of
the impulse is measured by its area.
Referring to the above equation, the Laplace transform of this impulse
function is shown to be d  st0
[ A(1  e )]
A  st0  dt0 As
L[ f (t )]  lim  (1  e )  lim  A
t 0  0  t0  t 0 0 d s
(t0 s)
dt0
Thus the Laplace transform of the impulse function is equal to the
area under the impulse. MAK333E System Dynamics and Control Course Lecture Notes, 31
The impulse function δ whose area is equal to unity is called the unit-
impulse function or Dirac delta function. The unit-impulse function
occurring at t=t0 is usually denoted by (t- t0). (t- t0) satisfies the
following:
 (t  t0 )  0 for t  t0
 (t  t0 )   for t  t0

  (t  t0 )dt 1

It should be mentioned that an impulse that has an infinite
magnitude and zero duration is mathematical fiction and does not
occur in physical systems.
 If, however, the magnitude of a pulse input to a system is very large
and its duration is very short compared to the system time constants, then
we can approximate the pulse input by an impulse function. The impulse
input supplies energy to the system in an infinitesimal time.
14
 The concept of the impulse function is quite useful in differentiating
discontinuous functions. The unit-impulse function (t- t0) can be
considered the derivative of the unit-step function u(t-t0 ) at the point
of discontinuity t=t0 or
d
 (t  t0 )  u (t  t0 )
dt
Conversely, if the unit-impulse function (t- t0) is integrated, the
result is a unit-step function u(t-t0 ).
 With the concept of the impulse function we can differentiate a
function containing discontinuities, giving impulses, the magnitudes of
which are equal to the magnitude of each corresponding discontinuity.

Multiplication of f(t) by e-t: s-shifting
If f(t) is Laplace transformable, its Laplace transform being

F(s), then the Laplace transform of e-tf(t) is obtained as

t
L[e f (t )]   e t f (t )e  st dt  F ( s   )
0
We see that the multiplication of f(t) by e-t has the effect of

replacing s by (s+) in the Laplace transform. Conversely,
changing s to (s+) is equivalent to multiplying f(t) by e-t.
(Note that  may be real or complex.)
This helps us to deal with L[functions*exponentials], easily.
15
Example 2-1: Let us find laplace transform of sin and cos functions
that are multipled with exponentials.

L[sin t ]   F (s)
s 2
2
s
L[cos t ]   G ( s)
s 2 2
The Laplacetransforms of functions such as e -t sin t and

e -t cos t are given, respectively, by Remember:

t
L[e f (t )]   e t f (t )e  st dt  F ( s   )

L[e-t sin t ]  F ( s   ) 
0
(s   )2   2
s 
L[e-t cos t ]  G ( s   ) 
(s   )2   2

Example: How do we take Laplace transform in Matlab?

Let’s see…
Write the following lines:
syms w s t defines parameters
f = sin(w*t); defines the function
laplace(f) the matlab function to take laplace.
ans =

L[sin t ]   F ( s)
w/(s^2 + w^2) s 2
2

16
Real Differentiation Theorem: The Laplace transform of the
derivative of a function f(t) is given by
İnitial conditions
d 
L  f (t )  sF ( s)  f (0) (2.14)
 dt 
where f(0) is the initial value of f(t) evaluated at t=0.
Similarly, we obtain the following relationship for the second derivative
of f(t).
 d2 
L  2 f ( t )  s 2 F ( s )  sf ( 0 )  f ( 0 ) ( 2.15 )
 dt 
where f ( 0 ) is the value of df(t)/dt evaluated at t=0.

Similarly for the nth derivative of f(t), we obtain
 dn  . n  2 n 1
L f (t )  s n F ( s)  s n 1 f (0)  s n  2 f (0)  .....  s f (0)  f (0)
n
 dt 
(2.16)
Note that in order for Laplace transform of derivatives of f(t) to exist,
d n f (t )
(n  1, 2, 3, ...) must be Laplace transformable.
dt n
 Note also that if all the initial values of f(t) and its derivatives are
equal to zero, then the Laplace transform of nth derivative of f(t) is
given by
sn F( s ) (2.17)
17
Final Value Theorem: The final value theorem relates the steady-state
behavior of f(t) to the behavior of sF(s) in the neighborhood of s=0.
This theorem, however, applies if and only if lim f (t ) exists.
t 
[which means that f(t) settles down to a definite value for t  ]
If the all poles of sF(s) lie in the left half s plane, lim f (t ) exists.
t 
But if sF(s) has poles on the imaginary axis or in the right half s plane,
f(t) will contain oscillating or exponentially increasing time functions,
respectively, and lim f (t ) will not exist. Final value theorem does not
t 
apply in such cases.
The final value theorem may be stated as follows: If f(t) and df(t)/dt are
Laplace transformable, if F(s) is the Laplace transform of f(t), and if
lim f (t ) exists, then lim f (t )  lim sF ( s ) (2.18)
t  t  s 0
Final Value lim f (t )  lim sF ( s) (2.18)

Theorem t  s 0
The final value theorem states that the steady-state behavior of f(t)
is the same as the behavior of sF(s) in the neighborhood of s=0.
Thus it is possible to obtain the value of f(t) at t= directly from
F(s).

18
Example 2-2: Given
1
L [ f ( t )]  F ( s )  ; What is lim f ( t )  ?
s( s  1 ) t 
Since the pole of sF ( s )  1 ( s  1 ) lies in the left half s plane,

lim f ( t ) exists.
t 
So the final value theorem is applicable in this case.
s 1
lim f ( t )  f (  )  lim sF ( s )  lim  lim 1
t  s 0 s 0 s( s  1 ) s 0 s  1
In fact this result can easily be verified since
f ( t )  1  e t , for t  0.

Initial Value Theorem: The initial value theorem is the counterpart

of the final value theorem.
By using this theorem, we are able to find the value of f(t) at t=0+
directly from the Laplace transform of f(t). The initial value
theorem does not give the value of f(t) exactly t=0 but at a time
slightly greater than zero.
The initial value theorem may be stated as follows. If f(t) and df(t)/dt
are both Laplace transformable and if lim sF ( s ) exists, then
s 
f (0)  lim sF ( s ) (2.19)

s 
It should be noted that the initial value theorem and the final value
theorem provide a convenient check on the solution, since they
enable us to predict the system behavior in the time domain without
actually transforming functions in s back to time functions.
19
Real Integration Theorem: If f(t) is of exponential order, then the
Laplace transform of  f(t)dt exists and is given by
F ( s) f 1 (0)
L f (t )dt    (2.20)
s s
where F(s)=L[f(t)] and f –1(0)=  f(t)dt , evaluated at t=0.
 We see that the integration in time domain is converted into

division in the s domain.
 If the initial value of the integral is zero, the Laplace transform
of the integral of f(t) is given by
F( s )
s
Convolution Integral: Consider the Laplace transform of

t
 f1(t   ) f 2 ( )d
0
This integral is often written as
f1(t ) * f 2 (t )
The mathematical operation f1(t)*f2(t) is called convolution.
t
f1 (t ) * f 2 (t )   f1 (t   ) f 2 d
0
t
  f1 ( ) f 2 (t   )d
0
 f 2 (t ) * f1 (t )
20
If f1(t) and f2(t) are piecewise continuous and of exponential order, than
the Laplace transform of
t
 f1(t   ) f 2 ( )d
0
can be obtained as follows:
t 
L   f1 (t   ) f 2 ( )d   F1 ( s ) F2 ( s ) (2.21)
0 
where

F1 ( s)   f1 (t )e  st dt  L[ f1 ]
0

F2 ( s )   f 2 (t )e  st dt  L[ f 2 ]
0 MAK333E System Dynamics and Control Course Lecture Notes, 46
t 
L   f1 (t   ) f 2 ( )d   F1 ( s ) F2 ( s ) (2.21)
0 
where

F1 ( s )   f1 (t )e  st dt  L[ f1 ]
0

F2 ( s )   f 2 (t )e  st dt  L[ f 2 ]
0
The above equation in red box gives the Laplace transform of the convolution
integral. Conversely, if the Laplace transform of a function is given by a
product of two Laplace transform functions, F1(s)F2(s) , then the
corresponding time function (the inverse Laplace transform) is given by
the convolution integral f1(t)*f2(t).
21
Table 2.2
summarizes
the properties
and theorems
of Laplace
transforms.
Ogata
Pg. 31

INVERSE LAPLACE TRANSFORMATION

The mathematical process of passing from the complex variable
expression to the time expression is called an inverse transformation.
The notation for the inverse Laplace transformation is L-1 , so that
1
L [ F ( s )]  f (t ) (2.22 )
In solving problems by use of the Laplace transform method, we are
confronted with the question of how to find f(t) from F(s).
Mathematically, f(t) is found from F(s) by the following inversion
integral c  j
1
f (t )   F ( s)e st ds (t  0) (2.23)
2j c  j
Where c, the abscissa of convergence, is a real constant and is chosen larger
than the real parts of all singular points of F(s). Thus, the path of integration is
parallel to the j axis is displaced by the amount of c from it. This path of
integration is to the right of all singular points.
22
Evaluating the inversion integral appears complicated. Fortunately,
there are simpler methods by which f(t) can be found from F(s) than by
performing this integration directly.
A convenient method for obtaining inverse Laplace transform is to
use a Table of Laplace Transforms. In this case, the Laplace transform
must be in a form immediately recognizable in such a table.
Quite often the function in question may not appear in tables of
Laplace transforms available to the engineer. If a particular
transform F(s) cannot be found in a table, then we may expand it
into partial fractions and write F(s) in terms of simple functions of s
for which the inverse Laplace transforms are already known.
Note that these simpler methods for finding inverse Laplace transforms
are based on the fact that the unique correspondence of a time function
and its inverse Laplace transform holds for any continuous time function.
Example: Let us solve a inverse laplace problem in

Matlab:
syms s t
F = 1/(s^2 +s);
ilaplace(F, t)
Answer:
ans =
1 - exp(-t)

23
Partial-Fraction Expansion Method for Finding Inverse Laplace
Transforms
For problems in control systems analysis, F(s), the Laplace transform of f(t),
frequently occurs in the form
B( s)
F (s)  (2.24)
A( s)
where A(s) and B(s) are polynomials in s, and the degree of B(s) is
less than the degree of A(s). If F(s) is broken up into components
F (s)  F1(s)  F2 (s)  .......  Fn (s)
And if the inverse Laplace transforms of F1(s), F2(s),…..,Fn(s) are readily
available, then
 
L1 F ( s)  L1[ F1( s)]  L1[ F2 ( s)]  .......  L1[ Fn ( s)]
 f1 (t )  f 2 (t )  ...  f n (t )
where f1(t),f2(t),….,fn(t) are the inverse Laplace transforms of F1(s),
F2(s),…..,Fn(s), respectively.
The Laplace transform of f(t), frequently occurs in the form
B( s )
F (s) 
A( s )
where A(s) and B(s) are polynomials in s, and the degree of B(s) is less than
the degree of A(s).
The denominator polynomial A(s), when set equal to zero, is called the
characteristic equation (for open-loop system or for closed-loop systems)
because the roots of this equation determine the character of the time response.
The roots of this characteristic equation are also called the poles of the system.
The roots of the numerator polynomial B(s) are called the zeros of the system.
Poles and zeros are critical frequencies. At the poles, the function F(s) becomes
infinite, whereas at the zeros, the function becomes zero.
The complex frequency s-plane plot of the poles and zeros graphically portrays
the character of the natural transients response of the system.
24
Consider the following complex function;
K ( s  2)(s  5)
G( s) 
( s  1)(s  3)(s  4)
Zeros are the values of s that make the G(s) = 0

Poles “ “ “ “ “ “ “ “ G(s) = ∞
G(s) has zeros at s=-2, s=-5. The poles are at s=-1, s=-3 and s=-4

LHP RHP
s-plane
-0.5
B( s ) 2s  1 2s  1
F ( s)   2 
A( s) s  3s  2 ( s  1)( s  2)
The denominator polynomial A(s), when set equal to zero, is called the
characteristic equation because the roots of this equation determine the
character of the time response.

25
Example: Finding poles and zeros in Matlab
B( s) 4s 2  16s  12
 4
A( s) s  12s 3  44s 2  48s
num = [0 0 4 16 12];
den = [1 12 44 48 0]; Gives the result:
[z,p,K] = tf2zp(num,den) (K is the gain) z=
-3
-1
p=
0
-6.0000
-4.0000
-2.0000
K=
4
56
The inverse Laplace transform of F(s) thus obtained is unique except

possibly at points where the time function is discontinuous, the time function
f(t) and its Laplace transform F(s) have a one–to-one correspondence.
The advantage of the partial-fraction expansion approach is that the
individual terms of F(s), resulting from the expansion into partial-fraction form,
are very simple functions of s ; consequently, it is not necessary to refer to
Laplace transform table if we memorize several simple Laplace transform
pairs.
It should be noted, however, that in applying the partial-fraction expansion
technique in the search for the inverse Laplace transform of F(s)=B(s)/A(s) the
roots of denominator polynomial A(s) must be known in advance. That is this
method does not apply until the denominator polynomial has been factored.
In the expansion of F(s)=B(s)/A(s) into partial-fraction form, it is important
that the highest power of s in A(s) be greater than the highest power of s in B(s).
If such is not the case, the numerator B(s) must be divided by the denominator
A(s) in order to produce a polynomial in s plus a remainder ( a ratio of
polynomials in s whose numerator is of lower degree than the denominator.)
26
A)Partial-Fraction Expansion When F(s) Involves Distinct Poles Only:
Consider F(s) written in the factored form
B( s) K ( s  z1 )(s  z2 )...(s  zm )
F (s)   ( m  n)
A( s) ( s  p1 )(s  p2 )...(s  pn )
where p1,p2,…..,pn and z1,z2,…..,zm are either real or complex quantities,
but for each complex pi or zi there will occur the complex conjugate of pi
or zi, respectively.
If F(s) involves distinct poles only, then it can be expanded into a sum of
simple partial fractions as follows:
B( s) a a a
F (s)   1  2  ....  n (2.25)
A( s) s  p1 s  p2 s  pn
where ak (k=1,2,…..,n) are constants. The coefficient ak is called the residue at
the pole at s= - pk. The value of ak can be found by multiplying both sides of
Eq.(2.25) by (s+pk) and letting s= - pk , which gives
 B( s)   a a2
( s  pk ) A( s )    1 ( s  pk )  ( s  pk )
  s   pk  s  p1 s  p2
ak an 
 ....  ( s  pk )  ...  ( s  pk ) 
s  pk s  pn  s   pk
 ak
We see that all the expanded terms drop out with the exception of ak .
Thus the residue ak is found from
 B( s ) 
ak  ( s  pk )
A( s)  s   p
(2.26)
 k
Note that , since f(t) is a real function of time, if p1 and p2 are complex
conjugates, then the residues are also complex conjugates. Only one of
the conjugates, a1 or a2 , needs to be evaluated because the other is
known automatically.
27
Since
 a 
L1  k   ak e  pk t
 s  pk 
f(t) is obtained as
f (t )  L F (s)  a1e  p1t  a2e  p2t  ...  ane  pnt
1
(t  0)
Example 2-3:
s3
Find the inverse Laplace transform of F ( s )  .
( s  1)(s  2)
The partial-fraction of expansion of F(s) is
s3 a a
F ( s)   1  2
( s  1)(s  2) s  1 s  2
where a1 and a2 are found by Eq. (2.26).
 s3   s  3
a1  ( s  1)   2
 ( s  1)( s  2)  s  1  s  2  s  1
 s3   s  3
a2  ( s  2)    1
 ( s  1)( s  2)  s  2  s  1  s  2
Thus
 2  1   1 
f (t )  L1F ( s)  L1   L 
 s  1  s  2 
 2e t  e  2t (t  0)
is obtained.
28
Example: Let us solve the same problem in Matlab:
syms s t
f=(s+3)/(s^2+3*s+2)
ilaplace(f, t)
ans =
2*exp(-t) - exp(-2*t)

B( s) 2s  1 2s  1 1 3
F (s)   2   
A( s ) s  3s  2 ( s  1)( s  2) ( s  1) ( s  2)
f (t )  e t  3e 2 t t  0
0 t  0.
We see that the shape of the component parts of f(t), which are e-t and
e-2t , are determined by the poles that are at s= -1 and s=-2.
The shape of the natural response is determined by the location of
the poles of the transfer function.
A sketch of these pole locations and corresponding natural responses is
given in the following figure, along with complex pole locations.
The role of the numerator in the process of partial fraction expansion is
to influence the size of the coefficient that multiplies each component.
29
TIME FUNCTIONS ASSOCIATED WITH POINTS (POLES) IN THE s-Plane
Because e-2t decays faster
than e-t, we say that the
pole at -2 is ‘faster’ than
the pole at -1.
Of course we mean that the
signal corresponding to the
pole at -2 decays faster than
the signal corresponding to
the pole at -1, but it is much
easier to speak of ‘fast
poles’ and ‘slow poles’.
The point to remember is
that poles farther to the
left in the s-plane (LHP)
are associated with
-2 -1 natural signals that decay
faster than those
associated with poles
closer to the imaginary
axis. t 2t
e vs e
65
B)Partial-Fraction Expansion When F(s) Involves Multiple Poles:

Instead of discussing the general case, we will use an example to show
how to obtain the partial-fraction of F(s).
2
Consider the following F(s): s  2s  3
3
( s  1)
The partial-fraction expansion of this F(s) involves three terms,
B( s) b3 b2 b
F ( s)     1
A( s) ( s  1) 3
( s  1) 2 ( s  1)
Where b3, b2 and b1 are determined as follows. By multiplying both sides
of this last equation by (s+1)3 , we have
B( s )
( s  1)3  b3  b2 ( s  1)  b1 ( s  1) 2 (2.27)
A( s)
Then letting s=-1, Eq. (2.27) gives 
3 B( s ) 
( s  1) A( s)   b3
  s  1
30
Also, differentiation of both sides of Eq. (2.27) with respect to s yields
d  B( s) 
 ( s  1)3  b2  2b1 ( s  1)
A( s) 
(2.28)
ds 
If we let s=-1 in Eq. (2.28), then
d  B( s ) 
 ( s  1)3  b2
ds  A( s)  s  1
By differentiating both sides of Eq. (2.28) with respect to s,the result is
d2  B( s) 
( s  1)3  2b1
2 A( s) 
ds 
and Dr. E. ALTUĞ
From the preceding analysis it can be seen that the values of b1 ,b2 and b3 are found
systematically as follows:
 B( s)  The values of bq ,bq-1 and bq-k are found
b3  ( s  1)3 
 A( s )  s  1 systematically as follows:
 ( s 2  2 s  3) s  1  B( s) 
bq  lim ( s  pr ) q
2 s  pr  A( s ) 
d  B( s)  
b2   ( s  1)3 
 
ds A( s )   s  1 d 
bq 1  lim  ( s  pr ) q
B( s)  

s  p r  ds  A( s )  
d 
  ( s 2  2 s  3) 
 ds  s  1
 (2 s  2) s  1 
 1 dk  B( s)  
bq  k  lim   ( s  pr ) q  
0 s  pr  k
 k! ds  A( s )  


 d2  
3 B( s)  
b1   ( s  1) A( s )  

 ds
2
  s  1
1  d2 2  1
  2 ( s  2 s  3)  (2)  1
2!  ds  2
s  1
and Dr. E. ALTUĞ
31
We thus obtain
f (t )  L1[ F ( s )]
 2  1  0  1  1 
 L1  L  L  
 ( s  1)3   ( s  1) 2   ( s  1) 
 t 2e t  0  e t
 (t 2  1)e t (t  0)

and Dr. E. ALTUĞ
C) Partial-Fraction Expansion When F(s) Involves Distinct Complex Roots:

F(s) involves complex conjugate roots: a ± j b
Consider the following: p1  a  jb
p2  a  jb
C1 C2
F ( s)  
s  p1 s  p2
Example:
Method-1 Method-2
Better, since it puts characteristic eqn

in to certain format in table. 70
32
2s  12 c1s  c2
F (s)  
s  2s  5 ( s  x) 2  y 2
2
Need to find x & y.
Let us rewrite the function as,

Remember:
2s  12 2( s  1)  10 L[e  t sin t ] 

F (s)   (s   )2   2
( s  1) 2  22 ( s  1) 2  22 s 
L[e  t cos t ] 
(s   )2   2
s 1 2
2  5
( s  1) 2  22 ( s  1) 2  22
 2e  t cos 2t  5e  t sin 2t
71
Partial-Fraction Expansion in MATLAB

Example: B( s) 2s 3  5s 2  3s  6

A( s) s 3  6s 2  11s  6
To enter into MATLAB use: num = [2 5 3 6] den = [1 6 11 6]
[r,p,k] = residue(num,den)
Gives the result:
r= B( s) 2s 3  5s 2  3s  6  6 4 3
-6.0000  3    2
-4.0000 A( s) s  6s  11s  6 s  3 s  2 s  1
2
3.0000
p=
-3.0000 In order to find the B(s)/A(s) fraction from r,p,k
-2.0000 values you may use the following commands:
-1.0000 [num,den] = residue(r,p,k);
k=
2 Printsys(num,den,’s’);
72
33
SOLVING LINEAR, TIME INVARIANT,
DIFFERENTIAL EQUATIONS
The Laplace transform method yields the complete
solution (complementary solution and particular
solution) of linear, time-invariant, differential
equations.
Classical methods for finding the complete solution
of a differential equation require the evaluation of the
integration constants from the initial conditions.

and Dr. E. ALTUĞ
Page 231a

Continued
75
and Dr. E. ALTUĞ
34
Page 231b

and Dr. E. ALTUĞ
Example 2-4: Find the solution of the differential equation
x 3 x  2 x  0 , x( 0 )  a , x( 0 )  b
where a and b are constants.
By writing the Laplace transform of x(t) as X(s) or
L[ x(t )]  X (s)
we obtain .
L [ x( t )]  sX ( s )  x( 0 )
..
L [ x( t )]  s 2 X ( s )  sx( 0 )  x( 0 )
And so the given differential equation becomes
[ s 2 X ( s )  sx( 0 )  x( 0 )]  3[ sX ( s )  x( 0 )]  2 X ( s )  0
and Dr. E. ALTUĞ
35
[ s 2 X ( s )  sx( 0 )  x( 0 )]  3[ sX ( s )  x( 0 )]  2 X ( s )  0
By substituting the given initial conditions into this last equation
[ s 2 X ( s )  as  b]  3[ sX ( s )  a]  2 X ( s )  0
or
( s 2  3s  2) X ( s )  as  b  3a
Solving for X(s), we have
as  b  3a
X ( s) 
s 2  3s  2
By using the partial-fraction expansion method, we obtain

as  b  3a as  b  3a 2a  b a  b
X( s )    
s 2  3s  2 ( s  1 )( s  2 ) s  1 s2
Dr. E. ALTUĞ
The inverse Laplace transform of X(s) gives

 2a  b  1  a  b 
x(t )  L1[ X ( s)]  L1   L
 s  1   s  2 
 (2a  b)e t  (a  b)e  2t (t  0)

which is the solution of the given differential equation. Notice that the
initial conditions a and b appear in the solution. Thus x(t) has no
undetermined constants.
Example 2-5: Find the solution x(t) of the differential equation
x  4 x  4 x  3, x(0)  0, x(0)  0
Noting that L[3]= 3/s, x(0)=0 and dx(0)/dt=0, the Laplace transform
of the differential equation becomes
3
s 2 X ( s )  4sX ( s )  4 X ( s ) 
s
Dr. E. ALTUĞ
36
3
s 2 X ( s )  4sX ( s )  4 X ( s ) 
s
Solving for X(s), we find
3 3
X ( s)  
s( s 2  4s  4) s ( s  2) 2
By using the partial  fraction expansion technique, we obtain
3 31 3 1 3 1
  
s ( s  2) 2 4 s 2 ( s  2) 2 4 ( s  2)
Hence the inverse Laplace transform becomes

x(t )  L1[ X ( s )]
3 1  1  3 1  1  3 1  1 
 L   L   L  
4 s 2  ( s  2) 2  4  ( s  2) 
3 3 3
  te 2t  e  2t (t  0)
4 2 4
which is the solution of the given differential equation.
Dr. E. ALTUĞ
Let us use final value theorem.

We can find the final value x(∞) from X(s), without calculating x(t).
Remember final value theorem: lim f (t )  lim sF ( s )
t  s 0
3 3
x()  lim s 0 sX ( s)  lim s 0 s 
s( s  2) 4
2
Since we already calculated the x(t), we can verify the result as
3 3 2t 3 2t 3
x ( )   te  e t  
4 2 4 4

37
THE END OF WEEK 2!
85
38

2 Lectures Week2 The Laplace Transforms

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MAK333E

System Dynamics and Control

Week 2: The Laplace Transforms

Why Laplace transforms?

MAK333E System Dynamics and Control Course Lecture Notes, 4

Linear Ordinary (initial conditions,

MAK333E System Dynamics and Control Course Lecture Notes, 5

THE LAPLACE TRANSFORM

MAK333E System Dynamics and Control Course Lecture Notes, 8

THE COMPLEX ALGEBRA

MAK333E System Dynamics and Control Course Lecture Notes, 9

Complex Functions: A complex function F(s), a function of s, has a

MAK333E System Dynamics and Control Course Lecture Notes, 11

L = an operational symbol indicating that the quantity 

Then the Laplace transform of f(t) is given by

Properties of Laplace Transforms:

L[ Af (t )]  AL[ f (t )]. (2.12)

This is obvious from the definition of the Laplace transform. Similarly, if

L[ f1(t )  f 2 (t )]  L[ f1(t )]  L[ f 2 (t )]. (2.13)

MAK333E System Dynamics and Control Course Lecture Notes, 15

MAK333E System Dynamics and Control Course Lecture Notes, 16

where A is a constant. Note that it is a special case of the exponential

MAK333E System Dynamics and Control Course Lecture Notes, 17

The Laplace transform of this ramp function is obtained as

Similarly, the Laplace transform of Acost can be derived as follows:

MAK331E System Dynamics and Control Course Lecture Notes, 22

MAK331E System Dynamics and Control Course Lecture Notes, 23

f(t)u(t) f(t- )u(t- )

MAK333E System Dynamics and Control Course Lecture Notes, 24

Let us take the Laplace transform of the translated function.

f(t)u(t) f(t- )u(t- )

The above equation states that Laplace transform of translation of the

where A and t0 are constants.

Then the Laplace transform of f(t) is obtained as

MAK333E System Dynamics and Control Course Lecture Notes, 28

MAK333E System Dynamics and Control Course Lecture Notes, 29

The impulse function is a special limiting case of the pulse function.

MAK333E System Dynamics and Control Course Lecture Notes,

MAK333E System Dynamics and Control Course Lecture Notes, 33

Multiplication of f(t) by e-t: s-shifting

If f(t) is Laplace transformable, its Laplace transform being

We see that the multiplication of f(t) by e-t has the effect of

The Laplacetransforms of functions such as e -t sin t and

MAK333E System Dynamics and Control Course Lecture Notes, 35

Example: How do we take Laplace transform in Matlab?

MAK331E System Dynamics and Control Course Lecture Notes, 36

MAK333E System Dynamics and Control Course Lecture Notes, 37

Similarly for the nth derivative of f(t), we obtain

Final Value lim f (t )  lim sF ( s) (2.18)

MAK333E System Dynamics and Control Course Lecture Notes, 41

Since the pole of sF ( s )  1 ( s  1 ) lies in the left half s plane,

So the final value theorem is applicable in this case.

In fact this result can easily be verified since

MAK333E System Dynamics and Control Course Lecture Notes, 42

Initial Value Theorem: The initial value theorem is the counterpart

f (0)  lim sF ( s ) (2.19)

 We see that the integration in time domain is converted into

Convolution Integral: Consider the Laplace transform of

MAK333E System Dynamics and Control Course Lecture Notes, 48

INVERSE LAPLACE TRANSFORMATION

Example: Let us solve a inverse laplace problem in

MAK331E System Dynamics and Control Course Lecture Notes, 51