SYSTEM THEORY

II

INTRODUCTION TO CONTROL SYSTEMS ANALYSIS

1. Theorems of the Laplace Transformation

1.1. The Multiplication of f(t) by e − α⋅t

Theorem: If f is an original, its Laplace transform being F(s), then the Laplace transform of the function
e − α⋅t ⋅ f (t ) is obtained as:

[ ]
L e −α⋅t ⋅ f (t ) = F (s + α ) (1.)

Proof:

∞ ∞
Le[ − α⋅t
]
⋅ f (t ) = ∫ e − α⋅t
⋅ f (t ) ⋅ e − s ⋅t
dt = ∫ e −α⋅t ⋅ f (t ) ⋅ e −( s +α )⋅t dt =F (s + α ) .
0 0

Example: the attenuated sine and cosine functions.

ω
L [sin ω ⋅ t ] = ⇒
s + ω2
2

[
L e −α⋅t ⋅ sin ω ⋅ t = ] ω
(s + α )2 + ω2

L [cos ω ⋅ t ] =
s
⇒
s + ω2
2

[
L e −α⋅t ⋅ cos ω ⋅ t = ] s+α
(s + α )2 + ω2
Fig. 1: Example of an Attenuated Function.

1.2. The Theorem of the Change of Time Scale

Theorem. If f is an original and F(s) is its Laplace transform, then the Laplace transform of the function
t
f   is given by the relation:
α

  t 
L  f   = α ⋅ F (α ⋅ s ) (2.)
  α 

Proof:

  t  ∞
L  f   = ∫ f (t 1 ) ⋅ e − α⋅t1 ⋅s ⋅ α dt 1 = α ⋅ F (α ⋅ s )
  α  0

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t
t1 = ; t = 0 ⇒ t1 = 0
α

dt = α ⋅ dt 1

1.3. The Differentiation and Integration Theorems

Theorem (Real differentiation theorem).

1. If the function f and its derivative, f' are originals, then the Laplace transform of the derivative f' of the
function f is given by:

 df (t ) 
L = s ⋅ F (s ) − f (0 ) ; (3.)
 dt 
(n) th
2. If f, f', ... , f are originals, then the Laplace transform of the n derivative of the function f is given by:

 d n f (t ) 
L n
n
[
 = s ⋅ F (s ) − s ⋅ f (0 ) + s ⋅ f (0 ) + K + f
n −1 n−2 ' ( n −1 )
(0 )] (4.)
 dt 

Proof:

∞ ∞
1
0
[ ]
L f ' (t ) = ∫ f ' (t ) ⋅ e − s⋅t dt = f (t ) ⋅ e − s⋅t + s ⋅ ∫ f (t ) ⋅ e − s⋅t dt = s ⋅ F (s ) − f (0 )
+∞

14243 0
0
0 − f (0 ) 1
0
42
4 43 4
F (s )

integration by parts with: u = e − s⋅t u' = − s ⋅ e − s⋅t

dv = f ' (t ) dt v = f (t )
0
2

[ ]
L f ' (t ) = s ⋅ L [ f (t )] − f (0 ) ⋅ s n −1

[ ] [
L f '' (t ) = s ⋅ L f ' (t ) − f ' (0 ) ] ⋅ s n −2

[ ] [
L f ''' (t ) = s ⋅ L f '' (t ) − f '' (0 ) ] ⋅ s n −3

[ ] [ ]
L f (n−1) (t ) = s ⋅ L f (n−2 ) (t ) − f (n−2 ) (t ) ⋅s

[ ] [ ]
L f (n ) (t ) = s ⋅ L f (n−1) (t ) − f (n−1) (t )

[ ] [
L f (n ) (t ) = s n ⋅ L [ f (t )] − s n−1 ⋅ f (0 ) + s n− 2 ⋅ f ' (0 ) + s n−3 ⋅ f '' (0 ) + K + f (n−1) (0 ) ]
Remark: if all initial values of f(t) and its derivatives are equal to zero, then:

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 Theorems of the Laplace Transformation

 d n f (t ) 
 = s ⋅ F (s )
n
L n
(5.)
 dt 

Theorem (The Real Integration Theorem): If the function f(t) is of exponential order, then the Laplace
t
transform of the function g (t ) = ∫ f (τ) dτ exists and is given by the following expression:
0

t  F (s )
L  ∫ f (τ ) dτ = (6.)
0  s

Proof:

t
g (t ) = ∫ f (τ) dτ
0

g (0 ) = 0 ⇒

+∞ +∞
g ' (t ) = f (t ), (∀) t ⇒ ∫ g ' (t ) ⋅ e −s⋅t dt = ∫ f (t ) ⋅ e −s⋅t dt
0 0

[ ]
⇒ L g ' (t ) = s ⋅ L [g (t )] ⇒ L [g (t )] =
1
s
⋅ L [ f (t )]

Theorem (The Complex Differentiation Theorem): If the function f(t) is an original, then, except at poles
of F(s):

d F (s )
L [t ⋅ f (t )] = − (7.)
ds

Proof:

∞
L [t ⋅ f (t )] = ∫ t ⋅ f (t ) ⋅ e − s⋅t dt
+∞
d F (s )
f (t ) ⋅ e − s⋅t dt = −
0 d
=− ⋅ ∫
( )
ds ds
d e − s⋅t
0
t ⋅ e − s⋅t =−
ds
Note: If the process is repeated, we obtain:

d n F (s )
[ ]
L t n ⋅ f (t ) = (− 1) ⋅
n

ds n
(8.)

Definition (The Convolution). Given f(t) and g(t) two originals. The mathematical operation:

t t

h(t ) = ∫ f (t − τ) ⋅ g (τ) dτ = ∫ f (τ) ⋅ g (t − τ) dτ =

0 0

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0
= ∫ f (ξ ) ⋅ g (t − ξ ) dξ = ( f * g ) (t )
t

is called the convolution product of the functions f and g.

Theorem (Borel). If the functions f(t) and g(t) are piecewise continuous and of exponential order, then the
Laplace transform of the convolution f * g is:

t 
L  ∫ f (τ ) ⋅ g (t − τ ) dτ = F (s ) ⋅ G (s ) (9.)
0 

Proof:

+∞
F (s ) = ∫ f (τ) ⋅ e
− s⋅τ
dτ ⋅ G (s )
0

+∞
⇒ F (s ) ⋅ G (s ) = ∫ f (τ) ⋅ e ⋅ G (s ) dτ
− s⋅τ
+∞ +∞
⇒ F (s ) ⋅ G (s ) = ∫ f (τ) dτ ∫ g (t − τ) ⋅ e
− s⋅t
0 dt
0 0
e − s⋅τ ⋅ G (s ) = L [g (t − τ)]

follows:

+∞ +∞ +∞ t
F (s ) ⋅ G (s ) = ∫ e dt ∫ f (τ) ⋅ g (t − τ) dt
− s⋅t
F (s ) ⋅ G (s ) = ∫ e dt ∫ f (τ) ⋅ g (t − τ) dτ =
− s⋅t

0 0
⇒ 0
−∞
0

∫ ( f * g )(t ) ⋅ e
− s⋅t
= dt
g (t − τ) ⋅ 1+ (t − τ) = 0 for τ>t 0

1.4. The Final Value and the Initial Value Theorems

Theorem (The final value theorem). If f(t) and f'(t) are originals, F(s) is the Laplace transform of f(t), and
lim f (t ) exists, then:
t →∞

lim f (t ) = lim s ⋅ F (s ) (10.)

t →∞ s →0

Proof:

from the real differentiation theorem, [ ]

L f ' (t ) = s ⋅ F (s ) − f (0 ) ⇒

 +∞ d f (t ) − s⋅t 
⋅ e dt  = lim [s ⋅ F (s ) − f (0 )] d f (t )
+∞
lim  ∫ dt = lim f (t ) − f (0 ) =
s →0
 0 dt  s →0 ⇒
∫0
dt t →∞
⇒
= lim[s ⋅ F (s )] − f (0 )
lim e − s⋅t = 1 s →0
s →0

lim f (t ) = lim s ⋅ F (s )
t →∞ s →0

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 Theorems of the Laplace Transformation

Remark: It is possible to obtain the value of lim f (t ) directly from F(s).

t →∞

Theorem (The initial value theorem). If f(t) and f'(t) are originals, F(s) is the Laplace transform of f(t),
and if lim s ⋅ F (s ) exists, then:
s →∞

f (0+ ) = lim s ⋅ F (s ) (11.)

s →+∞

Proof:

 d f (t ) 
L = s ⋅ F (s ) − f (0+ )
 dt 
⇒ f (0+ ) = lim s ⋅ F (s )
s →+∞
 d f (t ) −s⋅t 
∞
lim  ∫ ⋅ e dt  = 0
s →∞
 0 dt 

Remark: the initial value and the final values theorems provide a convenient check on the solution without
transforming the functions in s back to the time domain.

2. The Inverse Laplace Transformation

2.1. The Inverse Transformation

Definition: The mathematical process of passing from the complex variable expression to the time
expression is called the inverse transformation.

L−1 [F (s )] = f (t ) (12.)

2.2. Methods for Finding the Inverse Laplace Transforms

A. The Inversion Formula

Theorem (Mellin-Fourier). If F (s ) = L [ f (t )] is the Laplace transform of the original f (t ) and if s0 if its

abscissa of convergence, then:

a + j ⋅∞

f (t ) = ⋅ ∫ F (s ) ⋅ e s⋅t d s (∀) a > s0

1
(13.)
2 ⋅ π ⋅ j a − j⋅∞

B. The Residue Theorem

Definition (the residue): Given F a complex function that has derivatives within ) and s = a a pole of F.
The residue of the function F at the pole a is the number:

Re z F (a ) = ⋅ F (s ) ds .
1
2 ⋅ π ⋅ j ∫Γ
(14.)

Where the curve Γ is a closed curve that encircle only the point s = a , and Γ ⊂ ∆ .

Theorem (the residue theorem): Been given F a complex function that has derivatives within ). If
Γ ⊂ ∆ is a curve that encircles a finite number of singularities a1, a2, ... , an, of the function F, then:

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∫ F (s ) d s = 2 ⋅ π ⋅ j ⋅ ∑ Re z F (ak ) k = 1,n ,
Γ k =1
(15.)

The Residue Calculation

1. First method: Laurent series expansion.

c−m
f (s ) = + c 0 + c 1 ⋅ (s − a ) + K + c m ⋅ (s − a ) + K
c −1
+K+
m

(s − a ) m
(s − a )
Re z f (a ) = c −1

2. Second method: s = a is a pole with m order of multiplicity.

Re z f (a ) =
1
(m − 1)! s → a
[
⋅ lim (s − a ) ⋅ f (s )
m
]
(m −1 )

P(a )
3. Third method: f (s ) = ; s = a a simple pole.
Q(a )

P (a )
Re z f (a ) =
Q ' (a )

D. The Heaviside Formulas

A(s )
Theorem (The First Formula). If F (s ) = ; A(s), B(s) are polynomials such as the rank (A) < rank
B (s )
(B); B(s) has only simple poles, then:

n
A (s k ) sk ⋅t
f (t ) = ∑ ⋅ e ; B (s k ) = 0
k = 1 B (s k )
'

Theorem (The Second Formula). If s0 = 0 , then,

A(0 ) n A(s k ) e sk ⋅t
f (t ) = +∑ ⋅ where: B (s ) = s ⋅ R(s )
R(0 ) k =1 R ' (s k ) s k

E. The Partial-Fraction Expansion

A(s )
F (s ) = ; A(s); B(s) polynomials, rank (A) < rank (B)
B (s )

F (s ) = F1 (s ) + F2 (s ) + K + Fn (s ) ⇒

L-1 [F (s )] = L-1 [F1 (s )] + L-1 [F2 (s )] + K + L-1 [Fn (s )] =

= f 1 (t ) + f 2 (t ) + K + f n (t )

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