Laplace Transform: 2.1 What Are Laplace Transforms, and Why?
Laplace Transform: 2.1 What Are Laplace Transforms, and Why?
Laplace Transform: 2.1 What Are Laplace Transforms, and Why?
Laplace Transform
The goal of the Laplace Transform is to transform ordinary differential equations (ODEs)
into algebraic equations. Differential Equations vary with time, and the initial condition
weight in the solution of the equation. Algebraic equation is univariate. The transformation
makes it easier to solve ODEs. For a process control engineer, however, it is not the single
purpose is to practive math. Laplace transformation provides qualitative information on the
solution of the ODEs, a prime example, you going to see later in this chapter, is the famous
initial and final value theorem. Let us declare the definition in two ways; first, let us say it
in words to explain it intuitively, than in math symbols so that we can have something fun
to practice.
Definition 2.1.1. Given f a function of time, with value f (t) at time t, the Laplace trans-
form of f is denoted F and it gives an average value of f taken over all positive values of t
such that the value F (s) represents an average of f taken over all possible time intervals of
length s.
Definition 2.1.2. Z ∞
L[f (t)] = F (s) = e−st f (t) dt, for s > 0. (2.1)
0
The side effect: You get used to merely solving differential equations the same way, over
and over, that you forget how to do it when something doesn’t have a Laplace transform.
That’s why you have the tables of the transform to map what you did once to the problems
you encounter.
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CHAPTER 2. LAPLACE TRANSFORM
This instantly raises the question of why to use such a procedure? Real engineering
problems strongly motivate the reason. Typically we encounter models for the dynamics of
phenomena that depend on rates of change of functions. An example is the velocities and the
accelerations of particles, which prompts the use of ordinary differential equations (ODEs).
Life is dynamic; keep remembering that!
the direct way is to use ordinary calculus to solve ODEs, provided that the functions are
nicely behaved. Nicely behaved means it is continuous and with continuous derivatives.
Unfortunately, there is much interest in engineering dynamical problems involving not very
nicely behaving functions. There are ways to smooth out discontinuities or non-linearity in
functions of time. A good example is simply take an average value over all time.
The awesome idea about using Laplace transforms is that we can transform a whole
ODE initial value problem into a Laplace transformed version as functions of s, simplify the
algebra, find the transformed solution F (s), then transform back to get back to the required
solution f as a function of t. That’s avoiding the differential equation course you had!
There is mainly two ways to get from the time domain t to frequency domain s for a control
engineer. See the figure 2.1 to visualize the relation between Laplace transform and the
domains. One is by evaluate the integral defined in the equation (2.1), or by inspection with
an experience and practice utilizing the Laplace transform table.
Figure 2.1: Laplace Transform, and inverse Laplace transform and their domains
It is typical to have the transformation table. We are going to refer to it a lot during
this course.
10
CHAPTER 2. LAPLACE TRANSFORM
δ(t) 1
a
a u(t) s
dn
tn f (t) (−1)n F (s)
dsn
f˙(t) = d
dt
f (t) sF (s) − f (0)
d2
f¨(t) = dt2
f (t) s2 F (s) − sf (0) − ẋ(0)
dn
f n (t) = dtn
f (t) sn F (s) − s(n−1) f (0)− · · · − f (n−1) (0)
n!
tn (n = 0, 1, 2, . . . )
sn+1
k
sin kt
s2 + k2
s
cos kt
s + k2
2
1
eat
s−a
n!
tn eat
(s − a)n+1
k
eat sin kt
(s − a)2 + k 2
s−a
eat cos kt
(s − a)2 + k 2
2ks
t sin kt
(s2 + k 2 )2
s2 − k 2
t cos kt
(s2 + k 2 )2
e−as
u(t − a)
s
f (t − a)u(t − a) e−as F (s)
11
CHAPTER 2. LAPLACE TRANSFORM
In this section, practice of Laplace transofrm by definition is provided. Notice that there
are two tricks related to calculus is provided. The tricks is how to integrate a trigonometric
function, and how to use integration by parts.
We Can find F (s) for a given f (t); [From the definition:] Here we use (2.1) directly:
Example 2.3.2. Constant Signal (Called step in Control )
Find the Laplace transform of f (t) = 1
Z ∞ ∞ ∞
−st 1 −st 1 −∞ 1 0 1
L[f (t) = 1] = 1e dt = − e =− e − e = .
0 s 0 s s 0 s
here
u = t ⇒ du = dt
and
−1 −st
dv = e−st ⇒ v = e
s
then, Z ∞
Y (s) = te−st dt
0
∞ ∞
−t −st −1 −st
Z
= e − e dt
s 0 0 s
∞
−1 −st
Z
= [0 − 0] − e dt
0 s
−1 ∞ −st
Z
= e dt
s 0
12
CHAPTER 2. LAPLACE TRANSFORM
−1 −1 1
= × = 2
s s s
Z ∞
dy dy −st
L f (t) = = e dt
dt 0 dt
here
u = e−st dt ⇒ du = −se−st
and
dy
v = y(t) ⇒ dv = dt
dt
then,
Z b Z b
udv = [uv]ba − vdu
a a
Z ∞ Z ∞
−st dy
∞
dt = e−st y(t) 0 − y(t) − se−st dt
e
0 dt 0
−st ∞
Z ∞
e y 0 + se−st y(t) dt
0
−s(−∞)
Z ∞
y(−∞)) − (e−s(0) y(0)) + s y(t)e−st dt
(e
0
Z ∞
[((0)y(−∞)) − ((1)y(0))] + s y(t)e−st dt
0
= −y(0) + sY (s)
13
CHAPTER 2. LAPLACE TRANSFORM
Z ∞ Z ∞ ∞
at −st at −(s−a)t 1 −(s−a)t 1
L[f (t) = e ] = e e dt = e dt = − e = , s > a.
0 0 s−a 0 s−a
Example 2.3.6. Trigonometric Signal Find the Laplace transform of f (t) = e2t cos(4t)
We know that,
ejat + e−jat
cos(at) =
2
then,
∞ ∞
ej4t + e−j4t
Z Z
at −st 2t −st 2t
L[e ] = e e cos(4t) dt = e e dt
0 0 2
Z ∞ Z ∞
1 −st 2t j4t −st 2t −j4t
= e e e dt + e e e dt
2 0 0
Z ∞ Z ∞
1 −(s−2−4j)t −(s−2+4j)t
= e dt + e dt
2 0 0
−1 −(s−2−4j)t ∞ −1 −(s−2+4j)t ∞
= e 0
+ e 0
2(s − 2 − 4j) 2(s − 2 + 4j)
+1 +1
= +
2(s − 2 − 4j) 2(s − 2 + 4j)
2(s − 2 + 4j) + 2(s − 2 − 4j)
=
4(s − 2 − 4j)(s − 2 + 4j)
2(s − 2 + 4j) + 2(s − 2 − 4j)
=
4(s − 2 − 4j)(s − 2 + 4j)
s−2
=
s2
− 4s + 4 − 16j 2
s−2
= 2
s − 4s + 20
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CHAPTER 2. LAPLACE TRANSFORM
Example 2.3.9.
−0.5
f (t) = −0.5 ⇒ F (s) =
s
Example 2.3.10.
9 9
f (t) = ⇒ F (s) =
16 16s
Example 2.3.11.
4
F (s) = ⇒ f (t) = 4
s
Example 2.3.12.
3 3
F (s) = ⇒ f (t) =
7s 7
Example 2.3.13.
12
f (t) = 2t3 ⇒ F (s) =
s4
Example 2.3.14.
1 24
f (t) = t5 ⇒ F (s) = 6
5 s
Example 2.3.15.
2
f (t) = 2e4t ⇒ F (s) =
s−4
Example 2.3.16.
6
L[e−3t t3 ] ⇒
(s + 3)4
From a property: There are a number of powerful theorems about the properties of
transforms:
Example 2.3.17. L[af + bg] = aL[f ] + bL[g]
1 1 3s + 4s2
L[3t + 4] = 3 + 4 =
s2 s s3
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CHAPTER 2. LAPLACE TRANSFORM
Given a function f, of t, we denote its Laplace Transform by L[f ] = F (s); the inverse process
is written:
L−1 [F (s)] = f (t)
The Same can be applied to the inverse Laplace transform. One technique to solve it
through inspection, if you practiced enough. or solve it by partial fraction expansion(PFE).
PFE technique will have one of three condition
1. Distinct Roots:
s2 + 3s + 2 = (s + 1)(s + 2)
the roots are s = −1 and s = −2
2. Repeated Roots:
(s + 2)2 = (s + 2)(s + 2)
the roots are s = −2 and s = −2
3. Complex Roots:
s2 + 9 = (s + 3i)(s − 3i)
the roots are s = −3i and s = +3i
Each one of the three cases has a simple trick to solve, and here is the
generalized method of partial fraction expansion.
(i) If N has degree equal to or higher than D, divide N by D until the remainder is of lower
degree than D
(ii) For every linear factor like (as + b) in D, write a partial fraction of the form A/(as + b)
(iii) For every repeated factor like (as + b)2 in D write two partial fractions of the form
A/(as + b) and B/(as + b)2 . Similarly for every repeated factor like (as + b)3 in D
write three partial fractions of the form A/(as + b), B/(as + b)2 and C/(as + b)3 ; and
so on.
(iv) For quadratic factor (as2 + bs + c) write a partial fraction (As + B)/(as2 + bs + c).
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CHAPTER 2. LAPLACE TRANSFORM
For repeated quadratic factors write a series of partial fractions as in (iii), but with
numerators of the form (As + B) and successive powers of the quadratic factor as the de-
nominators.
With a little more algebra you should in this way be able to write the original expression
as a sum of simpler transforms, which are found in your table. You then add their inverse
transforms together, to get the inverse of the original transform.
Example 2.4.2.
9
F (s) = ⇒ f (t) = 9e−3t
s+3
Example 2.4.3.
e−2s
F (s) = ⇒ f (t) = e−3(t−2)
s+3
Example 2.4.4.
3e2s
F (s) = ⇒ f (t) = sin(3(t + 2))
s2 + 9
−3s2 + 4
F (s) =
s(s + 2)(s + 3)
−3s2 + 4 a b c
F (s) = = + +
s(s + 2)(s + 3) s s+2 s+3
−3s2 + 4 4 2
a = lim = =
s→0 (s + 2)(s + 3) 6 3
−3s2 + 4 −12 + 4
b = lim = =4
s→−2 s(s + 3) −2(1)
−3s2 + 4 −27 + 4 −23
c = lim = =
s→−3 s(s + 2) −3(−1) 3
17
CHAPTER 2. LAPLACE TRANSFORM
1 + e−2s
Y (s) =
(4s + 1)(3s + 1)
1 + e−2s 1 e−2s
∴ Y (s) = = +
(4s + 1)(3s + 1) (4s + 1)(3s + 1) (4s + 1)(3s + 1)
1
Let Y1 (s) =
(4s + 1)(3s + 1)
e−2s
Y2 (s) =
(4s + 1)(3s + 1)
You need to solve one of them only, choose the simpler
1 a b
F irst Y1 (s) = = +
(4s + 1)(3s + 1) 4s + 1 3s + 1
1 1
a = lim = =4
s→−1/4 3s + 1 −3/4 + 1
1 1
b = lim = = −3
s→−1/3 4s + 1 −4/3 + 1
1 4 3 1 1
Y1 (s) = = − = −
(4s + 1)(3s + 1) 4s + 1 3s + 1 s + 1/4 s + 1/3
y1 (t) = e−t/4 − e−t/3
Now apply the shift rule from the table
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CHAPTER 2. LAPLACE TRANSFORM
1 d
b= lim (2s2 − 1) = lim (4s) = −8
1! s→−2 ds s→−2
1 d2 1
c= lim 2
(2s2 − 1) = lim (4) = 2
2! s→−2 ds 2 s→−2
2
2s − 1 7 8 2
F (s) = 3 = 3 − 2 +
(s + 2) (s + 2) (s + 2) s+2
f (t) = 3.5t2 e−2t − 8te−2t + 2e−2t
19
CHAPTER 2. LAPLACE TRANSFORM
(s + 2) 1
∴ Y (s) = −
(s + 2) + 1 (s + 2)2 + 1
2
Now lets consider solving the complex roots case with the general quadratic equation
solution
2 2 2
b= lim = lim =
s→−1+j s(s + 1 + j) s→0 (−1 + j)(−1 + j + 1 + j) (−1 + j)(2j)
2 2 2 − 2j 4 − 4j 1 1
b= =− × =− =− + j
−2j − 2 2 + 2j 2 − 2j 8 2 2
2 2 2
c = lim = lim =
s→−1−j s(s + 1 − j) s→−1−j (−1 − j)(−1 − j + 1 − j) (−1 − j)(−2j)
2 2 −2 − 2j −4 − 4j 1 1
c= = × = =− − j
2j − 2 −2 + 2j −2 − 2j 8 2 2
2 1 −0.5 + 0.5j −0.5 − 0.5j
∴ Y (s) = = + +
s(s + 1 − j)(s + 1 + j) s s+1−j s+1+j
20
CHAPTER 2. LAPLACE TRANSFORM
a1 + jb1 a2 − jb2
Y (s) = + ⇒∴ y(t) = 2e−k1 t (a1 cos k2 t + b1 sin k2 t)
s + k1 + jk2 s + k1 − jk2
a1 = −0.5; b1 = 0.5; k1 = 1; and k2 = −1
y(t) = 1 + 2e−t [−0.5 cos(−t) + 0.5 sin(−t)] = 1 + 2e−t [−0.5 cos(t) − 0.5 sin(t)]
y(t) = 1 − e−t (cos t + sin t)
s+1 a b cs + d
Y (s) = = 2+ + 2
s2 (s2 + 4s + 5) s s s + 4s + 5
s+1
a = lim = 0.2
+ 4s + 5
s→0 s2
1 d s+1 (s2 + 4s + 5)(1) − (s + 1)(2s + 4) 5−4
b = lim 2
= lim 2 = = 0.04
1! s→0 ds s + 4s + 5 s→0 (s2 + 4s + 5) 25
s+1 0.2 0.04 0.04s + 0.36
Y (s) = = 2 + − 2
s2 (s2 + 4s + 5) s s s + 4s + 5
0.2 0.04 s+9
Y (s) = 2
+ − 0.04 × 2
s s s + 4s + 5
0.2 0.04 s+2+7
Y (s) = 2 + − 0.04 ×
s s (s + 2)2 + 1
0.2 0.04 s+2 1
Y (s) = + − 0.04 × 2 − 0.28
s 2 s (s + 2) + 1 (s + 2)2 + 1
∴ y(t) = 0.04 + 0.2 t − 0.04e-2t cos t − 0.28e-2t sin t
s4 + 4s3 + 5s2 + 6s + 6
Y (s) =
s2 + 3s + 2
21
CHAPTER 2. LAPLACE TRANSFORM
Here the degree of the denominator [2] is lower than the degree of the numerator[4].
Long division has to be used to lower the degree of the function to be two or less.
s2 + s
s2 + 3s + 2 s4 + 4s3 + 5s2 + 6s + 6
s4 + 3s3 + 2s2
s3 + 3s2 + 6s + 6
s3 + 3s2 + 2s
4s + 6
s4 + 4s3 + 5s2 + 6s + 6 4s + 6
Y (s) = 2
≡ s2 + s + 2
s + 3s + 2 s + 3s + 2
using partial fraction expansion then:
4s + 6 A B
Y (s) = s2 + s + = s2 + s + +
s2 + 3s + 2 s+1 s+2
4s + 6 4(−1) + 6
A = lim = =2
s→−1 s + 2 (−1) + 2
4s + 6 4(−2) + 6
B = lim = =2
s→−2 s + 1 (−2) + 1
2 2
Y (s) = s2 + s + +
s+1 s+2
using the Laplace transform table then
d2 d
y(t) = δ(t) + δ(t) + 2e−t + 2e−2t
dt2 dt
s2 + 7s + 12
Y (s) =
s2 + 3s + 2
Here the degree of the denominator [2] is the same as the degree of the numerator[2].
Long division has to be used to check if there is a residue.
1
s2 + 3s + 2 s2 + 7s + 12
s2 + 3s + 2
4s + 10
s2 + 7s + 12 4s + 10
Y (s) = ≡ 1 +
s2 + 3s + 2 s2 + 3s + 2
22
CHAPTER 2. LAPLACE TRANSFORM
−6 2
Y (s) = 1 + +
s+1 s+2
using the Laplace transform table then
The application of Laplace Transform methods is particularly effective for linear ODEs with
constant coefficients, and for systems of such ODEs. To transform an ODE, we need the
appropriate initial values of the function involved and initial values of its derivatives. We
illustrate the methods with the following Exercises.
23
CHAPTER 2. LAPLACE TRANSFORM
5s + 2 −4 + 2 −2 × 5
b = lim = = = 2.5
s→−4/5 s −4/5 −4
0.5 2.5 0.5 0.5
Y (s) = + = +
s 5s + 4 s s + 0.8
∴ y(t) = 0.5 + 0.5e−0.8t
d3 y d2 y dy
3
+ 6 2
+ 11 + 6y = 1;
dt dt dt
y(0) = y 0 (0) = y 00 (0) = 0
1
s3 Y (s) + 6s2 Y (s) + 11sY (s) + 6Y (s) =
s
3 1
s + 6s2 + 11s + 6 Y (s) =
s
1
Y (s) = 3 2
s(s + 6s + 11s + 6)
1 1
Y (s) = =
s(s3 + 6s2 + 11s + 6) s(s + 1)(s + 2)(s + 3)
1 a b c d
Y (s) = = + + +
s(s + 1)(s + 2)(s + 3) s s+1 s+2 s+3
1
a = lim = 1/6
s→0 (s + 1)(s + 2)(s + 3)
1
b = lim = −1/2
s→−1 s(s + 2)(s + 3)
1
c = lim = 1/2
s→−2 s(s + 1)(s + 3)
1
d = lim = −1/6
s→−3 s(s + 1)(s + 2)
24
CHAPTER 2. LAPLACE TRANSFORM
2
b = lim = −2
s→−1 s(s + 2)
1 2 1
∴ X(s) = − 2 −
s (s + 1) s+2
∴ x(t) = 1 − 2 t e−t − e−2t
25
CHAPTER 2. LAPLACE TRANSFORM
Example 2.6.3. Apply Initial Value and Final Value theorem to the system given by:
2
F (s) =
s(s + 1)(s + 2)
The given system has the following inverse Laplace transform (you should be able to do it
yourself )
f (t) = e−2 t − 2 e−t + 1
Now apply the both sides of initial value therm:
Side one;
Side Two;
2 2 2
lim sF (s) = lim s = s )= =0
s→∞ s→∞ s(s + 1)(s + 2) s(∞
+ 1)(∞ + 2 ∞
Side Two;
2 2 2
lim sF (s) = lim s = s = =1
s→0 s→0 s(s + 1)(s + 2) s(0
+ 1)(0 + 2) 2
Both sides verified !
Example 2.6.4. Apply Initial Value and Final Value theorem to the system given by:
d3 y d2 y dy
+ 6 + 11 + 6y = 1;
dt3 dt2 dt
y(0) = y 0 (0) = y 00 (0) = 0
(Already been solved above)
26
CHAPTER 2. LAPLACE TRANSFORM
1
s3 Y (s) + 6s2 Y (s) + 11sY (s) + 6Y (s) =
s
3 1
s + 6s2 + 11s + 6 Y (s) =
s
1
Y (s) =
s(s3 + 6s2 + 11s + 6)
1 1
Y (s) = =
s(s3 + 6s2 + 11s + 6) s(s + 1)(s + 2)(s + 3)
1 a b c d
Y (s) = = + + +
s(s + 1)(s + 2)(s + 3) s s+1 s+2 s+3
1
a = lim = 1/6
s→0 (s + 1)(s + 2)(s + 3)
1
b = lim = −1/2
s→−1 s(s + 2)(s + 3)
1
c = lim = 1/2
s→−2 s(s + 1)(s + 3)
1
d = lim = −1/6
s→−3 s(s + 1)(s + 2)
Apply Initial Value and Final Value theorem to the system given by:
1
Y (s) =
s(s3 + 6s2 + 11s + 6)
1 1 −t 1 −2t 1 −3t
y(t) = − e + e − e
6 2 2 6
27
CHAPTER 2. LAPLACE TRANSFORM
Example 2.6.5. Apply the Final Value Theorem to the given system:
1d
y(t) = e−3t
3 dt
where y(0) = 0
Directly find the Laplace of the given as:
1 1
(sY (s) − y(0)) =
3 s+3
Since y(0) = 0
1 1
sY (s) =
3 s+3
3
Y (s) =
s(s + 3)
Now, use partial fraction expansion, to find,
3 A B
= +
s(s + 3) s s+3
3 3
A = lim = =1
s→0 s + 3 (0) + 3
3 3
B = lim = = −1
s→−3 s (−3)
3 1 1
∴ = −
s(s + 3) s s+3
Taking the inverse Laplace of the result yield:
y(t) = 1 − e−3t
28
CHAPTER 2. LAPLACE TRANSFORM
Example 2.6.6. Apply the Final Value Theorem to the given system:
d
y(t) + 5y(t) = 1
dt
where y(0) = 0
Directly find the Laplace of the given as:
1
(sY (s) − y(0)) + 5Y (s) =
s
Since y(0) = 0
1
sY (s) + 5Y (s) =
s
1
Y (s) =
s(s + 5)
Now, use partial fraction expansion, to find,
1 A B
= +
s(s + 5) s s+5
1 1
A = lim = = 1/5
s+5
s→0 (0) + 5
1 1
B = lim = = −1/5
s→−5 s (−5)
1 1/5 1/5
∴ = −
s(s + 5) s s+5
Taking the inverse Laplace of the result yield:
1
y(t) = (1 − e−5t )
5
Applying both sides of the Final value theorem, we have:
Side One:
1 1 1
lim sY (s) = lim s = lim s = = 1/5
s→0 s→0 s(s + 5) s→0 s(s + 5) (0) + 5
Side Two:
1 1 :0
(1 − e−3t ) = (1 −
e−3∞
lim f (t) = lim ) = 1/5
t→∞ t→∞ 5 5
29
CHAPTER 2. LAPLACE TRANSFORM
Example 2.6.7. Apply the Final Value Theorem to the given system:
d
y(t) + 4y(t) = 2
dt
where y(0) = 0
Directly find the Laplace of the given as:
2
(sY (s) − y(0)) + 4Y (s) =
s
Since y(0) = 0
2
sY (s) + 4Y (s) =
s
2
Y (s) =
s(s + 4)
Now, use partial fraction expansion, to find,
2 A B
= +
s(s + 4) s s+4
2 2
A = lim = = 1/2
s→0 s + 4 (0) + 4
2 2
B = lim = = −1/2
s→−4 s (−4)
2 1/2 1/2
∴ = −
s(s + 4) s s+4
Taking the inverse Laplace of the result yield:
1
y(t) = (1 − e−4t )
2
Applying both sides of the Final value theorem, we have:
Side One:
2 2 2
lim sY (s) = lim s = lim s = = 1/2
s→0 s→0 s(s + 4) s→0 s(s + 4) (0) + 4
Side Two:
1 1 :0
lim f (t) = lim (1 − e−4t ) = (1 − e−4∞
) = 1/2
t→∞ t→∞ 2 2
Example 2.6.8. Apply the Final Value Theorem to the given system:
d2 d
2
y(t) + 5 y(t) + 6y(t) = 6
dt dt
where ẏ(0) = y(0) = 0
Directly find the Laplace of the given as:
6
s2 Y (s) − sy(0) − ẏ(0) + 5 (sY (s) − y(0)) + 6Y (s) =
s
30
CHAPTER 2. LAPLACE TRANSFORM
Side Two:
*0 *0
e−2t e−2t
−2t −3t −3t
lim f (t) = lim 1 − 3e + 2e + 2e = 1 −
3e 2e
+ = 1
t→∞ t→∞
31