Signals and Systems Analysis

Course Code: (ECEG-3091)

By : Abrham Mesfin(MSc. In control Eng.)
email: [email protected]

Course title: Signals and Systems Analysis

ECTS (Credit): 6hr (4hr)
Pre-requisite: Applied Math III
Academic Year: 2019/20
 CHAPTER 4

REPRESENTATIONS OF SIGNALS
USING CONTINUOUS – TIME
COMPLEX EXPONENTIALS:

THE LAPLACE TRANSFORM

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 2
 Introduction
• In this chapter we generalize the complex sinusoidal representation of a
continuous – time signal offered by the FT to a representation in terms
of complex exponential signals, which is termed the Laplace
transform.
• The Laplace transform provides a broader characterization of 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 unstable system.
• The FT does not exist for signals that are not absolutely integrable, so FT
– based methods cannot be used in this class of problems.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 3
The Laplace Transform
• Let 𝒆𝒔𝒕 be a complex exponential with complex frequency 𝒔 = 𝝈 + 𝒋𝝎.
• We may write 𝑒 𝑠𝑡 as the complex – valued signal
𝒆𝒔𝒕 = 𝒆𝝈𝒕 𝐜𝐨𝐬 𝝎𝒕 + 𝒋𝒆𝝈𝒕 𝐬𝐢𝐧(𝝎𝒕)
• The real part of 𝑒 𝑠𝑡 is an exponentially damped cosine and the imaginary
part is an exponentially damped sine, as depicted in figure 1.
• In this figure it is assumed that 𝝈 is negative.
• The real part of "𝒔" is the exponentially damping factor "𝝈", and the
imaginary part of "𝒔" is the frequency of the cosine and sine factor,
"𝝎".

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AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 5
Cont …
• Consider applying an input of the form:
𝒙 𝒕 = 𝒆𝒔𝒕
To an LTI system with impulse response 𝒉(𝒕).
• The system output 𝑦(𝑡) is given by:
∞

𝑦 𝑡 = 𝐻 𝑒 𝑠𝑡 = ℎ 𝑡 ∗ 𝑥 𝑡 = න ℎ 𝑡 𝑥 𝑡 − τ 𝑑τ
−∞
• Substitute for 𝑥(𝑡) to obtain:
∞ ∞

𝒚 𝒕 = න 𝒉(𝝉)𝒆𝒔(𝒕−𝝉) 𝒅𝝉 = 𝒆𝒔𝒕 න 𝒉(𝝉)𝒆−𝒔𝝉) 𝒅𝝉

−∞ −∞
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 6
Cont …
• Define the transform function:
∞

𝑯 𝒔 = න 𝒉(𝝉)𝒆−𝒔𝝉 𝒅𝝉
−∞
• So that we may write:
𝑯 𝒆𝒔𝒕 = 𝑯(𝒔)𝒆𝒔𝒕
• The action of the system on an input 𝒆𝒔𝒕 is multiplication by 𝑯(𝒔).
• Hence we identify 𝒆𝒔𝒕 as an Eigen function of the system and 𝑯(𝒔) as
eigenvalue.

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Cont …
• Recall:
∞

𝑯 𝒔 = න 𝒉(𝝉)𝒆−𝒔𝝉 𝒅𝝉
−∞
• Substituting 𝒔 = 𝝈 + 𝒋𝝎, and using "𝒕" as the variable of integration, we
obtain:
∞ ∞

𝑯 𝝈 + 𝒋𝝎 = න 𝒉(𝒕)𝒆− 𝝈+𝒋𝝎 𝒕 𝒅𝒕 = න [𝒉 𝒕 𝒆−𝝈𝒕 ]𝒆−𝝎𝒕 𝒅𝒕

−∞ −∞
• This indicates that 𝑯 𝝈 + 𝒋𝝎 is the Fourier transform of 𝒉 𝒕 𝒆−𝝈𝒕 .

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 8
Cont …
• Hence the inverse Fourier transform of 𝑯 𝝈 + 𝒋𝝎 must be 𝒉 𝒕 𝒆−𝝈𝒕 ,
• That is:
∞
−𝝈𝒕
𝟏
𝒉 𝒕 𝒆 = න 𝑯 𝝈 + 𝒋𝝎 𝒆𝒋𝝎𝒕 𝒅𝝎
𝟐𝝅
−∞
• We may recover 𝒉(𝒕) by multiplying both sides of this equation by 𝒆𝝈𝒕 as
shown by:
∞ ∞
1 𝟏
ℎ 𝑡 = 𝑒 σ𝑡 𝑗ω𝑡
න 𝐻 𝜎 + 𝑗𝜔 𝑒 𝑑ω = න 𝑯 𝝈 + 𝒋𝝎 𝒆(𝝈+𝒋𝝎)𝒕 𝒅𝝎
2π 𝟐𝝅
−∞ −∞

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Cont …
• Now substituting 𝐬 = 𝝈 + 𝒋𝝎 and 𝒅𝝎 = 𝒅𝒔/𝒋 in to the above equation, we
get:
𝝈+𝒋∞
𝟏
𝒉 𝒕 = න 𝑯 𝒔 𝒆𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋
𝝈−𝒋∞

• The limit on the integral are also a result of the substitution 𝐬 = 𝝈 + 𝒋𝝎.
• Hence, the equation:
∞

𝑯 𝒔 = න 𝒉(𝝉)𝒆−𝒔𝝉 𝒅𝝉
−∞
Indicates how to determine 𝑯 𝒔 from 𝒉(𝝉).

Saturday, April 16, 2022 10

Cont …
• While
𝝈+𝒋∞
𝟏
𝒉 𝒕 = න 𝑯 𝒔 𝒆𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋
𝝈−𝒋∞

Expresses 𝒉 𝒕 as a function of 𝑯 𝒔 .
• We say that 𝑯 𝒔 is the Laplace transform of 𝒉 𝒕 and that 𝒉 𝒕 is the inverse
Laplace transform of 𝑯 𝒔 .
• We have obtained the Laplace transform of the impulse response of a
system.
• This relationship holds for an arbitrary signal.

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 Cont …
• The Laplace transform of 𝑥(𝑡) is:
∞

𝑿 𝒔 = න 𝒙(𝒕)𝒆−𝒔𝒕 𝒅𝒕
−∞
• And the inverse Laplace transform of 𝑋 𝑠 is:
𝝈+𝒋∞
𝟏
𝒙 𝒕 = න 𝑿 𝒔 𝒆𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋
𝝈−𝒋∞

• We express this relationship with the notation:

𝓛
𝒙(𝒕) 𝑿 𝒔
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 12
Cont …
• Note that the equation for 𝒙(𝒕) represents the signal 𝒙(𝒕) as a weighted
superposition of complex exponentials 𝒆𝒔𝒕 .
➢The weights are proportional to 𝑿 𝒔 .
• In practice, we usually do not evaluate this integral directly since it requires
techniques of contour integration.
• Instead, we determine inverse Laplace transforms by inspection utilizing the
one – to – one relationship between 𝒙(𝒕) and 𝑿(𝒔).
• Our development indicates that the Laplace transform is the Fourier
transform of 𝒙(𝒕)𝒆−𝝈𝒕 .

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Cont …
• Hence a necessary condition for convergence of the Laplace transform is
absolute integrability of 𝒙(𝒕)𝒆−𝝈𝒕 .
• That is, we must have:
∞

න 𝒙(𝒕)𝒆−𝝈𝒕 𝒅𝒕 < ∞
−∞
• The range of 𝝈 for which the Laplace transform converges is termed
the region of convergence (ROC).
• Note that: the Laplace transform exists for signals that do not have a Fourier
transform.

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AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 15
Cont …
• The existence of the Laplace transform for signals that have no Fourier
transform is a significant advantage of using the complex exponential
representation.
• It is convenient to graphically
represent the complex frequency
"𝒔" in terms of a complex plane
termed the s- plane as depicted
in figure 3.

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Cont …
• Note that if 𝒙(𝒕) is absolutely integrable, then we may obtain the Fourier
transform from the Laplace transform by setting 𝝈 = 𝟎, as shown here:

𝑿 𝒋𝝎 = 𝑿(𝒔) ቤ
𝝈=𝟎
• 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.

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Cont …
• The 𝒋𝝎 – axis divides the s – plane in half.
➢The region of the s – plane to the left of the 𝑗ω – axis is termed the left –
half of the s – plane, while
➢The region to the right of the 𝑗ω – axis is termed the right half of the s
– plane.
• The real part of “s” is negative in the left half of the 𝒔 − 𝒑𝒍𝒂𝒏𝒆, and
positive in the right half of the 𝒔 − 𝒑𝒍𝒂𝒏𝒆.
• The most commonly encountered form of the Laplace transform in
engineering is the ration of two polynomials is “s”.

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Cont …
• That is,
𝒃𝑴 𝒔𝑴 + 𝒃𝑴−𝟏 𝒔𝑴−𝟏 + ⋯ + 𝒃𝟏 𝒔 + 𝒃𝟎
𝑿 𝒔 =
𝒔𝑵 + 𝒂𝑵−𝟏 𝒔𝑵−𝟏 + ⋯ + 𝒂𝟏 𝒔 + 𝒂𝟎
• It is useful to rewrite 𝑋(𝑠) as a product of terms involving the roots of the
denominator and numerator polynomials, as shown by:
ς𝑴
𝒌=𝟏 𝒃𝑴 𝒔 − 𝒄𝒌
𝑿 𝒔 = 𝑵
ς𝒌=𝟏 𝒂𝑴 𝒔 − 𝒅𝒌
➢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).
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 19
Cont …
• We denote the locations of zeros in the s – plane with "𝒐" symbol and the
pole locations with the "𝑿" symbol, as illustrated in figure 3.
• The pole and zero locations in the s – plane completely specify 𝑋(𝑠), except
for the constant gain factor 𝒃𝑴 .
Example 1:
• Determine the Laplace transform of:
𝐱 𝐭 = 𝐞𝐚𝐭 𝐮(𝐭)
And depict the ROC and pole and zero locations in the 𝒔 − 𝒑𝒍𝒂𝒏𝒆. Assume a
is real.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 20
Cont …
Solution:
• Substitute 𝑥(𝑡) in to the equation for the Laplace transform to obtain:
∞ ∞ ∞

𝑋 𝑠 = න 𝑥(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = න 𝑒 𝑎𝑡 𝑢(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = න 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡

−∞ −∞ 0
−1 −(𝑠−𝑎)𝑡 ∞
= 𝑒 ฬ
𝑠−𝑎 0
• To evaluate 𝑒 −(𝑠−𝑎)𝑡 as the limits, we substitute 𝒔 = 𝝈 + 𝒋𝝎 and so write:
−1 −(σ+𝑗ω−𝑎)𝑡 ∞
−1 −(σ−𝑎)𝑡 −𝑗ω𝑡 ∞
𝑋 𝑠 = 𝑒 ฬ = 𝑒 𝑒 ฬ
σ + 𝑗ω − 𝑎 0 σ + 𝑗ω − 𝑎 0

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 21
 Cont …
• Now, if 𝝈 > 𝒂, then 𝒆−(𝝈−𝒂)𝒕 goes to zero as "𝑡“ approaches infinity and:
−𝟏 𝟏
𝑿 𝒔 = 𝟎−𝟏 = , 𝑹𝒆 𝒔 = 𝝈 > 𝒂
𝝈 + 𝒋𝝎 − 𝒂 𝒔−𝒂
• The Laplace transform 𝑋(𝑠) does not exist
for 𝝈 ≤ 𝒂 since the integral in unbounded.
• 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 4.
• The pole is located at 𝑠 = 𝑎. Saturday, April 16, 2022 22
Cont …
Example 2:
• Determine the Laplace transform and ROC for the signal:
𝒚 𝒕 = −𝒆𝒂𝒕 𝒖(−𝒕)
Solution:
• Substitute for 𝑥(𝑡) in equation for Laplace transform, obtaining:
∞ 0 0

𝑌 𝑠 = න −𝑒 𝑎𝑡 𝑢(−𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 = − න 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = − න 𝑒 − 𝑠−𝑎 𝑡 𝑑𝑡

−∞ −∞ −∞
1 − 𝑠−𝑎 𝑡 0 1
= 𝑒 ቤ = 𝑹𝒆 𝒔 < 𝒂
𝑠−𝑎 −∞ 𝑠 − 𝑎

Saturday, April 16, 2022 23

Cont …
• The ROC and pole and zero location are depicted in figure 5.
• Example 1 and 2 reveal that the Laplace transforms 𝑿 𝒔 𝒂𝒏𝒅 𝒀(𝒔) are
equal, even though the signal 𝒙 𝒕 𝒂𝒏𝒅 𝒚(𝒕) are clearly different.
• However, their ROCs are different.
• This ambiguity occurs in general with the signals
that are one sided.

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Cont …
∞

𝑋 𝑠 = න 𝑔(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝐺 𝑠, ∞ − 𝐺(𝑠, 0)

0
Where: 𝑮(𝒔, 𝒕) is the indefinite integral:

𝑮 𝒔, 𝒕 = න 𝒈(𝒕)𝒆−𝒔𝒕 𝒅𝒕

• Next, we write:
0 −∞

𝑌 𝑠 = − න 𝑔 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = න 𝑔 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑮 𝒔, −∞ − 𝑮(𝒔, 𝟎)

−∞ 0

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 25
Cont …
• We see that 𝑿 𝒔 = 𝒀(𝒔) whenever 𝑮 𝒔, ∞ = 𝑮(𝒔, −∞).
• In example 1 and 2, we have:
𝑮 𝒔, ∞ = 𝑮 𝒔, −∞ = 𝟎
• The value of 𝑠 for which 𝐺 𝑠, ∞ is finite are different from those for which
𝐺 𝑠, −∞ is finite, and thus the ROCs are different.
• The ROC must be specified for Laplace transform to be unique.
Exercise: Determine the Laplace transform and ROC and plot pole and
zero location of s-plane:
➢𝒙 𝒕 = 𝒖(𝒕 − 𝟓)
➢𝒙 𝒕 = 𝒆𝒋𝝎𝒐𝒕 𝒖(𝒕)
Saturday, April 16, 2022 26
 The Unilateral Laplace Transform
• There are many applications of Laplace transform in which it is reasonable to
assume that the signals involved are causal, that is, zero for times 𝒕 < 𝟎.
➢For example, if we apply an input that is zero for 𝒕 < 𝟎 to a causal system,
the output will also be zero for 𝒕 < 𝟎.
➢Thus, time 𝒕 = 𝟎 is often chosen as the time at which an input is presented
to the system, and the behavior of the system at time 𝒕 ≥ 𝟎 is of interest.
• In such problems it is advantageous to define the unilateral or one – sided
Laplace transform, which is based on only the positive time (𝑡 > 0) portion of
the signal.
• By working with causal signals, we remove the ambiguity inherent in the
bilateral transform and thus do not need to consider the ROC.
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 27
Cont …
Definition:
• The unilateral Laplace transform of a signal 𝒙(𝒕) is defined by:
∞

𝑿 𝒔 = න 𝒙(𝒕)𝒆−𝒔𝒕 𝒅𝒕
𝟎+
• The lower limit of 𝟎+ implies that we do not include the point the point 𝒕 =
𝟎 in the integral.
• Hence 𝑿(𝒔) depends only on 𝒙(𝒕) for 𝒕 > 𝟎.
• Discontinuities and impulses at 𝒕 = 𝟎 are excluded.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 28
 PROPERTIES
• The properties of the Laplace transform are similar to those of the Fourier
transform. Hence, we simply state many of the properties.
• The properties described in this in this subsection specifically apply to the
unilateral Laplace transform.
• The unilateral and bilateral transforms have many properties in
common, although there are important differences.
• These differences are discussed later.
• In the properties given below, we assume that:
𝓛𝒖 𝓛𝒖
𝒙 𝒕 𝑿 𝒔 𝒂𝒏𝒅 𝒚(𝒕) 𝒀 𝒔

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 29
Cont …
Linearity:
𝓛𝒖
𝒂𝒙 𝒕 + 𝒃𝒚 𝒕 𝒂𝑿 𝒔 + 𝒃𝒀(𝒔)
• The linearity of the Laplace transform follows from its definition as an
integral and the fact that integration is a linear operation.
Scaling:
𝓛𝒖 𝟏 𝒔
𝒙 𝒂𝒕 𝑿
𝒂 𝒂
• Scaling in time introduces the inverse scaling in 𝒔.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 30
Cont …
Time shift:
𝓛𝒖
𝒙 𝒕−𝝉 𝒆−𝒔𝝉 𝑿(𝒔)
S – Domain Shift:
𝓛𝒖
𝒔𝒐 𝒕
𝒆 𝒙 𝒕 𝑿(𝒔 − 𝒔𝒐 )
• Multiplication by a complex exponential in time introduces a
shift in a complex frequency 𝒔 to the Laplace transform.

31
Cont …
Convolution:
𝓛𝒖
𝒙 𝒕 ∗𝒚 𝒕 𝑿 𝒔 𝒀(𝒔)
• Convolution in time corresponds to multiplication of Laplace transform.
Differentiation in the s - Domain:
𝒅 𝓛𝒖
−𝒕𝒙 𝒕 𝑿(𝒔)
𝒅𝒔
• Differentiation in the 𝑠 − 𝑑𝑜𝑚𝑎𝑖𝑛 corresponds to multiplication by −𝑡 in
the time domain.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 32
Cont …
Example: Find the unilateral Laplace transform of
𝒙 𝒕 = −𝒆𝟑𝒕 𝒖 𝒕 ∗ (𝒕𝒖 𝒕 )
Solution:
𝓛𝒖 𝟏
−𝒆𝟑𝒕 𝒖 𝒕 −
𝒔−𝟑

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 33
Cont …
• And
𝓛𝒖 𝟏
𝒖 𝒕
𝒔
• Apply the 𝑠 − 𝑑𝑜𝑚𝑎𝑖𝑛 differentiation property to obtain
𝓛𝒖 𝟏
𝒕𝒖 𝒕
𝒔𝟐
• Now use the convolution property to obtain:
ℒ𝑢 1
𝑥 𝑡 = −𝑒 3𝑡 𝑢 𝑡 ∗ 𝑡𝑢 𝑡 𝑋 𝑠 =− 2
𝑠 (𝑠 − 3)

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 34
Cont …
Exercise: Find the unilateral Laplace transform of
𝒙 𝒕 = 𝒆−𝒕 𝒕 − 𝟐 𝒖(𝒕 − 𝟐)
Differentiation in the time - Domain:
• Consider the unilateral Laplace transform of 𝒅𝒙(𝒕)Τ𝒅𝒕.
• By definition, we have:
𝒅 𝓛𝒖
𝒙 𝒕 𝒔𝑿 𝒔 − 𝒙(𝟎+ )
𝒅𝒕

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 35
Cont …
Example:
• Verify the differentiation property of equation
𝒅 𝓛𝒖
𝒙 𝒕 𝒔𝑿 𝒔 − 𝒙(𝟎+ )
𝒅𝒕
For the signal:
𝑥 𝑡 = 𝑒 𝑎𝑡 𝑢(𝑡)
Solution:
The derivation of 𝒙(𝒕) is:
𝒅 𝒂𝒕
𝒆 = 𝒂𝒆𝒂𝒕 𝒕>𝟎
𝒅𝒕

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 36
Cont …
• The unilateral Laplace transform of 𝒂𝒆𝒂𝒕 is 𝑎 times the unilateral Laplace
transform of 𝑒 𝑎𝑡 𝑢(𝑡); that is,
𝒅 𝓛𝒖 𝒂
𝒙 𝒕 = 𝒂𝒆𝒂𝒕 𝒖 𝒕
𝒅𝒕 𝒔−𝒂
• Next, let us derive this result using the differentiation property. We have:
𝑑 ℒ𝑢 1 𝑠− 𝑠−𝑎
𝑥 𝑡 𝑠𝑋 𝑠 − 𝑥 0+ =𝑠 −1=
𝑑𝑡 𝑠−𝑎 𝑠−𝑎
𝑎
=
𝑠−𝑎

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 37
Cont …
Integration:
𝒕
𝓛𝒖 𝒙 −𝟏 𝟎+ 𝑿 𝒔
න 𝒙(𝝉) 𝒅𝝉 +
𝒔 𝒔
−∞
Where:
𝟎

𝒙 −𝟏 𝟎+ = න 𝒙 𝝉 𝒅𝝉
−∞
Is the area under 𝑥(𝑡) from 𝑡 = −∞ 𝑡𝑜 𝑡 = 0+ .

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 38
 Cont …
Exercise:
• Use the integration property to show that the unilateral Laplace transform of:
𝒕

𝒕𝒖 𝒕 = න 𝒙 𝝉 𝒅𝝉
−∞
Is given by 𝟏/𝒔𝟐 .
Initial and Final Value Theorems:
• The initial and final value theorems allow us to determine the initial value
of 𝑥 𝑡 , and final value , 𝑥(∞), from 𝑋(𝑠).

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 39
Cont …
• These theorems are most often used to evaluate either the initial or final
values of a system output without explicitly determining the entire time
response of the system.
• The initial value theorem states that:
𝐥𝐢𝐦 𝒔𝑿(𝒔) = 𝒙(𝟎+ )
𝒔→∞
• The initial value theorem does not apply to rational functions 𝑋(𝑠) whose
numerator polynomial order is greater than the denominator polynomial
order.
• The final value theorem states that:
𝒍𝒊𝒎 𝒔𝑿(𝒔) = 𝒙(∞)
𝒔→𝟎

Saturday, April 16, 2022 40

• The finite value theorem applies only if all the poles of 𝑋(𝑠) are in the left .
half of the s – plane, with at most a single pole at 𝑠 = 0.
Example:
• Determine the initial and final values of a signal 𝑥(𝑡) whose unilateral
Laplace transform is:
7𝑠 + 10
𝑋 𝑠 =
𝑠 𝑠+2
Solution:
• We may apply the initial value theorem to obtain:
7𝑠 + 10 7𝑠 + 10
𝑥 0+ = lim 𝑠𝑋(𝑠) = lim 𝑠 = lim =𝟕
𝑠→∞ 𝑠→∞ 𝑠 𝑠 + 2 𝑠→∞ 𝑠 + 2
41
• The final value theorem is applicable since 𝑋(𝑠) has only a single pole at 𝑠 = .
0 and the remaining poles are in the left half of the s – plane.
• We have:
7𝑠 + 10 7𝑠 + 10
𝑥 ∞ = lim 𝑠𝑋(𝑠) = lim 𝑠 = lim =𝟓
𝑠→0 𝑠→0 𝑠 𝑠 + 2 𝑠→0 𝑠 + 2

Exercise:
➢Verify that the above example has the inverse Laplace transform of:
𝒙 𝒕 = 𝟓𝒖 𝒕 + 𝟐𝒆−𝟐𝒕 𝒖 𝒕
➢Find the initial and final values of 𝒙(𝒕) if:
𝟐
𝑿 𝒔 = 𝒆−𝟓𝒔 −
𝒔 𝒔+𝟐 Saturday, April 16, 2022 42
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 43
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 44
 Inversion of the Laplace Transform
• Direct inversion of the inverse Laplace transform given by:
𝝈+𝒋∞
𝟏
𝒙 𝒕 = න 𝑿 𝒔 𝒆𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋
𝝈−𝒋∞
Requires an understanding of contour integration and will not be pursued here.
• We shall determine inverse Laplace transforms using the one – to – one
relationship between a signal and its unilateral Laplace transform.
• Given knowledge of several basic transform pairs and Laplace transform
properties, we are able to invert a very large class of Laplace transform in this
manner.
• A table of basic Laplace transform pairs is given above (Basic Laplace
Transform).
Saturday, April 16, 2022 45
Cont …

Example: Find the inverse Laplace transform of:

3𝑠 + 4
𝑋 𝑠 = 2
𝑠+1 𝑠+2
Solution: use a partial fraction expansion of 𝑋(𝑠) to write:
𝐴1 𝐴2 𝐴3
𝑋 𝑠 = + +
𝑠 + 1 𝑠 + 2 (𝑠 + 2)2

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 46
Cont …

• Solving for 𝐴1 , 𝐴2 𝑎𝑛𝑑 𝐴3 using the method of residue, we obtain:

1 1 2
𝑋 𝑠 = − +
𝑠 + 1 𝑠 + 2 (𝑠 + 2)2
• We may construct 𝑥(𝑡) from the inverse Laplace transform of each term in the
partial fraction expansion:
➢The pole of the first term is at 𝑠 = −1:
ℒ𝑢 1
𝑒 −𝑡 𝑢 𝑡
𝑠+1
➢The pole of the first term is at 𝑠 = −2:
ℒ𝑢 −1
− 𝑒 −2𝑡 𝑢 𝑡
𝑠+2
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 47
Cont …
➢The double pole in the last term is at 𝑠 = −2:
ℒ𝑢 2
2𝑡𝑒 −2𝑡 𝑢 𝑡
(𝑠 + 2)2
• Combining these three terms, we obtain:
𝒙 𝒕 = 𝒆−𝒕 𝒖 𝒕 − 𝒆−𝟐𝒕 𝒖 𝒕 + 𝟐𝒕𝒆−𝟐𝒕 𝒖 𝒕
Exercise: Find the inverse Laplace transform of:
−5𝑠 − 7
𝑋 𝑠 =
𝑠+1 𝑠−1 𝑠+2

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 48
Cont …

Example: Find the inverse Laplace transform of

−5𝑠 − 7
𝑋 𝑠 = 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 − 1 < 𝑅𝑒 𝑠 < 1
𝑠+1 𝑠−1 𝑠+2
Solution: Use a partial fraction expansion as:
𝐴1 𝐴2 𝐴3
𝑋 𝑠 = + +
𝑠+1 𝑠−1 𝑠+2
Solving for 𝐴1 , 𝐴2 and 𝐴3
1 2 1
𝑋 𝑠 = − +
𝑠+1 𝑠−1 𝑠+2

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 49
Transform Analysis of Systems
• The transfer function of a system was defined as the Laplace transform of
the impulse response.
∞

𝑯 𝒔 = න 𝒉(𝒕)𝒆−𝒔𝒕 𝒅𝒕
−∞
• The output of an LTI system is related to the input in terms of the impulse
response via the convolution:
𝒚 𝒕 = 𝒉 𝒕 ∗ 𝒙(𝒕)
• In general, this equation applies to 𝒉(𝒕) and 𝒙(𝒕) that are causal or non –
causal.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 50
Cont …
• Hence, if we take the bilateral Laplace transform of both sides of this
equation and use the convolution property, then we see that:
𝒀 𝒔 = 𝑯 𝒔 𝑿(𝒔)
• The Laplace transform of the system output is the product of the transfer
function and the Laplace transform of the input.
• Hence, the transfer function provides yet another description for the input –
output behavior of an LTI system.
• Note that, the above equation implies:
𝒀(𝒔)
𝑯 𝒔 = transfer function
𝑿(𝒔)

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 51
Cont …
• That is, the transfer function is the ratio of the Laplace transform of the
output to the Laplace transform of the input.
• This definition applies at values of 𝒔 for which 𝑿(𝒔) is nonzero.
• We now examine how the system characteristics are related to the transfer
function.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 52
 The Transfer Function (System Function)and
Differential Equation
• The transfer function may be related directly to the differential – equation
description for an LTI system using the bilateral Laplace transform.
• Recall that the relationship between the input and output of an Nth order
LTI system is described by the differential equation:
𝑵 𝑵
𝒅𝒌 𝒅𝒌
෍ 𝒂𝒌 𝒌 𝒚(𝒕) = ෍ 𝒃𝒌 𝒌 𝒙(𝒕)
𝒅𝒕 𝒅𝒕
𝒌=𝟎 𝒌=𝟎
• Previously we showed that the input 𝒆𝒔𝒕 is an
eigen function of the system
with eigen value equal to transfer function 𝑯(𝒔).

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 53
Cont …
• That is, if 𝒙 𝒕 = 𝒆𝒔𝒕 , then 𝒚 𝒕 = 𝒆𝒔𝒕 𝑯(𝒔).
• Substitution of 𝒆𝒔𝒕 for 𝒙(𝒕) and 𝒆𝒔𝒕 𝑯(𝒔) for 𝒚(𝒕) in the differential equation
gives:
𝑁 𝑁
𝑘 𝑘
𝑑 𝑑
෍ 𝑎𝑘 𝑘 𝑒 𝑠𝑡 𝐻(𝑠) = ෍ 𝑏𝑘 𝑘 𝑒 𝑠𝑡
𝑑𝑡 𝑑𝑡
𝑘=0 𝑘=0
• We know substitute the relationship:
𝒅𝒌 𝒔𝒕 𝒌 𝒆𝒔𝒕
𝒆 = 𝒔
𝒅𝒕𝒌

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 54
Cont …
and solve for 𝑯(𝒔) to obtain:
σ𝑴 𝒃
𝒌=𝟎 𝒌 𝒔𝒌
𝑯 𝒔 = 𝑵
σ𝒌=𝟎 𝒂𝒌 𝒔𝒌
• The system transfer function is a ratio of polynomials in 𝒔 and is thus
termed a rational transfer function.
• The coefficient of 𝒔𝒌 in the numerator polynomial corresponds to the
coefficient of the 𝒌𝒕𝒉 derivative of 𝒙(𝒕) and the coefficient of 𝑠 𝑘 in the
denominator polynomial corresponds to the coefficient of the 𝒌𝒕𝒉
derivative of 𝒚(𝒕).
• Hence we may obtain the transfer function from the differential – equation
description of a system.
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 55
Cont …
• Conversely, we may determine the differential – equation description of a
system from its transfer function.
Example: Find the transfer function of the LTI system described by the
differential – equation:
𝒅𝟐 𝒅 𝒅
𝟐
𝒚 𝒕 + 𝟑 𝒚 𝒕 + 𝟐𝒚 𝒕 = 𝟐 𝒙 𝒕 − 𝟑𝒙(𝒕)
𝒅𝒕 𝒅𝒕 𝒅𝒕
• The poles and zeros of a rational transfer function offer much insight
into system characteristics.
• The transfer function is expressed in pole – zero form by factoring the
numerator and denominator polynomials as follows.

AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 56
Example:
.
• Use the Laplace transform to determine the output of a system represented
by the differential equation:
𝒅𝟐 𝒅 𝒅
𝟐
𝒚 𝒕 +𝟓 𝒚 𝒕 + 𝟔𝒚 𝒕 = 𝟐 𝒙 𝒕 + 𝒙(𝒕)
𝒅𝒕 𝒅𝒕 𝒅𝒕
In response to the input 𝒙 𝒕 = 𝒖(𝒕). Assume that the initial conditions on the
system are:

57
Exercise
Consider a LTIS implemented as the RLC shown in figure, in this circuit x(t)
is the input voltage the voltage y(t) across the capacitor is considered the system
output.

a. Find the differential equation representation of the circuit.

b. Find the transfer function of the circuit.’
c. Determine the output y(t) for unit-stem input x(t) using CTLT
d. Determine the output y(t) if x(t)=4cos(t)u(t) using CTLT
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER FOUR: THE LAPLACE TRANSFORM Saturday, April 16, 2022 58
 END OF
CHAPTER
four
AMiT-ECE SIGNALS AND SYSTEMS CHAPTER ONE: INTRODUCTION TO SIGNALS AND SYSTEMS Saturday, April 16, 2022 59