Lec04 - Laplace and Z-Transform
Lec04 - Laplace and Z-Transform
1 Laplace transform
2 Transfer function calculus (in the Laplace domain)
Transfer functions of interconnected systems
System response in the complex frequency domain
3 z-transform
4 Conversion between the two domains
Learning objectives
Revise basic calculus of the continuous and discrete-time frequency domain: How can we
describe the system behavior using transfer functions? How to get these transfer functions?
How to use them in order to solve problems in the time domain?
No. Topic
1 Introduction (admin, system classes, motivating example)
2 Linear algebra basics
3 Response of linear systems incl. discrete-time representations
4 Laplace and z-transforms (complex frequency domain)
5 Frequency response
6 Stability
7 Controllability and observability
8 State transformation and realizations
9 State feedback and state observers
can be cumbersome since the input-output (I/O) behavior of a given dynamic system can be
not directly evaluated in an ODE. The consideration of interconnected systems (e.g., parallel
or series connection) is also not straightforward.
Accordingly, it would be desirable to transform the above ODEs into some algebraic equations,
which then reflect the I/O behavior in a more direct way.
Oliver Wallscheid AST Topic 04 4
Laplace transform
Definition 4.1: Laplace transform
The unilateral (one-sided) Laplace transform of a continuous-time signal x(t) is defined as
Z ∞
X(s) = L{x(t)} = x(t)e−st dt (4.1)
0
with s = σ + jω, where σ and ω are the real and imaginary parts of s.
Obviously the above integral and the resulting Laplace transform only exists if
1
Re {s} > − . (4.6)
τ
β(s + 3) θ α
⇔ Y (s) = + + .
(s + 1)(s + 2) (s + 1)(s + 2) s(s + 1)(s + 2)
| {z } | {z }
L of natural response L of forced response
Choose, e.g., α = 2, β = 3, θ = −5. Then a partial fraction expansion yields
Y (s) = 1/s − 1/(s + 1) + 3/(s + 2)
and thus y(t) = [1 − e−t + 3e−2t ]σ(t) using the Laplace transform pairs table.
Oliver Wallscheid AST Topic 04 9
Example: solution of an initial value problems (2)
Total reponse
Only natural response
2 Only forced reponse
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Fig. 4.1: Time-domain solution to previous ODE with nonzero initial conditions
1 Laplace transform
3 z-transform
I For causal systems and input signals, we obtain the equivalent description in the Laplace
domain:
Y (s) = H(s)U (s),
where H(s) is the system transfer function.
I The ROC of the transfer function H(s) of a causal system is the right-half plane 1 .
1
We will utilize this property later in the course when discussing system stability.
Oliver Wallscheid AST Topic 04 14
Series connection of systems
If two systems with their transfer functions
Y1 (s) Y (s)
H1 (s) = , H2 (s) = (4.12)
U (s) Y1 (s)
are connected in series, the transfer function of the overall system is:
Y (s) Y (s) Y1 (s)
H(s) = = = H2 (s)H1 (s) = H1 (s)H2 (s). (4.13)
U (s) Y1 (s) U (s)
Fig. 4.2: Both transfer function depictions lead to identical input-output behavior
Oliver Wallscheid AST Topic 04 15
Parallel connection of systems
If two systems with their transfer functions H1 (s) and H2 (s) are connected in parallel, the
transfer function of the overall system follows directly from the Laplace linearity:
Y (s) = H1 (s)U (s) + H2 (s)U (s) = [(H1 (s) + H2 (s)] U (s) = H(s)U (s). (4.14)
Fig. 4.3: Both transfer function depictions lead to identical input-output behavior
Fig. 4.4: Both transfer function depictions lead to identical input-output behavior
Oliver Wallscheid AST Topic 04 17
Multiple-input-multiple-output (MIMO) systems (1)
So far we only considered transfer functions for systems with single-input-single-output
(SISO) characteristics. However, many dynamic systems
d
x(t) = Ax(t) + Bu(t),
dt
y(t) = Cx(t) + Du(t)
have more than m > 1 inputs u ∈ Rm and p > 1 outputs y ∈ Rp . Hence, for
multiple-input-multiple-output (MIMO) systems we require a transfer function matrix
H11 (s) H12 (s) . . . H1m (s)
.. ..
H21 (s) . .
Y (S) = H(s)U (s) with H(s) = .
. .. .
(4.17)
. . . . .
Hp1 (s) Hp2 (s) . . . Hpm (s)
The transfer function characteristics discussed for SISO system also apply to the MIMO case.
I Series connection:
Y (s) = H2 (s)Y1 (s) = H2 (s)H1 (s)U (s) = H(s)U (s) (4.18)
I Parallel connection:
Y (s) = H1 (s)U (s) + H2 (s)U (s) = [(H1 (s) + H2 (s)] U (s) = H(s)U (s) (4.19)
I Feedback loop:
Y (s) = [I − F (s)G(s)]−1 F U (s) = H(s)U (s) (4.20)
Fig. 4.5: Interchangeable representations to describe the (SISO) input-output system behavior
1 Laplace transform
3 z-transform
Since ready-made Laplace correspondences exist for most standard signals, the (inverse)
Laplace transform never actually needs to be calculated.
For choosing the appropriate correspondence we need to specify D beforehand, since it will
indicate if the system can oscillate or not. For C = 1 F and L = 1 H and R < 2 Ω we receive
0 < D < 1, i.e., a stable but oscillating system and the correspondence is:
K s c 1 −Dω0 t
p
2
Y (s) = K 1− √ e sin ω0 1 − D t + arccos D = y(t).
s(s2 ω12 + s 2D
ω0 + 1) 1 − D2
o
Fig. 4.6: Step response of inductor current within the RLC circuit (C = 1 F and L = 1 H)
This inverse exists for all s except at the eigenvalues of A. Taking the inverse Laplace
transform:
!
x(t) = L−1 {(sI − A)−1 }(t)x0 = Φ(t, 0)x0 = exp(At)x0 . (4.26)
As this must hold for arbitrary x0 , we may therefore compute
1 Laplace transform
3 z-transform
where c is a counterclockwise closed path encircling the origin and entirely in the ROC.
Fig. 4.7: Illustrative representation of the Fourier transformation (not specifically in discrete time)
Oliver Wallscheid AST Topic 04 32
ROC of the z-transform
Analogous to the Laplace transform, certain convergence conditions must be fulfilled, such
that the z-transform converges. See the following discrete-time example signal:
k
1 1 1
x[k] = = 1, , , . . . , k ≥ 0. (4.32)
2 2 4
Applying the z-transform summation yields:
∞ ∞ k ∞
0.5 k
X X 1 X
X(z) = x[k]z −k = z −k =
2 z
0 0 0 (4.33)
1
= .
1 − 0.5z −1
Obviously the above geometric series and the resulting z-transform only exists if
with initial condition y[−1] = β, input u[k] = ασ[k] and constants {α, β, γ} ∈ R > 0. Taking
the z-transform:
Y (z) = α/(1 − z −1 ) − γ z −1 Y (z) + β
−γβ α
⇔ Y (z) = + .
1 + γz −1 (1 + γz −1 )(1 − z −1 )
| {z } | {z }
Z of natural response Z of forced response
0 Total reponse
Only natural response
-2 Only forced reponse
-4
0 5 10 15 20 25 30
with zero initial conditions. Taking the z-transform of both sides gives:
n
X q
X
−i
ai z Y (z) = bi z −i U (z). (4.38)
i=0 i=0
I For causal systems and input signals, we obtain the equivalent description in the
z-domain:
Y (z) = H(z)U (z),
where H(z) is the system transfer function2 .
I The ROC of the transfer function H(z) of a discrete-time causal system is the is the
exterior of a circle, including infinity3 .
2
Simplifications of combined systems and the transfer from the state space are similar to the Laplace domain.
3
We will utilize this property later in the course when discussing system stability.
Oliver Wallscheid AST Topic 04 40
Variants for the representation of discrete-time, dynamic systems
Fig. 4.9: Interchangeable representations to describe the (SISO) input-output system behavior
1 Laplace transform
3 z-transform
1
If we substitute s = Ts ln z, we receive
∞
X
x(kTs )z k = X(z), (4.41)
k=0
i.e., the z-transform of the given signal. Thus, the mapping between the Laplace domain and
z-domain is given by:
1
z = esTs ⇐⇒ s = ln z. (4.42)
Ts
Oliver Wallscheid AST Topic 04 43
First-order discrete-time approximation
A typical problem is to convert a continuous-time transfer function to discrete time, e.g., to
perform a controller tuning. Using s = ln z/Ts is often cumbersome and it might be very
difficult to obtain the poles and zeros of the discrete-time transfer function.
R z 2 + 2z + 1
H(z) ≈ . (4.46)
LC z 2 4
+ 2R
+ 1
+ 2z LC 1
− T42 + 4
− 2R
+ 1
Ts2 LTs LC s Ts2 LTs LC
-40
-60
0
Phase (deg)
-90
-180
10 -2 10 -1 10 0 10 1
Frequency (rad/s)
Fig. 4.10: Bode plots of transfer functions (4.44) and (4.46) for parameter values C = 1 F, L = 1 H,
R = 0.05 Ω and Ts = 1 s
Above Bode plot is a teaser for the upcoming section where its background will be explained.
Oliver Wallscheid AST Topic 04 46
Concluding overview
Note that above commands are from Matlab; GNU Octave commands might slightly differ.
And some commands require special toolboxes (e.g., Control System Toolbox).
I The Laplace transform enables a system description in the frequency domain for
continuous-time systems.
I Certain technical criteria have to be fulfilled to find a converging Laplace transform.
I In particular, we require a LTI system representation to apply the frequency transform.
I It is only describing the input-output behavior (no knowledge about internal states).
I We can use the Laplace transform to solve initial values problems in the time domain.
I Due to the linearity of the transform we can perform certain transfer function
simplifications for interconnected systems.
I The z-transform is the discrete-time counterpart assuming ideal sampling of a system.
I Most findings of the Laplace domain can be also applied to the z-domain.
I A transfer between the two frequency domains is possible but only often approximated.