Laplace Examples Ogata

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transform of F ( s ) = B ( s ) / A ( s )the roots of the denominator polynomial A ( s ) must be

obtained in advance. That is, this method does not apply until the denominator polyno-
mial has been factored.

Partial-Fraction Expansion when F(s) Involves Distinct Poles Only. Consider


F ( s ) written in the factored form
B ( s ) - ~ ( + szl)(s + z2)... ( s + z,)
F ( s ) = -- , for rn < n
4 s ) (s+~l)(s+p2)...(~+~~)
where p,, p,, ... ,pn and z,, z2,.. . ,z, are either real or complex quantities, but for each
complex pi or z, there will occur the complex conjugate of p, or z,, respectively. If F ( s )
involves distinct poles only, then it can be expanded into a sum of simple partial fractions
as follows:

where ak (k = 1,2,. .. ,n) are constants.The coefficient ak is called the residue at the pole
at s = - p k . The value of a, can be found by multiplying both sides of Equation (2-14)
by ( s + p,) and letting s = - p k , which gives

= ak

We see that all the expanded terms drop out with the exception of ak.Thus the residue
ak is found from

Note that, since f ( t ) is a real function of time, if p1 and p2 are complex conjugates, then
the residues al and a, are also complex conjugates. Only one of the conjugates, a, or a,,
needs to be evaluated because the other is known automatically.
Since
- -

f ( t ) is obtained as
f ( t ) = ~ - ' [ F ( s )=
] a,e-P~' + a2e-pzr + + ane-P.', for t 2 0

1 EXAMPLE 2-3 Find the inverse Laplace transform of

Section 2-5 / Inverse Laplace Transformation


The partial-fraction expansion of F(s) is

where a, and a, are found by using Equation (2-15):

Thus

- ze-l - e-21
, fort 2 0

I EXAMPLE 2-4 Obtain the inverse Laplace transform of

Here, since the degree of the numerator polynomial is higher than that of the denominator
polynomial, we must divide the numerator by the denominator.

Note that the Laplace transform of the unit-impulse function S(t) is 1and that the Laplace trans-
form of dS(t)/ dt is s.The third term on the right-hand side of this last equation is F ( s ) in Exam-
ple 2-3. So the inverse Laplace transform of G(s) is given as
d
g(t) = - S(t)
dt
+ 26(t) -t 2e-' - eA2', for t 2- 0-

I EXAMPLE 2-5 Rnd the inverse Laplace transform of

Notice that the denominator polynomial can be factored as


s2 + 2s + 5 = ( s + 1 + j2)(s + 1 - j2)
If the function F(s) involves a pair of complex-conjugate poles, it is convenient not to expand
F(s) into the usual partial fractions but to expand it into the sum of a damped sine and a damped
cosine function.
Noting that s2 + 2s + 5 = (s + 1)' + 2' and referring to the Laplace transforms of e-"' sinwt
and e-"' cos wt, rewritten thus,
0
~ [ e " ' sin wt] =
(s + a)2 + w2
s+a
2[e-ar cos wt] =
(s + a)' + w2
34 Chapter 2 / The Laplace Transform
I the given F(s) can be written as a sum of a damped sine and a damped cosine function.

It follows that
f(t) = z-'[~(s)l

= 5e-' sin2t + 2e-' cos2t, fort 2 0

Partial-Fraction Expansion when F ( s ) Involves Multiple Poles. Instead of dis-


cussing the general case, we shall use an example to show how to obtain the partial-
fraction expansion of F ( s ) .
Consider the following F ( s ) :

The partial-fraction expansion of this F ( s ) involves three terms,

where b3, b2,and b, are determined as follows. By multiplying both sides of this last
equation by ( s + I ) ~we
, have

Then letting s = -1, Equation (2-16) gives

Also, differentiation of both sides of Equation (2-16) with respect to s yields

If we Iet s = -1 in Equation (2-17), then

By differentiating both sides of Equation (2-17) with respect to s, the result is

Section 2-5 / Inverse Laplace Transformation


From the preceding analysis it can be seen that the values of b,, b2,and b1 are found
systematically as follows:

We thus obtain
f (t) = T - l [ ~ ( s ) l

= (1 + t2)e-', fort r 0

Comments. For complicated functions with denominators involving higher-order


polynomials, partial-fraction expansion may be quite time consuming. In such a case,
use of MATLAB is recommended. (See Section 2-6.)

2-6 PARTIAL-FRACTION EXPANSION WITH MATLAB


MATLAB has a command to obtain the partial-fraction expansion of B ( s ) / A ( s ) It
. also
has a command to obtain the zeros and poles of B ( s ) / A ( s ) .
We shall first present the MATLAB approach to obtain the partial-fraction expan-
sion of B ( s ) / A ( s ) Then
. we discuss the MATLAB approach to obtain the zeros and
poles of B ( s ) / A ( s ) .
Partial-Fraction Expansion with MATLAB. Consider the following function
B ( s )/ A ( s ) :
B ( s ) num bosn + blsn-l + ... + bn
-=-=
A(s) den sn + alsn-l + + an

Chapter 2 / The Laplace Transform


where some of ai and bj may be zero. In MATLAB row vectors num and den specify the
coefficients of the numerator and denominator of the transfer function. That is,
num = [b, b, ... b,]
den = [I a, ... a,]
The command

finds the residues (r),poles ( p ) , and direct terms ( k ) of a partial-fraction expansion of


the ratio of two polynomials B ( s ) and A ( s ) .
The partial-fraction expansion of B ( s ) / A ( s )is given b y

Comparing Equations (2-14) and (2-18), we note that p ( 1 ) = -pl, p ( 2 ) = -p2, ...,
p ( n ) = -pn; r ( 1 ) = al, r ( 2 ) = a2,... ,r ( n ) = a,. [ k ( s )is a direct term.]

EXAMPLE 2-6 Consider the following transfer function,

For this function,


num= [2 5 3 61
den = [l 6 11 61
The command
[r,p,kl = residue(num,den)
gives the following result:

Section 2-6 / Partial-Fraction Expansion with MATLAB


(Note that the residues are returned in column vector r, the pole locations in column vector p, and
the direct term in row vector k.) This is the MATLAB fepresentation of the following partial-
fraction expansion of B ( s ) / A ( s ) :

The residue command can also be used to form the polynomials (numerator and denominator)
from its partial-fraction expansion. That is, the command

where r, p, and k are as given in the previous MATLAB output, converts the partial-fraction
expansion back to the polynomial ratio B ( s ) / A ( s ) as
, follows:

The command

prints the numfden in terms of the ratio of polynomials in s.


,
Note that if p ( j ) = p ( j + 1 ) = ... = p ( j + rn - 1 ) [that is,p, = p, + = ... = p, +, - l],the
pole p ( j ) is a pole of multiplicity m. In such a case, the expansion includes terms of the form
r(j) + r(j + 1) + ... + r ( j + rn - 1)
s -~ (i )[ s - p ( j ) ] [ s - p(i)Im
For details, see Example 2-7.

I EXAMPLE 2-7 Expand the following B ( s ) / A ( s )into partial-fractions with MATLAB.

For this function, we have


num = [O 1 2 31
den = [I 3 3 I]
The command

gives the result shown on the next page. It is the MATLAB representation of the following partial-
fraction expansion of B ( s )/ A (s):

38 Chapter 2 / The Laplace Transform


num = [O 1 2 31;
den= [I 3 3 11;
[r,p,k] = residue(num,den)
r=
1.oooo
0.0000
2.0000

P=
-1 .oooo
-1 .oooo
-1 .oooo
k=
[I

Note that the direct term k is zero.


To obtain the original function B ( s ) / A ( s )from r, p, and k, enter the following program to the
computer:

Then the computer will show the num/den as follows:

Finding Zeros and Poles of B(s)/A(s)with MATLAB. MATLAB has a command

to obtain the zeros, poles, and gain K of B ( s ) / A ( s ) .


Consider the system defined by

To obtain the zeros (z), poles (p), and gain (K), enter the following MATLAB program
into the computer:

Then the computer will produce the following output on the screen:

Section 2-6 / Partial-Fraction Expansion with MATLAB 39


The zeros are at s = -3 and -1. The poles are at s = 0, -6, -4, and -2. The gain K is 4.
If the zeros, poles, and gain K are given, then the following MATLAB program will
yield the original numlden.

z = [-I; -31;
p = [O; -2; -4; -61;
K = 4;
[num,den] = zp2tf(z,p,K);
printsys(num,den,'s')
numlden =
4sA2 + 16s + 12
sA4 + 12sA3 + 44sA2 + 48s

2-7 SOLVING LINEAR, TIME-INVARIANT,


DIFFERENTIAL EQUATIONS

In this section we are concerned with the use of the Laplace transform method in solv-
ing linear, time-invariant, differential equations.
The Laplace transform method yields the complete solution (complementary solu-
tion and particular solution) of linear, time-invariant, differential equations. Classical
methods for finding the complete solution of a differential equation require the evalu-
ation of the integration constants from the initial conditions. In the case of the Laplace
transform method, however, this requirement is unnecessary because the initial condi-
tions are automatically included in the Laplace transform of the differential equation.
If all initial conditions are zero, then the Laplace transform of the differential equa-
tion is obtained simply by replacing d / dt with s, d2/ dt2 with s2, and so on.
In solving linear, time-invariant, differential equations by the Laplace transform
method, two steps are involved.

Chapter 2 / The Laplace Transform


1. By taking the Laplace transform of each term in the given differential equation,
convert the differential equation into an algebraic equation in s and obtain the
expression for the Laplace transform of the dependent variable by rearranging
the algebraic equation.
2. The time solution of the differential equation is obtained by finding the inverse
Laplace transform of the dependent variable.
In the following discussion, two examples are used to demonstrate the solution of
linear, time-invariant, differential equations by the Laplace transform method.

E M P L E 2-8 Find the solution x ( t ) of the differential equation

where a and b are constants.


By writing the Laplace transform of x ( t ) as X ( s ) or
Z [ x ( t ) l= X ( s )
we obtain
elx]= S X ( S ) - X(O)
Z [ X ]= s 2 X ( s ) - sx(0) - k ( 0 )
And so the given differential equation becomes
[ s 2 x ( s )- sx(0) - k ( 0 ) ]+ 3 [ s ~ ( s-) x ( 0 ) ] + 2 X ( s ) = 0
By substituting the given initial conditions into this last equation, we obtain

Solving for X ( s ) ,we have

The inverse Laplace transform of X ( s ) gives

= (2a + b)e-' - ( a + b)e-*', fort 2 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 2-9 Find the solution x ( t ) of the differential equation


x + 25 + 5x = 3, x ( 0 ) = 0, i(0)= 0
Noting that %[3]= 3/s, x ( 0 ) = 0, and k ( 0 ) = 0, the Laplace transform of the differential
equation becomes

Section 2-7 / Solving Linear, Time-Invariant, Differential Equations 41


I Solving for X(s), we find

Hence the inverse Laplace transform becomes


~ ( t =) e - ' [ x ( ~ ) ]

-
- 3 3 3
- - - e-' sin 2t - - e-' cos 2t, fort 2 0
5 10 5
which is the solution of the given differential equation.

EXAMPLE PROBLEMS AND SOLUTIONS

A-2-1. Find the poles of the 'following F(s):


1
F(s) = -
. 1 - e-"
Solution. The poles are found from
e-" = 1
or
e - ( ~ +=~ e~-U) (coso - jsinw) = 1
From this it follows that u = 0, w = S n r (n = 0,1,2,. ..).Thus, the poles are located at
s=rtj2n?r ( n = 0 , 1 , 2 , ...)
A4-2. Find the Laplace transform off (t) defined by
f (t) = 0, fort < 0
= reV3', for t r 0
Solution. Since

referring to Equation (2-6), we obtain

A-2-3. What is the Laplace transform of


f (t) = 0, fort < 0
= sin(wt + O), fort 2 0
where O is a constant?

Chapter 2 / The Laplace Transform


Solution. Noting that
sin (wt + 0 ) = sin wt cos 0 + cos ot sin 0
we have
%[sin(ot+ o ) ] = cos 0 %[sinwt] + sin0 %[coswt]
W S
= cos 0 ------ + sin 0 ------
s2 + W 2 s2 + W 2

A-2-4. Find the Laplace transform F ( s ) o f the function f ( t ) shown in Figure 2-3. where f ( t ) = 0 for
t < 0 and 2a 5 t. Also find the limiting value o f F ( s ) as a approaches zero.
Solution. The function f ( t )can be written
1 2 1
f ( t ) = - l ( t ) - - l ( t - a ) + - l ( t - 2a)
a2 a2 a2
Then
F ( s ) = T [ f( t ) l
1 2
= - T [ l ( t ) ]- ,T[l(t
a2 a
- a)]+
a
1
,
~ [ l (-t 2a)]

As a approaches zero, we have


d (1 - Ze-aS + e-2"~)
-
1 - ze-as + e-2as da
lim F ( s ) = $2 = lim
n+O a2s a+O d
-(a2s)
da
zSe-as - zse-2as e-a~ - e-2as
= lim = lim
a+O 2a.9 a+O a

Figure 2-3
Function f ( t ) .

Example Problems and Solutions


A-2-5. Find the initial value of df ( t ) /dt when the Laplace transform o f f ( t )is given by

Solution. Using the initial-value theorem,


s(2s + 1 )
lim f ( t ) = f(O+) = !iirsF(s) = lim = 2
I+@+ s--s2+s+ 1
Since the 2, transform o f df ( t ) /dt = g ( t ) is given by

the initial value o f df ( t ) /dt is obtained as

lim = g(@+)= lim s [ s ~ ( s-) f ((I+)]


[-tot dt S-+OO

-s2 - 2s
= lim = -1
S + W s 2 + ~1 +
A-2-6. The derivative of the unit-impulse function 6 ( t )is called a unit-doublet function. (Thus,the inte-
gral of the unit-doublet function is the unit-impulsefunction.) Mathematically,an example of the
unit-doublet function, which is usually denoted by u2(t),may be given by

Obtain the Laplace transform o f u2(t).


Solution. The Laplace transform o f u2(t)is given by

1
= lim -[tzs2+ (higher-orderterms in tos)]= s
to-0t;s
A-2-7. Find the Laplace transform off ( t ) defined by
f ( t ) = 0, fort < 0
= t2sinwt, for t 2 0
Solution. Since
W
%[sinwt] = ---
s2 + w2
applying the complex-differentiationtheorem

Chapter 2 / The Laplace Transform


to this problem, we have
+
is:[sz+w2]
w
2 [ f ( t ) ] = 2 [ t 2sinwt] = - ----- =
-2w3 60s'
(s2+dy
A-2-8. Prove that if f ( t ) is of exponential order and if Amf ( t )dt exists [which means that Amf ( t ) d t
assumes a definite value] then

Lmf ( t )dt = liiF ( s )

where F ( s ) = 2 [ f ( t ) ] .
Solution. Note that

Referring to Equation (2-9),

Y [ l ; ( t ) dt] = iFo
s

Since J;P"f( t )dt exists, by applying the final-value theorem to this case,

A-2-9. Prove that iff ( t ) is a periodic function with period T, then

lTf ( t ) i g dt
2[f(t)l = 1 - e-Ts

Solution.

2 [ f ( t ) ] = J W f (t)e-" dt
0
=
w

2
n=O
lT(n+l)T
f (t)e-st dt

By changing the independent variabk from t to T,where T = t - nT,

where we used the fact that f (T + nT) = f (7) because the function f ( t ) is periodic with period
T. Noting that

Example Problems and Solutions


we obtain

It follows that

A-2-10. What is the Laplace transform of the periodic function shown in Figure 2-4?
Solution. Note that

Referring to Problem A-2-9, we have


rT

A-2-11. Find the inverse Laplace transform of F(s),where


1
F(s) =
s(s2 + 2s + 2)
Solution. Since
s2 + 2s + 2 = (s + 1 + jl)(s + 1 - jl)

Figure 2-4
Periodic function
(square wave).

46 Chapter 2 / The Laplace T. .-fr-7r


we notice that F ( s ) involves a pair of complex-conjugate poles, and so we expand F ( s ) into the
form

where a l , a2,and a, are determined from


1 = a,(s2 + 2s + 2 ) + (a2s + a3)s
By comparing coefficients of s2, s, and so terms on both sides of this last equation, respectively, we
obtain
a, + a2 = 0, 2a1 + a3 = 0, 2al = 1
from which

Therefore.

The inverse Laplace transform of F ( s ) gives


1 1 1
f ( t ) = - - - e-' sin t - - e-' cost, for t 2 0
2 2 2
A-2-12. Obtain the inverse Laplace transform of

Solution.

where

Example Problems and Solutions


Thus

The inverse Laplace transform of F(s) is


25 10 5 5 e-3',
f (t) = - - +- t + - e-' + - for t 2 0
9 3 2 18
A-213. Find the inverse Laplace transform of

Solution. Since the numerator polynomial is of higher degree than the denominator polynomial,
by dividing the numerator by the denominator until the remainder is a fraction, we obtain

where

It follows that

The inverse Laplace transform of F(s) is


d2 d
f (t) = T 1 [ ~ ( s )=] - S(t) +- S(t) + 2S(t) + 5 - 3e-', fort 2 0-
dt2 dt
A-2-14. Derive the inverse Laplace transform of

Solution.

Hence the inverse Laplace transform of F ( s ) is obtained as


1
f (t) = z-'[F(s)] = - (1 - coswt), fort 2 0
w2
A-2-15. Obtain the inverse Laplace transform of the following F(s). [Use MATLAB to find the partial-
fraction expansion of F(s) .]

48 Chapter 2 / The Laplace Transform

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