MCHA2000

Laplace Transform &

Linear Models

A/Prof Tristan Perez

Leader Mechatronics Program & Robotics Research
School of Engineering
 2

Transforms

Laplace Transform

Linear Sys Response & TF

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Transforms
3

A transform is a mapping between vector spaces which has

an inverse.

T (·) V
U

T −1 (·)

Transforms take problems that are difficult to solve in one

domain to another domain in which in whey are easy to solve.
Then the solution is transformed back to the original domain.

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Silly Illustrative Example
4

log(·)

a log a
c=
b log b

exp(·) log c = log a − log b

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
 Laplace Transform
5

The LT maps real-valued functions into complex-valued

functions:

L(·)
f (t) F (s) = L[f (t)]

• Transforms differential equations into algebraic equations.

• Can be used to analyse properties of linear systems models
• Can be related to the Fourier transform.

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Laplace Transform
6

L(·)
f (t) F (s)
s = σ + jω
Z ∞
L[f (t)] = F (s) = f (t) e−st dt,
0
Z τ
= lim f (t) e−st dt
τ →∞ 0

provided the limit exists (the integral converge)

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Example Step Function
7

≡ ≥
( # ∞
1 t>0 ! "
L f (t) ! e−st 1 dt
1(t) =
0 t<0 0

st %τ &
$ −
%
e
! lim %
τ →∞ −s % 0

e−sτ
$ &
1
! lim +
τ →∞ −s s
1
! Re(s) > 0
s

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
 sform
If of 11 (t)
functions
If functions + h(
11(t) and
11(t) t) h(t)
and ish(t)
given
areby
are both
both Laplace transformable,then
Laplace transformable, thenthethe La
Lapla
form
ansform of(t)
11 + h(
11 (t)
ofExample + h(
t) t)is isgiven
;e[fl(t) + by
given
Exponential by
h(t)] Function
= ;e[f1(t)] + ;e[f2(t)]
;e[fl(t)++h(t)]
;e[fl(t) ;e[f1(t)] +
h(t)] == ;e[f1(t)] + ;e[f2(t)]
;e[f2(t)] 8

Exponential function. Consider the exponential function

Exponential function. Consider the exponential function
Exponential function. / (t) = 0 the exponential
Consider for t < 0function
/ (t) = 0 for t < 0
/ (t) == 0 Ae- at for t <t 0 0
for
= Ae-atat for t 0
ere A and a are constants. = Ae-
The Laplace for t
transform 0 of this exponential f
here A and a are constants. The Laplace transform of this exponential functi
ebeA obtained as constants.
and a are follows: The Laplace transform of this exponential fun
an be obtained as follows:
e obtained;e[Ae-
as follows:
at ] =00
00 Ae-ate- st
dtdt= =A 100100
A e-(a+s)t dt =A -
A-
;e[Ae- =
;e[Ae- =
1
00
o
o
at ]
at ] Ae-ate-
Ae-ate-st
st

dt = A
100 0
e-(a+s)t dt = - -
0 s
e-(a+s)t dt = - -
+ sa + a
A
1o 0 s+a

2011
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;e[At] = A
soidal 1 te-sr dt = A t
of 11o (t)
sformfunction. +The
= A fooe-sr dt = A
10
h(Laplace
t) iss-s10
given -
transform
0 byo-s ofJthe
(t)Js2 = 0= 0
(t)
sinusoidal
= A= sin
function
wt wt forfor
A sin
t <
forfor t <0 0
t t 00
= Example
s
A fooe-sr
Sinusoidal
J(t)dt==;e[fl(t)
0ASinusdoindal
s2
function. + for t < =0 ;e[f1(t)]
h(t)]
The Laplace Function
transform+as ;e[f2(t)]
of the sinusoidal func
s 10 where
= where
A
A and
s2sin Awt
ware
and ware constants,
for constants,
t 0
is obtained
is obtained as follows:
follows: Noting
Notingthat
that
al function. The Laplace transform of the sinusoidal function
jw1 jw1
9

al Exponential
nd function. The
ware constants, function.
Laplace
is obtained J
transform
as (t)Consider
=
of
follows: 0
the the
sinusoidal
Noting ethat = cos
eexponential
= cos
for
function +
wt wt
t j sin
+
< 0 wtwt
jfunction
sin
J(t) = 0 for t < 0
J(t) == 0Aand jw1and
esin wt
= cos /wt for
for ==
(t)+tt j<sin000A
wt sin wt for for t <t 0 0
jwt
are constants, is = A sin wtas follows:
obtained for tNoting 0 that e- e-jwt = =coscos - -j sin
wt wt wtwt
j sin
here
are A andisware
constants, obtained
jw1 we
constants,
can
we as follows:
write
can write
=
is
Noting
Ae-
obtained at
that
for t Noting
as follows: 0 that
e =e-cos jwt wt
= cos+ j wt
sin -wt j sin wt
re A and ae are jw1 constants.
= cos wt + j sin The
wtejw1 Laplace
= cos wttransform
+ j sin wt of this exponential fu
te
be obtained as =follows:
e- jwt cos wt - j sin wt
d
;e[Ae- ] =
Hence,
e-jwt = cos
at
Hence,
00
wt - j sin wt
Ae-ate- st dt = A
100
AlAl
e-(a+s)t dt = -
A-
1
OO OO
e- jwt = cos wt - j sin wt
= --: 0 (e Jwt Jwt
o wt]wt]
sinsin = --: (e - -e-Jwt)e-st
e-Jwt)e-st
• •
s+a
dtdt • •

e can write
sin wt] = --: Al Jwt
OO

•
2J 2J0 0
A
(e • - e-Jwt)e-st
A ll dt = =
AA
--
11
-- -- --
Aw
Aw
-- -- -- = =
s2s2+ +w2w2
Al
Al
sin wt] = --: OOA
=
2J 0
OO

(e Jwt
-
•

2J 0 Similarly,
l- e-Jwt)e-st
- -
•
-the
Adt
- -
1
- =
Laplace transform
Aw
2j

of of
s
2j s - jw - jw 2j s + jw
2j s + jw

A cos wt can be derived as follows:

sin wt] = --: Similarly,
2j(e Jwt the
s• - - jw
Laplace
2j sdt+transform
e-Jwt)e-st
•
jw s2 + wA2 cos wt can be derived as follows:
A0 l
2J A1 Aw
ence, = -------= AsAs
2j s -l jwA cos 2j
As 1 +can
jw be s2 + 2
Aww ;erA ;erA wt]wt]
coscos = =2 2 2 2

Al
A
he Laplace transform
= - -of - - - wt -- = derived OO 2
as follows: S S+ + ww
2j s - jw 2j s + jw s2 + w
aplace transform
2011
;erA
MCHA2000 - Mechatronics
wt
of A cos Comments.
sin
cos
Comments.
can be
wt]
wt]
Systems = 2= As
derived
--:The2
as
The Jwt
follows:
Laplace
(e
Laplace
| www.newcastle.edu.au
• - transform
e-Jwt)e-st
transform• of of
st
any
dt
any Laplacetransformable
Laplace transformab
place transform of A f(t)
f(t)coscan wtcan bebefound
canfound
be As 2Jby
+
derived
S by w 0as follows:f(t)f(t)
multiplying
multiplying byby e-ste-andand
thenthen integratingthe
integrating theprod
pro
Existence of the Laplace Transform
10

If
• f(t) is piece-wise continuous on [0,∞)
• f(t) is of exponential order σc , that is

σc t
|f (t)| < M e , t ≥ t0

Then,

F (s) = L[f (t)], Re(s) > σc

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 18 The Laplace Transform Chap. 2

Transform
TABLE
Pairs (incomplete)
2-1 Laplace Transform Pairs
11
f(t) F(s)
1 Unit impulse cS{t) 1

2 Unit step 1(t) -1

s
1
3 t
s2
t n- 1 1
4 (n=1,2,3, ... ) -sn
(n - 1)!
n!
5 tn (n=1,2,3, ... ) -sn+l
1
6 e-at - -
s+a
1
7 te-at
(s + a)2
1 n-l -at 1
8 (n = 1, 2, 3, ... )
(n - 1)! t e (s + a)n
n!
9 tne-at (n=1,2,3, ... )
(s + a)n+l
w
10 sin wt
$2 + w2
2011 S
11 coswt
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au s2 + w2
 s+a
1
7 te-at
Transform Pairs (incomplete) (s + a)2
1 12
1 n-l -at (n = 1, 2, 3, ... )
8 (n - 1)! t e (s + a)n
n!
9 tne-at (n=1,2,3, ... )
TABLE 2-1 (continued) (s + a)n+l
r I w
1--
10
1
sin wt
f(t)
I
pes)
$2 + w2
1S
l
-
e
18 coswtate
01
2 (1 01)
11 s(ss2++a)2
a w2 -
1 1w
19 2 (at 1 + e-al )
12 a sinh wt S2 +- a)
s2(s (J)2
'---
w
-
20 e 01 sin wt - $
13 cosh wt (s + a)2 + ;;;.
; - w2
s+a
21 e cos wt - 1
14 !(1 -
01
e-at ) (s + a)2 + -;;;
l.-
a s(s + a) -
_ Wn e(wnt·
smwn 1-,2 t w2n
22 _1_ (e- at e-bt ) 1
15 _
s + 2,wns + w2n
2
- b-a (s + a)(s + b)
-
1 =e (Wnl' ( s
16 _1_(be- ae-at ) / -cJ»
smwbtn - 1-,2
2011 b-a (s +
_sa)(s + b)
23 S2 + 2,wn1s + w2n
MCHA2000 - Mechatronics Systems |
17
www.newcastle.edu.au
cJ> +=_1_(be-
tan- at 1YI - ,2 ae-bt ) ]
-
 1 2-2 Properties of Laplace Transforms
TABLE :::: AF(s)
2 ± 12(t)] :::: P1(s) ± F2(S)
1 :::: AF(s)

Properties23 of the Laplace

± 12(t)]
] sF(s)
Transform
:::: P1(s)- ±f(O±
F2(S)
) =

3 2-2 Properties of Laplace Transforms 13

TABLE ] = sF(s) - f(O± )
4 = s2p(s) - sf(O± ) - i(O± )
1 :::: AF(s)
4 s2p(s) - sf(O± -(k-l)
2 [ d n ]±= 12(t)] n
:::: P1(s)
dtnf(t) = snp(s) - ± )F2(S)
i(O± )
f(O± )
5 [ dn] n (k-l)
3 ]snp(s)
dtnf(t) =(k-l) = sF(s)dk-
- 1- f(O± f(O± ) )
where f(t) :::: dtk-1f(t)
5
(k-l) dk- 1
4
6 [J where ]s2p(s)
= f(t)
f(t)dt = -
:::: - sf(O± ) - i(O± )
dtk-1f(t)
F(s) If[(I) dll/eD<
+
s s
[J
[ dn]
dtnf(t) ] F(s)
= snp(s) - If
n
[(I)
(k-l)
dll/eD<
f(O± )
6
57
[f! ] f(t)dt = -
f(t) dt dt = - 2(k-l) +
+
F(s) Ifs[(I) dll/eD< s Iff[(I) dl dll/eD<
dk-2 +
S S 1 s
[f! ] F(s) f(t)If::::[(I)
where dtk-1f(t)
dll/eD< Iff [(I) dl dll/eD<
7
8 1
f(t) dt dt = - 2 +
S
] ±
f(t)(dt)n] = F(:) +
[J s F(s)
[/···1 2
S 1
n_ k+l
+
k=l S If[(I) dll/eD<
s
f(t)(dt)k ]
I=O±
6
8
9
1 f£[!o'[(I) ± [/···1
f(t)dt = -
f(t)(dt)n] = F(:) + s
s
+ 1
k=l S=
dl]
n_ k+l s f(t)(dt)k ]
I=O±

7
9
[f! ] F(s) If[(I) dll/eD< Iff[(I) dl dll/eD<
f£[!o'[(I)
f(t) dt dt = - 2 + dl] =2 +
S S s
10 ["'[(I) dl = lim F(s) 1.""[(
if I) dl exists

108
11
1 o
f(t)(dt)n] =
s-O
F(:) +
["'[(I) dl = lims F(s) k=l
o s-O
±
= F(s 1.""[([/···1
n_
1
k+l
S if + a) I) dl exists
f(t)(dt)k ]
I=O±

12
119 f£[!o'[(I)
!:e[f(t - a)l(t - a)] dl]= e-asF(s)
= = + a)
F(s

12 dP(s)
13 !:e[f(t - a)l(t - a)] == -
!:e[tf(t)] e-asF(s)
--
2011 10
13
MCHA2000 - Mechatronics Systems |
["'[(I) dl = lim F(s)
o
www.newcastle.edu.au
s-O
!:e[tf(t)] = d
-
ds
if 1.""[(
2- - I) dl exists
dP(s)
14 = - 2dsF(s)
ds
Transfer Function
14

If a linear system has zero initial conditions, and we excite it

with an input u(t) and obtain a response y(t)

u(t) y(t)
Linear
System

The the LT of the input and output are related via

Y (s) = H(s) U (s)

H(s) is called the Transfer Function (TF) of the system:

Y (s)
H(s) =
U (s)
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Example
15

ÿ + a1 ẏ + a0 y = b1 u̇ + b0 u
n
dn f k−1
 "
n
X
n−k d f (0)
L = s F (s) − s
dtn dtk−1
k=1

s2 Y (s) + a1 sY (s) + a0 Y (s) = b1 sU (s) + b0 U (s)

a 1 s + b0
Y (s) = 2 U (s)
s + a1 s + a0

H(s)
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Impulse
16

δ(t) = 0, 8t 6= 0
Z ∞
δ(t) = 1 L[δ(t)] = 1
22 −∞ The Laplace Transform Chap. 2

1(1)

Area = 1 to lim 4_ 00
to
t0 →0

o
Figure 2-6 Pulse function. Figure 2-7 Impulse function.

beginning at t = to; that is,

2011
A
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au A
f(t) = -1(t) - -1(t - to)
Impulse Response
17

δ(t) y(t)
H(s)

L[δ(t)] = 1 Y (s) = H(s)

The Transfer Function is the Laplace transform of the

impulse response of a system.

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System Response to Arbitrary Inputs
18

u(t) y(t)
H(s)

L(·)
u(t) U (s)

L−1 (·)
y(t) Y (s) = H(s) U (s)

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Rational Functions
19

The response of the system

Y (s) = H(s) U (s)

is often a rational function (numerator/denominator)

P (s)
Y (s) =
Q(s)

a 1 s + b0
ÿ + a1 ẏ + a0 y = b1 u̇ + b0 u Y (s) = 2
U (s)
s + a1 s + a0

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Poles & Zeroes
20

Rational functions can factorised as follows:

P (s) K(s − z1 )(s − z2 ) · · · (s − zm )

Y (s) = =
Q(s) (s − p1 )(s − p2 ) · · · (s − pn )

zi are the zeros of the numerator P(s)

pi are the zeros of the denominator Q(s)

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Proper rational functions
21
P (s)
A rational function Y (s) =
Q(s)
Is said to be

• Proper if deg P ≤ deg Q

• Strictly Proper if deg P < deg Q
• Bi-proper if deg P = deg Q
• Improper if deg P > deg Q

Models of causal physical systems are either proper or strictly

proper.

A proper or an improper function can be expressed as a sum

of a polynomial plus a strictly proper rational function.
2011
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Partial Fraction Expansions
22

A strictly proper rational function

P (s)
Y (s) =
Q(s)

Can be expressed as a finite sum of of fractions of the form

A Bs + C
(s + p)n (s2 + bs + c)m

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MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Partial Fraction Expansions (real roots)
23

If Q has non-repeated real roots then each root contributes to a

term of the form

Ai
(s − pi )

If Q has a repeated real root of multiplicity m then this root

contributes to a term of form

Am Am−1 A1
+ + ··· +
(s − p1 ) m (s − p1 ) m−1 (s − p1 )

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Partial Fraction Expansions (Complex roots)
24

If Q has complex-conjugate non-repeated roots then each

complex-conjugate pair of root contributes to a term of the form

Bs + C
(s2 + bs + c)

If Q has complex-conjugate repeated roots of multiplicity m then

each complex-conjugate pair of root contributes to terms of the
form

Bm s + C m Bm−1 s + Cm−1 B1 s + C 1
2
+ 2 + ··· + 2
(s + bs + c) m (s + bs + c) m−1 (s + bs + c)

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 Example
25

P (s) s2 + 3s + 7
= 5
Q(s) s + 10s4 + 39s3 + 76s2 + 78s + 36

Poles (roots of Q): −2, −1 + j, −1 − j, −3, −3

Then,

P (s) A Bs + C A1 A2
= + 2 + +
Q(s) s + 2 s + 2s + 2 (s + 3) (s + 3)2

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Example
26

s+3
Y (s) =
(s + 1)(s + 2)

This is Example 2-1 in Chapter 2 of Ogata (2004) – System

Dynamics – 4th Edition. Prentice Hall.

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Examples
27

This is Example 2-3 in Chapter 2 of Ogata (2004) – System

Dynamics – 4th Edition. Prentice Hall.

2s + 12
Y (s) = 2
s + 2s + 15

This is in page 32-33 of Chapter 2 of Ogata (2004) – System

Dynamics – 4th Edition. Prentice Hall.

s2 + 2s + 3
Y (s) =
(s + 1)3

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Matlab
28

• Define a TF object • Partial fraction expansions

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Matlab
29

• Step

• Impulse

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Simulink
30

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State-Space Models and TF
31

n m
ẋ = A x + B u, x ∈ R ,u ∈ R ,
p
y = C x + D u, y∈R ,
   
A11 A12 ... A1n B11 B12 ... B1m
 A21 A22 ... A2n   B21 B22 ... B2m 
A= ..  , B= . ..  ,
   
 .. .. .. .. ..
 . . . .   .. . . . 
An1 An2 . . . Ann Bn1 Bn2 . . . Bnm
   
C11 C12 . . . C1n D11 D12 . . . D1m
C21 C22 . . . C2n  D21 D22 . . . D2m 
C= , D= .
   
 .. .. . .. .
..  . . .
.. 
 . .   .. .. .. 
Cp1 Cn2 . . . Cpn Dp1 Dn2 . . . Dpm

2011
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State-Space Models and TF
32

System
c x(t)  "
x(t)
x(t) , , u(t) , F (t), y(t) , x(t)
m F (t) p(t)

 "  " "  "

ẋ1 (t) 0 m −1
x1 (t) 0
= + u(t),
ẋ2 (t) −c−1 −b m−1 x2 (t) 1
 "
⇥ ⇤ x1 (t)
y(t) = 1 0
x2 (t)

2011
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State-Space Models and TF
33

ẋ = Ax + Bu, sX(s) = AX(s) + BU(s),

y = Cx + Du Y(s) = CX(s) + DU(s)

Y(s) = [C(sI − A) −1
B + D] U(s)

H(s) = [C(sI − A)−1 B + D]

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 State-Space Models and TF
34

For Single-input Single-output (SISO) Systems, the TF

H(s) = [C(sI − A)−1 B + D]

takes the following form:

bm sm + bm−1 sm−1 + · · · + b1 s + b0
H(s) =
sn + an−1 sn−1 + · · · + a1 s + a0

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
State-Space Models and TF
35

System
c x(t)  "  " "  "
ẋ1 (t) 0 m−1
x1 (t) 0
= + u(t),
m F (t) ẋ2 (t) −c−1 −b m−1 x2 (t) 1
 "
⇥ ⇤ x1 (t)
b y(t) = 1 0
x2 (t)

H(s) = [C(sI − A)−1 B + D]

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
State-Space Models and TF
36

H(s) = [C(sI − A) −1
B + D]

[cof(sI − A)]T
(sI − A) −1
=
det(sI − A)

See Appendix A in the

Lecture Notes

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 State-Space Models and TF
37
 "  " "  "
ẋ1 (t) 0 m−1 x1 (t) 0
= +
 "
u(t), s −1
ẋ2 (t) −c−1 −b m−1 x2 (t) 1 (sI − A) =
−m
⇥

⇤ x1 (t)
" c−1 s + bm−1
y(t) = 1 0
x2 (t)

−1 T
 "  "
s + bm T
−1
−c s + bm −1
m−1
[cof(sI − A)] = =
m−1 s −c−1 s

det(sI − A) = s2 + bm−1 s + c−1 m−1

 $  $
⇥ ⇤ s + bm m 0
−1 −1
1 0
−c−1 s 1 m−1
H(s) = 2 1
= 2
s + bm s + c m
−1 −1 s + bm−1 s + c1 m−1

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Matlab
38

• TF to SS

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Block Diagrams & TF
39

System
c x(t)

m F (t)

Fm ẍ ! ẋ ! x
F m −1
− −
Fd
Fs b
c−1
2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Block Diagrams & TF
40

System
c x(t)

m F (t)

F (s) E(s) 1 1 X(s)

− m−1 s s
−
b
c−1
2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Block Diagrams & TF
41

m−1
X(s) = 2 E(s)
s

bm−1 c−1 m−1

E(s) = F (s) − E(s) − − E(s)
s s2
s2
E(s) = 2 F (s)
s + bm s + c−1 m
−1 −1

m−1
X(s) = 2 F (s)
s + bm s + c−1 m
−1 −1

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au
Block diagrams to TF
42

Method:

1. Replace the integrators by 1/s, and derivatives by s,

2. Define auxiliary variables,

3. Write the algebraic equations and work to eliminate

auxiliary variables and leave the output expressed as a
function of the input only

2011
MCHA2000 - Mechatronics Systems | www.newcastle.edu.au