Signal and Systems Chapter Five Laplace Transform
Signal and Systems Chapter Five Laplace Transform
Institute of Technology
Department of Electrical
&
Computer Engineering
Signals & Systems Analysis
Chapter Five
Laplace Transform
1
Outline
2
5.1 Definition of Laplace Transform
• We now introduce the powerful method of Laplace
transformation, which involves turning differential
equations into algebraic equations, thus greatly
facilitating the solution process.
• We use the Laplace transformation to transform the
circuit from the time domain to the frequency
domain, obtain the solution, and apply the inverse
Laplace transform to the result to transform it back to
the time domain.
3
5.1 Definition of Laplace Transform
The Laplace transform is significant for a number of
reasons.
First, it can be applied to a wider variety of inputs than phasor
analysis.
Second, it provides an easy way to solve circuit problems
involving initial conditions, because it allows us to work with
algebraic equations instead of differential equations.
Third, the Laplace transform is capable of providing us, in one
single operation, the total response of the circuit comprising
both the natural and forced responses.
4
5.1 Definition of Laplace Transform…
• Given a function f(t), its Laplace transform, denoted by F(s) or
𝐿 𝑓(𝑡) , is defined by:
∞ −𝑠𝑡
𝐿 𝑓(𝑡) = 𝐹 𝑠 = 0− 𝑓(𝑡)𝑒 dt….(5.1)
where s is a complex variable given by
𝑠 = 𝜎 + 𝑗𝜔
The Laplace transform is an integral transformation of a function f (t )
from the time domain into the complex frequency domain, giving F
(s).
The Laplace transform in Eq. (5.1) is known as the one-sided (or
unilateral) Laplace transform. The two-sided (or bilateral) Laplace
transform is given by
∞ −𝑠𝑡 dt
𝐹 𝑠 = −∞
𝑓(𝑡) 𝑒
5
5.1 Definition of Laplace Transform (2)
Example 1
Determine the Laplace transform of each of the following
functions shown below:
6
5.1 Definition of Laplace Transform (3)
Solution:
a) The Laplace Transform of unit step, u(t) is
given by
Lu (t ) F ( s )
1
st
1e dt
0 s
7
5.1 Definition of Laplace Transform (4)
Solution:
b) The Laplace Transform of exponential
function, e-atu(t),a>0 is given by
Lu (t ) F ( s )
1
at st
e e dt
0 s a
8
5.1 Definition of Laplace Transform (5)
Solution:
c) The Laplace Transform of impulse function,
δ(t) is given by
Lu (t ) F ( s ) (t )e st dt 1
9
5.2 Properties of Laplace Transform (1)
Linearity:
If F1(s) and F2(s) are, respectively, the Laplace Transforms of
f1(t) and f2(t)
Example:
Lcos(t )u (t ) L e e u (t ) 2
1 jt jt s
2 s
2
10
5.2 Properties of Laplace Transform (2)
Scaling:
If F (s) is the Laplace Transforms of f (t), then
L f (at ) F ( )
1 s
a a
Example:
2
Lsin(2t )u (t ) 2
s 4 2
11
5.2 Properties of Laplace Transform (3)
Time Shift:
If F (s) is the Laplace Transforms of f (t), then
L f (t a)u (t a) e as
F ( s)
Example:
Lcos( (t a ))u (t a ) e as s
s2 2
12
5.2 Properties of Laplace Transform (4)
Frequency Shift:
If F (s) is the Laplace Transforms of f (t), then
Le at
f (t )u (t ) F ( s a)
Example:
Le at
cos(t )u (t )
sa
( s a) 2 2
13
5.2 Properties of Laplace Transform (5)
Time Differentiation:
If F (s) is the Laplace Transforms of f (t), then the Laplace
Transform of its derivative is
df
L u (t ) sF ( s) f (0 )
dt
14
5.2 Properties of Laplace Transform (6)
Time Integration:
If F (s) is the Laplace Transforms of f (t), then the Laplace
Transform of its integral is
L f (t )dt F ( s )
t 1
0 s
15
5.2 Properties of Laplace Transform (6)
16
5.2 Properties of Laplace Transform (7)
Frequency Differentiation:
If F(s) is the Laplace Transforms of f (t), then the derivative
with respect to s, is
Ltf (t )
dF ( s )
ds
Example:
L te at u (t )
1
( s a) 2
17
5.2 Properties of Laplace Transform (8)
18
5.3 The Inverse Laplace Transform (1)
Example 2
Find the inverse Laplace transform of
3 5 6
F (s) 2
s s 1 s 4
Solution:
1 3 1 5 1 6
f (t ) L L L 2
s s 1 s 4
(3 5e t 3 sin(2t )u (t ), t 0
20
5.4 The Convolution Integral (1)
• It is defined as y (t ) x( )h(t )d or y (t ) x(t ) * h(t )
F1 (s) F2 (s) L f1 (t ) * f 2 (t )
5 4
h(t ) * x(t ) L1 H (s) X (s) L1
t 2t
20(e e ), t 0
s 2 s 1
21
5.5 Application to Integro-differential Equation (1)
22
5.5 Application to Integro-differential Equation (2)
Example 3:
Use the Laplace transform to solve the differential equation
d 2 v(t ) dv(t )
2
6 8v(t ) 2u (t )
dt dt
Given: v(0) = 1; v’(0) = -2
23
5.5 Application to Integro-differential Equation (3)
Solution:
Taking the Laplace transform of each term in the given
differential equation and obtain