Lecture 2 Part 1
Lecture 2 Part 1
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1. MATHEMATICAL MODEL
• The behavior of the continuous LTI system can be described by a constant-coefficients linear
differential equation
• The Laplace transform is a practical mathematical tool to transform a differential equation into an algebraic
equation that is easier to handle
Objectifs
• Determine the transfert function of a system
• Solving differential equations
Differential
Equation
Final Solution
with constant
coefficients
(variable "𝒕") (variable "𝒔") (variable "𝒔") (variable "𝒔") (variable "𝒕")
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2.1. DEFINITION
Consider 𝑓(𝑡) a causal function, then the Laplace transform of 𝑓(𝑡) is the function 𝐹(𝑠) given by
+∞
𝑭 𝒔 = 𝓛 𝒇(𝒕) = 𝒇 𝒕 𝒆− 𝒔 𝒕 𝒅𝒕
𝟎
• 𝓛 : an operational symbol indicating that, the quantity that its prefixeis, to be transformed by the
+∞
Laplace integral 0 𝑒 −𝑠 𝑡 𝑑𝑡
• 𝑠 : Laplace variable (complex variable), 𝑠 = 𝛼 + 𝑗𝛽
2.2. NOTE AND VOCABULARY
𝐹 𝑠 = 𝓛 𝑓(𝑡)
𝑓(𝑡) Laplace Transform 𝐹(𝑠)
𝑓(𝑡) = 𝓛−𝟏 𝐹(𝑠)
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2.3. LAPLACE TRANSFORM PROPERTIES
• A set of properties allowing the calculation of the Laplace Transforms of more complex functions (which
do not appear in the Laplace transforms table) have to be known
2.3.1. Unicity property
For 𝑓 𝑡 ∃ a unique 𝐹 𝑠 , For 𝐹(𝑠) ∃ a unique 𝑓(𝑡)
2.3.2. Linearity property
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You should pay attention to the fact that the following expressions are different
𝓛 𝒌 𝒇(𝒕) = 𝒌 𝓛 𝒇(𝒕) (linearity property)
𝟏 𝒔
𝓛 𝒇(𝒌𝒕) = 𝑭( ) (scaling property)
𝒌 𝒌
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DEMONSTRATION OF THE TIME SCALING PROPERTY
+∞
+∞
• We have
𝓛 𝒇(𝒌𝒕) = 𝒇 𝒌𝒕 𝒆−𝒔𝒕 𝒅𝒕
𝟎
𝑢 𝑑𝑢
𝑢=𝑘𝑡→ 𝑡=𝑘 then 𝑑𝑡 = 𝑘
+∞
1 𝑠
−𝑘𝑢
ℒ 𝑓(𝑘𝑡) = 𝑓 𝑢 𝑒 𝑑𝑢
𝑘 0
+∞
1 𝑠
−𝑘𝑢 1 𝑠
ℒ 𝑓(𝑘𝑡) = 𝑓 𝑢 𝑒 𝑑𝑢 = 𝐹
𝑘 0 𝑘 𝑘
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2.3.4. Derivation theorem
• First derivative
𝒅 𝒇(𝒕)
𝓛 = 𝒔 𝑭 𝒔 − 𝒇 𝟎+
𝒅𝒕
• Second derivative
𝒅(𝟐) 𝒇(𝒕) 𝟐 + +
𝓛 = 𝒔 𝑭 𝒔 − 𝒔 𝒇 𝟎 − 𝒇′(𝟎 )
𝒅𝒕𝟐
• General derivative
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2.3.5. Integration theorem
+∞
𝑮(𝒔) 𝒈(𝟎+ )
𝒈 𝒕 = 𝒇 𝒕 𝒅𝒕 𝑮 𝒔 = 𝓛 𝒈(𝒕) = −
𝟎 𝒔 𝒔
2.3.6. Time Shifting theorem
+∞ +∞
−𝑠 𝑡
ℒ 𝑓(𝑡 − τ) = 𝑓 𝑡−𝜏 𝑒 𝑑𝑡 = 𝑓 𝑡 − 𝜏 𝑒 −𝑠 𝑡 𝑑𝑡
0 𝜏
+∞ +∞
ℒ 𝑓(𝑡 − τ) = ℒ 𝑓(𝑢) = 𝑓 𝑢 𝑒 −𝑠 (𝑢+𝜏) 𝑑𝑢 = 𝑒 −𝑠 𝜏 𝑓 𝑢 𝑒 −𝑠 𝑢 𝑑𝑢 = 𝑒 −𝑠 𝜏 𝐹(𝑠)
0 0
+∞ +∞
ℒ 𝑒 −𝜔𝑡 𝑓 𝑡 = 𝑒 −𝜔𝑡 𝑓 𝑡 𝑒 −𝑠 𝑡 𝑑𝑡 = 𝑓 𝑡 𝑒 − 𝑠+𝜔 𝑡 𝑑𝑡 = 𝐹(𝑠 + 𝜔)
0 0
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2.3.8. Initial value theorem
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2.4. LAPLACE TRANSFORM OF THE STANDARD SIGNAL TESTS (STEP/RAMP/DIRAC)
𝟎 𝒊𝒇 𝒕 < 𝟎
𝒖 𝒕 = 𝟎 𝒊𝒇 𝒕 < 𝟎
𝟏 𝒊𝒇 𝒕 ≥ 𝟎 𝒖 𝒕 =
𝑢(𝑡) 𝑨 𝒊𝒇 𝒕 ≥ 𝟎
𝑢(𝑡)
𝑨
𝟏
𝑡 𝑡
+∞ +∞
Thanks to the Linearity property of
𝑈 𝑠 = ℒ 𝑢(𝑡) = 𝑢 𝑡 𝑒 −𝑠 𝑡 𝑑𝑡 = 𝑒 −𝑠 𝑡 𝑑𝑡 Laplace transform (LT)
0 0
1 −𝑠 𝑡 1 +∞
=− 𝑒 = 0
𝑠 𝑠
𝟏 𝑨
𝑼 𝒔 = 𝓛 𝒖(𝒕) = 𝓛 𝑨 𝒖(𝒕) = 𝑨 𝓛 𝒖(𝒕) =
𝒔 𝒔
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2.4.3. Unit Ramp signal 2.4.4. Ramp signal of Amplitude 𝑨
𝒗 𝒕 = 𝒕 𝒖 𝒕 𝒘𝒊𝒕𝒉 𝒖 𝒕 = 𝟏 ∀ 𝒕 ≥ 𝟎
Case of a ramp multiplied by a constant 𝑨
𝑣(t)
𝒗 𝒕 = 𝑨 𝒕 𝒖 𝒕 𝒘𝒊𝒕𝒉 𝒖 𝒕 = 𝟏 ∀ 𝒕 ≥ 𝟎
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2.4.5. Unit Impulse function (Dirac Delta function)
𝜹(𝒕)
𝜹 𝒕 = 𝐥𝐢𝐦+ 𝜹𝜺 (𝒕)
𝛿 𝑡 → ∞, 𝑖𝑓 𝑡 = 0 𝜺→𝟎
𝟏
𝛿 𝑡 = 0 𝑖𝑓 𝑡 ≠ 0
𝜺
Rectangular pulse of
+∞
And is constrained to satisfy unit area
𝜹 𝒕 𝒅𝒕 = 𝟏
−∞
+∞ 𝜀 𝜀
1 −𝑠𝑡 1
ℒ 𝛿(𝑡) = Δ(𝑠) = 𝛿 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = lim 𝑒 𝑑𝑡 = lim 𝑒 −𝑠𝑡 𝑑𝑡 𝜺
0 𝜀→0 0 𝜀 𝜀→0 𝜀 0 𝒕
𝜀
1 1 1 1 1
= lim − 𝑒 −𝑠 𝑡 = lim − 𝑒 −𝜀 𝑠 + 𝑒 0 +∞
𝜀→0 𝜀 𝑠 0 𝜀→0 𝜀 𝑠 𝑠 𝒙𝒌
Definition of exponential function 𝒆𝒙 =
𝒌!
𝒌=𝟎
1 1 1 1 − 𝑒 −𝑠𝜀 1 𝑠2𝜀 2
= lim − 𝑒 −𝜀 𝑠 + = lim = lim 1 − 1 − 𝑠𝜀 + −⋯ =1
𝜀 𝑠 𝑠 𝜀→0 𝑠𝜀 𝜖→0 𝑠𝜀 2!
𝜀→0
+∞
∆ 𝑠 = ℒ 𝛿(𝑡) = 𝛿 𝑡 𝑒 −𝑠 𝑡 = 1
0
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3. TRANSFER FUNCTION OF A SYSTEM
3.1. DEFINITION
• The Transfer function of a Linear Time Invariant (LTI) system is defined as the ratio of Laplace transform
of output and Laplace transform of input by assuming all the initial conditions are zero
• If e 𝑡 and 𝑦(𝑡) are the input and the output of an LTI system, then the corresponding Laplace transforms
are 𝐸 𝑠 = ℒ 𝑒(𝑡) and 𝑌 𝑠 = ℒ 𝑦(𝑡)
• The Transfer function (TF) of a linear LTI system is the ratio of 𝒀 𝒔 and 𝑬(𝒔)
𝒀(𝒔)
Transfer function = 𝑬(𝒔)
• The transfer function model of an LTI system is shown in the following figure
𝒀(𝒔)
𝑬(𝒔) 𝒀(𝒔)
𝑬(𝒔)
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• Consider a continuous linear LTI system described by a constant-coefficient differential equation of order 𝑛
• By applying the Laplace transform to both sides of the above equation (we assume that the initial
conditions are equal to zero) then we get:
𝑎0 𝑌 𝑠 + 𝑎1 𝑠𝑌 𝑠 + ⋯ + 𝑎𝑛 𝑠 𝑛 𝑌 𝑠 = 𝑏0 𝐸 𝑠 + 𝑏1 𝑠 𝐸 𝑠 + ⋯ + 𝑏𝑚 𝑠 𝑚 𝐸 𝑠
𝒀(𝒔) 𝒃𝒎 𝒔𝒎 + ⋯ + 𝒃𝟏 𝒔 + 𝒃𝟎
𝑯 𝒔 = =
𝑬(𝒔) 𝒂𝒏 𝒔𝒏 + ⋯ + 𝒂𝟏 𝒔 + 𝒂𝟎
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• The transfer function 𝐻 𝑠 can be put in the following form
𝒃𝒎 𝒎 𝒃𝟏
𝒃𝟎 𝒃𝟎 𝒔 + ⋯ + 𝒔+𝟏
𝒃𝟎 𝑤𝑒𝑟𝑒
𝑏0
is the static gain of the system
𝑯 𝒔 = ×
𝒂𝟎 𝒂𝒏 𝒔𝒏 + ⋯ + 𝒂𝟏 𝒔 + 𝟏 𝑎0
𝒂𝟎 𝒂𝟎
• The transfer function 𝐻 𝑠 can be also written as follows
𝒃𝒎 𝒔 − 𝒛𝒎 𝒔 − 𝒛𝒎−𝟏 ⋯ 𝒔 − 𝒛𝟏
𝑯 𝒔 =
𝒂𝒏 𝒔 − 𝒑𝒏 𝒔 − 𝒑𝒏−𝟏 ⋯ 𝒔 − 𝒑𝟏
• Where 𝑧1 , 𝑧2 , ⋯ 𝑧𝑚 are the zeros of the transfer function (the roots of the numerator )
• 𝑝1 , 𝑝2 , ⋯ , 𝑝𝑛 are the poles of the transfer function (the roots of the denominator )
• The zeros and the poles of the transfer function 𝐻 𝑠 can be either real or complex
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3.2. PHYSICAL INTERPRETATION OF TRANSFER FUNCTION
𝒆 𝒕 =𝜹 𝒕 𝑬 𝒔 = 𝓛 𝜹(𝒕) = ∆(𝒔) = 𝟏
𝒆 𝒕 = 𝜹(𝒕) 𝒚 𝒕 = 𝒚𝜹 (𝒕)
𝒀(𝒔)
𝑯 𝒔 =
𝑬 𝒔 = ∆(𝒔) 𝑬(𝒔) 𝒀𝜹 𝒔 = 𝑯(𝒔)
• The response 𝒚𝜹 𝒕 is called the unit impulse response (the unit impulse response is the response of the
LTI system to an input of type unit impulse) and its Laplace transform denoted by 𝑌𝛿 𝑠 is defined as
𝑌𝛿 𝑠 = 𝐸 𝑠 𝐻 𝑠 = ∆ 𝑠 × 𝐻 𝑠 = 1 × 𝐻 𝑠 = 𝐻(𝑠)
Consider an LTI system which is described by its transfer function 𝑯 𝒔 , the impulse response denoted by
𝒉 𝒕 = 𝒚𝜹 𝒕 is, in fact equal to the inverse Laplace Transform of 𝑯(𝒔)
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3.3. EXAMPLES
EXAMPLE 1: THE RESPONSE OF RC CIRCUIT TO A RAMP
• Consider the following RC system (Figure 2). The system’s input and output are denoted by 𝑒 𝑡 𝑎𝑛𝑑 𝑦 𝑡
• The input, depicted in Figure 1, is a ramp signal of the following expression 𝑒 𝑡 = 2 𝑡
• Question: Using the Laplace transform concept, determine the expression of the system’s output 𝑦(𝑡)
𝒆(𝒕)
𝑹
𝑪
𝒆(𝒕) 𝒚(𝒕)
𝑡
Figure 1: Input signal Figure 2: RC system
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SOLUTION
𝑑𝑦(𝑡) (3)
𝑒 𝑡 =𝑅𝐶 +𝑦 𝑡
𝑑𝑡
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• In order to determine the Transfer Function (TF) of the system, we have to assume that the Initial
Conditions (IC) are equal to zero and then, apply the Laplace transform to the obtained differential equation (3)
𝑑𝑦(𝑡)
𝑒 𝑡 =𝑅𝐶 +𝑦 𝑡
𝑑𝑡
Laplace transform (IC are zero)
𝐸 𝑠 = 𝑅 𝐶 𝑠𝑌 𝑠 + 𝑌 𝑠 = 1 + 𝑅𝐶 𝑠 𝑌(𝑠)
𝒀(𝒔) 𝟏
𝑯 𝒔 = = (4)
𝑬(𝒔) 𝟏 + 𝑹 𝑪 𝒔
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• Step 4: Determination the expression of 𝒚(𝒕) using the Laplace Table
• The expression of 𝑌 𝑠
𝑎
1 2 2
𝑌 𝑠 = 𝐻 𝑠 𝐸 𝑠 = 1+𝑅𝐶𝑠 × 𝑠2 = 𝑠2 , with 𝜏 = 𝑅𝐶 𝑠2 𝑠 + 𝑎
1+𝜏 𝑠
1
2 Laplace
𝑌 𝑠 = =2× 𝜏
1 1 Table
𝑠2 𝜏 𝜏 + 𝑠 𝑠2 𝜏 + 𝑠
1
𝑎 𝑡 − 1 + 𝑒 −𝑎 𝑡
1 𝑎
• Let 𝑎 = 𝜏 ; using the Laplace table then we get
1 −𝑎 𝑡
𝑡 −
𝑡
−
𝑡
𝑦 𝑡 = 2 × 𝑎𝑡 −1+𝑒 = 2×𝜏 −1+𝑒 𝜏 = 2 𝑡 − 𝜏 + 𝜏𝑒 𝜏
𝑎 𝜏
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EXAMPLE 2 :SECOND ORDER SYSTEM
Consider the following system. The input is 𝑒 𝑡 = 5 𝑢(𝑡) where 𝑢 𝑡 is the unit step
1. Determine the differential equation that links the input 𝑒 𝑡 to the output 𝑦 𝑡
2. Determine the transfer function of the considered system
3. Determine the expression of the output 𝑦(𝑡)
𝑒(𝑡) 𝑦(𝑡)
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