Laplace Transform
Laplace Transform
Laplace Transform
(3/23/1749 –3/2/1827)
Symbolically
1 ℒ 1
𝑋 𝜎 + 𝑗𝜔 = ,𝜎 + 𝑎 > 0 Or 𝑒 −𝑎𝑡 𝑢 𝑡 ՜ , 𝑅𝑒 𝑠 > −𝑎
𝜎 + 𝑎 + 𝑗𝜔 𝑠+𝑎
If a is negative or zero, the Laplace Transform still exists 3
Example 2
Consider the signal 𝑥 𝑡 = −𝑒 −𝑎𝑡 𝑢(−𝑡) 𝑓𝑜𝑟 𝑡 ≤ 0
• For a Laplace transform, we need both the expression and the Region Of
Convergence (ROC)
• The Laplace transform is identical for two different signals. However, the regions of
convergence of s are mutually exclusive (non-intersecting). 4
Region of Convergence (ROC) For Laplace Transform
• The Fourier transform exists for most signals with finite energy ( Dirichlet
convergence conditions)
• The Region Of Convergence (ROC) of the Laplace Transform is the region of
values for 𝑠 = 𝜎 + 𝑗𝜔 for which the Fourier transform of 𝑥(𝑡)𝑒 −𝜎𝑡 converges.).
Example 1 Example 2
• The ROC of X(s) consists of strips (bands) parallel to the jω-axis in the s-plane. The
shaded regions denote the ROC for the Laplace transform
• A complete specification of the Laplace transform requires the algebraic expression
for X(s) and the associated ROC 5
Example 3
• Consider a signal that is the sum of two real exponentials:
• The ROC associated with these terms are Re{s}>-1 and Re{s}>-2.
• Therefore, both will converge for Re{s}>-1, and the Laplace transform:
6
Poles and Zeros Pole-zero plot
• For rational Laplace transforms, the ROC is bounded by the poles (rightmost pole
or leftmost pole but does not contain any poles, X(s) is infinite at a pole).
From Exercise 1
ℒ 1
𝑥 𝑡 = 𝑒 −𝑎𝑡 𝑢(𝑡) 𝑠+𝑎
𝑡 > 0 ՜ ℜ𝑒 𝑠 > −𝑎
After combining
𝑅𝑒 𝑠 > −2 𝑅𝑒 𝑠 > −1 𝑅𝑒 𝑠 > −1 𝑅𝑒 𝑠 > −1
𝑅𝑜𝑐: 𝑅𝑒 𝑠 > −1
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Example 5
If x(t) is of finite duration and is absolutely integrable, ROC is the entire s-plane.
∞
ℒ 𝛿(𝑡) = 1, ROC = Entire s-plane 𝑋 𝑠 = න 𝛿(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝛿 0 𝑒 −𝑠 0
=1
−∞
ROC: 𝑅𝑒 𝑠 > 2
𝑅𝑒 𝑠 𝑖𝑠
𝑎𝑙𝑙 𝑡ℎ𝑒 𝑠 𝑝𝑙𝑎𝑛𝑒 ROC: ROC:
𝑅𝑒 𝑠 > −1 𝑅𝑒 𝑠 > 2
Intersection
ROC: 𝑅𝑒 𝑠 > 2
10
Two-sided Signals
If x(t) is right-sided signal (RSS), and if the line Right-sided signal.
ℜ𝑒 𝑠 = 𝜎0 is in the ROC
The area of s for which ℜ𝑒 𝑠 > 𝜎0
will also be in the ROC.
1 𝜎+𝑗∞
𝑥 𝑡 = න 𝑋 𝑠 𝑒 𝑠𝑡 𝑑𝑠
2𝜋𝑗 𝜎−𝑗∞
• The inverse Laplace transform can be determined using the technique of partial
fraction expansion (easier method)
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Example 8
• Consider the Laplace transform:
• Can we uniquely determine the original signal, 𝑥 𝑡 ?
1ℒ ℒ 1
𝑒 −𝑎𝑡 𝑢(𝑡) ℜ𝑒 𝑠 > −𝑎 and −𝑒 −𝑎𝑡 𝑢(−𝑡) ℜ𝑒 𝑠 < −𝑎
𝑠+𝑎 𝑠+𝑎
• There are three possible ROCs:
Stability (system with impulse response ℎ(𝑡)) Causality
If 𝐻 𝑠 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠 𝑗𝜔 − 𝑎𝑥𝑖𝑠 𝐻 𝑗𝜔 𝑒𝑥𝑖𝑠𝑡𝑠 𝐻 𝑠 ℎ𝑎𝑠 𝑎 𝑅𝑂𝐶 𝑖𝑛 𝑅𝑖𝑔ℎ𝑡 − 𝐻𝑎𝑙𝑓 − 𝑃𝑙𝑎𝑛𝑒
∞
ℎ 𝑡 𝑖𝑠 𝑅𝑆𝑆 (ℎ 𝑡 = 0 𝑓𝑜𝑟 𝑡 < 0)
න ℎ(𝑡) 𝑑𝑡 < ∞ 𝑆𝑡𝑎𝑏𝑙𝑒
−∞
ℜ𝑒 𝑠 > 2
ℜ𝑒 𝑠 < −1
-1<ℜ𝑒 𝑠 < 2
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Example 9
Find inverse Laplace transform of −2 −1
ILT
𝑅𝑒 𝑠 > −1 Right-side signal (𝑢(𝑡))
ILT
𝑅𝑒 𝑠 < −2 Left-side signal (𝑢(−𝑡))
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PROPERTIES OF THE LAPLACE TRANSFORM
1. Linearity
ℒ ℒ
IF 𝑥1 𝑡 𝑋1 𝑠 𝑅𝑂𝐶 = 𝑅1 AND 𝑥2 𝑡 𝑋2 𝑠 𝑅𝑂𝐶 = 𝑅2
ℒ
THEN 𝑎 𝑥1 𝑡 + 𝑏 𝑥2 𝑡 𝑎 𝑋1 𝑠 + 𝑏 𝑋2 𝑠 𝑅𝑂𝐶 = 𝑅1 ⋂ 𝑅2
ℒ[𝑥 𝑡 − 𝑇 ] = න 𝑥 𝑡 − 𝑇 𝑒 −𝑠𝑡 𝑑𝑡
−∞
∞
ℒ
THEN 𝑥 𝑡−𝑇 𝑒 −𝑠𝑇 𝑋 𝑠 𝑅𝑂𝐶 = 𝑅 = න 𝑥 𝜏 𝑒 −𝑠 𝜏+𝑇
𝑑𝜏 𝜏 =𝑡−𝑇
−∞
∞
= 𝑒 −𝑠𝑇 න 𝑥 𝜏 𝑒 −𝑠𝜏 𝑑𝜏
−∞
−𝑠𝑇
= 𝑒 𝑋 𝑠
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Example 10 Linearity and Time Shifting
Consider the following signal, which is a linear sum of two time-shifted sinusoids.
with
Solution
Laplace transform of 𝑥1 𝑡 :
∞ ∞ 𝑗𝜔0 𝑡 ∞ ∞
𝑋1 𝑠 = න 𝑠𝑖𝑛 𝜔0 𝑡 𝑢(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 𝑒 − 𝑒 −𝑗𝜔0 𝑡 −𝑠𝑡 1 −(𝑠−𝑗𝜔0 )𝑡
𝑋1 𝑠 = න 𝑒 𝑑𝑡 𝑋1 𝑠 = න 𝑒 𝑑𝑡 − න 𝑒 −(𝑠+𝑗𝜔0 )𝑡 𝑑𝑡
−∞ 0 2𝑗 2𝑗 0 0
∞ ∞ ℒ 𝜔0
1 𝑒 −(𝑠−𝑗𝜔0 )𝑡 𝑒 −(𝑠+𝑗𝜔0 )𝑡 1 1 1 𝜔0
𝑋1 𝑠 = อ − อ = − = 2 𝑠𝑖𝑛 𝜔0 𝑡 𝑢(𝑡) 𝑠 2 + 𝜔0 2
2𝑗 −(𝑠 − 𝑗𝜔0 ) −(𝑠 + 𝑗𝜔0 ) 2𝑗 (𝑠 − 𝑗𝜔0 ) (𝑠 + 𝑗𝜔0 ) 𝑠 + 𝜔0 2
0 0
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3. Shifting in the s-Domain
ℒ
IF 𝑥 𝑡
ℒ
𝑋 𝑠 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 = 𝑅 THEN 𝑒 𝑠0 𝑡 𝑥 𝑡 𝑋 𝑠 − 𝑠0
𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 = 𝑅 + 𝑅𝑒 𝑠0
4. Time Scaling
THEN 𝑥 𝑎𝑡 1 𝑠
IF 𝑥 𝑡
ℒ ℒ
𝑋 𝑠 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 = 𝑅 𝑋 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 = 𝑎𝑅
𝑎 𝑎
5. Conjugation
ℒ
IF 𝑥 𝑡 ℒ
𝑋 𝑠 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 = 𝑅 THEN 𝑥 ∗ 𝑡 𝑋∗ 𝑠∗ 𝑤𝑖𝑡ℎ 𝑅𝑂𝐶 = 𝑅
THEN 𝑥 𝑡 ∗ ℎ(𝑡) ℒ
𝑋 𝑠 𝐻 𝑠 𝑅𝑂𝐶 = 𝑅1 ⋂𝑅2
Convolution in time-domain becomes multiplication in Laplace domain.
• Note that pole-zero cancellation may occur between H(s) and X(s) which
extends the ROC
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8. Differentiation in Time-Domain
ℒ
𝑥 𝑡 𝑋 𝑠 𝑅𝑂𝐶 = 𝑅
The Derivative
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Problem 1
Determine the Laplace transform, and ROC and pole-zero plot:
𝑍𝑒𝑟𝑜: −5/2
𝑅𝑂𝐶: 𝑅𝑒 𝑠 > −2
Because of 𝑢(𝑡), ROC is
on the right-side of s-plane
𝑃𝑜𝑙𝑒𝑠: −2, −3
ℒ
𝑒 𝑠0 𝑡 𝑥 𝑡 𝑋 𝑠 − 𝑠0 Shifting in the s-domain
ℒ 1 ℒ 1
−𝑒 −𝑎𝑡
𝑢(−𝑡) ℜ𝑒 𝑠 < −𝑎 𝑒 2𝑡 𝑢(−𝑡) − ℜ𝑒 𝑠 < − −2
𝑠+𝑎 𝑠 + −2
𝑍𝑒𝑟𝑜: 5/2
𝑅𝑂𝐶: 𝑅𝑒 𝑠 < 2
Because of 𝑢(−𝑡), ROC is
𝑃𝑜𝑙𝑒𝑠: 2, 3 on the left-side of s-plane
NOT CAUSAL;
STABLE
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Problem 4 (inverse Laplace transform )
Find inverse Laplace transform of
ℒ 𝜔0
Laplace transform of 𝑠𝑖𝑛 𝜔0 𝑡 𝑢(𝑡) 𝑅𝑂𝐶: 𝑅𝑒 𝑠 > 0
𝑠 2 + 𝜔0 2
ℒ 𝜔0
−𝑠𝑖𝑛 𝜔0 𝑡 𝑢(−𝑡) 𝑠 2 + 𝜔0 2 𝑅𝑂𝐶: 𝑅𝑒 𝑠 < 0
We have
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Problem 5
Find inverse Laplace transform of
𝓛 𝑠
Laplace transform of 𝑐𝑜𝑠 𝜔0 𝑡 𝑢(𝑡) 𝑅𝑂𝐶: 𝑅𝑒 𝑠 > 0
𝑠 2 + 𝜔0 2
Proof
∞
−𝑠𝑡
∞ 𝑗𝜔0 𝑡
𝑒 + 𝑒 −𝑗𝜔0 𝑡 −𝑠𝑡 1 ∞ −(𝑠−𝑗𝜔 )𝑡 ∞
𝑋1 𝑠 = න 𝑐𝑜𝑠 𝜔0 𝑡 𝑢(𝑡) 𝑒 𝑑𝑡 𝑋1 𝑠 = න 𝑒 𝑑𝑡 𝑋1 𝑠 = න 𝑒 0 𝑑𝑡 + න 𝑒 −(𝑠+𝑗𝜔0 )𝑡 𝑑𝑡
−∞ 0 2 2 0 0
1 𝑒 −(𝑠−𝑗𝜔0 )𝑡
∞
𝑒 −(𝑠+𝑗𝜔0 )𝑡
∞
1 1 1 𝑠 ℒ 𝑠
𝑋1 𝑠 =
2 −(𝑠 − 𝑗𝜔0 )
อ +
−(𝑠 + 𝑗𝜔0 )
อ = +
2 (𝑠 − 𝑗𝜔0 ) (𝑠 + 𝑗𝜔0 )
= 2
𝑠 + 𝜔0 2
𝑐𝑜𝑠 𝜔0 𝑡 𝑢(𝑡) 𝑠 2 + 𝜔0 2
0 0
We have
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Problem 6
Find inverse Laplace transform of
ILT
𝑅𝑒 𝑠 > −4
2 ℒ
𝑠+4
2𝑒 −4𝑡 𝑢(𝑡)
𝑅𝑒 𝑠 < −3
−1 ℒ
𝑠+3
𝑒 −3𝑡 𝑢(−𝑡)
28
Problem 7
Determine 𝑌 𝑠 , when
𝓛 1
𝑒 −𝑎𝑡 𝑢(𝑡) 𝑅𝑂𝐶: 𝑅𝑒 𝑠 > −𝑎
𝑠+𝑎
𝓛
𝑥(𝑡 − 𝑡0 ) 𝑒 −𝑠𝑡0 𝑋(𝑠)
𝑥(−𝑡)
𝓛 1 𝑠
𝑋 = 𝑋(−𝑠)
−1 −1
𝓛
𝓛
𝑅𝑂𝐶 < 3
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Problem 9
𝑑2 𝑦 𝑡 𝑑𝑦 𝑡
LTI system has differential equation: − − 2 𝑦 𝑡 = 𝑥(𝑡)
𝑑𝑡 2 𝑑𝑡
(a) Determine 𝐻 𝑠 as a ratio of two polynomials in s and sketch the pole-zero plot.
𝑑 𝓛
𝑑2 𝑦 𝑡 𝑑𝑦 𝑡 𝑥 𝑡 𝑠 𝑋(𝑠)
𝑑𝑡 2
−
𝑑𝑡
− 2 𝑦 𝑡 = 𝑥(𝑡) 𝑑𝑡
𝓛 𝑠 2 𝑌 𝑠 − 𝑠 𝑌 𝑠 − 2𝑌 𝑠 = 𝑋(𝑠)
𝑌 𝑠 𝑠 2 − 𝑠 − 2 = 𝑋(𝑠)
𝑌 𝑠 1 1
𝐻 𝑠 = = =
𝑋(𝑠) 𝑠 2 − 𝑠 − 2 (𝑠 − 2)(𝑠 + 1)
1 pole-zero plot
𝑌 𝑠 𝐴 𝐵 𝐴=
𝐻 𝑠 = = + 3
𝐴+𝐵 =0 1
𝑋(𝑠) 𝑠−2 (𝑠 + 1) ቊ
−2𝐴 − 2𝐵 = 1 𝐵=−
3
1 𝐴𝑠 − 2𝐴 + 𝐵𝑠 − 2𝐵
=
𝑠2 − 𝑠 − 2 𝑠2 − 𝑠 − 2
1 1
1 (𝐴 + 𝐵)𝑠 − 2𝐴 − 2𝐵 𝐻 𝑠 = 3 − 3
= 𝑠−2 (𝑠 + 1)
𝑠2 − 𝑠 − 2 𝑠2 − 𝑠 − 2 31
Problem 92 1: The system is Stable
(b) Determine ℎ 𝑡 for the following cases: 2: The system is Causal
3: The system is neither Stable nor Causal
𝓛 1
1 1 𝑒 −𝑎𝑡 𝑢(𝑡) 𝑅𝑂𝐶: 𝑅𝑒 𝑠 > −𝑎
𝐻 𝑠 = 3 − 3
Poles at -1, 2 𝑠+𝑎
𝑠−2 (𝑠 + 1)
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