Part 2-2: Review of Complex Numbers

and Laplace Transforms

•This part presents a brief overview of complex numbers and

Laplace transform theory and its use in obtaining the response of
LTI dynamic systems

•Laplace transformation offers a systematic approach for solving

an LTI differential equation by transforming its variables in time t
to an algebraic equation in the domain of the complex Laplace
variable s
– Any existing initial conditions are handled in a systematic manner, and
the system’s time response is finally obtained by determining the
inverse Laplace transform
Complex Numbers
Complex Numbers
Complex Variables and Functions
 Laplace Transformation
• The Laplace transform converts the function f(t) from the
time domain to the domain of the complex variable s, and is
defined by
¥
L{ f(t) } = F ( s ) = ò f (t )e -st dt
0

• The Laplace transform variable s = s + jw is a complex

variable where s and w are the real and imaginary parts,
respectively

• The “inverse Laplace transform of F(s)” converts the complex

function F(s) into the time function f(t)

L-1{ F(s) } = f(t)

 Laplace Transforms of
Common Time Functions
Example
• Compute the Laplace transform of the exponential function
- at
f (t ) = Ae for t > 0 where f(t) = 0 for t < 0

• Using the definition of the Laplace transform

¥ ¥
L { Ae } = ò Ae e dt = Aò e - ( a + s ) t dt
- at - at - st
0 0

-( s + a )t t =¥
e Ae - ¥ Ae 0
=A = -
- ( s + a ) t =0 - ( s + a ) - ( s + a )

A
The Laplace transform is F ( s) =
s+a
 Laplace Transform Tables

• In a similar
fashion we can
compute
Laplace
transforms of
other common
time functions
(step, sinusoid,
etc.) and Example
assemble a
table of Laplace
transforms
 Laplace Transform Using MATLAB

• MATLAB’s Symbolic Math Toolbox can be used to compute

the Laplace transform of a given time function f(t)

• As an example, the following MATLAB commands will

determine the Laplace transform of f (t ) = 3 sin 2t

>> syms t % defines variable t (time) as a symbolic object

>> f = 3*sin(2*t) % defines function f(t) as a symbolic object
>> F = laplace(f) % computes the Laplace transform F(s)
>> pretty(F) % displays F in a format similar to typeset mathematics

Typing all commands we obtain 6

-------- (See Laplace table,
2 entry #8)
s + 4
 Poles and Zeros of Laplace Transforms

• A Laplace transform can be expressed using the form

a (s + z1 )(s + z 2 )! (s + z m )
F ( s) =
(s + p1 )(s + p2 )!(s + pn )
• The values s = - z1 , s = - z2 ,!, s = - zm that make F(s) = 0 are
called the zeros of the transform F(s)

• The values s = - p1 , s = - p2 ,!, s = - pn that make F (s ) = ¥

(or, the denominator of F(s) equals zero) are called the poles
of F(s)
1 No zeros
Simple example: F1 ( s ) = 1 pole at s = –3 (determines time fct)
s+3
Note: corresponding time function is f1 (t ) = e -3t
 Laplace Transform
Properties and Theorems
• Superposition (linearity):

• Differentiation:
 Laplace Transform
Properties and Theorems (2)

• Integration:

• Multiplication f(t) by e–at in the time domain:

 Laplace Transform
Properties and Theorems (3)

• Final-value theorem:

f ( ¥) = lim f (t ) = lim sF ( s )
t ®¥ s ®0

• Therefore, we can use the Laplace transform F(s) to compute

the steady-state value of the corresponding time response f(t)

• The final-value theorem only holds when the function f(t)

reaches a steady-state (constant) value as time t ® ¥
– For example, the final-value theorem does NOT hold for the
sinusoidal function f (t ) = sin 3t
 Laplace Transform
Properties and Theorems (4)

• Initial-value theorem:

f (0+) = lim f (t ) = lim sF ( s )

t ®0 + s ®¥

• Therefore, we can use the Laplace transform F(s) to compute

the initial value of the time function, i.e., f(0+)
 Laplace Transforms
Example
• Compute the Laplace transform of the time function

f (t ) = 0.2 + 2e -3t - 5e -6t + 8 sin 4t

• Take the Laplace transform of every term (use the Laplace

transform table) and use the linearity property (b):

0.2 2 5 32
F (s) = + - + 2
s s + 3 s + 6 s + 16
 Differential Equation Example
!y! + 8 y! + 10 y = 4u!

Take the Laplace transform of each term:

s 2Y ( s) - sy (0) - y! (0) + 8(sY ( s) - y (0) ) + 10Y ( s) = 4(sU ( s) - u (0) )

If the initial conditions are equal to zero, y! (0) = y (0) = u (0) = 0

(s )
+ 8s + 10 Y ( s ) = 4sU ( s ) Y (s ) 4s
= F (s )= 2
2

U (s ) s +8s +10
 Laplace Transforms
Example
• Compute the final value f (¥) (if it exists) and the initial value
f(0+) from the given Laplace transform
7(s +3)
F (s )= 2
s +2s +10

• The poles are the roots of s + 2s + 10 = 0 , or s = -1 ± j 3

2

• Because the real part of the two poles is negative we can use
the final-value theorem
7 s ( s + 3) (0)(3)
f (¥) = lim sF ( s ) = lim 2 = =0
s ®0 s ®0 s + 2 s + 10 10

Hence the final value is zero

 Laplace Transforms
Example (2)

• Next, apply the initial-value theorem

7 s ( s + 3) 7s 2
f (0+) = lim sF ( s ) = lim 2 = lim 2 = 7
s ®¥ s ®¥ s + 2 s + 10 s ®¥ s

Hence the initial value is 7

 Inverse Laplace Transformation

• Our overall goal is to use Laplace transforms to obtain the

response of a dynamic system that is subjected to initial
conditions and/or a known forcing or input function

• Systematic approach for solving the ODE and obtaining the

dynamic response:

1. Take the Laplace transform of every term in the ODE and

incorporate the initial conditions using the differentiation properties
2. Using the result from step 1, solve for the Laplace transform
of the dynamic variable, Y(s)

3. Obtain the system’s dynamic response by taking the inverse

Laplace transform, y (t ) = L-1{ Y(s) }.
 Inverse Laplace Transform
Example
• Given the following I/O equation (mathematical model)
2 !y! + 10 y! + 12 y = u (t ) with y (0) = -1 , y! (0) = 0.5

Determine the dynamic response y(t) if u(t) = 4U(t) (step input)

• Begin by taking the Laplace transform of each term on the

left-hand side of the I/O equation
 Inverse Laplace Transform
Example (2)
• Next, take the Laplace transform of the right-hand side (input)

• Combining all Laplace transform results yields

4
2 s Y ( s ) + 2 s - 1 + 10 sY ( s ) + 10 + 12Y ( s ) =
2

- - 9s
( )
2
4 4 2 s
or 2 s + 10 s + 12 Y ( s ) = - 2 s - 9 =
2

s s
 Inverse Laplace Transform
Example (3)
• Solve for the Laplace transform Y(s)

- 2s 2 - 9s + 4 - 2s 2 - 9s + 4
Y (s) = =
2 s ( s + 5s + 6) 2 s ( s + 2)( s + 3)
2

• Use partial-fraction expansion to express Y(s) as the sum of

three fractions involving the three poles at s = 0, –2, and –3

- 2 s - 9 s + 4 a1
2
a2 a3
Y (s) = = + +
2 s ( s + 2)( s + 3) s s + 2 s + 3

The corresponding constants are a1 = 1/3, a2 = –7/2, and a3 = 13/6

 Inverse Laplace Transform
Example (4)
• Taking the inverse Laplace transform of Y(s) yields the
dynamic response
1 7 -2t 13 -3t
y (t ) = - e + e
3 2 6

• Check the initial value: y(0) = 1/3 – 7/2 + 13/6 = –1 (checks)

• The first time derivative is

!y (t ) = 7e -2t - (13 / 2)e -3t

Therefore, y! (0) = 7 - (13 / 2) = 0.5 (checks)

 Partial-Fraction Expansion Method

• Partial fraction expansion is key to the previous example

• Partial-fraction expansion with distinct poles:

a1 a2 an
Y (s) = + +!+
s + p1 s + p2 s + pn

Evaluate each “residue” ai = ( s + pi )Y ( s )

s =- p
i
 Partial-Fraction Expansion Method
Example 8.5
• Compute the inverse Laplace transform of
2s + 5 2s + 5
Y (s) = 2 = à 2 distinct poles: s = –2, –6
s + 8s + 12 ( s + 2)( s + 6)
2s + 5 a1 a2
• Partial-fraction expansion: Y (s) = = +
( s + 2)( s + 6) s + 2 s + 6

• Residues:
2s + 5 1 2s + 5 -7
a1 = ( s + 2)Y ( s ) s =-2 = = = 0.25 , a2 = ( s + 6)Y ( s ) s =-6 = = = 1.75
s + 6 s =-2 4 s + 2 s =-6 - 4

• Take the inverse Laplace transform of both terms (see entry

#6 in the Laplace transform table)

y (t ) = 0.25e -2t + 1.75e -6t

 Partial-Fraction Expansion Method:
Repeated Poles
• Partial-fraction expansion with repeated poles:
2s + 8 2s + 8
Example: Y ( s ) = 3 =
s + 7 s + 16 s + 12 ( s + 2)( s + 2)( s + 3)
2

Two repeated poles at s = -2 and one distinct pole at s = -3

a1 a2 a3
• Partial-fraction expansion: Y ( s ) = + +
( s + 2) 2
s+2 s+3

The inverse Laplace transform is

y (t ) = a1te -2t + a2 e -2t + a3e -3t

 Residues for Repeated Poles
• Residues:
2s + 8 4
a1 = ( s + 2) 2 Y ( s ) = = =4
s = -2 s + 3 s =-2 1

a2 =
d
ds
[
( s + 2) 2 Y ( s ) ] s = -2
=
d é 2s + 8 ù
=
2
-
2s + 8
ds êë s + 3 úû s =-2 s + 3 ( s + 3) 2
=
2 4
- = -2
1 1
s = -2

2s + 8 2
a3 = ( s + 3)Y ( s ) s =-3 = = =2
( s + 2) 2 s = -3
1
4 -2 2
• Partial-fraction expansion with residues: Y ( s) = + +
( s + 2) 2 s + 2 s + 3

à The inverse Laplace transform is

y (t ) = 4te -2t - 2e -2t + 2e -3t

 Partial-Fraction Expansion Method:
Complex Poles: Example
• Compute the inverse Laplace transform of
2s + 9
Y (s) = 2
s + 6 s + 25

Note the two poles are complex: s = -3 ± j 4

• “Complete the square” on the denominator

2s + 9
Y (s) =
( s + 3) 2 + 4 2

• This form matches entries #10 and 11 in the Laplace table

 Partial-Fraction Expansion Method:
Example (2)
• Re-write the Laplace transform so that it matches the Laplace
transforms of exponentially damped sine and cosine:
2s + 9 2( s + 3) (0.75)(4)
Y (s) = = +
( s + 3) 2 + 4 2 ( s + 3) 2 + 4 2 ( s + 3) 2 + 4 2

• Take the inverse Laplace transform using entries #10 and 11

in the Laplace table

y (t ) = 2e -3t cos 4t + 0.75e -3t sin 4t

Clearly the exp decay rate is the real part (a = –3) and the
frequency is the imaginary part (w = 4) of the complex pole
 Analysis of Dynamic Systems
Using Laplace Transforms

• We can group the approaches for obtaining the dynamic

response using Laplace methods into two categories:
– Applying the Laplace transform to the system’s time-domain
input-output (I/O) equation
– Using the system’s transfer function

• The first method yields the complete response because initial

conditions can be incorporated (Section 1-4)

• The second method yields the response due to the input with
zero initial conditions (due to the use of the transfer function)
 Inverse Laplace Transform
Using MATLAB
• MATLAB’s Symbolic Math Toolbox can compute the inverse
Laplace transform if we define the Laplace transform as a
symbolic object

• Re-work previous example using MATLAB:

>> syms s % defines Laplace variable s

>> Y = (2*s + 9)/(s^2 + 6*s + 25) % defines Laplace transform Y(s)
>> y = ilaplace(Y) % finds inverse Laplace transform
>> pretty(y) % displays y in math typeset

Typing all four line commands shown above yields

2 exp(-3 t) cos(4 t) + 3/4 exp(-3 t) sin(4 t)

which matches the solution on the previous slide