Appendix C. Laplace Transforms
Appendix C. Laplace Transforms
Laplace Transforms
Appendix C
Laplace Transforms
C.1 Introduction
Well, firstly, it’s not essential. I’d estimate that more than 99.9% of the population have never
heard of them – never mind use them.
But what about in control engineering? Well, that’s a different matter. Pick up virtually any
book on the subject and you’re like to be faced with at least one transfer block making use of
Laplace Transforms.
Why? Well, the fact is that they make life easy for us.
As we’ve seen, we make use of block diagrams to represent the composition and
interconnection of a system. And when used together with Transfer Functions we can
represent the cause-and-effect relationships throughout the system.
A Transfer Function is defined simply as the relationship between the input and output signal
of a device. For example Figure C.1(a) shows a simple operational amplifier whose output Vo
is: R f
Vo = − Vi
Ri
Figure C.1(b) shows the block diagram representation in which the gain of the amplifier is G
and the output Vo (ignoring the inversion) is:
Vo = G ⋅Vi
Rf
Ri
Vi – Figure C.1. (a) simple
Vo Vi G Vo operational amplifier and (b)
+ block diagram
representation in which the
gain is G.
(a) (b)
In this case we can say that the Transfer Function is G. This looks pretty simple – and indeed
it is.
Supposing we had two amplifiers in series, as shown in Figure C.2, having gains G1 and G2
respectively? What would be the total gain of the system?
Vo = G1 ⋅ G2 ⋅Vi
Of course, the reason it’s simple, and that we can use the Transfer Functions in this manner, is
that the gains (G1 and G2) are linear.
In the differentiator circuit shown in Figure C.3, we have circuit whose output is time
dependent.
Cf
Ri
Vi –
Vo Figure C.3. Op-amplifier-based differentiator circuit.
+
The problem is that we no longer have a straightforward relationship between the input and
the output. Now, the output (Vo) is described by a first order differential equation – often
referred to as an ‘Ordinary Differential Equation’ (ODE). The most important point to
recognize is that the output is now dependent on time and it is said to be dynamic and
operating in the time domain. (Mathematically we describe the output as being ‘a function of
time’ and we express it as f(t).)
The consequence of this is that we can no longer manipulate the block in the same manner as
we had done so previously. We cannot, for example, perform the simple multiplication of two
integrating blocks as we had done as illustrated in Figure C.2.
The solution lies with the use of the Laplace Transform. The Laplace Transform is a
powerful tool used to solve a wide variety of problems by transforming the difficult
differential equations into simple algebraic problems where solutions can be easily obtained.
Applying Laplace Transforms is analogous to using logarithms to simplify certain types of
mathematical operations. By taking logarithms, numbers are transformed into powers of 10
(or e – natural logarithms) to allow multiplication and division to be replaced by addition and
subtraction respectively.
Similarly, the application of Laplace Transforms to the analysis of systems, which can be
described by linear ODEs, enable us to solve ODEs using algebra instead of calculus. They
also provide a straightforward method for handling the mathematical time shift associated
with dead-time equations. Thus, complicated analysis can be performed in a straightforward
manner.
Figure C.4 shows how the Laplace Transform converts the calculus problem (the differential
equation) into an algebra problem. Once the algebraic problem has been solved (very easy)
the result is then applied through the Inverse Laplace Transform to retrieve solutions to the
original differential equation.
Algebraic
ODE problem Laplace Transform
problem
Algebraic
ODE solution Inverse Laplace Transform
solution
Figure C.4. Laplace Transforms are used to transform the difficult differential equations
into simple algebraic problems where solutions can be easily obtained.
So what is the actual mathematical definition of the Laplace Transform? And do we need to
know it?
The answer, simply, is no! There are many critics who would claim that without a thorough
grounding in the mathematical theory we cannot possibly use Laplace Transforms.
Fortunately, we have a notable example in Oliver Heaviside (1850 –1925), a self-taught
English engineer, mathematician and physicist who lent his name to the Heaviside layer of the
ionosphere. Heaviside developed techniques for applying Laplace transforms to the solution
of differential equations without fully understanding the background. Although highly
successful in obtaining the answer, his lack of rigour brought him many detractors to which
he famously replied: “Should I refuse a good dinner simply because I do not understand the
digestive processes involved?”
So how do we use them? In reality it’s easy. All we do is make use of the Laplace ‘s’ operator
to represent the derivative, relative to time.
d
So, very simply we replace the derivative symbol with the symbol s:
dt
d
s=
dt
All this means is that all the time-dependent functions in the time domain become functions
of s in the Laplace domain (s-domain).
As a general rule we also replace the symbols representing time-dependent variables, which
should be written in a lowercase letters (f (t) – the function in terms of time t) with their
corresponding uppercase letters in the transformed equation (F (s) – the function in terms of
the Laplace s).
Thus a derivative transformation block is as shown in Figure C.5, where Td is the derivate
time.
Continuing along this route, the reciprocal of derivative, 1/s is the integral. Thus the integral
transformation block is as shown in Figure C.6 where Ti is the integral time:
1
Figure C.6. Integral transformation block.
sTi
Table 1 lists some of the more commonly used transformation blocks and Table 2 lists some
of the more commonly used Laplace transforms.
Table C. 1. Commonly used transformation Table C.2. Some commonly used Laplace
blocks. transforms.
Block type Transformation block Block type Transformation block
Gain block Unit impulse 1
G =1
Unit step 1
Derivative block
s
sTd
Unit ramp 1
Integral block s2
e − at
1 1
sTi
s+a
First order lag sin ωt ω
1
1 + sT s +ω 2
2
Lead block
sT
1 + sT
So if we applied a unit step to a Gain Block what would we expect out? This is shown in Figure
C. 7.
This shows that the output is of the same form as the input i.e.:
1
Output = G ⋅
s
and since G = 1:
1
Output =
s
So, a step input results in a step output. Hmm… so what, you might say.
Step input Ramp output Figure C.8. A step input applied to an Integral
Block produces a ramp function output.
1 1 1
s sTi s 2 Ti
This, according to Table 2 is a unit ramp output having a time element of Ti.
The general form of a first order differential equation is best illustrated by the charging (or
discharging) of a capacitor.
Hopefully, you may recall that the current to flow (i) through a capacitor is given the by the
capacitance x rate of increase in the potential difference (pd):
dVC
i = C∗ …………......………….…………………………. (1)
dt
S R VR
Figure C.9. Circuit diagram showing the charge across the
capacitor C.
E
C VC
We may also recall that the sum of the potential differences is equal to the emf (E). So:
E = VR + VC …………......………….…………………………. (2)
dVC
E = CR ∗ + VC ……....………….…………………………. (3)
dt
dVC
CR ∗ = E − VC ……....………….…………………………. (4)
dt
Well, yes, but, for the moment you'll just have to accept it. The actual solution of this first order
differential equation is just a bit beyond our remit. The result, however, is not. So…let’s put
some values in (Figure C.10).
i
S R = 1 MΩ VR
Figure C.10. Applying some values to the resistor R and
capacitor C.
E
C = 1 µF VC
And now, let’s carry out some calculations and tabulate the results:
t ⎛ −
t
⎞
⎜
VC = E ⎜1 − e ⎟CR ⎟
Table C.1. Calculation of VC with variation in time.
⎝ ⎠
1.0 0.632
2.0 0.865
3.0 0.950
4.0 0.982
5.0 0.993
And, of course we now need to plot the results as shown in Figure C.10.
τ
1.0
0.8
0.6
E Figure C. 10. A plot of VC (as
0.4 a function of E) against time.
0.2
0
0 1.0 2.0 3.0 4.0 5.0
t
Let's look at this a little further. If the potential difference across the capacitor (VC) continued
increasing at the initial rate, it would be represented by the dotted line 0A – a tangent drawn to
the initial part of the curve – and would reach a maximum (E) after time τ seconds.
From the graph we can thus say that the initial rate of increase of VC is:
dVC E
= ….………………....………….……………………. (6)
dt τ
Looking again at equation (3) we had:
dVC
E = CR ∗ + VC ….……....………….………………………. (7)
dt
However, at the instant of closing the switch (S) the potential difference across the capacitor
(VC) is zero and the equation thus becomes:
Yeah, I know, it took a long time to get there but it was worth it in the end. Wasn’t it? Hmm…?
E = τ ∗ s VC + VC ….……....………….………………………. (12)
The term within the brackets is the transfer function and shows how the variable VC responds
to a change in the applied voltage E.
where K is the steady-state gain: the ratio of the change in output to the change in input and τ is
that of the time constant.
We have already seen that the time constant τ, is the time it would take for the output E to reach
a maximum if it continued increasing at its initial rate. However, in reality it doesn't continue
increasing as its initial rate because it is a first order lag and therefore the response is as shown
in Figure C.10.
In other words the output attained a value of 63.2% of its a final value in the time τ.
The curve shown in Figure C.10 is the classic first-order response derived from the solution of
an Ordinary Differential Equation (ODE).
Although rarely found in a practical real-life industrial application it is, nonetheless, a starting
point from which we can apply a matching mathematical model.
And if we know the impulse response of the system, we can then convolve the impulse response
with any arbitrary input to obtain the response of the system to that input. These are equivalent
operations.
The process of applying Laplace transforms to analyze a linear system involves the basic steps
listed below: