Chap 2: Laplace Transform

1. The Laplace Transform

a. Laplace Transform
- The Laplace transform of a function f (t) is:
∞
L { f (t) }=F (t )=∫ e
−st
f ( t ) dt
0
 s is the complex variable. The domain of s is called frequency domain
Definition &  t is the real variable. The domain of t is called time domain
Notation  −st
e is the kernel of the transformation
 L is the Laplace Transform Operator
 { f ( t ) , F ( t ) } is called the Laplace transform pair
- Notation: L { f (t) } f ( s ) f
- The region of convergence ℜ ( s ) > s sao cho F (t ) >0
- A function f (t) is said to be of exponential order σ if there exist positive constants T and M such that:
Existence of
σt
Laplace ¿ f (t )∨≤ Me for all t ≥ T
If f (t) is continuous and of exponential order σ ⇒ then L { f (t) } exists for s> σ
Transform
-
Find the exponential of f (t )=e3 t cos 5 t ?
- We have: |f (t)|=|e 3 t cos 5 t|≤ e 3 t (because −1 ≤|cos 5 t|≤ 1)
Example
- So {Mσ =3=1 ⇒ f ( t ) is of exponential order σ =3

- The Laplace Transform can be found using the improper integral:

Improper ∞ T
F ( t )=∫ e f ( t ) dt = lim ∫ e
− st −st
Integral f ( t ) dt
0 T→∞ 0

Laplace - The table of usually used Laplace Transform

Transform
Table
f (t) L { f (t) } ℜ ( s)
1
1 ℜ(s)> 0
s
c
c ℜ(s)> 0
s
1
t 2 ℜ(s)> 0
s
n
n!
t n+1 ℜ(s)> 0
s
at 1
e ℜ(s)> a
s−a
at n
n!
e t ℜ(s)> a
( s−a )n+1
w
sin wt 2 2 ℜ(s)> 0
s +w
s
cos wt 2 2 ℜ(s)> 0
s +w
at
w
e sin wt ℜ(s)> a
( s−a )2+ w2
 at
s−a
e cos wt ℜ(s)> a
( s−a )2+ w2
s
cosh wt 2 2 ℜ(s)> 0
s −w
w
sinh wt 2 2 ℜ(s)> 0
s −w
- The properties of Laplace Transform:
L { f ( t ) }=F ( s ) ℜ ( s ) > σ 1
L { g ( t ) } =G ( s ) ℜ ( s ) > σ 2
Linearity L { α f ( t ) + β g ( t ) }=αF ( s ) + βG ( s ) ℜ ( s ) >max ( σ 1 , σ 2 )
First shift theorem L {e at f ( t ) }=F ( s−a ) ¿
n
d F ( s)
L {t n f (t ) }=(−1 )
n
Derivative of transform (n=1 , 2 ,...)
d sn
Example 5 3 5 s−3
L { 5−3 t }=L {5 }−3 L {t }= − 2 = 2 ; ℜ ( s ) >0
s s s

7 ∙3 ! 2 ∙3 42 6
L { 7 t −2sin 3 t }=7 L { t }−2 L {sin 3 t }=
3 3
4
− 2 = 4 − 2 ; ℜ ( s ) >0
s s +9 s s +9

3 2 4s
L { 3−2 t+ 4 cos 2t }=L { 3 }−2 L { t } + 4 L {cos 2t }= − 2 + 2 ; ℜ ( s ) > 0
s s s +4

L {5 e
−2t
+3−2 cos 2 t }=5 L { e
−2 t
} + L { 3 }−2 L { cos 2 t }= 5 + 3 − 22 s ; ℜ ( s ) >−2
s+2 s s +4

L {4 t e
−2 t
}=4 L {t e−2 t }= 4 ∙ 1!2 ; ℜ ( s ) >−2
( s +2 )

2 ∙2 4
L {2 e sin2 t }=2 L { e sin 2t }=
−3t −3 t
= ; ℜ ( s ) >−3
( s+3 ) +2 ( s +3 )2 +4
2 2

L {t e
2 −4 t
}=L {t 2 e−4 t }= 2! 3 = 2 3 ; ℜ ( s ) >−4
( s+ 4 ) ( s +4 )

2s 15
L { 2cos 3t +5 sin 3 t }=2 L { cos 3 t }+ 5 L { sin 3 t }= 2
+ 2 ; ℜ ( s ) >0
s + 9 s +9

L { tcos2 t } ?
s
- We have: F ( s )=L {cos 2t }= 2
; ℜ ( s )> 0
s +4
- Apply the property of Derivative of transform:
dF ( s ) −s2 +4−2 s2 s2−4
L { tcos2 t }=L {t f ( t ) }= (−1 )
1 1
= 2
= 2
; ℜ ( s ) >0
ds ( s2 +4 ) ( s 2 +4 )

L { t 2 sin 3 t } ?
3
- We have: F ( s )=L {sin 3 t }= 2
; ℜ ( s )> 0
s +9
- Apply the property of Derivative of transform:
 [ ]
2
−6 ( s + 9 ) +24 s ( s +9 )
2 2 2 2
d F ( s ) d −6 s
L { t sin 3 t } =L {t f ( t ) }=(−1 )
2 2 2
= =
ds ds ( s2 +9 ) 2
( s 2+ 9 )
4

2 2 2
−6 s −54+ 24 s 18 s −54
¿ 3
= 3
; ℜ ( s )> 0
( s2 +9 ) ( s2 +9 )
b. Inverse Laplace Transform
- If F (s ) is the Laplace transform of f (t), then f (t) is called the inverse Laplace transform of F (s ):
Inverse
f ( t )=L { F ( s ) } whent ≥0
−1
Laplace
Transform −1
L is the inverse Laplace transform operator


{ }
Example 3
f ( t )=L−1 2 2 =sin 3 t
s +3

f ( t )=L
−1
{ } {
2
s−1
s −2 s+5
=L
−1 s−1
2
( s−1 ) +1 2
t
=e cos t
}
f ( t )=L
−1
{ } 5
( s+2 ) 4
=5 L
−1 1
( s+2 ) 4
= L
3! { }
5 −1 3 !
( s+2 ) 4
5 −1
= L
6
6
( s+ 2 ) 4
{ }
5 −2 t 3
= e t
6 { }
L−1
{ 5
−
6
+
3
s−6 s 2+ 9 2 s 2+ 8 s+ 10
?
}
f ( t )=L−1 { s−65 }−L { s 6+ 9 }+ L {2 s +83s +10 }
−1
2
−1
2

¿ 5 L−1 { s−61 }−2 L {s 3+9 }+ 12 L { s +43s +5 }

−1
2
−1
2

¿5 L
−1
{ s−61 }−2 L {s 3+9 }+ 32 L {(s +2)1 +1 }
−1
2
−1
2

6t 3 −2t
¿ 5 e −2 sin 3 t+ e sin t
2

L−1
{3 s+2
2
s +2 s+ 10
?
}
f ( t )=L−1
3 s+2
2
( s+1 ) +9{=L−1
3 ( s +1 )−1
( s+ 1 )2+ 9} { }
¿3 L
−1
{
( s +1 )
2
( s +1 ) + 9 9
1 −1
− L
9
} {
( s +1 )2+ 9 }
−t 1 −t
¿ 3 e cos 3 t− e sin3 t
9

{ }
2
−1 2 s +10 s
L ?
( s +1 ) ( s 2−2 s +5 )
- We have:
2
2 s +10 s A Bs +C
= + 2
( s +1 ) ( s −2 s +5 ) s +1 s −2 s+5
2

⇔ A ( s 2−2 s +5 ) + ( Bs+C )( s+1 )=2 s 2+ 10 s

{ { {
( A + B ) s 2=2 s 2 A + B=2 A=−1
⇔ (−2 A+ B+C ) s=10 s ⇔ −2 A+ B+C=10 ⇔ B=3
5 A +C=0 5 A+C=0 C=5

{ } { }
2
−1 2 s +10 s −1 −1 3 s +5
f ( t )=L =L + 2
( s+1 ) ( s −2 s+5 )
2
s+1 s −2 s+ 5
¿−L
−1
{ s +11 }+ L {3( s−1
−1
2
) +4 }
( s−1 ) +8

¿−L−1 { s +1 } { ( s−1) +4 }+2 L {( s−14) + 4 }

1 −1
+3 L
( s−1 )
2
−1
2

−t t t
¿−e +3 e cos 2 t+ 2 e sin 2 t
2. Solving Differential Equations Using Laplace Transform
- 1st order derivative: - 2nd order derivative:

{ } { }
2
df d f 2
L =sF ( s ) −f ( 0 ) L =s F ( s )−s f ( 0 )−f ' (0)
Transform of dt dt
2

Derivative - General case:

{ }
(n ) n
d f
=s F ( s )−s f ( 0 ) −s f ( 0 )−…−f ( 0 )=s F ( s )−∑ s f
n n−1 n−2 ( 1 ) n−1 n n−i ( i−1)
L (n )
( 0)
dt i=1

- General case:

{∫ }
Transform of t
1 1
Integral L f ( τ ) dτ = L { f ( t ) }= F ( t )
0 s s

a. Solving Differential Equation

2
d x dx −t '
2
+ 5 + 6 x=2 e x ( 0 ) =1 x ( 0 ) =0 ?
dt dt
- Apply the Laplace Transform:

{ } { }
2
d x dx
+6 L { x }=2 L { e }
−t
L 2
+5 L
dt dt
- Apply the transform of derivative:

[ s2 X ( s )−sx ( 0 )−x ' ( 0 ) ] +5 [ sX ( s )− x ( 0 ) ]+6 X ( s )= s+2 1

2 2
⇔ s X ( s )−s +5 sX ( s )−5+6 X ( s )=
s+1
2
⇔ X ( s ) ( s + 5 s+ 6 )=
2
+s +5
s+1
2 s+5 2 s +5
⇔ X ( s )= + = +
(s+1) ( s +5 s+ 6 ) ( s + 5 s+ 6 ) ( s +1 ) ( s+ 2 )( s+3 ) ( s +2 ) ( s +3 )
2 2

1 1 1
⇔ X ( s )= + −
( s +1 ) ( s+2 ) ( s +3 )
- Taking the inverse Laplace Transform we have:
−t −2 t −3 t
⇒ x ( t ) =e +e −e
3 2
d x d x dx ' ''
3
+ 2 + + x =cos 3 t ¿ x ( 0 ) =0 ; x ( 0 )=x ( 0 )=1 ?
dt dt dt
- Apply the Laplace Transform:

{ } { } { }
3 2
d x d x dx
L 3
+L 2
+L + L { x }=L {cos 3 t }
dt dt dt
- Apply the transform of derivative:
s
[ s3 X ( s )−s 2 x ( 0 )−s x ' ( 0 ) −x' ' ( 0 ) ] + [ s 2 X ( s )−sx ( 0 )−x ' ( 0 ) ]+ [ sX ( s )−x ( 0 ) ]+ X ( s )= 2
s +9
3 2 s
⇔ s X ( s )−s−1+ s X ( s )−1+ sX ( s ) + X ( s ) = 2
s +9
s
⇔ X ( s ) ( s + s + s +1 )=
3 2
+s +2 2
s +9
3 2
s +2 s +10 s +18
⇔ X ( s )= 2
( s +9 ) ( s+1 ) ( s2 +1 )
−1 9 −7 25 9
s− s+
80 80 16 16 20
⇔ X ( s )= + +
2
s +9
2
s +1 s +1
 −1 s 3 3 7 s 25 1 9 1
⇔ X ( s )= − − + +
80 s + 9 80 s + 9 16 s +1 16 s +1 20 s+1
2 2 2 2

- Taking the inverse Laplace Transform we have:

1 3 7 25 9 −t
⇒ x (t)= cos 3 t− sin 3 t− cos t+ sin t + e
80 80 16 16 20

b. Solving Simultaneous Differential Equation

{
dx dy
+ +5 x +3 y=e−t
dt dt
x ( 0 )=2 y ( 0 )=1?
dx dy
2 + + x + y=3
dt dt
- Apply the Laplace Transform:

{ { dxdt }+ L{ dydt }+5 L {x }+3 L { y }=L {e } −t

L

2 L { }+ L { }+ L { x }+ L { y }=L { 3 }
dx dy
dt dt
- Apply the transform of derivative:

{
1
[ sX ( s ) −x ( 0 ) ]+ [ sY ( s )− y ( 0 ) ]+ 5 X ( s )+ 3Y ( s ) = s+1
3
2 [ sX ( s )−x ( 0 ) ] + [ sY ( s )− y ( 0 ) ] + X ( s ) +Y ( s ) =
s

{
1
sX ( s )−2+ sY ( s )−1+5 X ( s )+3 Y ( s )=
⇔ s+1
3
2 sX ( s )−4+ sY ( s ) −1+ X ( s ) +Y ( s )=
s

{
1
X ( s )( s+5 )+Y ( s ) ( s +3 ) −3=
⇔ s +1
3
X ( s ) (2 s+1 ) +Y ( s ) ( s +1 )−5=
s

{
3 s+ 4
X ( s )( s+5 )+ Y ( s )( s+3 )=
⇔ s +1
5 s+3
X ( s )( 2 s +1 ) +Y ( s ) ( s+ 1 )=
s

{
3 s+ 4
X ( s )( s+5 )+Y ( s ) ( s +3 ) =
s +1
⇔
5 s +3 X ( s ) ( 2 s +1 )
Y ( s )= −
s ( s+ 1 ) ( s+1 )

- Find x (t ) first:
(5 s+3) ( s +3 ) X ( s )( 2 s+1 ) ( s +3 ) 3 s+ 4
X ( s ) ( s +5 ) + − =
s ( s +1 ) ( s +1 ) s+1
−9 11 25
2
2 s +1 4 s +9 2 6 3
⇔ X ( s )= = − +
s (s+2)(s−1) s s +2 s−1
- Taking the inverse Laplace Transform we have:
 −9 11 −2 t 25 t
⇒ x (t)= − e + e
2 6 3
- Find y ( t ) – Cách 1:
5 s+3 X ( s )( 2 s +1 )
Y ( s )= −
s ( s +1 ) ( s +1 )
2
5 s +3 (2 s +1 4 s+ 9) ( 2 s +1 )
⇔ Y ( s )= −
s ( s+1 ) s (s +2)(s−1) ( s+1 )
15 1 11 25
s 3−22 s 2−39 s−15 2 2 2 2
⇔ Y ( s )= = + + −
s ( s+2 )( s−1 )( s+1 ) s s+ 1 s +2 s−1
15 1 −t 11 −2 t 25 t
⇒ y ( t )= + e + e − e
2 2 2 2
- Find Y ( s ) – Cách 2:

{
dx dy
+ +5 x +3 y=e−t
dt dt dx −t
⇒− + 4 x +2 y=e −3
dx dy dt
2 + + x + y=3
dt dt
dx −t
⇒ 2 y= + e −4 x−3
dt

⇔2 y= ( 113 e −2t
+
25 t
3 )
e + e−t−4
2 (
−9 11 −2 t 25 t
− e + e −3
6 3 )
15 1 −t 11 −2 t 25 t
⇔ y= + e + e − e
2 2 2 2

3. Step & Impulse Functions

a. Heaviside Step function
- The Heaviside step function:

{
H ( t ) = 0 (t <0)
1 (t ≥0)
- The unit step function:

{
H ( t−a ) = 0 (t <a)
1 (t ≥ a)

- The top hat function:

Heaviside Step {
H ( t−a ) −H ( t−b )= 1 (a ≤ t< b)
0 otherwise
function

- The piecewise-continuous function:

f (t)=¿

- Express the piecewise-continuous function using the unit step function:

f ( t )=f 1 ( t ) H ( t−t 1 ) + [ f 2 ( t )−f 1 ( t ) ] H ( t−t 2 ) + [ f 3 ( t ) −f 2 ( t ) ] H ( t−t 3 )

- Express the piecewise-continuous function using the top hat function:

f ( t )=f 1 ( t ) [ H ( t−t 1 ) −H ( t−t 2 ) ]+ f 2 ( t ) [ H ( t−t 2) −H ( t−t 3 ) ]+ f 3 ( t ) H ( t−t 3 )
 {
2 t (0 ≤t <3)
2

Express f ( t )= t+ 4 (3 ≤t <5) using unit step function?

9 (t ≥5 )

f ( t )=2 t 2 H ( t )+ ( t+ 4−2t 2 ) H ( t−3 )+ ( 9−t−4 ) H ( t−5 )

¿ 2 t 2 H (t ) + ( t +4−2 t 2) H ( t−3 ) + ( 5−t ) H ( t−5 )
Example

{
2 t (0 ≤t <3)
2

Express f ( t )= t+ 4 (3 ≤t <5) using top hat function?

9 (t ≥5 )

f ( t )=2 t [ H ( t )−H ( t−3 ) ] + ( t+ 4 ) [ H ( t−3 )−H ( t−5 ) ] +9 H ( t−5 )

2

¿ 2 t 2 H (t ) + ( t +4−2 t 2) H ( t−3 ) + ( 5−t ) H ( t−5 )

b. Laplace Transform of unit step function

- General case:
−as
e
Laplace L { H (t−a ) } = ( a≥ 0 )
Transform of s
unit step - Special case a=0:
function
1
L { H (t ) } = ( a=0 )
s
Second Shift - If L { f ( t ) }=F ( s ), then with a> 0:
Theorem L { f ( t−a ) H ( t−a ) }=e
−as
L { f ( t ) } ( a> 0 )

{
Example
0 (t <1)
1 ( 1 ≤t <3 )
Let f ( t )= 3 ( 3 ≤t <5 ) . Find L { f ( t ) } ?
2 ( 5 ≤t <6 )
0 (t ≥6)
- We express f ( t ) using the unit step function:
f ( t )=1 H ( t−1 )+ ( 3−1 ) H ( t−3 ) + ( 2−3 ) H ( t−5 ) + ( 0−2 ) H ( t−6 )
¿ H ( t−1 )+ 2 H ( t−3 ) −H ( t−5 )−2 H ( t−6 )
- Apply the Laplace transform of unit step function:
L { f ( t ) }=L { H ( t−1 ) } +2 L { H ( t−3 ) } −L { H ( t−5 ) }−2 L { H ( t−6 ) }
−s −3 s −5 s −6 s
e e e e
¿ +2 −L −2
s s s s

{
2 t (0 ≤t <3)
2

Let f ( t )= t+ 4 (3 ≤t <5). Find L { f ( t ) } ?

9 (t ≥5 )
- We express f ( t ) using the unit step function:
f ( t )=2 t 2 H ( t )+ ( t+ 4−2t 2 ) H ( t−3 )+ ( 9−t−4 ) H ( t−5 )
¿ 2 t 2 H (t ) + ( t +4−2 t 2) H ( t−3 ) + ( 5−t ) H ( t−5 )
¿ 2 t 2 H (t )−( 2t 2−t−4 ) H ( t−3 )−( t−5 ) H ( t−5 )
- We must express ( 2 t 2−t−4 ) as the function of ( t−3 ) :
 2 2
2 t −t−4=2 ( z+3 ) −( z+ 3 )−4 where z=t−3
¿ 2 ( z 2+ 6 z + 9 )−z−1
2
¿ 2 z +12 z+ 18−z−7
2 2
¿ 2 z +11 z +11=2 (t−3 ) +11 ( t−3 )+ 11
- Apply the second shift theorem:
L { f ( t ) }=2 L {t H ( t ) }−L {[ 2 ( t−3 ) +11 ( t−3 ) +11] H ( t−3 ) }−L { ( t−5 ) H ( t−5 ) }
2 2

¿ 2 e 0 L { t 2 }−e−3 s L { 2t 2+ 11t +11 }−e−5 s L { t }

¿2
2 ! −3 s 2 !
s
3
−e
1!
( 1
2 3 + 11 2 +11 −e
s s s
−5 s 1

s
2 )
( )
−5 s
4 −3 s 4 11 11 e
¿ 3
−e 3
+ 2+ − 2
s s s s s

c. Inversion using second shift theorem

Inversion using - If L−1 { F ( s ) } =f ( t ), then with a> 0:
second shift
theorem L−1 {e−as F ( s ) }=f ( t−a ) H ( t−a ) ( a>0 )

{ }
−4 s
−1 4e
L ?
s ( s +2 )
4
- Let: F ( s )=
s (s +2)
- First we find the inverse Laplace transform f (t) of F (s ):
4 2 2
F ( s )= = −
s (s +2) s s +2
f ( t )=L−1 { F ( s ) }=L−1
2
s
−L−1
2
s+ 2 {} { }
=2−2 e−2 t

- Therefore, we have:

{ } {
−4 s
4e 0 ( t< 4)
=L { e F ( s ) }=[ 2−2 e ] H (t−4 )=
−1 −1 −4 s −2 ( t −4)
L
s ( s +2 ) 2−2 e
−2 ( t− 4)
(t ≥ 4 )

Example

L
−1
{ e−s ( 1−e−s )
s ( s +1 )
2 2 } ?

1
- Let: F ( s )=
s ( s2 +1 )
2

- First we find the inverse Laplace transform f (t) of F (s ):

f ( t )=L
−1
{ F ( s ) }=L−1
{ 1
s (s + 1)
2 2 } {
=L
−1 1
2
− 2
s s +1
1
}
=t−sint

- Therefore, we have:

{ e−s ( 1−e−s )
} { } { }
−s −2 s −s −2 s
−1 −1 e −e −1 e e
L =L =L −
s ( s +1 ) s ( s + 1) s ( s +1 ) s ( s +1 )
2 2 2 2 2 2 2 2

¿ L−1 {e−s F ( s ) }−L−1 {e−2 s F ( s ) }

¿ [ t−1−sin ( t−1 ) ] H ( t−1 )−[ t−2−sin ( t−2 ) ] H ( t−2 )
 { {
2 '
d x dx ( ) x ( 0 )=2
2
+ 5 + 6 x=f (t) where f ( t )= 3 0 ≤t <6 ¿
dt dt 0 ( t ≥6 ) x ( 0 )=0
- We express f ( t ) using the unit step function:
f ( t )=3 H ( t )−3 H (t−6 )
- Using Laplace transform, we have:
3 3 −6 s
L { f ( t ) }=3 L { H ( t ) } −3 L { H ( t−6 ) }= − e
s s
- Apply Laplace transform we have:

{ } { }
2
d x dx
L 2
+5 L +6 L { x }=L { f ( t ) }
dt dt
−6 s
3 3e
⇔ [ s X ( s )−sx ( 0 )−x ( 0 ) ]+5 [ sX ( s )−x ( 0 ) ] +6 X ( s )= −
2 '
Solving s s
Differential −6 s
2 3 3 e
Equation ⇔ s X ( s )−2+5 sX ( s ) +6 X ( s )= −
s s
−6 s
3 3e
⇔ X ( s ) ( s + 5 s+ 6 )= −
2
+2
s s
−6 s −6 s
2 s +3 3e 2 s +3 3e
⇔ X ( s )= 2 − 2 = −
s ( s + 5 s+ 6 ) s ( s + 5 s+ 6 ) s ( s+ 2 )( s+ 3 ) s ( s+2 ) ( s +3 )

( ) ( )
1 1 1 3
2 2 1 −6 s 2 2 1
⇔ X ( s )= + − −e + −
s s +2 s+ 3 s s+2 s +3
- Taking the inverse Laplace Transform we have:

⇔ x ( t )= ( 12 + 12 e
−2 t
) [ 12 + 32 e
−e−3 t − −2 ( t −6)
]
−e−3 (t−6 ) H ( t−6 )

4. Periodic Function
- A function is a periodic functions with period T > 0 if for all integer n :
f ( t +nT )=f (t)
Periodic
Function

- General formula:
T
1
− sT ∫
L { f ( t ) }=
−sT
e f ( t ) dt
1−e 0

Laplace Use the Heaviside step function to find the Laplace Transform of periodic function
Transform of f (t)=¿
periodic - Express the periodic function using the top hat function:
function f ¿ ( t ) =f 1 ( t ) [ H ( t )−H ( t−t 1 ) ]+ f 2 ( t ) [ H ( t−t 1 )−H ( t−t 2) ] +f 3 ( t ) H ( t−t 2 )

- Find the Laplace Transform for f ( t ):

1
L { f ( t ) }= × L {f (t) }
¿
− sT
1−e
 { ( )
π
sin wt 0<t <
w

) ( )
f ( t )= 2π
2 π ∧¿ f t+ n =f ( t ) is a periodic function. Find L { f ( t ) } ?
0 ( π
w
< t<
w
w

¿
- First, we have: f (t+ n 2wπ )=f ( t ) which means T =
2π
w
- We have:

[
f ¿ ( t ) =sin wt H ( t )−H t− ( wπ )]−0[ H (t− wπ )−H (t− 2wπ )]
[
¿ sin wt H ( t )−H t− ( w ]
π
) =sin wt H ( t ) −sin wt H (t− )
π
w

¿ sin wt H ( t )+ sin ( wt− ) H ( t− )

Example π π
w w
- Apply the Laplace Transform:
1
L { f ( t ) }= × L {f (t) }
¿
− sT
1−e

¿
1
−2 πs
1−e w
[ π
× L sin wt H ( t ) +sin wt− H t−
w
π
w ( ) ( )]
× [ L { sin wt }+ e ]
−πs
1
¿ −2 πs
w
L { sin wt }
w
1−e

[ ]
−πs

( )
w −πs
1 w we 1 w w
¿ −2 πs
× 2 2
+ 2 2 = −2 πs
× 2 2
1+ e
w s + w s +w w s +w
1−e 1−e

5. Impulse Function
a. Impulse Function
- Impulse functions are functions that only have a very large value over a
very short interval
- The impulse function whose magnitude is unity is called the unit
impulse function or Dirac delta function or delta function

- The unit impulse occurring at t=a is denoted byδ (t−a ) and having
the following properties:

{
δ ( t−a )=0 t ≠ a
Impulse ∞
Function ∫ δ ( t−a ) dt =1
−∞

- The unit impulse function at time t=0 is denoted by δ (t) and having
the following properties:

{
δ ( t )=0 t ≠ 0
∞

∫ δ ( t ) dt=1
−∞

- If f (t) is continuous at t=a then

Sifting ∞ b
Theorem ∫ f (t)δ ( t−a ) dt =f (a) ¿ ∫ f (t) δ ( t−a ) dt=f (a)
−∞ a
 - General Formula for Laplace Transform:
∞
L { δ ( t−a ) }=∫ δ ( t−a ) e
−st −as
dt=e ( a>0 )
0
∞
L { f ( t ) δ ( t−a ) } =∫ f (t)δ ( t−a ) dt =f (a) ( a>0 )
0
Laplace
Transform of f (t) L { f (t) }
Impulse
Function δ (t−a ) e
−as

δ (t ) 1
f ( t ) δ ( t−a ) f (a)
f (t ) δ (t ) f (0)
 { }
2
−1 s
L 2
?
s +4
- We have:

{ } { } { }
2 2
−1 s −1 s + 4−4 −1 4
L 2
=L 2
=L 1− 2
s +4 s +4 s +4
¿ L−1 { 1 }−2 L−1 2
2
s +4 { }
=δ ( t )−2sin 2 t

{ }
2
−1 s +2
L 2
?
s +2 s+ 5
Example - We have:
2
s +2 ( s2 +2 s+1 ) + 4−2 s−3
=
2
s + 2 s+5 ¿¿
s +1
¿ 1−2
¿¿
- So:

{ }
2
−1 s +2 −1
L 2
=L ¿
s +2 s+ 5
¿ L { 1 }−2 L ¿
−1 −1

−t 1 −t
¿ δ (t )−2 e cos 2t + e sin 2 t
2
2
d x dx '
2
+ 3 + 2 x=1+ δ ( t−4 ) with x ( 0 )=x ( 0 )=0 ?
dt dt
- Apply the Laplace Transform:

{ } { }
2
d x dx
L 2
+3 L +2 L { x }=L {1 }+ L { δ (t−4 ) }
dt dt
1 −4 s
⇔ [ s X ( s )−sx ( 0 )−x ( 0 ) ]+3 [ sX ( s )−x ( 0 ) ] +2 X ( s )= + e
2 '
s
2 1 −4 s
⇔ s X ( s )+3 sX ( s ) +2 X ( s )= + e
Solving s
Differential 1 −4 s
⇔ X ( s ) ( s + 3 s+ 2 )= + e
2
Equation
s
−4 s −4 s
1 e 1 e
⇔ X ( s )= 2 + 2 = +
s ( s + 3 s+ 2 ) ( s +3 s+2 ) s ( s +2 ) ( s+ 1 ) ( s +2 ) ( s +1 )

⇔ X ( s )=
[
1 1 1
+ −
2
2 s s+2 s +1
+ e−4 s
1
] [
−
2
s +2 s +1 ]
- Taking the inverse Laplace Transform we have:
1
⇔ x ( t )= [ 1+e−2 t−2e−t ]+ H ( t−4 ) [ e−2 (t −4 )−e−(t −4 ) ]
2

b. Relationship between Heaviside step & Impulse functions

Relationship - We have:
between d ' d '
Heaviside step δ ( t−a )= H ( t−a ) =H ( t−a ) ¿ δ ( t )= H ( t ) =H ( t )
dt dt
&
Impulse - The generalized derivatives of piecewise-continuous functions having jump discontinuities d1, d2,..., dn at
functions times t1, t2,…, tn
n
f ' ( t )=g' ( t ) + ∑ d i δ ( t−t i )
i=1
 Where
¿
'
g (t)=f ' ( t )=¿

{
2 t 2 +1 (0 ≤ t ≤ 3)
f ( t )= t+ 4 (3 ≤ t ≤ 5) . Find the generalized derivative?
4 (t ≥5)
- We have:

{
d 1=2 ×02 +1=1
d 2=( 3+ 4 ) −( 2× 32 +1 )=−12
d 3 =4−( 5+ 4 ) =−9
- Therefore, we have:
n
Where
f ( t )=g ( t ) + ∑ d i δ ( t−t i )
' '

{
i=1 4 t (0≤ t ≤ 3)
'
'
¿ g (t ) +1 δ ( t )−12 δ ( t−3 ) −9 δ ( t−5 ) g (t )= 1 (3≤ t ≤ 5)
'
¿ g (t ) +1 δ ( t )−12 δ ( t−3 ) −9 δ ( t−5 ) 0 (t ≥ 5)

{
2 '
d x dx du
2
+ 5 + 6 x=u+3 with x ( 0 ) =x−t( 0 )=0 ?
dt dt dt u ( t )=e H ( t )
- We have:
du ' d ( e−t ) −t d
dt
=u ( t ) =
dt
H ( t )+ e
dt
[ H ( t ) ]=−e−t H ( t ) + e−t δ ( t )
- Therefore:
2
d x dx
Example + 5 + 6 x=e H ( t ) +3 [−e H ( t )+ e δ ( t ) ]
−t −t −t
2
dt dt
1
U ( s )=L { u ( t ) }=L {e H ( t ) }=
−t
s +1
- Apply the Laplace Transform:

{ } { }
2
d x dx
+6 L { x }=L {e H ( t ) }+ 3 L {−e H ( t ) +e δ ( t ) }
−t −t −t
L 2
+5 L
dt dt

{ } { }
2
d x dx
+6 L { x }=e L { e } +3 e L {−e } +3 ×e
0 −t 0 −t −0
L 2
+5 L
dt dt

⇔ [ s 2 X ( s )−sx ( 0 )−x ' ( 0 ) ]+5 [ sX ( s )−x ( 0 ) ] +6 X ( s )=

1
s+1
+3
−1
[
s+ 1
+1
]
2 3 s +1
⇔ s X ( s )+5 sX ( s ) +6 X ( s )=
s+1
3 s +1
⇔ X ( s )=
( s +1 ) ( s+ 2 )( s+3 )
−1 5 4
⇔ X ( s )= + −
s +1 s+2 s +3
- Taking the inverse Laplace Transform we have:
−t −2 t −3 t
⇔ x ( t )=e +5 e −4 e
6. Transfer Function
Definition:
the ℒ transform of the system output
The transfer function of a linear time-invariant system ¿ under the
the ℒ transform of the systeminput
assumption that all the initial conditions are 0 (the system is in a quiescent state)

How to find the Transfer Function?

- If we have a linear time-invariant system characterized by the differential equation:
n n−1 m
d x d x d u
a n n +a n−1 n−1 + …+a 0 x=b m m + …+b 0 u ( n>m )
dt dt dt
- Then we obtain the Laplace Transform with all the initial conditions are 0:
( an s n +an−1 s n−1+ …+a 0 ) X ( s )=( bm um +…+ b0 ) U ( s )
Definition - Then we obtain the Transfer Function
m
X(s) bm u + …+b0
G ( s )= =
U ( s ) an s + an−1 s n−1+ …+a 0
n

Characteristic:
- The transfer function may be expressed as

G ( s )=
P ( s)
Q (s ) {
where P ( s ) is the output
Q ( s ) isthe input
- Q ( s )=0 is the characteristic equation of the system
 Its order determines the order of the system
 Its roots are referred to as the poles of the transfer function
- The root of P ( s )=0 are referred to as the zeros of the transfer function
Example 2
d x dx du
9 2
+ 12 +13 x=2 +3 u
dt dt dt
a. Determine the transfer function characterizing the system
b. Write down the characteristic equation of the system. What is the order of the system?
c. Determine the transfer function poles and zeros, and illustrate them diagrammatically in the s plane

a. Assuming all the initial conditions to be 0, taking Laplace transforms:

{ } { } { }
2
d x dx du
9L 2
+12 L +13 L { x }=2 L +3 L {u }
dt dt dt
⇔ 9 [ s 2 X ( s )−sx ( 0 )−x ' ( 0 ) ]+12 [ sX ( s )−x ( 0 ) ] + 13 X ( s )=2 [ sU ( s )−u ( 0 ) ] +3 U ( s )
2
⇔ 9 s X ( s )+12 sX ( s )+ 13 X ( s )=2 sU ( s )+ 3U ( s )
⇔ X ( s ) ( 9 s 2+ 12 s+13 )=U ( s ) ( 2 s+3 )
X (s ) 2 s+3
⇔ G ( s )= = 2
U ( s ) 9 s +12 s+ 13

b. The characteristic equation of the system:

2
9 s +12 s +13=0
- The order of the system is 2

c. The transfer function poles are the roots of the characteristic equation
 2
9 s +12 s +13=0
−12± √−324 −2 ± j 3
⇔ s= =
18 3
- The transfer function zeros are the roots of
2 s +3=0
−3
⇔ s=
2
n n−1
- If we have an equation Q ( s )=an s + an−1 s + …+a 0=0 is the characteristic equation of a causal
time-invariant linear system
 Stability: when all the poles of the transfer function G(s) have negative real parts (in the left half of
the s plane)
 Unstability: when there is a pole of the transfer function G(s) doesn’t have a negative real part
 Marginally Stability: when there is a complex pole that doesn’t have the real part
Stability - Routh-Hurwitz criterion: All roots of an equation have negative real parts when the determinants Δ1,
Δ2,... are all positive, where:

Example Q ( s )=( s+2 ) ( s2 + 4 ). Check stability?

- The poles of the system are:

[
s=−2
( s+2 ) ( s2 +4 ) =0 ⇔ s=2 j ⇒ marginally stable
s=− j

Q ( s )=( s+1 )( s−1 )( s+ 4 ) . Check stability?

- The poles of the system are:

[
s=−1
( s+1 ) ( s−1 ) ( s+ 4 )=0⇔ s=1 ⇒ unstable
s=−4

Q ( s )=( s+2 )( s+ 4 ) . Check stability?

- The poles of the system are:

[
( s+2 ) ( s +4 )=0⇔ s=−2 ⇒ stable
s=−4

Q ( s )=( s 2+ s+1 ) ( s+1 ) . Check stability?

2

- The poles of the system are:

[
s=−1
−1 j √ 3
( s2 + s+1 ) ( s+1 )2=0⇔ s= 2 + 2 ⇒ stable
−1 j √ 3
s= −
2 2

Q ( s )=( s+5 ) ( s 2−s +10 ). Check stability?

- The poles of the system are:
 [
s=−5
s= + √
1 j 39
( s+5 ) ( s −s+ 10 )=0⇔
2
2 2 ⇒ unstable
1 j √ 39
s= −
2 2
4 3 2
s + 9 s + 33 s +51 s+26=0. Show that the roots of the characteristic equation all have negative real
parts?
- We have:
¿
- So:

Thus Δ1 > 0, Δ2 > 0, Δ3 > 0 and Δ4 > 0, so that all the roots of the given characteristic equation have negative real
parts
- We have:
X(s)
G ( s )= ⇒ X ( s )=G ( s ) U ( s )
U (s )
Impulse - Let the input u ( t )=δ (t) then the system response will be determined by
Response
X ( s ) =G ( s ) L { δ(t) }=G ( s )
- The impulse response of the system (weighting function) is:
h ( t )=L
−1
{ X ( s ) }= L−1 {G ( s ) }
Example d x
2
dx
2
+ 5 + 6 x=5 u. Find the impulse response of the system?
dt dt
- Let u ( t )=δ (t) and all initial conditions are 0
2
d h dh
2
+5 + 6 h=5 δ (t)
dt dt
- Taking the Laplace Transform:

{ } { }
2
d h dh
L 2
+5 L +6 L { h } =5 L { δ (t) }
dt dt
2
⇔ s H ( s ) +5 sH ( s )+ 6 H ( s )=5
⇔ H ( s ) ( s2 +5 s+6 )=5
5 5 5 5
⇔ H ( s )= 2 = = −
s +5 s+6 ( s+2 )( s+3 ) ( s+2 ) ( s +3 )
- The impulse response of the system:
h ( t )=5 ( e−2 t −e−3 t )

7 −t 3 −2t 1 −4 t
x (t )=1− e + e − e with u ( t )=H ( t ) . Find G ( s ) ?
3 2 6
- The Laplace Transform of x (t ) :
 1 7 3 1
X ( s ) =L { x ( t ) }= − + −
s 3 ( s +1 ) 2 ( s +2 ) 6 ( s +4 )
- The Laplace Transform of u ( t ):
1
U ( s )=L { u ( t ) }=
s
- The Transform Function of the system is:
X(s) s 7s 3s s 7s 3s s
G ( s )= = − + − =1− + −
U ( s ) s 3 ( s +1 ) 2 ( s +2 ) 6 ( s +4 ) 3 ( s +1 ) 2 ( s +2 ) 6 ( s+ 4 )
s +8
¿
( s +4 ) ( s+ 2 )( s+1 )

- Initial-Value Theorem: If f ( t ) and f ' ( t ) are both Laplace-transformable and if lim sF ( s ) exists then:
s→∞
Initial Value= lim ¿
+¿
t →0 f ( t ) =f ¿¿

Initial- and - Final-Value Theorem: If f ( t ) and f ' ( t ) are both Laplace-transformable and if lim f ( t ) exists then:
t →∞
final-value Final Value=lim f ( t )=lim sF ( s )
theorems t →∞ s→0

- Steady-state gain (SSG) or Steady-state errors:

SSG=lim x ( t )=lim sX ( s ) =lim G ( s )
t →∞ s→0 s →0

With u ( t )=H ( t )
3 s+ 2
F ( s )= 2 . Find the initial & final value?
s +2 s+1
- Use the initial-value theorem:
( 3 s +2 ) s 2
3 s +2 s
Initial Value=lim sF ( s )=lim 2
=lim 2
=3
s →∞ s→ ∞ s +2 s +1 s → ∞ s +2 s+1
- Use the final-value theorem:
(3 s+2 ) s 2
3 s +2 s
Final Value=lim sF ( s )=lim 2
=lim 2
=0
s→0 s→0 s +2 s+1 s → 0 s +2 s+1

Example 20 (1+3 s )
G ( s )= 2 . Find the steady-state gain of a system?
s +7 s +10
- We have u ( t )=H ( t )
1
⇒ U ( s) =
s
- Therefore:
20 ( 1+ 3 s ) 1
X ( s ) =G ( s ) U ( s )= ×
2
s +7 s+10 s
- The steady-state gain of a system:
20 (1+3 s )s 20 ( 1+3 s )
SSG=lim sX ( s ) =lim × =lim 2 =2
s +7 s +10 s s→ 0 s + 7 s+ 10
2
s→0 s →0

Convolution - Given 2 piecewise-continuous functions f (t) and g(t ), the convolution of (t) and g(t ), denoted by
f∗g(t), is defined as:
∞
f∗g ( t )=∫ f ( τ ) g(t−τ)d τ
−∞
∞
- ∫ f ( τ ) g (t−τ ) is called “convolution integral”, “superposition integral”, “Duhamel integral”, “folding
−∞
 integral” and “faltung integral”
- Note:
∞ ∞
f∗g ( t )=f ( t )∗g ¿ ∫ f ( τ ) g(t−τ)=∫ f ( t−τ ) g(τ)
0 0
- If f (t) and g(t ) are of exponential order σ , piecewise-continuous on t ≥ 0 and have Laplace transforms
F (s ) and G(s) respectively, then, for s> σ
Convolution

{∫ }
t
theorem for
L f ( τ ) g ( t−τ ) =L { f ∗g (t ) } =F ( s ) G ( s )
Laplace 0
transforms
- The inverse Laplace Transform:
L
−1
{ F ( s ) G ( s ) }=f∗g ( t )
L
−1
{ 1
( s−2 )2 ( s+3 )2
?
}
- We have:

L
−1
{ } 1
( s−2 ) 2
2t
=t e =f (t )

L
−1
{ } 1
( s +3 ) 2
−3 t
=t e =g (t)

- Apply the convolution theorem for Laplace transforms:

{ }
t t
1
=∫ ( t−τ ) e τ e dτ=e ∫ ( tτ −τ ) e dτ
−1 2( t−τ ) −3 τ −2 t 2 −5 τ
L 2 2
( s−2 ) ( s+3 ) 0 0

¿ e−2 t
−1
5 |
( t τ−τ 2 ) e−5 τ − 1 ( t−2 τ ) e−5 τ + 2 e−5 τ t
25 125 ¿0 |
( )
−5 t −5 t
2t te 2e t 2
¿e + + −
25 125 15 125
−3 t −3 t 2t 2t
te 2e te 2e
Example ¿ + + −
25 125 15 125

L
−1
{ 2
1
s ( s+ 4 )
?
}
- We have:

L−1
{} 1
s
2
=t=f (t )

L−1 { } 1
s +4
=e−4 t =g(t)
- Apply the convolution theorem for Laplace transforms:

{ } | |
t
1 −1 1 1 t 1
L −1
=∫ ( t−τ ) e−4 τ dτ= ( t−τ ) e−4 τ + e−4 τ t = e−4 t + −
2
s ( s+ 4 ) 0 4 16 ¿ 0 16 4 16
- Using the standard method we have:

{ }
1 1 1
L
−1
{ 2
1
s ( s+ 4 )
=L
−1
} 16 16 4
s+ 4
−
1 −4 t t 1
+ = e + −
s s 2 16 4 16