Chapter 4 Compilation PDF
Chapter 4 Compilation PDF
Chapter 4 Compilation PDF
Laplace
Transform.
1
EET 207
4.0 Laplace Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
4.1 Introduction.
4.2 The Laplace Transform.
4.3 The Unilateral Transform and Properties.
4.4 Inversion of the Unilateral.
4.5 Solving Differential Equation with Initial
Conditions.
4.6 Properties of the Bilateral Laplace Transform
4.7 Properties of the Region of Convergence.
4.8 Inversion of the Bilateral Laplace Transform.
4.9 The Transfer Function
4.10 Causality and Stability
2
4.1 Introduction.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
In Chapter 3 we developed representation of signal and LTI by
using superposition of complex sinusoids.
In this Chapter 4 we are considering the continuous-time signal and
system representation based on complex exponential signals.
The Laplace transform can be used to analyze a large class of
continuous-time problems involving signal that are not absolutely
integrable, such as impulse response of an unstable system.
Laplace transform come in two varieties;
(i) Unilateral (one sided); is a tool for solving differential equations
with initial condition.
(ii) Bilateral (two sided); offer insight into the nature of system
characteristic such as stability, causality, and frequency response.
3
4.2 Laplace Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Let est be a complex exponential with complex frequency
s = s +jw. We may write,
Figure 4.1: Real and imaginary parts of the complex exponential est,
where s = s + jw.
5
4.2.1 Eigen Function Property of st
e .
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Apply an input to the form x(t) =est to an LTI system with impulse
response h(t). The system output is given by,
Derivation: y t H xt
ht * xt
h xt d
H s h e s
d
6
Contd
We can write
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
y t H e st H s e st
H s H s e j s
7
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Express complex-value transfer function in Rectangular Form
Where |H(s)| and (s) are the magnitude and phase of H(s)
y t H s e j s e st
substitute
s s jw
y t H s jw est e jwt (s jw )
H s jw est cos wt s jw j H s jw est sin wt s jw .
8
4.2.2 Laplace Transform
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Representation.
H(s) is the Laplace Transform of h(t) and the h(t) is the inverse
Laplace transform of H(s).
The Laplace transform of x(t) is
X s
xt e st dt
xt X s
L 9
4.2.3 Convergence.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
The condition for convergence of the Laplace transform is the
absolute integrability of x(t)e-at ,
xt e
st
dt
The range of s for which the Laplace transform converges is
termed the region of convergence (ROC)
Figure 4.2: The Laplace transform applies to more general signals than the Fourier
transform does. (a) Signal for which the Fourier transform does not exist.
(b) Attenuating factor associated with Laplace transform.
(c) The modified signal x(t)e-st is absolutely integrable for s > 1. 10
4.2.4 The s-Plane.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
It is convenience to represent the complex frequency s graphically
in termed the s-plane.
(i) the horizontal axis represents the real part of s
(exponential damping factor s).
X jw X s |s 0
In s-plane, s =0 correspond to imaginary axis.
Fourier transfrom is given by the Laplace transform evaluated along
the imaginary axis.
11
Contd
The jw-axis divides the s-plane in half.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
(i) The region to the left of the jw-axis is termed the left half of
the s-plane.
(ii) The region to the right of the jw-axis is termed the right half
of the s-plane.
The real part of s is negative in the left half of the s-plane and
positive in the right half of the s -plane..
Figure 4.3: The s-plane. The horizontal axis is Re{s}and the vertical axis is Im{s}.
Zeros are depicted at s = 1 and s = 4 2j, and poles are depicted at
s = 3, s = 2 3j, and s = 4. 12
4.2.5 Poles and Zeros.
Zeros. The ck are the root of the numerator polynomial and are
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
1
X s (0 1), s a
s jw a
1
, Re( s ) a.
sa
*The Laplace transform does not exist for s=<a because the
integral does not converge.
*The ROC is at s>a, the shade region of the s-plane in Figure
below. The pole is at s=a.
Figure
. 4.5: The ROC for x(t) = eatu(t) is depicted by the shaded region. A pole
is located at s = a. 15
4.3 The Unilateral Laplace
Transform and Properties.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
xt
X s
Lu
Scaling
s
xat
1 Lu
X
a a
Linearity,
axt byt
aX s bY s
Lu
For a>0
Time Shift
e s X s
xt
Lu
e xt
X s s o
s o t Lu
Figure 4.6: Time shifts for which the unilateral Laplace transform time-shift
property does not apply. (a) A nonzero portion of x(t) that occurs at times t
0 is shifted to times t < 0. (b) A nonzero portion x(t) that occurs at times t
< 0 is shifted to times t 0. 18
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Convolution.
xt * yt
X s Y s .
Lu
txt X s .
d Lu
ds
d
dt
xt sX s x 0
Lu
Initial and Final Value Theorem.
Lim sX s x 0 .
s
1
e u (t )
3t Lu
( s 3)
And 1
Apply s-domain differentiation property,
u (t ) Lu
s
1
Use the convolution property, tu (t ) 2
Lu
s
1
x(t ) (e u (t ) * (tu (t )) X ( s ) 2
3t Lu
1 s ( s 213)
.
4.4 Inversion of the Unilateral
Laplace Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
s dk
Using the residue method, solve for a system linear equation.
Ak e u t
Ak dkt Lu
s dk
Then sum the Inverse Laplace transform of each term.
At n1 d k t
e ut
Lu A
.
n 1! s d k n
22
Example 4.3: Inversion by Partial-Fraction Expansion.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Find the Inverse Laplace Transform of
3s 4
X s
( s 1)(s 2) 2
Solution:
Step 1: Use the partial fraction expansion of X(s) to write
X s
A B C
( s 1) ( s 2) ( s 2) 2
Solving the A, B and C by the method of residues
(3s 4) A( s 2) 2 B( s 1)(s 2) C ( s 1)
( s 1)(s 2) 2
( s 1)(s 2) 2
( s 2) ( s 1) ( s 2) 2 ( s 1)
2
23
Contd
Simpo PDF Merge and Split Unregistered2Version - http://www.simpopdf.com
(3s 4) A( s 2) B ( s 2)( s 1) C ( s 1)
A( s 2 4 s 4) B ( s 2 3s 2) C ( s 1)
( A B ) s 2 ( 4 A 3B C ) s ( 4 A 2 B C )
so, compare coefficien t ,
A B 0 (1)
4 A 3B C 3 ( 2)
4 A 2 B C 4 (3)
(3) ( 2);
B 1
B 1.
From(1)
A B 0
A 1
Substitute B and A, int o( 2)
4(1) 3( 1) C 3
C 2. 24
Contd
X s
1
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com 1 2
A=1, B=-1 and C=2 ( s 1) ( s 2) ( s 2) 2
Step 2: Construct the Inverse Laplace transform from the above
partial-fraction term above.
- The pole of the 1st term is at s = -1, so
t 1
e u (t ) Lu
( s 1)
- The pole of the 2nd term is at s = -2, so
1 2t
e u (t ) Lu
( s 2)
-The double pole of the 3rd term is at s = -1, so
2
2te 2t u (t )
Lu
( s 2) 2
Step 3: Combining the terms.
t 2t 2t
x(t ) e u(t ) e u(t ) 2te u(t ). 25
.
Example 4.4: Inversion An Improper Rational Laplace
Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
2s 3 9s 2 4s 10
Find the Inverse Laplace Transform of X s
s 2 3s 4
Solution:
Step 1: Use the long division to espress X(s) as sum of rational
polynomial function.
2 s 3 __________
s 2 3s 4 2 s 3 9 s 2 4 s 10
2 s 3 6 s 2 8s
3s 2 12 s 10
3s 2 9 s 12
3s 2
We can write,
3s 2
X s 2s 3
s 2 3s 4 26
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Use partial fraction to expand the rational function,
X s 2s 3
1 2
s 1 s 4
27
.
4.5 Solving Differential Equation
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
28
Example 4.5: RC Circuit Analysis (Initial condition)
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Use the Laplace transform to find the voltage across the capacitor , y(t),
for the RC circuit shown in Figure 4.7 in response to the applied voltage
x(t)=(3/5)e-2tu(t) and the initial condition y(0-) = -2.
Solution: Figure 4.7: RC circuit for
Examples 6.4 and 6.10. Note
that RC = 1/5.
Step 1: Derive differential equation from the circuit.
KVL around the loop. d
xt R C y t y t 0
dt
d
R C y t y t xt divide by RC
dt
y t y t xt
d 1 1
(1)
dt RC RC
RC 1K * 200mF 0.2 s
From (1)
y t 5 y t 5 xt
d 29
dt
Contd
Step 2: Get the unilateral Laplace Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
sY ( s) y (0 ) 5Y ( s ) 5 X ( s)
solving for Y ( s ),
Y ( s)
1
s5
5 X ( s ) y (0 ) (2)
3 2
Y ( s)
( s 2)(s 5) ( s 5) 30
Contd
Step 4: Expand Y(s) into partial fraction.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
1 1 2
Y ( s)
s2 s5 s5
1 3
Y ( s)
s2 s5
2t 5t
y(t ) e u(t ) 3e u(t ).
31
.
4.6 Properties of Bilateral
Laplace Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
xt X s .
L
with ROC Rx
y t Y s .
L
with ROC Ry
then
axt by t aX s bY s
L
with ROC R x Ry
e s X s
L
xt
33
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
t
X s
x d R x Res 0.
L
, with ROC
s
34
4.7 Properties of Region of
Converges.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
35
4.8 Inversion of Bilateral Laplace
Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Ak
Ak e u (t )
dk t
L
, with ROC Re( s) d k
s dk
Ak
Ak e u (t )
dkt
L
, with ROC Re( s) d k
s dk
36
Example 4.7: Inverting a Proper Rational Laplace
Transform.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
5s 7
X s
With ROC -1<Re(s)<1. ( s 1)( s 1)( s 2)
Solution:
Step 1: Use the partial fraction expansion of X(s) to write
X s
A B C
( s 1) ( s 1) ( s 2)
Solving the A, B and C by the method of residues
X s
1 2 1
( s 1) ( s 1) ( s 2)
37
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Step 2: Construct the Inverse Laplace transform from the above
partial-fraction term above.
- The pole of the 1st term is at s = -1, the ROC lies to the right of this
pole, choose the right-sided inverse Laplace Transform.
t 1
e u (t )
L
( s 1)
- The pole of the 2nd term is at s = 1, the ROC is to the left of the pole,
choose the right-sided inverse Laplace Transform.
2
2et u (t )
L
( s 1)
-The pole of the 3rd term is at s = -2, the ROC is to the right of the
pole, choose the left-sided inverse Laplace Transform.
2t 1
e u (t )
L
( s 2) 38
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Step 3: Combining the terms.
Y ( s) H ( s) X ( s)
Rearrange the above equation result in the ratio of Laplace
transform of the output signal to the Laplace transform of the
input signal. (X(s) is nonzero)
Y ( s)
H ( s)
X ( s)
40
4.9.1 Transfer Function and
Differential-Equation System
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Description.
Given a differential equation.
N
dk M
dk
k 0
ak k y (t ) bk k x(t )
dt k 0 dt
k
a
k 0
s k
41
Example 4.8: Find the Transfer Function.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
Find the transfer function of the LTI system described by the
differential equation below
d2
yt 3 yt 2 yt 2 xt 3x(t )
d d
2
Solution: dt dt dt
Step 1: Substitute y(t) = estH(s) into the equation.
d 2 st
dt 2
e
H ( s ) 3
d st
dt
e H ( s )
2 e st
H ( s )
2
d st
dt
e 3 e st
dt
d k st
k
e s k st
e
Step 2: Solve for H(s).
d 2 st
d
H ( s) 2 e 3 e st 2 e st 2
d st
e 3 e st
dt dt dt
42
Contd
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
2 e 3e st
d st
H (s) dt
d 2 st st
2 e 3 e 2e
d st
dt dt
d k st
dt k
e
s k st
e
2s 3
H ( s) 2
s 3s 2
. 43
4.10 Causality and Stability
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
4.10.1 Causality :
Impulse response of a causal system is zero for t < 0.
A system pole at s = dk in the left half plane [Re(dk) < 0]
contributes an exponentially decaying term to the impulse
response (See Figure 4.13 (a)).
A pole in the right half plane [Re(dk) > 0] contributes an
increasing exponential term to the impulse response (See
Figure 4.13(b)).
44
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
46
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
48
Reference Table.
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
49
Simpo PDF Merge and Split Unregistered Version - http://www.simpopdf.com
L f (at ) F ( )
1 s
a a
where a is constant and a>0
Eg:
Lsin( 2t )u (t )
1
2 s 22 2
2
2
s 4 2
If F1(s) and F2(s) are the Laplace transforms of the f1(t) and f2(t), then:
Ex:
f (t ) 4 (t ) 2u (t ) 3e 2t u (t )
L[ f (t )] 4 L (t ) 2 Lu (t ) 3L[e 2t u (t )]
2 3
4
s s2
L f (t a)u(t a) e as
F ( s)
If f(t) is delay in time by a, the result in s-domain is found by
multiplying F(s) with e-as.
Example:
f (t ) 5u (t 4) 5u(t 8)
F (s) 5 1 1
5 e 8 s
s s
5 4 s
(e e 8 s )
s
Le at
f (t )u(t ) F (s a)
can obtained by replacing every s with s+a.
Example:
L e 3t cos(t )u (t ) s 3
( s 3 ) 2 2
Le 3t
sin(2t )u (t )
2
( s 3) 2 4 2
If F(s) is the Laplace transform of f(t), then the Laplace transform of its
derivation is:
n
d F ( s)
L[t f (t )] (1)
n n
ds
Example;
L te at
u (t )
d
1
ds s a
1
s a 2
d n f
nth derivative: L n u (t ) s n F ( s ) s n 1 f (0 )
dt
s n 2 f ' (0 ) ...... s 0 f ( n 1)
(0 )
df
1st derivative:
L u (t ) L[ f ' (t )] sF ( s) f (0 )
dt
d 2 f 2 '
2nd derivative:
L 2 u (t ) L[ f " (t )] s F ( s) sf (0 ) f (0 )
dt
LAPLACE TRANSFORM
Properties Signal Unilateral Transform
1 s
Scaling x(at) X , a 0
a a
e-s X(s)
Time shift x(t - )
if x(t - )u(t) = x(t - )u(t - )
s-domain shift /
esotx(t) X(s-so)
Freq. shift
X(s)*Y(s)
Convolution x(t)* y(t)
if x(t) = y(t) = 0, for t< 0
Xs
Differentiation in s- d
-t x(t)
domain ds
x t
Differentiation in d
sX(s) - x(0 - )
time domain dx