Laplace

Transform
Dr. Ajay Singh Raghuvanshi
Electronics & Telecommunication
Engineering, NIT, Raipur
 LTI System representations
Continuous-time LTI system

1.Order-N Ordinary Differential equation

2.Transfer function (Laplace transform)
3.State equation (Finite order differential equations) )
Discrete-time LTI system
1.Ordinary Difference equation
2.Transfer function or system function (Z transform)
3.State equation (Finite order-1 difference equations)

10/25/2018 Dr.Ajay Singh Raghuvanshi 2

10/25/2018 Dr.Ajay Singh Raghuvanshi 3
Laplace Transform Background
 Classical differential equations
Time Domain yt   yt   yt   xt 
For xt   1 , t  0
yt    e  e
1 t 1  2t
Solve differential equation 2 2
 Laplace Transform
 Laplace transforms
Time Domain Complex Frequency Domain

yt   yt   yt   xt  H( s )  2

1
s  3s  2
xt   u(t ) Xs  
1
s
Solve algebraic equation

yt    e  e
1 t 1  2t 1 1
2 2 s s 2  3s  2
 Laplace Transform Definition
 The Laplace transform is
 
Lf t    f t e dt for causal system  f t e dt
 st  st

 0

 Fs 

 Common notation:
Lf t   Fs  f t   Fs 
Lgt   G s  gt   G s 
Laplace Transform
 Notation:
Variablesin italics t, s
Functions in time space f, g
Functions in frequency space F, G
Laplace Transform
Existence
 The Laplace transform of f(t) exists if
 The function f(t) is piecewise continuous
 The function is bound by f t   Me  kt
for some k and M
 The Laplace Transform & Fourier Transform
The response of an LTI system with impulse response h(t) to a
complex exponential input, x(t)=est, is
y( s)  H ( s)e st
where s is a complex number

and
H ( s)   h(t )e  st dt


when s is purely imaginary, this is the Fourier transform, H(jw)

when s is complex, this is the Laplace transform of h(t), H(s)
The Laplace transform of a general signal x(t) is:

X (s)   x(t )e  st dt

and is usually expressed as:
L
x(t )  X ( s )
Laplace and Fourier Transform
The Fourier transform is the Laplace transform when s is purely
X ( s ) s  jw  F x(t )
imaginary:

An alternative way of expressing this is when s = s + jw


X (s  jw )   x(t )e (s  jw )t dt






x(t )e e
st  jwt
dt

  x' (t )e  jwt dt


 F{x' (t )}
The Laplace transform is the Fourier transform of the transformed
signal x’(t) = x(t)e-st. Depending on whether s is positive/negative this
represents a growing/decaying signal
Laplace Transform t>0, + case  at
Consider the signal x(t )  e u (t )
The Fourier transform X(jw) converges for a>0:
  1
X ( jw )   e u (t )e  at  jwt
dt   e e at  jwt
dt  , a0
 0 jw  a
The Laplace transform is:
 
X ( s )   e u (t )e dt   e ( s  a )t dt
 at  st
 0

  e (s  a ) t e  jwt dt
0
which is the Fourier Transform of e-(s+a)tu(t)
1
X (s  jw )  , s a 0
(s  a)  jw
Or
 at
L 1
e u (t )  X ( s )  , Re{ s}  a
sa
If a is negative or zero, the Laplace Transform still exists
Laplace Transform t<0, -tive time
Consider the signal x(t )  e  at u (t )
The Laplace transform is:

X ( s )    e  at e  st u ( t )dt

0
   e ( s  a ) t dt


1

sa

Convergence requires that Re{s+a}<0 or Re{s}<-a.

The Laplace transform expression is identical to Example 1
(similar but different signals), however the regions of
convergence of s are mutually exclusive (non-intersecting).
For a Laplace transform, we need both the expression and the
Region Of Convergence (ROC).
 Region of Convergence
 The Region Of Convergence (ROC) of the Laplace transform is
the set of values for s =s+jw for which the Fourier transform of
x(t)e-st converges (exists).
 The ROC is generally displayed by drawing separating line/curve
in the complex plane, as illustrated below for positive time and
negative time, respectively. Re{ s}   a
Im Re{ s}   a Im

-a Re -a Re

 The shaded regions denote the ROC for the Laplace transform
Impulse Function

 The easiest transform is that of the impulse


function:
Lδt    δt e dt
 st

0
δt   1
 e  s0
1
Unit Step Function
 unit step function

L u t    u t e  st dt
0

  e  st dt
0 t  0
u t    0
 
u t 
1
1 t  1

1 s
  e  st
s 0

 1  s0 
 0    e 
 s 
1

s
Integration by Parts

 Further cases require integration by parts

 Usually written as

b b

 f dg  fg   g df
b
a
a a
Integration by Parts (Proof)
Product rule d  d 
d
f t  gt    f t  gt   f t  gt 
dt  dt   dt 

Rearrange and integrate between limits

d  d d 
f t  gt   f t  gt    f t  gt 
 dt  dt  dt 
d  d 
b b b
   
a  dt  a dt
f t g t dt 
d
f t  g t dt  a  dt  gt dt
f t 
d 
b
 f t  gt  a    f t  gt dt
b

a 
dt
b b

 f dg  fg   g df
b
a
a a
Ramp Function
 The ramp function

Lt u t    te st dt
0


 1  st   1  st 
f t  t   e    1  e dt
df  d t  s  0 0  s 

1  st
 0   e dt
dg  e  st d t s 0

 t u t   2
g e
1  st
1  1  st 

1 1
s   e   2
s s  0 s s
Monomials
 By repeated integration-by-parts, it is possible
to find the formula for a general monomial for
n≥ 0
 
L t u t   n 1
n

s
n!
 t u t   n 1
n n!
s
 Homework:
Using integration by parts find Laplace
transformation of 𝑡 2 𝑢 𝑡 , 𝑡 3 𝑢 𝑡 , … 𝑡 𝑛 𝑢 𝑡 ,verify the
results.
Linearity Property

 The Laplace transform is linear

 IfLf( t )  Fs  and Lg( t )  Gs then

La f( t )  b g( t )  a Fs  b G s 
a f( t )  b g( t )  a Fs  b G s 
 Proof: Integration in limits is linear operation
hence Laplace Transformation will also be
linear operation.
Initial and Final Values
 Given f t   Fs  then
 Initial Value Theorem  
f 0   lim s Fs 
s 
 Final Value Theorem f    lim s Fs 
s 0

𝑑
 Note s F(s) is the Laplace transform of 𝑓 𝑡
𝑑𝑡
Initial and final value of function can be
approximated using time frequency reciprocal
relation.
Polynomials
 The Laplace transform of the polynomial
follows:
 n  n
L  ak t u t    ak k 1
k k!
 k 0  k 0 s

 Proof directly follows the monomial

Polynomials
 This generalizes to Taylor series, e.g.,
 
 
n
L e u t   L  t u t 
t 1 k
 k  0 k! 
n
1 k!
 k 1
k  0 k! s
n
1

 e u t  
k 1 t 1
k 0 s
s 1
1

s 1
10/25/2018 Dr.Ajay Singh Raghuvanshi 24
Sine Function
 Sine requires two integration by parts:

L sin t  u t    sin t e  st dt
0
 
  sin t e  st    cost e  st dt
1 1
s 0 0
s

 0   cost e  st dt
1
s 0
 
  2 cost e  st   sin t e  st dt
1 1 1
s 0
s 0 s

1 1
 2 2  sin t e  st
dt
s s 0

L sin t  u t 
1 1
 2
 2
s s
1 of 2
The Sine Function
 Consequently:
Lsin t  u t   Lsin t  u t 
1 1
2
 2
s s
 
s 2  1 Lsin t  u t   1
 sin t  u t   2
1
Lsin t  u t   2
1
s 1 s 1

2 of 2
The Cosine Function
 As does cosine: 
L cost  u t    cost e  st dt
0
 
  cost e  st   sin t e  st dt
1 1
s 0 0
s

   sin t e  st dt
1 1
s s 0

1  1 
 
   2 sin t e  st    cost e dt 
1 1  st

s  s 0
s 0 s 


1 1
 2 0 2  cos t e  st
dt
s s 0

 2 L cost  u t 
1 1

s s
1 of 2
The Cosine Function
 Consequently:
Lcost  u t    2 Lcost  u t 
1 1
s s
 
s 2  1 Lcost  u t   s
 cost  u t   2
s
Lcost  u t   2
s
s 1 s 1

2 of 2
Periodic Functions
 If f(t) is periodic with period T then
T

 f t e
 st
dt
Lf t   0
 sT
 For example, 1 e

  s 
 cost e dt
 st  s
se
L f t   0
 s 2
1
1  e  s 1  e  s
Periodic Functions
 Here cos(t) is repeated with period 
f t 
cost 

Lf t 

Lcost 
Damping Property
Time domain damping ⇔frequency domain shifting


Le  at

f t    e  at
f t  e dt
 st

0

  f t  e  ( s  a )t
dt
0

 Fs  a 

e  at
f t   Fs  a 
Damping Property
 Damped monomials
t u t   n 1
n n!
s
e t u t  
 at n n!
s  a n1
A special case:
u t  
1
s
u t  
 at 1
e
sa
Time-Scaling Property
Time domain scaling ⇔ attenuated frequency domain scaling

 
L f( at )   f( at )e dt
 st
  at

0
 d
 s a 1  dt
  f( )e d a
0
a
1 s
 f at   F 

1   as 
  f( )e ad
a 0 a a
1 s
 F 
a a
Time-Scaling Property
 Time scaling of trigonometric functions:
sin t  u t   2
1 cos t  u t  
s
s 1
2
s 1
s
Lsin wt  u t  
1 1  
1 w 
w  s 2 Lcoswt  u t  
  1 w  s 2
w    1
w 
w
 2 s
s w2  2
s w2
w
 sin wt  u t   2 coswt  u t   2
s
s w2 s w2
Time-Scaling Property
 Consider sin(t)u(t)

sin t  u t   2
1
s 1
Time-Scaling Property
 Time scale by w = 2
sin 2t  u t  
1
s 2  22
Time-Scaling Property
 Time scale by w = ½
sin  1 2 t  u t  
1
s 2  14
 Damped time-scaled
 Damped time-scaled trigonometric functions
are also shifted

w
sin wt  u t   2 coswt  u t   2
s
s w2 s w2
w sa
e sin wt  u t  
 at
e coswt  u t  
 at

s  a   w 2
2
s  a   w 2
2
Time Differentiation Property
 The Laplace transform of the derivative

d 
L f t    f 1 t e  st dt
 dt  0

 

 f t e  st 
   s f t e  st
dt
0
0

 
  f 0   s  f t e  st dt
0

 s Fs   f 0   
General Time Differentiation Property
 The general case is shown with induction:

L f n 
t   s Fs 
n

s n 1
f 0   s
 n2
f 1
0   s
 n 3
f 2 
0   


 s f n  2  0    f n 1 
0 
Time Differentiation Property
 If g(t) = f(t)u(t) then 0 = g(0+) = g(1)(0+) = ···
 Thus the formula simplifies for zero initial
conditions as :

Lg t  s Gs 

n  n
Differentiation of Polynomials
 We now have the following commutative
diagram when n > 0
L d n

t u t  
L nt n 1 n

ut   t  (t )
 
dt

nL t n 1
ut   0


sL t u t 
n
 n!
n! sn
 s n 1
s
Differentiation of Trigonometric Functions
 We now have the following commutative
diagram
Lcost  u t    (t ) sin t
Ldt sin t  ut 
d

 cost  u t   0

sLsin t  u t 
s
1
s 2 s 1
2
s 1
Differentiation of Trigonometric Functions
We now have the following commutative
diagram
Ldtd cost  u t  L sin t  u t   cos(t ) δt 
1
 2 1
s 1
sLcost  u t 
s
s 2 s 2
s 1
s 1
2
 Differentiation of Exponential Functions
 We now have the following commutative
diagram
L 
d
dt e  at
u t  
L  ae  at

u t   δt 
a
 1
sa

sL e  at u t  
1
s s
sa sa
 Differentiation of Trigonometric Functions
 We now have the following commutative
diagram
Ldtd sin wt  u t  wLcoswt  u t 
s
w 2
s w 2

sLsin wt  u t 
w ws
s 2
s w2 s2  w 2
 Differentiation of Trigonometric Functions
 We now have the following commutative
diagram

Ldtd coswt  u t  L w sin wt  u t   δt 

w
 w 2 1
s w 2

sLcoswt  u t 
2
s s
s 2
s w2 s2  w 2
Frequency Differentiation Property
 The derivative of the Laplace transform

F s   f t e dt
d

'  st

ds 0


d
ds
 
f t e  st dt  t f t   F (1)
s 
0

   t f t e  st dt
0

 L t f( t )
Frequency Differentiation Property
 Consider monomials

n!
t  n 1
n

 t t n
 t n 1

n  1! d n!
 n  1 n  2
n!
n 1
s n2 ds s s
n  1!
  n2
s
Frequency Differentiation Property
 Consider a sine function
sin t   2
1
s 1
d 1 2s
 We have that 
ds s  1
2

s 1
2

2

but what is ?
L t sin t 
Frequency Differentiation Property
 Applying integration by parts
  

  t sin t e st
dt 
1
t sin t e  st
 
1
sin t   t cos t e  st
dt
0 s 0 0
s
1  
 
  sin t e dt   t cost e dt 
 st  st

s  0 0



  

 t cos t e  st
dt  
1
t cos t e  st
  
1
cos t   t sin t e  st
dt
0 s 0 0
s
1  
 
  cost e dt    t sin t e dt 
 st  st

s  0 
0 
2 of 3
Frequency Differentiation Property


Substituting  
  

  t sin 
 st
t e
1 
dt  
 
sin t e  st
dt 
1  cost e dt   t sin t e dt  
 
 st

 st

0
s 0 s 0 0 

1 1 1 s 
L t sin t     2   2  L t sin t  
s  s 1 s  s 1 
1 1 L t sin t 
  

s s 1 s s 1
2 2
   s2
 s2 1
 L t sin t  2   
2
 s  s s 2
1 
L t sin t   
2s d 1


s 1
2 2
 ds s 2
1 3 of 3
Laplace Transform
Time Integration Property
 The Laplace


t


transform
 t of an integral
L   f  d     f  d e  st dt

0  
 0 0

  f  e  st
dtd
0 
 
  f   e  st dtd
0 

  f  e  st d
1
s 0
Fs 

s
Laplace Transform
Time Integration Property
 We will demonstrate that
 The Laplace transform of an integral is the
Laplace transform over s
 The next sixt slides give examples that
Fs 
g( t )   f  d G s  

0 implies s

1 of 7
Laplace Transform
Integration of Polynomials
 We now have the following commutative
diagram
 n  
t

L t n 1 
1
L    d 

0  
 n 1

Lt n

s
1 n! n!

ss n s n 1 2 of 7
Laplace Transform
Integration of Exponential Functions

 We now have the following commutative

diagram

  a 
L 1  e 

t
1
L   e d   at


0  
 a
1 1 1 
   
as sa
 
L e  at
s
1 1 1

s s  a 
3 of 7
s sa
Laplace Transform
Integration of Trigonometric Functions

 We now have the following commutative

diagram
 
 
t
L   sin  d  L1  cost 

0  

1 s
  2
s s 1
L sin t 
s
1 1 1

s s2 1  
s s2 1 4 of 7
Laplace Transform
Integration of Trigonometric Functions

 We now have the following commutative

diagram
 
 
t
L   cos d  Lsin( t )

0  


L cost 
s
1 s 1

s s2 1 s 1
2
5 of 7
Laplace Transform
Integration of Trigonometric Functions

 We now have the following commutative

diagram
 
 
t
L   sin w d  L 1  cos(wt )
1

0
 
 w
1 1 s
 
Lsin wt  ws w s  w
2 2

s
1 w w

s s2  w 2 s s 2
w 2
 6 of 7
Laplace Transform
Integration of Trigonometric Functions

 We now have the following commutative

diagram
 
 
t
L   cosw d  1
L sin( wt )

0
 
 w
1 w

Lcoswt 
w s2  w2
s
1 s 1

s s2  w 2 s2  w 2 7 of 7
Laplace Transform
The Convolution
 Define the convolution
 to be
f  g t    f t    g d


  f   gt   d


f  g t   Fs  G s 
 Then
f t  gt   Fs   G s 
1
2j
Laplace Transform
Integration
 As a special case of the convolution


t


L   f  d s   Lf t   u t s 

0  

1 Fs 
 Fs  
s s
Laplace Transform
Summary
 We have seen these Laplace transforms:
δt   1
e u t  
t 1
s 1
u t  
1
sin t  u t   2
s 1
s 1
t u t   2
1
cost  u t   2
s s
s 1
t u t   n 1
n n!
s
Laplace Transform
Summary
 We have seen
a f(these t )  a Fs  b Gs 
properties:
t )  b g(
 Linearity
e  at f t   Fs  a 
 Damping 1 s
f at   F 
 Time scaling a a
f n  t  u t   s n Fs 
 Time differentiation  t n f t u t   F( n ) s 
 Frequency differentiation Fs 
t

 f  d 
 Time integration  s
0
Laplace Transform
Summary
 In this topic:
 We defined the Laplace transform
 Looked at specific transforms
 Derived some properties
 Applied properties
Laplace Transform
References
 Lathi, Linear Systems and Signals, 2nd Ed., Oxford University
Press, 2005.
 Spiegel, Laplace Transforms, McGraw-Hill, Inc., 1965.
 Wikipedia, http://en.wikipedia.org/wiki/Laplace_Transform