LAPLACE TRANSFORMS

INTRODUCTION
 Definition
 Transforms -- a mathematical conversion from
one way of thinking to another to make a problem
easier to solve
problem solution
in original in original
way of way of
thinking thinking
solution inverse
transform in transform transform
way of
thinking

2. Transforms
problem solution
in time in time
domain inverse domain
Laplace solution Laplace
transform in transform
s domain

• Other transforms
• Fourier
• z-transform
• wavelets

2. Transforms
 Laplace transformation
time domain

linear time
differential domain
equation solution

Laplace transform
inverse Laplace
transform
Laplace algebra Laplace
transformed
solution
equation

Laplace domain or
complex frequency domain
4. Laplace transforms
Basic Tool For Continuous Time:
Laplace Transform

L[ f (t )]  F ( s )   f (t )e dt  st
0
 Convert time-domain functions and operations into
frequency-domain
 f(t)  F(s) (tR, sC
 Linear differential equations (LDE)  algebraic expression
in Complex plane
 Graphical solution for key LDE characteristics
 Discrete systems use the analogous z-transform
The Complex Plane (review)

Imaginary axis (j)

u  x  jy
y r u    tan 1 y
 x
 x Real axis
| u | r | u | x  y
2 2
r
y
u  x  jy
(complex) conjugate
Laplace Transforms of Common
Functions
Name f(t) F(s)
1 t0
Impulse f (t )   1
0 t0
1
Step f (t )  1
s
1
Ramp f (t )  t
s2
1
Exponential f (t )  e at
sa
1
Sine f (t )  sin(t )
 2  s2
Laplace Transform Properties

Addition/Scaling L[af1 (t )  bf 2 (t )]  aF1 ( s )  bF2 ( s )

d 
Differentiation L  f (t )  sF ( s )  f (0 )
 dt 
Integration 
L  f (t )dt  
F (s) 1
s
  f (t )dt
s
 t 0

t
Convolutio n  f (t  τ)f (τ )dτ  F (s) F (s)
0
1 2 1 2

Initial -value theorem f (0)  lim sF ( s )

s 

Final-value theorem lim f (t )  lim sF ( s)

t  s 0
LAPLACE TRANSFORMS

SIMPLE TRANSFORMATIONS
Transforms (1 of 11)
 Impulse --  (to)


F(s) = e-st  (to) dt

= e-sto

f(t)
 (to)

4. Laplace transforms
Transforms (2 of 11)
 Step -- u (to)

F(s) = e-st u (to) dt

= e-sto/s
f(t)
1 u (to)

4. Laplace transforms
Transforms (3 of 11)
 e-at

F(s) = e-st e-at dt

= 1/(s+a)

4. Laplace transforms
 Transforms (4 of 11)
Linearity f1(t)  f2(t) F1(s) ± F2(s)

Constant multiplication a f(t) a F(s)

Complex shift eat f(t) F(s-a)

Real shift f(t - T) eTs F(as)

Scaling f(t/a) a F(as)

4. Laplace transforms
Transforms (5 of 11)
 Most mathematical handbooks have tables
of Laplace transforms

4. Laplace transforms
LAPLACE TRANSFORMS

PARTIAL FRACTION EXPANSION

Definition
 Definition -- Partial fractions are several
fractions whose sum equals a given fraction
 Purpose -- Working with transforms requires
breaking complex fractions into simpler
fractions to allow use of tables of transforms
 Partial Fraction Expansions

s 1 A B
   Expand into a term for each
( s  2) ( s  3) s  2 s  3 factor in the denominator.
 Recombine RHS
s 1 A( s  3)  B  s  2 

( s  2) ( s  3) ( s  2) ( s  3)
 Equate terms in s and
constant terms. Solve.
A  B 1 3 A  2 B 1  Each term is in a form so
that inverse Laplace
s 1 1 2 transforms can be applied.
 
( s  2) ( s  3) s  2 s  3
 Example of Solution of an ODE
d2y dy  ODE w/initial conditions
 6  8 y  2 y ( 0 )  y ' ( 0 )  0
dt 2 dt
 Apply Laplace transform to
s Y ( s)  6s Y ( s)  8 Y ( s)  2 / s
2

each term
2
 Solve for Y(s)
Y (s) 
s ( s  2) ( s  4)
 Apply partial fraction
1 1 1 expansion
Y ( s)   
4s 2 ( s  2) 4 ( s  4)  Apply inverse Laplace
1 e 2 t e 4t transform to each term
y (t )   
4 2 4
Different terms of 1st degree
 To separate a fraction into partial fractions
when its denominator can be divided into
different terms of first degree, assume an
unknown numerator for each fraction
 Example --
 (11x-1)/(X2 - 1) = A/(x+1) + B/(x-1)
 = [A(x-1) +B(x+1)]/[(x+1)(x-1))]
 A+B=11
 -A+B=-1
 A=6, B=5
Repeated terms of 1st degree (1 of 2)
 When the factors of the denominator are of
the first degree but some are repeated,
assume unknown numerators for each
factor
 If a term is present twice, make the fractions
the corresponding term and its second power
 If a term is present three times, make the
fractions the term and its second and third
powers

3. Partial fractions
Repeated terms of 1st degree (2 of 2)
 Example --
 (x2+3x+4)/(x+1)3= A/(x+1) + B/(x+1)2 +
C/(x+1)3
 x2+3x+4 = A(x+1)2 + B(x+1) + C
 = Ax2 + (2A+B)x + (A+B+C)
 A=1
 2A+B = 3
 A+B+C = 4
 A=1, B=1, C=2

3. Partial fractions
Different quadratic terms
 When there is a quadratic term, assume a
numerator of the form Ax + B
 Example --
 1/[(x+1) (x2 + x + 2)] = A/(x+1) + (Bx +C)/ (x2 +
x + 2)
 1 = A (x2 + x + 2) + Bx(x+1) + C(x+1)
 1 = (A+B) x2 + (A+B+C)x +(2A+C)
 A+B=0
 A+B+C=0
 2A+C=1
 A=0.5, B=-0.5, C=0
3. Partial fractions
Repeated quadratic terms
Example --
 1/[(x+1) (x2 + x + 2)2] = A/(x+1) + (Bx +C)/ (x2 +
x + 2) + (Dx +E)/ (x2 + x + 2)2
 1 = A(x2 + x + 2)2 + Bx(x+1) (x2 + x + 2) +
C(x+1) (x2 + x + 2) + Dx(x+1) + E(x+1)
 A+B=0
 2A+2B+C=0
 5A+3B+2C+D=0
 4A+2B+3C+D+E=0
 4A+2C+E=1
 A=0.25, B=-0.25, C=0, D=-0.5, E=0

3. Partial fractions
 Apply Initial- and Final-Value
Theorems to this Example
2  Laplace
Y ( s) 
s ( s  2) ( s  4) transform of the
function.

2 (0) 1
lim t   f (t )    Apply final-value
( 0) ( 0  2) ( 0  4) 4 theorem

2 ( )  Apply initial-
limt 0  f (t )  0
() (  2) (  4) value theorem
LAPLACE TRANSFORMS

SOLUTION PROCESS
Solution process (1 of 8)
 Any nonhomogeneous linear differential
equation with constant coefficients can be
solved with the following procedure, which
reduces the solution to algebra

4. Laplace transforms
Solution process (2 of 8)

 Step 1: Put differential equation into

standard form
 D2 y + 2D y + 2y = cos t
 y(0) = 1
 D y(0) = 0
Solution process (3 of 8)

 Step 2: Take the Laplace transform of both

sides
 L{D2 y} + L{2D y} + L{2y} = L{cos t}
Solution process (4 of 8)
 Step 3: Use table of transforms to express
equation in s-domain
 L{D2 y} + L{2D y} + L{2y} = L{cos  t}
 L{D2 y} = s2 Y(s) - sy(0) - D y(0)
 L{2D y} = 2[ s Y(s) - y(0)]
 L{2y} = 2 Y(s)
 L{cos t} = s/(s2 + 1)
 s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s /(s2 + 1)
Solution process (5 of 8)
 Step 4: Solve for Y(s)
 s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s/(s2 + 1)
 (s2 + 2s + 2) Y(s) = s/(s2 + 1) + s + 2
 Y(s) = [s/(s2 + 1) + s + 2]/ (s2 + 2s + 2)
 = (s3 + 2 s2 + 2s + 2)/[(s2 + 1) (s2 + 2s + 2)]
 Solution process (6 of 8)
 Step 5: Expand equation into format covered by
table
 Y(s) = (s3 + 2 s2 + 2s + 2)/[(s2 + 1) (s2 + 2s + 2)]
 = (As + B)/ (s2 + 1) + (Cs + E)/ (s2 + 2s + 2)
 (A+C)s3 + (2A + B + E) s2 + (2A + 2B + C)s + (2B
+E)
 1=A+C
 2 = 2A + B + E
 2 = 2A + 2B + C
 2 = 2B + E
 A = 0.2, B = 0.4, C = 0.8, E = 1.2
Solution process (7 of 8)
 (0.2s + 0.4)/ (s2 + 1)
 = 0.2 s/ (s2 + 1) + 0.4 / (s2 + 1)
 (0.8s + 1.2)/ (s2 + 2s + 2)
 = 0.8 (s+1)/[(s+1)2 + 1] + 0.4/ [(s+1)2 + 1]
Solution process (8 of 8)
 Step 6: Use table to convert s-domain to
time domain
 0.2 s/ (s2 + 1) becomes 0.2 cos t
 0.4 / (s2 + 1) becomes 0.4 sin t
 0.8 (s+1)/[(s+1)2 + 1] becomes 0.8 e-t cos t
 0.4/ [(s+1)2 + 1] becomes 0.4 e-t sin t
 y(t) = 0.2 cos t + 0.4 sin t + 0.8 e-t cos t + 0.4 e-
t sin t
LAPLACE TRANSFORMS

TRANSFER FUNCTIONS
Introduction
 Definition -- a transfer function is an
expression that relates the output to the
input in the s-domain

r(t) y(t)
differential
equation

r(s) y(s)
transfer
function

5. Transfer functions
Transfer Function
 Definition
 H(s) = Y(s) / X(s) X(s) H(s) Y(s)
 Relates the output of a linear system (or
component) to its input
 Describes how a linear system responds to
an impulse
 All linear operations allowed
 Scaling, addition, multiplication
Block Diagrams
 Pictorially expresses flows and relationships
between elements in system
 Blocks may recursively be systems
 Rules
 Cascaded (non-loading) elements: convolution
 Summation and difference elements
 Can simplify
Typical block diagram
reference input, R(s) plant inputs, U(s)
error, E(s) output, Y(s)
pre-filter control plant post-filter
G1(s) Gc(s) Gp(s) G2(s)

feedback
H(s)
feedback, H(s)Y(s)

5. Transfer functions
Example R

v(t) L

C
v(t) = R I(t) + 1/C I(t) dt + L di(t)/dt

V(s) = [R I(s) + 1/(C s) I(s) + s L I(s)]

Note: Ignore initial conditions

5. Transfer functions
Block diagram and transfer function
 V(s)
 = (R + 1/(C s) + s L ) I(s)
 = (C L s2 + C R s + 1 )/(C s) I(s)
 I(s)/V(s) = C s / (C L s2 + C R s + 1 )

V(s) I(s)
C s / (C L s2 + C R s + 1 )

5. Transfer functions
 Block
Series
diagram reduction rules
U Y U Y
G1 G2 G 1 G2

Parallel
U + Y
G1
U Y
+ G1 + G2
G2

Feedback
U + Y
G1 U Y
- G1 /(1+G1 G2)

G2
5. Transfer functions
Rational Laplace Transforms
A( s )
F (s) 
B(s)
A( s )  a n s n  ...  a1 s  a 0
B( s )  bm s m  ...  b1 s  b0
Poles : s*  B ( s*)  0 (So, F ( s*)  )
Zeroes : s*  A( s*)  0 (So, F ( s*)  0)
Poles and zeroes are complex
Order of system  # poles  m
First Order System

Y ( s) K K
 
R( s) 1  K  sT 1  sT
Reference

R (s )
E (s ) U (s ) 1 Y (s )
 K
1  sT

B (s ) 1
First Order System

Impulse Exponential
response K
1  sT
Step response Step,
K K exponential
-
s s 1/ T
Ramp response Ramp, step,
K KT KT exponential
- -
s 2
s s 1/ T
No oscillations (as seen by poles)
Second Order System

Y ( s) K  N2
Impulse response :  2  2
R( s ) Js  Bs  K s  2 N s   N2

Oscillates if poles have non - zero imaginary part (ie, B 2  4 JK  0)

B
Damping ratio :   where Bc  2 JK
Bc

K
Undamped natural frequency :  N 
J
Second Order System: Parameters

Interpretation of damping ratio

  0 : Undamped oscillatio n (Re  0, Im  0)
0    1 : Underdamped (Re  0  Im)
1   : Overdamped (Re  0, Im  0)

Interpretation of undamped natural frequency

 N gives the frequency of the oscillatio n
Transient Response Characteristics

1.75

1.5 M p  maximum overshoot

1.25
1

0.75

0.5

0.25

0.5 1 1.5 2 2.5 3

t d tr t p ts

t d : Delay until reach 50% of steady state value

t r : Rise time  delay until first reach steady state value
t p : Time at which peak value is reached
t s : Settling time  stays within specified % of steady state
Transient Response
 Estimates the shape of the curve based on
the foregoing points on the x and y axis
 Typically applied to the following inputs
 Impulse
 Step
 Ramp
 Quadratic (Parabola)
Effect of pole locations

Oscillations
(higher-freq)
Im(s)

Faster Decay Faster Blowup

Re(s)
(e-at) (eat)
Basic Control Actions: u(t)

U ( s)
Proportion al control : u (t )  K p e(t )  Kp
E (s)
t
U ( s) K i
Integral control : u (t )  K i  e(t )dt 
0
E (s) s
d U ( s)
Differential control : u (t )  K d e(t )  Kd s
dt E (s)
Effect of Control Actions
 Proportional Action
 Adjustable gain (amplifier)
 Integral Action
 Eliminates bias (steady-state error)
 Can cause oscillations
 Derivative Action (“rate control”)
 Effective in transient periods
 Provides faster response (higher sensitivity)
 Never used alone
Basic Controllers

 Proportional control is often used by itself

 Integral and differential control are typically
used in combination with at least proportional
control
 eg, Proportional Integral (PI) controller:

U ( s) KI  1 
G(s)   Kp   K p 1  
E (s) s  Ti s 
Summary of Basic Control
 Proportional control
 Multiply e(t) by a constant

 PI control
 Multiply e(t) and its integral by separate constants

 Avoids bias for step

 PD control
 Multiply e(t) and its derivative by separate constants

 Adjust more rapidly to changes

 PID control
 Multiply e(t), its derivative and its integral by separate constants

 Reduce bias and react quickly

Root-locus Analysis
 Based on characteristic eqn of closed-loop transfer
function
 Plot location of roots of this eqn
 Same as poles of closed-loop transfer function
 Parameter (gain) varied from 0 to 
 Multiple parameters are ok
 Vary one-by-one
 Plot a root “contour” (usually for 2-3 params)
 Quickly get approximate results
 Range of parameters that gives desired response
LAPLACE TRANSFORMS

LAPLACE APPLICATIONS
Initial value
 In the initial value of f(t) as t approaches 0
is given by

f(0 ) = Lim s F(s)

s 
Example
f(t) = e -t

F(s) = 1/(s+1)

f(0 ) = Lim s /(s+1) = 1

s 
6. Laplace applications
Final value
 In the final value of f(t) as t approaches 
is given by

f(0 ) = Lim s F(s)

s 0
Example
f(t) = e -t

F(s) = 1/(s+1)

f(0 ) = Lim s /(s+1) = 0

s 0
6. Laplace applications
 Apply Initial- and Final-Value
Theorems to this Example
2  Laplace
Y ( s) 
s ( s  2) ( s  4) transform of the
function.

2 (0) 1
lim t   f (t )    Apply final-value
( 0) ( 0  2) ( 0  4) 4 theorem

2 ( )  Apply initial-
limt 0  f (t )  0
() (  2) (  4) value theorem
Poles
 The poles of a Laplace function are the
values of s that make the Laplace function
evaluate to infinity. They are therefore the
roots of the denominator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a pole at s =
-1 and a pole at s = -3
 Complex poles always appear in complex-
conjugate pairs
 The transient response of system is
determined by the location of poles

6. Laplace applications
Zeros
 The zeros of a Laplace function are the
values of s that make the Laplace function
evaluate to zero. They are therefore the
zeros of the numerator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a zero at s =
-2
 Complex zeros always appear in complex-
conjugate pairs

6. Laplace applications
Stability
 A system is stable if bounded inputs produce bounded
outputs
 The complex s-plane is divided into two regions: the stable
region, which is the left half of the plane, and the unstable
region, which is the right half of the s-plane

s-plane x j

x x x 

x
stable x unstable
LAPLACE TRANSFORMS

FREQUENCY RESPONSE
Introduction
 Many problems can be thought of in the
time domain, and solutions can be
developed accordingly.
 Other problems are more easily thought of
in the frequency domain.
 A technique for thinking in the frequency
domain is to express the system in terms
of a frequency response

7. Frequency response
Definition
 The response of the system to a sinusoidal
signal. The output of the system at each
frequency is the result of driving the system
with a sinusoid of unit amplitude at that
frequency.
 The frequency response has both amplitude
and phase

7. Frequency response
Process
The frequency response is computed by
replacing s with j  in the transfer function
Example
f(t) = e -t magnitude in dB

F(s) = 1/(s+1) 

F(j ) = 1/(j  +1)

Magnitude = 1/SQRT(1 + 2)

Magnitude in dB = 20 log10 (magnitude)

Phase = argument = ATAN2(- , 1)

7. Frequency response
Graphical methods
 Frequency response is a graphical method
 Polar plot -- difficult to construct
 Corner plot -- easy to construct

7. Frequency response
Constant K
magnitude
60 dB
20 log10 K
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
phase
+180o
+90o arg K
0o
-90o
-180o
-270o
0.1 1 10 100
, radians/sec

7. Frequency response
Simple pole or zero at origin, 1/
(j)
60 dB
n magnitude
40 dB
20 dB
0 dB

-20 dB 1/ 
-40 dB
-60 dB 1/ 3 1/ 2
phase
+180o
+90o
0o
1/ 
-90o
-180o 1/ 2
-270o 1/ 3
0.1 1 10 100
, radians/sec

G(s) = n2/(s2 + 2 ns +  n2)

Simple pole or zero, 1/(1+j)
magnitude
60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
phase
+180o
+90o
0o
-90o
-180o
-270o
0.1 1 10 100
T

7. Frequency response
Error in asymptotic approximation
T dB arg (deg)
0.01 0 0.5
0.1 0.043 5.7
0.5 1 26.6
0.76 2 37.4
1.0 3 45.0
1.31 4.3 52.7
1.73 6.0 60.0
2.0 7.0 63.4
5.0 14.2 78.7
10.0 20.3 84.3
7. Frequency response
Quadratic pole or zero
magnitude
60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
phase
+180o
+90o
0o
-90o
-180o
-270o
0.1 1 10 100
T

7. Frequency response
Transfer Functions

 Defined as G(s) = Y(s)/U(s)

 Represents a normalized model of a process,
i.e., can be used with any input.
 Y(s) and U(s) are both written in deviation
variable form.
 The form of the transfer function indicates the
dynamic behavior of the process.
 Derivation of a Transfer Function
dT
M  F1 T1  F2 T2  ( F1  F2 ) T  Dynamic model of
dt
CST thermal mixer

 Apply deviation
variables
T  T  T0 T1  T1  T0 T2  T2  T0

 Equation in terms
of deviation
dT
M  F1 T1  F2 T2  ( F1  F2 ) T variables.
dt
 Derivation of a Transfer Function

F1 T1 ( s )  F2 T2 ( s ) Apply Laplace transform

T ( s)  
 M s  F1  F2  to each term considering
that only inlet and outlet
temperatures change.
T ( s) F1  Determine the transfer
G(s)  
T1 ( s )  M s  F1  F2  function for the effect of
inlet temperature changes
on the outlet temperature.
 Note that the response is
first order.
Poles of the Transfer Function
Indicate the Dynamic Response
1
G ( s) 
( s  a) ( s 2  bs  c) ( s  d )
A B C
Y ( s)   2 
( s  a ) ( s  bs  c) ( s  d )

y (t )  A e  at  B e pt sin( t )  C  e dt

 For a, b, c, and d positive constants, transfer

function indicates exponential decay, oscillatory
response, and exponential growth, respectively.
Poles on a Complex Plane

Im

Re
Exponential Decay

Im

Re

Time
Damped Sinusoidal

Im

Re

Time
Exponentially Growing Sinusoidal
Behavior (Unstable)

Im

Re
y

Time
What Kind of Dynamic Behavior?

Im

Re
Unstable Behavior
 If the output of a process grows without bound
for a bounded input, the process is referred to
a unstable.
 If the real portion of any pole of a transfer
function is positive, the process corresponding
to the transfer function is unstable.
 If any pole is located in the right half plane,
the process is unstable.