Chapter 3 Part 1 (Laplace Transform)
Chapter 3 Part 1 (Laplace Transform)
Chapter 3 Part 1 (Laplace Transform)
∞
X(s) = −∞
𝒙 𝒕 𝒆−𝒔𝒕 𝒅𝒕
s = 𝜎 + 𝑗𝜔
X(s) = 𝐿 𝑥 𝑡
𝐿
X(t) X(s)
CONTINUOUS-TIME vs DISCRETE-TIME
Sampling Theorem
x(t) x(n)
x(t) x(n)
t
n
Continuous
Discrete
Laplace Transform z Transform
x(t) X(s) x[n] X(z)
n =
X (s) = x(t )e−st dt X ( z) = x[ n
n = −
] z −n
−
Notations for Laplace Transform
Region of Convergence (ROC)
ROC - The range of values of the complex variables s for which the
Laplace Transform converges
The ROC is generally displayed by drawing separating line/curve in
the complex plane
jω jω
Solution:
X(t) = 𝑒 −𝑎𝑡 𝑢 𝑡
∞
X(s) = −∞
𝑥 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
∞ −𝑎𝑡
= 0
𝑒 𝑢 𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡 𝑗𝜔
∞ −(𝑠+𝑎)𝑡
= 0
𝑒 𝑑𝑡
1
= 𝑒 −(𝑠+𝑎)𝑡 |∞
0
−𝑠+𝑎
1
= 𝑒 −(𝑠+𝑎)∞ − 𝑒 −(𝑠+𝑎)0
−𝑠+𝑎
1
=
𝑠+𝑎
𝜎
Therefore Re(s)>-a
EXAMPLE 2
Find the Laplace Transform and the ROC of X(t) = −𝑒 −𝑎𝑡 𝑢 −𝑡
Solution:
X(t) = −𝑒 −𝑎𝑡 𝑢 −𝑡
∞
X(s) = −∞
𝑥 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
= −∞
−𝑒 −𝑎𝑡 𝑢 −𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡 𝑗𝜔
1
= −𝑠+𝑎 𝑒 −𝑎𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡
0
= −∞
−𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡
1
= −𝑠+𝑎 [−𝑒 −(𝑠+𝑎)𝑡 ]0−∞
1
= −𝑠+𝑎 −𝑒 −(𝑠+𝑎)−∞ − 𝑒 −(𝑠+𝑎)0
1
= − [0 − 1] 𝜎
𝑠+𝑎
1
= 𝑠+𝑎
Therefore Re(s)< −𝒂
EXAMPLE 3
Find the Laplace Transform and the ROC of X(t) = 𝑒 −𝑎𝑡 𝑢 𝑡 + 𝑒 −𝑎𝑡 𝑢 −𝑡
Solution:
X(t) = 𝑒 −𝑎𝑡 𝑢 𝑡 + 𝑒 −𝑎𝑡 𝑢 −𝑡
∞
X(s) = −∞
𝑒 −𝑎𝑡 𝑢 𝑡 + 𝑒 −𝑎𝑡 𝑢 −𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡 𝑗𝜔
∞ 0
= 0
𝑒 −𝑎𝑡 𝑢 𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡 + −∞
𝑒 −𝑎𝑡 𝑢 −𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡
∞ 0
= 0
𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡 + −∞
𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
1 1
= −𝑠+𝑎 𝑒 −(𝑠+𝑎)𝑡 |∞
0 + −𝑠−𝑎 [𝑒
−(𝑠−𝑎)𝑡 0
]−∞
1 1
= −𝑠+𝑎 0 − 1 − 𝑠−𝑎 1 − 0 𝜎
1 1
= −
𝑠+𝑎 𝑠−𝑎
1
For 𝑠+𝑎
, Re(s) > −𝒂
1
For 𝑠−𝑎
, Re(s) < 𝒂
Poles and Zeros of X(s)
Laplace transform is a ratio of polynomials in the complex
variable s.
N (s)
X (s) =
D(s)
where N and D are the numerator and denominator
polynomial respectively.
Zero are values for s where N(s) = 0
The complex frequencies that make the overall gain transfer function zero
𝑠+2 𝑠+2
X(s) = =
𝑠 2 +4𝑠+3 𝑠+1 𝑠+3 𝑗𝜔
zero s = -2
pole s = -1 and s = -3
EXAMPLE 5
s
A simple transfer function, H ( s ) =
1 3
( s − )( s + )
2 4
jω
x x
-3 -2 -1 σ
Properties of the ROC
a) Causality
b) Stability
CAUSALITY
STABILITY
A Continuous-time LTI system is stable if and only if
The corresponding requirement on H(s) is that the ROC of H(s) contains the jω-
axis (that is, s = j ω)
If the system is both causal and stable, then all the poles of H(s) must lie in the left
half of the s-plane
> ᵟmax
they all have negative real parts because the ROC is of the form Re(s)
and since the j ω axis is included in the ROC, we must have ᵟmax < 0.
LAPLACE STABILITY CONDITIONS
EXAMPLE 9
EXAMPLE 10
EXAMPLE 10
Properties of the Laplace Transform
a. Linearity
b. Time Shifting
c. Shifting in the s-Domain
d. Time Scaling
e. Time Reversal
Properties of the Laplace Transform
Laplace Transforms of some
common signal
𝜹 𝒕
∞
X(t) = −∞
𝑥 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
∞
= −∞
𝛿 𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡
= 1 all s
Unit step function , u(t)
Unit step function , u(t)
∞
X(t) = −∞
𝑥 𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡
∞
= −∞
𝑢 𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡
1
=
−𝑠
. 𝑒 −𝑠𝑡 |∞
0
1
=
−𝑠
[𝑒 −𝑠(∞) − 𝑒 −𝑠 0
]
1
= − [0 − 1]
𝑠
1
=
𝑠
Re(s) > 𝟎
Compute the transformation of given
Continuous-Time signal using Table of
Laplace Transform Pairs
EXAMPLE 11
SOLUTION:
(a)
EXAMPLE 12
a) 𝑒 −2𝑡 𝑢 𝑡
b) tu(t)
d) 2𝑒 −5𝑡 𝑢 𝑡
SOLUTION EXAMPLE 12
1
a) 𝐿 𝑒 −2𝑡 𝑢 𝑡 =
𝑠+2
1
b) 𝐿 𝑡𝑢 𝑡 =
𝑠2
3
c) 𝐿 sin (3t) u(t) = 𝑠 2 +9
d) 𝐿 2𝑒 −5𝑡 𝑢 𝑡 = 2 𝐿 𝑒 −5𝑡 𝑢 𝑡
1
=2.
𝑠+5
2
=
𝑠+5
LET’S TRY
a) u(t)
b) −𝑒 −3𝑡 𝑢 𝑡
d) 3𝑡𝑒 −𝑡 𝑢 𝑡
e) 𝑒 −𝑡 𝑢 𝑡 − 4𝑒 −2𝑡 𝑢 𝑡
EXAMPLE 13
a) y(t) = x(t)*h(t)
b) (t-1)u(t-1)
𝑑
c) x(t) + 6x(t)
𝑑𝑥
SOLUTION EXAMPLE 13
1
= 𝑒 −𝑠 . 𝑠 2
𝑑
c) 𝐿 x(t) + 𝐿 6x(t) = s X(s) + 6X(s) → Using differentiation method
𝑑𝑥
INVERSE LAPLACE TRANSFORM
INVERSE LAPLACE TRANSFORM
By definition, the inverse Laplace transform operator L -1, converts the s-
domain function back to the corresponding time domain function.
L -1 𝐹 𝑠 =𝑓 𝑡
X(t) = 𝑳−𝟏 {𝑿 𝒔 }
X(t) 𝐿 X(s)
1
b) X(s) = 𝑠+1 , Re(s) < −𝟏
𝑠
c) X(s) = 𝑠 2 +4
1 1 2
d) X(s) = − −
𝑠+2 𝑠+5 𝑠+5
6
e) X(s) =
𝑠 2 +36
SOLUTION EXAMPLE 14
1
a) X(t) = 𝐿−1
𝑠+1
= 𝒆−𝒕 𝒖 𝒕
1
b) X(t) = 𝐿−1 𝑠+1
= −𝒆−𝒕 𝒖 −𝒕
𝑠
c) X(t) = 𝐿−1 𝑠 2 +4
𝑠
= 𝐿−1 𝑠 2 +22
= cos 2t u(t)
SOLUTION EXAMPLE 14
1 1 2
d) X(t) = 𝐿−1 − 𝐿−1 − 𝐿−1
𝑠+2 𝑠+5 𝑠+5
6
e) X(t) = 𝐿−1
𝑠 2 +36
6
= 𝐿−1
𝑠 2 +62
= sin 6t u(t)
LET’S TRY
Find the inverse laplace transform of the following X(s).
1 1
a) X(s) = −
𝑠+1 (𝑠+1)2
10 17
b) X(s) = 3 + − 𝑠+2
𝑠+1
1 1/2
c) X(s) = 2𝑠
− 𝑠+3
1 2 1
d) X(s) = + −
𝑠+1 𝑠−1 𝑠+2
7 5 𝑠
e) X(s) = 𝑠 2 +49 − 𝑠−3
+ 𝑠 2 +25
The Inverse Laplace Transform Using Partial Fraction
Expansion
a) Simple Poles
𝑥 𝐴 𝐵
X(s) = (𝑠+𝑎)(𝑠−𝑏) = + 𝑠−𝑏
𝑠+𝑎
b) Multiple Poles
𝑥 𝐴 𝐴 𝐴𝑛
X(s) = (𝑠+𝑎)𝑛 = + + ⋯ (𝑠+𝑎)𝑛
𝑠+𝑎 (𝑠+𝑎)2
c) Complex Root
𝑥 𝐴𝑠+𝐵
X(s) = 𝑎𝑠 2 +𝑏𝑠+𝑐 = 𝑎𝑠 2 +𝑏𝑠+𝑐
EXAMPLE 15
𝑨 𝑩 𝑪 −5(−2)−7 𝟏 𝟐 𝟏
= + + = = − +
−2+1 −2−1
(𝑠+1) (𝑠−1) (𝑠+2) (𝑠+1) (𝑠−1) (𝑠+2)
3
=
−5𝑠−7 3
A= s = -1
𝑠−1 𝑠+2
=1
−5(−1)−7
=
−1−1 −1+2
−2
= −2
𝑿 𝒕 = 𝑳−𝟏 𝑿 𝒔 = 𝒆−𝒕 𝒖 𝒕 + 𝟐𝒆𝒕 𝒖 −𝒕 + 𝒆−𝟐𝒕 𝒖 𝒕
𝑗𝜔
=1
−5𝑠−7
B= s=1
𝑠+1 𝑠+2
−5(1)−7
=
1+1 1+2
−12
= 𝜎
6
= -2
EXAMPLE 16
A=
2𝑠+4
s = -1 𝑿 𝒕 = 𝑳−𝟏 𝑿 𝒔 = 𝒆−𝒕 𝒖 𝒕 + 𝒆−𝟑𝒕 𝒖 𝒕
(𝑠+3)
2 −1 +4 𝑗𝜔
= −1+3
2
=2
=1
2𝑠+4
B= s = -3
(𝑠+1)
𝜎
2 −3 +4
=
−3+1
−2
= −2
=1
EXAMPLE 17
𝑠 2 +2𝑠+5
X(s) = (𝑠+3)(𝑠+5)2 with 𝑹𝒆 𝒔 > −𝟑
SOLUTION EXAMPLE 17
𝑠 2 +2𝑠+5 𝑨 𝑩 𝑪 Therefore,
X(s) = (𝑠+3)(𝑠+5)2 = (𝑠+3)
+ (𝑠+5)
+ (𝑠+5)2
x=2=𝑨 ; y = -1 = 𝑩 ; z = -10 = 𝑪
Compare Coefficient
𝑠2 → 1=𝐴+𝐵
𝑠1 → 2 = 10𝐴 + 8𝐵 + 𝐶
The ROC of X(s) is 𝑅𝑒 𝑠 > −3 , thus the x(t) is right sided signal.
0
𝑠 → 5 = 25𝐴 + 15𝐵 + 3𝐶
𝑿 𝒕 = 𝑳−𝟏 𝑿 𝒔 = 𝟐𝒆−𝟑𝒕 𝒖 𝒕 − 𝒆−𝟓𝒕 𝒖 𝒕 − 𝟏𝟎𝒕𝒆−𝟓𝒕 𝒖 𝒕
By using calculator EQN → UNKNOWNS (3)
a1 = 1 a2 = 10 a3 = 25
b1 = 1 b2 = 8 b3 = 15
c1 = 0 c2 = 1 c3 = 3
d1 = 1 d2 = 2 d3 = 5
EXAMPLE 18
𝑠 2 +6𝑠+7
X(s) = 2 with 𝑹𝒆 𝒔 > −𝟏
𝑠 +3𝑠+2
SOLUTION EXAMPLE 18
1
3𝑠+5
B = (𝑠+2) s = -2
𝑠 2 + 3𝑠 + 2 𝑠 2 + 6𝑠 + 7
−𝑠 2 + 3𝑠 + 2 =
3(−2)+5
s = -2
−2+1
3𝑠 + 5
−1
= −1
3𝑠+5
X(s) = 1 + =1
𝑠 2 +3𝑠+2
3𝑠+5
=1+ 𝐴 𝐵
(𝑠+1)(𝑠+2)
X(s) = 1 + +
(𝑠+1) (𝑠+2)
𝐴 𝐵
=1+ +
(𝑠+1) (𝑠+2)
2 1
X(s) = 1 + +
(𝑠+1) (𝑠+2)
3𝑠+5
A = (𝑠+2) s = -1
=
3 −1 +5 𝑿 𝒕 = 𝑳−𝟏 𝑿 𝒔 = 𝜹 𝒕 + 𝟐𝒆−𝒕 𝒖 𝒕 + 𝒆−𝟐𝒕 𝒖 𝒕
−1+2
2
=1
=2
The System Function
• The output y(t) of a continuous-time LTI system equals the convolution of the input x(t) with
the impulse response h(t), that is :
Impulse Response
H(s)
X(s) Y(s) Y(s)= X(s)*H(s)
Y(s) = X(s)*H(s)
Y(s)
H(s) = X(s)
L
Y(t) Y(s)
𝑑
𝑑𝑡
𝑦(𝑡) L sY(s) – Y(0)
𝑑2
𝑑𝑡 2
𝑦(𝑡) L 𝑠 2 Y(s) – sY(0) − 𝑌 ′ (0)
Y(t) Y(s)
Y(t) = y(t)
𝑑
𝑑𝑡
𝑦(𝑡) = 𝑌 ′ (𝑡)
𝑑2
𝑦 𝑡 = 𝑌 " (𝑡)
𝑑𝑡 2
EXAMPLE 19
Find the system function H(s) and the impulse response h(t) in the following differential equation.
𝑑2 𝑑 𝑑
𝑦 𝑡 +3 𝑦 𝑡 + 2𝑦 𝑡 = 2 𝑥 𝑡 − 3𝑥(𝑡)
𝑑𝑡 2 𝑑𝑡 𝑑𝑡
SOLUTION EXAMPLE 19
𝐿 𝑌 " − 3𝐿 𝑌 ′ − 2𝐿 𝑌 = 2𝐿 𝑋 ′ − 3𝐿 𝑋
𝑠 2 Y(s) – sY 0 − 𝑌 ′ 0 + 3 sY s – Y 0 + 2Y s = 2 sX s – X 0 − 3𝑋(𝑠)
2𝑠−3
A= s = -1
(𝑠+2)
2 −1 −3
= −1+2
= -5
2𝑠−3
B = (𝑠+1) s = -2
−2 −3
= −2+1
s = -2
=7
𝐴 𝐵
H(s) = +
(𝑠+1) (𝑠+2)
−5 7
X(s) = +
(𝑠+1) (𝑠+2)
Find the system function H(s) and the impulse response h(t) of the following continuous-time LTI
system.
𝑌 ′ 𝑡 + 2𝑌 𝑡 = 𝑋 𝑡 + 𝑋 ′ (𝑡)
SOLUTION EXAMPLE 20
𝑠+2 (𝑠 + 1)
− (𝑠 + 2)
−1
𝑌(𝑠) 1
Therefore, H(s) = =1−
𝑋(𝑠) 𝑠+2
𝒉 𝒕 = 𝑳−𝟏 𝑯 𝒔 = 𝜹 𝒕 − 𝒆−𝟐𝒕 𝒖 𝒕