Chapter 3 Part 1 (Laplace Transform)

Download as pdf or txt
Download as pdf or txt
You are on page 1of 60

CHAPTER 3

A. Laplace Transform and


Continuous-Time LTI Systems

A. Laplace Transform and Continuous-Time LTI Systems

B. Z-Transform and Discrete-Time LTI Systems


LEARNING OUTCOMES

At the end of this topic, student should be able to:

• Understand Laplace Transform


• Apply Laplace Transform to Continuous Time LTI
Systems
• Analyze the given Continuous-Time LTI Systems
equation
WHAT IS LAPLACE TRANSFORM?

Laplace Transform is to convert time- domain


signals into complex s-domain representations for
analyze and process continuous-time signals and
system.
DEFINITION
• The Laplace Transform X(s) is defined as


X(s) = −∞
𝒙 𝒕 𝒆−𝒔𝒕 𝒅𝒕

• The variable s is generally complex-valued and it expresses as

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

The shaded regions


Re{s} < -a Re{s} > -a denote the ROC
for the Laplace
x x
-a σ -a σ transform
EXAMPLE 1
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

∞ −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

Poles are values for s where D(s) = 0


The complex frequencies that make the overall gain transfer function
infinity
The graphical representation of X(s) through its poles and zeros in the s-plane
is referred to as the pole-zero plot of X(s)
EXAMPLE 4

“x” pole location

“0” zero location

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

So, t he zero - pole plot :


Zero, 0 : s = 0
Poles, X : s = ½
and s = -3/4
EXAMPLE 6

x x
-3 -2 -1 σ
Properties of the ROC

(1) ROC cannot contain any poles .


By definition a pole is where H(s) is infinite. To converge H(s) must
be finite. Thus cannot be a pole in ROC. Poles are values for s where
D(s) = 0
(2) If x(t) is absolutely integral and it is of finite duration, then ROC is
entire s-plane
(3) If x(t) is a right sided sequence then ROC : Re{s} > σo
(4) If x(t) is a left sided sequence then ROC : Re{s} < σo
(5) If x(t) is a two sided sequence then ROC is the combination of two
regions
EXAMPLE 7
EXAMPLE 8
Properties of Continuous-Time LTI
using zero-pole diagram

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

 Unit impulse function , δ(t)


 Unit step function , u(t)
Unit impulse function , δ(t)

Unit impulse function , δ(t)

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

Determine the laplace transform using Laplace Transform Table.

a) 𝑒 −2𝑡 𝑢 𝑡

b) tu(t)

c) sin (3t) u(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

Determine the laplace transform using Laplace Transform Table.

a) u(t)

b) −𝑒 −3𝑡 𝑢 𝑡

c)𝑒 −2𝑡 𝑢 𝑡 + 𝑒 −3𝑡 𝑢 𝑡

d) 3𝑡𝑒 −𝑡 𝑢 𝑡

e) 𝑒 −𝑡 𝑢 𝑡 − 4𝑒 −2𝑡 𝑢 𝑡
EXAMPLE 13

Find the laplace transform( using properties of Laplace transform).

a) y(t) = x(t)*h(t)

b) (t-1)u(t-1)
𝑑
c) x(t) + 6x(t)
𝑑𝑥
SOLUTION EXAMPLE 13

a) 𝐿 𝑦 𝑡 = 𝐿 x(t) ∗ h(t) → Using convolution method

Y(s) = X(s). H(s)

b) 𝐿 (t − 1)u(t − 1) = 𝑒 −𝑠 . 𝑋 𝑠 → Using time shifting method

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.

If L 𝑓 𝑡 = 𝐹 𝑠 , then the inverse Laplace transform of 𝐹 𝑠 is ,

L -1 𝐹 𝑠 =𝑓 𝑡

The inverse transform L -1 is a linear operator.

X(t) = 𝑳−𝟏 {𝑿 𝒔 }

X(t) 𝐿 X(s)

Time domain 𝑳−𝟏 s-domain


EXAMPLE 14
Find the inverse laplace transform of the following X(s).
1
a) X(s) = , Re(s) > −𝟏
𝑠+1

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

= 𝒆−𝟐𝒕 𝒖 𝒕 − 𝒆−𝟓𝒕 𝒖 𝒕 − 𝟐𝒆−𝟓𝒕 𝒖 𝒕

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

Find the inverse Laplace Transform of :


−5𝑠−7
X(s) = with ROC −𝟏 < 𝑹𝒆(𝒔) < 𝟏
(𝑠+1)(𝑠−1)(𝑠+2)
SOLUTION EXAMPLE 15
−5𝑠−7 −5𝑠−7 𝑨 𝑩 𝑪
X(s) = (𝑠+1)(𝑠−1)(𝑠+2)
C=
𝑠+1 𝑠−1
s = -2 𝑋(𝑠) = + +
(𝑠+1) (𝑠−1) (𝑠+2)

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

Find the inverse Laplace Transform of the following X(s) :


2𝑠+4
X(s) = 𝑠 2 +4𝑠+3 with 𝑹𝒆 𝒔 > −𝟏
SOLUTION EXAMPLE 16
2𝑠+4
X(s) = 𝑠 2 +4𝑠+3
𝑨 𝑩
2𝑠+4
Therefore, X(s) = +
(𝑠+1) (𝑠+3)
= (𝑠+1)(𝑠+3)
𝟏 𝟏
= +
(𝑠+1) (𝑠+3)
𝑨 𝑩
= (𝑠+1)
+ (𝑠+3) The ROC of X(s) is 𝑅𝑒 𝑠 > −1 , thus the x(t) is right sided signal.

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

Find the inverse Laplace Transform of the following X(s) :

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

𝑠 2 + 2𝑠 + 5 = 𝐴(𝑠 + 5)2 + 𝐵( 𝑠 + 3 𝑠 + 5 + 𝐶(𝑠 + 3) 𝑠 2 +2𝑠+5 𝑨 𝑩 𝑪


X(s) =
(𝑠+3)(𝑠+5)2
= + +
(𝑠+3) (𝑠+5) (𝑠+5)2
𝑠 2 + 2𝑠 + 5 = 𝐴(𝑠 2 + 10𝑠 + 25) + 𝐵(𝑠 2 + 8𝑠 + 15) + 𝐶(𝑠 + 3)
2 1 10
= − −
(𝑠+3) 𝑠+5 (𝑠+5)2

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

Find the inverse Laplace Transform of the following X(s) :

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

x(t) h(t) y(t) y(t) = x(t) * h(t)

H(s)
X(s) Y(s) Y(s)= X(s)*H(s)

System Function/Transfer Function


• X(s) , H(s) and Y(s) are the laplace function of x(t).h(t) and y(t) respectively.

Y(s) = X(s)*H(s)
Y(s)
H(s) = X(s)

• Application : Derivation Theorem

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)

𝑠 2 Y(s) – sY 0 − 𝑌 ′ 0 + 3sY s – 3Y 0 + 2Y s = 2sX s – 2X 0 − 3𝑋(𝑠)


𝑠 2 Y(s) +3sY s + 2Y s = 2sX s − 3𝑋(𝑠)
Y s 𝑠 2 + 3𝑠 + 2 = 𝑋 𝑠 [2𝑠 − 3]
𝑌(𝑠) 2𝑠−3
H(s) = =
𝑋(𝑠) 𝑠 2 +3𝑠+2
𝑌(𝑠) 2𝑠−3 2𝑠−3 𝐴 𝐵
H(s) = = = = +
𝑋(𝑠) 𝑠 2 +3𝑠+2 (𝑠+1)(𝑠+2) (𝑠+1) (𝑠+2)

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)

𝒉 𝒕 = 𝑳−𝟏 𝑯 𝒔 = −𝟓𝒆−𝒕 𝒖 𝒕 + 𝟕𝒆−𝟐𝒕 𝒖 𝒕


EXAMPLE 20

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

𝐿 𝑌 ′ + 2𝐿 𝑌(𝑡) = 𝐿 𝑋(𝑡) + 𝐿 𝑋 ′ (𝑡)


𝑠Y(s) –Y 0 − 2[𝑌 𝑠 ] = X s – sX 𝑠 − 𝑋(0)
Y s 𝑠 + 2 = 𝑋 𝑠 [𝑠 + 1]
𝑌(𝑠) 𝑠+1
H(s) = =
𝑋(𝑠) 𝑠+2

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

You might also like