EE 4314 - Control Systems: Inverse Laplace Transform
EE 4314 - Control Systems: Inverse Laplace Transform
EE 4314 - Control Systems: Inverse Laplace Transform
0
) ( ) ( dt e t f s F
st
,
where j s + is a complex variable. The inverse Laplace transform is a complex
integral given by
j
j
st
ds e s F
j
t f ) (
2
1
) ( ,
where the integration is performed along a contour in the complex plane. Since this is
tedious to deal with, one usually uses the Cauchy theorem to evaluate the inverse
transform using
st
e s F of residues enclosed t f ) ( ) ( .
In this course we shall use lookup tables to evaluate the inverse Laplace
transform. An abbreviated table of Laplace transforms was given in the previous lecture.
The text has a more detailed table. Given a realistic Laplace transform with several poles
and zeros, it is not likely to be contained in the table. However, it is easy to break a
transform down as into sum of simpler transforms that are in the table by using the
Partial Fraction Expansion (PFE).
PARTIAL FRACTION EXPANSION (PFE)
The PFE is simply a technique for splitting a rational transform up into a sum of
simpler terms.
2
Case 1. Non-Repeated Poles
Let a rational polynomial function of s be given as
) ( ) (
) (
) (
1
s d p s
s n
s Y
+
where n(s) is the numerator and d(s) is a polynomial which does not have any poles at
1
p s . The relative degree, defined as the degree of the denominator (e.g.
) ( ) (
1
s d p s + ) minus the degree of the numerator n(s), should be at least 1.
One may split out a term with divisor ) (
1
p s + and write
) (
) ( ) ( ) (
) (
) (
1
1
1
1
s Y
p s
K
s d p s
s n
s Y +
+
where K
1
is known as the residue of the pole at
1
p s , and ) (
1
s Y is a polynomial
fraction that does not have any poles at
1
p s . To determine the residue K
1
one may
write
) ( ) (
) (
) (
) ( ) (
1 1 1 1
s Y p s K
s d
s n
s Y p s + + + .
Now evaluating all terms at
1
p s , the last term becomes zero and one obtains
1
) ( ) (
1 1
p s
s Y p s K
+
Example 1- Non-Repeated Poles
Find the inverse Laplace transform of
6 11 6
) (
2 3
+ + +
s s s
s
s Y .
First note that this function is not in the transform table. To write it as the sum of terms
that are in the table, factor the denominator to obtain
) 3 )( 2 )( 1 (
) (
+ + +
s s s
s
s Y .
Now write
3 2 1
) (
3 2 1
+
+
+
+
+
s
K
s
K
s
K
s Y
and evaluate the residues by
3
2
1
) 3 1 )( 2 1 (
) 1 (
) 3 )( 2 (
1
1
+ +
+ +
s
s s
s
K
2
) 3 2 )( 1 2 (
) 2 (
) 3 )( 1 (
2
2
+ +
+ +
s
s s
s
K
2
3
) 2 3 )( 1 3 (
) 3 (
) 2 )( 1 (
3
3
+ +
+ +
s
s s
s
K
Therefore
3
2
3
2
2
1
2
1
) (
+
+
+
+
+
s s s
s Y .
Check this now by combining the terms back into one fraction to get the original Y(s).
Each term is now in the table, whence one may write down the inverse Laplace
transform as
) ( )
2
3
2
2
1
( ) (
1
3 2
t u e e e t y
t t t
+ .
We multiplied by the unit step to make this function causal.
Case 2- Repeated Real Poles
Let a rational polynomial function of s with relative degree of at least 1 be given
as
) ( ) (
) (
) (
1
s d p s
s n
s Y
n
+
where n(s) is the numerator and d(s) is a polynomial which does not have any poles at
1
p s . This has a pole repeated n times at
1
p s .
One may show that
) (
) ( ) ( ) ( ) ( ) (
) (
) (
1
1
1
1
1
12
1
11
1
s Y
p s
K
p s
K
p s
K
s d p s
s n
s Y
n
n n n
+
+
+ +
+
+
+
L
where K
11
is the residue of the pole at
1
p s , and ) (
1
s Y is a polynomial fraction that
does not have any poles at
1
p s . Note that, for a pole of order n, one requires in the
PFE all terms of order n and below.
To determine the residue K
11
one may proceed as above and use
4
1
) ( ) (
1 11
p s
n
s Y p s K
+ .
The other numerator terms K
ij
can be determined using some derivative formulas given in
the text. An alternative technique is given in the next example.
Example 2- Repeated Real Pole
Find the inverse Laplace transform of
2 5 4
) (
2 3
+ + +
s s s
s
s Y .
First, factor the denominator to obtain
) 2 ( ) 1 (
) (
2
+ +
s s
s
s Y .
This may be written as the sum of terms
2 1 ) 1 ( ) 2 ( ) 1 (
) (
2 12
2
11
2
+
+
+
+
+
+ +
s
K
s
K
s
K
s s
s
s Y . (1)
The residues K
11
and K
2
are determined using the technique in Example 1 to obtain
2
2
1 ) 1 (
1
) (
12
2
+
+
+
+
+
s s
K
s
s Y .
To evaluate the term K
12
, one notes that the equality (1) must hold for all values
of s. Select therefore a convenient value of s, evaluate (1), and solve for K
12
. A very
easy value is s=0, for which
2 0
2
1 0 ) 1 0 (
1
) 2 0 ( ) 1 0 (
0
) 0 (
12
2 2
+
+
+
+
+
+ +
K
Y ,
yielding K
12
= 2.
Therefore, the PFE is
2
2
1
2
) 1 (
1
) (
2
+
+
+
+
+
s s s
s Y ,
whence the Laplace transform table gives the time function
) ( ) 2 2 ( ) (
1
2
t u e te e t y
t t t
.
Note that one may not select a value s corresponding to a pole in using (1) to
determine K
12
, since at the pole values Y(s) blows up to infinity.
5
Case 3- Complex Pole Pair
Let a rational polynomial function of s with relative degree of at least 1 be given
as
) ( ) ) ((
) (
) (
2 2
s d s
s n
s Y
+ +
where n(s) is the numerator and d(s) is a polynomial which does not have the factor
) ) ((
2 2
+ + s .
We have seen in the previous lecture that
( )( ) ) ( ) ( ) ) ((
2 2
j s j s s + + + + + ,
so this factor corresponds to a complex pole pair at j s t . In this course we shall
not write factors using 'j'. We shall keep complex pole pairs together in the quadratic
form.
One may split out a term with divisor ) ) ((
2 2
+ + s and write
) (
) ) ( ) ( )) ) ((
) (
) (
1 2 2 2 2
s Y
s
b as
s d s
s n
s Y +
+ +
+
+ +
where ) (
1
s Y is a polynomial fraction that does not contain the factor ) ) ((
2 2
+ + s .
Note that the term above the quadratic factor has degree one less, namely, in this case,
one.
The next example shows how to solve for the constants a and b.
Example 3- Imaginary Pole Pair
Find the inverse Laplace transform of
8 4 2
1
) (
2 3
+ + +
+
s s s
s
s Y .
Factor the denominator and write the PFE to obtain
4 2
8
1
4 2 ) 4 )( 2 (
1
) (
2 2
1
2
+
+
+
+
+
+
+
+
+ +
+
s
b as
s s
b as
s
K
s s
s
s Y , (2)
where the residue at s=-2 was determined as in Example 1.
To find a and b, select two values of s and evaluate both sides of (2). From the
resulting algebraic equations, one may solve for a and b. If s=0 is not a pole, one may
select s=0 and find b first, then find a using another value of s. If s=0 is a pole, one must
6
select two nonzero values of s, which generally give two simultaneous equations for a
and b.
Since zero is not a pole in this example, evaluate (2) at s=0 to obtain
4 0
0 .
2 0
8
1
) 4 0 )( 2 0 (
1 0
) 0 (
2 2
+
+
+
+
+ +
+
b a
Y .
Solving yields b=3/4.
Selecting now s=1 gives
4 1
4
3
2 1
8
1
) 4 1 )( 2 1 (
1 1
) 1 (
2 2
+
+
+
+
+ +
+
a
Y ,
which yields a=1/8.
The PFE is thus given by
4
4
3
4
8
1
2
8
1
4
4
3
8
1
2
8
1
) 4 )( 2 (
1
) (
2 2 2 2
+
+
+
+
+
+
+
+
+
+ +
+
s s
s
s s
s
s s s
s
s Y .
Now the transform table says that
) ( 2 sin
8
3
2 cos
8
1
8
1
) (
1
2
t u t t e t y
t
,
_
+ + .
Note that the poles are at 2 , 2 j s t . However, we did not use any terms in 'j' in
this evaluation. We kept the imaginary pole pair together as
2 2
+ s .
Example 4- Complex Pole Pair
Find the inverse transform of
) 7 4 )( 1 (
2
) (
2
+ + +
s s s
s
s Y .
Using the techniques in Example 3 one may see that
7 4
4
13
4
3
1
4
3
) (
2
+ +
+
+
+
s s
s
s
s Y .
To find the inverse transform, write the denominator in the form
2 2
) ( + + s to get
7
3 ) 2 (
4
13
4
3
1
4
3
) (
2
+ +
+
+
+
s
s
s
s Y .
Now use the table to see that
) ( 3 sin
3 4
7
3 cos
4
3
4
3
) (
1
2
t u t t e e t y
t t
1
]
1
,
_
+ +
.
Note that the complex poles are at 3 2 j s t , yet we never use 'j' in this
evaluation. We are careful to keep the complex pair together in the quadratic term
2 2
) ( + + s . Note further that the exponential decay term of the complex pair is
t
e
,
while the frequency of oscillation is given by 3 .
Case 4-Relative Degree Equal to Zero
In control theory we do not use Laplace transforms with relative degree less than
zero. If the relative degree of Y(s) is equal to zero, then prior to using the above PFE
techniques one must do one step of long division to write
) ( ) (
1
s Y const s Y +
where const is a constant and the relative degree of Y
1
(s) is one or more.
Example 5- Relative Degree Zero
Find the inverse Laplace transform of
6 11 6
18 34 18 3
) (
2 3
2 3
+ + +
+ + +
s s s
s s s
s Y .
This transform has relative degree of zero, so the PFE does not give the correct
answer. To find the time function, perform one step of long division to write
6 11 6
3 ) (
2 3
+ + +
+
s s s
s
s Y .
The second term now has relative degree of 1 and one can proceed using the techniques
given above.
In fact, using the results of Example 1, one sees that
) ( )
2
3
2
2
1
( ) ( ) (
1
3 2
0
t u e e e t u t y
t t t
+ + .
8
If the transform relative degree is zero, it means that the time function contains the
impulse function u
0
(t).