Control Engineering

Dr. Ramkrishna Pasumarthy

Electrical Engineering Dept.
IIT Madras
Module 2: Lecture 1
Laplace Transforms
 Time Domain Vs Frequency Domain
Time Domain Frequency Domain
• Time domain graph shows • Frequency domain graph shows
how a signal changes over how much of a signal lies within
time each frequency
• In a time domain graph, the • Signal is represented by a sum of
magnitude 𝑥(𝑡) of the signal sinusoids of different frequencies
at each time instant 𝑡 is (𝜔 / 𝑓), each with certain
represented magnitude 𝑋(𝑤)
• Phase shift (𝜙) of each of the
sinusoids is also recorded
Module 2: Lecture 1 3
Time Domain Graph: Example
𝜋
𝑥 𝑡 = sin 𝑡 + + 2 sin 2𝑡
3

At 𝑡 = 0, 𝑥(𝑡) = 0.86
𝜋
At 𝑡 = , 𝑥(𝑡) = 2.73
6
𝜋
At 𝑡 = , 𝑥(𝑡) = 0.5
2

Module 2: Lecture 1 4
 Frequency Domain Graph: Example
𝜋 2 sin 2𝑡
sin 𝑡 +
3

𝜋 +
sin 𝑡 + + 2 sin 2𝑡 =
3

𝑡 𝑡
2 frequency 1 𝜋 1
components 𝜔 = 1, 𝑓 = , 𝑋(𝜔) = 1, 𝜙 = 𝜔 = 2, 𝑓 = , 𝑋(𝜔) = 2, 𝜙 = 0
2𝜋 3 𝜋

𝑋(𝜔) 2
𝜙 2𝜋
3

1 𝜋
3

0
0 1 1 1 𝑓 1 1 1 𝑓
𝜋 2𝜋 3𝜋 𝜋 2𝜋 3𝜋

Amplitude Plot Module 2: Lecture 1 Phase Plot 5

 Domain Transformation
• A given function or signal can be converted between the time and
frequency domains using a mathematical transform
• Fourier stated that any signal in time domain can be represented
as a summation of sinusoids of different frequencies (Fourier series
and Fourier transform)
• Sinusoids are preferred because they do not change shape when
passed through an LTI system and there can only be an amplitude
gain and phase shift

Module 2: Lecture 1 6
 Advantages of Domain Transformation
 Each domain of signal representation provides us with different
kind of information of the same signal
 Depending on the objective, analysis in one domain will be
advantageous over analysis in another domain
 For E.g., signals having characteristics that change with frequency
can be easily analysed in frequency domain compared to time
domain

Module 2: Lecture 1 7
 Laplace Transform: Motivation
• Consider the model of a unforced Mass-Spring-Damper system:
𝑀𝑥 + 𝐵𝑥 + 𝐾𝑥 = 0
• Solution to this equation is of the form: 𝑥 𝑡 = 𝑒 −𝜎𝑡 𝐴 sin 𝜔𝑡 + 𝜙
i.e., the displacement 𝑥(𝑡) can have exponential and sinusoidal terms
• Exponential term is due to damper while sinusoidal term is due to
interconnection between mass and spring

𝑒 −2𝑡
⟶
sin 𝑡

Module 2: Lecture 1 𝑥 𝑡 = 𝑒 −2𝑡 sin 𝑡 8

 Laplace Transform: Motivation
• It is observed that solutions to differential equations of LTI systems are
either exponentials or sinusoids or combinations of both
• In frequency domain transformation, signals are decomposed into
sinusoids described by an amplitude and phase at each frequency
• To account for exponential response as well, we extend the idea of
frequency domain representation
• A new transformation is defined such that signals are decomposed into
both sinusoids and exponentials

Module 2: Lecture 1 9
 Laplace Transform
• Laplace transform decomposes signals in time domain into a domain
of both sine and exponential functions
• Domain of Laplace functions is called 𝑠 − domain (Simon Laplace)
• 𝑠 is a complex number i.e., 𝑠 − plane is 2-dimensional: one dimension
to describe the frequency of sine wave (𝜔) and another to describe
the exponential term (𝜎)
𝑠 = 𝜎 + 𝑗𝜔
• Given 𝑠, we can get an exponential sinusoidal signal as
𝑒 𝑠𝑡 = 𝑒 𝜎+𝑗𝜔 𝑡 = 𝑒 𝜎𝑡 cos 𝜔𝑡 + 𝑗 sin 𝜔𝑡

Module 2: Lecture 1 10
 Laplace Transform
• Given a signal 𝑥(𝑡), its Laplace transform is given by:
∞

ℒ 𝑥 𝑡 =𝑋 𝑠 = 𝑥 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 (1)
0
• ℒ . − Laplace transform operator
• Existence of Laplace transform depends on the convergence of the
integral in Eq.(1) which depends on the value of 𝜎
• The region in 𝑠 −plane in which the Laplace transform exists for a
function 𝑥(𝑡) is called the Region of Convergence (ROC)

Module 2: Lecture 1 11
 Laplace Transform : Example 1
• Find the Laplace transform of 𝑥 𝑡 = 𝛿(𝑡) (Impulse function)
∞

ℒ 𝑥 𝑡 =𝑋 𝑠 = 𝛿(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0

⟹ 𝑋 𝑠 = 𝑒 −𝑠𝑡 = 𝑒0 = 1
𝑡=0

ℒ 𝛿(𝑡) = 1

Module 2: Lecture 1 12
 Laplace Transform : Example 2
• Find the Laplace transform of 𝑥 𝑡 = 𝑒 −𝑎𝑡
∞

ℒ 𝑥 𝑡 =𝑋 𝑠 = 𝑒 −𝑎𝑡 𝑒−𝑠𝑡 𝑑𝑡
0

∞
𝑒 − 𝑠+𝑎 𝑡 1
⟹𝑋 𝑠 = = 1
− 𝑠+𝑎 𝑠+𝑎 ℒ 𝑒 −𝑎𝑡 =
0 𝑠+𝑎

if 𝑠 + 𝑎 > 0 ⟹ 𝜎 + 𝑎 > 0 ⟹ 𝜎 > −𝑎 (ROC)

Module 2: Lecture 1 13
 Laplace Transform : Example 3
• Find the Laplace transform of 𝑥 𝑡 = 𝑡
∞

ℒ 𝑥 𝑡 =𝑋 𝑠 = 𝑡𝑒 −𝑠𝑡 𝑑𝑡
0
𝑏 𝑏 𝑏 1
Integration by parts: 𝑎
𝑢𝑑𝑣 = 𝑢𝑣 𝑎 − 𝑎
𝑣𝑑𝑢 ; 𝑢 = 𝑡, 𝑣 = − 𝑒 −𝑠𝑡
𝑠
∞ ∞
𝑡 1 1
⟹ 𝑋 𝑠 = − 𝑒 −𝑠𝑡 − − 𝑒 −𝑠𝑡 𝑑𝑡 ℒ 𝑡 =
𝑠 0 0 𝑠 𝑠2
∞
1 𝑒 −𝑠𝑡 1
⟹𝑋 𝑠 = 0−0 − = 𝑛!
𝑠 −𝑠 0
𝑠2 ℒ 𝑡𝑛 =
𝑠 𝑛+1
Module 2: Lecture 1 14
 Laplace Transform : Example 4
• Find the Laplace transform of 𝑥 𝑡 = sin 𝑎𝑡
∞

ℒ 𝑥 𝑡 =𝑋 𝑠 = sin 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
∞ ∞
𝑒 𝑗𝑎𝑡 − 𝑒 −𝑗𝑎𝑡 𝑒 −(𝑠−𝑗𝑎𝑡) − 𝑒 −(𝑠+𝑗𝑎𝑡)
⟹𝑋 𝑠 = 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑑𝑡
2𝑗 2𝑗
0 0
𝑎
− 𝑠−𝑗𝑎 𝑡 ∞ − 𝑠+𝑗𝑎 𝑡 ∞ ℒ sin 𝑎𝑡 =
1 𝑒 1 𝑒 𝑠 2 + 𝑎2
⟹𝑋 𝑠 = −
2𝑗 − 𝑠 − 𝑗𝑎 0
2𝑗 − 𝑠 + 𝑗𝑎 0

1 1 1 𝑎 𝑠
⟹𝑋 𝑠 = − = 2 ℒ cos 𝑎𝑡 = 2
2𝑗 𝑠 − 𝑗𝑎 𝑠 + 𝑗𝑎 𝑠 + 𝑎2 𝑠 + 𝑎2
Module 2: Lecture 1 15
 Properties of Laplace Transform
• Finding the Laplace transform of 𝑥(𝑡) following the basic
definition is cumbersome in many cases
• To simplify the process, certain properties of Laplace transform
have been derived from basic definition
• In practice, Laplace transforms are obtained by the application of
one or more of these derived properties

Module 2: Lecture 1 16
 Properties of Laplace Transform
1. Linearity:
ℒ
𝑥1 𝑡 𝑋1(𝑠)
ℒ
𝑥2 𝑡 𝑋2 (𝑠)
ℒ
⟹ 𝑎𝑥1 𝑡 + 𝑏𝑥2 𝑡 𝑎𝑋1 𝑠 + 𝑏𝑋2(𝑠)

2. Time shifting:
ℒ
𝑥 𝑡 𝑋(𝑠)
ℒ
⟹ 𝑥 𝑡 − 𝑡0 𝑒 −𝑠𝑡0 𝑋 𝑠

Module 2: Lecture 1 17
 Properties of Laplace Transform
3. Time scaling:
ℒ
𝑥 𝑡 𝑋(𝑠)
ℒ 1 𝑠
⟹ 𝑥 𝑎𝑡 𝑋
𝑎 𝑎

4. Time reversal:
ℒ
𝑥 𝑡 𝑋(𝑠)
ℒ
⟹ 𝑥 −𝑡 𝑋 −𝑠

Module 2: Lecture 1 18
 Properties of Laplace Transform
5. Time differentiation:
ℒ 𝑑𝑥 𝑡 ℒ
𝑥 𝑡 𝑋(𝑠) ⟹ 𝑠𝑋 𝑠 − 𝑥(0)
𝑑𝑡
𝑑2𝑥 𝑡 ℒ 2
2 𝑠 𝑋 𝑠 − 𝑠𝑥 0 − 𝑥′(0)
𝑑𝑡
𝑛
𝑑 𝑥𝑡 ℒ 𝑛 𝑛−1 𝑛−2 ′ (𝑛−1)
𝑠 𝑋 𝑠 − 𝑠 𝑥 0 − 𝑠 𝑥 0 … − 𝑥 (0)
𝑑𝑡 𝑛
6. Time integration:
ℒ
𝑥 𝑡 𝑋(𝑠)
𝑡 ℒ 1
⟹ 𝑥 𝜏 𝑑𝜏 𝑋 𝑠
0 𝑠

Module 2: Lecture 1 19
 Properties of Laplace Transform
7. Frequency differentiation:
ℒ
𝑥 𝑡 𝑋(𝑠)
ℒ 𝑑
⟹ 𝑡𝑥 𝑡 − 𝑋 𝑠
𝑑𝑠
𝑛
ℒ 𝑑
𝑡 𝑛 𝑥(𝑡) −1 𝑛 𝑛 𝑋 𝑠
𝑑𝑠
8. Frequency integration:
ℒ
𝑥 𝑡 𝑋(𝑠)
1 ℒ ∞
⟹ 𝑥(𝑡) 𝑋 𝑢 𝑑𝑢
𝑡 𝑠
Module 2: Lecture 1 20
 Properties of Laplace Transform
9. Frequency shifting:
ℒ
𝑥 𝑡 𝑋(𝑠)
ℒ
𝑠0 𝑡
⟹𝑒 𝑥 𝑡 𝑋 𝑠 − 𝑠0

10. Periodic Function:

Laplace transform of a piecewise periodic function 𝑓(𝑡) with period
𝑝 is given by:
1 𝑝
−𝑠𝑡
𝑋 𝑠 = −𝑝𝑠 𝑒 𝑥 𝑡 𝑑𝑡
1−𝑒 0
Module 2: Lecture 1 21
 Initial Value Theorem (IVT)
• Relates the 𝑠 − domain expressions to the time domain
behaviour as time approaches zero:
lim 𝑥 𝑡 = lim 𝑠𝑋(𝑠)
𝑡→0 𝑠→∞
 E.g. 𝑥 𝑡 = 3 + 4 cos 𝑡
lim 𝑥 𝑡 = 3 + 4 = 7
𝑡→0
3 4𝑠
lim 𝑠𝑋(𝑠) = lim 𝑠 + 2
𝑠→∞ 𝑠→∞ 𝑠 𝑠 +1
4𝑠 2 4
⟹ lim 3 + 2 = lim 3 + =3+4= 7
𝑠→∞ 𝑠 +1 𝑠→∞ 1
1+ 2
𝑠
• Note: IVT is applicable only in the cases where the Laplace transform
exists and its limit exists as 𝑠 → ∞
Module 2: Lecture 1 22
 Final Value Theorem (FVT)
• Relates the 𝑠 − domain expressions to the time domain
behaviour as time approaches infinity:
lim 𝑥 𝑡 = lim 𝑠𝑋(𝑠)
𝑡→∞ 𝑠→0
1−𝑒−2𝑡
 E.g. 𝑥 𝑡 =
2
1+0 1
lim 𝑥 𝑡 = =
𝑡→∞ 2 2
𝑠 1 1 1 1 1
lim 𝑠𝑋(𝑠) = lim − = − lim =
𝑠→0 𝑠→0 2 𝑠 𝑠+2 2 𝑠→0 𝑠 + 2 2

• Note: FVT is applicable only in the cases where the Laplace transform
exists and its limit exists as 𝑠 → 0, and also final value should exist
Module 2: Lecture 1 23
 Overview
Summary : Lecture 1 Contents : Lecture 2
 Domain transformation  Inverse Laplace Transform and
 Laplace transform and its their properties
advantages  Convolution
 Properties of Laplace transforms
 Initial value theorem and Final
value theorem

Module 2: Lecture 1 24