Laplace Transform

Zain Shami
Introduction
• Laplace and the z-transforms are fundamental operational methods
for studying linear time-invariant (lti), single-input single-output
(SISO) systems
• The transforms convert a differential equation describing an lti system
into an algebraic equation, which is obviously easy to solve as
compared to the differential equation and hence reduces
computational effort
• We will consider only the Laplace transforms
Laplace Transform
• Laplace transform converts a differential equation describing an lti
system into an algebraic equation in a complex plane in terms of a
complex variable s
• If the algebraic equation in s is solved for the dependent variable,
then the solution of the differential equation (the inverse Laplace
transform of the dependent variable) may be found by consulting a
table of Laplace transforms or by using the partial fraction expansion
technique
• An advantage of the Laplace transform method is that it allows the
use of graphical techniques for predicting the system performance
without actually solving the differential equations
Laplace Transform (Continued)
• Two such graphical techniques are: (1) the block diagrams (2) the
signal flow graphs
• Another advantage of the Laplace transform method is that, when
one solves the differential equation, both the transient component
and the steady-state component of the solution can be obtained
simultaneously
• The complex variable s may be written as:

Where σ is the real part, jω the imaginary part and j = √-1

Laplace Transform (Continued)
• The analysis of dynamic systems based on Laplace transforms in
terms of the complex variable s or the real frequency variable ω is
called the frequency-domain analysis of a control system
• The frequency-domain analysis is limited to lti and SISO systems
• In contrast, the time-domain analysis directly in terms of the real time
variable t based on state space formulation is more amenable to
computers, and can effectively handle lti, non-linear and MIMO
systems
The Laplace Transform
• The Laplace transform of f(t), a function of time, is given by
∞
ℒ𝑓 𝑡 = 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠)
0
• The lower limite may be chosen as 0− to include discontinuities such
as impulse or 0+ to exclude the discontinuities
The Inverse Laplace Transform
• The reverse process of finding the time function f(t) from the Laplace
transform F(s) is called the inverse Laplace transform and is written as
ℒ−1 𝐹(𝑠) = 𝑓(𝑡)
• The inverse Laplace transform may be found from the table of Laplace
transforms, or determined using the technique of partial fractions
Derivation of Laplace Transforms
• Exponential Function: 𝑒 −𝑎𝑡
f(t) = 0 for t < 0
= 𝑒 −𝑎𝑡 for t ≥ 0
∞
∞ −𝑎𝑡 −𝑠𝑡 ∞ −(𝑠+𝑎)𝑡 𝑒 −(𝑠+𝑎)𝑡 1
ℒ𝑓 𝑡 = 0
𝑒 𝑒 𝑑𝑡 = 0
𝑒 𝑑𝑡 = =
𝑠+𝑎 0 𝑠+𝑎
• Step Function
f(t) = 0 for t < 0
= A for t > 0
Undefined for t = 0 ∞
∞ −𝑠𝑡
𝐴𝑒 𝐴
ℒ𝐴 = 𝐴𝑒 −𝑠𝑡 𝑑𝑡 = =
0 𝑠 0
𝑠
Derivation of Laplace Transforms (Continued)
• Unit Step Function: 1
f(t) = 0 for t < 0
= 1 for t > 0
Undefined for t = 0
∞ −𝑠𝑡 ∞
𝑒 1
ℒ1 = 𝑒 −𝑠𝑡 𝑑𝑡 = =
0 𝑠 0
𝑠
Derivation of Laplace Transforms (Continued)
• Ramp Function: f(t) = At
f(t) = 0 for t < 0
= At for t ≥ 0
ℒ𝑓 𝑡
∞ −𝑠𝑡 ∞ ∞ ∞
−𝑠𝑡
𝐴𝑡𝑒 𝐴𝑒 −𝑠𝑡 𝐴𝑒 −𝑠𝑡 𝐴
= 𝐴𝑡𝑒 𝑑𝑡 = − − 𝑑𝑡 = 0 − = 2
0 𝑠 0 0 𝑠 𝑠2 0
𝑠
Note: Integration by parts 𝑢. 𝑑𝑣 = 𝑢𝑣 − 𝑣. 𝑑𝑢
Let u = t and 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡, and use integration by parts shown above
Derivation of Laplace Transforms (Continued)
• Unit Ramp Function: f(t) = t
f(t) = 0 for t < 0
= t for t ≥ 0
∞ −𝑠𝑡 ∞ ∞ −𝑠𝑡 −𝑠𝑡 ∞
𝑡𝑒 𝑒 𝑒 1
ℒ𝑓 𝑡 = 𝑡𝑒 −𝑠𝑡 𝑑𝑡 = − − 𝑑𝑡 = 0 − 2 = 2
0 𝑠 0 0 𝑠 𝑠 0
𝑠
Derivation of Laplace Transforms (Continued)
• Sinusoidal Function: f(t) = sin ωt
f(t) = 0 for t < 0
= sin ωt for t ≥ 0; ω = constant
ℒ sin 𝜔𝑡
∞ ∞ ∞
1 𝑗𝜔𝑡 1 1 1 1
= (𝑒 − 𝑒 −𝑗𝜔𝑡 )𝑒 −𝑠𝑡 𝑑𝑡 = [ 𝑒 𝑗𝜔−𝑠 𝑡 𝑑𝑡 − 𝑒− 𝑗𝜔+𝑠 𝑡 𝑑𝑡] = ( − )
0 2𝑗 2𝑗 0 0 2𝑗 𝑠 − 𝑗𝜔 𝑠 + 𝑗𝜔

𝜔
= 2
𝑠 + 𝜔2
Similarly

𝑠
ℒ cos 𝜔𝑡 = 2
𝑠 + 𝜔2
Derivation of Laplace Transforms (Continued)
• If ℒ 𝑓(𝑡) = 𝐹 𝑠 , α is a positive real number, and f(t - α) = 0 for 0 < t < α, then
ℒ 𝑓(𝑡 − 𝛼) = 𝑒 −𝛼𝑠 𝐹 𝑠
• Thus translation of f(t) in the positive t direction
−𝛼𝑠
in the real domain becomes
multiplication of F(s) by the exponential 𝑒 in the complex s-domain. It may be
noted that f(t- α) is the original function f(t) delayed by α as shown below
• Proof:
∞
ℒ 𝑓(𝑡 − 𝛼) = 𝑓 𝑡 − 𝛼 𝑒 −𝑠𝑡 . 𝑑𝑡
0
Let t – α = r
∞ ∞
ℒ 𝑓(𝑡 − 𝛼) = 𝑓 𝑟 𝑒 −𝑠(𝑟+𝑑) . 𝑑𝑟 = 𝑒 −𝑠𝑑 𝑓 𝑟 𝑒 −𝑠𝑟 . 𝑑𝑟 = 𝑒 −𝑠𝑑 . 𝐹(𝑠)
0 0
Derivation of Laplace Transforms (Continued)
• Pulse Function
A pulse function is defined by
1
𝑝 𝑡 = 0<t≤a
𝑎
=0 elsewhere
It may be noted that
𝑢 𝑡 − 𝑢(𝑡 − 𝑎)
𝑝 𝑡 =
𝑎
Where u(t) is the unit step function
−𝑠𝑎
1 1 1 1 1 − 𝑒
ℒ[𝑝 𝑡 ] = { ℒ[𝑢 𝑡 − ℒ[𝑢 𝑡 − 𝑎 ]} = [ − 𝑒 −𝑎𝑠 ] =
𝑎 𝑎 𝑠 𝑠 𝑠𝑎
Derivation of Laplace Transforms (Continued)
• Unit Impulse or Dirac Delta Function
A unit impulse or a Dirac delta function at t = 0, denoted by 𝛿(𝑡), is
defined as
𝛿 𝑡 = lim 𝑝(𝑡)
𝑎→0
1 − 𝑒 −𝑠𝑎
ℒ[𝛿 𝑡 ] = lim =1
𝑎→0 𝑠𝑎
𝑑
Also, 𝛿 𝑡 = 𝑢 𝑡
𝑑𝑡
𝑑 1
ℒ[𝛿 𝑡 ] = ℒ[ 𝑢 𝑡 ] = 𝑠ℒ 𝑢 𝑡 −𝑢 0 =𝑠 −0=1
𝑑𝑡 𝑠
Derivation of Laplace Transforms (Continued)
∞ ∞
ℒ[𝑒 −𝛼𝑡 𝑓 𝑡 ] = 𝑒 −𝛼𝑡 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑓 𝑡 𝑒 − 𝑠+𝛼 𝑡 𝑑𝑡 = 𝐹(𝑠 + 𝛼)
0 0
or ℒ[𝑒 −𝛼𝑡 𝑓 𝑡 ] = F s + α also ℒ[𝑒 𝛼𝑡 𝑓 𝑡 ] = F s − α
Thus multiplication of f(t) by 𝑒 −𝛼𝑡 has the effect−𝛼𝑡
of replacing s by (s + α) in
the Laplace transform. Thus multiplication by 𝑒 in the real domain is
equivalent to translation in the s-domain
Example:
𝜔 𝜔
ℒ sin 𝜔𝑡 = 2 2 ℒ 𝑒 −𝛼𝑡 sin 𝜔𝑡 = 𝐹 𝑠 + 𝛼 = 2 2
𝑠 +𝜔 (𝑠+𝛼) +𝜔

𝑠 −𝛼𝑡 𝑠+𝛼
ℒ cos 𝜔𝑡 = ℒ𝑒 sin 𝜔𝑡 = 𝐹 𝑠 + 𝛼 =
𝑠2 +𝜔2 (𝑠+𝛼)2 +𝜔2
Time Scaling: Change of time scale
𝑡
ℒ 𝑓( ) = 𝛼𝐹 𝛼𝑠
𝛼
Proof:
∞
𝑡 𝑡 −𝑠𝑡
ℒ 𝑓( ) = 𝑓 𝑒 𝑑𝑡
𝛼 0 𝛼
𝑡
Let =𝑟
𝛼 ∞
𝑡
ℒ 𝑓( ) = α 𝑓 𝑟 𝑒 − 𝛼𝑠 𝑟 𝑑𝑡 = 𝛼𝐹(𝛼𝑠)
𝛼 0
This result is useful to change the time scale or normalize a given time
function
Example
𝑡
𝑡 −5
Let us consider 𝑓 𝑡 = 𝑒 −𝑡 and 𝑓 =𝑒
5
1
ℒ 𝑓(𝑡) =ℒ 𝑒 −𝑡 =𝐹 𝑠 =
𝑠+1
𝑡
𝑡 −5 5
ℒ 𝑓( ) =ℒ 𝑒 = 5𝐹 5𝑠 =
5 5𝑠+1
This can be verified because
1 5
ℒ 𝑒 −0.2𝑡 = =
𝑠+0.2 5𝑠+1
Properties of Laplace transforms
• Linearity

• We have already applied this property for finding the Laplace

transforms of sinusoidal functions
Real Differentiation
∞
∞ −𝑠𝑡 ∞ −𝑠𝑡
−𝑠𝑡
𝑒 𝑒 𝑑 𝑓 0 1 𝑑
𝐹 𝑠 = 𝑓 𝑡 𝑒 𝑑𝑡 = 𝑓(𝑡) − 𝑓 𝑡 . dt = + ℒ 𝑓(𝑡)
0 −𝑠 0 −𝑠 𝑑𝑡 𝑠 𝑠 𝑑𝑡
0
𝑑
ℒ 𝑓(𝑡) = 𝑠𝐹 𝑠 − 𝑓 0
𝑑𝑡
Also if we let
𝑑
𝑓 𝑡 = 𝑔(𝑡)
𝑑𝑡
𝑑2 𝑑 𝑑
Then ℒ 𝑓(𝑡) =ℒ 𝑔(𝑡) = 𝑠 ℒ 𝑔(𝑡) − 𝑔 0 = 𝑠ℒ 𝑓 𝑡 − 𝑓 0 = 𝑠2F s −
𝑑𝑡 2 𝑑𝑡 𝑑𝑡

sf 0 − 𝑓 0
Real Differentiation (Continued)
• Generalizing
𝑑𝑛
ℒ 𝑛
𝑓(𝑡)
𝑑𝑡
= 𝑠 𝑛 F s − 𝑠 𝑛−1 f 0 − 𝑠 𝑛−1 𝑓 0 −. . … . … s𝑓 𝑛−2
0
− s𝑓 𝑛−1 (0)
Alternative method
Finding Inverse Laplace
There are three methods of finding an inverse Laplace:
• Contour Integration
• Table of Laplace Transforms
• Partial-fraction expansion

• We shall be using the partial-fraction expansion

Finding Inverse Laplace (Continued)
• Partial-fraction expansion
Consider F(s) written in factored form:

Where z are zeroes and p are poles

Taking Partial fractions:
Finding Inverse Laplace (Continued)

• Where 𝑎𝑘 (k=1,2,3,….,n) are constants called residues. The coefficient

𝑎𝑘 is called the residue of the pole s = −𝑝𝑘
• The value of 𝑎𝑘 can be found by multiplying both sides of the
equation by (s + 𝑝𝑘 ) and letting s = −𝑝𝑘 which gives:
Finding Inverse Laplace (Continued)
• We observe that all expanded terms drop out with the exception of
𝑎𝑘
• Thus the residue is found from
Example
• Find the inverse laplace transform of:
Solution of LTI Differential Equations
• Using the Laplace transform method, the lti differential equations can
be solved in two steps:
• Take the Laplace transform of each term in the given differential
equation thus converting the differential equation into an algebraic
equation in the s-domain. Rearrange the algebraic equation to get an
expression for the Laplace transform of the dependent variable
• The solution of the differential equation is obtained in the time
domain by taking the inverse Laplace transform of the dependent
variable
Example no. 1
Example no. 2
• Find the solution x(t) of the differential equation:
Example no. 3

• Find Y(s)/U(s)
Transfer Function
• In control theory, functions called transfer functions are commonly
used to characterize the input-ouput (I/O) relationships of
components or systems that can be described by lti differential
equations
• An lti differential equation in the I/O form may generally be written as

• Where u represents input, y represents output, and (n) stands for n-

th derivative
Transfer Function (Continued)
• Taking the Laplace transforms of both sides under assumptions of zero
initial conditions gives

• Where G(s) is called the transfer function

• The transfer function of an lti de system is defined as the ratio of the
Laplace transform of the output (response function) to the Laplace
transform of input (driving function) under the assumption that all initial
conditions are zero
Transfer Function (Continued)
• By using the concept of transfer function, it is possible to represent
system dynamics by algebraic equations in s
• If the highest power of s in the denominator is n, the system is called
an n-th order system
• To avoid confusion, the term transfer function is reserved to describe
the input-output relation and transmittance is used to denote the
similar relation between pair of signals other than the input and
output
Transfer Function (Continued)
• The transfer function denominator polynomial is the system
characteristic polynomial and roots of the characteristic polynomial
that is the solution of the characteristic equation

are known as the system’s characteristic roots

• The transfer function G(s) is a scalar valued rational function of s and
may be written as
Transfer Function (Continued)

Where K is called the system gain factor

• The roots of the numerator polynomial are called the zeros and the
roots of the denominator are called the poles
• The poles are identical to the eigenvalues of the system matrix
• The transfer function is written in many texts as
Transfer Function (Example No. 1)
• The system is represented by the differential equation (de)

find the system transfer function if all the initial conditions are zero
Transfer Function (Example No. 2)
System Stability
• The stability of an lti system can be determined from the
characteristic equation
• The denominator of the system transfer function set equal to zero is
the characteristic equation
• If all the roots (poles) of the denominator have negative real parts,
the system is stable
• Roots lying on the imaginary axis, make the system marginally stable
System Stability (Examples)
• Are the systems represented by the following transfer functions
stable or unstable:
Transfer function to Differential Equation
• Find the model differential equation corresponding to the function: