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Lecture 4

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Lecture: 04

Laplace Transform of Continuous-time


Signals & Systems

By
Afrin Ahmed
Laplace Transform

The Laplace transform is an extremely useful mathematical tool in


the analysis and design of continuous-time LTI systems.
It is used to convert time-domain signal into the s-domain, where s
is a complex variable called Laplace operator.
The power of the Laplace transform is in converting linear differential
equations with constant coefficients into algebraic equations which
are easier to solve.
- By converting signal into s-domain, we can avoid using the convolution
integral by simply multiplying the transformed quantities in the s-domain.

7.2
Laplace Transform
For a general continuous-time signal f(t), its Laplace transform F(s) is
defined as

The variable s is generally complex-valued and is expressed as


(with real part σ and imaginary part ω)

The Equation is sometimes considered an operator that transforms


a signal f(t) into a function F(s) symbolically represented by

F(t) = f(t)

The signal x(t) and its Laplace transform X(s) are said to form a
Laplace transform pair denoted as

7.3
Laplace Transform vs Fourier Transform
Laplace Transform Fourier Transform
The Laplace transform of a function x(t) can be represented as The Fourier transform of a function x(t) can be
a continuous sum of complex exponential damped waves of the represented by a continuous sum of exponential
form est. functions of the form of ejωt.
The Fourier transform is also applied for solving the
The Laplace transform is applied for solving the differential
differential equations that relate the input and output of a
equations that relate the input and output of a system.
system.
The Laplace transform can be used to analyze unstable Fourier transform cannot be used to analyze unstable
systems. systems.
Laplace Transform does not require that the function is defined Fourier Transform is only defined for functions that are
for a set of negative real numbers. defined for all real numbers.
On the other hand, it is not always true that every
Laplace transform exists for every function with a Fourier
function with a Laplace Transform has a Fourier
Transform.
Transformer.
The Fourier transform is rarely used for solving the
The Laplace transform is widely used for solving differential
differential equations since the Fourier transform does
equations since the Laplace transform exists even for the
not exists for many signals. For example |x(t)| as it is not
signals for which the Fourier transform does not exist.
absolutely integrable.
The Laplace transform has a convergence factor and hence it is The Fourier transform does not have any convergence
more general. factor.
The Fourier transform is equivalent to the Laplace
The Laplace transform of a signal x(t) is equivalent to the
transform evaluated along the imaginary axis of the
Fourier transform of the signal x(t)e-σt.
Forms of Laplace Transform
Signals and systems use two forms of Laplace
transform (LT):
1) Unilateral (one-sided) Laplace transform
2) Bilateral (two-sided) Laplace transform
If the type of Laplace transform is not specified, it can
be assumed that you should calculate the unilateral
version.

7.6
Forms of Laplace Transform
Unilateral (one-sided) Laplace transform:
The one-sided LT accepts one-sided signal whose extent is
infinite for either t < 0 or t > 0.
One-sided LT can not work with both causal and non-causal
system models;
A unilateral Laplace transform is defined as:

For a right-sided, or unilateral, signal x(t), sometimes written as


x(t)u(t) to emphasize that the signal is zero for t<0, the
unilateral Laplace transform is defined as

Here s is a complex variable, often written in rectangular form


using the standard notation s =σ + jω.
If the type of Laplace transform is not specified, it can be
assumed that you should calculate the unilateral version.

7.7
Zeros and Poles of Laplace Transform

If we can find the zeros and poles of X(s), we can get a general
idea of what the waveform f(t) will look like.
For example, if the roots (poles and zeros) are real, then the
waveform is exponential. If they’re imaginary, then it is a
combination of sines and cosines. And if they are complex, then
its is a damping sinusoid.

7.8
Condition for existence of Laplace Transform
The necessary and sufficient conditions for the existence of the Laplace
transform are −
1. The function x(t) should be piece-wise continuous in the given closed
interval and must be of exponential order.
2. The function x(t)e-st should be integrable
3. Input function can have non- integrable part combined with integrable
ones.
Region of Convergence (ROC)
Not all functions (signals) possess a Laplace transform and those that have
Laplace transform is often limited to a region of the so-called s-plane defined
by the real axis (σ) versus the imaginary axis (jω), referred to as the region
of convergence (ROC).

It is the range of complex variables s in s-plane for which the equation of


Laplace transform is finite or convergent.

Thus, the Laplace transform has two parts- the expression and the region of
convergence respectively. The region of convergence of the Laplace transform
is essentially determined by Re(s).

The ROC in general gives us an idea of the stability of a system and is also
a representation of the poles-zero plot of a system. It is essential to note that
the ROC never includes poles.

To illustrate the Laplace transform and the associated ROC, let us consider
some examples.
7.10
Properties of Region of Convergence (ROC)
Region of Convergence (ROC)
Region of Convergence (ROC)
Example:
Consider the signal x(t)=e-atu(t) where a is real
According to the definition, the Laplace transform of x(t) is:

Because limt->∞ e-(s+a)t=0 only if Re(s+a)>0 or Re(s)>-a


Thus, the ROC for this example is specified as Re(s) >-a and is
displayed in the complex plane as shown in Fig. 3-1 by the
shaded area to the right of the line Re(s) =-a.
In Laplace transform applications, the complex plane is
commonly referred to as the s-plane. The horizontal and vertical
axes are sometimes referred to as the σ-axis and the jω-axis,
respectively.

7.13
Region of Convergence (ROC)
Example-1:

Figure-3.1: ROC for example-1.


7.14
Region of Convergence (ROC)
Properties of Laplace Transform
Linearity:
The Laplace transform of a linear combination of several
functions is equivalent to the linear combination of the Laplace
transforms of the individual functions.

and

Then, the Laplace transform of z(t) = c1x1(t) + c2x2(t) is:

7.16 and, thus, linearity of Laplace transform is established.


Properties of Laplace Transform
Properties of Laplace Transform
Time Shift:
Let

Then the Laplace transform of x(t - t0) is

The proof is easily obtained from the definition of the Laplace


transform and a simple change of variables by letting a=t-t 0.;
thus, we have:

7.18
Properties of Laplace Transform
Frequency Shift:
Multiplication of signal x(t) by eat in the time-domain
corresponds to a frequency shift in the s-domain:

Proof:

7.19
Properties of Laplace Transform
Time-domain Differentiation:
Differentiation of a signal x(t) in the time-domain
corresponds to multiplication by s in the s-domain:

Frequency-domain Differentiation:
Multiplication of a signal x(t) by t in the time-domain
corresponds to differentiation in the s-domain with
negation:

7.20
Properties of Laplace Transform
Convolution Property:
This is one of the most important properties of the Laplace
transform as it pertains to the analysis and design of LTI
systems.
This property states that convolution between two functions in
the time domain corresponds to multiplication of their Laplace
transforms in the s-domain.
Let h(t) and x(t) be two functions that have Laplace transforms
H(s) and X(s) respectively. Then

7.21
Laplace Transform of Some Useful Functions
Here we compute the Laplace transforms of some functions
often encountered in the study of LTI systems.
❖ The Laplace transform properties discussed above in conjunction
with the Laplace transform of the functions given below can be
used to obtain the Laplace transforms of a much larger variety of
functions.

1. The Laplace transform of the delta function:

2. The Laplace transform of unit step function:

7.22
Laplace Transform of Some Useful Functions
3. The Laplace transform of x(t)= e-atu(t):

7.23
Euler’s Formula
Determining Laplace Transform
Computing Laplace transforms directly can be fairly
complicated.
❖ Usually we use a table of transforms along with the properties when
computing Laplace transforms of a much larger variety of
signals/functions.
❖ The Laplace transform of most commonly used signals/functions
often encountered in the study of LTI systems is given on the next
slide. Some properties of Laplace transform are also given.

8.25
Formulas derived from the properties of Laplace Transform
Linearity:
If x(t) = c1x1(t) + c2x2(t), then:
X(s) = c1X1(s) + c2X2(s)
Time Shift:

If , then

Time Reversal:

If , then

Time Scaling:

If , then

Multiplication by time:

If , then
8.26
Formulas derived from the properties of Laplace Transform

Frequency Shift:

If , then

Convolution:
If x(t) = x1(t) * x2(t), then: X(s) = X1(s) X2(s)

Time-domain Differentiation:

If , then

Time-domain Integration:

If , then
8.27
Laplace Transform of Some Useful Functions

1. (Unit Impulse function)

2. Or, (Unit Step function)

3.

4.

8.28
Laplace Transform of Some Useful Functions

5.

6.

7.

8.
8.29
Laplace Transform of Some Useful Functions

9.

10.

11.

12.
8.30
Laplace Transform of Some Useful Functions

13.

14.

15.

16.
8.31
Laplace Transform of Some Useful Functions

17.

18.

19.

20.

8.32
Determining Laplace Transform
Here we compute the Laplace transforms of some functions
often encountered in the study of LTI systems.

Example-1:
Find the Laplace transform of the following function:
x(t)=6e-5t+e3t+5t3-9

Solution:
x(t)=6e-5t+e3t+5t3-9

8.33
Determining Laplace Transform
Example-2:
Find the Laplace transform of the following function:
f(t)=4cos(4t)-9sin(4t)+2cos(10t)

Solution:
f(t)=4cos(4t)-9sin(4t)+2cos(10t)

8.34
Determining Laplace Transform
Example-3:
Find the Laplace transform of the following function:
g(t)=3sinh(2t)+3sin(2t)

Solution:
g(t)=3sinh(2t)+3sin(2t)

8.35
Determining Laplace Transform
Example-4:
Find the Laplace transform of the following function:
h(t)=e3t+cos(6t)-e3t cos(6t)

Solution:
h(t)=e3t+cos(6t)-e3t cos(6t)

8.36
Determining Inverse Laplace Transform
Laplace transform converts a time-domain signal into s-domain.
Inverse Laplace transform is used to determine time-domain
signal from s-domain.
If Laplace transform of a time-domain signal x(t) is X(s), then
inverse Laplace transform of X(s) is:

The key to doing inverse transforms is to look at the


denominator (হর) and try to identify what you have got there.
❖ If there is only one entry in the given problem that has a particular
denominator, the next step is to make sure the numerator is
correctly set up for the inverse transform process. If it is not,
correct it and then take the inverse transform.
❖ If there is more than one entry in the given problem that has a
particular denominator, then the numerators of each will be
different, so go up to the numerator and see which one you have
got. If you need to correct the numerator to get it into the correct
form and then take the inverse transform.
So, with this advice in mind let us see if we can take some
inverse transforms.
8.37
Determining Inverse Laplace Transform
Example-1:
Find the inverse Laplace transforms of the function given below.

Solution:
From the denominator of the first term it looks that the first
term is just a constant. The correct numerator for this term is a
“1” so we will just factor the 6 out before taking the inverse
transform.
The second term appears to be an exponential with a = 8 and
the numerator is exactly what it needs to be.
The third term also appears to be an exponential and we will
need to factor the 4 out before taking the inverse transforms.

8.38
Determining Inverse Laplace Transform
Example-2:
Find the inverse Laplace transforms of the function given below.

Solution:
The first term looks like an exponential with a=-2 and we will
need to factor out the 19.
The second term almost looks like an exponential, we have to
factor the 3 out of the denominator since it can’t be there for
the inverse transform.
The denominator of the third term appears to be in the table
with n=4. The numerator however, is not correct for this. There
is currently a 7 in the numerator and we need a 4! = 24 in the
numerator. This is very easy to fix. Whenever a numerator is off
by a multiplicative constant, all we need to do is put the
constant that we need in the numerator. We will just need to
remember to take it back out by dividing by the same constant.

8.39
Determining Inverse Laplace Transform
Example-3:
Find the inverse Laplace transforms of the function given below.

Solution:
Here, the denominator in both terms are same. The first term
has an s in the numerator. We need to factor the 6 out of the
numerator.
The second term has only a constant in the numerator and we
need to multiply/divide a 5 in the numerator to get it correct for
the table.

8.40
Determining Inverse Laplace Transform
Example-4:
Find the inverse Laplace transforms of the function given below.

Solution:
The first term will be a sine once we factor a 3 out of the
denominator, while the second term appears to be a hyperbolic
sine.

8.41
Applications of Laplace Transform
Applications of Laplace Transform

•Analysis of electrical and electronic circuits.

•Breaking down complex differential equations into simpler polynomial forms.

•Laplace transform gives information about steady as well as transient states.

•In machine learning, the Laplace transform is used for making predictions and

making analysis in data mining.

•Laplace transform simplifies calculations in system modeling.

7.42
Applications of Laplace Transform
Application of Laplace Transform In Signal Processing
Laplace transforms are frequently opted for signal processing. Along with the Fourier
transform, the Laplace transform is used to study signals in the frequency domain. When
there are small frequencies in the signal in the frequency domain then one can expect the
signal to be smooth in the time domain. Filtering of a signal is usually done in the
frequency domain for which Laplace acts as an important tool for converting a signal from
time domain to frequency domain.

Application of Laplace Transform In Control Systems


Control systems are usually designed to control the behavior of other devices. Example of
control systems can range from a simple home heating controller to an industrial control
system regulates the behavior of machinery. Generally, control engineers use differential
equations to describe the behavior of various closed loop functional blocks. Laplace
transform is used here for solving these equations without the loss of crucial variable
information.
7.43
Thank You

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