Inverse Laplace Transform Lecture-3

By Mr S M Wijewardana
PhD student QMUL

12-04-2013
Learning Objectives:

1. Introduction to Inverse Laplace Transform
2. Three Methods used to find Inverse Laplace Transform
3. Initial value theorem and the Final value theorem
4. Examples on Inverse Laplace Transform
5. Eigenvalues and Eigenvectors.

Given the Laplace transform F(s), the reverse process of
finding f(t) is called Inverse Laplace Transform.
f(t) =
-1
[F(s)]
Inverse Laplace transform contains no information about
the initial condition. Because Inverse Laplace transform
yields the response for t>0, and the Laplace transform
method is capable of solving problems in which there is a
discontinuity at the origin.
f(0
-
) f(0
+
) Hence, f(0
+
) is not the initial value f(0).

Three main Methods
1. Partial Fraction Method 2.Method of Residues
3.Convplution integral method.
Initiaal and Final Value Theorems
Final Value Theorem- determine the steady-state value
of the system response without finding the inverse
Laplace transform.
Procedure: 1) find the transfer function X (s)
2) multiply X(s) by s
3) take the limit of s X(s) as s goes to zero
4) result is the value of x(t) when t = infinity

Initial Value Theorem- determine the value of the time
Function when t =0 without finding the inverse transform
Procedure: 1) find the transfer function X(s)
2) multiply X(s)b y s
3) take the limit of sX(s) as S
goes to infinity
4) Result is the value of x(t) when t =0
lim x(t) = lim s.X(s)
t goes to 0 then s reaches to infinity
Partial Fraction Method
) 2 )( 1 (
2
) (
+ +
=
s s
s F
Example: Given
Find the time domain function using partial fraction method.
) 2 ( ) 1 ( ) 2 )( 1 (
2
) (
+
+
+
=
+ +
=
s
B
s
A
s s
s F Let
A & B are constants
Multiplying by(s+1)(s+2) both sides of the equation
gives:
2 = A(s+2) + B(s+1)
When s=-2, B= -2: When s=-1, A=2
) 2 (
2
) 1 (
2
) (
+
+
=
s s
s F
By using Inverse Laplace Transform table we can write:
f(t) = 2 e
-t
- 2 e
-2t
G(s)
Input
Output = C(s)
R(s)
Plant
Block diagram represents a simple open-
loop transfer function. Find the time
response of the system if:
) 6 )( 4 (
) 2 (
) (
+ +
+
=
s s
s
s G
Output = Input . G(s)

Hence C(s) = R(s).G(s)
) 6 )( 4 (
) 2 (
.
1
) (
+ +
+
=
s s
s
s
s C
Applying the Initial-value theorem:
) ( lim
lim
) (
0
s sF
s
t
t f

=
) ( lim
lim
) (
0
s sF
s
t
t f

=
e.g.
Solution:
) ( lim
lim
)] ( [
0
s sC
s
t
t C

=
Applying the Final value theorem:
Final value theorem can be applied only if the Laplace transform of f(t) is F(s)
and if sF(s) is analytic on the imaginary axis and in the right half of s-
plane.
0
1
0
24 10
1
2 1
lim
) 6 )( 4 (
) 2 (
lim
2
2
= = =
+ +
+
=
)
`
+ +
+
=

value Initial
s
s
s
s
s s s
s s
s
s
) ( lim
lim
0
)] ( [
s sF
s
t f
t

=

Analytic: take it as convergent function for the time being.
The function G(s):

Is an analytic function at all points in the s-plane except s=-4 and s=-6
Since sF(s) is analytic on the imaginary axis and in the right half of s-
plane, the final-value theorem can be applied.
Therefore:
) 6 )( 4 (
) 2 (
) (
+ +
+
=
s s
s
s G
) ( lim
lim
0
)] ( [
s sC
s
t C
t

=

) 6 )( 4 (
) 2 (
lim
) 6 )( 4 (
) 2 (
lim
0
0
+ +
+
=
+ +
+
=
s s
s
s s s
s s
s
s
Hence the final value(F.V) = 1/12
) 6 ( ) 4 ( ) 6 )( 4 (
) 2 (
) (
+
+
+
+ =
+ +
+
=
s
C
s
B
s
A
s s s
s
s C
By obtaining the partial fractions of C(s) : (A,B,C are constants.
(s+2) =A(s+4)(s+6) + Bs(s+6) + Cs(s+4)

From which A=1/12, B= =1/4, C= -1/3
) 6 ( ) 4 (
) (
3
1
4
1
12
1
+
+
+ =
s s s
s C
By taking Inverse Laplace Transform:
t t
e e t c
6 4
3
1
4
1
12
1
) (

+ =
Since we know the initial value and
the final value of c(t) now we can plot
the graph of c(t) vs t
t
C(t)
1/12
0
k
S S
st n
k
n
n
k
e s F s s
ds
d
n
Rs
=
= ). ( ) (
) 1 ( !
1
1
1
Method of Residues:
Method of residues gives the inverse Laplace Transform of functions with
coefficients. This method is useful to find the Inverse Laplace transform
when the Laplace transform functions are not available in the tables.
The numbers associated with the poles of a function are known as function
residues
The Residue theorem states that if F(s) is a rational function then
inverse Laplace transform of a function is given by:
Poles all
st
e s F of sidues ] ). ( [Re

-1
[F(s)] =
Where the residue, Rs
K
of nth order pole at S= -S
k
is obtained by:

(Rational function has a numerator and a denominator and it is like a ratio of
two polynomial functions: rational number means it can be written as a fraction:
Sqrt of 2 is an irrational number)
Use method of residues to determine the
time function

-1
[F(s)] =

-1
]
) 4 )( 3 )( 2 (
6 6
[
2
+ + +
+ +
s s s
s s
The function F(s) has poles at s=-2, s=-3 and s=-4:
assume the residues are R-2, R-3 and R-4
t t st
e e
s s
s s
e R
s
2 2
2
2
.
2
2
) 4 )( 3 (
6 6
.
2

=
(
+ +
+ +
=
=
t t st
e e
s s
s s
e R
s
3 3
2
3
3 .
1
3
) 4 )( 3 (
6 6
.
3

=
(
+ +
+ +
=
=
t st
e
s s
s s
e R
s
4
2
4
. 1
) 4 )( 3 (
6 6
.
4

=
(
+ +
+ +
=
=
Hence the required time function
f(t) = -[e
-2t
-3e
-3t
+e
-4t
]
Convolution Theorem

Theorem says that if [f
1
(t)] = F
1
(s) and [f
2
(t)]= F
2
(s) and f
1
(t) =0,f
2
(t)= 0,
for t<0 then:

F1(s) F2(s) = [f
1
(t) * f
2
(t)] ( * symbol for convolution)
(
}
t
d t f f
0
2 1
). ( ) ( t t t
=
Example:
) 2 )( 1 (
2
) (
+ +
=
s s
s F
Solution:
) 2 (
1
) ( ,
) 1 (
2
) (
2 1
+
=
+
=
s
s F
s
s F Let
By substituting t= (t-) and t= in f1 and f2 respectively
}

=
t
t
d e e t f theorem n Convolutio by Now
0
2 ) (
. . 2 ) ( t
t t
From tables: f
1
(t)= 2e
-t
, f
2
(t)= e
-2t
f
1
(t-) =2 e
-(t-)
,

f
2
=e
-2
t
t
d e e
t
t
. 2
0

}
t t
t t
t
t
t
e e
e e e
t
e e
d e e
2
0
0
2 2
)] / 1 ( [ 2
0
] [ 2
. 2

=
=
=
}
t
t
t
Eigenvalues and Eigenvectors

If A is a n by n matrix and X is a column vector of order n, we can generate a new
column vector Y by multiplication.

Y= AX
If we consider that Y also in the same direction as of X, then we should be able to
represent Y, as a scalar quantity(say ) multiplied by the vector X such that Y is
linearly related to X.

Hence we should be able to write that:

Y = A X = X
The values of that satisfy the above equation are the characteristic values of A.
The vector solution x
i
0, are called the eigenvectors of A.
(A- I)X= 0 or (I-A)X=0

Example: (Eigenvalues)

If we have Y = AX and AX = X for non zero Xs if and only if
det(I
n
-A) = 0 then is called the eigenvalues of A.
(
=
3 4
2 1
A
Find the eigenvalues of A
Solution:
For nontrivial null space (I-A):
0
3 4 0
2 0 1
det
0
3 4
2 1
0
0
det
0 )
3 4
2 1
1 0
0 1
det(
=
|
|
.
|
\
|
(

=
|
|
.
|
\
|
(
=
(
(-1)(-3)-8 =0
We call the equation that we get is the Characteristic Polynomial:

2
-4-5 =0

(-5)(+1)=0

Which gives us =5 and = -1 which are the eigenvalues of A

(
2 2
2 5
A=
Example: Compute eigenvalues and eigenvectors for the matrix A:
(Definition: (you may need to revise)Homogeneous: a collection of linear equations or a set of
linear equations):
Singular matrix: a square matrix whose determinant is zero.
-----------------------------------------------------------------------------------------------
(
=
3 4
2 1
A
Another method:
Solution: it can be shown that eigenvalues give the addition along the diagonal
matrix of the singular matrix: 1 + 2 = 4: Other relationship is the
Determinant is equal to the multiple of the two eigenvalues: 1 . 2 = 3-4x2 = -5
By solving the two equations we get the same answers : Eigenvalues, 5 and -1.
Solution:
We know that:
Ax = x for non zero x, iff det(I
n
-A) =0;
(
2 2
2 5
A =
Example:
(A-I) x = 0
x is the eigenvector and it must be a column
vector with x
1
and x
2
etc.
Compute the eigenvalues and
eigenvectors.
Solution: part-1 :eigenvalue
We know that:
Ax = x for non zero x, iff det(I
n
-A) =0; is an eigenvalue.
To find eigenvalue det (I
n
-A) =0

Or we can write: det (A-I
n
) =0 : A=

To compute corresponding
eigenvectors: (A-I) x = 0
Take = 6 first:
(
2 2
2 5
1 , 6
0 ) 1 )( 6 (
2 2
2 5
0
=
=

= =
I A or
0
2 2
2 5
0
1 0
0 1
2 2
2 5
=
(
=
(
| || |
(
(
=
(
=
=
(
0
0
4 2
2 1
6
0
2 2
2 5
0
12
11
12
11
x
x
x
x
x I A
From which: -x
11
+ 2x
12
=0 and
2x
11
- 4x
12
=0(same as above)
Therefore x
11
= 2x
12
, choose x12=1 then x11=2
Hence eigenvector
(
1
2
*
x
When = 1
22 21
22 21
22
21
22
21
2
0 2 4
0
0
1 2
2 4
0
0
2 2
2 5
x x
x x
x
x
x
x
=
= +
(
=
(
=
(
Choose x
22
=-2 then x
21
= 1

Hence the other eigenvector
(
1
2
* *
x
Pictorial representation of Eigenvectors
Learning Outcomes
1. Method of residues
2.Partial fraction method
3. Application of Initial Value theorem & Final Value
theorem
4. Convolution theorem and the limitations of Inverse
Laplace transform
5.Use of mathematical function in control theory.
6.Eigenvalues and Eigenvectors

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By Mr S M Wijewardana

PhD student QMUL

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