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LAPLACE TRANSFORMS

Laplace transforms is very useful in the analysis of
linear dynamic systems. The Laplace transform F(s)
contains no information about the behavior of f(t) for
t < 0. This is not a limitation for control system study
because t will represent the time variable and we will
be interested in the behavior of systems only for
positive time. In fact, the variables and systems are
usually defined so that f(t) = 0 for t < 0.

The time we designate as t = 0 is arbitrary. We shall
generally define t = 0 as the time when the process is
disturbed from steady state (i.e., when an input is
changed). Our usual starting point will be a steady-
state system or process, and we will be interested in
examining what happens when the system is
disturbed.

The purpose of the Laplace transform is to convert
linear differential equations into algebraic equations.
Algebraic equations are much easier to manipulate
than differential equations.

Definition of The Laplace Transform
Consider the time domain function f(t). The laplace
transfor of f(t) is represented by L[f(t)] and is defined
as
[ ]

= =
0
) ( ) ( ) ( dt e t f s F t f L
st

This operation transforms a variable from the time
domain to the s (or Laplace) domain (f(t) represent
the time domain function and F(s) represent the
Laplace domain function).


The Laplace transform is a linear operation, as shown
below
[ ] [ ]
[ ] [ ] ) ( ) (
) ( ) (
) ( ) (
) ( ) ( ) ( ) (
2 2 1 1
0
2 2
0
1 1
0
2 2
0
1 1
0
2 2 1 1 2 2 1 1
t f L a t f L a
dt e t f a dt e t f a
dt e t f a dt e t f a
dt e t f a t f a t f a t f a L
st st
st st
st
+ =
+ =
+ =
+ = +




If we wish to transform a Laplace domain (sometimes
called the s-domain) function to the time domain, we
use the notation of an inverse transform

[ ] ) ( ) (
1
t f s F L =


Laplace Transforms of Elementary Functions
f(t) = 1 (step function)

>
<
=
0 1
0 0
) (
t
t
t f


[ ] [ ] [ ]
0) s (provided
1
1 0
1
1 ) (
0 0
> =
=
(

= = =

s
s s
e
dt e L t f L
st
st


f(t) = k
[ ] [ ] [ ] 1 ) (
s
k
kL k L t f L = = =

f(t) = t (ramp function)

[ ] [ ]

= =
0
) ( dt te t L t f L
st

using integral by parts we have
[ ]
( ) 0) s (provided
1 1
0 0 0
2 2
0
2
0 0 0
> =
|

\
|
=
(

s s
s
e
s
te
dt
s
e
s
te
t L
st st st st


f(t) = t
n
(where n = 0, 1, 2, 3,...)


[ ] [ ]

= =
0
) ( dt e t t L t f L
st n n

to complete this integral, it is convenient to define a
new variable
n
n
u
s
t
u
s
t du
s
dt
sdt du
st u
|

\
|
=
= =
=
=
1
1 1

2

thus
[ ]

=
|

\
|
= =
0
1
0 0
1
1 1
du e u
s
du e u
s s
dt e t t L
u n
n
u
n
st n n

remember that


=
0
1
) ( dt t e x
x t

then
! ) 1 (
0
n n du e u
u n
= + =


then
[ ]
1
!
+
=
n
n
s
n
t L

f(t) = e
at
(where a is real constant 0)


[ ] [ ]
a s a s
a s
e
dt e
dt e e e L t f L
t a s
t a s
st at at

=

=
(

(

= =
= =

1
) 1 0 (
) (
1
) (
) (
0
) (
0
) (
0

provided (s a) > 0, i.e. s > a)

f(t) = cos at (where a is a real constant)


[ ] [ ]

= =
0
cos cos ) ( atdt e at L t f L
st

using integral by parts twice, we have
0) s (provided
) cos sin ( cos
2 2
0
2 2
0
>
+
=
(

+
=

a s
s
at s at a
a s
e
atdt e
st
st


f(t) = sinh at


[ ] [ ]
( )
2 2
0
) (
0
) (
0
0
2
1
2
1
2
1
sinh sinh ) (
a s
a
dt e dt e
dt e e e
atdt e at L t f L
t a s t a s
at at st
st

=
=
(

=
= =


remember that
( )
( )
at at
at at
e e at
e e at

+ =
=
2
1
cosh
2
1
sinh


) (t f

= =
0
) ( ) ( )] ( [ dt e t f s F t f L
st

1
1
s

k
s
k

t
1
2
s

t
n
(n = 1,2,3,...)
1
!
+ n
s
n

t
a
(a = positive)
1
) 1 (
+
+
n
s
a

e
at
a s
1

sin at
2 2
a s
a
+

cos at
2 2
a s
s
+

sinh at
2 2
a s
a


cosh at
2 2
a s
s



Exercise
Determine Laplace transforms of the following
1. 1 + 2t -1/3 t
4

2. 3 sinh 2 cosh 2
3. ) sin( 3 + t , and are constants
4. t
2
cos 2

3

Translation of Transform
From the definition of the Laplace transform
[ ]

=
0
) ( ) ( dt e t f t f L
st

thus
[ ]


= =
0
) (
0
) ( ) ( ) ( dt e t f dt e t f e t f e L
t a s st at at

[ ] ) ( ) ( a s F t f e L
at
=

the substitution of (s a) for s int the transform
shown in equation corresponds to the multilication of
the original function f(t) by e
at
.

) (t f e
at
) ( )] ( [ a s F t f e L
at
=
e
at

1
a s

ke
at

a s
k


e
at
t

) (
1
2
a s

e
a
t
n
(n = 1,2,3,...)
1
) (
!
+

n
a s
n

e
at
sin t
2 2
) (

+ a s

e
at
cos t
2 2
) ( +

a s
a s

e
at
sinh t
2 2
) ( a a s
a


e
at
cosh t
2 2
) (

a s
a s


Exercise
DetermineLaplace transforms of the following
1.
t
e t
3 4
2
2.

4 cosh 3e
3. x e
x 2
sin 3
2
1


4. t e
t
sinh

Translation of Function
If [ ]

= =
0
) ( ) ( ) ( dt e t f s F t f L
st

then
[ ]

=
0
0 0
) ( ) ( dt e t t f t t f L
st

Before we prove this theorem, it may be desirable to
clarify the relationship between f(t- t
0
) and f(t). This is
done for an arbitrary function f(t), where it can be
seen that f(t-t
0
) is simply translated horizontally from f
(t) through a distance t
0
.


then
)] ( [
) ( ) ( ) (
0
0
0 0
0
) (
0
0
0
t f L e
t t d e t t f e dt e t t f
st
t
t t s st st

=
=


so that
[ ] ) ( ) (
0
s F e t t f L
o
st
=

is the function

>
<
=
0 0
0
) (
0
) (
t t t t f
t t
t g
Example
Write the following function using unit step functions
and find its transform

>
< <
< <
=

2
1
2
1 2
2
1
1
cos
1 0 2
) (
t
t
t
t
t
t f

Solution
If u(t) = 1, then
) ( ( cos
)) ( ) 1 ( ( )) 1 ( 1 ( 2 ) (
2
1
2
1
2
2
1

+ + =
t u t
t u t u t t u t f

using the relation
)] ( [ )] ( ) ( [
0 0
0
t t f L e t t u t f L
st
+ =


then
[ ]
1
1
] sin [ )] [cos( )] ( [cos
8 2
1
] ) ( [ )] ( [
2
1 1 1
] ) 1 ( [ )] 1 ( [
2
]) 1 [ ( 2 ))] 1 ( ( 2 [
2
)] 1 ( 2 [
2
2
1
2
1
2
2 3
2
2 2
1
2
1
2
2
1
2 3
2
1
2
2
1
2
2
1
2
2
1
2
2 2
2
2
+
=
= + =
|
|

\
|
+ + =
+ =
|

\
|
+ + = + + =
+ =
= =
=


s
e
t L e t L e t tu L
s s s
e
t L e t u t L
s s s
e t t L e
t L e t u t L
e
s
L e t u L
s
L
s
s s
s
s
s s
s
s s



Finally
4

s s
s s
e
s s s s
e
s s s
e e
s s
t f L
2 2
2
1
1
8 2
1
2
1 1 1 2 2
)] ( [
2
2
2 3
2 3

|
|

\
|
+ +

\
|
+ + + =


Laplace Transforms of Derivatives
First Derivatives

=
0
) ( ' )] ( ' [ dt t f e t f L
st

let
) ( ) ( ' t f v dt t f dv
dt se du e u
st st
= =
= =


then
]
)] ( [ )] 0 ( 0 [
) ( ) ( )] ( ' [
0
0
t f sL f
dt e t f s t f e t f L
st st
+ =
+ =


so that
) 0 ( )] ( [ )] ( ' [ f t f sL t f L =
Second Derivatives

=
0
) ( " )] ( " [ dt t f e t f L
st

using integral by parts finally we have
) 0 ( ' ) 0 ( )] ( [ )] ( " [
2
f sf t f L s t f L =

Example
Use second derivatives to derive L[cos at]
Solution
f(t) = cos at
f(0) = 1
f(t) = -a sin at
f(0) = 0
f(t) = -a
2
cos at
then
[ ] [ ]
[ ]
2 2
2 2
2
cos
0 cos cos
) 0 ( ' ) 0 ( )] ( [ )] ( " [
a s
s
at L
s at L s at L a
f sf t f L s t f L
+
=
=
=


Exercise
Use Laplace transform of first derivative to derive the
transform
[ ]
a s
e L
at

1

Use Laplace transform of second derivative to derive
the transform
[ ]
2 2
cosh
a s
s
at L

=



Initial Value Theorem
)] ( [ lim )] ( [ lim
0
t f sL t f
s t
=

Final Value Theorem
)] ( [ lim )] ( [ lim
0
t f sL t f
s t
=

Example
Verify the initial value theorem for the function
(2t 3)
2
and state its initial value
Solution
9
9 12 2
4 )] ( [ lim
9 ) 3 2 ( lim )] ( [ lim
9 12 2
4 )] ( [
9 12 4 ) 3 2 ( ) (
2 3
2
0 0
2 3
2 2
= |

\
|
+
|

\
|
=
= =
+
|

\
|
=
+ = =


s s s
s t f sL
t t f
s s s
t f L
t t t t f
s
t t

The initial value of the given function is 9


INVERSE LAPLACE TRANSFORMS
[ ] ) ( ) ( ) ( ) (
1
t f s F s F t f L = =


Example
Find
(


3
1
6
s
L

Solution
2
3
1
3
1
3
2
3
6
t
s
L
s
L =
(

=
(




Determine
(

13 4
3
2
1
s s
L

Solution
2 2 2
3 ) 2 (
3
13 4
3
+
=
+ s s s

we know that
[ ]
2 2
) (
sin

+
=
a s
t e L
a

then
t e
s
L
s s
L
t
3 sin
3 ) 2 (
3
13 4
3
2
2 2
1
2
1
=
(

+
=
(

+



Find
(

+
+ + +

3
2 3
1
) 1 )( 3 (
2 12 3
s s
s s s
L
Solution
3 2 3
2 3
) 1 ( ) 1 ( ) 1 ( 3 ) 1 )( 3 (
2 12 3
+
+
+
+
+
+

=
+
+ + +
s
D
s
C
s
B
s
A
s s
s s s
equate the left side to the right side we have
A = 2; B = 1; C = -4; D = 3

5

then
2
2
3
3
3 2
1
3
2 3
1
4 2
) 1 (
4
) 1 (
4
1
1
3
2
) 1 )( 3 (
2 12 3
t e t e e e
s s s s
L
s s
s s s
L
t t t t

+ + =
(

+
+
+

+
+

=
(

+
+ + +


Find
(

+ +
+

) 1 )( 3 (
1 8 5
2
2
1
s s
s s
L
Solution
1 3 ) 1 )( 3 (
1 8 5
2 2
2
+
+
+
+
=
+ +
+
s
C Bs
s
A
s s
s s

equate the left side to the right side we have
A = 2; B = 3; and C = -1
then
t t e
s
L
s
s
L
s
L
s
s
s
L
s s
s s
L
t
sin cos 3 2
1
1
1
3
3
2
1
1 3
3
2
) 1 )( 3 (
1 8 5
3
2
1
2
1 1
2
1
2
2
1
+ =
(

+
+
(

+
=
(

+
+
=
(

+ +
+





Poles and Zeros
Laplace transforms, in general, have the form
) (
) (
) (
s
s
s F

=
Poles: The values of s that makes the denominator
zero ((s) = 0). If there are no repeated factors, the
poles are simple poles. If there are repeated factors,
the poles are multiple poles.

Zeros: Values of s that make the numerator zero,
( = 0).

Example
Determine pole and zero and pole-zero diagram for
transfer function
) 125 10 )( 25 (
) 10 ( 400
) (
2
+ + +
+
=
s s s s
s
s F
Solution
s = -10 is a zero
For the denominator to be zero, s = 0 or s = -25 or
s
2
+ 10s + 125 = 0 (using quadratic formula we have s
= -5+10j or s = -5 10j


SOLUTION OF DIFFERRENTIAL EQUATION USING
LAPLACE TRANSFORM

Example
Use Laplace transform to solve the differential
equation
9 ) 0 ( '
4 ) 0 (
0 3 5 2
2
2
=
=
= +
f
f
y
dx
dy
dx
y d

Solution
Using laplace transform we have

] 0 [ ] [ 3 5 2
2
2
L y L
dx
dy
L
dx
y d
L =
(

+
(


we know
) 0 ( )] ( [ )] ( ' [ f t f sL t f L =
) 0 ( ' ) 0 ( )] ( [ )] ( " [
2
f sf t f L s t f L =

then
[ ] [ ]
x x
e e
s
L
s
L
s s
s
L x f
s s
s
x f L
s x f L s s
L x f L
f x f sL f sf x f L s
3
1 1
2
1
2
2
2
2 6
3
2
1 2
12
3 5 2
38 8
) (
3 5 2
38 8
)] ( [
0 20 18 8 )] ( [ ) 3 5 2 (
] 0 [ )] ( [ 3
) 0 ( )] ( [ 5 ) 0 ( ' ) 0 ( )] ( [ 2
2
1

=
(

=
(

+
+
=
+
+
=
= +
=
+








6

SOLUTION OF SIMULTANEOUS DIFFERENTIAL
EQUATIONS USING LAPLACE TRANSFORMS

Example
Solve the following pair of simultaneous differential
equations
0 y
0 x
0 t at
0 4
1
=
=
=
= +
= +
t
e y
dt
dx
x
dt
dy

Solution
] 0 [ ] 4 [ ] [
] 1 [ ] [
L e L y L
dt
dx
L
L x L
dt
dy
L
t
= +
(

= +
(


we know that
) 0 ( )] ( [ )] ( ' [ f t f sL t f L =

then
[ ]

=
= +

= +
= +
1
4
] [ ] [
1
] [ ] [
] 0 [ ] 4 [ ] [ )} 0 ( ] [ {
] 1 [ ] [ )} 0 ( {
s
y L x sL
s
x L y sL
L e L y L x x sL
L x L y y sL
t

Using elimination we have
t t e x
s s s
s s
x L
t
sin 2 cos 2 1
) 1 )( 1 (
1 4
) (
2
2
+ =
+
+
=

from the second equation
t t e
e t t e
dt
d
y
e y
dt
dx
t
t t
t
cos 2 sin 2
4 ) sin 2 cos 2 1 (
0 4
=
+ + =
= +

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