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The CTFT expresses a time-domain signal as a linear combination of complex sinusoids of the form e j! t . In the generalization of the CTFT to the Laplace transform, the complex sinusoids become complex exponentials of the form e st where s can have any complex value. Replacing the complex sinusoids with complex exponentials leads to this definition of the Laplace transform. L ( x ( t )) = X ( s ) =
#
"#
$ x (t ) e
" st
dt
1 !
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 2 !
#$
% x (t ) e
# (" + j! )t
dt
transform of x ( t ) e
#" t $
!$
% A u (t ) e
!" t
! j# t
!$
% Ae
u (t ) e
! j# t
3 !
5 !
6 !
1 !
Pierre-Simon Laplace !
() ()
()
()
( ) # y (t ) e
!" "
! st
dt =
!"
' #% & h (t ) $ x (t )( e ! st
! st
dt
Y s =
e ( ) #, # h () ) x (t ! ) ) d) / + .
!" !"
"
dt
Y s =
3/23/1749 - 3/2/1827!
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 7 !
( ) # h () ) d) # x (t ! ) ) e
!" !"
"
"
! st
dt
8 !
() ()
()
()
()
Cascade-Connected Systems !
u t ! # d#
( ) ( ) ( ) % x (# ) h (t ! # ) d# = % u (# ) e
!$ !$
!4 t !#
( )
t & t !4(t !# ) e4 t ! 1 1 ! e!4 t d # = e!4 t % e4# d # = e!4 t = , t >0 ( e y t = '% 4 4 0 0 ( , t <0 )0 y t = 1 / 4 1 ! e!4 t u t
()
If two systems are cascade connected the transfer function of the overall system is the product of the transfer functions of the two individual systems.
9 !
10 !
11 !
12 !
2 !
13 !
14 !
15 !
16 !
y t =
()
" + j$
()
for finding y t from Y s , but it is rarely used in practice. Usually inverse Laplace transforms are found by using tables of standard functions and the properties of the Laplace transform.
()
()
17 !
18 !
3 !
()
() (
! st
) (
( ) # rect (t ) e
!"
"
1/2
dt =
!1/2
! st
e! s /2 ! es /2 es /2 ! e! s /2 dt = = , All s !s s
Right-Sided!
Left-Sided!
19 !
20 !
x ( t ) = e! t u ( t " t 0 ) , ! # !
Right-Sided!
x ( t ) = e! t u ( t 0 " t ) , ! # !
21 !
Left-Sided!
22 !
X(s) =
"$
%e
! t " st
e dt =
"$
%e
( ! " & )t
e" j' t dt
If & < ! the asymptotic behavior of e( ! "& )t e" j' t as t ( "$ is to approach zero and the Laplace transform integral converges.
23 !
24 !
4 !
$ Ae u (t ) e
!t
" st
A s "!
This function has a pole at s = ! and the ROC is the region to the
"t
and ! and " are as small as possible, then the Laplace-transform integral converges and the Laplace transform exists for ! < # < " . Therefore if ! < " the ROC is the region ! < " . If ! > " , there is no ROC and the Laplace transform does not exist.
$ Ae u ( "t ) e
't
" st
A s"'
This function has a pole at s = ' and the ROC is the region to the left of that point.
25 !
26 !
Region of Convergence !
The following two Laplace transform pairs illustrate the importance of the region of convergence. 1 L e!" t u ( t ) #% $ , & > !" s +" 1 L !" t ! e u ( ! t ) #% $ , & < !" s +" The two time-domain functions are different but the algebraic expressions for their Laplace transforms are the same. Only the ROCs are different.
Region of Convergence !
Some of the most common Laplace transform pairs! (There is more extensive table in the book.)!
! ( t ) "$ # 1 , All % & u ( & t ) "$ # 1/ s , % < 0 () ramp ( t ) = t u ( t ) "$ # 1/ s , % > 0 ramp ( & t ) = & t u ( & t ) "$ # 1/ s , % < 0 e u ( t ) "$ # 1/ ( s + ' ) , % > &' & e u ( & t ) "$ # 1/ ( s + ' ) , % < &' ( ( e sin (( t ) u ( t ) "$ # , % > &' & e sin (( t ) u ( & t ) "$ # , % < &' (s + ' ) + ( (s + ' ) + ( s+' s+' e cos (( t ) u ( t ) "$ # , % > &' & e cos (( t ) u ( & t ) "$ # , % < &' (s + ' ) + ( (s + ' ) + (
L L u t "$ # 1/ s , % > 0 L 2 L L 2 &' t L &' t L &' t L 0 0 2 &' t L 2 0 0 0 2 2 0 &' t L &' t L 0 2 2 0 0 2 2 0
27 !
28 !
Find the Laplace transform of x ( t ) = e! t u ( t ) + e2 t u ( ! t ) 1 , % > !1 s +1 1 L e2 t u ( ! t ) "$ #! , % <2 s!2 1 1 L !t 2t e u ( t ) + e u ( ! t ) "$ # ! , !1< % < 2 s +1 s ! 2
L e! t u ( t ) "$ #
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 29 !
30 !
5 !
Find the inverse Laplace transform of 4 10 X(s) = ! ," >6 s+3 s!6 The ROC tells us that both terms must inverse transform into a right-sided signal. x ( t ) = 4 e!3t u ( t ) ! 10 e6 t u ( t )
Find the inverse Laplace transform of 4 10 X(s) = ! , " < !3 s+3 s!6 The ROC tells us that both terms must inverse transform into a left-sided signal. x ( t ) = !4 e!3t u ( ! t ) + 10 e6 t u ( ! t )
31 !
32 !
33 !
34 !
Partial-Fraction Expansion !
Partial-Fraction Expansion !
35 !
36 !
6 !
Partial-Fraction Expansion !
H (s) =
Partial-Fraction Expansion !
( s + 4 )( s + 9 )
10 s = K1 K + 2 , ! > "4 s+4 s+9 # & 10 s "40 # 10 s & K1 = % ( s + 4 ) =% = = "8 ( s+9( 5 s + 4 s + 9 $ ' ( ) ( ) % ( s = " 4 $ ' s = "4 # & 10 s "90 # 10 s & K2 = % ( s + 9) =% = = 18 ( s+4( ' s = "9 "5 ( s + 4 ) ( s + 9) ( % $ ' s = "9 $ "8 18 "8 s " 72 + 18 s + 72 10 s H (s) = + = = . Check. s+4 s+9 ( s + 4 )( s + 9 ) ( s + 4 )( s + 9 ) ))))) h ( t ) = "8 e"4 t + 18 e"9 t u ( t )
37 !
38 !
Partial-Fraction Expansion !
Partial-Fraction Expansion !
39 !
40 !
Partial-Fraction Expansion !
10 s K12 K K H (s) = = + 11 + 2 , ! > 4 ( s + 4 )2 ( s + 9 ) ( s + 4 )2 s + 4 s + 9 " Repeated Pole # 2 K12 = % ( s + 4 ) % $ Using K qk = K11 = 1 10 s
Partial-Fraction Expansion !
" ( s + 9 )10 ! 10 s % 18 K11 = $ = ' 2 s + 9 ( ) # & s = !4 5 18 !8 18 / 5 !18 / 5 K2 = ! ( H ( s) = + + , ) > !4 5 ( s + 4 )2 s + 4 s + 9 H (s) = H (s) = !8 s ! 72 + 10 s 18 2 18 2 s + 13s + 36 ! s + 8 s + 16 5 5 2 ( s + 4 ) ( s + 9) , ) > !4
( s + 4 )2 ( s + 9 ) ( ' s = )4
d m) k # s ) pq
& (
)40 = )8 5
, ) > !4
( m ) k )! ds m ) k $ ( 2 ) 1)! ds 2)1 $
1 d 2 )1
( s + 4 )2 ( s + 9 )
7 !
Partial-Fraction Expansion !
10 s 2 H (s) = , ! > "4 # Improper in s ( s + 4 )( s + 9 ) 10 s 2 H (s) = 2 , ! > "4 s + 13s + 36 10 Synthetic Division $ s 2 + 13s + 36 10 s 2 10 s + 130 s + 360 " 130 s " 360
2
G (s) = G (s) =
130 s + 360 % "32 162 ( H ( s ) = 10 " = 10 " ' + , ! > "4 ( s + 4 )( s + 9 ) &s + 4 s + 9* )
"9 t "4 t h ( t ) = 10+ ( t ) " % &162 e " 32 e ( ) u (t )
s!3
( s ! 3) ( s ! 2 + j ) ( s ! 2 ! j ) 3 / 2 (3 + j) / 4 (3 ! j) / 4 ! !
s!2+ j s!2! j
3 + j ( 2 ! j )t 3 ! j ( 2 + j )t & # 3 g ( t ) = % ! e 3t + e + e ( u ( !t ) $ 2 ' 4 4
43 !
44 !
G (s) = G (s) =
, " <2 s!3 s!2+ j s!2! j Getting a common denominator and simplifying 3 / 2 1 6 s ! 10 3/2 6 s! 5 / 3 G (s) = ! = ! , " <2 s ! 3 4 s 2 ! 4 s + 5 s ! 3 4 ( s ! 2 )2 + 1
( s ! 3) ( s ! 2 + j ) ( s ! 2 ! j ) 3 / 2 (3 + j) / 4 (3 ! j) / 4 ! !
45 !
46 !
48 !
8 !
s ( K 2 + K 3 ) ! K 3 p2 ! K 2 p3 A A Bs + C + = + s!3 s 2 ! ( p1 + p2 ) s + p1 p2 s ! 3 s 2 ! ( p1 + p2 ) s + p1 p2
In this example we can find the constants A, B and C by realizing that s A Bs + C G (s) = " + , # <2 ( s ! 3) s 2 ! 4 s + 5 s ! 3 s 2 ! 4 s + 5
is not just an equation, it is an identity. That means it must be an equality for any value of s.
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl !
is a vector of residues, p is a vector of finite pole locations and k is a vector of so-called direct terms which result when the degree of the numerator is equal to or greater than the degree of the denominator. For our purposes, residues are simply the numerators in the partial-fraction expansion.
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 51 !
L e s0t g ( t ) !# " G ( s ( s0 )
ROC = ROCG
Time Differentiation
s-Domain Differentiation
ROC = ROCG scaled by a ( s is in ROC if s / a is in ROCG ) d L g ( t ) !# " s G (s) dt ROC $ ROCG d L % t g ( t ) !# " G (s) ds ROC = ROCG
If g ( t ) = 0 , t < 0 and there are no impulses or higher-order singularities at t = 0 then Initial Value Theorem: Final Value Theorem: g 0 + = lim s G ( s ) lim g ( t ) = lim s G ( s ) if lim g ( t ) exists
t #) s# 0 t #)
54 !
( )
s #)
53 !
9 !
This theorem only applies if the limit lim g ( t ) actually exists. It is possible for the limit lim s G ( s ) to exist even though the limit lim g ( t ) does not exist. For example
t !" L x ( t ) = cos (# 0t ) $% ! X(s) = s! 0
s 2 s2 + # 0
to notice that this does not say that all the poles of G ( s ) must
lie in the open left half of the s plane. G ( s ) could have a single pole at s = 0 and the final value theorem would still apply.
lim s X ( s ) = lim
s! 0 s! 0 t !"
s2 =0 2 s + #0
2
55 !
56 !
) / s, % > 0.
/ s, % > 0.
to find the inverse Laplace transform of 1 / s 2 . The s-domain d L differentiation property is % t g ( t ) !# " ( G ( s )) . Then ds d & 1) 1 L % t u ( t ) !# " ( + = % 2 . Then using the linearity property ds ' s * s 1 L t u ( t ) !# " 2. s
57 ! M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 58 !
this version and the previous definition is the change of the lower integration limit from ! " to 0 !. With this definition, all the Laplace transforms of causal functions are the same as before with the same ROC, the region of the s plane to the right of all the finite poles.
M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 59 !
60 !
10 !
d L g ( t ) "$ # s G ( s ) ! g 0! dt
( )
0!
# G (s) / s - g (, ) d, "$
L
61 !
62 !
( )
( )
( )
63 !
64 !
65 !
66 !
11 !
j! =0 j! + 3
! " 0+
lim H ( j! ) = lim+ 3
! "0
j! =0 j! + 3
! "#$
lim H ( j! ) = lim 3
! "#$
j! =3 j! + 3
! " +#
lim H ( j! ) = lim 3
! " +#
j! =3 j! + 3
68 !
67 !
lim ! H ( j! ) = #
$ $ #0=# 2 2
! " 0+
lim ! H ( j! ) =
# # $0= 2 2
! "#$
lim ! H ( j! ) = #
! " +#
lim ! H ( j! ) =
$ $ % =0 2 2
69 ! M. J. Roberts - All Rights Reserved. Edited by Dr. Robert Akl ! 70 !
71 !
72 !
12 !
73 !
74 !
75 !
76 !
77 !
13 !