Laplace Transform

Motivation and Definition

• Limitations of the Fourer Transform (FT):
• Signals with infinite energy
• Only some special cases can be treated using FT (e.g. periodic signals) using Dirac impulse in
the frequency domain
• Signals that diverge to infinity (unstable systems)
• Laplace transform solves these limitations
• It can be applied to any signals that are naturally produced by LTI systems
(e.g. impulse response of any LTI system) (remember the eigenfunctions?)
• Its fundamentally important for treatment of LTI systems!
• Unilateral Laplace Transform (it can handle presence of non-zero initial
conditions!):
+∞
ℒ 𝑥 𝑡 = 𝑋(𝑠) = 𝑥 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 , 𝑠 = 𝜎 + 𝑗𝜔
0−
• Examples of simple systems that cannot be treated using FT:

𝑥 𝑡 =𝑡

𝑑𝑥
= 𝑥 ⇒ 𝑥 𝑡 = 𝑒𝑡
𝑑𝑡
• Examples of signals that can be treated using FT only using Dirac
delta impulse:
𝑥 𝑡 = cos 4𝑡 + 0.8 cos 20𝑡 𝑥 𝑡 = 𝑢(𝑡)
From FT to LT:
Examples of LTs of some typical CT signals
𝒙(𝒕) 𝓛{𝒙 𝒕 } Convergence region
𝛿(𝑡) 1 Svako 𝑠 ∈ 𝐶
𝑢(𝑡) 1 Re 𝑠 > 0
𝑠
𝑒 −𝑎𝑡 1 Re 𝑠 > −𝑎
𝑠+𝑎
𝑡𝑛 𝑛! Re 𝑠 > 0
𝑠 𝑛+1
𝑡 𝑛 𝑒 −𝑎𝑡 𝑛! Re 𝑠 > −𝑎
(𝑠 + 𝑎)𝑛+1
cos(𝜔𝑡) 𝑠 Re 𝑠 > 0
𝑠2 + 𝜔2
sin(𝜔𝑡) 𝜔 Re 𝑠 > 0
𝑠2 + 𝜔2
𝑒 −𝑎𝑡 cos(𝜔𝑡) 𝑠+𝑎 Re 𝑠 > −𝑎
(𝑠 + 𝑎)2 +𝜔 2
𝑒 −𝑎𝑡 sin(𝜔𝑡) 𝜔 Re 𝑠 > −𝑎
(𝑠 + 𝑎)2 +𝜔 2
Laplace Transform Properties
Property Time domain s-domain
Linearity 𝑎𝑥1 𝑡 + 𝑏𝑥2 (𝑡) 𝑎𝑋1 𝑠 + 𝑏𝑋2 (𝑠)
Time domain scaling 𝑥 𝑎𝑡 , 𝑎 > 0 1 𝑠
𝑋
𝑎 𝑎
𝑠-domain shifting 𝑒 𝑎𝑡 𝑥(𝑡) 𝑋(𝑠 − 𝑎)
Time domain shifting 𝑥 𝑡 − 𝑡0 𝑢 𝑡 − 𝑡0 , 𝑡0 > 0 𝑒 −𝑠𝑡0 𝑋(𝑠)
Time domain differentiation 𝑑𝑥(𝑡) 𝑠𝑋 𝑠 − 𝑥(0− )
𝑑𝑡
Time domain integration 𝑡 𝑋(𝑠)
𝑥 𝜏 𝑑𝜏
0
𝑠
s-domain differentiation 𝑡𝑥(𝑡) 𝑑𝑋(𝑠)
−
𝑑𝑠
Convolution 𝑡 𝑋1 𝑠 𝑋2 (𝑠)
𝑥1 𝜏 𝑥2 𝑡 − 𝜏 𝑑𝜏 = 𝑥1 𝑡 ∗ 𝑥2 (𝑡)
0
First limit theorem lim 𝑥(𝑡) lim 𝑠𝑋(𝑠)
𝑡→0+ 𝑠→∞
Second limit theorem lim 𝑥(𝑡) lim 𝑠𝑋(𝑠)
𝑡→∞ 𝑠→0
LTI System Transfer Function
• Transfer Function is the Laplace transform of the impulse response
ℎ(𝑡) of a LTI system:

+∞
𝐻 𝑠 = ℎ 𝜏 𝑒 −𝑠𝜏 𝑑𝜏
−∞

• It can be obtained directly from the differential equation describing

given LTI system, using the time-domain differentiation property!
Example: LP filter +

𝑣𝑜

𝑣𝑜 0− = 0, 𝑣𝑖 𝑡 = 𝑢 𝑡 , 𝑅 = 1Ω, 𝐶 = 1𝐹

𝑑𝑣𝑜
+ 𝑣𝑜 = 𝑢(𝑡)
𝑑𝑡
−
1
𝑠𝑉𝑜 𝑠 − 𝑣𝑜 0 + 𝑉𝑜 𝑠 =
𝑠
1 1 1
𝑉𝑜 𝑠 = = −
𝑠(𝑠 + 1) 𝑠 𝑠 + 1
−1
1 −1
1
𝑣𝑜 𝑡 = ℒ −ℒ = 1 − 𝑒 −𝑡
𝑠 𝑠+1
 Example: LP filter +

𝑣𝑜
𝑣𝐶 0− = 0

𝑣𝑖 𝑡 = 𝑢 𝑡 𝑣𝑜 𝑡 = 1 − 𝑒 −𝑡
 Example: HP filter +

𝑣𝑜
𝑣𝐶 0− = 1𝑉, 𝑣𝑜 0− = 0𝑉, 𝑅 = 1Ω, 𝐶 = 1𝐹
𝑣𝑖 𝑡 = 1𝑉 − 𝑢 𝑡 , 𝑉𝑖 𝑠 = 0

𝑑(𝑣𝑜 −𝑣𝑖 ) 𝑣𝑜
C + =0
𝑑𝑡 𝑅
𝑑𝑣𝑜 𝑑𝑣𝑖
+ 𝑣𝑜 = = 1𝑉
𝑑𝑡 𝑑𝑡
𝑠𝑉𝑜 𝑠 − 𝑣𝑜 0 + 𝑉𝑜 𝑠 = 𝑠𝑉𝑖 𝑠 − 𝑣𝑖 (0− )
−
1
𝑉𝑜 𝑠 = −
𝑠+1
−1
1
𝑣𝑜 𝑡 = ℒ − = −𝑒 −𝑡
𝑠+1
 Example: HP filter +

𝑣𝑜

𝑣𝐶 0− = 1𝑉

𝑣𝑜 𝑡 = −𝑒 −𝑡 , 𝑣𝑜 0− = 0𝑉, 𝑣𝑜 0+ = −1𝑉
𝑣𝑖 𝑡 = 1 − 𝑢 𝑡
 Example: RLC circuit
𝑣𝐶 0− = 10𝑉, 𝑖𝑜 0− = 2𝐴, 𝑅 = 6Ω, 𝐶 = 0.25𝐹, 𝐿 = 2𝐻 𝑖𝑜
𝑣𝑖 𝑡 = 10𝑢 𝑡
𝑡
𝑑𝑖𝑜 −
1
L + 𝑖𝑜 𝑅 + 𝑣𝐶 0 + 𝑖𝑜 𝑡 𝑑𝑡 = 𝑣𝑖 (𝑡) 𝑣𝑖 𝑡 = 10𝑢 𝑡
𝑑𝑡 𝐶 0−
𝐼𝑜 𝑠 10
2 𝑠𝐼𝑜 𝑠 − 𝑖𝑜 0− + 6𝐼𝑜 𝑠 + 𝑣𝐶 0−
+4 =
𝑠 𝑠
4𝑠 2𝑠
𝐼𝑜 𝑠 = =
2(𝑠 2 + 3𝑠 + 2) (𝑠 + 1)(𝑠 + 2)
2 4
𝐼𝑜 𝑠 = − +
𝑠+1 𝑠+2
−1
2 −1
4
𝑖𝑜 𝑡 = ℒ − +ℒ = −2𝑒 −𝑡 + 4𝑒 −2𝑡
𝑠+1 𝑠+2
 Example: RLC circuit
𝑣𝐶 0− = 10𝑉, 𝑖𝐿 0− = 2𝐴 𝑖𝑜

𝑣𝑖 𝑡 = 10𝑢 𝑡
𝑖𝑜 𝑡 = −2𝑒 −𝑡 + 4𝑒 −2𝑡
 Example: HP filter, limit theorem +
1
𝑣𝐶 0− = 1𝑉, 𝑉𝑜 𝑠 = − 𝑣𝑜
𝑠+1
𝑠
lim 𝑣𝑜 (𝑡) = lim 𝑠𝑉𝑜 𝑠 = lim − = −1
𝑡→𝑜+ 𝑠→∞ 𝑠→∞ 𝑠+1
𝑣𝑜 𝑡 = −𝑒 −𝑡 , 𝑣𝑜 0− = 0𝑉, 𝑣𝑜 0+ = −1𝑉
𝑣𝑖 𝑡 = 1 − 𝑢 𝑡
System characterization in s-domain –
location of Poles and Zeros
𝑃𝑚 (𝑠) 𝑠−𝑧1 𝑠−𝑧2 ⋯(𝑠−𝑧𝑚 )
• System transfer function: G 𝑠 = 𝐾 =𝐾
𝑄𝑛 (𝑠) 𝑠−𝑝1 𝑠−𝑝2 ⋯(𝑠−𝑝𝑛 )
• 𝑧1 , … , 𝑧𝑚 - zeros
• 𝑝1 , … , 𝑝𝑛 - poles
• In general case, poles and zeros have complex values!
• Poles and zeros (together with gain K) uniquely determine system response
• However, only poles identify class of (complex exponential) signals
contained (induced) in the impulse response
• Zeros identify class of signals for which transmission through the system is
blocked (they influence the response if they are close enough to the
dominant poles, or close to the corresponding complex exponential
component of the input signal)
E.g. close to the origin 𝑠 = 0
Example – first order system
1
•𝐺 𝑠 = ⇒ 𝑝 = −𝑎, impulse response: ℎ𝐺 𝑡 = 𝑒 −𝑎𝑡 𝑢(𝑡)
𝑠+𝑎
1
• Time constant: 𝜏 =
𝑎
Example – 2 nd order system
1 1
•𝐺 𝑠 = = ⇒ 𝑝1 = −1, 𝑝2 = −2
𝑠2 +3𝑠+2 (𝑠+1)(𝑠+2)
1 1
•𝐺 𝑠 = − ⇒ ℎ𝐺 𝑡 = (𝑒 −𝑡 −𝑒 −2𝑡 )𝑢(t)
𝑠+1 𝑠+2

5/2
•𝐺 𝑠 = ⇒ 𝑝1 = −1, 𝑝2 = −5
(𝑠+1)(𝑠+5)
5 1 1 5
•𝐺 𝑠 = − ⇒ ℎ𝐺 𝑡 = 𝑒 −𝑡 − 𝑒 −5𝑡 𝑢(𝑡)
8 𝑠+1 𝑠+5 2
 1 0.5 1 5/2 0.5 5/2
𝑠+2 𝑠+1 (𝑠 + 1)(𝑠 + 2) 𝑠+5 𝑠+1 (𝑠 + 1)(𝑠 + 5)
Example – 2 nd order system with zero
2𝑠+1 (𝑠+0.5)
•𝐺 𝑠 = 2 =2 ⇒ 𝑝1 = −1, 𝑝2 = −2, 𝑧1 = −0.5
𝑠 +3𝑠+2 (𝑠+1)(𝑠+2)
1 3
•𝐺 𝑠 = − + ⇒ ℎ𝑤 𝑡 = −𝑒 −𝑡 + 3𝑒 −2𝑡 𝑢(𝑡)
𝑠+1 𝑠+2

1
𝑠+2

0.5
𝑠+1
The dominant poles
• Dominant poles of an LTI system are the poles which are the closest
to the imaginary axis, and are significantly far apart from all the
other poles – their influence to the system response is dominant

• If two pairs of conjugate complex poles have approximately the same

distance to the imaginary axis, the dominant pair is the one which has
significantly larger imaginary part
Impusle response vs. location of the dominant
poles
Pair of conjugate complex poles
• Stable second order system without zeros: 𝜁 – Damping factor
𝜔𝑛2
𝐺 𝑠 = 2
𝑠 + 2𝜁𝜔𝑛 𝑠 + 𝜔𝑛2 𝜔𝑛 - Natural frequency (undamped)
• Representation using real and imaginary part:
𝜔𝑑 - Damped natural frequency
𝑠 2 + 2𝜁𝜔𝑛 + 𝜔𝑛2 = s + 𝜎 2 + 𝜔𝑑2

⇒ 𝜎 = 𝜁𝜔𝑛 , 𝜔𝑑 = 𝜔𝑛 1 − 𝜁 2

• Poles: 𝑠 = −𝜎 ± 𝑗𝜔𝑑
 Pair of conjugate complex poles

For 𝜁 = 0: 𝜔𝑛 = 𝜔𝑑
For 𝜁 ≤ 0 poles are in the right half plane, the system is unstable
Pair of conjugate complex poles– time
domain
𝜔𝑛2
𝐺 𝑠 =
s + 𝜁𝜔𝑛 2 + 𝜔𝑛2 (1 − 𝜁 2 )
𝜔𝑛 −𝜎𝑡 sin 𝜔 𝑡 𝑢(𝑡)
• From the LT table we get that the impulse response is: ℎ𝑤 𝑡 = 2
𝑒 𝑑
1−𝜁
Pair of conjugate complex poles– time
domain
• The step response we obtain in a similar way:
Poles location for different dampings
Specifications in time domain
• Rise time 𝑡𝑟 = 𝑇𝑢 = 𝑡0.9 − 𝑡0.1
• Settling time – time beyond which the response approached to 1% (2%, 5%) the stationary value
• Overshoot 𝑀𝑝 = Π – maximal value at which the output overshoots the stationary value 𝑦(∞), divided by
𝑦(∞), typicaly expressed in percentages
• Peak time - time of the achivement of the maximal overshoot 𝑡𝑝 = 𝑡Π

𝑦 𝑡𝑝 −𝑦(∞)
• 𝑀𝑝 = Π = 𝑦(∞)
100%
Rise time
• Depends only on undamped natural frquency 𝜔𝑛
• Approximately the following holds:
1.8
𝑡𝑟 ≅
𝜔𝑛

𝜔𝑛
Overshoot and peak time
• By differentiating the step response and equalizing with zero we get:

𝜋
𝑡𝑝 =
𝜔𝑑

−𝜋𝜁/ 1−𝜁 2
𝑀𝑝 = 𝑒

• Overshoot depends only on the damping factor!

Dependence of overshoot on 𝜁
Settling time
• Settling time depends only on the real part of the poles (exponential
term in the response)

4.6 4.6
• When using 1% of the stationary value, we get: 𝑡𝑠 = =
𝜎 𝜁𝜔𝑛
Design
• Based on specification of maximal values for rise time, overshoot and
settling time :
1.8 4.6
𝜔𝑛 > , 𝜁 > 𝜁 𝑀𝑝 , 𝜎 >
𝑡𝑟 𝑡𝑠
System Stability Analysis in Laplace Domain
• An LTIC system is asymptotically stable if and only if all the poles of its
transfer function LHP. The poles may be simple or repeated.
• An LTIC system is unstable if and only if either one or both of the
following conditions exist: (i) at least one pole is in the RHP; (ii) there
are repeated poles of on the imaginary axis.
• An LTIC system is marginally stable if and only if there are no poles in
the RHP, and some unrepeated poles on the imaginary axis
Frequency response of stable LTIC systems
• If the system is stable, its frequency response is directly obtained by
substitution 𝑠 = 𝑗𝜔

• If the system is causal, we obtain the Fourier transform of the impulse

response
 Filter Design by Placement of
Poles and Zeros of the Transfer
Function
 Dependence of Frequency Response on Poles
and Zeros
𝑠−𝑧1 𝑠−𝑧2 ⋯(𝑠−𝑧𝑚 )
•𝐻 𝑠 = 𝑏0 ,𝑚 ≤𝑛
𝑠−𝜆1 𝑠−𝜆2 ⋯(𝑠−𝜆𝑛 )
𝑝−𝑧1 𝑝−𝑧2 ⋯(𝑝−𝑧𝑚 )
• For fixed point 𝑝 we get: 𝐻 𝑝 = 𝑏0
𝑝−𝜆1 𝑝−𝜆2 ⋯(𝑝−𝜆𝑛 )

𝑝 − 𝑧𝑖 = 𝑟𝑖 𝑒 𝑗𝜙𝑖
• Hence,

𝑟1 ⋯ 𝑟𝑚 𝑗 𝜙1 +⋯𝜙𝑚 −𝜃1 −⋯−𝜃𝑛

𝐻 𝑠 = 𝑏0 𝑠
𝑠=𝑝 𝑑1 ⋯ 𝑑𝑛
Filter design by pole placement
• Gain enhancement by a pole:
Filter design by pole placement
• Gain suppression by a zero:
Low pass filter – Wall of poles
• We need enhanced gain over the entire frequency band:
Butterworth filter
• It can be shown that the frequency
response is maximally flat if the wall
is a semicircle with infinite number
of poles uniformly distributed

• In practice we can only take finite

number of poles – N
Chebyshev filter
• The wall is semiellipse
• The characteristics of a
Chebyshev filter are inferior
to those of Butterworth
over the passband
• But in the stopband,
Chebyshev behavior is
superior in the sense that
the gain drops faster than
that of the Butterworth
Bandpass filter
Bandstop filter (notch filter)
Practical specifications
• The following is typically
specified in advance:
• 𝐺𝑝 (minimal gain in the
passband),
• 𝐺𝑠 (maximal gain in the
stopband)
Z Transform
Z Transform Basics
• Generalization to DTFT
• Analogous to Laplace transform in CT
• Unilateral ZT definition:
∞

𝑍 𝑓 𝑘 =𝑓 𝑧 = 𝑓 𝑘 𝑧 −𝑘
𝑘=0
Some properties of
Z transform
Table of typical CT signals, their Laplace
transforms, and corresponding DT signals with
their Z transforms
Z transform solution of linear difference
equation
• One of the most important properties:
𝑍 𝑓 𝑘 − 1 = 𝑧 −1 𝐹 𝑧 + 𝑓(−1)
• From which we have the simple connection between difference
equation (recursive computational algorithm) and the Transfer
Function of DT systems:

𝑦 𝑘 = −𝑎1 𝑦 𝑘 − 1 − 𝑎2 𝑦 𝑘 − 2 + 𝑏0 𝑢 𝑘 + 𝑏1 𝑢 𝑘 − 1 + 𝑏2 𝑢(𝑘 − 2)

⇒ 𝑌 𝑧 = −𝑎1 𝑧 −1 − 𝑎2 𝑧 −2 𝑌 𝑧 + 𝑏0 + 𝑏1 𝑧 −1 + 𝑏2 𝑧 −2 𝑈(𝑧)
Zero state and zero input responses
• Example:
• Solve 𝑦 𝑛 + 2 − 5𝑦 𝑛 + 1 + 6𝑦 𝑛 = 3𝑥 𝑛 + 1 + 5𝑥 𝑛
• For the initial conditions 𝑦[−1] = 11/6, 𝑦[−2] = 37 /36
• And the input 𝑥 𝑛 = 2 −𝑛 𝑢[n]

• It is easy to separate the solution into zero-input and zero-state

components – separate the response into terms arising from the
input and terms arising from initial conditions
The transfer function – zero state response
• General difference equation:
𝑦 𝑛 + 𝑎1 𝑦 𝑛 − 1 + ⋯ + 𝑎𝑁 𝑦 𝑛 − 𝑁
= 𝑏0 𝑥 𝑛 + 𝑏1 𝑥 𝑛 − 1 + ⋯ + 𝑏𝑁 𝑥[𝑛 − 𝑁]
• We assume zero initial conditions and causal input 𝑦 −𝑟 =
𝑥 −𝑟 , 𝑟 = 1,2, … , 𝑁
• Using the above property we get:
𝑏0 𝑧 𝑁 +𝑏1 𝑧 𝑁−1 +⋯+𝑏𝑁−1 𝑧+𝑏𝑛
•𝑌𝑧 = 𝑋[𝑧]
𝑧 𝑁 +𝑎1 𝑧 𝑁−1 +⋯+𝑎𝑁−1 𝑧+𝑎𝑛
𝑃[𝑧] 𝑏0 𝑧 𝑁 +𝑏1 𝑧 𝑁−1 +⋯+𝑏𝑁−1 𝑧+𝑏𝑛
•⇒𝐻 𝑧 = =
𝑄[𝑧] 𝑧 𝑁 +𝑎1 𝑧 𝑁−1 +⋯+𝑎𝑁−1 𝑧+𝑎𝑛
Stability
• If all the poles of 𝐻[𝑧] are within the unit circle, all the terms in ℎ[𝑛]
are decaying exponentials, and ℎ[𝑛] is absolutely summable

• Hence, the system is BIBO stable

• Otherwise the system is BIBO unstable.

Connection between s and z domains
• Equivalent system characteristics which can be seen in the Z plane are
connected to system characteristics in the s plane according to the
equation:

𝑧 = 𝑒 𝑠𝑇

• Stability boundary is the unit circle

• Dominant poles are poles which are the closest to the unit circle!
Connection between s and z domains – pair
of conjugate complex poles
Responses of the discrete-time systems depending
on the location of the dominant poles
Frequency response of stable LTIC systems
• If the system is stable, its frequency response is directly obtained by
substitution 𝑧 = 𝑒 𝑗Ω

• If the system is causal, we obtain the DTFT of the impulse response

Frequency response from zero pole location
• The nature of the influence of pole and zero locations on the
frequency response is similar to that observed in continuous-time
systems, with minor differences.

• In place of the imaginary axis of the continuous-time systems, we

have the unit circle in the discrete-time case

• The nearer the pole (or zero) is to a point 𝑒 𝑗Ω (on the unit circle)
representing some frequency Ω, the more influence that pole (or
zero) has on the amplitude response
Digital filter design
• Influence of poles and zeros
Walls of poles and zeros

Lowpass filter

Highpass filter
Bandpass Filter
Notch
(Bandstop)
Filter
Example of digitally controlled analog CT
systems

• With fixed
sampling period 𝑇:
Spectral Analysis of Non-
Stationary Signals
Spectral Analysis of Non-Stationary Signals
• Example: chirp signal: 𝑥[𝑛] = cos 𝜔0 𝑛2
• Frequency characteristic is changing in time
• We apply (time varying) window functions
• ⇒ Short Time Fourier Transform (STFT):

+∞

𝑋𝑆𝑇𝐹𝑇 𝑒 𝑗𝜔 , 𝑚 = 𝑥 𝑛 𝑤 𝑛 − 𝑚 𝑒 −𝑗𝜔𝑛
𝑛=−∞
• Spectrogram – amplitude characteristic (depending on m)