Sie sind auf Seite 1von 13

Signals and Systems (Laplace Transform)

Laplace Transform

Objectives

Upon completion of this chapter you will be able to:

 Express a signal in terms of Laplace Transform.


 Calculate the signal in time domain from its Laplace Transform.
 Learn the properties of Laplace Transform.
 Find Initial Value and Final Value of Signal.
 Characterize the system’s stability and causality from the Transfer Function of the
system.

Introduction

In Fourier Transform we saw that a broad class of signals can be expressed in terms of

complex exponentials because complex exponentials ( est , s  j ) are eigenfunctions of LTI


Systems. However, eigenfunction property and many of its consequences hold for arbitrary
values of s which are not necessarily imaginary which leads to generalization of Fourier
Transform in terms of Laplace Transform. Laplace Transform can also be applied to analysis
of unstable systems where Fourier Transform cannot be applied which gives an insight into
the stability of the systems.

Laplace Transform

Response of a LTI System with impulse response h(t) for an input x(t) = est is

y(t) = H(s) est

where H(s) is the Laplace Transform of Impulse Response h(t).



Analysis Equation: Hs   h  t  estdt



Where, s    j 
  jt
X    j    x  t  e

 
dt



X s   x  t  ete jtdt


© Kreatryx. All Rights Reserved. 1 www.kreatryx.com


Signals and Systems (Laplace Transform)

If real part of s,   0

X  j    x  t  e jtdt  Fourier Transform




So, for imaginary values of ‘s’ Laplace Transform converges to Fourier Transform.

Region of convergence (ROC)

ROC is range of values of s for which Laplace Transform converges is known as region of
convergence.

Region of Convergence makes the Laplace Transform of a signal unique.

Solved Examples

Problem: Find Laplace transform of given signal & indicate region of convergence for the
following signals.


1. x t  e u t
 at

Solution: X  s    eatu  t  estdt   esat dt
 

 0

 
Region of convergence R e s  a  0 => R e s  a 

1 sat
X s  e
  s  a
0

1
X s 
 s  a

2. x t  e u t
 at
 
Solution: X  s     eatu  t est dt    e   dt
 0  sa t
 

Region of convergence

R e  s  a  0 =>R e  s   a

© Kreatryx. All Rights Reserved. 2 www.kreatryx.com


Signals and Systems (Laplace Transform)

0
1 sat
X s  e
 s  a 

1
X s 
 s  a
Note: For the above two signals the expression for the Laplace Transform is same but their
ROCs are different. So ROC makes the Laplace Transform of a signal unique.

Problem: Find the ROC of the continuous time signal x(t)  3e2tu(t)  4 et u(  t) .
 
Solution: X(s)   x(t)e st dt   3e u(t)  4 et u(  t)  e  st dt
2t

 

 0
 3 e2t e st dt  4  et e st dt
0 

 0
 3 e(s 2)t dt  4  e(s 1)t dt
0 

 0
 e(s 2)t   e(s 1) 
 3   4 
 (s 2)  0  (s 1)  
I II

For I integral to be converge s+2>0 of Re(s)>-2. For II integral to be converge s-1<0 or


Re(s)<1. Therefore, ROC: -2<Re(s)<1

Poles & Zeroes

 If the Laplace Transform of a signal can be expressed in rational form as shown below
k  s  s1  s  s2  ......  s  sn 
G(s) 
s  s s  s  ...... s  s 
a b m

Where k is constant
 If in the Laplace Transform we put s  sa ,sb .......,sm the value of Laplace Transform
becomes infinity & thus these are called as poles of Laplace Transform.
 If in Laplace Transform we put s  s1 ,s2 .......,sn , the value of Laplace Transform is zero &
these are called as zeroes of Laplace Transform.

© Kreatryx. All Rights Reserved. 3 www.kreatryx.com


Signals and Systems (Laplace Transform)

Properties of ROC

1. ROC should not contain any poles & ROC doesn’t depend on zeroes.
2. If x(t) is time limited right sided signal then ROC is entire s-plane expect s=0
3. If x(t) is time limited signal & left sided then ROC is entire s-plane except s.
4. If x(t) is band limited signal then ROC is the region entire s-plane expect 0 &  .
5. If x(t) is infinite right sided signal then ROC is right of right most pole.
6. If x(t) is infinite left sided signal then ROC is left of left most pole.
7. If signal x(t) is infinite 2 sides signal then ROC is a strip between 2 poles.

Note: If there is no common ROC between the poles for an infinite 2 sided signal then
Laplace transform does not exist.

Some common Laplace Transform with ROC

Signal Laplace Transform ROC


 t 1 Entire s-plane

ut 1 Re s  0
s
tu  t  1 Re s  0
s2
tnu  t  n! Re s  0
sn1
u  t  1 Re s  0
s
tu  t  1 Re s  0
s2
tnu  t  n! Re s  0
sn1
eatu  t  1 R e  s   a
sa
teatu  t  1 R e  s   a
 s  a
2

tneatu  t  n! R e  s   a
 s  a
n1

eatu  t  1 R e  s   a
sa
tneatu  t  n! R e  s   a
 s  a
n1

© Kreatryx. All Rights Reserved. 4 www.kreatryx.com


Signals and Systems (Laplace Transform)

cos(at) u  t  s Re s  0
s2  a2
sin(at) u  t  a Re s  0
2
s  a2
cosh(at) u  t  s Re s  a
2
s  a2
sinh(at) u  t  a Re s  a
2
s  a2
eat cos(bt) u  t  sa R e  s   a
 s  a
2 2
b

eat sin(bt) u  t  b R e  s   a
 s  a
2 2
b

Properties of Laplace Transform

1. Linearity
If x1  t  
L.T.
 X1  s 
If x2  t  
L.T.
 X2 s 


Then ax1 t  bx2 t   L.T.
 aX1 s  bX2 s  
2. Time scaling
If x  t  
L.T.
 X s
1 s
Then x  at  
L.T.
 X 
a a

3. Time shifting
If x  t  
L.T.
 X s

 L.T.
Then x t  t0  
e
st0
X s

4. Shifting in s-domain
If x  t  
L.T.
 X s

e 0 x  t    X  s  s0 
st L.T.

© Kreatryx. All Rights Reserved. 5 www.kreatryx.com


Signals and Systems (Laplace Transform)

5. Differentiation in time domain

If x  t  
L.T.
 X s

d
x  t  
L.T.
 sX  s 
dt

dn
x  t  
L.T.
 snX  s   sn1 x  0   sn2 x1  0  ......
dtn

6. Integration in time
If x  t  
L.T.
 X s
X s
 x    d   
t
 x 0
 s

7. Differentiation in s-domain
If x  t  
L.T.
 X s
d
t x t   X s
ds

8. Integration in s-domain
If x  t  
L.T.
 X s
x t
   X  s  ds

t s

9. Convolution
 
In time: x1 t * x2 t  X1 s * X 2 s  
1
In s-domain: x1  t  x2  t   X s  * X2 s 
2  1 

Initial value theorem


 
x 0  lim sX  s 
s

Final value theorem

x     lim sX  s 
s 0

© Kreatryx. All Rights Reserved. 6 www.kreatryx.com


Signals and Systems (Laplace Transform)

Note:

 For anti-casual system, final & initial value theorem will be reverse.
 To find initial & final value, the signal X(s) must be strictly proper order i.e. order of
Numerator less than order of denominator.
 To find final value, all pole must lie on left side of s-plane, if at least one pole on right side
of s-plane, the system becomes unstable, for unstable system final value cannot be
determined.
 For system to be at least conditionally or marginally stable, a pair of conjugate pole on
the imaginary or a simple pole at origin.
 Initial value is used to find transient state & final value to steady state.
 If ROC is not defined, take by default right sided signal.

Solved Examples

a t
Problem: Find the Laplace transform and ROC of the signal x(t)  e ?

a t
Solution: x(t)  e  eatu(t)  eatu( t)

By property of Linearity,

1 1 2a
X(s)    2
(s a) (s a) s  a2

First signal converges if Re(s-a)<0 or Re(s)<a

Second signal converges if Re(s+a)>0 or Re(s)>-a. So, ROC is  a  Re(s)  a

Problem: Consider two signals x(t) and y(t) shown in figure and their Laplace transform pairs
L L
x(t)  X(s) and y(t) Y(s)

© Kreatryx. All Rights Reserved. 7 www.kreatryx.com


Signals and Systems (Laplace Transform)

1
If X(s)  5  10e2s  5e4s  , then Y(s) will be
s

Solution: From the given graph, we can see that


t
1
2 0
y(t)  x( )d 

1
So Y(s)  X(s) (using integration property)
2s
1
5  10e2s  5e4s 
2  
2s

2t
Problem: Consider a signal x(t)  e u(t) and its Laplace Transform pair x(t) X(s).

1. The inverse Laplace transform of X(s/2) is

Solution: From the time scaling property

1 s
x(at) 
L
 X 
a a

s
2x(2 t) 
L
X 
2

s
2e4tu(t) 
L
X 
2
2. The inverse Laplace transform of X(s 2)  X(s 2) is

Solution: Frequency shifting property

x(t)eat 
L
 X(s a)

x(t)e2t 
L
 X(s 2)

x(t)e2t 
L
 X(s 2)
Similarly,

x(t) e2t  e2t  


L
 X(s 2)  X(s 2)

e2t u(t) e2t  e2t  


L
 X(s 2)  X(s 2)

1  e4t  u(t) 
L
 X(s 2)  X(s 2)
 

© Kreatryx. All Rights Reserved. 8 www.kreatryx.com


Signals and Systems (Laplace Transform)

Problem: If X(s)  4 / (s2  s) is the Laplace transform of x(t), what will be its final value?

4
Solution: X(s) 
s s
2

s 2

s 0

Poles are at s=0, s=1

Poles at s=1 lies in right half plane which implies that final value of x(t) is not finite.

d
Problem: What is the Laplace transform of signal
dt
 
te tu(t) ?

1
Solution: Since e tu(t) 
L

s 1
d 1  1
te tu(t) 
L
   (Differentiation is s-domain)
ds  s  1  (s 1)2

d s
ds

te tu(t) 
L
(s 1)2
(Time differentiation)

d2  1  1
Problem: What is the time signal corresponding to 2  2  ?
ds  s  9  s  3

3 L1
Solution: Since   sin(3 t)u(t)
s 9
2

d2  1  L1 2 2 1 t3
 2  ( 1) t sin(3t)u(t)  sin3tu(t) (Double differentiation)
ds2 s 9 3 3

d2  1  L1 d  t3  2t
s 2 2   sin(3t)u(t)   sin3tu(t)  t2 cos 2tu(t)
  (Time differentiation)
ds  s  9  dt  3  3
1 L1
Since   e3tu(t)
s3
d2  1  1 L1 2t
s 2  2    sin(3t)u(t)  t2 cos(3t)u(t)  e3t u(t)
ds  s  9  s  3 3

© Kreatryx. All Rights Reserved. 9 www.kreatryx.com


Signals and Systems (Laplace Transform)

Types of Laplace Transform

(Two-sided) Bilateral LT (one-sided) Unilateral LT


 
BLT x  t   X  s   
ULT x  t   X  s 

X s  x  t  est dt X  s    x  t  estdt


 
  0

It is obtained for right sided, left sided, 2 ULT is obtained for only right sided signal as
sided signals ULT of left sided signal is always ‘0’
BLT & ULT are same for right sided signal ULT is obtained for signal where BLT cannot

x t e u t
2t
 be obtained

1
x  t   e2tu  t 
X s 

0 e2t est dt 
 s  2 X s 

e2t est dt 
1
0  s  2

System Characterization using Laplace Transform

Causality: For the system response H(s) to be only casual then ROC must be region to the
right of right most pole.

Note: The above condition of causality can only be applied is H(s) is a rational function.

Stability: For the system response H(s) to be stable ROC must include jω axis

Note: For causal system to be stable, it should satisfy the following conditions.

1. All poles must lie on left hand side of s-plane.


2. ROC must include jω axis.

Solved Examples

Problem: Determine the causality and stability of the systems whose transfer functions are
given below.

1. H  s   1
ROC >-2
s  5s  6
2

Solution:
1 1 1
Hs     e2t  e3t  u  t   causal
 s  3s  2  s  2   s  3
Since ROC includes jw axis so the system is stable.

© Kreatryx. All Rights Reserved. 10 www.kreatryx.com


Signals and Systems (Laplace Transform)

e3s
2. H  s   Re  s   2
 s  2
e3s
Solution: H  s   Re  s   2
 s  2
2 t 3
h(t)  e u  t  3  non-causal

If H(s) is not a rational function then causality must be discussed in time-domain.

Since, ROC contains jw axis so the system is stable.

Problem: The pole zero diagram of a continuous time system is shown in figure

Match List-I(ROC of system function) with List-II(Stability and casuality) and choose the
correct answer using the codes given below
List-I List-II
P. Re(s)<-2 1. Unstable and non-casual
Q. -2< Re(s)<-1 2. Unstable and casual
R. -1< Re(s)<1 3. Unstable and anti casual
S. Re(s)>1 4. Stable and non-casual

Codes:
P Q R S
(a) 1 4 2 3
(b) 2 4 1 3
(c) 3 1 4 2

© Kreatryx. All Rights Reserved. 11 www.kreatryx.com


Signals and Systems (Laplace Transform)

Solution: Correct answer is C

Stability:

We know that an LTI system is stable if and only if ROC of its system function includes entire
imaginary (j ) axis

Here the only ROC which contains entire imaginary axis is -1<Re(s)<1

Hence system is stable for this ROC.

Causality:

An LTI system will be casual if ROC being the right half s-plane to the right is Right most
pole. So the only ROC for which system is casual is Re(s)>1

System is anti-casual for ROC Re(s)<-2 and non-casual for ROC -2<Re(s)<-1 and -
1<Re(s)<1

Laplace Transform of periodic signals

 Bilateral LT doesn’t exist for periodic signals rather Unilateral LT exits as there is no
common ROC between poles.
X s
 F s  Where X(s) is Laplace transform of one period of signal.
1  esT
Where T represents time period of the signal

Solved Examples

Problem: The Laplace transform of the waveform shown in the figure is

© Kreatryx. All Rights Reserved. 12 www.kreatryx.com


Signals and Systems (Laplace Transform)

Solution: For 0 < t < a


t t (t  a)
v(t)  x(t)  (u(t)  u(t  a) )  u(t)  u(t  a)  u(t  a)
a a a

1 eas eas 1  eas eas


X(s)     
as2 as2 s as2 s
Now, since the signal is periodic with period ‘a’

X(s)  1  eas eas  1


V(s)    
1  eas  as2 s  1  eas

Inverse Laplace Transform


To recover a signal from its Laplace Transform we have to use the following synthesis
equation which is also called as Inverse Laplace Transform.
 j
x(t)  stds
 X(s)e
 j

© Kreatryx. All Rights Reserved. 13 www.kreatryx.com

Das könnte Ihnen auch gefallen