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EE3160 LT 01 THE LAPLACE TRANSFORM

The Laplace transform X(s) of a signal x(t) is defined as


Z ∞ Z ∞
−st
Laplace Transform: X(s) = x(t)e dt = x(t)e−(σ+jω)t dt (with s = σ + jω)
0− 0−

There is also a two-sided version of the Laplace transform that uses the lower limit as −∞. However, this
form finds limited use and is not pursued here.
The complex quantity s = σ + jω generalizes the concept of frequency to the complex domain. It is often
referred to as the complex frequency, with ω measured in radians/second, and σ in nepers/second. The
relation between x(t) and X(s) is denoted symbolically by the transform pair x(t) ⇔ X(s). The double
arrow suggests a one-to-one correspondence between the signal x(t) and its Laplace transform X(s).
The Laplace transform provides unique correspondence only for causal signals, since the Laplace transform
of x(t) and its causal version x(t)u(t) are clearly identical due to the lower limit of 0. To include signals such
as δ(t), which are discontinuous at the origin, the lower limit is chosen as 0− whenever appropriate.
Convergence:
The Laplace transform is an integral operation. It exists if x(t)e−σt is absolutely integrable. The range of
σ that ensures existence defines the region of convergence (ROC). We shall deal only with causal signals
whose ROC is σ > −α, α ≥ 0 and avoid explicit mention of the ROC.
A Short Table of Laplace Transform Pairs

Entry x(t) X(s) Entry x(t) X(s)


1
1 δ(t) 1 2 u(t)
s
1 n!
3 r(t) = tu(t) 4 tn u(t)
s2 sn+1
1 1
5 e−αt u(t) 6 te−αt u(t)
s+α (s + α)2
s β
7 cos(βt)u(t) 8 sin(βt)u(t)
s2 + β 2 s2 + β 2
β s+α
9 e−αt sin(βt)u(t) 10 e−αt cos(βt)u(t)
(s + α)2 + β 2 (s + α)2 + β 2

Properties: Note: x(t) is to be regarded as the causal signal x(t)u(t).


Entry Property x(t) X(s)
1 Times-exp e−αt x(t) X(s + α)

2 Time Scaling x(αt), α > 0 1 s


X
α α
−αs
3 Time Shift x(t − α)u(t − α), α > 0 e X(s)

4 Times-t tx(t) dX(s)



ds
5 Derivative x′ (t) sX(s) − x(0−)
6 2nd Derivative x′′ (t) s2 X(s) − sx(0−) − x′ (0−)
Z t
7 Integral X(s)
x(τ ) dτ
0− s
8 Convolution x(t) ⋆ h(t) X(s)H(s)
Switched periodic, X1 (s)
9 xp (t)u(t) , T = time period of x(t)
x1 (t) = first period 1 − e−sT
Laplace Transform Theorems
1 Initial value x(0+) = lim [sX(s)] (if X(s) is strictly proper)
s→∞
2 Final value x(t)|t→∞ = lim [sX(s)] (if poles of X(s) lie in LHP)
s→0

c
Ashok Ambardar 1
EE3160 LT 02 LAPLACE TRANSFORM PAIRS AND PROPERTIES

Z ∞
1 1 1
Y (s) = y(t)e−st dt u(t) ⇐ lt ⇒ r(t) = tu(t) ⇐ lt ⇒ e−αt u(t) ⇐ lt ⇒
0− s s2 s+α
1 s ω
δ(t) ⇐ lt ⇒ 1 te−αt u(t) ⇐ lt ⇒ cos(ωt)u(t) ⇐ lt ⇒ sin(ωt)u(t) ⇐ lt ⇒
(s + α)2 s2 + ω 2 s2 + ω 2
dY (s)
y(t − α)u(t − α) ⇐⇒ e−αs Y (s), (α > 0) e−αt y(t) ⇐⇒ Y (s + α) ty(t) ⇐⇒ − y ′ (t) ⇐⇒ sY (s) − y(0)
ds
Time Shift Times Exp Times t Derivative
1 s
cos(αt)y(t) ⇐⇒ 0.5[Y (s + jα) + Y (s − jα)] e−αt y(t) ⇐⇒ Y , (α > 0) x(t) ⋆ h(t) ⇐⇒ X(s)H(s)
α α
Times Cosine Time Scaling Convolution

The Laplace transform Y (s) of a signal y(t) is defined as


Z ∞ Z ∞
−(σ+jω)t
Y (s) = y(t)e dt = y(t)e−st dt
0− 0−

Here, s = σ + jω with ω in radians/second, and σ in nepers/second.


To include signals such as δ(t), the lower limit is chosen as 0− whenever appropriate.
The two-sided Laplace transform, with lower limit t = −∞ finds limited use and is not pursued here.
The relation between y(t) and Y (s) is denoted symbolically by the transform pair y(t) ⇐ lt ⇒ Y (s).
How the Properties Arise
The Laplace transform is a linear operation. Most of its properties follow from the defining integral.
The times-exp property is obtained directly from the defining integral:
Z ∞ Z ∞
y(t)e−αt e−st dt = y(t)e−(s+α)t dt = Y (s + α)
0 0

The times-cosine property follows by expressing cos(αt) by complex exponentials (Euler’s relation):
Z ∞ Z ∞
−st
y(t)cos(αt)e dt = 0.5y(t)[e−jαt + ejαt ]e−st dt = 0.5[Y (s + jα) + Y (s − jα)]
0 0

The time-scaling property results from a change of variable:


Z ∞ Z
−st αt=λ 1 ∞ 1 s
y(αt)e dt −→ = y(λ)e−sλ/α dλ = Y
0 α 0 α α
The time-shift property (with α > 0) also results from a change of variable:
Z ∞ Z ∞
−st t−α=λ
y(t − α)e dt −→ = y(λ)e−s(λ+α) dλ = e−αs Y (s), (α > 0)
α 0

The derivative property follows from the defining relation:


Z ∞ ∞ Z ∞
′ −st

−st
y (t)e dt = y(t)e + s y(t)e−st dt = −y(0−) + sY (s) = sY (s) − y(0−)
0− 0− 0−

d
The times-t property involves expressing te−st as te−st = − ds (e−st ).
Then, interchanging the order of differentiation and integration gives
Z ∞ Z ∞   Z ∞
−st d −st d dY (s)
ty(t)e dt = y(t) − e dt = − y(t)e−st dt = −
0 0 ds ds 0 ds

The convolution property involves changing the order of integration and a change of variable (t − λ = τ ):
Z ∞ Z ∞  Z ∞ Z ∞ 
x(t − λ)u(t − λ)h(λ) dλ e−st dt = x(t − λ)e−s(t−λ) dt h(λ)e−sλ dλ = X(s)H(s)
0 0 0 λ

2 c
Ashok Ambardar
EE3160 LT 03 LAPLACE TRANSFORM EXAMPLES

EXAMPLE 1 (Laplace Transforms from the Defining Relation)


(a) (Unit Impulse) Using the sifting property, the transform of x(t) = δ(t) is given by
Z ∞
X(s) = δ(t)e−st dt = 1
0−

The choice 0− for the lower limit is due to the fact that δ(t) is discontinuous at t = 0. The ROC is the
entire s plane.

(b) (Unit Step) From the defining relation, the transform of x(t) = u(t) is given by
Z ∞ Z ∞
−st 1
X(s) = u(t)e dt = e−st dt =
0− 0− s
Since exp(−st) = exp[−(σ + jω)t], which equals zero at the upper limit only if σ > 0, the region of
convergence of X(s) is σ > 0.

(c) (Unit Ramp) The transform of x(t) = r(t) = tu(t) is given by


Z ∞ Z ∞
1
X(s) = r(t)e−st dt = te−st dt = 2
0 0 s
The region of convergence for this result is also σ > 0.

(d) (Decaying Exponential) The transform of x(t) = e−αt u(t) is given by


Z ∞ Z ∞
1
X(s) = e−αt e−st dt = e−(s+α)t dt =
0 0 s + α
The region of convergence of X(s) is σ > −α.

(e) (Switched Cosine) With x(t) = cos(αt)u(t), we use Euler’s relation to get
Z ∞ Z
−st 1 ∞ h −(s+jα)t i s
X(s) = cos(αt)e dt = e + e−(s−jα)t dt = 2
0 2 0 s + α2
The region of convergence of X(s) is σ > 0.

EXAMPLE 2 (Using Properties to find Laplace Transforms)


(a) Let x(t) = te−3t u(t). Find X(s).
1
Method 1: Start with the known pair y(t) = tu(t) ⇔ Y (s) = 2 and use the times-exp property
s
1
e−3t y(t) = e−3t tu(t) ⇐⇒ Y (s + 3) =
(s + 3)2
1
Method 2: Start with the known pair e−3t u(t) ⇔ and use the times-t property to give
s+3
 
−3t d 1 1
te u(t) ⇐⇒ − =
ds s + 3 (s + 3)2

(b) Find the Laplace transform of x(t) = e−3t cos(2t)u(t).


s
Start with the known pair y(t) = cos(2t)u(t) ⇔ Y (s) = .
s2
+4
Then, use the times-exp property to give x(t) = e−3t cos(2t)u(t) ⇔ Y (s + 3) and
s+3
e−3t cos(2t)u(t) ⇐⇒
(s + 3)2 + 4

c
Ashok Ambardar 3
EE3160 LT 04 MORE LAPLACE TRANSFORM EXAMPLES
Z ∞
1 1 1
Y (s) = y(t)e−st dt u(t) ⇐ lt ⇒ r(t) = tu(t) ⇐ lt ⇒ e−αt u(t) ⇐ lt ⇒
0− s s2 s+α
1 s ω
δ(t) ⇐ lt ⇒ 1 te−αt u(t) ⇐ lt ⇒ cos(ωt)u(t) ⇐ lt ⇒ sin(ωt)u(t) ⇐ lt ⇒
(s + α)2 s2 + ω 2 s2 + ω 2
dY (s)
y(t − α)u(t − α) ⇐⇒ e−αs Y (s) e−αt y(t) ⇐⇒ Y (s + α) ty(t) ⇐⇒ − y ′ (t) ⇐⇒ sY (s) − y(0)
ds
Time Shift Times Exp Times t Derivative
CONNECTIONS BETWEEN SYSTEM REPRESENTATIONS
1 Y (s)
h(t) = e−3t u(t) H(s) = = (s + 3)Y (s) = X(s) y ′ (t) + 3y(t) = x(t)
⇔ s + 3 X(s) ⇔ ⇔
Impulse Response Cross-Multiply Differential-Equation
Transfer Function

1 2
1. Let x(t) = (t − 2)u(t) Expand: x(t) = (t − 2)u(t) = tu(t) − 2u(t) = r(t) − 2u(t) So, X(s) = 2

s s

2. Let y(t) = tu(t − 2). Find Y (s).


Method 1: Rewrite y(t) as y(t) = tu(t − 2) = [(t − 2) + 2]u(t − 2)
e−2s 2e−2s
Expand: y(t) = (t − 2)u(t − 2) + 2u(t − 2) = r(t − 2) + 2u(t − 2). + So, Y (s) =
s2 s
−2s
1 e
Method 2: Start with: u(t) ⇔ Then (by the shifting property): u(t − 2) ⇔
s s
d[e−2s /s] e−2s 2e−2s
Then (by the times-t property): tu(t − 2) ⇔ − = +
ds s2 s

3. Let g(t) = e−2t u(t − 1). Find G(s).


1 e−s
Start with: u(t) ⇔ Then (by the shifting property): u(t − 1) ⇔
s s
e−(s+2)
Then (by the times-exp property): e−2t u(t − 1) ⇔
s+2

4. YOUR TURN: Find the Laplace transform of the following signals:

(a) x(t) = 3e−4t+2 u(t) (b) h(t) = (t − 1)u(t − 2) (c) y(t) = e−t u(t − 2)
s+1 s2 s s+4
Y (s) = + H(s) = X(s) = Answers:
e−2(s+1) e−2s e−2s 3e2

x(t) v(t)
x(t) = 6u(t) − 6u(t − 3) v(t) = 2r(t) − 2r(t − 3) − 6u(t − 5)
6 6
6 6e−3s 2 2e−3s 6e−5s
X(s) = − V (s) = 2
− 2

s s s s s
t t
3 3 5

h(t) y(t)
h(t) = y(t) =
1 6

H(s) = Y (s) =
t t
1 3 3
s2 s2 s s s
− − y(t) = 2r(t) − 2r(t − 3) − 6u(t − 3), Y (s) = − , h(t) = u(t − 1) − u(t − 3), H(s) =
2 2e−3s 6e−3s e−s e−3s

4 c
Ashok Ambardar
EE3160 LT 05 INVERSE LT BY PARTIAL FRACTIONS
If X(s) is a ratio of polynomials in s with numerator order less than denominator order, we can find its
inverse Laplace transform x(t) by partial fraction expansion and transform-pair table look-up. Complex
roots occur in conjugate pairs. Each pair yields an exponentially damped sinusoid as the inverse transform.

1 1 tn−1 e−αt u(t) K6 θ K6 − θ


⇔ e−αt u(t), n
⇔ , + ⇔ 2Ke−αt cos(βt − θ)u(t)
s+α (s + α) (n − 1)! s + α + jβ s + α − jβ
N N
Y P (s) X Km
PF for Distinct roots: X(s) = = , where Km = (s + pm )X(s)|s=−pm
m=1
s + pm m=1
s + pm
N N k−1
1 Y P (s) X Km X An 1 dn k


Repeated: X(s) = = + , An = [(s + r) X(s)]
(s + r)k m=1 s + pm m=1 s + pm n=0 (s + r)k−n n! dsn s=−r

s+6 K1 K2
EXAMPLE (Distinct Roots): X(s) = = +
s(s + 2) s s+2
s + 6 s + 6
K1 = sX(s) s=0 =
= 3, and K2 = (s + 2)sX(s) s=−2 =
= −2
s + 2 s=0 s s=−2
So, x(t) = K1 u(t) + K2 e−2t u(t) = 3u(t) − 2e−2t u(t)
4 K1 A0 A1
EXAMPLE (Repeated Roots): X(s) = 2
= + 2
+
(s + 1)(s + 2) s + 1 (s + 2) (s + 2)
4 4
2
K1 = (s + 1)X(s) s=−1 =

3 = 4. For repeated roots, use (s + 2) X(s) = to find
(s + 2) s=−1 s+1
4 d h i 4
4
A0 = = −4 and A1 = s+1 =− = −4
s + 1 s=−2 ds s=−2 (s + 1)2 s=−2
So, x(t) = K1 e−t u(t) + A0 te−2t u(t) + A1 e−2t u(t) = 4e−t u(t) − 4te−2t u(t) − 4e−2t u(t)
4 K1 A0 A1
NOTE: We can also evaluate = + + at any two values of s
(s + 1)(s + 2)2 s + 1 (s + 2)2 s+2
(except s = −1 or s = −2, the root locations) and solve for A0 and A1 (with K1 already known).
4s + 8 K1 K6 θ K6 − θ
EXAMPLE (Imaginary Roots): X(s) = 2
= + +
s(s + 4) s s + j2 s − j2
4s + 8 4s + 8
K1 = sX(s) s=0 = 2
= 2, K 6 θ = (s + j2)X(s) s=−j2 =
= 1.4146 −135◦
s + 4 s=0 s(s − j2) s=−j2
So, x(t) = K1 u(t) + 2Ke−αt cos(βt − θ)u(t) = 2u(t) + 2.828 cos(2t + 135◦ )u(t)
NOTE: For an imaginary pair of roots, the result is a sinusoid
20 K1 K6 θ K6 − θ
EXAMPLE (Complex Roots): X(s) = = + +
s(s2
+ 2s + 5) s s + 1 + j2 s + 1 − j2
20

K1 = sX(s) s=0 = 4, K 6 θ = (s + 1 + j2)X(s) s=−1−j2 = = 2.2366 −153.4◦
s(s + 1 − j2) s=−1−j2
So, x(t) = K1 u(t) + 2Ke−αt cos(βt − θ)u(t) = 4u(t) + 4.472e−t cos(2t + 153.4◦)u(t)
NOTE: For a complex pair of roots, the result is an exponentially damped sinusoid
s2 + 2
EXAMPLE (Numerator Order is not less than Denominator Order): X(s) =
s2 + s
−s + 2 −s + 2 −s + 2 2 3
Write X(s) = 1 + (long division!). Now, 2 = = − (partial fractions)
s2 + s s +s s(s + 1) s s+1
−s + 2 2 3
So, X(s) = 1 + 2 =1+ − and we get x(t) = δ(t) + 2u(t) − 3e−t u(t)
s +s s s+1
NOTE: If the numerator order equals or exceeds the denominator order, we use long division.
The final result includes impulses (and possibly their derivatives)

YOUR TURN: Find the impulse response h(t) (inverse Laplace transform) of the following systems:
2 4s 2(s2 + 2)
(a) H(s) = (b) H(s) = (c) H(s) =
s(s + 1) (s + 3)(s + 1)2 (s + 2)(s2 + 4s + 5)
(c) [12e−2t + 12.8e−2t cos(t + 141.3◦)]u(t) (b) (−3e−3t − 2te−t + 3e−t )u(t) (a) (2 − 2e−t )u(t) Answers:

c
Ashok Ambardar 5
EE3160 LT 06 DIFFERENTIAL EQUATIONS AND LAPLACE TRANSFORMS

Derivative Property: y ′ (t) ⇐⇒ sY (s) − y(0) y ′′ (t) ⇐⇒ s2 Y (s) − sy(0) − y ′ (0)

1. Solving Differential Equations: Let y ′′ (t)+ 3y ′ (t)+ 2y(t) = 4e−2t u(t), with y(0) = 3 and y ′ (0) = 4.
4
By the derivative property: [s2 Y (s) − sy(0) − y ′ (0)] + 3[sY (s) − y(0)] + 2Y (s) = X(s) =
s+2
2 ′ sy(0) + y ′ (0) + 3y(0) X(s)
So, (s + 3s + 2)Y (s) = sy(0) + y (0) + 3y(0) + X(s) =⇒ Y (s) = + 2
s2 + 3s + 2 s + 3s + 2
X(s) 4 4 4 4
Zero-State Response: Yzs (s) = 2 = 2
= − 2

s + 3s + 2 (s + 2)(s + 3s + 2) s + 1 (s + 2) s+2
Inverse transformation gives yzs (t) = (4e−t − 4te−2t − 4e−2t )u(t).
sy(0) + y ′ (0) + 3y(0) 3s + 13 10 7
Zero-Input Response: Yzi (s) = = 2 = −
s2 + 3s + 2 s + 3s + 2 s+1 s+2
So, yzi (t) = (10e−t − 7e−2t )u(t) and y(t) = yzs (t) + yzi (t) = (14e−t − 4te−2t − 11e−2t )u(t)
2. Differential Equation from Impulse Response: Let h(t) = 2e−3t u(t) + e−t u(t).
2 1 2s + 2 + s + 3 3s + 5 Y (s)
Find H(s) = + = = 2 = . Cross-multiply:
s+2 s+1 (s + 3)(s + 1) s + 4s + 3 X(s)
(s2 + 4s + 3)Y (s) = (3s + 5)X(s). This gives y ′′ (t) + 4y ′ (t) + 3y(t) = 3x′ (t) + 5x(t)
3. Impulse Response from Differential Equation: Let y ′′ (t) + 4y ′ (t) + 3y(t) = 8x(t)
Y (s) 8
Then, (s2 + 4s + 3)Y (s) = 8X(s). So, = 2 = H(s)
X(s) s + 4s + 3
8 4 4
So, H(s) = = − and h(t) = [4e−t − 4e−3t ]u(t)
(s + 1)(s + 3) s+1 s+3
4. Step Response from Differential Equation: Let y ′ (t) + 2y(t) = 4x(t)
Y (s) 4
Then, (s + 2)Y (s) = 4X(s). So, = = H(s)
X(s) s+2
For the step response ys (t), the input is x(t) = u(t) (unit step input).
4 2 2
So, Ys (s) = X(s)H(s) = = − and ys (t) = [2 − 2e−2t ]u(t)
s(s + 2) s s+2
NOTE: When finding impulse response or step response, assume zero initial conditions.

5. Steady-State Response: Let y ′ (t) + 2y(t) = 4x(t). Find yss (t) if x(t) = 2.5 + 10 cos(2t + 30◦ ).
For steady-state response, best to work with H(s). From the previous example:
4 4
H(s) = . So, H(ω) = . Evaluate H(ω) at ω = 0, 2 rad/s [the frequencies in x(t)].
s+2 jω + 2
4
4
So, H(ω) ω=0 = 0+2 = 2, H(ω) ω=2 = j2+2 = 1.4146 − 45◦
At each ω, its gain |H|(ω)| multiples the input amplitude and its phase adds to the input phase.
So, yss (t) = (2)(2.5) + (1.414)(10) cos(2t + 30◦ − 45◦ ) = 5 + 14.14 cos(2t − 15◦ )

6. YOUR TURN: Find the zero-state, zero-input, and total response of the following systems, assuming
x(t) = 6e−2t u(t), y(0) = 0 and y ′ (0) = 2. [Hint: For (b), find the system differential equation first]
1
(a) y ′′ (t) + 4y ′ (t) + 3y(t) = x(t) (b) H(s) = 2
s + 3s + 2
(−8e−t − 8e−2t − 6te−2t )u(t) (2e−t − 2e−2t )u(t) (6e−t − 6e−2t − 6te−2t )u(t) (b)
(4e−t − 6e−2t + 2e−3t )u(t) (e−t − e−3t )u(t) (3e−t − 6e−2t + 3e−3t )u(t) (a)
yT (t) yzi (t) yzs (t)

7. YOUR TURN: Let y ′ (t) + 3y(t) = 6x(t). Find yss (t) if x(t) = 2.5 + cos(t) + 2 cos(4t − 30◦ ).
[Hint: Find H(s) first] yss (t) = 5 + 1.9 cos(t − 18.4◦ ) + 2.4 cos(4t − 83.1◦) Ans:

6 c
Ashok Ambardar
EE3160 LT 07 THE LAPLACE TRANSFORM AND LTI SYSTEMS
The Laplace transform is an important tool for simplifying the analysis of causal LTI systems.
If the impulse response is h(t) and the input is x(t), the zero-state response is given by the convolution
y(t) = x(t) ⋆ h(t) which involves integration. Using Laplace transforms, the operation of convolution turns
into multiplication and gives Y (s) = X(s)H(s). Finding the inverse Laplace transform gives y(t).

x(t) −→ causal h(t) −→ y(t) = x(t) ⋆ h(t) ⇐ lt ⇒ X(s) −→ H(s) −→ Y (s) = X(s)H(s)

The transfer function is defined as H(s) = Y (s)/X(s) and is the Laplace transform of h(t).
If the causal system is described by a differential equation relating x(t) and y(t), the output is found by
solving the differential equation using given initial conditions. Taking Laplace transforms converts the
differential equation to an algebraic equation in X(s) and Y (s). This can be solved to obtain Y (s).
Finding the inverse Laplace transform gives the output y(t).

2X(s) y(0)
y ′ (t) + 3y(t) = 2x(t), y(0) = 7 ⇐ lt ⇒ [sY (s) − y(0)] + 3Y (s) = 2X(s) ⇒ Y (s) = +
s+3 s+3

2X(s)
If initial conditions are zero, we obtain the zero-state response. Yzs (s) = in the example shown.
s+3
y(0)
If the input is zero, we obtain the zero-input response. Yzi (s) = in the example shown.
s+3
INVERSE LAPLACE TRANSFORM
The inverse Laplace transform converts Y (s) back to the time domain signal y(t). The inverse transform
is found by partial fraction expansion of Y (s) followed by a table look-up to convert each term in the
expansion to the time domain.

6 6 3 3
Y (s) = = = − ⇒ y(t) = [3e−t − 3e−3t ]u(t)
s2 + 4s + 3 (s + 1)(s + 3) s+1 s+3

STEADY-STATE RESPONSE TO SINUSOIDS


Although the Laplace transform is not defined for a sinusoid (it is nonzero t < 0), we can use its frequency
response H(ω) to find the gain and phase at the input frequency to get the steady-state response.
6 6 6
For example, if H(s) = , we get H(ω) = ⇒ H(f ) =
s+2 jω + 2 j2πf + 2
6
If x(t) = 3 cos(2t + 40◦ ), ω = 2 rad/s and H(ω) = = 2.16 − 45◦ ⇒ y(t) = 3(2.1) cos(2t + 40◦ − 45◦ )
2 + j2
POLES, ZEROS and the s-PLANE
In many cases, the Laplace transform H(s) of the function h(t) is a rational function (a ratio of polynomials)
that can also be expressed in factored form as

(s − z1 )(s − z2 ) · · · (s − zM )
H(s) = K
(s − p1 )(s − p2 ) · · · (s − pN )

It equals zero if s = zk and infinity if s = pk . The roots zk of the numerator polynomial P (s) are termed
the zeros of H(s), and the roots pk of the denominator polynomial Q(s) are called the poles of H(s). A
plot of the poles (shown by ×) and zeros (shown by circles) of H(s) in the s-plane constitutes the pole-zero
plot and provides a visual picture of the root locations. For roots that are repeated m times, we show
the multiplicity m alongside the roots. Clearly, we can find H(s) directly from a pole-zero plot of the root
locations but only to within the multiplicative constant K. If the value of K is also shown on the plot, H(s)
is then known in its entirety. In fact, we can also find h(t) by using a partial fraction expansion on H(s).

jω 2(s + 4) 3 1
H(s) = = − (by partial fractions)
K=2 (s + 1)(s + 3) s+1 s+3
h(t) = 3e−t u(t) − e−3t u(t) (by table look-up)

× × σ
−4 −3 −1

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Ashok Ambardar 7
EE3160 LT 08 CIRCUIT ANALYSIS BY THE LAPLACE TRANSFORM
To analyse a circuit by the Laplace transform, convert it to the s-domain by using the impedance of each
element and the Laplace transform of any sources. Analysis is carried out in the s-domain.
1  1 
Impedance of Electric Circuit Elements: R ⇒ R, L ⇒ sL (or jωL), C ⇒= or
sC jωC

We find the transfer function and impulse response of the the two-element first-order RC circuit. The results
are worth memorizing. Note that τ = RC is the time constant of this circuit.
+ + + +
R R 1
1 sC
x(t) C y(t) =⇒ X(s) sC Y (s) = X(s) 1
R + sC

− − + −
1
Y (s) 1 1
We find H(s) = = sC
1 = = and h(t) = τ1 e−t/τ u(t)
X(s) R + sC sRC + 1 sτ + 1
NOTE: To find the transfer function and impulse response, we assume zero initial conditions.
1
If initial conditions are not zero, a charged capacitor C can be modeled as its impedance sC in series with
a voltage source (the Laplace transform of the initial voltage) and a charged inductor L can be modeled as
its impedance sL in parallel with a current source (the Laplace transform of the initial current).

+ vC (t) − + VC (s) − + vL (t) −


sL
iL (t)
• • =⇒ • • • • =⇒ • •
+

iL (0)
1 L s
C sC vC (0)
s

EXAMPLE: Transfer Function of an Electrical Circuit


For the circuit shown below, first we convert to the s-domain.
+ + + +
1Ω 1Ω
1
x(t) 1Ω 1 F y(t) =⇒ X(s) 1Ω s Ω Y (s)

− − − −
1
s 1
The two impedances in parallel yield ZP = 1 = . The circuit simplifies to
1+ s
s+1
+ +
1Ω 1
1 s+1 1
X(s) s+1 Y (s) = X(s) 1 = X(s)
1 + s+1 s+2

+ −
Y (s) 1
We find H(s) = = . Its inverse transform gives h(t) = e−2t u(t)
X(s) s+2
STABILITY OF LTI SYSTEMS
A system is stable if the system output remains bounded for any bounded input.
An LTI system is stable if h(t) is absolutely integrable (if |h(t)| has finite area).
An LTI system is stable if H(s) is proper (where the order of the numerator cannot exceed the order of
the denominator) and all the poles of H(s) lie in the left-half of the s-plane (and exclude the jω axis).
Note that any poles on the jω-axis make the system unstable.
An LTI system is stable if all roots of the characteristic equation have negative real parts.
If all poles and zeros of H(s) lie in the left-half of the s-plane, it is called a minimum-phase system.
A system with passive components (e.g. resistors, capacitors, inductors) is always minimum-phase.

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Ashok Ambardar
EE3160 LT 09 ANALYSIS OF LTI SYSTEMS: AN OVERVIEW

TIME-DOMAIN: NOTE: h(t) is ALWAYS defined for zero initial conditions

y ′ (t) + 3y(t) = x(t)


Input x(t) −→ | {z } −→ Output y(t) (solve the differential equation)
Differential Equation

h(t) = e−3t u(t)


Z ∞
Input x(t) −→ | {z } −→ Output y(t) = x(t) ⋆ h(t) = x(λ)h(t − λ) dλ (convolution)
Impulse Response −∞

TRANSFORMED DOMAIN: H(s), H(f ) are ALWAYS defined for zero initial conditions

1
H(s) =
Input X(s) −→ | {z s + 3} −→ Output Y (s) = X(s)H(s) multiplication in s-domain
Transfer Function

1
H(f ) =
Input X(f ) −→ j2πf + 3 −→ Output Y (f ) = X(f )H(f ) multiplication in f -domain
| {z }
Transfer Function

CONNECTIONS: NOTE: h(t), H(s), H(f ) are ALWAYS defined for zero initial conditions

1 Y (s)
h(t) = e−3t u(t) H(s) = = (s + 3)Y (s) = X(s) y ′ (t) + 3y(t) = x(t)
⇔ s+3 X(s) ⇔ ⇔
Impulse Response Cross-Multiply Differential-Equation
Transfer Function

(s + 3)Y (s) = X(s) y ′ (t) + 3y(t) = x(t)


Pole-Zero Plot ⇔ Transfer Function H(s) ⇔ ⇔
Cross-Multiply Differential-Equation

Impulse responses convolve LTI SYSTEMS IN CASCADE Transfer functions multiply

x(t) h1 (t) x(t) ⋆ h1 (t) h2 (t) y(t) = x(t) ⋆ h1 (t) ⋆ h2 (t)


X(s) H1 (s) X(s)H1 (s) H2 (s) Y (s) = X(s)H1 (s)H2 (s)

EQUIVALENT SYSTEM
x(t) hC (t) = h1 (t) ⋆ h2 (t) y(t) = x(t) ⋆ hC (t) = y(t) ⋆ h1 (t) ⋆ h2 (t)
X(s) HC (s) = H1 (s)H2 (s) Y (s) = X(s)HC (s) = X(s)H1 (s)H2 (s)

Impulse responses add LTI SYSTEMS IN PARALLEL Transfer functions add

x(t) h1 (t) x(t) ⋆ h1 (t) + y(t) = x(t) ⋆ [h1 (t) + h2 (t)]


Σ
X(s) H1 (s) X(s)H1 (s) + Y (s) = X(s)[H1 (s) + H2 (s)]

h2 (t) x(t) ⋆ h2 (t)


H2 (s) X(s)H2 (s)

EQUIVALENT SYSTEM
x(t) hP (t) = h1 (t) + h2 (t) y(t) = x(t) ⋆ hP (t) = y(t) ⋆ [h1 (t) + h2 (t)]
X(s) HP (s) = H1 (s) + H2 (s) Y (s) = X(s)HP (s) = X(s)[H1 (s) + H2 (s)]

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Ashok Ambardar 9
EE3160 LT 10 DOs and DONTs of LTI SYSTEM ANALYSIS

FINDING y(t) FROM x(t) and h(t)

x(t) = 2e−t u(t) −→ Impulse Response h(t) = 3e−3t u(t) −→ y(t) = x(t)h(t) = 6e−4t u(t) ??? NO !!

THIS IS WRONG [Remember that y(t) 6= x(t)h(t)]

CORRECT SOLUTIONS: Z ∞
USE CONVOLUTION IN TIME-DOMAIN: y(t) = x(t) ⋆ h(t) = x(λ)h(t − λ) dλ
−∞

x(t) = 2e−t u(t) −→ h(t) = 3e−3t u(t) −→ y(t) = x(t) ⋆ h(t) = [3e−t − 3e−3t ]u(t) ??? YES !!

OR USE LAPLACE TRANSFORMS: X(s) −→ H(s) −→ Y (s) = X(s)H(s)


6 3 3
Y (s) = X(s)H(s) = = − So, y(t) = [3e−t − 3e−3t ]u(t) ??? YES !!
(s + 1)(s + 3) s+1 s+3

FINDING h(t) FROM x(t) and y(t)

y(t)
x(t) = e−t u(t) −→ Impulse Response h(t) −→ y(t) = te−t u(t) So, h(t) = = tu(t) ??? NO !!
x(t)

THIS IS WRONG [Remember that h(t) 6= y(t)/x(t)]

CORRECT SOLUTION (Stick to LAPLACE TRANSFORMS):


USE LAPLACE TRANSFORMS: X(s) −→ H(s) −→ Y (s) = X(s)H(s)
Y (s) 1/(s + 1)2 1
H(s) = = = . So, h(t) = e−t u(t) ??? YES !!
X(s) 1/(s + 1) s+1

FINDING h(t) FROM SYSTEM DIFFERENTIAL EQUATION

x(t) −→ y ′ (t) + 2y(t) = 3x(t) −→ y(t) So, how to find h(t) ??? Don’t solve the Diff Eq !!

THIS IS DIFFICULT [Remember that it is NOT recommended to solve a diff eq to find h(t)]

BEST SOLUTION (Stick to LAPLACE TRANSFORMS):


USE LAPLACE TRANSFORMS: X(s) −→ (s + 2)Y (s) = 3X(s) −→ Y (s)
Y (s) 3
So H(s) = = . So, h(t) = 3e−2t u(t) ??? YES !!
X(s) s+2

FINDING THE STEADY-STATE RESPONSE TO SINUSOIDS

3 cos(2t + 40◦) −→ y ′ (t) + 2y(t) = 6x(t) −→ y(t) How to find y(t) ??? Don’t solve the Diff Eq !!

This is DIFFICULT. So is CONVOLUTION. Using LAPLACE TRANSFORMS is tricky!!


BEST SOLUTION (Stick to the FREQUENCY DOMAIN):

A cos(2πf0 t + θ) −→ H(f ) at f = f0 equals H(f0 ) = K 6 φ −→ y(t) = KA cos(2πf0 t + θ + φ)

6 6 6
FIND GAIN & PHASE of H(ω) or H(f ): H(s) = ⇒ H(ω) = ⇒ H(f ) =
s+2 jω + 2 j2πf + 2
6
x(t) = 3 cos(2t + 40◦ ) → ω = 2 ⇒ H(ω) = = 2.16 − 45◦ ⇒ y(t) = 6.3 cos(2t − 5◦ ) ??? YES !!
2 + j2

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Ashok Ambardar
EE3160 LT 11 3D PLOTS OF MAGNITUDE AND PHASE OF H(s)
With s = σ + jω, the transfer function H(s) is actually a function of two variables (σ and ω). It is also
complex valued. As a consequence, the magnitude |H(s)| and phase 6 H(s) are graphed separately as surfaces
1 1
in a three-dimensional plot. For example, let H(s) = = . Its magnitude and phase are
s+1 σ + jω + 1 h ω i
1
|H(s)| = , 6 H(s) = − tan−1
[(σ + 1)2 + ω 2 ]1/2 σ+1
These can be plotted as surfaces in a 3D plot and are usually devoid of any symmetry.
The 3D magnitude plot can be very rugged and depends on the locations of the poles (where the magnitude
is very large) and zeros (where the magnitude is very small). The surface may be visualized as a flexible
rubber sheet, propped up by poles at the pole locations and pegged to zero at the zero locations. This is the
so called rubber sheet analogy.
The 3D phase plot is usually smoother because phase variations cover a limited range (of 2π radians).
FREQUENCY RESPONSE
If σ = 0, we have s = jω and the transfer function is then a function only of ω, denoted H(ω) and called the
1 1
frequency response or spectrum. With H(s) = , the frequency response is H(ω) = . This
s+1 jω + 1
is still complex and its magnitude |H(ω)| and phase 6 H(ω) are graphed separately but on 2D plots.
The magnitude spectrum |H(ω)| may actually be visualised from the three-dimensional plot of |H(s)| as
a slice in the plane along the ω axis. The magnitude spectrum shows even symmetry.
Likewise, the phase spectrum 6 H(ω) may be visualised from the three-dimensional plot of 6 H(s) as a
slice in the plane along the ω axis. The phase spectrum shows odd symmetry.
These concepts are illustrated in the following figures.

3D Magnitude |H(s)| of a Second-Order Chebyshev Lowpass Filter

|H(s)| |H(s)|

ω
ω

σ σ

Three-Dimensional view of |H(s)| Slice in the plane along the jω axis


|H(s)| has two (conjugate) poles The dark line is |H(ω)| vs ω

3D Phase 6 H(s) of a First-Order Lowpass Filter

6 H(s) 6 H(s)
ω ω

σ σ

Three-Dimensional view of 6 H(s) Slice in the plane along the jω axis


The surface is relatively smooth The dark line is 6 H(ω) vs ω

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Ashok Ambardar 11
EE3160 LT 12 PRACTICE PROBLEMS: LAPLACE TRANSFORMS
1 1 K6 θ K6 − θ
δ(t) ⇔ 1, e−αt u(t) ⇔ , te−αt u(t) ⇔ , 2Ke−αt cos(βt − θ)u(t) ⇔ +
s+α (s + α)2 s + α + jβ s + α − jβ
dY (s)
y(t − α)u(t − α) ⇐⇒ e−αs Y (s) e−αt y(t) ⇐⇒ Y (s + α) ty(t) ⇐⇒ − y ′ (t) ⇐⇒ sY (s) − y(0)
ds
Time Shift Times Exp Times t Derivative

1. Consider the LTI system: x(t) −→ y ′ (t) + 5y(t) = 15x(t) −→ y(t)

Y (s)
(a) Find its transfer function H(s) = and impulse response h(t).
X(s)

(b) Find its step response yS (t)

(c) Find its zero-state response yZS (t) if x(t) = 4e−2t u(t)

h s i
(d) Find its response y(t) if x(t) = 4 cos(2t)u(t) and y(0) = 5 NOTE: cos(αt)u(t) ⇔
s2 + α2

(e) Find its steady-state response yss (t) if x(t) = 4 cos(2t)

(f ) Find its steady-state response yss (t) if x(t) = 3 + 4 cos(2t)

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Ashok Ambardar
EE3160 LT 13 PRACTICE PROBLEMS: LAPLACE TRANSFORMS
1 1 K6 θ K6 − θ
δ(t) ⇔ 1, e−αt u(t) ⇔ , te−αt u(t) ⇔ , 2Ke−αt cos(βt − θ)u(t) ⇔ +
s+α (s + α)2 s + α + jβ s + α − jβ
dY (s)
y(t − α)u(t − α) ⇐⇒ e−αs Y (s) e−αt y(t) ⇐⇒ Y (s + α) ty(t) ⇐⇒ − y ′ (t) ⇐⇒ sY (s) − y(0)
ds
Time Shift Times Exp Times t Derivative

2. Consider the LTI system: x(t) −→ y ′′ (t) + 5y ′ (t) + 6y(t) = 12x(t) −→ y(t)

Y (s)
(a) Find its transfer function H(s) = and impulse response h(t)
X(s)

(b) Find its step response yS (t)

(c) Find its zero-state response yZS (t) if x(t) = 4e−2t u(t)

h s i
(d) Find y(t) if x(t) = 4 cos(2t)u(t) and y(0) = y ′ (0) = 0 NOTE: cos(αt)u(t) ⇔
s2 + α2

(e) Find its steady-state response yss (t) if x(t) = 4 cos(2t)

(f ) Find its steady-state response yss (t) if x(t) = 2 + 4 cos(2t)

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Ashok Ambardar 13
EE3160 HOMEWORK SET: LAPLACE TRANSFORMS

1. Find the Laplace transforms of the following (using basic transform pairs and LT properties):
(s + 1)2 s s+1
x(t) = 4te−t+1 u(t) y(t) = (1 − e−t )u(t)
, Y (s) = − Ans: X(s) =
(a) (b) 4e 1 1

2. Find the Laplace transform of the signals shown. [Hint: Express each by steps and/or ramps first.]
x(t) h(t)
4 6

t [s] t [s]
8 3
s2 s2 s s s
− − H(s) = − X(s) = Answers:
2 2e−3s 6e−3s 4 4e−8s

3. Find the inverse transform of the following (use partial fractions where necessary):
2s 2s s+1
(a) X(s) = (b) G(s) = (c) H(s) =
(s + 1)(s + 3) (s + 2)(s + 1)2 s+3
h(t) = δ(t) − 2e−3t u(t) g(t) = (4e−t − 2te−t − 4e−2t )u(t) x(t) = [3e−3t − et ]u(t) Ans:

10(s + 2) 20s + 40
4. Find the inverse Laplace transform of (a) Y (s) = (b) X(s) =
s(s2 + 2s + 5) (s + 1)(s2 + 4)
(b) x(t) = [4e−t + 12.65 cos(2t − 108.4◦)]u(t) y(t) = [4 + 5e−t cos(2t − 143◦ )]u(t), Ans: (a)

5. An LTI system is described by the differential equation y ′ (t) + 5y(t) = 6e−3t , t ≥ 0 with y(0) = 10.
yzi (t) = 10e−5t u(t) Answer:
(a) Find its zero-input response yzi (t).
yzs (t) = (3e−3t − 3e−5t )u(t) Answer:
(b) Find its zero-state response yzs (t).

6. An LTI system is described by the differential equation y ′′ (t) + 4y ′ (t) + 3y(t) = 6x(t).
h(t) = (3e−t − 3e−3t )u(t) Answer:
(a) Find its impulse response h(t).
s(t) = (2 − 3e−t + e−3t )u(t) Answer:
(b) Find its step response s(t).

2 1
7. An LTI system is described by H(s) = −
s+2 s+3
y ′′ (t) + 5y ′ (t) + 6y(t) = x′ (t) + 4x(t) Answer:
Find its system differential equation.

8. An LTI system is described by h(t) = [2e−2t − e−t ]u(t)


y ′′ (t) + 3y ′ (t) + 2y(t) = x′ (t) Answer:
Find its system differential equation.

9. An LTI system has the differential equation y ′ (t) + 3y(t) = 6x(t) where x(t) = 2 + 5 cos(2t + 60◦ ).
yss (t) = [4 + 8.32 cos(2t + 26.3◦ )]u(t) Answer:
Find its steady-state response yss (t).

10. For each circuit, R = 2 Ω, C = 0.5 F and L = 4 H where necessary. Find the transfer function
H(s) = Y (s)/X(s) and the impulse response h(t). [Note: R ⇒ R, L ⇒ sL, C ⇒ 1/(sC)]
+ + + +
R R
x(t) R C y(t) x(t) R L y(t)

− − − −
s+2 4s + 1
h(t) = e−2t u(t) H(s) = h(t) = 0.5δ(t) − 0.125e−t/4u(t) H(s) =
1 2s

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Ashok Ambardar

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