Properties of Laplace Transform - I

Ang M.S
2012-8-14

Reference C.K. Alexander , M.N.O Sadiku F undamentals of Electric Circuits

Summary
t-domain function s-domain function
1. Linear af1 (t) + bf2 (r) aF1 (s) + bF1 (s)
1 (s)
2. Scaling f (at) F
a a
3. Time Shift f (t − t0 ) u (t − t0 ) e−st0 F (s)
4. Frequency Shift eat f (t) F (s − a)
5. Reverse Time f (−t) F (−s)
df (t)
dt sF (s) − f (0)
6. Time Differentiation
dn f (t) sn F (s) − sn−1 f (0) − ... − f (n−1) (0)
dtn
´t F (s)
7. Time Integral 0
f (τ )dτ
s
dF (s)
Frequency Differentiation tf (t) −
8. dsn
t-multiplication tn f (t) n d F (s)
(−1)
´∞ dsn
t-division f (t) F (u)du
9. s
Frequency Integration t
F0 (s)
10. Periodic f (t)
1 − e−T s
11. Initial Value f (0) lim sF (s)
s→∞
12. Final Value f (∞) limsF (s)
s→0

1 L
1.1 Linearity
ax + by ↔ aX + bY
Proof.
ˆ ∞ ˆ ∞ ˆ ∞
−st −st
L{ax(t) + by(t)} = (ax(t) + by(t)) e dt = a x(t)e +b y(t)e−st dt = aX(s) + bY (s)
0 0 0

1
1.2 Scaling
1 (s) 1 (ω )
x(at) ←→ X x(at) ←→ X
|a| a |a| a
Proof.
ˆ ˆ ˆ
∞
−st
∞
−s τa dτ ∞
− as τ dτ 1 (s)
L{x(at)} = x(at)e dt = x(τ )e = x(τ )e = X
0 0 |a| 0 |a| |a| a

1.3 Modulation in Time / Time-Shift

L {x (t − t0 ) u (t − t0 )} = X(s)e−st0
Proof.

ˆ ∞ ˆ ∞ ˆ ∞
−st −s(τ +t0 ) −st0
L {x (t − t0 ) u (t − t0 )} = x(t − t0 )e dt = x(τ )e dτ = e x(τ )e−sτ dτ = e−st0 X(s)
t0 0 0

Remark. Heaviside Unit Step Function is used to keep the causality

1.4 Modulation in Frequency / Frequency Shift

eat x(t) ←→ X(s − a)
Proof.

ˆ ∞ ˆ ∞
at −st
L{x(t)e } = at
x(t)e e dt = x(t)e−(s−a)t dt = X(s − a)
0 0

1.5 Time-Reverse
x(−t) ←→ X(−s)
Proof.
ˆ ∞ ˆ 0 ˆ ∞
−st
L{x(−t)} = x(−t)e dt = − x(τ )e dτ = sτ
x(τ )e−(−s)τ dτ = X(−s)
0 ∞ 0

2
1.6 Time Differentiation
d
x(t) ←→ sX(s) − x(0)
dt
Proof.
ˆ ˆ ∞
∞
dx(t) dx(t) −st
L{ }= e dt = e−st dx(t)
dt 0 dt 0
ˆ ∞
[ ]∞
= e−st x(t) 0 − x(t)de−st = sX(s) − x(0)
| {z }
−x(0)
|0 {z }
sX(s)

Remark. Repeat ,
{ ( )} { }
d dx(t) dx(t) dx(t)
L = sL − |t=0
dt dt dt dt
· ·
= s {sX(s) − x(0)} − x(0) = s2 X(s) − sx(0) − x(0)
The general form, which can be prove by M athematical Induction , is
{ n }
d x(t)
L n
= sn X(s) − sn−1 x(0) − ... − x(n−1) (0)
dt

1.7 Time Integration

ˆ t
X(s)
x(τ )dτ ←→
0 s
Proof.
{ˆ } ˆ ∞ {ˆ } ˆ ∞ {ˆ }( )
t t
−st
t
de−st
L x(τ )dτ = x(τ )dτ e dt = x(τ )dτ
0 0 0 0 0 −s
By Parts
( ´t )∞ ˆ {ˆ }
e−st 0
x(τ )dτ 1 ∞
−st
t
= + e d x(τ )dτ
−s s 0 0
| {z }
0
0

By Fundamental Theorem of Calculus ,

{ˆ t } {ˆ t }
d
x(τ )dτ = x(t) ⇒ d x(τ )dτ = x(t)dt
dt 0 0

The Laplace Transform then becomes

ˆ ∞
1 X(s)
= e−st x(t)dt =
s 0 s

3
1.8 Frequency Differentiation / t-multiplication
dn
tn f (t) ←→ (−1)n F (s)
dsn
dF
Proof. Consider :
ds
ˆ ˆ ∞ ˆ ∞
dF (s) d ∞ −st de−st
= f (t)e dt = f (t) dt = − [tf (t)] e−st dt = −L {tf (t)}
ds ds 0 0 ds 0
,n ˆ ∞ ( n ) ˆ ∞
d F (s) d −st
= f (t) e dt = (−1) n
tn f (t)e−st dt
dsn 0 dsn
0

1.9 Frequency Integration / t-division

{ } ˆ ∞
x(t)
L = X(µ)dµ
t s

Proof. Consider the RHS

ˆ ∞ ˆ ∞ [ˆ ∞ ] ˆ ∞ [ˆ ∞ ]
−µt −µt
X(µ)dµ = x(t)e dt dµ = x(t) e dµ dt
s s 0 0 s
ˆ ∞ ˆ ∞ { }
x(t) [ −µt ]∞ x(t) −st x(t)
= e dt = e dt = L
0 −t s
0 t t

1.10 Time Periodicity

F0 (s)
F (s) =
1 − e−T s
Proof. Consider a periodic function f (t) with period T
∑
f (t) = fk (t) = f0 (t) + f1 (t) + ...
Where fk (t) is the k th repetition of f0 (t)

f1 (t) = f0 (t − T ) u (t − T ) = f0 (t − 1 · T ) u (t − 1 · T )

f2 (t) = f0 (t − 2T ) u (t − 2T ) fk (t) = f0 (t − kT ) u (t − kT )
{
f0 (t) 0<t<T
f0 (t) = f0 (t) [u(t) − u (t − T )] ⇐⇒ f0 (t) =
0 else
Then the Laplace Transform is
{∞ }
∑ ∑
∞ ∑
∞ ∑
∞
( )
L {f (t)} = L fk (t) = L {fk (t)} = L {f0 (t − kT )u (t − kT )} = F0 (t)e−kT
k=0 k=0 k=0 k=0

∑
∞
( ) F0 (t)
= F0 (t) e−kT =
k=0
1 − e−T s

4
Remark. Geometric Series
∑
∞
1
xk = 1 + x + x2 + ... = |x| < 1
k=0
1−x

1.11 Initial Value

x(0) = lim sX(s)
s→∞

dx(t)
Proof. Consider ←→ sX(s) − x(0)
dt
ˆ ∞
dx(t) −st
e dt = sX(s) − x(0)
0 dt
Take lim on both side,
s→∞
ˆ ∞
dx(t) −st
lim e dt = lim sX(s) − x(0)
s→∞ dt s→∞
| 0
{z }
0

x(0) = lim sX(s)

|{z} | {z }
s→∞
t-domain s-domain

1.12 Final Value

x(∞) = limsX(s)
s→0

Proof. Take lim on both side,

s→0
ˆ ∞
dx(t) −st
lim e dt = lim sX(s) − x(0)
s→0 dt s→∞
| 0
{z }
´∞
0 dx(t)t=x(∞)−x(0)

x(∞) = lim sX(s)

s→∞

−EN D−