S.

Boyd EE102
Lecture 3
The Laplace transform
definition & examples

properties & formulas

linearity
the inerse Laplace transform
time scalin!
exponential scalin!
time delay
deriatie
inte!ral
multiplication "y t
conolution

31
#de
a
the Laplace transform conerts inte!ral and differential
al!e"raic e$uations
e$uations into
this is li%e phasors& "ut
applies to !eneral si!nals& not 'ust sinusoids
handles non(steady(state
conditions
allo)s us to analy*e
L++,-Es

complicat
ed

complicat
ed
circuits )ith sources& Ls&
systems )ith inte!rators&
.s& and +s
differentiators& !ains
The Laplace transform 32
+omplex
complex num"er in +artesian form/
*
x 0 <*& the real part of *
y 0 =*& the ima!inary
part of *
' 0 1 1en!ineerin!
notation23
num"e
rs
0 x 4 'y
0 1 is polite term
in mixed
i
company
re'
5
complex num"er in polar form/ * 0
r is the modulus or
ma!nitude of *
5 is the an!le or phase
of *
exp1'52 0 cos 5 4 ' sin 5
complex exponential of * 0 x 4 'y/
e
*
ex4'
y
exe'
y
ex1co
s y
0 0 0 4 ' sin y2
The Laplace transform 33
Th
e
Laplace
transform
defined for t 0
si!nal 1function2 f is the
)e6ll "e interested in si!nals
function 7 0
L1f
2
the Laplace transform of a
defined "y
8
9
f 1t2e:st
dt
7 1s2 0
0
for those s + for
)hich the inte!ral
ma%es sense
7 is a complex(alued function of complex
num"ers
s is called the 1complex2 fre$uency aria"le&
)ith units sec:13 t is called
the time aria"le 1in sec23 st is unitless
for no)& )e assume f contains no impulses at t 0 0
common notation conention/ lo)er case letter denotes si!nal3 capital
letter denotes its Laplace transform&
e.!.& ; denotes L1u2&
L1in2& etc.
The Laplace transform
<i
n
denotes
3=
Example
let6s find Laplace transform of f 1t2 0 et/
>
8 8
9
>
>
0
1
e11:s
2t
1
9 9
et e:st e11:s2
t
7 1s2 0 dt 0 0 0 dt
1
s
)hich
s
1
>
0 0
e11:s2
t
0 as t
&
is true for <s
? 1/
proided )e can say
>
11:s2t
>
>
:'10s2t
>
>
11:@s2t
>
11:@s2t
0
>e
0
>
>
e
> > >
>
>
e
>
e
> > >
A
0
B
*1
C
the inte!ral definin! 7 ma%es sense for all s
+ )ith <s ? 1 1the
Dre!ion of coner!ence6 of 7 2
"ut the resultin! formula for 7 ma%es sense for
all s + except s 0 1
)e6ll i!nore these 1sometimes important2 details and 'ust say that
1
L1et2
0
s
1
The Laplace transform 3E
Fore
examples
constant/ 1or unit step2 f 1t2 0 1
1for t 02
>
9
8
1 1
9
>
e:st e:st
7 1s2 0
dt 0

0
>
s s
>
0
0
e:st
0 as t & )hich
is true for
<s ? 0
since
proided )e can say
>
:'10s2t
>
>
:
1@s2t>
> >
>e:st
>
:1@s2t
0
>e
0 e
> >
>
>
e
>
> >
A
0
B
*1
C
0
the inte!ral definin! 7 ma%es sense
for all s )ith <s ? "ut the resultin! formula for 7 ma%es sense
for all s except s 0 0
The Laplace transform 3G
sinusoid/ first express f 1t2 0 cos Ht as
f 1t2 0
11I22e'Ht
4
11I22e:'Ht
no) )e can find 7 as
8
9
e:st
J11I22e'Ht
4 11I22e:'HtK
dt
7 1s2 0
0
8 8
9 9
e1:s4'H2
t
e1:s:'H2
t
0 11I22 dt 4 11I22 dt
0 0
1 1
0 11I22 4 11I22
s 4 'H
s
'H
s
0
s2 H2 4
? 03
,L for s 0
'H2
1alid
for <s
final formula
The Laplace transform 3M
tn
po)ers of t/ f 1t2 0
1n
12
)e6ll inte!rate "y parts& i.e.& use
>
"
" "
8 8
u1t201t2 dt 0
u1t21t2>
1t2u01t2 dt
>
>
a
a a
)ith u1t2 0 tn&
01t2 0
e:st
&
a 0 0& " 0

N e:st
O>9
8 8
9 n 9
>
tne:s
t
tn
n
s
tn:1e:s
t
7 1s2 0 dt 0 4 dt
>
s
n
:
1
s
>
0
0 0
0
L1
t
2
tne:s
t

0
<s ?
0
proided if t

&
)hich is true
)e o"tain
for
applyin! the formula recusiely&
nP
7 1s2 0
sn41
alid for <s
? 03
The Laplace transform
final formula ,L for all s 0 0
3Q
#mpulses at t 0 0
if f contains impulses at t 0 0 )e choose to
include them in the inte!ral
definin! 7 /
8
9
f 1t2e:st
dt
7 1s2 0
0:
1you can also choose to not include
them& "ut this chan!es
)e6ll see & use2
example/ impulse function& f 0 R
8
some formulas
9
e:st
>
R1t2e:st dt
0
7 1s2 0 0 1
>t0
0
0:
R1%
2
similarly for f 0 )e hae
>
8
%
9
0 112% d
e:st>
s%e:st
>
R1%2
1t2e:st
s%
7 1s2 0 0 0 dt
> >t0
0
%
dt
>t0
0
0:
The Laplace transform 3S
Linear
ity
the Laplace transform is linear / if f and ! are
scalar& )e hae
any si!nals& and a is any
L1af 2 0
a7&
i.e.& homo!eneity & superposition
L1f 4
!2
hold
0 7 4 T
example/
L J3R1t2
2etK
3L1R1t22
2L1et2
0
2
0
3

s
1
3s
E
0
s
1
The Laplace transform 310
,ne(to(one
property
the Laplace transform is one(to(one / if L1f 2 0 L1!2
1)ell& almost3 see "elo)2
f 0 then !
7 determines f
inerse Laplace
transform
1not easy to sho)2
L:
1
is )ell defined
example 1preious pa!e2/
N3s
EO
L:
1
t
0
3R1t2
2e
s
1
in other )ords& the only function f such that
3s
E
7 1s2 0
s
1
is f 1t2 0 3R1t2
2et
The Laplace transform
311
)hat Dalmost6 means/ if f and ! differ only at a finite num"er of points
impulses2 then 7 0 T 1)here there aren6t
examples/
f defined as
U
1
0
t 0 2
t 0 2
f 1t2 0
has 7 0 0
f
defined as
U
1I2
1
0
?
0
0
t
t
f 1t2 0
has 7 0 1Is 1same as unit step2
The Laplace transform 312
#nerse Laplace
transform
in principle )e can recoer f from 7 ia
V4'9
8
1
st
f 1t2 0 7 1s2e ds
2W'
V:'9
enou!h that 7 1s2 is defined )here V is lar!e for
<s

V
surprisin!ly& this formula isn6t really usefulP
The Laplace transform 313
Time
scalin!
define si!nal ! "y !1t2 0 f 1at2& )here a ? 03 then
T1s2 0 11Ia27 1sIa2
scaled "y a& fre$uencies "y 1Ia ma%es sense/ times are
let6s chec%/
8
8
9 9
f
1at2e:st
f 1X 2e:
1sIa2X
T1s2 0 dt 0 11Ia2 0 11Ia27 1sIa2 dX
0 0
)here X 0 at
example/ L1et2 0 1I1s 12 so
L1eat2 0 11Ia2
1 1
0
1sIa2
1
s
a
The Laplace transform 31=
Exponential
scalin!
let f "e a si!nal and a a scalar& and define
!1t2 0 eatf 1t23 then
T1s2 0 7 1s
a2
let6s chec%/
8 8
9 9
e:steatf
1t2
e:1s:a2tf
1t2
T1s2 0 dt 0
dt 0 7 1s
a2
0 0
example/ L1cos t2 0 sI1s2 4 12&
and hence
s
4 1 4 1 s
L1e:t cos
t2 0
0
1s 4 122 4 1 s2 4 2s 4 2
The Laplace transform 31E
Time
delay
let f "e a si!nal and T ? 03 define the si!nal ! as
U
0
f 1t
T 2
0 t
@ T
t T
!1t2 0
1! is f & delayed "y T seconds & D*ero(padded6 up to T 2
f 1t2 !1t2
t t
t 0 T
The Laplace transform 31G
then )e hae T1s2 0
e:sT 7 1s2
deriation/
8 8
9 9
e:st!1t
2
e:stf 1t T
2 dt
e:s1X 4T 2f 1X 2
T1s2 0 0 dt
0 T
9
8
0 dX
0
e:sT 7
1s2
0
The Laplace transform 31M
example/ let6s find the Laplace transform of a rectan!ular pulse si!nal
U
1
0
if a
t
other)
ise
"
f 1t2 0
)here 0 @ a @ "
)e can )rite f as f 0 f1 f2 )here
U U
1
0
1
0
t
a
t @
a
t
t

"
@
"
f11t2
0
f21t2
0
i.e.& f is a unit step delayed
hence
a seconds& minus a unit step delayed " seconds
7 1s2 0
L1f12
L1f22
e: e
as :"s
0
s
1can chec% "y direct inte!ration2
The Laplace transform 31Q
-eriat
ie if si!nal f is continuous at t 0 0& then
L1f 02 0 s7 1s2
f 102
time(domain differentiation
"ecomes multiplication
aria"le s 1as )ith phasors2
"y fre$uency
plus a term that includes initial
condition 1i.e.& f 1022
hi!her(order deriaties/ applyin! deriatie formula t)ice yields
L1f
002
0
0
0
sL1f 02 f 0102
s1s7 1s2 f 1022
f 0102
s27 1s2 sf 102
f 0102
similar formulas hold
for L1f 1%22
The Laplace transform
31S
examples
f 1t2 0
et&
et
so f 01t2 0 and
1
L1f 2 0 L1f
02 0
1
s
1
)hich is
usin! the formula&
L1f 02 0 s1s
2
1&
1
the same

1
d

sin Ht
0
cos Ht& so
H dt
N O

1

0
1 s H
L1sin Ht2 0
H ss2
H2 s2 H2 4 4
f is unit
ramp& so
f
0
is unit step
N O
1
L1f 02
0 s
0 0 1Is

s2
The Laplace transform 320
deriation of deriatie formula/ start from the definin! inte!ral
8
9
f
01t2e:std
t
T1s2 0
0
inte!ration "y parts yields
8
9
e:stf 1t2>9

f 1t2
1se:st2
T1s2 0 dt
>
0
0
lim f 1t2e:st f 102
4 s7 1s2
0
tY9
for <s lar!e
enou!h
the limit is *ero& and )e recoer the formula
T1s2 0 s7 1s2
f 102
The Laplace transform 321
deriatie formula for discontinuous functions
if si!nal f is discontinuous at t 0 0& then
L1f 02 0 s7 1s2
f 102
so f 01t2 0 R1t2 example/ f is unit step&
N1
O
L1f
02
0

0
0 1 s
s
The Laplace transform 322
Examp
le/
.+
circuit
1Z
y
u
17
t 0 0& i.e.& y102 0 0
capacitor is
unchar!ed at
u1t2 is a unit step
from last lecture&
y01t2 4 y1t2 0 u1t2
ta%e Laplace transform& term "y term/
s[ 1s2 4 [ 1s2 0 1Is
1usin! y102 0 0 and ; 1s2 0 1Is2
The Laplace transform 323
sole for [ 1s2 1'ust al!e"raP2 to !et
1Is 1
[ 1s2 0 0
s 4 1 s1s 4 12
to find y& )e first express [
as
1 1
[ 1s2
0

s 4 1 s
1chec%P2
therefore )e hae
y1t2 0
L:111Is2
L:111I1s 4 122 0
1
e:t
Laplace transform turned a differential e$uation into an al!e"raic e$uation
1more on this later2
The Laplace transform 32=
#nte!ral
let ! "e the runnin! inte!ral of a si!nal f &
i.e.&
t
8
!1t2 0 f 1X 2 dX
0
then
1
T1s2 0 7 1s2
s
inte!ral "ecomes
diision "y fre$uency
aria"le s
i.e.& time(domain
example/ f 0 R& so 7 1s2 0 13 ! is the unit step function
T1s2 0 1Is
example/ f is unit step function& so 7 1s2 0
function 1!1t2 0 t for t 02&
T1s2 0 1Is2
1Is3 ! is the unit ramp
The Laplace transform 32E
deriation of inte!ral formula/
t t
N
8
O 8 8 8
9 9
e:st f 1X 2e:st
dX
T1s2 0 f 1X 2 dX dt 0 dt
t00 X 00 t00 X 00
oer the trian!le 0 here )e inte!rate hori*ontally first
t
X

t
X
s)itch the order& i.e.& inte!rate let6s ertically first/
8
N
8
O
dt dX
8 8
9 9 9 9
f 1X 2
e:st
e:st
T1s2 0 0 f 1X 2 dt dX
X 00 t0X X 00
9
t0X
8
f 1X 2
11Is2e:sX dX
0
X 00
7
1s2I
s
0
The Laplace transform 32G
Fultiplication
"y t let f "e a si!nal and define
!1t2 0 tf 1t2
then )e hae
T1s2 0 7
01s2
'ust differentiate "oth sides of
to erify formula&
8
9
e:stf 1t2
dt
7 1s2 0
0
)ith respect to s to !et
8
9
1t2e:stf 1t2
dt
7 01s2 0
0
The Laplace transform 32M
examples
e:t
&
te:t
f
1t2
0 !1t2 0
1 1 d

L1te:t
2
0 0
1s 4 122 s 4 1 ds
0
te:t&
t2e:
t
f
1t2
!1t2 0
1 2 d

L1t2e:t2
0
0
1s 4 122 1s 4 123 ds
in
!eneral&
1%
12P
L1t%e:t2
0
1s 4 12%41
The Laplace transform 32Q
+onolut
ion
si!nals f and !& denoted h
0 f !& is
the conolution of the si!nal
t
8
h1t2 0
f 1X 2!1t
X 2 dX
0
t
8
as h1t2 0
f 1t X 2!1X 2
dX 3 in
same other )ords&
0
f !
0 !

f
1ery !reat2 importance )ill soon "ecome clear

in terms of Laplace transforms/

\ 1s2 0 7 1s2T1s2
Laplace transform turns conolution into multiplication
The Laplace transform 32S
let6s sho)
that L1f
\ 1s2

!2
0
0
8
7 1s2T1s2/
t
N
8
O
9
e:st
t
f 1X 2!1t
X 2 dX
dt
t00
9
X 00
8 8
e:stf 1X 2!1t
X 2 dX dt
0
t00 X 00
the trian!le 0
X t
)here )e inte!rate oer
8 8
9 9
e:stf 1X 2!1t
X 2 dt dX
\ 1s2 0 chan!e order of inte!ration/
X 00 t0X
t 0 t

X 3 dt 0 dt3 re!ion of inte!ration "ecomes chan!e aria"le t to

0&

0
X t
8 8
9 9
e:s1t4X 2f 1X 2
!1t2 dt
\ 1s2 0 dX
X 00
N8
t00
O
N8
O
9 9
e:sX f
1X 2

e:st!1t2
0 dX dt
X 00 t00
0 7 1s2T1s2
The Laplace transform 330
examples
f 0 R& 7 1s2 0 1& !ies

\ 1s2 0 T1s2&
)hich is consistent )ith
8
t
R1X 2!1t
X 2dX 0
!1t2
0
f 1t2 0 1& 7 1s2 0
e:sT Is&
!ies

\ 1s2 0 T1s2Is
)hich is consistent )ith
t
8
h1t2 0 !1X 2 dX
0
more interestin! examples later in the course . . .

The Laplace transform 331

7indin! the Laplace
transform
you should %no) the Laplace transforms of some "asic si!nals& e.!.&
unit step 17 1s2 0 1Is2& impulse function
17 1s2 0 12
exponential/ L1eat2 0 1I1s a2
sinusoids L1cos Ht2 0 sI1s2 4 H22& L1sin
Ht2 0 HI1s2 4 H22
these& com"ined )ith a ta"le of Laplace transforms and the properties
!ien a"oe 1linearity& scalin!& . . . 2 )ill !et you pretty
far
and of course you can al)ays inte!rate& usin! the definin! formula
8
9
f 1t2e:st
dt
7 1s2 0 . . .
0
The Laplace transform 332
]atter
ns
)hile the details differ& you can see some interestin! symmetric
"et)een
patterns
the time domain 1i.e.& si!nals2& and
the fre$uency domain 1i.e.& their Laplace transforms2

differentiation in one domain corresponds to multiplication "y the

aria"le in the other
multiplication "y an exponential in one domain corresponds to a
shift
1or delay2 in the other

)e6ll see these patterns 1and others2 throu!hout the course

The Laplace transform 333