Laplace Transforms

Laplace Transform Motivation

Differential equations model dynamic systems



Control system design requires simple
methods for solving these equations!

Laplace Transforms allow us to
systematically solve linear time invariant (LTI)
differential equations for arbitrary inputs.
easily combine coupled differential equations into
one equation.
use with block diagrams to find representations for
systems that are made up of smaller subsystems.
u x b x m = +

The Laplace Transform Definition
Laplace Transform exists if integral
converges for any value of s

Laplace Transform Example (1)
Example:








Show that
Notation for unit step
Some of the notes are from Prof. Kevin Moores course website http://engineering.mines.edu/course/eggn307a
Laplace Transform Example (2)
Laplace Transform of a Unit Step
Find the Laplace Transform for the following
function

s s
=
otherwise 0
0 1
) (
t
t u
s
| |
s
s
e
s
dt e s F
st st
1
1 0
1
1
1 ) (
0
0
=

= =

}
Exercise
Find the Laplace Transform for the following
function

s s
=
otherwise 0
1 0 3
) (
t
t f
| |
| |
s
s
st st
e
s
e
s
e
s
dt e s F

= =

}
1
3
1
3
3
3 ) (
1
0
1
0
The Laplace Transform Definition
(Review)
Recall:






The easiest way to use the Laplace Transform
is by creating a table of Laplace Transform
pairs. We can use several Laplace Transform
properties to build the table.
The function with the simplest Laplace Transform (1)
A special input (class) has a very simple
Laplace Transform

The impulse function:
Has unit energy


Is zero except at t=0
Think of pulse in the limit
The function with the simplest Laplace Transform (2)
( ) ( )
( ) 1 t
s F t f
o
LT Properties: Scaling and Linearity
Proof: Both properties inherited from linearity of
integration and the Laplace Transform definition
( ) ( )
( ) ( )
( ) ( ) ( ) ( ) s F s F t f t f
s aF t af
s F t f
2 1 2 1
+ +
Example 1
Find the following Laplace Transforms





Hint: Use Eulers Formula
Example 1 (2)
( )
t j t j
e e
j
t
e e
e

=
2
1
sin
| |
2 2
1 1
2
1
sin
e
e
e e
e
+
=
|
|
.
|

\
|
+

=
s
j s j s j
t L
( )
t j t j
e e t
e e
e

+ =
2
1
cos
| |
2 2
1 1
2
1
cos
e
e e
e
+
=
|
|
.
|

\
|
+
+

=
s
s
j s j s
t L
( ) ( )
( )
( )
2 2
2 2
cos
sin
e
e
e
e
e
+
+
s
s
t
s
t
s F t f
LT Properties: Time and Frequency Shift
Proof of frequency shift: Combine
exponentials
( ) ( )
( ) ( ) ( )
( ) ( ) o
t t
o
t
+

s F t f e
s F e t u t f
s F t f
t
s
Example 2
Find the following Laplace Transforms
Example 2 (2)
| |
2 2
2 2
) (
cos
e
e
e
+ +
+
=
+
=
+ =

a s
a s
s
s
t e
a s s
at
L
| |
2 2
2 2
) (
sin
e
e
e
e
e
+ +
=
+
=
+ =

a s
s
t e
a s s
at
L
( ) ( )
( )
( )
( )
( )
2
2
2
2
cos
sin
e
e
e
e
e
+ +
+
+ +

a s
a s
t e
a s
t e
s F t f
at
at
LT Properties: Integration & Differentiation




Proof of Differentiation Theorem: Integration
by parts




} }
= vdu uv udv
LT Properties: Integration & Differentiation (2)
( ) ( )
( ) ( ) ( )
( )
( )
( )
} }

0
1
0
t t t t d f
s s
s F
d f
f s sF t f
dt
d
s F t f
t
Example 3
Find Laplace Transform for




What is the Laplace Transform of
Derivative of a step?
Derivative of sine?
Example 3 (2)
| | | |
2
1 1 1
) (
s s s
t d t u t = = =
}
L L
1 ) 0 (
1 ) (
= =
(

u
s
s
dt
t du
L
Impulse!
1
0
1
1 ) sin(
2 2
+
=
+
=
(

s
s
s
s
dt
t d
L
Cosine!
| |
( )
2 2
1 1
a s
s
te
a s s
at
+
= =
+ =

L
( ) ( )
( )
( )
( )
1
sin
1
1
1
2
2
2
+
+

s
s
t
dt
d
t u
dt
d
a s
te
s
t
s F t f
at
Exercise
What is the Laplace Transform of
( ) t
dt
d
cos
1
1
1
1
1
1
1
) cos(
2 2
2
2
2
2
+

=
+
+

+
=
+
=
(

s s
s
s
s
s
s
s
dt
t d
L
-Sine!
( ) ( )
( )
1
1
cos
2
+

s
t
dt
d
s F t f
Initial and final Value Theorem

Laplace Transform Modeling


Inverse Laplace Transform
Partial Fraction Idea -1
Partial Fraction Idea -2
Partial Fraction Idea -3
The differentiation theorem


Higher order derivatives


Recall: Laplace differentiation theorem
(1)
Differentiation Theorem (revisited)


Differentiation Theorem when initial
conditions are zero
( ) ( ) ( ) ( ) ( )

0 0 0
1
1
2 1
f
dt
d
f
dt
d
s f s s F s t f
dt
d
n
n
n n n
n
n

Solving differential equations: a simple example (1)

Consider
0 , 1 > = t
dt
dx
Solving differential equations: a simple example (2)
Solution Summary
Use differentiation theorem to take Laplace
Transform of differential equation
Solve for the unknown Laplace Transform Function
Find the inverse Laplace Transform
( ) ( ) 0 , 0 > + =

t x t t x
Example 1
Find the Laplace Transform for the solution
to
( ) ( ) ( )
( )
( )
( )
( )
( ) ( ) ( ) ( ) ( ) | | ( ) 1 2 0 3 0 0
0 0 ... 0
2
1 2 1
= + +
=
)
`

s X x s sX x sx s X s
f sf f s s F s t f
dt
d
L
n n n n
n
n

Notation:
( ) ( ) 3 0 , 1 0 0 , 1 2 3 = = > = + + x x t x x x

- Partial Fraction Expansions
In general, LODEs can be transformed into a function that is expressed as
a ratio of polynomials
In a partial fraction expansion we try to break it into its parts, so we can
use a table to go back to the time domain:




Three ways of finding coefficients
Put partial fraction expansion over common
denominator and equate coefficients of s (Example
1)
Residue formula
Equate both sides for several values of s

- Partial Fraction Expansions
Have to consider that in general we can encounter:

Real, distinct roots

Real repeated roots

Complex conjugate pair roots (2
nd
order
terms)

Repeated complex conjugate roots
2 2 2
2
2 2 2
1 1
) ) (( ) ( ) ( ) (
) (
) (
b a s
G Fs Es
b a s
D Cs
p s
B
p s
A
K
s D
s N
s X
+ +
+ +
+
+ +
+
+
+
+
+
+ = =
Example 1, Part 2
Given X(s), find x(t).



This Laplace Transform function is not
immediately familiar, but it is made up of
parts that are.

Factor denominator, then use partial
fraction expansion:
Finding A, B, and C
To solve, re-combine RHS and equate numerator coefficients
(Equate coefficients method)
Final Step
Example 1 completed:



Since


By inspection,


o
o
+
>

s
K
t Ke
t
0 ,
( ) 0 ,
2
5
2
2
1
2
> + =

t e e t x
t t
Residue Formula (1)
The residue formula allows us to find one coefficient at a time
by multiplying both sides of the equation by the appropriate
factor.

Returning to Example 1:
Residue Formula (2)
For Laplace Transform with non-repeating
roots,




Example 2
Find the solution to the following differential
equation:
Example 2 (2)
) 2 (
1
) 1 (
2
) (
+

+
+
=
s s
s X
0 , 2 ) (
2
> =

t e e t x
t t
( ) ( ) ( ) ( )
( ) 0 ) ( 2 1 ) ( 3 ) (
0 ) ( 2 0 ) ( 3 0 0 ) (
2
2
= + +
= + +
s X s sX s s X s
s X x s sX x sx s X s

3 ) ( ) 2 3 (
2
+ = + + s s X s s
) 2 ( ) 1 ( ) 2 )( 1 (
3
) (
+
+
+
=
+ +
+
=
s
B
s
A
s s
s
s X
( ) ( ) 2
2 1
3 1
1
1
=
+
+
= + =
= s
s X s A ( ) ( ) 1
1 2
3 2
2
2
=
+
+
= + =
= s
s X s B
Inverse Laplace Transform with Repeated Roots
We have discussed taking the inverse Laplace transform of functions with
non-repeated, real roots using partial fraction expansion.

Now we will consider partial fraction expansion rules for functions with
repeated (real) roots:
# of constants = order of repeated roots

Example:
2 3 2 2 3
4
) 3 ( ) 3 ( 3 ) 3 (
) 1 (
s
E
s
D
s
C
s
B
s
A
s s
s
+ +
+
+
+
+
+
=
+
+
The easiest way to take an inverse Laplace transform is to use
a table of Laplace transform pairs.
Repeated real roots in Laplace
transform table
( )
( )
2
2 2
2
2 2
1
2
) (
) ( 2
) sin(
2
) sin(
) (
1
!
) (
1
) ( ) (
e
e
e
e
e
e
+ +
+
+
+
+

a s
a s
t te
s
s
t t
a s n
e t
a s
te
s F t f
at
n
at n
at
Repeated Real Roots
Repeated Imaginary Roots
(also use cosine term)
Repeated Complex Roots
(also use cosine term)
}
Example with repeated roots
Example: find x(t)





Take Laplace Transform of both sides:
t
e f
2
=
2 1
1 x
( ) ( ) 1 0 , 0 0
2
2
= =
= + +

x x
e x x x
t

Example with repeated roots (2)
Terms with repeated roots:
Example with repeated roots (3)

C = 1 B = 2
Exercise 1
Find the solution to the following differential equation
0 ) 0 ( 1 ) 0 ( 0 4 4 = = = + + x x x x x

( ) ( ) ( ) ( ) ( ) | | ( )
( ) ( ) ( )
( )| |
( )
( ) ( )
( ) ( ) ( )
( )
( )
( )
( )
t t
s
s
te e t x
A s
s
s A
s
s
s s X s B
s
B
s
A
s
s
s X
s s s s X
s X s sX s s X s
s X x s sX x sx s X s
2 2
2 2
2
2
2
2 2
2
2
2
2
1 :
2
2 2
2
4
2 4 2
2
2
2
4
4 4 4
0 4 4 4 0
0 4 0 4 0 0

=
=
+ =
=
+
+ +
=
+
+
= + = + =
+
+
+
=
+
+
=
+ = + +
= + +
= + +
Above
3.3 Inverse Laplace and LODE solutions

- Partial fraction expansions
- LODE solution examples

* Real roots
* Real, repeated roots

Next:
* Complex roots
NOTE:
A complex conjugate pair is actually two
distinct, simple first order poles, so can find
residues and combine in the usual way:


Inverse Laplace Transform with
Complex Roots
To simplify your algebra, dont use first-order denominators such as



Instead, rename variables


So that
2 1
K K B + = ( ) ( ) ( )
2 1
1 1 K j K j C + + =
More Laplace transform pairs (complex roots):








Also, see the table in your textbook and most other
control systems textbooks.
Laplace Transform Pairs for Complex
Roots
2 2
2 2
) (
) sin(
) (
) cos(
) ( ) (
e o
e
e
e o
o
e
o
o
+ +
+ +
+

s
t e
s
s
t e
s F t f
t
t
Return to example from above:
Example with complex roots
Example: find x(t)



Laplace Transform
Example with complex roots (2)
Example with complex roots (3)

Example with complex roots (5)
Exercise 2
Find solution to the following differential
equation
0 ) 0 ( 1 ) 0 ( 0 8 4 = = = + + x x x x x

( ) ( ) ( ) ( ) ( ) | | ( )
( ) ( ) ( )
( )
( )
( ) ( )
( ) ( ) ( ) t e t e t x
s s
s
s
s
s s
s
s X
s X s sX s s X s
s X x s sX x sx s X s
t t
2 sin 2 cos
2 2
2
2 2
2
4 2
4
8 4
4
0 8 4 4
0 8 0 4 0 0
2 2
2
2
2
2
2
2
2
2

+ =
+ +
+
+ +
+
=
+ +
+
=
+ +
+
=
= +
= + +