EECE 301 Signals & Systems Prof.

Mark Fowler
Note Set #28
C-T Systems: Laplace Transform Solving Differential Equations Reading Assignment: Section 6.4 of Kamen and Heck

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Course Flow Diagram

The arrows here show conceptual flow between ideas. Note the parallel structure between the pink blocks (C-T Freq. Analysis) and the blue blocks (D-T Freq. Analysis). New Signal Models
Ch. 1 Intro
C-T Signal Model Functions on Real Line System Properties LTI Causal Etc D-T Signal Model Functions on Integers

Ch. 3: CT Fourier Signal Models

Fourier Series Periodic Signals Fourier Transform (CTFT) Non-Periodic Signals

Ch. 5: CT Fourier System Models

Frequency Response Based on Fourier Transform

Ch. 6 & 8: Laplace Models for CT Signals & Systems

Transfer Function

New System Model

New System Model

Ch. 2 Diff Eqs

C-T System Model Differential Equations D-T Signal Model Difference Equations Zero-State Response Zero-Input Response Characteristic Eq.

Ch. 2 Convolution
C-T System Model Convolution Integral D-T System Model Convolution Sum

New System Model

New Signal Model Powerful Analysis Tool

Ch. 4: DT Fourier Signal Models

DTFT (for Hand Analysis) DFT & FFT (for Computer Analysis)

Ch. 5: DT Fourier System Models

Freq. Response for DT Based on DTFT

Ch. 7: Z Trans. Models for DT Signals & Systems

Transfer Function

New System Model

New System Model2/21

6.4 Using LT to solve Differential Equations

In Ch. 2 we saw that the solution to a linear differential equation has two parts:

ytotal (t ) = y zs (t ) + y zi (t )

Ch. 2

Ch. 2 Ch. 5

Weve seen how to find this using: convolution w/ impulse response or using multiplication w/ frequency response

Weve seen how to find this using the characteristic equation, its roots, and the socalled characteristic modes

Here well see how to get ytotal(t) using LT get both parts with one tool!!!

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First-order case: Lets see this for a 1st-order Diff. Eq. with a causal input
and a non-zero initial condition just before the causal input is applied. The 1st-order Diff. Eq. describes: a simple RC or RL circuit. The causal input means: we switch on some input at time t = 0. The initial condition means: just before we switch on the input the capacitor has a specified voltage on it (i.e., it holds some charge).
Input: Time-Varying Voltage (e.g., guitar, microphone, etc.) Output: Time-Varying Voltage

switch @ t = 0

R +

+ x(t) C
VIC

+ y(t)
Thus the cap is fully charged to VIC volts
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Assume that for t<0 this has been switched on for a long time

This circuit is then described by this Diff. Eq.: Cap voltage just before x(t) turns on

dy (t ) 1 1 + y (t ) = x (t ) dt RC RC
x(t) = 0, t < 0

With IC y(0-) = VIC

For this ex. well solve the general 1st-order Diff. Eq.:

dy (t ) + ay (t ) = bx(t ) dt

Now the key steps in using the LT are: take the LT of both sides of the Differential Equation use the LT properties where appropriate solve the resulting Algebraic Equation for Y(s) find the inverse LT of the resulting Y(s) Laplace Transform: Differential Equation turns into an Algebraic Equation Hard to solve Easy to solve
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We now apply these steps to the 1st-order Diff. Eq.:

dy (t ) + ay (t ) = L{bx (t )} L dt dy (t ) L + aL{y (t )} = bL{x (t )} dt

Apply LT to both sides

Use Linearity of LT Use Property for LT of Derivative accounting for the IC Solve algebraic equation for Y(s)

[sY ( s) y (0 )] + aY ( s) = bX ( s)

y (0 ) b Y ( s) = + X ( s) s+a s+a
Part of soln driven by IC Zero-Input Soln Part of soln driven by input Zero-State Soln

Note that 1/(s+a) plays a role in both parts Hey! s+a is the Characteristic Polynomial!!

Now the hard part is to find the inverse LT of Y(s)

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Example: RC Circuit Now we apply these general ideas to solving for the output of the previous RC circuit with a unit step input. x (t ) = u (t )

dy (t ) 1 1 + y (t ) = x(t ) dt RC RC

y (0 ) 1 / RC Y (s) = + X (s) s + 1 / RC s + 1 / RC

This transfers the input X(s) to the output Y(s) Well see this later as The Transfer Function Now we need the LT of the input From the LT table we have:

x (t ) = u(t )

X ( s) =

1 s

1 / RC 1 y (0 ) Y ( s) = + s + 1 / RC ( s + 1 / RC ) s
Now we have just a function of s to which we apply the ILT
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So now applying the ILT we have:

y (0 ) 1 / RC -1 -1 Y L { ( s )} = L + s + 1 / RC ( s + 1 / RC ) s y (0 ) 1 / RC -1 -1 y (t ) = L + L s + 1 / RC ( s + 1 / RC ) s
This part (zero-input soln) is easy Just look it up on the LT Table!!

Apply LT to both sides

Linearity of LT

This part (zero-state soln) is harder It is NOT on the LT Table!! So the part of the soln due to the IC (zeroinput soln) decays down from the IC voltage
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y (0 ) ( t / RC ) u (t ) L-1 = y (0 )e s + 1 / RC
y (0 ) e t / RC u(t ) t

Now lets find the other part of the solution the zero-state soln the part that is driven by the input:

y (0 ) 1 / RC -1 -1 y (t ) = L + L s + 1 / RC ( s + 1 / RC ) s
We can factor this function of s as follows:

1 / RC 1 1 L = L-1 s s + 1 / RC ( s + 1 / RC ) s
-1 -1

Can do this with Partial Fraction Expansion, which is just a fool-proof way to factor

Now each of these terms is on the LT table:

1 1 -1 = L L s s + 1 / RC

Linearity of LT

= u(t )

= e ( t / RC )u(t )

= 1 e ( t / RC ) u(t )
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So the zero-state response of this system is:

[1 e

( t / RC )

]u(t )

[1 e
1

t / RC

] u (t )
t

Now putting this zero-state response together with the zero-input response we found gives:

y (t ) = y (0 )e

( t / RC )

u(t ) + [1 e

( t / RC )

] u (t )

IC Part

Input Part

Notice that: The IC Part Decays Away but The Input Part Persists
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Here is an example for RC = 0.5 sec and the initial VIC = 5 volts:

Zero-Input Response

Zero-State Response

Total Response

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Second-order case
Circuits with two energy-storing devices (C & L, or 2 Cs or 2 Ls) are described by a second-order Differential Equation

dx(t ) d 2 y (t ) dy (t ) + a1 + a0 y (t ) = b1 + b0 x(t ) 2 dt dt dt
Assume Causal Input w/ ICs

y (0 ) & y (0 )

x(t ) = 0 t < 0
x (0 ) = 0

We solve the 2nd-order case using the same steps: Take LT of Diff. Equation:
2

[s Y ( s) y(0 )s y(0 )]+ a [sY ( s) y (0 )]+ a Y ( s) = b sX ( s) + b X ( s)

1 0 1 0

From 2nd derivative property, accounting for ICs

From 1st derivative property, accounting for ICs

From 1st derivative property, causal signal

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Solve for Y(s):

y (0 ) s + y (0 ) + a1 y (0 ) b1s + b0 Y ( s) = + 2 X ( s) 2 s + a1s + a0 s + a1s + a0

Part of soln driven by IC Zero-Input Soln

Note this shows up in both places it is the Characteristic Equation

Part of soln driven by input Zero-State Soln

Note: The role the Characteristic Equation plays here! It just pops up in the LT method! The same happened for a 1st-order Diff. Eq and it happens for all orders Like before to get the solution in the time domain find the Inverse LT of Y(s)
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To get a feel for this lets look at the zero-input solution for a 2nd-order system:

y (0 ) s + y (0 ) + a1 y (0 ) y (0 ) s + y (0 ) + a1 y (0 ) = Yzi ( s ) = 2 s + a1s + a0 s 2 + a1s + a0

which has either a 1st-order or 0th-order polynomial in the numerator and a 2nd-order polynomial in the denominator For such scenarios there are Two LT Pairs that are Helpful:
Ae nt sin n 1 2 t u(t ) where : A=

For 0< || < 1

These are not in your books table but they are on the table on my website!

[(

)]

n 1 2

2 s 2 + 2n s + n

Ae nt sin n 1 2 t + u(t ) where :

[(

) ]

( n )2 + 1 A= 2 2
n (1 )
n 1 2 = tan n
1

s + 2 2 s + 2n s + n

Otherwise Factor into two terms

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Note the effect of the ICs:

y (0 ) s + y (0 ) + a1 y (0 ) y (0 ) s + y (0 ) + a1 y (0 ) = Yzi ( s ) = 2 s + a1s + a0 s 2 + a1s + a0

Ae nt sin n 1 2 t u (t )
This form gives yzi(0) = 0 as set by the IC

[(

)]

2 s 2 + 2n s + n

If y(0-) = 0

Ae nt sin n 1 2 t + u(t )

[(

) ]

s + 2 s 2 + 2n s + n

Otherwise

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 Example of using this type of LT pair: Let y (0 ) = 2

y (0 ) = 4
Pulled a 2 out from each term in Num. to get form just like in LT Pair.

Then

Yzi ( s ) =

s + (2 + a1 ) 2 s + (4 + a1 2 ) = 2 2 s 2 + a1s + a0 s + a1s + a0

Now assume that for our system we have: Then

a0 = 100 & a1 =4

s+6 Yzi ( s ) = 2 2 s + 4 s + 100

Compare to LT:

s + 2 2 s + 2n s + n

=6 =2
And identify:
2 n = 100 n = 10

2n = 4 = 4 / 2n = 4 / 20 = 0.2
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So now we use these parameters in the time-domain side of the LT pair:

=6 =2 n = 10 = 0.2
Ae nt sin n 1 2 t + u(t ) where :

Assuming output is a voltage!

( n )2 A= 2( 2
n (1
1

) +1 = 2

(6 0.2 10)2 + 1 = 2.16 volts

100(1 0.2 2 )

[(

) ]

( n )2 A= 2( 2
n (1
1

n 1 2 = tan n

2 = tan 1 10 1 0.2 = 1.18 rad 6 0.2 10

) +1

n 1 2 = tan n

y zi (t ) = 2.16e 2 t sin[9.80 t + 1.18] u(t )

Notice that the zero-input solution for this 2nd-order system oscillates 1st-order systems cant oscillate 2nd- and higher-order systems can oscillate but might not!!
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Here is what this zero-input solution looks like:

y zi (t ) = 2.16e 2 t sin[9.80 t + 1.18] u (t )

Zoom In

4 of + pe Slo

Notice that it satisfies the ICs!!

y (0 ) = 2

y (0 ) = 4

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Nth-Order Case
Diff. eq N d N 1 y (t ) dy (t ) dx M (t ) dx(t ) d y (t ) of the + a N 1 + ... + a1 + a0 y (t ) = bM + b1 + b0 x(t ) dt dt N dt N 1 dt dt M system

d i x(t ) For M N and =0 i dt t =0

i = 0,1, 2, ..., M 1

Taking LT and re-arranging gives:

Y ( s) =
where

IC ( s ) B( s ) + X ( s) A( s ) A( s )

LT of the solution (i.e. the LT of the system output)

A( s ) = s N + a N 1s N 1 + ... + a1s + a0 output-side polynomial M B ( s ) = bM s + ... + b1s + b0 input-side polynomial IC ( s ) = polynomial in s that depends on the ICs

Recall: For 2nd order case: IC ( s ) = y (0 ) s + y (0 ) + a1 y (0 )

]
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Consider the case where the LT of x(t) is rational: X ( s ) = Then

N X ( s) DX ( s )

Y ( s) =

IC ( s ) B( s ) IC ( s ) B( s ) N X ( s ) X ( s) = + + A( s ) A( s ) A( s ) A( s ) DX ( s ) IC ( s ) E ( s ) F ( s ) + + A( s ) A( s ) DX ( s )

This can be expanded like this: Y ( s ) =

for some resulting polynomials E(s) and F(s)

B( s) H ( s) = So for a system with A( s ) and initial conditions you get:

N X ( s) and input with X ( s ) = DX ( s )

Zero-State Response

Zero-Input Response

IC ( s ) E ( s ) F ( s ) + + Y ( s) = A( s ) A( s ) DX ( s )
Decays in time domain if roots of system char. poly. A(s) have negative real parts Transient Steady-State Response Response
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If all ICs are zero (zero state) C(s) = 0 Then:

Connection To sect. 6.5

B( s) Y (s) = X (s) A( s )

H (s )

Called Transfer Function of the system see Sect. 6.5

Zero-State Response

E ( s) F ( s) + Y ( s) = A( s ) DX ( s )
Transient Steady-State Response Response

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Summary Comments: 1. From the differential equation one can easily write the H(s) by inspection! 2. The denominator of H(s) is the characteristic equation of the differential equation. 3.The roots of the denominator of H(s) determine the form of the solution recall partial fraction expansions

BIG PICTURE: The roots of the characteristic equation drive the nature of the system response we can now see that via the LT. We now see that there are three contributions to a systems response: 1. The part driven by the ICs a. This will decay away if the Ch. Eq. roots have negative real parts 2. A part driven by the input that will decay away if the Ch. Eq. roots have negative real parts Transient Response 3. A part driven by the input that will persist while the input persists Steady State Response
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zero-input resp. zero-state resp.