3.

Laplace Transforms
Reference: James, Chapter 2 is very comprehensive

Extracting the decay rate from signals. Basic properties. Transforms of common functions and the inverse transform. Using Laplace transforms to solve ODEs. The transfer function. 3.1 The whys and hows

Laplace transforms have many uses for the engineer but the two most important are that they provide a systematic method for solving linear ordinary dierential equations (e.g. linear AC circuit theory, spring-massdamper systems etc.) and they provide a general way to formulate a transfer function of an input-output system. They therefore provide the basic language of control engineering via block diagrams etc. In contrast to the Frequency transfer function (using Fourier methods) the transfer function is real-valued, and is formulated in Laplace space, the so-called s-domain. If it is known for a given linear system then we can determine the output of that system given any arbitrary input. We can also check the stability of linear systems directly from the transfer function.

The Laplace transform eectively measures the rate of decay in a signal. Denition. The Laplace transform of a function f (t) is written
26

L[f (t)] (or sometimes L[f (t)]) is dened by:

L[f (t)] =
0

estf (t)dt

Note: Notice that L[f (t)] is not a function of t but it of a (typically positive) complex variable s. Thus L is an operator which maps the function f (t) into another function of the variable s. By convention we write L[f (t)] as F (s), so: L[f (t)] = F (s) L1[F (s)] = f (t)

There is no simple expression for the inverse transform The Laplace transform is a linear operator since:

L[af (t) + bg (t)] =

0

est[af (t) + bg (t)]dt

= a
0

st

f (t)dt + b
0

estg (t)dt

= aL[f (t)] + bL[g (t)]

3.2 Transforms of some common functions

In normal usage the Laplace transform method does not rely on direction integration to nd transforms. Instead, tables of transforms of common functions are used. Common Laplace transforms are listed in Appendix 2 to these notes. Let us give some common transforms here. 1 s
27

L[1] =

(s > 0)

(3.1)

L[tn] = Hence

n! sn+1

(s > 0)

(3.2)

1 1 L[t] = L[1] = 2 s s 2 2 L[t2] = L[t] = 3 s s 3 6 L[t3] = L[t2] = 4 s s Also (James p 103), L[eat] = and s s2 + 2 s2 + 2 1 s+a (a > 0) (3.3)

L[cos(t)] =

L[sin(t)] =

(3.4)

The Derivative of a Laplace Transform. dF L[tf (t)] = ds where F (s) = L[f (t)]. Consequently, L[t f (t)] =
n n n d F (s ) (1) dsn 28

(3.5)

(3.6)

Worked example 3.1 Prove (3.1)-(3.5). Use the combined results to nd the Laplace transform of t2 sin(t). Remaining Answers: See James pp 103-105.

3.3 Solving simple dierential equations

An important property of Laplace transforms is what happens when we take the transform of a derivative (James p 119): df = sF (s) f (0) dt

(3.7)

We transformed the operation of dierentiation in the time domain to multiplication by s, in the s domain. This helps to solve dierential equations. Worked example 3.2 Prove (3.7) Extending this we obtain:

d2f L dt2

= sL

df df (0) dt dt

df (0) dt = s2F (s) sf (0) f (0) = s[sL[f (t)] f (0)] and in general:
29

dnf L = snF (s) sn1f (0) sn2f (0) . . . f (n1)(0) n dt Worked example 3.3 Use the method of Laplace transforms to show that the solution to the dierential equation dx + 7x = e4t dt can be written in the s-domain as X (s ) = given x(0) = 2

2s + 9 . (s + 7)(s + 4)

Thus, the solution of a dierential equation for x(t) is reduced to the solution of an algebraic equation for X (s). But, how do we nd x(t)? We need to invert the transform, i.e. convert X (s) to a form in which we recognise the various known transforms (see James pp. 115-118). This is a skill you have to develop, because there is no simple form for an inverse Laplace transform - unlike the Fourier transform! The most usual method for doing this inversion is partial fractions (see Appendix 1 to these notes). From the above example, we have X (s ) = so
30

2s + 9 . (s + 7)(s + 4)

from which we obtain X (s ) = 2s + 9 5 1 = + (s + 7)(s + 4) 3(s + 7) 3(s + 4)

which can be easily inverted using the tables of Laplace transforms, to obtain 1 5 x(t) = e7t + e4t 3 3 Note: The Laplace transform method generally involves familiarity with the Laplace transform tables and being able to derive the partial fraction forms of arbitrary quotients of polynomial functions (see Appendix 1) The convention normally adopted is that the inverse Laplace transform is the function which is zero for all t < 0. The Heaviside (or unit step) function is a useful tool in this and other contexts. That is, the answer to the above problem could be written x(t) = 5 7t 1 4t e + e for t > 0 3 3 5 7t 1 4t = H (t) e + e 3 3

We can also solve 2nd-order dierential equations: Worked example 3.4 Use Laplace transforms to nd the solution of the the 2nd-order ODE dy d2y + 7 + 10y = 0 dt2 dt
31

where y (0) = 7 and The answer is

dy dt (0)

= 26.

y (t) = 3e2t + 4e5t for t > 0

Worked example 3.5 Use Laplace transforms to solve the show that the solution of the system of ODEs dx dy + 2 + x y = 5 sin t dt dt dx dy 2 + 3 + x y = et dt dt subject to the initial conditions x(0) = 2, y (0) = 1 is 1 3 x(t) = 5 sin t + 5 cos t et e2t 2 2 1 3 y (t) = 2et 5 sin t + e2t 2 2 The answer is fully worked out in the le labelled additional material on the unit web page.

3.4 The shifting theorems

The rst shifting theorem: L[eatf (t)] = F (s + a) is commonly used in the form: (3.8)

L1[F (s + a)] = eatL1[F (s)]

32

The second shifting theorem

L[H (t a)f (t a)] = easF (s) Worked example 3.6 Prove (3.8) and (3.9) Notes:

(3.9)

The second shifting theorem is useful when the initial conditions of a dierential equation are not given at t = 0 but at t = a. The rst shifting theorem is very useful for inverting Laplace transforms: Worked Example 3.7 Find the inverse Laplace transform of the following: (a) F (s) = (b) F (s) = (c) F (s) = Answers:
1 (s+2)2 1 (s+6)2 +1 e3s s2 +1

(a) We have something in the form F (s + 2) where F (s) = s12 . We know from the earlier notes that L[t] = s12 . By the rst rst shifting theorem this means that 1 2t = te L1 (s + 2)2
33

(b) Similarly to (a), we have F (s + 6) where F (s) = Laplace transform sin(t) so the answer is L1

1 . s2 +1

F has inverse

1 = sin(t)e6t 2 (s + 6) + 1

(c) We know that the inverse Laplace transform of s21 is sin(t). For this +1 one we need to use the second shifting theorem, and we get L
1

e3s = H (t 3) sin(t 3) s2 + 1

The application of this method obviously relies on being able to examine a function of (s a) and identify the corresponding F (s). This is not as dicult as it might seem if approached methodically. The next three examples illustrate the technique: Example 1: If 1 s3 2s2 10s + 12

F (s 4) = what is F(s)?

Let r = s 4. Then s = r + 4. So:

1 1 = s3 2s2 10s + 12 (r + 4)3 2(r + 4)2 10(r + 4) + 12 1 = (s 4)3 + 10(s 4)2 + 22(s 4) + 4
34

so 1 s3 + 10s2 + 22s + 4

F (s ) =

The Shift Theorem can be used in the solution of dierential equations in which the quadratic denominator s2 + ps + q has repeated or complex roots: Example 2: dy d2y + 6 + 9y = 0 dt2 dt with initial conditions y (0) = 2 and: dy (0) = 10 dt in s-space this gives:

(s2 + 6s + 9)Y (s) = 2s + 22 The quadratic s2 + 6s + 9 = 0 has two equal roots: s1 = s2 = 3 hence the partial fraction expansion is: 2 16 2s + 22 = + (s + 3)2 s + 3 (s + 3)2
35

Y (s ) =

Using the Shift theorem: 2 2 = e3tL1 = 2e3t s+3 s

L1 and:

L1 so:

16 3t 1 16 = e L = 16te3t 2 2 (s + 3) s

y (t) = (2 + 16t)e3t Example 3: d2y dy + 4 + 13y = 0 dt2 dt with initial conditions y (0) = 4 and: dy =4 dt in s-space this gives:

(s2 + 4s + 13)Y (s) = 4s + 20

36

The quadratic s2 + 4s + 13 = 0 has complex roots: s = 2 3j thus we complete the square in this case:

s2 + 4s + 13 = (s + 2)2 + 32 We can therefore write: 4s + 20 4(s + 2) + 12 = s2 + 4s + 13 (s + 2)2 + 32

Y (s ) =

Using the Shift theorem this gives: (s + 2) s 2t 1 = e L = e2t cos 3t 2 2 2 2 (s + 2) + 3 s +3

L1 and

L1 so:

3 3 2t 1 = e L = e2t sin 3t 2 2 2 2 (s + 2) + 3 s +3

y (t) = e2t(4 cos 3t + 4 sin 3t)

37

Piecewise continuous initial conditions The Heaviside function can be used to represent functions like this: g (t) = We have g (t) = t + (4 t)H (t 4) = t (t 4)H (t 4) Why? Because when t > 4, H (t 4) = 1, so for t > 4 we have g (t) = t + 4 t = 4. When t < 5, H (t 4) = 0, so both cases work out. This means that we can easily nd the Laplace transform of g (t) without doing the integrals directly: 1 4s 1 e s2 s2 where in the last step we have made use of the second shifting theorem. L[g (t)] = Example Find the Laplace transform of g (t) = Answer: g (t) = t + (e2t t)H (t 3) = t + e2tH (t 3) tH (t 3) We need to get this in the form where we always have f (t 3)H (t 3). Note that e2(t3) 2t e = e6 so that 1 e2tH (t 3) = 6 e2(t3)H (t 3) e
38

t 4

0<t<4 4t<

t e2t

0<t<3 3t<

and tH (t 3) = (t 3)H (t 3) + 3H (t 3). So we can write g (t) in the form where we can apply the second shifting theorem: 1 g (t) = t + 6 e2(t3)H (t 3) (t 3)H (t 3) 3H (t 3) e Now all the terms are things we know the Laplace transforms of, so we have 1 1 1 1 L[g (t)] = 2 + 6 e3sL[e2t] e3s 2 3e3s s e s s 1 1 1 1 1 L[g (t)] = 2 + 6 e3s e3s 2 3e3s . s e s+2 s s Example

Suppose we have the dierential equation y + 3y = g (t); with g (t) given by g (t) = t 4 0<t<4 4t< . y (0) = y (0) = 1

Take the Laplace transform of both sides and solve for Y (s). Note: the problem can then be solved by taking inverse transforms! Answer: s2Y (s) s 1 + 3sY (s) + 3 = (s2 + 3s)Y (s) = Y (s ) = 1 4s 1 e s2 s2

1 1 4s e +s2 s2 s2 1 1 1 4s e +s2 (s2 + 3s) s2 s2

39

To do the inversion you would split out the terms and simplify each one by partial fractions. Then the e4s would mean using the rst shifting theorem when inverting that term.

3.5 Transfer functions

If the relationship between input and output is a dierential one we can use Laplace transforms to simplify the analysis of systems. E.g. consider a linear input-output system. Whose output u(t) can be expressed in terms of the input y (t) via the dierential equation dy + 2y = u dt so, upon taking Laplace transforms, we have

y0 + sY + 2Y = U If we take y0 = 0 then we have 1 U (s ) s+2

Y (s ) =

The dierential relation between y (t) and u(t) is replaced by an algebraic relation between Y (s) and U (s). The factor 1/(s + 2) is a property of the system itself (called the plant in control engineering, and not of either u(t) or y (t). It is called the transfer function, G(s), of the system Denition: For an autonomous (time invariant) linear system the trans40

fer function G(s) is the ratio Y (s)/U (s) of the Laplace transform of the output to the Laplace transform of the input, thus Y (s ) = G (s )U (s )

Worked example 3.8 If the spring modulus is , its natural length is a and the damping coecient is then the equation of motion of a spring-mass damper system is: dx d2x m 2 = u (x a) dt dt Show that the transfer function G(s) of this linear system is 1/(ms2 + ks + ). See additional material where this is worked out in detail. In general the transfer function of a system is of the form: G (s ) = Q(s) P (s )

where P (s) and Q(s) are polynomial functions of s. The degree of the polynomial P (s) is called the order of the system. Systems of a given order all exhibit certain common properties so the statement that, for instance, this system is second order carries a wealth of information for an engineer. A system is said to be asymptotically stable if the zeros of P (s) (called the poles of the transfer function) are in the left-half plane. Worked example 3.9 Prove this result.
41

3.6 Summary

L[f (t)] =
0

estf (t)dt

No simple formula for inverse transform Use tables to evaluate transforms and inverse transforms. Use derivative function to reduce dnf L = snF (s) sn1f (0) sn2f (0) . . . f (n1)(0) n dt Hence solve ODEs. Transfer function G(s) links output y (t) to input u(t) via Y (s) = G (s )U (s )

42

Appendix 1: partial fractions

(1) The numerator should be of lower degree than the denominator. E.g. s s2 4 is satisfactory but for s3 s2 4 we rst do algebraic long division. (2) The denominator should be factorised into its prime factors and the following rules applied: A linear factor (s + a) gives a partial fraction A s+a A repeated factor (s + a)2 gives A B + s + a (s + a)2 A repeated factor (s + a)3 gives
43

A B C + + s + a (s + a)2 (s + a)3 with a similar approach followed for any (s + a)n where n 4 A quadratic factor (s2 + ps + q ) gives a partial fraction Ps + Q s2 + ps + q while a repeated quadratic (s2 + ps + q )2 gives partial fractions Ps + Q Rs + T + s2 + ps + q (s2 + ps + q )2 with a similar approach for repeated quadratics of a higher power. The Cover-Up Rule We can evaluate the coecients in the partial fractions by using the coverup rule. The idea is best illustrated by an example. Consider: 4s 8 A B = + s(s 4) s s4

f (s ) =

To nd A we cover-up the factor s in the denominator of f (s) and nd

44

the limiting value of the remaining expression when s 0 i.e. 4s 8 =2 s0 s 4

A = lim

similarly to determine the coecient B we cover-up the factor (s 4) in the denominator of f (s) and evaluate the limit (s 4) 0 (i.e. s 4) for the remainder: 4s 8 =2 s4 s

B = lim

The cover-up rule can be applied to multiple factors. Again the method is best illustrated by an example. Consider: 1 s+3 s+3 = (s + 1)(s 1)(s 2) (s + 1) (s 1)(s 2)

f (s ) =

we then use the cover-up rule on the expression inside the square bracket so:

f (s ) =

1 4 5 + (s + 1) (s 1) (s 2) 5 4 = + (s + 1)(s 1) (s + 1)(s 2)

we then re-use the cover-up rule on these two terms:

45

f (s ) =

2 2 5 5 + + (s + 1) (s 1) 3(s + 1) 3(s 2) 2 5 1 + = 3(s + 1) (s 1) 3(s 2)

46

Appendix 2: table of Laplace transforms

f (t) 1 or H (t) t tn eat sin(at) cos(at) eatf (t) H (t a)f (t a) tnf (t)
dn f dtn

F (s) = L(f (t))

1 s 1 s2 n! sn+1 1 s+a a s2 +a2 s s2 +a2

F (s + a) easF (s)
F (s) (1)n d ds n
n

snF (s) sn1f (0) sn2f (0) . . . f (n1)(0) 1 F (s )G (s )

(t)
t 0 f (t)g (t

)d

47