D.J.

DUNN 1
MATHS

TUTORIAL LAPLACE and FOURIER TRANSFORMS


This tutorial is of interest to any student studying control systems and in particular the EC
module D227 Control System Engineering.


On completion of this tutorial, you should be able to do the following.

Define a Laplace Transform.

Transform some common functions of time.

Use a table of transforms to solve problems.

Conduct inverse transforms.

Define the Fourier Transform.

Transform equations into complex numbers.

Students should familiarise them selves with the tutorial on complex numbers.







D.J.DUNN 2
1. INTRODUCTION

The Laplace transform is a method of changing a differential equation (usually for a variable that is a function of
time) into an algebraic equation which can then be manipulated by normal algebraic rules and then converted
back into a differential equation by inverse transforms.

This tutorial does not explain the proof of the transform, only how to do it.

2. THE LAPLACE TRANSFORM

The Laplace transform is used to convert various functions of time into a function of s. The Laplace transform of
any function is shown by putting L in front. Hence L f(t) becomes f(s).
The transformation is achieved by solving the equation
L f(t) = f(s) = e
-st
f(t) dt = f(s)

The limits of integration for time is between 0 and t and for s it is between 0 and .
The first and possibly most difficult task is to find the Laplace transform of
dt
d
where is itself a function of time.
The reasons for this will become clear later.

then v
dt
d
dt
dv
making and se
dt
du
then e u making so dt
dt
du
v uv dt
dt
dv
u
parts. by g integratin by done be can dt this
dt
d
e f(s)
dt
d

st st -
0
st
L


[ ] ( )
[ ] ( )
[ ] ( )dt se e - 0 f(s)
dt
d

dt se e - e f(s)
dt
d

dt se e f(s)
dt
d

: have we limits in the putting and ng Substituti
st
0
0 t
0
st
0
0 t
0 -
st
0
0
st

L
L
L

( )
( )

L L
L
L
s dt e s f(s)
dt
d
dt se f(s)
dt
d
then 0 at t 0 is if dt se f(s)
dt
d

0
st
st
0
st
0
0 t

The Laplace transform of the first derivative of is the Laplace transform of multiplied by the operator s. It can
be shown that the Laplace transform of the n
th
derivative of is s
n
L


D.J.DUNN 3
3. THE s OPERATOR

The previous derivation leads us to conclude that a quick way of doing the transform of a derivative is to replace
d/dt with the operator s so L (d/dt) becomes s. By a similar derivation the Laplace transform of the n
th

derivative d
n
/dt
n
becomes s
n
. The transform of

on its own becomes s
o
and the integral of

becomes s
-1

and so on. Here is a table that should make this clear.

n
n
n
2
2
2
0
1
2
s
dt
d
s
dt
d
s
dt
d
s
s dt
s dt

Now we should look at how to transform some other functions.


WORKED EXAMPLE No.1

Find the Laplace transform L H

when H is a constant.

SOLUTION

( ) ( )
( )
( )
s
H
f(s) H L
s
H
s
1
s
0
H f(s)
s
e
H dt H e dt t f e H L
0
st
0
st
0
st -

1
]
1

1
]
1

For a unit step H = 1 and the Laplace transform is 1/s



WORKED EXAMPLE No.2.
Find the Laplace transform of e
-at


SOLUTION

( ) ( )
( )
( )
( )
( )
a s
1
f(s) e
a s
1
a s
0
e
a s
e
e
dt e dt e e dt t f e
at -
at -
0
a)t (s
at -
0 0
a)t (s -at st
0
-at
+

1
]
1

+

1
]
1

+

+

L
L
L
L


D.J.DUNN 4

SELF ASSESSMENT EXERCISE No.1

1. Find the Laplace transform for f(t) = ct and check your answer against the table.

2. Find the Laplace Transform of f(t) = 1 + 3e
-at
. (Answer 1/s + 3/{s+a})

3. Change the following differential equations into Laplace form.

i. T d/dt + (Answer {Ts + 1})
ii. T
2
d
2
/dt
2
+ 2T d/dt + (Answer {T
2
s
2
+ 2Ts + 1)}

4. Using the table on the next page, find the Laplace Transform of the following time functions.

i. k sin (t)
ii. k{1 e
-t/T
}




4. INVERSE TRANSFORMS

Inverse transforms are simply the reverse process whereby a function of s is converted back into a function of
time. For example the reverse transform of k/s is k and of k/s
2
is kt.



SELF ASSESSMENT EXERCISE No.2

Find the inverse transform of the following.


( )
( )
2 2
2
2
s s
k
ii.


1 Ts s
k
i.

+
+



D.J.DUNN 5
5. TABLE OF COMMON LAPLACE TRANSFORMS


Note that the use of the letters for constants is arbitrary and that often the solution is found by interchanging a
with 1/T and . H and k are arbitrary constants.

Time domain f(t) Frequency domain f(s) Description

1 e
-at
f(t) dt f(s + a)
2 1 Unit Impulse
3 H
s
H

Step H
4 ct
2
s
c

Ramp
5 H(t - T)
s
e
H
sT

Delayed Step
6
s
e - 1
sT

Rectangular pulse
7 k e
-at

a s
k
+

Exponential
8 kt e
-at

2
a) (s
k
+


9 K(e
-at
- e
-bt
)
b) a)(s (s
a) k(b
+ +

9 k sin (t)
2 2
s
k

+

Sinusoidal
10 k t sin(t)
2 2 2
2
) (s
s 2k

+


11 k cos (t)
2 2
s
ks
+

Co sinusoidal
12 k e
-at
sin (t)
2 2
a) (s
k

+ +

Damped sinusoidal
13 k e
-at
cos (t)
2 2
a) (s
a s
+ +
+

Damped co sinusoidal
14

'

T
t
e 1 k
a) s(s
ka
+
a = 1/T
Exponential growth
15

'

,
_

T
t
e 1 t k
a) (s s
ka
2
+


16 k(1-cost)
) s(s
k
2 2
2

+


17 k sin (t + )
{ }
2 2
s
sin s cos k

+
+







D.J.DUNN 6
6. FOURIER TRANSFORM

Suppose x = Ae
jt
then dx/dt = jAe
jt
In Laplace form s x = jAe
jt
= j x

It seems that s x = j x so the operator s is the same as j and this substitution is the Fourier Transform.
j is the complex operator j = -1. When this transform is done, G(s) is changed into G (j)


WORKED EXAMPLE No.3

Transform G(s) = Ts + 1 into a complex number. Given T = 0.4 seconds, evaluate the magnitude of G(s)
when = 15 rad/s.

SOLUTION

Substitute s = j and G(s) = Ts + 1 becomes G (j) = jT + 1 or G (j) = 1 + jT
The usual form for a complex number is A + jB. The complex number may be represented on an Argand
Diagram as shown.

The magnitude is {(T)
2
+ (1
2
)} = {(15 x 0.4)
2
+ 1
2
} = {(36 + 1} = 6.08



WORKED EXAMPLE No.4

Transform G(s) = T
2
s
2
+ 2Ts + 1 into a complex number. Given T = 0.4 seconds, evaluate the magnitude
of G(s) when = 15 rad/s and = 0.5.

SOLUTION

Substitute s = j and G(s) = (T
2
s
2
+ 2Ts + 1) becomes
G (j) = T
2
(j)
2
+ 2T(j) + 1 = -T
2

2
+ j 2T + 1 = (1 - T
2

2
) + j 2T
The usual form for a complex number is A + jB. The complex number may be represented on an Argand
Diagram as shown.

The magnitude is {(1 - T
2

2
)
2
+ (2T)
2
} = {(1 - 0.4
2
x 15
2
)
2
+ (2 x 0.5 x 0.4 x 15)
2
}
The magnitude = {(-35
2
+ 6
2
} = {(-35
2
+ 6
2
} = 35.51

D.J.DUNN 7


WORKED EXAMPLE No.5

Convert G(s) = 1/(T
2
s
2
+ 2Ts + 1) into a complex number of the form A + jB

SOLUTION


( )
( )
( )
jB - A number conjugate by the line bottom and top he Multiply t
j2T B and T 1 A where
jB A
1
) G(j
j 2T T 1
1
) G(j
1 j 2T j T
1
) G(j
1 s T 2 s T
1
G(s)
2 2
2 2
2 2
2 2

+ +

+ +

( )( )
{ }
( )
( ) ( ) { }
( ) ( ) { } T 2 T 1
T d 2
B A
B
D
T 2 T 1
T 1
B A
A
C
jD C
B A
jB A
) G(j
jB A jB A
jB1 A
) G(j
2
2
2 2
2 2 2 2 2
2 2
2 2
2 2

SELF ASSESSMENT EXERCISE No.3

Convert G(s) = 1/(Ts + 1) into a complex number of the form A + jB.

The solution is shown on the next page.

D.J.DUNN 8

SOLUTION TO S.A.E. 3

1 Ts
1
G(s)
+

For a sinusoidal response replace s with j

1 T j
1
) (j G
+

This is converted into a complex number by multiplying the top and bottom by the conjugate number.


( )
( )( )
( )
( )
2 2 2 2 2 2
T 1
T j
T 1
1
T 1
T j 1
T j 1 T j 1
T j 1
) G(j

( )
2 2
T 1
1
A
+


( )
2 2
T 1
T
B