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S. Maci
Department of information Engineering,
University of Siena,
Siena, Italy
Lecture 18
Laplace Transform
The Laplace Transform
Laboratorio EM applicato
∞
L[ f (t )] = F ( s) = ∫ f (t )e − st dt
0
γ + j∞
1
∫
−1 ts
L [F(s)]= f (t ) = F(s)e ds
2π j γ − j∞
!
Laboratorio EM applicato
∞ ∞
1 ⎡ γ + j∞ ⎤
∫ ∫ 2π j ⎢ ∫
− st ts' −ts
f (t )e dt = ⎢ F(s')e ds ' ⎥ e dt '
0 0 ⎣ γ − j∞ ⎥⎦
1
γ + j∞ ⎡ ∞ ⎤
∫ F(s') ⎢ ∫ e −t(s−s')
= dt '⎥ ds' =
2π j γ − j∞ ⎢⎣ 0 ⎥⎦ Res>γ
γ + j∞
1 F(s')
= ∫
2π j γ − j∞ s − s'
ds' = F(s)
!
∞
−1 ∞
L[u(t )]= ∫ e dt = e
− st − st
s 0
! 0
1
L[u(t )]=
! s
Unit pulse
Laboratorio EM applicato
t ≠ t 0 ⇒ δ (t −t 0 ) = 0
!
t 0 +ε
δ (t −t 0 )
!
∫ δ (t −t0 )dt =1 ε >0
!t0 −ε
0 t0
∞
L[δ (t )]= ∫ δ (t )e − st
dt =e −0s
=1
! 0
Laboratorio EM applicato
Exponential
∞ ∞e
L[e −at
u(t )]= ∫ e −at − st
e dt = ∫ e −(s+a)t
dt
! 0 0
−e −st ∞ 1
L[e −at u(t )]= | =
(s + a) 0 s + a
!
−at 1
e u(t ) ⇔
! s +a
Laboratorio EM applicato
Multiplication by T
∞
L[tu(t )]= ∫ te − st
dt
! 0
∞ ∞
∞
∫ udv =uv|0 − ∫ v du u=t
dv = e-stdt
!0 0
1
tu(t ) ⇔ 2
! s
Laboratorio EM applicato
cosine
∞
(e jwt + e − jwt ) − st
L[cos(wt )]= ∫ e dt
0
2
1⎡ 1 1 ⎤
= ⎢ + ⎥
2 ⎣ s − jw s + jw ⎦
s
=
! s 2 + w2
s
cos(wt )u(t ) ⇔ 2 2
! s +w
Laboratorio EM applicato
sine
∞
(e jwt − e − jwt ) − st
L[cos(wt )]= ∫ e dt
0
2j
1⎡ 1 1 ⎤
= ⎢ − ⎥
2 j ⎣ s − jw s + jw ⎦
w
=
! s 2 + w2
w
cos(wt )u(t ) ⇔ 2 2
! s +w
Time Shift
Laboratorio EM applicato
∞
L[ f (t − a)u(t − a)]= ∫ f (t − a)e − st
a
Let x = t − a,then dx = dt andt = x + a
As t →a, x → 0 and as t → ∞,x → ∞. So,
∞ ∞
∫ f (x)e ∫ f (x)e
− s( x+a) −as − sx
dx = e dx
! 0 0
−as
!L[ f (t − a)u(t − a)]=e F(s)
Frequency Shift
Laboratorio EM applicato
∞
L[e −at
f (t )]= ∫ [e −at
f (t )]e − st
dt
0
∞
= ∫ f (t )e −(s+a)t
dt = F(s + a)
! 0
−at
!L[e f (t )]= F(s + a)
Laboratorio EM applicato
Dumped Cosine
−at (s + a)
L[e cos(wt )]=
! (s + a)2 +(w)2
Time Integration:
Laboratorio EM applicato
⎡t ⎤ ∞⎡t ⎤ − st
L ⎢ ∫ f (x)dx ⎥ = ∫ ⎢ ∫ f (x)dx ⎥e dt
⎢⎣ 0 ⎥⎦ 0 ⎢⎣ 0 ⎥⎦
Integrate by parts :
t
Let u= ∫ f (x)dx , du= f (t )dt
! 0
⎡t ⎤ 1∞ 1
L ⎢ ∫ f (x)dx ⎥ = ∫ f (t )e dt = F(s)
− st
⎢⎣ 0 ⎥⎦ s 0 s
!
Time Derivative
Laboratorio EM applicato
∞
⎡ df ⎤ ∞
L ⎢ ⎥ = f (t )e − st| −∫ f (t ) ⎡ −se − st ⎤dt
dt ⎣ ⎦
⎣ ⎦ 0
0
∞
=0− f (0)+ s ∫ f (t )e − st dt
! 0
Integrate by parts:
⎡ df (t ) ⎤
L⎢ ⎥ = sF(s)− f (0)
⎣ dt ⎦
!
Laboratorio EM applicato
Time multiple derivative
⎡ df (t ) 2 ⎤ 2
L⎢ 2 ⎥
= s F ( s ) − sf (0) − f ' (0)
⎣ dt ⎦
⎡ df (t ) 3 ⎤
L⎢ 3 ⎥
= s 3
F ( s ) − s 2
f (0) − sf ' (0) − f ' ' (0)
⎣ dt ⎦
general case
⎡ df (t ) n ⎤ n −1 n−2
L⎢ n ⎥
= s n
F ( s ) − s f ( 0 ) − s f ' ( 0)
⎣ dt ⎦
− ... − f ( n −1) (0)
Laboratorio EM applicato
Initial and final Value
If the function f(t) and its first derivative are Laplace transformable and f(t)
Has the Laplace transform F(s), and the lim sF(s) exists, then
!s→∞