Laplace Transform

Laplace Transform
Most Generalised Transform
Anu Gupta BITS PILANI
Fourier transform
F ( )
f (t )e
j t
dt
1 f (t ) 2
F ( )e d
j t
The signal should be absolutely integrable There can only be a finite number of maxima and minima Number of discontinuities should be finite
Problems of Fourier transform

Y(w)= F(w) H(w) The Fourier transform was defined only for signals that taper off at infinity, that is, signals of finite energy or signals that are absolutely integrable. So FT does not exist for ever increasing inputs like growing exponentials Poles of transfer function is always on Im axis
How to analyse unstable systems H(w) whose poles are away from Im axis i. e having a non zero real part as in case of roots of differential equation?
Remedy eat ejwt can not synthesize this function remedy ---make the function decay by multiplying it by e - t
Flexibility in choice of
Region of Convergence ROC
ROC
Modification of FT
Comparison - LT, FT
L T expresses f(t) as a sum of everlasting exponentials of the form enst F T expresses f(t) as a sum of everlasting exponentials of the form enjwt
Laplace Transform
Modifying the Fourier transform to include such signals, the Laplace transform is given by the expression:
Where s = + jw Complex frequency f(t) F(s) Laplace Transform pair

Bilateral Laplace Transform
F ( )
f (t )e
j t
dt
Example
Example2
EXAMPLE 3
Example-4-
Example-5-
Example6
Example6
Unilateral Laplace Transform--need
Also, drawback of the BLT is its inability to handle initial conditions in problems Anu Gupta BITS PILANI
Unilateral Laplace Transform

Remedy
Unilateral Laplace Transform
the ROC of a unilateral Laplace transform is always an open right half plane or the entire s-plane
2 Types of Laplace transforms

One sided
F (s) f (t )e dt
st 0
For Causal signals
Two sided
F (s)
f (t )e dt
st
For Non-Causal signals
Example f(t)= (t)
Inverse Laplace transform
L-1----Complex function theory is used
Residue theorem----statement
contour integration is a method of evaluating certain integrals along Paths (here roc) in the complex plane
Residue theorem
Inverse L T
Inverse L T
Inverse L Tmade simple using previous results
Inverse L Tmade simple
Example1 compute L-1
Example2
Example3--- compute L-1 ---repeated poles
Example4 m=n
Example5- compute L-1 -complex conjugate poles
Transform Pairs
Alternative method-1-- -complex conjugate poles
Alternative method-2using shortcuts
Example6- compute L-1 -complex conjugate poles
Properties of Laplace transform
Example time shifting prop.
Example2
Time differentiation property

The differentiation property of the unilateral Laplace transform is particularly useful for analyzing the response of causal differential systems to nonzero initial conditions Furthermore, f(0-)can be used to set an initial condition on the output of a causal differential system
Proof--
F T - Time differentiation property
Using FT
Proof
Time integration property--- LT, FT
Time Periodicity property
Thus, if we let f(t) be a periodic function with period T, that is, f(t+nT)= f(t) , for n= 1,2,3----. we get the transform pair as
Proof
Example
Example
The Initial and Final Value Theorems
to find the settling value of the output of a system.
Use of initial and final value theorem

Step Response is the time behaviour of the outputs of a general system (normally RC system) when its inputs change from zero to one in a very short time i.e how fast system can settle to next steady state. Step response is Used in stability analysis
Final settling value of the output of a system.
Example
find the final value of the step response of the causal LTI system
Precautions
Example step response
Proofs
Please do proofs of all properties from text book
Applications of LAPLACE TRANSFORM
Obtaining zero state response for a larger class of inputs including growing exponentials for LTI systems Obtaining complete system response for a larger class of inputs including growing exponentials for LTI differential systems Analyzing systems with poles in right half plane of Im axis System identification causal/ stable
LTI System (zero state) Response using LT
Properties of convolution for combination of many systems
Example
Example2
System identification
LTI system/ LTI differential system
Using FT
Any signal for which FT exist in ordinary sense, is always stable as
LTI system identificationonly causal system
Only stable system

condition for BIBO stability is that the impulse response be absolutely integrable
Both Causal and stable system
Stability of LTI differential system
Example -- system identification
ROC Combinations Possible
Both zero state and zero input resp. Complete Response

of systems with integro differential equation with constant coefficients Using Laplace Transform
Solution of LTI continuous time system
LTI differential system
Why zero input resp. too?
Example
Using FT
Transformed circuit
Circuit in s domain
Representation of circuit elements
Example1
Example 2
Example 3
Condition for existence of L T
Connection between LT and FT
The Fourier transform of a signal is simply equal to its Laplace transform evaluated on the jw-axis, provided that it is included in the region of convergence.
Connection between LT and FT
Frequency response of the system

For
everlasting sinusoid as input For causal sinusoid as input
Frequency Response
Many problems can be thought of in the time domain, and solutions can be developed accordingly. Other problems are more easily thought of in the frequency domain. A technique for thinking in the frequency domain is to express the system in terms of a frequency response
Definition
It is often important to know how a system will respond to a pure sinusoid of radian frequency, e.g., wx. In particular, we would like to know the amplitude and phase changes imposed on the sinusoid by the system.

this information is contained in the system transfer function evaluated at frequency s=jwx. The complex function H(jw) is the FT of the impulse response Freq response is the response of the system to a sinusoidal signal. The output of the system at each frequency is the result of driving the system with a sinusoid of unit amplitude at that frequency.
The frequency response has both amplitude and phase
responseeverlasting sinusoid
Frequency response using L T
The continuous Fourier transform is equivalent to evaluating the bilateral Laplace transform with complex argument s = j or s = j2f This relationship between the Laplace and Fourier transforms is used to determine the frequency spectrum of a signal .
To know the amplitude and phase changes imposed on the sinusoid by the system , we need to know mag. and phase spectra of output . For this I need to know the FT of obtained output signal. Instead of getting output in time domain first and then finding its F T, we do it using LT only

we analyse systems/ using L T and then we put s= jw for freq. response in transfer function
How to get freq response of the system?
To know the amplitude and phase changes imposed on the sinusoid by the system , we need to know mag. and phase spectra of output . For this we need to know the FT of obtained output signal Instead of getting output in time domain first and then finding its F T, we do it using LT only. We use the fact that for stable systems, LT and FT results are same we analyse systems/ using L T and then we put s= jw for freq. response in transfer function H(s)
Example
Output and input waveform
Plots
Example 2
Example 3
Response of the system

For causal input sinusoid starting at t=0 Steady state response
Causal input
Example-4 Steady state response-IST order system
Second Order Transfer Function
s2 + 2 wns + wn2 = 0
where: x(t) = Response of the System, u(t) = Input to the System, z = Damping Ratio, wn=Undamped Natural Frequency, Gdc= The DC Gain of the System.
, the damping ratio, will determine how much the system oscillates as the response decays toward steady state. wn, the undamped natural will determine how fast the system oscillates during any transient response. Gdc, the DC gain of the system, will determine the size of steady state response when the input settles out to a constant value.
Two real - and - distinct roots. >1 solution are decaying exponentials Two equal real roots. >1 solution are decaying exponentials A pair of complex roots. <1------oscillations in the impulse response.
Example 6-
second order system
Decay time constant = 1/wn
ComparisonFT, LT
The Fourier transform is used for analyzing systems that process signals that are infinite in extent, such as modulated sinusoids, even though these signals are not square integrable.
The Laplace transform actually works directly for these signals if they are zero before a start time, even if they are not square integrable, for stable systems. The Fourier transform is often applied to spectra of infinite signals via the WienerKhinchin theorem even when Fourier transforms of the signals do not exist.
Examples
Example
Example
Example

Laplace Transform

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Laplace Transform

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Laplace Transform

Most Generalised Transform

Anu Gupta BITS PILANI

Problems of Fourier transform

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Region of Convergence ROC

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Where s = + jw Complex frequency f(t) F(s) Laplace Transform pair

Bilateral Laplace Transform

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Unilateral Laplace Transform--need

Unilateral Laplace Transform

Anu Gupta BITS PILANI

Unilateral Laplace Transform

Anu Gupta BITS PILANI

2 Types of Laplace transforms

For Causal signals

Example f(t)= (t)

Anu Gupta BITS PILANI

Inverse Laplace transform

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

L-1----Complex function theory is used

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Inverse L Tmade simple using previous results

Anu Gupta BITS PILANI

Inverse L Tmade simple using previous results

Anu Gupta BITS PILANI

Inverse L Tmade simple using previous results

Anu Gupta BITS PILANI

Inverse L Tmade simple

Anu Gupta BITS PILANI

Example1 compute L-1

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Example3--- compute L-1 ---repeated poles

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Example5- compute L-1 -complex conjugate poles

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI

Anu Gupta BITS PILANI