Laplace Transform Douglas Wilhelm Harder Department of Electrical and Computer Engineering University of Waterloo Copyright © 2008 by Douglas Wilhelm Harder. All rights reserved. ECE 250 Data Structures and Algorithms
Dec 16, 2015
Laplace Transform
Douglas Wilhelm Harder
Department of Electrical and Computer Engineering
University of Waterloo
Copyright © 2008 by Douglas Wilhelm Harder. All rights reserved.
ECE 250 Data Structures and Algorithms
Laplace Transform
Outline
• In this talk, we will:– Definition of the Laplace transform– A few simple transforms– Rules– Demonstrations
• Classical differential equations
Laplace Transform
Background
tttt xyyy 12
tt eet 2
2
1
2
1y
1x t
Time Domain
Solve differential equation
• Laplace transforms
Laplace Transform
Background
tttt xyyy 12
tt eet 2
2
1
2
1y
s
t
sss
1X
23
1)H(
2
23
112 sss
1x t
Time Domain Frequency Domain
Solve algebraic equation
Laplace transform
Inverse Laplace transform
Laplace Transform
Definition
• The Laplace transform is
• Common notation:
s
dtett st
F
ff0
L
st
st
Gg
Ff
L
L st
st
Gg
Ff
Laplace Transform
Definition
• The Laplace transform is the functional equivalent of a matrix-vector product
0
fF dtets st
n
jjjii vm
1,Mv
n
jjjvu
1
vu
0
vuvu dttttt
Laplace Transform
Definition
• Notation:– Variables in italics t, s
– Functions in time space f, g
– Functions in frequency space F, G
– Specific limits
t
t
t
t
flim0f
flim0f
0
0
Laplace Transform
Existence
• The Laplace transform of f(t) exists if– The function f(t) is piecewise continuous– The function is bound by
for some k and M ktMet f
Laplace Transform
Example Transforms
• We will look at the Laplace transforms of:– The impulse function (t)
– The unit step function u(t)
– The ramp function t and monomials tn
– Polynomials, Taylor series, and et
– Sine and cosine
Laplace Transform
Example Transforms
• While deriving these, we will examine certain properties:– Linearity– Damping– Time scaling– Time differentiation– Frequency differentiation
Laplace Transform
Impulse Function
• The easiest transform is that of the impulse function:
1
δδ
0
0
s
st
e
dtettL
1δ t
• Next is the unit step function
s
es
es
dte
dtett
s
st
st
st
1
10
1
uu
0
0
0
0
L
11
00u
t
tt
st
1u
Laplace Transform
Unit Step Function
Laplace Transform
Integration by Parts
• Further cases require integration by parts
• Usually written as
b
a
b
a
b
a
dfgfgdgf
Laplace Transform
Integration by Parts
• Product rule
• Rearrange and integrate
t
dt
dttt
dt
dtt
dt
dgfgfgf
b
a
b
a
b
a
b
a
b
a
dtttdt
dtt
dtttdt
ddttt
dt
ddtt
dt
dt
ttdt
dtt
dt
dt
dt
dt
gfgf
gfgfgf
gfgfgf
Laplace Transform
Ramp Function
• The ramp function
2
0
0
00
0
111
10
111
u
se
ss
dtes
dtes
es
t
dttett
st
st
stst
st
L
2
1u
stt
t
t
ddf
f
st
st
es
te
1
g
ddg
Laplace Transform
Monomials
• By repeated integration-by-parts, it is possible to find the formula for a general monomial for n ≥ 0
1
!u
nn
s
nttL
1
!u
nn
s
ntt
Laplace Transform
Linearity Property
• The Laplace transform is linear
• If and then
sbsatbta
sbsatbta
GF)g()f(
GF)g()f(
L
st F)f( L st G)g( L
Laplace Transform
Initial and Final Values
• Given then
• Note sF(s) is the Laplace transform of f(1)(x)
st Ff
ss
ss
s
s
Flimf
Flim0f
0
Laplace Transform
Polynomials
• The Laplace transform of the polynomial follows:
n
kkk
n
k
kk s
katta
01
0
!uL
Laplace Transform
Polynomials
• This generalizes to Taylor series, e.g.,
1
1
1
!
!
1
u!
1u
01
01
0
s
s
s
k
k
ttk
te
n
kk
n
kk
n
k
kt LL
1
1u
stet
Laplace Transform
The Sine Function
• Sine requires two integration by parts:
ttss
dtetss
dtetss
stets
dtets
dtets
stets
dtettt
st
st
st
st
st
usin11
sin11
sin11
cos1
cos1
0
cos1
sin1
sinusin
22
022
02
0
0
00
0
L
L
1 of 2
Laplace Transform
The Sine Function
• Consequently:
1
1usin
1usin1
usin11
usin
2
2
22
stt
tts
ttss
tt
L
L
LL
1
1usin
2
stt
2 of 2
Laplace Transform
The Cosine Function
• As does cosine:
ttss
dtetss
dtetss
stetss
dtetss
dtets
stets
dtettt
st
st
st
st
st
ucos11
cos1
01
cos11
sin11
sin11
sin1
cos1
cosucos
2
022
02
0
0
00
0
L
L
1 of 2
Laplace Transform
The Cosine Function
• Consequently:
1
ucos
ucos1
ucos11
ucos
2
2
2
s
stt
stts
ttss
tt
L
L
LL
1
ucos2
s
stt
2 of 2
Laplace Transform
Periodic Functions
• If f(t) is periodic with period T then
• For example,
sT
Tst
e
dtet
t
1
f
f 0L
s
s
s
st
es
sse
e
dtet
t
11
1
cos
f2
0L
Laplace Transform
Periodic Functions
• Here cos(t) is repeated with period
tfL
tcos
tcosL
tf
• Consider f(t) below:
Laplace Transform
Periodic Functions
s
s
s
s
s
st
es
e
es
e
e
dte
t222
1
0
1
1
1
1
1f
L
tf tu
s
t1
u L tfL
Laplace Transform
Damping Property
• Time domain damping ⇔ frequency domain
shifting
as
dtet
dtetete
tas
statat
F
f
ff
0
)(
0
L
aste at Ff
Laplace Transform
Damping Property
• Damped monomials
A special case:
1
1
!u
!u
nnat
nn
as
ntte
s
ntt
as
te
st
at
1u
1u
• Consider cos(t)u(t)
1
ucos2
s
stt
Laplace Transform
Damping Property
• Time scale by = 2
22 2
1u2sin
stt
Laplace Transform
Damping Property
• Time scale by = ½
4
1221
1usin
stt
Laplace Transform
Damping Property
Laplace Transform
Time-Scaling Property
• Time domain scaling ⇔ attenuated frequency domain scaling
a
s
a
adea
da
e
dteatat
as
as
st
F1
)f(1
1)f(
)f()f(
0
0
0
L
dta
d
at
a
s
aat F
1f
• Time scaling of trigonometric functions:
22
2
1
11usin
s
sttL
22
2
1
1ucos
s
s
s
s
ttL
1
1usin
2
stt
1ucos
2
s
stt
22
usin
s
tt 22
ucos
s
stt
Laplace Transform
Time-Scaling Property
• Consider sin(t)u(t)
1
1usin
2
stt
Laplace Transform
Time-Scaling Property
• Time scale by = 2
22 2
1u2sin
stt
Laplace Transform
Time-Scaling Property
• Time scale by = ½
4122
11
usin
s
tt
Laplace Transform
Time-Scaling Property
Laplace Transform
Damping Property
• Damped time-scaled trigonometric functions are also shifted
22
22
usin
usin
astte
stt
at
22
22
ucos
ucos
as
astte
s
stt
at
Laplace Transform
Time Differentiation Property
• The Laplace transform of the derivative
0fF
f0f
ff
ff
0
00
0
11
ss
dtets
dtetset
dtett
st
stst
stL
Laplace Transform
Time Differentiation Property
• The general case is shown with induction:
0f0f
0f0f0f
Ff
12
23121
nn
nnn
nn
s
sss
sst
L
Laplace Transform
Time Differentiation Property
• If g(t) = f(t)u(t) then 0 = g(0+) = g(1)(0+) = ···
• Thus the formula simplifies:
• Problem:– The derivative is more complex
sst nn Fg L
ttttdt
dδ0fufg )1(
Laplace Transform
Time Differentiation Property
• Example: if g(t) = cos(t)u(t) theng(0–) = 0
g(1)(t) = sin(t)u(t) + (t)
Laplace Transform
Time Differentiation Property
• We will demonstrate that– The Laplace transform of a derivative is the
Laplace transform times s– The next six slides give examples that
f(1)(t) = g(t) implies sF(s) = G(s)
1 of 7
Laplace Transform
Differentiation of Polynomials
• We now have the following commutative diagram when n > 0
1
!
u
n
n
s
ns
ttsL
ttn n u1L tt ndtd uL
ns
n!
2 of 7
Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative diagram
1
1
usin
2
ss
ttsL
tt ucosL ttdtd usinL
12 s
s
3 of 7
Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative diagram
1
ucos
2
s
ss
ttsL
11
1
δusin
2
s
tttL ttdtd ucosL
12
2
s
s
4 of 7
Laplace Transform
Differentiation of Exponential Functions
• We now have the following commutative diagram
ass
tes at
1
uL
1
δu
as
a
ttae atL te atdtd uL
as
s
5 of 7
Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative diagram
22
usin
ss
ttsL
22
ucos
s
s
ttL ttdtd usin L
22 s
s
6 of 7
Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative diagram
22
ucos
s
ss
ttsL
1
δusin
22
s
tttL ttdtd ucos L
22
2
s
s
7 of 7
Laplace Transform
Frequency Differentiation Property
• The derivative of the Laplace transform
)f(
f
f
fF
0
0
0
)1(
tt
dtett
dtetds
d
dtetds
ds
st
st
st
L stt )1(Ff
Laplace Transform
Frequency Differentiation Property
• Consider monomials
1
!
nn
s
nt
2
1 !1
nnn
s
nttt
2
21
!1
!1
!
n
nn
s
ns
nn
s
n
ds
d
Laplace Transform
Frequency Differentiation Property
• Consider a sine function
• We have that
but what is ?
1
1sin
2
st
2221
2
1
1
s
s
sds
d
tt sinL
1 of 3
Laplace Transform
Frequency Differentiation Property
• Applying integration by parts
00
000
cossin1
cossin1
sin1sin
dtettdtets
dtettts
etts
dtett
stst
ststst
00
000
sincos1
sincos1
cos1cos
dtettdtets
dtettts
etts
dtett
stst
ststst
2 of 3
Laplace Transform
Frequency Differentiation Property
• Substituting
0000
sincos1
sin1
sin dtettdtets
dtets
dtett stststst
1
1
1
2sin
1
21sin
sin
1
1
1
1
sin1
1
1
11sin
222
22
2
222
22
sds
d
s
stt
sss
stt
s
tt
ssss
tts
s
ssstt
L
L
L
LL
3 of 3
Laplace Transform
Time Integration Property
• The Laplace transform of an integral
s
s
des
tdde
tdde
dtedd
st
st
st
sttt
F
f1
f
f
ff
0
0
0
0 00
L
Laplace Transform
Time Integration Property
• We will demonstrate that– The Laplace transform of an integral is the
Laplace transform over s– The next six slides give examples that
implies
t
dt0
f)g( s
ss
FG
1 of 7
Laplace Transform
Integration of Polynomials
• We now have the following commutative diagram
n
n
s
n
s
s
t
!1
L
11
1
nt
nL
tnd
0
L
1
!ns
n
2 of 7
Laplace Transform
Integration of Exponential Functions
• We now have the following commutative diagram
ass
s
e at
11
L
assa
ea
at
111
11L
ass 1
t
a de0
L
3 of 7
Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative diagram
1
11
sin
2
ss
s
tL
1
1
cos1
2
s
s
s
tL
112 ss
t
d0
sin L
4 of 7
Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative diagram
)sin(tL
1
12 s
t
d0
cos L
1
1
cos
2
s
s
s
s
tL
5 of 7
Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative diagram
22
1
sin
ss
s
tL
22
11
)cos(11
s
s
s
tL
22 ss
t
d0
sin L
6 of 7
Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative diagram
22
1
cos
s
s
s
s
tL
22
1
)sin(1
s
tL
22
1
s
t
d0
cos L
7 of 7
Laplace Transform
The Convolution
• Define the convolution to be
• Then
dt
dtt
gf
gfgf
ssj
tt
sst
GF2
1gf
GFgf
Laplace Transform
Integration
• As a special case of the convolution
s
s
ss
sttsdt
F1F
uff0
LL
Laplace Transform
Summary
• We have seen these Laplace transforms:
1
2
!u
1u
1u
1δ
nn
s
ntt
stt
st
t
1
ucos
1
1usin
1
1u
2
2
s
stt
stt
stet
Laplace Transform
Summary
• We have seen these properties:– Linearity– Damping– Time scaling
– Time differentiation– Frequency differentiation– Time integration
sbsatbta GF)g()f( aste at Ff
a
s
aat F
1f
sstt nn Fuf
sttt nn )(Fuf
s
sd
t Ff
0
Laplace Transform
Summary
• In this topic:– We defined the Laplace transform– Looked at specific transforms– Derived some properties– Applied properties
Laplace Transform
References• Lathi, Linear Systems and Signals, 2nd Ed., Oxford
University Press, 2005.• Spiegel, Laplace Transforms, McGraw-Hill, Inc., 1965.• Wikipedia,
http://en.wikipedia.org/wiki/Laplace_Transform
Usage Notes
• These slides are made publicly available on the web for anyone to use
• If you choose to use them, or a part thereof, for a course at another institution, I ask only three things:– that you inform me that you are using the slides,– that you acknowledge my work, and– that you alert me of any mistakes which I made or changes which
you make, and allow me the option of incorporating such changes (with an acknowledgment) in my set of slides
Sincerely,
Douglas Wilhelm Harder, MMath