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Control Systems Engineering

ECE 563
07092003
SOLUTION TO
LINEAR DIFFERENTIAL EQUATIONS WITH
CONSTANT-COEFFICIENTS (LCCDE)
BY LAPLACE TRANSFORM
J.M.Martinez, Jr.
School of EE-ECE-CoE
Mapa Institute of Technology
Laplace Transform of Common Functions
Laplace Transform of Derivatives and
Integral of Functions
Inverse Laplace Transform by Partial
Fraction Expansion
2
LAPLACE TRANSFORM
Steps in Solving LCCDE using
Laplace Transform
1. Convert the differential equation to
Laplace Transform
(time domain s-domain).
1. Solve for Y(s) (isolate Y(s)).
2. Expand Y(s) into partial fractions.
3. Take the Inverse Laplace Transform of Y(s).
(s-domain time domain).
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LAPLACE TRANSFORM PAIRS
) (s F
t sin
1
) (t u
) (t
) (t f
t cos
2
1
s
t
a s
1
at
e
s
1
2 2

+ s
2 2
+ s
s
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LAPLACE TRANSFORM PAIRS
(FIRST-SHIFTING THEOREM)
) (s F
t e
at
sin
a s s
at
t f L t f e L

= )] ( [ )] ( [
) (t f
t e
at
cos
2
) (
1
a s
t e
at
2 2
) (

+ a s
2 2
) (
) (
+

a s
a s
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OTHER LAPLACE TRANSFORM PAIRS
) )( ( b s a s
a b
+ +

bt at
e e

) (
) (
2
a s s
b s a
+
+
) (s F
at
e

1
) (t f
) (
2
2
a s s
a
+
n
t
) ( a s s
a
+
at
e at

+ 1
1
!
+ n
s
n
) )( ( b s a s s
ab
+ +
bt at
e
b a
a
e
b a
b

+ 1
at
e
a
b a
bt
a
b a

|
.
|

\
|

+

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LAPLACE TRANSFORM PAIRS
(INTEGRAL & DERIVATIVES)
n
n
dt
t g d ) (
) (s F
dt
t dg ) (
) (t f
s
s G ) (

0
) ( d g
) (s sG
) (s G s
n
Note: All Initial Conditions were assumed zero.
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Example 1:
2
2
2
) ( 4 ) ( 5 ) (
s
s Y s sY s Y s = + +
Find the Total Solution of the Differential
Equation (Assume all initial conditions=0)
Solution: First, we will convert the D.E.
into Laplace Transform
t y
dt
dy
dt
y d
2 4 5
2
2
= + +
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Example 1:
Solving for Y(s)
4 5
2
) (
2
2
+ +
=
s s
s
s Y
simplifying
) 1 )( 4 (
2
) (
2
+ +
=
s s s
s Y
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Example 1:
Taking the Partial Fraction Expansion
) 1 ( ) 4 ( ) 1 )( 4 (
2
) (
2 2
+
+
+
+ + =
+ +
=
s
D
s
C
s
B
s
A
s s s
s Y
Using cover-up method (see slide 21)
24
1
) 1 4 ( ) 4 (
2
) 1 )( 4 (
2
) 4 (
2
4
2

=
+
=
+ +
+ =
= s
s s s
s C
3
2
) 4 1 ( ) 1 (
2
) 1 )( 4 (
2
) 1 (
2
1
2
=
+
=
+ +
+ =
= s
s s s
s D
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Example 1:
2
1
) 1 0 )( 4 0 (
2
) 1 )( 4 (
2
0
2
2
=
+ +
=
+ +
=
= s
s s s
s A
Using cover-up method (see slide 22)
0
2
0
2
2
) 4 5 (
2
) 1 )( 4 (
2
) (
! 1
1
= =
(

+ +
=
(

+ +
=
s s
s s ds
d
s s s
s
ds
d
B
| |
8
5
) 5 ( ) 4 ( 2 ) 5 2 ( ) 4 5 ( 2
2
0
2 2

= = + + + =

=

s
s s s B
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Example 1:
) 1 (
3
2
) 4 (
24
1
8
5
2
1
) (
2
+
+
+

+ =
s s s s
s Y
substituting
t t
e e t t y

+ =
3
2
24
1
8
5
2
1
) (
4
taking the Inverse Laplace Transform
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Example 2:
4
40
2
) ( 2 ) ( ) (
2 2
2
+
= +
s
s
s
s Y s sY s Y s
Find the Total Solution of the Differential
Equation (Assume all initial conditions=0)
Solution: First, we will convert the D.E.
into Laplace Transform
t t y
dt
dy
dt
y d
2 cos 40 2 2
2
2
= +
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Example 2:
Solving for Y(s)
2
4
40
2
) (
2
2 2
+
+

=
s s
s
s
s
s Y
simplifying
) 2 )( 4 (
8 2 40
) (
2 2 2
2 3
+ +
+ +
=
s s s s
s s
s Y
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Example 2:
Taking the Partial Fraction Expansion
) 2 )( 4 (
8 2 40
) (
2 2 2
2 3
+ +
+ +
=
s s s s
s s
s Y
1 ) 2 ( ) 2 ( ) 2 (
2

+

+
+
+

+ + =
s
F
s
E
j s
D
j s
C
s
B
s
A
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Example 2:
solving for A,B,C,D,E, and F.
) 1 )( 2 )( 2 )( 2 (
8 2 40
2
2 3
+ +
+ +
s s j s j s s
s s
by cover-up method:
0
2
2 3
2
) 1 )( 2 )( 2 )( 2 (
8 2 40
=
+ +
+ +
=
s
s s j s j s s
s s
s A
1 2 ) 2 ( ) 2 (
2

+
+
+
+
+

+ + =
s
F
s
E
j s
D
j s
C
s
B
s
A
1
) 1 0 )( 2 0 )( 2 0 )( 2 0 (
8 ) 0 ( 2 ) 0 ( 40
2 3
=
+ +
+ +
=
j j
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0
2
2 3
2
) 1 )( 2 )( 2 )( 2 (
8 2 40
! 1
1
=
(

+ +
+ +
=
s
s s j s j s s
s s
s
ds
d
B
0
2 2 3 4
2 3 2 3 2 2 3 4
) 8 4 2 (
) 4 4 3 4 )( 8 2 40 ( ) 4 120 )( 8 4 2 (
=
(

+ + +
+ + + + + + + + +
=
s
s s s s
s s s s s s s s s s s
B
2
1
) 8 (
) 4 )( 8 ( ) 0 )( 8 (
2

=

= B
Example 2:
0
2 3 4
2 3
) 8 4 2 (
8 2 40
=
(

+ + +
+ +
=
s
s s s s
s s
ds
d
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Example 2:
2
2
2 3
2
2
2 3
) 1 )( 2 )( 2 (
8 2 40
) 1 )( 2 )( 2 )( 2 (
8 2 40
) 2 (
j s j s
s s j s s
s s
s s j s j s s
s s
j s D
= =
+
+ +
=
+ +
+ +
+ =
2
2
2 3
2
2
2 3
) 1 )( 2 )( 2 (
8 2 40
) 1 )( 2 )( 2 )( 2 (
8 2 40
) 2 (
j s j s
s s j s s
s s
s s j s j s s
s s
j s C
= =
+ +
+ +
=
+ +
+ +
=
j
j j j j j
j j
+ =
+ +
+ +
= 3
) 1 2 )( 2 2 )( 2 2 ( ) 2 (
8 ) 2 ( 2 ) 2 ( 40
2
2 3
j
j j j j j
j j
=
+
+ +
= 3
) 1 2 )( 2 2 )( 2 2 ( ) 2 (
8 ) 2 ( 2 ) 2 ( 40
2
2 3
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Example 2:
1
2
2 3
1
2
2 3
) 2 )( 2 )( 2 (
8 2 40
) 1 )( 2 )( 2 )( 2 (
8 2 40
) 1 (
= =
+ +
+ +
=
+ +
+ +
=
s s
s j s j s s
s s
s s j s j s s
s s
s F
2
2
2 3
2
2
2 3
) 1 )( 2 )( 2 (
8 2 40
) 1 )( 2 )( 2 )( 2 (
8 2 40
) 2 (
= =
+
+ +
=
+ +
+ +
+ =
s s
s j s j s s
s s
s s j s j s s
s s
s E
2
7
) 1 2 )( 2 2 )( 2 2 ( ) 2 (
8 ) 2 ( 2 ) 2 ( 40
2
2
2 3

=
+
+ +
==
= s
j j
2
) 2 1 )( 2 1 )( 2 1 ( ) 1 (
8 ) 1 ( 2 ) 1 ( 40
1
2
2 3
=
+ +
+ +
=
= s
j j
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Example 2:
1
2
2
2
7
) 2 (
3
) 2 (
3
2
1
1
) (
2

+
+

+
+

+
+

=
s s j s
j
j s
j
s s
s Y
from slide 15
substituting the computed residues
1 ) 2 ( ) 2 ( ) 2 (
2

+

+
+
+

+ + =
s
F
s
E
j s
D
j s
C
s
B
s
A
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Example 2:
t t
e e t t t t y 2
2
7
2 sin 2 2 cos 6
2
1
) (
2
+ =

taking the Inverse Laplace
t t t j t j
e e e j e j t t Y 2
2
7
) 3 ( ) 3 (
2
1
) (
2 2 2
+ + + =

or
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COVER-UP METHOD
| |
a s
s F a s R
=
= ) ( ) (
Use to find the constants (residues) of the partial
fraction expansion of rational functions
See Examples 1 and 2
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COVER-UP METHOD FOR
MULTIPLE ROOTS
| |
a s
n
k n
k n
k
s F a s
ds
d
k n
R
=

= ) ( ) (
)! (
1
where:
a = multiple root
n = multiplicity of the roots
k = order of root=n,n-1,3,2,1
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(Alternative Solution to Example 2)
Determination of Residues by
Equating Coefficients
) 2 )( 4 (
8 2 40
) (
2 2 2
2 3
+ +
+ +
=
s s s s
s s
s Y
1 2 4
2 2

+
+
+
+
+
+ + =
s
F
s
E
s
D Cs
s
B
s
A
Instead of expanding Y(s) as shown in slide 15,
we will use the following expansion
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(Alternative Solution to Example 2)
Determination of Residues by Equating
Coefficients
4
) 2 ( s F E D C B A + + + + +
3
) 4 4 2 2 ( s F E D C B A + + + + +
Expanding each term, then grouping similar terms
2
) 8 4 2 4 2 ( s F E D B A + + +
5 2 3
) ( 8 2 40 s F E C B s s + + + = + +
To solve for the residues, we will equate coefficients
) 8 ( ) 8 4 ( A s B A + +
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(Alternative Solution to Example 2)
Determination of Residues by Equating
Coefficients
We will came up with the following equalities
) 1 . ( 0 eq F E C B = + + +
) 2 . ( 0 2 eq F E D C B A = + + + +
) 3 . ( 40 4 4 2 2 eq F E D C B A = + + + +
) 4 . ( 2 8 4 2 4 2 eq F E D B A = + +
) 5 . ( 0 8 4 eq B A =
) 6 . ( 8 8 eq A =
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(Alternative Solution to Example 2)
Determination of Residues by Equating
Coefficients
(
(
(
(
(
(
(
(

=
(
(
(
(
(
(
(
(

(
(
(
(
(
(
(
(

8
0
2
40
0
0
0 0 0 0 0 8
0 0 0 0 8 4
8 4 2 0 4 2
4 4 1 2 2 1
2 1 1 1 1 1
1 1 0 1 1 0
F
E
D
C
B
A
In matrix form
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(Alternative Solution to Example 2)
Determination of Residues by Equating
Coefficients
Using Cramers Rule or other methods for
system of linear equations
2
2
7
4
6
2
1
1
=
=
=
=
=
=
F
E
D
C
B
A
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(Alternative Solution to Example 2)
Determination of Residues by Equating
Coefficients
1
2
2
2
7
4
4 6
2
1
1
) (
2 2

+
+

+
+

==
s s s
s
s s
s Y
from slide 23
substituting
1 2 4
2 2

+
+
+
+
+
+ + =
s
F
s
E
s
D Cs
s
B
s
A
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(Alternative Solution to Example 2)
Determination of Residues by Equating
Coefficients
t t
e e t t t t y 2
2
7
2 sin 2 2 cos 6
2
1
) (
2
+ =

Taking the Inverse Laplace Transform
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MATLAB IMPLEMENTATION
Partial Fraction Expansion of polynomials given
the Coefficients of Numerator B and Denominator A
[R,P,K]=residue(B,A)
where:
R=residues (numerator)
P=poles i.e (s-p
1
)(s-p
2
)
K=direct term (null if order of B < A)
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MATLAB IMPLEMENTATION
MatLab can find the solution to LCCDE using
Symbolic Toolbox
syms s t
First create symbolic variables s and t
Then, convert time functions into
Laplace Transform using
laplace(F)
Finally, take the Inverse Laplace Transform using
ilaplace(F)
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MATLAB IMPLEMENTATION
Example:
Find the Total Solution of the Differential
Equation (Assume all initial conditions=0)
Solution: First, we will convert
t t y
dt
dy
dt
y d
2 cos 40 2 2
2
2
= +
t t t f 2 cos 40 2 ) ( =
into Laplace Transform
>>f=laplace(2*t-40*cos(2*t))
f =
2/s^2-40*s/(s^2+4)
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MATLAB IMPLEMENTATION
Example:
Then we will solve for Y(s) by dividing f(t)
with the auxiliary polynomial derived from
the left side of the D.E.
>>Y=f/(s^2+s-2)
Y =
(2/s^2-40*s/(s^2+4))/(s^2+s-2)
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MATLAB IMPLEMENTATION
Example:
Finally, we will convert Y(s) to y(t)
>> y=ilaplace(Y)
y =
-t-1/2-7/2*exp(-2*t)- 2*exp(t)
+ 6*cos(2*t)-2*sin(2*t)
Note: Matlab variables are case sensitive, so y is
different from Y
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>> B=[4];
>> A=[1 4 5 2];
>> [R,P,K]=residue(B,A)
R =
4.0000
-4.0000
4.0000
P =
-2.0000
-1.0000
-1.0000
K =
[]
MATLAB IMPLEMENTATION
2
) 1 (
4
) 1 (
4
2
4
) (
+
+
+

+
+
=
s s s
s Y
Example: Find the partial fraction expansion of
2 5 4
4
) (
2 3
+ + +
=
s s s
s Y
Y(s) can be written as
Multiple poles should be written
like this
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MATLAB IMPLEMENTATION
(Other useful Matlab Functions )
dsolve(D.E.,initial cond.,ind.var.)
The function dsolve computes symbolic solutions to
ordinary differential equations.
The equations are specified by symbolic expressions
containing the letter D to denote differentiation.
The symbols D2, D3, ... DN, correspond to the
second, third, ..., Nth derivative, respectively. Thus,
D2y is the Symbolic Math Toolbox equivalent of .
2
2
dt
y d
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MATLAB IMPLEMENTATION
(Other useful Matlab Functions )
Example:
>> dsolve('D2y=-Dy+2*y+2*t-40*cos(2*t)','y(0)=0','Dy(0)=0', 't')
ans =
-t-13/2+12*cos(t)^2-4*cos(t)*sin(t)-2*exp(t)-7/2*exp(-2*t)
Find the Total Solution of the Differential
Equation (All initial conditions=0)
t t y
dt
dy
dt
y d
2 cos 40 2 2
2
2
= +
Solution:
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Example:
t t
e e t t t t t y
2 2
2
7
2 sin cos 4 cos 12
2
13
) (

+ =
t t
e e t t t t y
2
2
7
2 2 sin 2 2 cos 6
2
1
) (

+ =
t
t
t 2 cos 6 6
2
) 2 cos( 1
12 cos 12
2
+ =
+
=
The Total Solution
can also be written as
by considering that
t
t
t t 2 sin 2
2
) 2 sin(
4 sin cos 4 = =
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MATLAB IMPLEMENTATION
(Other useful Matlab Functions )
pretty(F)
The pretty function prints symbolic output in
a format that resembles typeset mathematics.
>> syms s t
>> y=ilaplace(4/(s^3+4*s^2+5*s+2))
y =
4*exp(-2*t)+4*t*exp(-t)-4*exp(-t)
>> pretty(y)
4 exp(-2 t) + 4 t exp(-t) - 4 exp(-t)
Difficult to read?
Better!
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REFERENCES:
Elementary Differential Equations,
7
th
edition,by Rainville E.D.,and Bedient P.E.
Schaums Outline Series Feedback
and Control Systems, 2
nd
edition, by
DiStefano III, J.J., Stubberud A.R., and
Williams I.J.
Control Systems Engineering, 3
rd
edition, by Nise N.S.
jmmartinezjr 07092003