Section 5 Laplace Transforms
Section 5 Laplace Transforms
TRANSFORMS
ESE 330 – Modeling & Analysis of Dynamic Systems
2 Introduction – Transforms
This section of notes contains an introduction
to Laplace transforms. This should mostly be a
review of material covered in your differential
equations course.
What is a transform?
A mapping of a mathematical function from one domain to
another
A change in perspective not a change of the function
Laplace Transform:
∞
ℒ 𝑔𝑔 𝑡𝑡 = 𝐺𝐺 𝑠𝑠 = ∫0 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 (1)
= 𝛼𝛼 � ℒ 𝑔𝑔1 𝑡𝑡 + 𝛽𝛽 � ℒ 𝑔𝑔2 𝑡𝑡
∞ ∞
ℒ 𝑔𝑔̇ 𝑡𝑡 = 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑔𝑔 𝑡𝑡 � − � 𝑔𝑔 𝑡𝑡 −𝑠𝑠𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0
∞
= 0 − 𝑔𝑔 0 + 𝑠𝑠 � 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = −𝑔𝑔 0 + 𝑠𝑠𝑠 𝑔𝑔 𝑡𝑡
0
0, 𝑡𝑡 < 0
𝑢𝑢 𝑡𝑡 = �
1, 𝑡𝑡 ≥ 0
1 −𝑠𝑠𝑠𝑠 ∞ 1 1
= − 𝑒𝑒 � = 0 − − =
𝑠𝑠 0 𝑠𝑠 𝑠𝑠
0, 𝑡𝑡 < 0
𝑔𝑔 𝑡𝑡 = �
𝑡𝑡, 𝑡𝑡 ≥ 0
𝑔𝑔 𝑡𝑡 = 𝑒𝑒 −𝑎𝑎𝑎𝑎
Exponentials are common components of the
responses of dynamic systems
∞ ∞
ℒ 𝑒𝑒 −𝑎𝑎𝑎𝑎 = � 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = � 𝑒𝑒 −(𝑠𝑠+𝑎𝑎)𝑡𝑡 𝑑𝑑𝑑𝑑
0 0
𝑒𝑒 − 𝑠𝑠+𝑎𝑎 𝑡𝑡 ∞ 1
=− � =0− −
𝑠𝑠 + 𝑎𝑎 0 𝑠𝑠 + 𝑎𝑎
−𝑎𝑎𝑎𝑎 1
ℒ 𝑒𝑒 = (9)
𝑠𝑠+𝑎𝑎
1 ∞ 𝑗𝑗𝑗𝑗𝑡𝑡
ℒ sin 𝜔𝜔𝜔𝜔 = � 𝑒𝑒 − 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
2𝑗𝑗 0
1 ∞ − 𝑠𝑠−𝑗𝑗𝑗𝑗 𝑡𝑡
= � 𝑒𝑒 − 𝑒𝑒 − 𝑠𝑠+𝑗𝑗𝑗𝑗 𝑡𝑡
𝑑𝑑𝑑𝑑
2𝑗𝑗 0
1 ∞ − 𝑠𝑠−𝑗𝑗𝑗𝑗 𝑡𝑡
1 ∞
= � 𝑒𝑒 𝑑𝑑𝑑𝑑 − � 𝑒𝑒 − 𝑠𝑠+𝑗𝑗𝑗𝑗 𝑡𝑡
𝑑𝑑𝑑𝑑
2𝑗𝑗 0 2𝑗𝑗 0
1 𝑒𝑒 − 𝑠𝑠−𝑗𝑗𝑗𝑗 𝑡𝑡 ∞ 1 𝑒𝑒 − 𝑠𝑠+𝑗𝑗𝑗𝑗 𝑡𝑡 ∞
= � − �
2𝑗𝑗 − 𝑠𝑠 − 𝑗𝑗𝑗𝑗 0 2𝑗𝑗 − 𝑠𝑠 + 𝑗𝑗𝑗𝑗 0
1 1 1 1 1 2𝑗𝑗𝑗𝑗
= 0+ − 0+ =
2𝑗𝑗 𝑠𝑠 − 𝑗𝑗𝑗𝑗 2𝑗𝑗 𝑠𝑠 + 𝑗𝑗𝑗𝑗 2𝑗𝑗 𝑠𝑠 2 + 𝜔𝜔 2
𝜔𝜔
ℒ sin 𝜔𝜔𝜔𝜔 = (10)
𝑠𝑠2 +𝜔𝜔2
K. Webb ESE 330
Sinusoidal functions
23
1
We’ve seen that ℒ 𝑒𝑒 −𝑎𝑎𝑎𝑎 = 𝑠𝑠+𝑎𝑎
ℒ 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑎𝑎𝑎𝑎 = 𝐺𝐺 𝑠𝑠 + 𝑎𝑎 (12)
Consider a time-domain
function, 𝑔𝑔 𝑡𝑡
To Laplace transform 𝑔𝑔 𝑡𝑡
we’ve assumed 𝑔𝑔 𝑡𝑡 = 0 for
𝑡𝑡 < 0, or equivalently
multiplied by 𝑢𝑢(𝑡𝑡)
To shift 𝑔𝑔 𝑡𝑡 by an amount,
𝑎𝑎, in time, we must also
multiply by a shifted step
function, 𝑢𝑢 𝑡𝑡 − 𝑎𝑎
ℒ 𝑔𝑔 𝑡𝑡 − 𝑎𝑎 � 𝑢𝑢 𝑡𝑡 − 𝑎𝑎 = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝐺𝐺 𝑠𝑠 (13)
ℒ 𝑔𝑔 𝑡𝑡 ∗ 𝑥𝑥 𝑡𝑡 = 𝐺𝐺 𝑠𝑠 𝑋𝑋 𝑠𝑠 (17)
1 − 𝑒𝑒 −𝑡𝑡0𝑠𝑠
ℒ 𝛿𝛿 𝑡𝑡 = lim
𝑡𝑡0 →0 𝑡𝑡0 𝑠𝑠
Apply l’Hôpital’s rule
𝑑𝑑
1 − 𝑒𝑒 −𝑡𝑡0𝑠𝑠 𝑠𝑠𝑒𝑒 −𝑡𝑡0𝑠𝑠 𝑠𝑠
𝑑𝑑𝑡𝑡0
ℒ 𝛿𝛿 𝑡𝑡 = lim = lim =
𝑡𝑡0 →0 𝑑𝑑 𝑡𝑡0 →0 𝑠𝑠 𝑠𝑠
𝑡𝑡0 𝑠𝑠
𝑑𝑑𝑡𝑡0
The Laplace transform of an impulse function is one
ℒ 𝛿𝛿 𝑡𝑡 =1 (18)
𝒈𝒈 𝒕𝒕 𝑮𝑮 𝒔𝒔 𝒈𝒈 𝒕𝒕 𝑮𝑮 𝒔𝒔
𝜔𝜔
𝛿𝛿 𝑡𝑡 1 𝑒𝑒 −𝑎𝑎𝑎𝑎 sin 𝜔𝜔𝜔𝜔
𝑠𝑠 + 𝑎𝑎 2 + 𝜔𝜔 2
1 𝑠𝑠 + 𝑎𝑎
𝑢𝑢 𝑡𝑡 𝑒𝑒 −𝑎𝑎𝑎𝑎 cos 𝜔𝜔𝜔𝜔
𝑠𝑠 𝑠𝑠 + 𝑎𝑎 2 + 𝜔𝜔 2
1
𝑡𝑡 𝑔𝑔(𝑡𝑡)
̇ 𝑠𝑠𝑠𝑠 𝑠𝑠 − 𝑔𝑔(0)
𝑠𝑠 2
𝑚𝑚!
𝑡𝑡 𝑚𝑚 𝑔𝑔̈ 𝑡𝑡 𝑠𝑠 2 𝐺𝐺 𝑠𝑠 − 𝑠𝑠𝑠𝑠 0 − 𝑔𝑔̇ 0
𝑠𝑠 𝑚𝑚+1
1 𝑡𝑡
−𝑎𝑎𝑎𝑎 1
𝑒𝑒 � 𝑔𝑔 𝜏𝜏 𝑑𝑑𝑑𝑑 𝐺𝐺 𝑠𝑠
𝑠𝑠 + 𝑎𝑎 0 𝑠𝑠
1
𝑡𝑡𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑔𝑔 𝑡𝑡 𝐺𝐺 𝑠𝑠 + 𝑎𝑎
𝑠𝑠 + 𝑎𝑎 2
𝜔𝜔
sin 𝜔𝜔𝜔𝜔 𝑔𝑔 𝑡𝑡 − 𝑎𝑎 � 𝑢𝑢 𝑡𝑡 − 𝑎𝑎 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝐺𝐺 𝑠𝑠
𝑠𝑠 2 + 𝜔𝜔 2
𝑠𝑠 𝑑𝑑
cos 𝜔𝜔𝜔𝜔 𝑡𝑡 � 𝑔𝑔 𝑡𝑡 − 𝐺𝐺 𝑠𝑠
𝑠𝑠 2 + 𝜔𝜔 2 𝑑𝑑𝑑𝑑
K. Webb ESE 330
Example – Piecewise Function Laplace Transform
36
𝑓𝑓1 𝑡𝑡
Time-shifted, gated ramp
𝑓𝑓2 𝑡𝑡
Time-shifted pulse
Sum of staggered positive
and negative steps
1/𝑚𝑚
𝑌𝑌 𝑠𝑠 = 𝑏𝑏 𝑘𝑘 (9)
𝑠𝑠 𝑠𝑠 2 +𝑚𝑚𝑠𝑠+𝑚𝑚
1/𝑚𝑚
𝑌𝑌 𝑠𝑠 = 𝑏𝑏 𝑘𝑘 (9)
𝑠𝑠 𝑠𝑠 2 +𝑚𝑚𝑠𝑠+𝑚𝑚
In this case, the denominator polynomial has three real, distinct roots
𝑠𝑠1 = 0, 𝑠𝑠2 = −2, 𝑠𝑠3 = −8
K. Webb ESE 330
Inverse Laplace Transforms – Example 1
50
Equation (14) can now be transformed back to the time domain using the
Laplace transform table
K. Webb ESE 330
Inverse Laplace Transforms – Example 1
52
Next, apply the final value theorem to the Laplace transform step
response, (10)
1
𝑦𝑦 ∞ = lim 𝑠𝑠𝑌𝑌 𝑠𝑠 = lim
𝑠𝑠→0 𝑠𝑠→0 𝑠𝑠 2 + 10𝑠𝑠 + 16
1
𝑦𝑦 ∞ = = 0.0625𝑚𝑚 = 6.25𝑐𝑐𝑐𝑐
16
This final value agrees with both intuition and our numerical analysis
K. Webb ESE 330
Inverse Laplace Transforms – Example 2
54
In this case, the denominator polynomial has three real roots, two of which
are identical
𝑠𝑠1 = 0, 𝑠𝑠2 = −4, 𝑠𝑠3 = −4
Equation (20) can now be transformed back to the time domain using the
Laplace transform table
K. Webb ESE 330
Inverse Laplace Transforms – Example 2
57
This will transform into the sum of damped sine and cosine terms
𝑠𝑠 + 𝜎𝜎 𝜔𝜔
ℒ −1 𝑟𝑟𝑖𝑖 2 2
+ 𝑟𝑟𝑖𝑖+1 2 2
= 𝑟𝑟𝑖𝑖 𝑒𝑒 −𝜎𝜎𝜎𝜎 cos 𝜔𝜔𝜔𝜔 + 𝑟𝑟𝑖𝑖+1 𝑒𝑒 −𝜎𝜎𝜎𝜎 sin 𝜔𝜔𝜔𝜔
𝑠𝑠 + 𝜎𝜎 + 𝜔𝜔 𝑠𝑠 + 𝜎𝜎 + 𝜔𝜔
To get the second-order term in the denominator of (22) into the form of
(23), complete the square, to give the following partial fraction expansion
1 𝑟𝑟1 𝑟𝑟2 𝑠𝑠+2 +𝑟𝑟3 3.464
𝑌𝑌 𝑠𝑠 = = + (24)
𝑠𝑠 𝑠𝑠 2 +4𝑠𝑠+16 𝑠𝑠 𝑠𝑠+2 2 + 3.464 2
The time-domain step response of the system is the sum of a constant and
two decaying sinusoids:
The Laplace transform of the step response in the last example had
complex poles
A complex-conjugate pair: 𝑠𝑠 = −𝜎𝜎 ± 𝑗𝑗𝑗𝑗