Signals and Systems TC-202

LECTURE # 15
TOPICS:
• LAPLACE TRANSFORM
• EXAMPLES
• REGION OF CONVERGENCE

INSTRUCTOR: DR. SUNDUS ALI, ASSISTANT PROFESSOR,

DEPARTMENT OF ELECTRONIC ENGINEERING, NED UET
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Laplace Transform

Given a function ( ) defined for values of the variable > then the Laplace
transform of ( ), denoted by: L f (t )  

is defined to be:
L  f (t )   e  st f (t ) dt
t 0

Where is a variable whose values are chosen so as to ensure that the semi-infinite
integral converges.
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Laplace Transform

The Laplace transform is an expression involving variable s and can be denoted

as such by . That is:
F ( s )  L  f (t )

It is said that ( ) and ( ) form a transform pair.

This means that if ( ) is the Laplace transform of f (t) then f (t) is the inverse
Laplace transform of F (s).

That is: f (t )  L1 F ( s )

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Definition

 The Laplace transform is a linear operator that switched a function ( ) to ( ).

 Specifically:

where:
 Go from time argument with real input to a complex angular frequency input which is
complex.
 There are two governing factors that determine whether Laplace transforms can be
used:
 ( ) must be at least piecewise continuous for ≥
 | ( )| ≤ where M and γ are constants
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Continuity and Boundedness

 Since the general form of the Laplace transform is:

it makes sense that f(t) must be at least piecewise continuous for t ≥ 0.

 If f(t) were very nasty, the integral would not be computable
 This criterion also follows directly from the general definition:

 If f(t) is not bounded by then the integral will not converge

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Laplace Transform Theory

•General Theory

•Example

•Convergence
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Example 1

 Consider the following improper integral. 

 e st dt
0

 We can evaluate this integral as follows:

st b
 b e 1
0
st st
e dt  lim  e dt  lim
b  0 b  s
 lim e sb  1
s b 
 
0
 Note that if = , then = . Thus the following

st 1
 e dt   , if s  0; and
two cases hold: 0 s

 e st dt diverges, if s  0.
0
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Example 2

 Consider the following improper integral. 

 st cos tdt
0
 We can evaluate this integral using integration by
 b
parts: st cos tdt  lim
 0 b   0
st cos tdt
b
 lim  st sin t s sin tdt 
b
 
b  
 0 0 

 lim st sin t
b 
b
0
 s cos t
b
0

 Since this limit diverges, so does the original  lim sb sin b  s cos b  1 
integral. b 
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Example 3

 Let ( ) = for . Then the Laplace transform ( ) of is:


L 1    e  st dt
0
b
 lim  e  st dt
b  0
b
e  st
  lim
b  s
0

1
 , s0
s
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Example 4

 Let ( ) = for . Then the Laplace transform ( ) of is:


  
L e at
0
e  st e at dt
b
 lim  e  ( s  a ) t dt
b  0

( s a )t b
e
  lim
b  sa 0

1
 , sa
sa
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Example 5

 b
 Let ( ) = sin( ) for . F ( s )  L sin( at )    e  st
sin atdt  lim  e  st sin atdt
0 b 0

  st b s b  st 
 Using integration by parts  lim   (e cos at ) / a   e cos at 
b 
 0 a 0 
twice, the Laplace
1 s b
transform ( ) of is found   lim   e  st cos at 
as follows: a a b   0 
1 s  b s b 
  lim (e  st sin at ) / a   e  st sin at 
a a b   0 a 0 
1 s2 a
  2 F (s)  F (s)  2 2
, s0
a a s a
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Example 6

 Let ( ) = − ( ) for .
 Then by linearity of the Laplace transform, and using results of
previous examples, the Laplace transform F(s) of f is:
F ( s )  L{ f ( t )}

 L 5 e  2 t  3 sin( 4 t ) 
 
 5 L e  2 t  3 L  sin( 4 t ) 
5 12
  2 , s0
s  2 s  16
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Region of Convergence

• Example: x1 t   e  at u (t ) where a
is an arbitrary real or complex
number.
• Solution:
   ROC
 at  st  at  st ( s  a ) t
X 1 (s)  e u (t )e dt   e e dt   e dt • The ROC can be visualized
 0 0 using s-plane plot shown

 1  ( s  a )t  1 ( s  a ) above. The shaded region

sa
e 
sa
e  
 1  ??? defines the values of s for which
0
the Laplace transform exists.
This converges only if: The ROC is a very importance
Re{s  a}  0  Re{s}   Re{a} property of a two-sided
Laplace transform.
and we can write:
1
X 1 (s)  when Re{s}   Re{a}
sa
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Region of Convergence

• Example: x 2 t   e  at u (t )
• Solution:

 at
X 2 (s)  e u (t )e  st dt

0 0 ROC
 at  st ( s  a ) t
   e e dt   e dt • The transform is the same but
  the ROC is different. This is a
0
1  ( s  a )t 1 major difference from the

sa
e 
sa

1  e ( s a )    ??? Fourier transform – we need

both the transform and the
This converges only if: ROC to uniquely specify the
Re{s  a}  0  Re{s}   Re{a} signal. The FT does not have
an ROC issue.
and we can write:
1
X (s)  when Re{s}   Re{a}
sa
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Region of Convergence

• A rational transform: N (s)

where N ( s )  b 0  b1 s  b 2 s 2  ... D ( s )  1  a 1 s  a 2 s 2  ...
H (s) 
D (s)
• The zeroes of the polynomial, N(s), are called zeroes of H(s). The zeroes of the polynomial, D(s), are
called poles of H(s).
zero poles
• Example: xt   3e 2 t u (t )  2e  t u (t )

X ( s )   ( 3e 2 t  2 e  t ) e  st dt
0
 
( s  2 )t
 3 e dt  2  e  ( s 1) t dt
0 0
 
3 1 st term : Re{ s}  2
2
 
s2 0 2 nd term : Re{ s}   1
s 1 0
3 2 s7 • Does this signal have a
   Re{ s}  2 Fourier transform?
s  2 s  1 ( s  2 )( s  1)
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Properties of Region of Convergence

• There are some signals, particularly two-sided signals such as x(t )  et and x (t )  e j0t that do not have
Laplace transforms.
• The ROC typically assumes a few simple shapes. It is usually the intersection of lines parallel to the
imaginary axis. Why?
• For rational transforms, the ROC does not include any poles. Why?
• If x(t ) is of finite duration and absolutely integrable, its ROC is the complete s-plane.

X 2 (s)   x(t )u(t )e st dt

T2 T2
st
  x(t )e dt   if  x(t ) dt  
T1 T1
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Properties of ROC

• If x(t ) is right-sided, and if 0 is in the ROC, all points to the right of 0 are in the ROC. If x(t ) is left-sided,
points to the left of 0 are in the ROC.
• If x(t ) is two-sided, then the ROC consists of the intersection of a left-sided and right-sided version of x(t ) ,
which is a strip in the s-plane:
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Example of a two-sided signal

x(t )  e
bt
 e bt u (t )  e bt u (t ) 1 1 1 st term : Re s   b
X (s)   
sb sb 2 nd term : Re s    b
 2b
 ( b  0 ) with ROC below
s2  b2

• If b < 0, the Laplace transform does not exist.

• Hence, the ROC plays an integral role in the Laplace transform.
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ROC for rational transforms

• Since the ROC cannot include poles, the ROC is bounded by the poles for a rational transform.
• If x(t) is right-sided, the ROC begins to the right of the rightmost pole. If x(t) is left-sided, the ROC begins
to the left of the leftmost pole. If x(t) is double-sided, the ROC will be the intersection of these two
regions.

• If the ROC includes the j-axis, then the Fourier transform of x(t) exists. Hence, the Fourier transform can
be considered to be the evaluation of the Laplace transform along the j-axis.
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Example

( s  3)
• Consider the Laplace transform: X ( s ) 
( s  1)(s  2)
• Can we uniquely determine the original signal, x(t)?
• There are three possible ROCs:

• ROC III: only if x(t) is right-sided.

• ROC I: only if x(t) is left-sided.
• ROC II: only if x(t) has a Fourier transform.