Department of Electrical Engineering

University of Arkansas

EE 2000 SIGNALS AND SYSTEMS

ELEG 3124 SYSTEMS AND SIGNALS
Ch. 5 Laplace Transform
Dr. Jingxian Wu
wuj@uark.edu

(These slides are taken from Dr. Jingxian Wu, University of Arkansas, 2020.)
 2

OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Laplace Transform

• Applications of Laplace Transform

 3

INTRODUCTION
• Why Laplace transform?
– Frequency domain analysis with Fourier transform is extremely
useful for the studies of signals and LTI system.
• Convolution in time domain ➔ Multiplication in frequency
domain.
– Problem: many signals do not have Fourier transform
x(t ) = exp( at )u(t ), a  0 x(t ) = tu(t )
– Laplace transform can solve this problem
• It exists for most common signals.
• Follow similar property to Fourier transform
• It doesn’t have any physical meaning; just a mathematical tool
to facilitate analysis.
– Fourier transform gives us the frequency domain
representation of signal.
 4

OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Fourier Transform

 5

LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Bilateral Laplace transform (two-sided Laplace transform)

+
X B ( s) =  x(t ) exp( − st )dt , s =  + j
−

– s =  + j is a complex variable
– s is often called the complex frequency
– Notations: X B ( s ) = L[ x(t )]
x (t )  X B ( s )
• Time domain v.s. S-domain
– x(t ) : a function of time t → x(t) is called the time domain signal
– X B (s ) : a function of s → X B (s ) is called the s-domain signal
– S-domain is also called as the complex frequency domain
 6

LAPLACE TRANSFORM
• Time domain v.s. s-domain
– x(t ) : a function of time t → x(t) is called the time domain signal
– X B (s ) : a function of s → X B (s ) is called the s-domain signal
• S-domain is also called the complex frequency domain
– By converting the time domain signal into the s-domain, we can
usually greatly simplify the analysis of the LTI system.
– S-domain system analysis:
• 1. Convert the time domain signals to the s-domain with the
Laplace transform
• 2. Perform system analysis in the s-domain
• 3. Convert the s-domain results back to the time-domain
 7

LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Example
– Find the Bilateral Laplace transform of x(t ) = exp( −at )u(t )

• Region of Convergence (ROC)

– The range of s that the Laplace transform of a signal converges.
– The Laplace transform always contains two components
• The mathematical expression of Laplace transform
• ROC.
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LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Example
– Find the Laplace transform of x(t ) = − exp( −at )u(−t )
 9

LAPLACE TRANSFORM: BILATERAL LAPLACE TRANSFORM

• Example
– Find the Laplace transform of x(t ) = 3 exp( −2t )u(t ) + 4 exp(t )u(−t )
 10

LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM

• Unilateral Laplace transform (one-sided Laplace transform)

+
X ( s) =  − x(t ) exp( − st )dt
0

– 0− :The value of x(t) at t = 0 is considered.

– Useful when we dealing with causal signals or causal systems.
• Causal signal: x(t) = 0, t < 0.
• Causal system: h(t) = 0, t < 0.
– We are going to simply call unilateral Laplace transform as
Laplace transform.
 11

LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM

• Example: find the unilateral Laplace transform of the

following signals.
– 1. x(t ) = A

– 2. x(t ) =  (t )
 12

LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM

• Example
– 3. x(t ) = exp( j 2t )

– 4. x(t ) = cos(2t )

– 5. x(t ) = sin( 2t )
 13
LAPLACE TRANSFORM: UNILATERAL LAPLACE TRANSFORM
 14

OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Fourier Transform

 15

PROPERTIES: LINEARITY
• Linearity
– If x1 (t )  X 1 ( s) x2 (t )  X 2 ( s)
– Then ax1 (t ) + bx2 (t )  aX 1 ( s) + bX 2 ( s)
The ROC is the intersection between the two original signals

• Example
– Find the Laplace transfrom of A + B exp( −bt )u(t )
 16

PROPERTIES: TIME SHIFTING

• Time shifting
– If x(t )  X (s) and t0  0
– Then x(t − t0 )u(t − t0 )  X (s) exp( −st0 )
The ROC remain unchanged
 17

PROPERTIES: SHIFTING IN THE s DOMAIN

• Shifting in the s domain
Re(s)  
– If x(t )  X (s)
– Then y(t ) = x(t ) exp( s0t )  X (s − s0 ) Re( s)   + Re( s0 )

• Example
– Find the Laplace transform of x(t ) = A exp( −at ) cos(0t )u(t )
 18

PROPERTIES: TIME SCALING

• Time scaling
– If x(t )  X (s) Re{s}   1
– Then 1 s
x(at )  X   Re{s}  a 1
a a

• Example
– Find the Laplace transform of x(t ) = u(at )
 19

PROPERTIES: DIFFERENTIATION IN TIME DOMAIN

• Differentiation in time domain

– If g (t )  G(s)
– Then dg (t )
 sG ( s ) − g (0 − )
dt
d 2 g (t ) − −
2
 s 2
G ( s ) − sg ( 0 ) − g ' ( 0 )
dt
d n g (t ) n −1 − ( n−2) − ( n −1) −
n
 s n
G ( s ) − s g ( 0 ) −  − sg ( 0 ) − g ( 0 )
dt
• Example
– Find the Laplace transform of g (t ) = sin t  u(t ), g (0 − ) = 0
2
 20

PROPERTIES: DIFFERENTIATION IN TIME DOMAIN

• Example
– Use Laplace transform to solve the differential equation
y' ' (t ) + 3 y' (t ) + 2 y(t ) = 0, y(0− ) = 3 y ' (0 − ) = 1
 21

PROPERTIES: DIFFERENTIATION IN S DOMAIN

• Differentiation in s domain
– If x(t )  X (s)
– Then d n X (s)
(−t ) x(t ) 
n

ds n

• Example
– Find the Laplace transform of t n u (t )
 22

PROPERTIES: CONVOLUTION
• Convolution
– If x(t )  X (s) h(t )  H ( s)
– Then x(t )  h(t )  X (s) H (s)
The ROC of X ( s) H ( s) is the intersection of the ROCs of X(s)
and H(s)
 23

PROPERTIES: INTEGRATION IN TIME DOMAIN

• Integration in time domain

– If x(t )  X (s)
– Then t 1
0 x( )d  s X (s)

• Example
– Find the Laplace transform of r(t ) = tu(t )
 24

PROPERTIES: CONVOLUTION
• Example
t −a t −a
– Find the convolution rect    rect  
 2a   2a 
 25

PROPERTIES: CONVOLUTION
• Example
– For a LTI system, the input is x(t ) = exp( −2t )u(t ) , and the
output of the system is
y (t ) = exp( −t ) + exp( −2t ) − exp( −3t )u(t )
Find the impulse response of the system
 26

PROPERTIES: CONVOLUTION
• Example
– Find the Laplace transform of the impulse response of the LTI
system described by the following differential equation
2 y' ' (t ) − 3 y' (t ) + y(t ) = 3x' (t ) + x(t )
assume the system was initially relaxed ( y (0) = x (0) = 0 )
(n) (n)
 27

PROPERTIES: MODULATION
• Modulation
– If x(t )  X (s)

x(t ) cos(0t )  X ( s + j0 ) + X ( s − j0 )

1
– Then 2

x(t ) sin( 0t )  X ( s + j0 ) − X ( s − j0 )

j
2
 28

PROPERTIES: MODULATION
• Example
– Find the Laplace transform of x(t ) = exp( −at ) sin( 0t )u(t )
 29

PROPERTIES: INITIAL VALUE THEOREM

• Initial value theorem
– If the signal x(t ) is infinitely differentiable on an interval around x(0+ )
then +
x(0 ) = lim sX ( s) s =  must be in ROC
s →

– The behavior of x(t) for small t is determined by the behavior of

X(s) for large s.
 30

PROPERTIES: INITIAL VALUE THEOREM

• Example cs + d
– The Laplace transform of x(t) is X ( s) =
( s − a)( s − b)
Find the value of x(0+ )
 31

PROPERTIES: FINAL VALUE THEOREM

• Final value theorem
– If x(t )  X (s)
– Then: lim x(t )  lim sX (s) s = 0 must be in ROC
t → s →0

• Example
– The input x(t ) = Au(t ) is applied to a system with transfer
function c , find the value of lim y(t )
H ( s) = t →
s ( s + b) + c
 32

PROPERTIES
 33

OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Fourier Transform

 34

INVERSE LAPLACE TRANSFORM

• Inverse Laplace transform
1  + j
x(t ) =
2j  − j
X ( s) exp( st )ds

– Evaluation of the above integral requires the use of contour

integration in the complex plan ➔ difficult.
• Inverse Laplace transform: special case
– In many cases, the Laplace transform can be expressed as a
rational function of s
bm s m + bm−1s m−1 +  + b1s + b0
X (s) =
an s n + an −1s n −1 +  + a1s + a0
– Procedure of Inverse Laplace Transform
• 1. Partial fraction expansion of X(s)
• 2. Find the inverse Laplace transform through Laplace
transform table.
 35

INVERSE LAPLACE TRANSFORM

• Review: Partial Fraction Expansion with non-repeated
linear factors
A B C
X (s) = + +
s − a1 s − a2 s − a3

A = (s − a1 ) X (s) s =a B = (s − a2 ) X (s) s =a C = (s − a3 ) X (s) s =a

1 2 3

• Example
2s + 1
– Find the inverse Laplace transform of X (s) =
s 3 + 3s 2 − 4 s
 36

INVERSE LAPLACE TRANSFORM

• Example
– Find the Inverse Laplace transform of 2s 2
X ( s) = 2
s + 3s + 2

• If the numerator polynomial has order higher than or equal to the order
of denominator polynomial, we need to rearrange it such that the
denominator polynomial has a higher order.
 37

INVERSE LAPLACE TRANSFORM

• Partial Fraction Expansion with repeated linear factors

1 A2 A1 B
X (s) = = + +
( s − a ) 2 ( s − b) (s − a )2 s − a s − b

A2 = (s − a ) X (s)
2
s =a
A1 =
d
ds

(s − a )2 X (s)  B = (s − b )X ( s) s =b
s =a
 38

INVERSE LAPLACE TRANSFORM

• High-order repeated linear factors

1 A1 A2 AN B
X ( s) = = + ++ +
( s − a ) ( s − b) s − a ( s − a )
N 2
( s − a) N
s −b

Ak =
1 d N −k
( N − k )! ds N −k
(s 
− a )N
X ( s)  k = 1,, N
s =a

B = (s − b )X ( s) s =b
 39

OUTLINE

• Introduction

• Laplace Transform

• Properties of Laplace Transform

• Inverse Lapalace Transform

• Applications of Laplace Transform

 40

APPLICATION: LTI SYSTEM REPRESENTATION

• LTI system
– System equation: a differential equation describes the input output
relationship of the system.
y ( N ) (t ) + aN −1 y ( N −1) (t ) +  + a1 y (1) (t ) + a0 y(t ) = bM x( M ) (t ) +  + b1 x (1) (t ) + b0 x(t )
N −1 M
y (N)
(t ) +  an y (t ) =  bm x ( m ) (t )
(n)

n =0 m =0

– S-domain representation
 N N −1 n  M m
 s +  an s Y ( s) =   bm s  X ( s)
 n =0   m =0 

– Transfer function M

Y (s) b m sm
H (s) = = m =0
N −1
s +  an s n
X (s) N

n =0
 41

APPLICATION: LTI SYSTEM REPRESENTATION

• Simulation diagram (first canonical form)

Simulation diagram
 42

APPLICATION: LTI SYSTEM REPRESENTATION

• Example
– Show the first canonical realization of the system with transfer
function s 2 − 3s + 2
H (S ) = 3
s + 6s 2 + 11s + 6
 43

APPLICATION: COMBINATIONS OF SYSTEMS

• Combination of systems
– Cascade of systems

H ( S ) = H1 ( s ) H 2 ( s )

– Parallel systems

H ( S ) = H1 ( s ) + H 2 ( s )
 44

APPLICATION: LTI SYSTEM REPRESENTATION

• Example
– Represent the system to the cascade of subsystems.
s 2 − 3s + 2
H (S ) = 3
s + 6s 2 + 11s + 6
 45

APPLICATION: LTI SYSTEM REPRESENTATION

• Example:
– Find the transfer function of the system

LTI system
 46

APPLICATION: LTI SYSTEM REPRESENTATION

• Poles and zeros

( s − z M )( s − z M −1 )  ( s − z1 )
H (s) =
( s − p N )( s − p N −1 )  ( s − p1 )

– Zeros: z1 , z 2 ,, z M
– Poles: p1 , p2 ,, pN
 47

APPLICATION: STABILITY
• Review: BIBO Stable
– Bounded input always leads to bounded output
+

−
| h(t ) | dt  

• The positions of poles of H(s) in the s-domain

determine if a system is BIBO stable.
A1 A2 AN
H (s) = + +  +
s − s1 ( s − s2 ) m s − sN

– Simple poles: the order of the pole is 1, e.g. s1 sN

– Multiple-order poles: the poles with higher order. E.g. s 2
 48

APPLICATION: STABILITY
• Case 1: simple poles in the left half plane
1 1
= k  0
(s −  k ) 2
+ 2
k
( s −  k + jk )( s −  k − jk )

p1 =  k − j k p2 =  k + jk

1
hk (t ) = exp( k t ) sin( k t )u (t )
k
+
−
hk (t ) dt =

Impulse response

• If all the poles of the system are on the left half plane,
then the system is stable.
 49

APPLICATION: STABILITY
• Case 2: Simple poles on the right half plane
1 1
= k  0
(s −  k ) 2
+ 2
k
( s −  k + jk )( s −  k − jk )

p1 =  k + jk p2 =  k − jk

1
hk (t ) = exp( k t ) sin( k t )u (t )
k

Impulse response

• If at least one pole of the system is on the right half

plane, then the system is unstable.
 50

APPLICATION: STABILITY
• Case 3: Simple poles on the imaginary axis
1 1
= k = 0
(s −  k ) 2
+ 2
k
( s −  k + jk )( s −  k − jk )

1
hk (t ) = sin( k t )u (t )
k

• If the pole of the system is on the imaginary axis, it’s

unstable.
 51

APPLICATION: STABILITY
• Case 4: multiple-order poles in the left half plane
1 m
hk (t ) = t exp( k t ) sin( k t )u (t ) k  0 stable
k
• Case 5: multiple-order poles in the right half plane
1 m
hk (t ) = t exp( k t ) sin( k t )u (t ) k  0 unstable
k
• Case 6: multiple-order poles on the imaginary axis
1
hk (t ) = t m sin( k t )u (t ) unstable
k

k  0 k  0
 52

APPLICATION: STABILITY
• Example:
– Check the stability of the following system.
3s + 2
H ( s) =
s 2 + 6 s + 13