The Laplace Transform The University of Tennessee Electrical and Computer Engineering Department Knoxville, Tennessee wlg The Laplace Transform The Laplace Transform of a function, f(t), is defined as; L[ f (t )] F ( s) f (t )e dt st Eq A 0 The Inverse Laplace Transform is defined by 1 L [ F ( s)] f (t ) *notes 1 j Eq B F ( s ) e ds 2 j j ts The Laplace Transform We generally do not use Eq B to take the inverse Laplace. However, this is the formal way that one would take the inverse. To use Eq B requires a background in the use of complex variables and the theory of residues. Fortunately, we can accomplish the same goal (that of taking the inverse Laplace) by using partial fraction expansion and recognizing transform pairs. *notes The Laplace Transform Laplace Transform of the unit step. 1 st L[u(t )] 1e dt e | 0 s 0 st 1 L[u(t )] s The Laplace Transform of a unit step is: *notes 1 s The Laplace Transform The Laplace transform of a unit impulse: Pictorially, the unit impulse appears as follows: (t – t0) f(t) t0 0 Mathematically: (t – t0) = 0 t *note t 0 0 (t t )dt 1 0 t0 0 The Laplace Transform The Laplace transform of a unit impulse: An important property of the unit impulse is a sifting or sampling property. The following is an important. t2 t1 t1 t 0 t 2 f (t 0 ) f (t ) (t t 0 )dt t 0 t1 , t 0 t 2 0 The Laplace Transform The Laplace transform of a unit impulse: In particular, if we let f(t) = (t) and take the Laplace L[ (t )] (t )e dt e 0 st 0 s 1 The Laplace Transform An important point to remember: f (t ) F ( s) The above is a statement that f(t) and F(s) are transform pairs. What this means is that for each f(t) there is a unique F(s) and for each F(s) there is a unique f(t). If we can remember the Pair relationships between approximately 10 of the Laplace transform pairs we can go a long way. The Laplace Transform Building transform pairs: e L[e u(t )] e e dt e at 0 at st L(e ( s a ) t 0 st e 1 L[e u( t )] |0 (s a) sa at A transform pair at e u( t ) 1 sa dt The Laplace Transform Building transform pairs: L[tu(t )] te dt st 0 udv uv | vdu 0 0 u=t dv = e-stdt 0 tu(t ) 1 2 s A transform pair The Laplace Transform Building transform pairs: (e jwt e jwt ) st L[cos( wt )] e dt 2 0 1 1 1 2 s jw s jw s 2 s w2 cos( wt )u(t ) s s2 w2 A transform pair The Laplace Transform Time Shift L[ f (t a )u(t a )] f (t a )e st a Let x t a , then dx dt and t x a As t a , x 0 and as t , x . So, 0 f ( x )e s ( x a ) dx e as f ( x )e sx dx 0 L[ f (t a)u(t a)] e as F ( s) The Laplace Transform Frequency Shift L[e at f (t )] [e at st f (t )]e dt 0 f ( t )e ( s a ) t dt F ( s a ) 0 L[e at f (t )] F ( s a) The Laplace Transform Example: Using Frequency Shift Find the L[e-atcos(wt)] In this case, f(t) = cos(wt) so, s F ( s) 2 s w2 (s a) and F ( s a ) (s a)2 w 2 L[e at ( s a) cos( wt )] ( s a)2 (w)2 The Laplace Transform Time Integration: The property is: t st L f (t )dt f ( x )dx e dt 0 0 0 Integrate by parts : t Let u f ( x )dx , du f ( t )dt 0 and st dv e dt , 1 st v e s The Laplace Transform Time Integration: Making these substitutions and carrying out The integration shows that 1 L f (t )dt f (t )e st dt 0 s0 1 F ( s) s The Laplace Transform Time Differentiation: If the L[f(t)] = F(s), we want to show: df (t ) L[ ] sF ( s ) f (0) dt Integrate by parts: u e , du se dt and st *note st df ( t ) dv dt df ( t ), so v f ( t ) dt The Laplace Transform Time Differentiation: Making the previous substitutions gives, df L f ( t )e dt | f (t ) se dt st 0 0 0 f (0) s f (t )e st dt 0 So we have shown: df (t ) L sF ( s ) f (0) dt st The Laplace Transform Time Differentiation: We can extend the previous to show; df (t ) 2 2 L s F ( s ) sf (0) f ' (0) 2 dt df (t ) 3 3 2 L s F ( s ) s f (0) sf ' (0) f ' ' (0) 3 dt general case df (t ) n n n 1 n2 L s F ( s ) s f ( 0 ) s f ' (0) n dt ... f ( n 1) (0) The Laplace Transform Transform Pairs: f(t) F(s) (t ) 1 1 u( t ) ____________________________________ s 1 st e sa 1 t s2 n! n t s n 1 f (t ) F ( s) The Laplace Transform Transform Pairs: f(t) te at n at t e sin( wt ) cos(wt ) F(s) 1 s a 2 n! ( s a )n 1 w s2 w 2 s s2 w2 The Laplace Transform Transform Pairs: f(t) e at sin( wt ) e at cos( wt ) sin( wt ) cos( wt ) F(s) w (s a)2 w 2 sa 2 2 (s a) w s sin w cos s2 w2 s cos w sin s2 w2 Yes ! The Laplace Transform Common Transform Properties: f(t) F(s) f ( t t 0 )u( t t 0 ), t 0 0 f ( t )u( t t 0 ), t 0 e at f ( t ) d n f (t ) dt n e e to s to s F ( s) L[ f ( t t 0 ) F (s a) s n F ( s ) s n 1 f ( 0) s n 2 f ' ( 0) . . . s 0 f n 1 f ( 0) dF ( s ) ds tf ( t ) t 1 F ( s) s f ( )d 0 The Laplace Transform Using Matlab with Laplace transform: Example Use Matlab to find the transform of te 4 t The following is written in italic to indicate Matlab code syms t,s laplace(t*exp(-4*t),t,s) ans = 1/(s+4)^2 The Laplace Transform Using Matlab with Laplace transform: Example F ( s) Use Matlab to find the inverse transform of s ( s 6) ( s 3)( s 6 s 18) 2 prob .12.19 syms s t ilaplace(s*(s+6)/((s+3)*(s^2+6*s+18))) ans = -exp(-3*t)+2*exp(-3*t)*cos(3*t) The Laplace Transform Theorem: Initial Value Theorem: If the function f(t) and its first derivative are Laplace transformable and f(t) Has the Laplace transform F(s), and the lim sF ( s ) exists, then s lim sF ( s ) lim f ( t ) f (0) s t 0 Initial Value Theorem The utility of this theorem lies in not having to take the inverse of F(s) in order to find out the initial condition in the time domain. This is particularly useful in circuits and systems. The Laplace Transform Example: Initial Value Theorem: Given; F ( s) ( s 2) ( s 1)2 5 2 Find f(0) s 2 2s f (0) lim sF ( s ) lim s lim 2 2 2 s s ( s 1) 5 s s 2 s 1 25 ( s 2) s2 s2 2 s s2 lim s s 2 s 2 s s ( 26 s ) 2 2 2 1 The Laplace Transform Theorem: Final Value Theorem: If the function f(t) and its first derivative are Laplace transformable and f(t) has the Laplace transform F(s), and the lim sF ( s ) exists, then s lim sF ( s ) lim f ( t ) f ( ) s0 t Final Value Theorem Again, the utility of this theorem lies in not having to take the inverse of F(s) in order to find out the final value of f(t) in the time domain. This is particularly useful in circuits and systems. The Laplace Transform Example: Final Value Theorem: Given: F ( s) ( s 2) 2 3 2 ( s 2) 2 32 note F 1 ( s ) te 2 t cos 3t Find f ( ) . f ( ) lim sF ( s ) lim s s0 s0 ( s 2) 2 3 2 ( s 2) 2 3 2 0