Lecture 25 Laplace Transform Hung-yi Lee Reference • Textbook 13.1, 13.2 Laplace Transform Motivation and Introduction Laplace Transform Time domain Fs f (t )e st 0 dt Laplace Transform ( L[f(t)] ) s-domain Fs f t Inverse Laplace Transform j (L-1[F(s)]) 1 st f t F ( s )e ds 2j j c Res c Note L f t f (t )e st dt 0 0 f (t )e st 0 dt f (t )e 0 st dt Always 0? When f(0)=∞, it may not be zero Note 1, u t , Time domain u t 1 u t s-domain Fs = When t≥0 f t Laplace Transform (L) fˆ t Inverse Laplace Transform (L-1) Domain Different domains means view the same thing in different perspectives Position: 台北市羅斯福路 四段一號博理館 25°1'9"N 121°32'31"E Domain Different domains means view the same thing in different perspectives Linear Algebra: y 1,1 y x 2 ,0 x Transform: switch between different domains Domain Muggle Signal Engineer Time domain f t 1 Laplace Transform s-domain Fs 1 / s Inverse Laplace Transform Fourier Series Fourier Transform Time Domain Time Domain https://www.youtube.com/wat ch?v=r4c9ojz6hJg Frequency Domain Frequency Domain Fourier Transform F 1 f t 2 f (t )e jt dt F ( )e jt d Laplace Transform Fs f (t )e st dt 0 1 j st f t F ( s )e ds 2j j Laplace Transform v.s. Fourier Transform Laplace Transform of f(t) = Fourier Transform: F f (t )e j t dt Laplace Transform: Fs f (t )e st 0 Fourier Transform of f(t)e-σtu(t) dt f (t )e t e jt dt 0 f (t )e u t e t j t dt Laplace Transform v.s. Fourier Transform Multiply e-σt Multiply u(t) Do Fourier Transform Fs f (t )e st dt 0 f (t )e t u t e jt dt Transformable Function All Functions e t2 Laplace Transform Fourier Transform Fourier Series e t 1 0 Periodic Functions D Why we do Laplace transform? Transfer Function x(t ) H(s) (circuit, filter …) y (t ) Laplace transform can help us find y(t) easily Transfer Function The signal with complex frequency s0 = σ0 + ω0 x(t ) Ae 0 t cos0t jAe 0 t sin 0t Ae j e s0 t H(s) (circuit, filter …) y (t ) | H s0 | Ae 0 t cos0t H s0 j | H s0 | Ae 0 t sin 0t H s0 | Hs0 | e jH s0 Ae j e s0 t Transfer Function xt Ae j e s0 t xt Ze s0 t (z is complex) H(s) H(s) | Hs0 | e jH s0 Ae j e s0 t y t H s0 Ze s0 t y t (H(s0) is complex) Transfer Function 1 j st xt F ( s )e ds 2j j Lxt F ( s ) H(s) 1 j st y t H s F ( s )e ds 2j j L y t Hs F ( s ) We do not know y(t), but we know its Laplace transform Transfer Function xt L F (s ) H(s) y t -1 L Hs F ( s ) Laplace Transform Laplace Transform Pairs Laplace Transform Pairs (1/4) f (t ) 1 1 st t e L f (t ) 1 e dt t 0 0 s 1 1 If Re[s]=σ>0 0 1 s s st Time domain: 1 Time domain: u(t) (Only consider t>0) s-domain: 1/s ROC: σ > 0 ROC Laplace Transform Pairs (2/4) f (t ) e at L f (t ) e at 0 e dt e a s t dt st 0 1 e a s t a s t t 0 1 1 0 1 sa a s If Re[a+s]=a+σ>0 Time domain: e-at s-domain: 1/(s+a) ROC: σ > -a -a ROC Laplace Transform Pairs (3/4) f (t ) sin t e j e j cos 2 e j e j sin 2j e j cos j sin e j cos j sin L f (t ) sin t e st dt 0 0 e j t e j2 j t 1 s j t s j t e dt e dt e dt 0 0 j2 st If Re[s]=σ>0 1 1 1 j 2 s j s j s j s j 2 2 j 2 s s 2 2 Laplace Transform Pairs (4/4) f (t ) cost e j e j cos 2 e j e j sin 2j e j cos j sin e j cos j sin L f (t ) cost e st dt 0 1 s j t e jt e jt st s j t e dt e dt e dt 0 0 0 2 2 If Re[s]=σ>0 1 1 1 2 s j s j s s j s j 2 2 2 2 s 2 s Summary of Transform Pairs Time domain 1 e at s-domain 1 s sin t 1 sa cost s2 2 s s2 2 The 4 transform pairs are sufficient to imply all transform pairs in Table 13.2. • More complete Transform Pairs: http://www.vibrationdata.com/math/Laplace_Transforms.pdf Note: Impulse function • What is L-1[1]? L-1[1]=δ(t) (impulse function, Dirac delta function) 0 t0 t " " t 0 0 t0 0 t t0 " " t0 0 1 / dt t dt 1 1 1 du t t dt 0 t0 Laplace Transform Properties The six properties in Table 13.1 (P585) Property 1: Linear Combination • Let L[f(t)]=F(s) and L[g(t)]=G(s) LAf (t ) Af (t )e st dt AF (s ) 0 L f (t ) g (t ) f (t ) g (t )e st dt 0 f (t )e dt g (t )e st dt st 0 F (s) G (s) 0 Property 2: Multiplication by • Let L[f(t)]=F(s) Le at -at e f (t ) e at f (t ) e st dt 0 f (t ) e s a t dt F ( s a ) 0 1 1 s Multiplication by e-at e at 1 sa -a ROC ROC Property 3: Multiplication by t • Let L[f(t)]=F(s) d Ltf (t ) F ( s ) ds st de d d dt F ( s ) f t e st dt f t 0 ds ds ds 0 f t t e dt tf t e st dt 0 st 0 Property 4: Time Delay g (t ) f (t t0 ) u (t t0 ) 0 t t0 f (t t0 ) t t0 Delay by t0 and zero-padding up to t0 t t0 Lg (t ) t t t0 f (t t0 ) e dt st 0 t t0 e st 0 0 f ( ) e t t0 s t 0 dt d f ( ) e s d e st0 F s d Property 5: Differentiation Integration by parts: • Let L[f(t)]=F(s) a v’ L f (t ) 0 b v udt v u a v u dt b a u df (t ) st e dt dt f (t ) e v b st 0 u f (t ) ( s )e st dt 0 v u’ f (0 ) s f (t )e st dt sF ( s ) f (0 ) 0 Property 5: Differentiation • Let L[f(t)]=F(s) L f (t ) sF s f 0 Example f t e t f t e t 1 Fs L f t s 1 1 L f t s 1 L f (t ) sF s f 0 1 1 s 1 s 1 s 1 Property 5: Differentiation L f (t ) F s L f (t ) s sF s f 0 f 0 s F s sf 0 f 0 L f (t ) sF s f 0 2 …… L f n (t ) s n F s s n 1 f 0 s n 2 f 0 f ( n 1) 0 f ( )e st dtd Property 6: Integration • Let L[f(t)]=F(s) t t g (t ) f ( )d 0 t Lg (t ) f ( )d e st dt 0 0 (You can use integration by parts as in P584) t t st f ( )e d dt 0 0 f ( )e st dt d 0 Property 6: Integration • Let L[f(t)]=F(s) t g (t ) f ( )d 0 Lg t f ( )e st dt d 0 f ( ) e st dt d 0 0 1 st f ( ) e d s 0 1 s f ( ) e d s 1 s f ( ) e d s 0 1 Fs s Laplace Transform Properties Table 13.1 Laplace Transform Properties (P585) Operation Time Function Laplace Transform Linear Combination Af (t ) Bg (t ) AF ( s ) BG ( s ) Multiplication by e at e at f (t ) F ( s a) Multiplication by t tf (t ) dF ( s ) ds Time delay f (t t0 )u (t t0 ) e st0 F ( s ) Differentiation f (t ) sF ( s ) f (0 ) Integration t 0- f ( ) d 1 F (s) s More properties (in Homework) Time-scaling property Integral of F(s) L f t / F s F s ds Lt f t 1 s Periodic function g t f t f t T u t T f t 2T u t 2T f t f(t)=0 outside 0<t<T g t ….. F s Lg t 1 e sT Table 13.2 Laplace Transform Pairs (P585) f(t) A u (t ) u (t D ) t tr e at te at t r e at sin t cos( t ) e at cos( t ) F(s) A s 1 e sD s 1 s2 r! s r 1 1 sa 1 s a 2 r! s a r 1 s2 2 s cos sin s2 2 s a cos sin s a 2 2 1 0 D Lu t u t - D 1 1 -sD Lu t Lu t - D e s s Table 13.2 Laplace Transform Pairs (P585) f(t) A u (t ) u (t D ) t tr e at te at t r e at sin t cos( t ) e at cos( t ) F(s) A s 1 e sD s 1 s2 r! s r 1 1 sa 1 s a 2 r! s a r 1 s2 2 s cos sin s2 2 s a cos sin s a 2 2 1 u t u t - 1 0 t 1 1 e -s Lu t u t - 1 s tu t u t - 1 1 0 1 1 e -s d s Lt u t u t - 1 ds e -s s 1 e -s 1 - e -s - e -s s 2 s s2 Example for Periodic function 1 1 - e -s - e -s s s2 L 0 1 1 L 0 1 2 3 4 -s -s 1- e - e s 1 2 2 s s 1 e 5 g t f t f t T u t T f t 2T u t 2T F s Lg t sT 1 e Table 13.2 Laplace Transform Pairs (P585) f(t) A u (t ) u (t D ) t tr e at te at t r e at cos( t ) e at cos( t ) A s 1 e sD s 1 s2 r! s r 1 1 sa 1 s a 2 r! s a r 1 1 L t t 2 L t 3 L t r s2 2 s cos sin s2 2 s a cos sin s a 2 2 L …… sin t F(s) L s 1 ds 1 2 s ds ds 2 3 2 s ds d 2s 3 4 2 3s ds 2 3 rs r 1 r! s r 1 Table 13.2 Laplace Transform Pairs (P585) f(t) A u (t ) u (t D ) t t r e at te at t r e at sin t cos( t ) e at cos( t ) F(s) A s 1 e sD s 1 s2 r! s r 1 1 sa 1 s a 2 r! s a r 1 cost cost cos sin t sin Lcost s cos 2 sin 2 2 s s 2 s2 2 s cos sin s2 2 s a cos sin s a 2 2 Note: Euler’s formula e j 0 t cos0t j sin 0t 1 s j 0 s j 0 1 s j 0 s j 0 s j 0 2 2 s 0 s s 2 02 0 j 2 s 02 Note: Multiplication L f (t ) g (t ) F s G s Lsin t s 2 2 1 cos 2 t sin t 2 2 L sin t 2 2 s 2 2 2 1 1 s L sin t 2 s 2 s 2 2 2 Laplace Transform Inverse Laplace Transform Partial-Fraction Expansions • Rational Function bm s m bm 1s m 1 b1s b0 N ( s ) F (s) n n 1 s an 1s a1s a0 D( s) N (s) s s1 s s2 s sn s1, s2, ……, sn are the roots of D(s) ( poles of F(s) ) An A1 A2 One pole, one term s s1 s s2 s sn We only consider the case that m < n. (strictly proper rational function) Partial-Fraction Expansions f t sF s f 0 • Rational Function bm s m bm 1s m 1 b1s b0 N ( s ) F (s) n n 1 s an 1s a1s a0 D( s) If m = n R( s) Fs bm D s If m = n + 1 R( s ) Fs bm s c D s δ(t) 1 differentiate dδ(t)/dt …… multiply s s Partial-Fraction Expansions • Rational Function An A1 A2 F (s) s s1 s s2 s sn 1 at L e s a 1 Ai si t L A e i s s i 1 L1 F s f (t ) A1e s1t A2 e s2t An e snt t0 There are three tips you should know. Tip 1: How to find A1,A2,∙∙∙∙∙∙∙,An • Example 13.5 A3 2 s 2 24 s 40 A1 A2 F( s ) s s 2 s 10 s s 2 s 10 Panacea: reduce to a common denominator, and then compare the coefficients 2 s 2 24 s 40 A1 s 2 s 10 A2 s s 10 A3 s s 2 A1 s 2 12 s 20 A2 s 2 10 s A3 s 2 2 s A1 A2 A3 2 12 A1 10 A2 2 A3 24 20 A1 40 Tip 1: How to find A1,A2,∙∙∙∙∙∙∙,An • cover-up rule F (s) N (s) A A 1 2 s s1 s s2 s s1 s s2 N (s) s s1 A2 A1 s s2 s s2 setting s s1 , then N ( s1 ) A1 s1 s2 N ( s ) A1 s s2 A2 s s1 s s1 setting s s2 , then N ( s2 ) A2 s2 s1 Tip 1: How to find A1,A2,∙∙∙∙∙∙∙,An • Example 13.5: cover-up rule A3 2 s 2 24 s 40 A1 A2 F( s ) s s 2 s 10 s s 2 s 10 Take A2 as example. Multiplying s+2 at both sides A3 2 s 2 24 s 40 A2 A1 s 2 s 2 s s 2 s 10 s s 2 s 10 s 2 A3 2 s 2 24 s 40 s 2 A1 A2 s s 10 s s 10 2 2 2 24 2 40 Set s=-2: A2 5 A2 2 2 10 Tip 2: For Complex Poles 15s 2 16 s 7 -1[F(s)] • Example 13.6: F ( s) Find f(t) = L s 2 s 2 6s 25 s 2, 3 j 4 A1 A21 A22 F (s) s 2 s 3 j4 s 3 j4 It is not easy to find A21 and A22. s 3 j 4 A1 s 3 j 4 A22 s 3 j 4F ( s) A21 s2 15s 2 16 s 7 s 2s 3 j 4 s 3 j4 Set s=-3+j4 to find A21……. Tip 2: For Complex Poles 15s 2 16 s 7 -1[F(s)] • Example 13.6: F ( s) Find f(t) = L s 2 s 2 6s 25 5 Bs C F (s) 2 s 2 s 6 s 25 Do not split the complex poles Find B and C 5s 2 30 s 125 Bs 2 2 Bs Cs 2C 15s 2 16 s 7 2 s 2 s 6s 25 s 2 s 2 6s 25 5 B 15 B 10 125 2C 7 C 66 5 10 s 66 F (s) 2 s 2 s 6 s 25 Tip 2: For Complex Poles 15s 2 16 s 7 -1[F(s)] • Example 13.6: F ( s) Find f(t) = L s 2 s 2 6s 25 5 Bs C F (s) 2 s 2 s 6 s 25 Do not split the complex poles Find B and C (another approach) lim sF s s 15s 3 5s Bs 2 Cs sF ( s ) 3 2 s s 2 s 6 s 25 lim sF s 15 5 B s 7 5 C F (0) F (0) 225 2 25 B 10 C 66 Tip 2: For Complex Poles 15s 2 16 s 7 -1[F(s)] • Example 13.6: F ( s) Find f(t) = L s 2 s 2 6s 25 5 10 s 66 1 10 s 66 F (s) 2 Find L s 2 6 s 25 (Refer to P593) s 2 s 6 s 25 s 1 t 1 t L e sin t L e cos t 2 2 2 2 s s 10 s 66 1 10s 3 96 L 2 L 2 2 s 6 s 25 s 3 4 1 s3 4 1 10L 24L 2 2 2 2 s 3 4 s 3 4 1 Tip 3: Repeated Poles • Exercise 13.31 A2 A3 A1 4 s 2 12 s 10 A3 A1 A2 F (s) 2 s 4s 3 s 4 s 3 s 3 s 4 s 3 order=3 order=2 4 s 2 12 s 10 A1 A2 F (s) 2 s 4s 3 s 4 s 32 4 s 2 12 s 10 s 3 A1 s 4 A2 2 4 s 2 12 s 10 s 6 s 9 A1 s 4 A2 2 A1 4 6 A1 A2 12 9 A1 4 A2 10 ? Tip 3: Repeated Poles • Exercise 13.31 A3 4 s 2 12 s 10 A1 A2 F (s) s 4s 32 s 4 s 3 s 32 4 s 2 12 s 10 s 4 A2 s 4 A3 A1 2 s3 s 3 s 32 A1 6 4 s 2 12 s 10 s 3 A1 s 3A2 A3 s 4 s4 A3 10 2 A 4 s 12 s 10 s 3A1 A2 3 s 4s 3 s4 s3 2 We cannot find A2 by multiplying (s+3) (Refer to P596 – 597) Tip 3: Repeated Poles • Exercise 13.31 4 s 2 12 s 10 6 A2 10 F (s) s 4s 32 s 4 s 3 s 32 4 s 2 12 s 10 6s A2 s 10 s sF ( s ) s 2 s 4s 3 s 4 s 3 s 32 s 4 6 A2 0 A 2 2 Time delay Exercise 13.10 8 s 5 s 3 2s 4 e Fs 2 s 3 5 2 s 4 8 s e 2 s 3 s 3 L-1 5e 3t L-1 ? Delay by 8 and zero-padding up to 8 f (t t0 )u (t t0 ) e st 0 F (s) 2s 4 Fs s 32 A1 A2 s 3 s 32 2 s 4 s 3A1 A 2 s 3 A 2 10 Time delay Exercise 13.10 8 s 5 s 3 2s 4 e Fs 2 s 3 5 2 s 4 8 s e 2 s 3 s 3 L-1 5e 3t L-1 ? Delay by 8 and zero-padding up to 8 f (t t0 )u (t t0 ) e st 0 F (s) 2s 4 Fs s 32 A1 10 s 3 s 32 2s 4 sFs s 2 s 3 A1 10 s s 2 s3 s 3 s 2 A1 Time delay Exercise 13.10 8 s 5 s 3 2s 4 e Fs 2 s 3 5 2 s 4 8 s e 2 s 3 s 3 L-1 5e 3t L-1 ? Delay by 8 and zero-padding up to 8 f (t t0 )u (t t0 ) e st 0 F (s) 2s 4 Fs s 32 2 10 s 3 s 32 L-1 L-1 2e 3t 10te 3t f t 2e 3t 10te 3t f t 5e 3t f t 8u t 8 Initial and Final Values • We can find the value f(0+) and f(∞) from F(s) We know L f t F s Initial-value sF (s) Theorem f (0 ) lim s Because F(s) is strictly proper, lim sF ( s ) is defined. s Example 13.9 • Find the initial value f(0+) 5s 3 1600 F( s ) 3 s s 18s 2 90 s 800 f 0 5 f (0 ) lim sF (s) s 5s 3 1600 5 lim 3 2 s s 18s 90 s 800 Example 13.9 • Find the initial slope f’(0+) 5s 3 1600 F( s ) 3 f 0 5 2 s s 18s 90 s 800 Lf s F( s ) f (0 ) lim sF ( s ) s 5s 1600 Lf s sF( s ) f 0 f (0 ) lim s s 5s 3 1600 3 5 2 s 18s 90 s 800 3 s 18s 90 s 800 3 2 5s ∞-∞? s 5s 3 1600 5s s 3 18s 2 90 s 800 lim 90 3 2 s s 18s 90 s 800 Initial and Final Values • We can find the value f(0+) and f(∞) from F(s) We know L f t F s Initial-value sF (s) Theorem f (0 ) lim s Because F(s) is strictly proper, lim sF ( s ) is defined. s If the final value exists (Can be known from the poles) Final-value f ( ) lim sF ( s ) Theorem s 0 Final Values 4 regions Region B Region A Region D Region C Final Values Region A A F( s ) sa f (t ) e at a>0 No final value A1 A2 Ar F( s ) 2 s a s a s a r a>0 Bs C Bs C F( s ) 2 2 s bs c s 2 b<0 α<0 f (t ) te at No final value f (t ) Be t cos t C e t sin t No final value Final Values Region B A F( s ) sa f (t ) e at a<0 Final value = 0 A1 A2 Ar F( s ) 2 s a s a s a r a<0 Bs C Bs C F( s ) 2 2 s bs c s 2 b>0 α>0 f (t ) te at Final value = 0 f (t ) Be t cos t C e t sin t Final value = 0 Region C Final Values Bs C F( s ) 2 s 2 s B 2 C 2 2 s s 2 f (t ) B cos t C sin t No final value Region D Final Values A F( s ) s f (t ) A final value = constant A1 A2 Ar F( s ) 2 r s s s f (t ) A 2t No final value Summary for Final Values (P601) Final value exists single pole at the origin (1) Poles on the left plane, or (2) single pole at the origin Non zero final value Final-value f ( ) lim sF ( s ) Theorem s 0 Final Values The final-value theorem gives the wrong answer when the final value does not exist. Only one pole s Fs 2 s 2 lim sF ( s ) 0 s 0 f s cos t The final value not exists 1 Fs sa The final value exists iff the poles are in this region f s e at lim sF ( s ) 0 a0 s 0 The final value not exists Final Values Only one pole Final-value f ( ) lim sF ( s ) Theorem s 0 The final value is not zero iff there is only one pole at the origin A A1 A2 F( s ) s s a1 s a2 The final value is 0 The final value is A The final value is clearly A The final value exists iff the poles are in this region A f () lim sF ( s ) s0 Example 13.9 • Find the final value 5s 3 1600 F( s ) 3 s s 18s 2 90 s 800 Four poles: 0, -10, -4+8j, -4-8j f 0 5 The final value exists. The final value is not zero. f () lim sF ( s ) s0 5s 3 1600 2 lim 3 2 s 0 s 18s 90 s 800 Laplace Transform Application Differential Equation Find v(t) 8 v (0 ) 15V 6V 12 8 Ri (t ) v(t ) VB i (t ) Cv(t ) RCv(t ) v(t ) VB 1 12 v(t ) v(t ) 15 60 0.2v(t ) v(t ) 15 0.2Lv(t ) Lv(t ) L15 L15 15 s V ( s ) Lv(t ) Lv(t ) sLv(t ) v(0 ) sV ( s ) 6 15 0.2sV ( s ) 6 V ( s ) s Differential Equation 15 0.2sV ( s ) 6 V ( s ) s 15 1 .2 6 s 75 A B s V (s) 0 .2 s 1 s s 5 s s 5 6 s 75 sB sV ( s ) A s5 s5 6 s 75 A s 5V ( s) s 5 B s s 15 9 V (s) s s5 L 1 V ( s ) v(t ) 15 9e 5t t0 s 0 A 15 s 5 B 9 Homework • 13.6, 13.9, 13.10, 13.16, 13.25, 13.28, 13.35, 13.38. 13.46 Thank you! Answer • 13.6: derive by yourself • 13.9: proof by yourself • 13.10: proof by yourself • 13.16: F(s)=2(1-3se-2s-e-3s)/s2 • 13.25: f(t)=-2+5e-2t-3e-4t-e-6t • 13.28: f(t)=5-5e-4t+10e-3tcos(t-36.9。) • 13.35: f(t)=2te-tcos(2t-180 。) • 13.46: f(0+)=2, f’(0+)=-5, f(∞) not exist Appendix Fourier Series • Periodic Function: f(t) = f(t+nT) Fourier Series: Laplace Transform Pairs (1/4) 1 L1 s s0 1 1 e st σ=0 0 ? ω