EE 422G Notes: Chapter 5 Instructor: Zhang Chapter 5 The Laplace Transform 5-1 Introduction x(t) y(t) output input Dynamic System (1) System analysis A processor which processes the input signal to produce the output static system: y(t) = ax(t) => easy (simple processing) dynamic system: dy ( n ) (t ) dy ( n 1) (t ) dx ( m ) (t ) a1 ... a n y (t ) b0 ... bm x(t ) dt n dt n 1 dt m Can we determine y(t) for given u(t) easily? Easier solution method X(f) Y(f ) Dynamic System H(f ) Y( f ) H( f )X ( f ) Algebraic equation, not differential equation y (t ) F 1 (Y ( f )) (1) we have systematic way to obtain H(f) based on the differential equation (2) we can obtain X(f) Fourier transform: an easier way (2) Problem Fourier transform of the input signal: Page 5-1 EE 422G Notes: Chapter 5 Instructor: Zhang X( f ) x (t )e j 2ft dt | e j 2ft | 1 if x(t) does not go to zero when t and t X(f) typically does not exist! (the existence of X(f) if not guaranteed) A very strong condition, can not be satisfied by many signals! (3) Solution: Why should we care about t<0 for system analysis? We do not care! x(t) does not go to zero (when t ), but x(t )e t may! (Will be much easier. ) use “single-sided” Fourier transform of x(t )e t , instead of “doublesided” Fourier transform of x(t). ( x (t )e t )e jt dt x (t )e ( j ) t dt 0 0 very useful, let’s use a new name for it: Laplace transform. (4) Laplace Transform Definition: Laplace transform of x(t) L[ x(t )] X ( s) x(t )e st dt ( s j ) 0 What is a Laplace transform of x(t)? A time function? No, t has been eliminated by the integral with respect to t! A function of s ( s is complex variable) (5) System analysis using Laplace transform Page 5-2 EE 422G Notes: Chapter 5 Instructor: Zhang X(s) Y(s ) Dynamic System G(s ) Inverse Laplace transform Y ( s) G( s) X ( s) y (t ) L1 (Y ( s)) (6) How is the inverse transform defined? j 1 x (t ) X ( s )e st ds 2j j (7) Will we often use the definition of the inverse transform to find time function? No! What will we do? Express X(s) as sum of terms for which we know the inverse transforms! 5-2 Examples of Evaluating Laplace Transforms using the definition (1) x(t)=1 and step function x(t)=u(t) t 1 L[ x(t ) u (t )] x(t )e dt e dt e st d ( st ) s t 0 0 0 e st s t t 0 st e t jt e s st t t 0 e j e 0 j 0 e e s s (| e j | 1 e 0 , (if 0) e , (if 1 1 (cos 0 j sin 0) s s 1 L(1) L[u (t )] (Re(s)) 0 s 0) (2) x(t ) et u(t ) L[e t u(t )] e 0 t st e dt e ( s ) t dt 0 ~ Define a new complex variable s s Page 5-3 EE 422G Notes: Chapter 5 e Instructor: Zhang ~ s t dt 0 we know e st dt 0 e ~ s t dt 1 s Re( s ) 0 ~ 1 Re( s ) 0 ~ s 0 e ( s ) t dt 0 L[e t u(t )] L[e t ] 1 s Re( s ) 0 1 s Re( s ) 0 or Re( s ) Re( ) 1 s (3) x (t ) (t ) L[ (t )] (t )e st dt 0 e st t 0 e t e jt t 0 e t (cost j sin t ) t 0 1 No constraint on s. 5-2B Discussion: Convergence of the Laplace Transform (1) To assure x (t )e st dt x (t )e t e jt dt converge, 0 enough such that x(t )e Re(s ) must be psotive 0 t goes to zero when t goes to positive infinite (2) Region of absolute convergence and pole Page 5-4 EE 422G Notes: Chapter 5 Instructor: Zhang (3) How to obtain Fourier transform form Laplace transform: s j L[ x (t )] X ( s ) X ( j ) F ( x (t )) Important: why introduce Laplace transform; definition of Laplace transform as a modification of Fourier transform; find the Laplace transforms of the three basic functions based on the (mathematical) definition of Laplace transform. Chapter structure Part one: Definition (5.1) Part two: Direct evaluation of Laplace transforms of simple timedomain function. Easy? Not at all! complex (not simple) functions: even harder tools for application of Laplace transform in system analysis Part three: Rest of the chapter What tools: tools for easier Laplace transform evaluation tools for easy inverse transform Page 5-5 EE 422G Notes: Chapter 5 Instructor: Zhang 5-3 Some Laplace Transform theorems (Tools for evaluating Laplace transform based on the Laplace transforms of the basic functions) 5.3.1 Linearity Assume x(t ) a1x1 (t ) a2 x2 (t ) ( a1 and a 2 are time independent) X1( s) L[ x1(t )], X 2 ( s) L[ x2 (t )] then X ( s) L[ x(t )] a1 X1 ( s) a2 X 2 ( s) HW#2-1: Assume x(t ) a1 (t ) x1 (t ) a2 (t ) x2 (t ) , X1( s) L[ x1(t )] and X 2 ( s) L[ x2 (t )] . (a) Is X ( s ) L[ x (t )] equal to a1 (t ) X1 ( s) a2 (t ) X 2 ( s) ? (Answer: Yes or No) (b) If A1 ( s) L[a1 (t )] , is it true L[ x(t )] A1( s) X1( s) A2 ( s) X 2 ( s) ? (Answer: Yes or No) Example 5.1 (1) Find L(cos0t ) Key to solution : express (cos0t ) as linear combination of (t ) , u (t ) , and/or e t : L[ (t )] 1 let j0 L[u(t )] 1 s L[e t ] 1 s L[e j 0t ] let j0 1 s j0 L[e j 0t ] L[e ( j 0 )t ] 1 s j0 Page 5-6 EE 422G Notes: Chapter 5 Instructor: Zhang Can we use e j0t and e j0t to express cos(0t ) ? e j 0 t cos( 0t ) j sin( 0t ) cos( 0t ) j sin( 0t ) e j 0 t cos( 0t ) j sin( 0t ) e j 0t e j 0t 2 cos( 0 t ) e j 0 t e j 0 t cos( 0 t ) 2 1 L[cos( 0 t )] [ L(e j 0t ) L(e j 0t )] 2 1 1 1 2 s j 0 s j 0 (2) Find L[sin0t ] 1 ( s j 0 ) ( s j 0 ) 2 ( s j 0 )( s j 0 ) s s 2 0 2 5-3-2 Transforms of Derivatives Assume X ( s ) L[ x (t )] Then dx(t ) L sX ( s) x(0 ) dt Proof: (1) Definition dx (t ) st dx (t ) L e dt e st dx (t ) d (t ) 0 dt 0 (2) Integration by parts: General equation: Page 5-7 EE 422G Notes: Chapter 5 Instructor: Zhang b u(t )dv(t ) u(t )v(t ) t b t a b v(t )du (t ) a a (3) Use the above equation v(t ) x(t ) , Why? If we assume 0 0 v(t )du (t ) x(t )de st u(t ) e st s x(t )e st dt 0 X (s) Lx(t ) u (t ) e st , v(t ) x(t ) dx(t ) u (t )dv(t ) e st dx(t ) [ L from (1) ] dt 0 0 t b u (t )v(t ) t 0 v(t )du (t ) a t e x(t ) t 0 s x(t )e st dt st 0 t e st x(t ) t 0 sL[ x(t )] lim e st x(t ) must go to zero. Otherwise, t L[ x (t )] x (t )e st dt does not exist ! 0 t e st x (t ) t 0 use e s 0 x ( 0 ) x ( 0) 0 as lower limit => x(0 ) t u (t )v(t ) t 0 v(t )du (t ) 0 x(0 ) sX ( s) sX ( s) x(0 ) Page 5-8 EE 422G Notes: Chapter 5 Instructor: Zhang HW#2-2: Assume X ( s ) L[ x (t )] . Prove d 2 x(t ) 2 (1) L s X ( s) sx(0 ) x (0 ) dt d ( n ) x (t ) HW#2-3: Express L using L[ x (t )] n dt Example 5-2 Find i(t) using Laplace transform method for t>0 Solution: (1) Before switched from 1 to 2 at t=0 i 4 2 A i (0 ) 2 A 2 (2) System equation (t>0) di (t ) Ri (t ) 0 dt di (t ) 2i (t ) 0 dt L KVL: ( L 1H ) ( R 2ohm) (3) Solve system equation using Laplace transform di (t ) di (t ) L 2i (t ) L 2 L[i (t )] dt dt sI ( s ) i (0 ) 2 I ( s ) ( s 2) I ( s ) 2 0 2 I (s) s2 i (t ) 2e 2t u (t ) A Page 5-9 EE 422G Notes: Chapter 5 Instructor: Zhang 5-3-3 Laplace Transform of an integral t Assume y (t ) x ( ) d , X ( s ) L[ x(t )] Then t X ( s ) y (0 ) L x( )d s s where y (0 ) 0 x ( ) d Proof : t L x ( )d 0 udv 0 t uv t 0 0 x ( )d e st dt vdu 0 (1) t uv t 0 t e st x( )d s st e t s lim t x ( ) d e y (0 ) s t 0 1 s 0 0 s t x( )d y(0 ) 0 (2) st 0 0 vdu e 1 1 x(t )dt x (t )e st dt X ( s ) s s 0 s (3) t y (0 ) X ( s ) X ( s ) y (0 ) L x( )d Proved! s s s s Page 5-10 EE 422G Notes: Chapter 5 Instructor: Zhang Example 5.3: Find I(s) = L(i(t)) Solution: (1) Differential equation KVL : x(t ) vL (t ) vC (t ) vR (t ) di (t ) v ( t ) L L dt t 1 t t vC (t ) i ( )d 1 dv ( ) i ( ) d C C C v R (t ) Ri (t ) t 1 vC (t ) vC ( ) i ( )d C t 1 vC ( ) 0 vC (t ) i ( )d C (2) Laplace transform dv (t ) i (t ) C C dt 1 dvC (t ) i (t )dt C X ( s ) VL ( s ) VC ( s ) VR ( s ) VL ( s ) L[ sI ( s ) i (0 )] LsI ( s ) i (0 ) zero 0 1 I ( s) 1 VC ( s ) i ( )d C s s 0 1 11 I ( s) i ( )d Cs s c 1 1 I ( s ) vc ( 0 ) Cs s VR ( s ) RI ( s ) Page 5-11 EE 422G Notes: Chapter 5 Instructor: Zhang 1 1 I ( s ) vC (0 ) RI ( s ) Cs s 1 X ( s ) vC (0 ) s I ( s) 1 Ls R Cs sX ( s ) vC (0 ) 1 Ls 2 sR C sX ( s ) vC (0 ) 1 R Ls2 s LC L X ( s ) LsI ( s ) 5-3-4. Complex Frequency shift (s-shift) Theorem Assume y(t ) x(t )e t X (s) L[ x(t )] Y (s) L[ y(t )] Y (s) X ( s ) 1 1 L[u (t )] , L[u (t )e t ] s s 0 s L[cos 0t ] 2 L [sin t ] 0 s 02 s 2 02 0 s => L[cos 0t e t ] L[sin 0t e t ] 2 2 (s ) 0 (s )2 0 2 Then Example 5-4 Solution: x(t ) L1[ X ( s)] L1 Find s 8 s 2 6s 13 s 8 ( s 3) 5 2 s 6s 13 s 6s 9 4 s3 (5 / 2) 2 ( s 3) 2 2 2 ( s 3) 2 2 2 X (s) 2 Page 5-12 EE 422G Notes: Chapter 5 Instructor: Zhang 5 x(t ) L1 [ X ( s)] e 3t cos 2t e 3t sin 2t 2 (t 0) 5-3-4 Delay Theorem question: How to express delayed function? Assume L[ x(t )] L[ x(t )u (t )] X ( s ) Then Proof : L[ x(t t0 )u(t t0 )] e st 0 X (s) (If (t0 0) , it will not be a delay!) (t0 0) L[ x(t t 0 )u (t t0 )] x(t t0 )u (t t 0 )e st dt 0 t0 x(t t0 )u (t t 0 )e dt x(t t 0 )u (t t 0 )e st dt st 0 t0 x(t t0 )e dt x(t t 0 )e s ( t t0 )st0 dt st t0 e t0 st0 x(t t )e s ( t t 0 ) 0 d (t t 0 ) t0 t t 0 e st0 x( )e 0 s d e st0 x(t )e st dt e st0 X ( s ) 0 Page 5-13 EE 422G Notes: Chapter 5 Instructor: Zhang Question: will L[ x(t t0 )u(t t0 )] e st 0 X (s) be true if t0 0 ? No! (it will not be a delay) Example 5-5: Square wave beginning at t = 0 T 1 1 20 s 1 1 L[ xsq (t )] 2 e 2 e T0s 2 e s s s s e 3T0 s 2 1 2 e 2T0s s 1 T0 s 2 1 1 1 1 1 2 2 2 2 3 2 4 ... s s s s s 1 2 ( 2 3 ...) s s 1 2 1 1 1 1 e T 0s s s (1 ) s 1 s 1 e 2 5-3-5 Convolution Signal 1: x1 (t ) Signal 2 : x2 (t ) y (t ) x1 (t ) * x 2 (t ) if T0 s 2 x ( ) x 1 2 (t )d x1 (t ) 0 t 0 y (t ) x1 ( ) x2 (t )d 0 Page 5-14 EE 422G Notes: Chapter 5 if Instructor: Zhang x2 (t ) 0 t 0 ( x2 (t ) 0 t ) t y (t ) x1 ( ) x2 (t )d 0 x1 (t ) 0, Therefore, if x2 (t ) 0 t 0 t 0 0 x1 ( ) x2 (t )d x1 ( ) x2 (t )d t 0 0 x1 ( ) x2 (t )d L[ x1 ( ) x2 (t )d ] L[ x1 ( ) x2 (t )d ] L[ x1 ( ) x2 (t )d ] 0 0 st [ x ( ) x ( t ) d ] e dt x ( )[ x ( t ) e dt ]d 1 2 1 2 st 0 0 t Look at s ( t ) s x ( t ) e dt x ( t ) e e dt 2 2 st 0 0 t e s d dt x 2 ( )e s d t 0 t x2 ( ) 0 0 e s s s x ( ) e d e X 2 (s) 2 0 Then Y ( s ) x1 ( )e s X 2 ( s )d 0 X 2 ( s ) x1 ( )e s d 0 X 1 (s) X 2 (s) Page 5-15 EE 422G Notes: Chapter 5 Instructor: Zhang 5-3-7 Product 5-3-8 Initial Value Theorem x(t ) L1[ X ( s )] x(0 ) lim sX ( s ) s Example: A demonstration where x(0) is obvious x(t ) et cos 0tu(t ) It is evident: x(0) e 0 cos 0 0 1 Using Laplace transform X ( s ) L[ x(t )] s (s )2 0 2 s(s ) x(0) lim sX ( s ) lim s s (s )2 2 0 lim s lim s s 2 s s 2 2s 2 0 2 d ( s 2 s ) / ds d ( s 2 2s 2 0 2 ) / ds 2s d (2 s ) / ds 2 lim lim 1 s 2 s 2 s d ( 2 s 2 ) / ds s 2 lim 5-3-9 Final Value Theorem: if x(t ) and dx(t ) / dt are Laplace transformable, then lim x(t ) lim sX ( s) t s0 (condition: sX (s ) has no poles on j axis or in the right-half s-plan or lim t x(t ) exists) 5-3-10 Scaling a>0: x(at) a times fast (if a>1) or slow (if a<1) as x(t) X ( s) L[ x(t )] What do we expect on L[ x(at )] ? Page 5-16 EE 422G Notes: Chapter 5 Instructor: Zhang s L[ x(at )] X ( ) ? a L[ x(at )] x(at )e st 0 ( at ) 1 dt x(at )e a d (at ) a0 a 0 s s 1 1 s a x ( ) e d X a 0 a0 a a t at 5-4 Inversion of Rational Functions (1) Ways to find x(t ) from X (s ) 1 X ( s )e st dt (1) x(t ) 2j (Contour Integral) (2) Transform pair 1 u (t ) s 1 e t u (t ) s Therefore X ( s) 1 x(t ) e t u (t ) s (2) All kinds of Laplace Transform ? No! We almost only see b0 s m b1s m 1 ... bm 1s bm s e n n 1 s a1s ...an 1s an rational function X(s) Delay x(t ) L1[ X ( s)] y (t ) L1[ X ( s)e s ] x(t )u (t ) Page 5-17 EE 422G Notes: Chapter 5 Instructor: Zhang Consider Rational Functions only! (3) Non proper Rational Function proper Rational Function Non proper proper (b0 0) m>=n m<n Non proper => proper + Polynomial (using long division) s 3 4s 2 6s 7 s5 s 1 s 2 3s 2 s 2 3s 2 s 1 s 2 3s 2 3 s 4s 2 6s 7 s 2 4s 7 s 2 3s s s5 How to find inverse Laplace transform for polynomials? s n ( n ) (t ) L1 ( s 1) L1 ( s) L1 (1) (1) (t ) (t ) consider proper rational functions only! (4) Proper Rational Functions: Partial Fraction Expansion 1 t n e t u (t ) n! ( s ) n 1 s e t cos 0 tu(t ) 2 (s ) 2 0 sum of 0 e t sin 0 tu(t ) 2 2 (s ) 0 1 (t ) 1 u (t ) s 1 e t s Page 5-18 EE 422G Notes: Chapter 5 Instructor: Zhang Let’s look at examples, and then summarize! Techniques: Common Denominator Specific value of s Heaviside’s Expansion Matlab Factorize first! Expand second! Find coefficients third! Example 5-9: Simple Factors Y ( s) 10 s 2 10s 16 Solution: (1) Factorize and expand Y ( s ) 10 A B ( s 8)(s 2) s 8 s 2 (2) Common Denominator Methods 10 A( s 2) B( s 8) ( s 8)( s 2) ( s 8)( s 2) A( s 2) B( s 8) 10 A B 0 A B 2 A 8B 10 2 B 8B 10 B 10 / 6 5 / 3 A 5 / 3 5 1 5 1 Y (s) 3 s 8 3 s2 5 5 y (t ) ( e 8t e 2t )u (t ) 3 3 specific values of s 10 A B ( s 8)( s 2) s 8 s 2 s 0 10 A B 8 2 8 2 s 2 10 A B 10 4 10 4 Can you solve for A and B? Page 5-19 EE 422G Notes: Chapter 5 Instructor: Zhang Heaviside Expansion and 10 A B ( s 8)( s 2) s 8 s 2 10 B( s 8) s 8 10 A A 5 / 3 s2 s2 8 2 s 2 10 A( s 2) 10 BB 5/3 s 8 s 8 28 Example 5-10 Imaginary Roots 15s 2 25s 20 Y ( s) 2 ( s 1)(s 2)(s 8) Solution: what do we have: Y (s) Same as real roots! A A1 A A 2 3 4 s j s j s 2 s 8 A A1 ( s j ) A2 ( s j ) A 3 4 2 s2 s8 s 1 A ( A A2 ) s ( A2 A1 ) j A 1 3 4 2 s 2 s8 s 1 Y (s) A1+A2 must be real number (-A1+A2)j must be real number Y ( s) A3 c1s c2 A4 s2 1 s 2 s 8 Heaviside Expansion => A3=1 and A4= - 2. c sc 15s 2 25s 20 1 2 Y ( s) 2 12 2 ( s 1)( s 2)( s 8) s 1 s 2 s 8 s=1 => 15 25 20 c1 c2 1 2 2 3 9 2 3 9 s=2 => 15 4 25 2 20 2c1 c2 1 2 5 4 10 5 4 10 Page 5-20 EE 422G Notes: Chapter 5 Instructor: Zhang Can we solve for c1 and c2? c1=1 c2=1 s 1 1 2 s2 1 s 2 s 8 s 1 1 2 2 2 s 1 s 1 s 2 s 8 => [cos t sin t e 2t 2e 8t ]u(t ) Y (s) Too complex: use MATLAB Example 5-11 Repeated linear Factors 10s ( s 2) 2 ( s 8) A3 A A 1 2 s 8 s 2 ( s 2) 2 Y (s) Example 5-12 10 s ( s 2) 3 ( s 8) A3 A A A4 1 2 s 8 s 2 ( s 2) 2 ( s 2) 3 Y (s) Example 5-13 Complex - Conjugate Factors 2s 2 6s 6 Y ( s) ( s 2)( s 2 2s 2) A3 A1 A2 2s 2 6s 6 ( s 2)[( s 1) 2 1] s 2 s 1 j s 1 j Example 5-14 Repeated Quadratic Factors Page 5-21 EE 422G Notes: Chapter 5 Instructor: Zhang s 4 5s 3 12s 2 7 s 15 Y (s) ( s 2)(s 2 1) 2 A B s c B s c2 1 12 1 22 s2 s 1 ( s 1) 2 * Summary of Partial–Fraction Expansion (1) Expansion Structure: Simple Roots (including complex conjugate) => Aj could be complex. s j Repeated Roots: m multiplicity => Bm B1 B2 ... s j (s j )2 (s j )m real number or complex number (2) Avoid complex number For complex conjugates: j a jb Aj s j Aj* s j* Bk Bk * (s j )k s j* cs D (s a) 2 b 2 k cs D [(s a ) 2 b 2 ]k (3) Inverse Laplace transform Aj s j jt Aje u (t ) t t k 1e j Ak u (t ) k ( k 1 )! (s j ) Aj k2 Page 5-22 EE 422G Notes: Chapter 5 Instructor: Zhang t k 1 jt j *t [ A e B e ]u (t ) j j (k 1)! (s j ) k (s j * ) k Aj Bj j a jb t k 1 at e [ A j (cos bt j sin bt ) B j (cos bt j sin bt ]u (t ) j * a jb ( k 1)! Matlab use for Partial – Fraction Expansion. Have to be memorized: (1) Table 5-2 all except for No. 7 (2) Table 5-3 No. 1-No. 7 Page 5-23 EE 422G Notes: Chapter 5 Instructor: Zhang Appendix: Partial-Faction Expansion with MatLab 1. 2. 3. Command (MatLab Help) An Introduction An Example: Complex Conjugate 1. Command (MatLab Help) » help residue RESIDUE Partial-fraction expansion (residues). [R,P,K] = RESIDUE(B,A) finds the residues, poles and direct term of a partial fraction expansion of the ratio of two polynomials B(s)/A(s). If there are no multiple roots, B(s) R(1) R(2) R(n) ---- = -------- + -------- + ... + -------- + K(s) A(s) s - P(1) s - P(2) s - P(n) Vectors B and A specify the coefficients of the numerator and denominator polynomials in descending powers of s. The residues are returned in the column vector R, the pole locations in column vector P, and the direct terms in row vector K. The number of poles is n = length(A)-1 = length(R) = length(P). The direct term coefficient vector is empty if length(B) < length(A), otherwise length(K) = length(B)-length(A)+1. If P(j) = ... = P(j+m-1) is a pole of multplicity m, then the expansion includes terms of the form R(j) R(j+1) R(j+m-1) -------- + ------------ + ... + -----------s - P(j) (s - P(j))^2 (s - P(j))^m [B,A] = RESIDUE(R,P,K), with 3 input arguments and 2 output arguments, converts the partial fraction expansion back to the polynomials with coefficients in B and A. Warning: Numerically, the partial fraction expansion of a ratio of polynomials represents an ill-posed problem. If the denominator polynomial, A(s), is near a polynomial with multiple roots, then small changes in the data, including roundoff errors, can make arbitrarily large changes in the resulting poles and residues. Problem formulations making use of state-space or zero-pole representations are preferable. See also POLY, ROOTS, DECONV. » 2. An Introduction Page 5-24 EE 422G Notes: Chapter 5 Instructor: Zhang Page 5-25 EE 422G Notes: Chapter 5 Instructor: Zhang Page 5-26 EE 422G Notes: Chapter 5 Instructor: Zhang Page 5-27 EE 422G Notes: Chapter 5 Instructor: Zhang Page 5-28 EE 422G Notes: Chapter 5 Instructor: Zhang 3. An Example: Complex Conjugate Page 5-29