ERG2030 Signals and Systems

6. Laplace Transform

ERG2030 SIGNALS AND SYSTEMS 6. LAPLACE TRANSFORM

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

ERG2030 Signals and Systems

6. Laplace Transform

LAPLACE TRANSFORM
Laplace transform of a signal x(t):

X(s) =

x(t)est dt

where s is a complex variable. Sometimes we use L{x(t)} to denote the Laplace transform of x(t). Or, we may write x(t) X(s) to denote the Laplace transform pair.
L

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

ERG2030 Signals and Systems

6. Laplace Transform

RELATIONSHIP WITH FOURIER TRANSFORM

By letting s = + j,

X(s)|s=+j =

[x(t)et ]ejt dt

= F {x(t)et } we see that X( + j) is the continuous-time Fourier transform of x(t)et . Fourier transform may therefore be seen as a special case of Laplace transform, where = 0.

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

ERG2030 Signals and Systems

6. Laplace Transform

REGION OF CONVERGENCE
Region of convergence (ROC) refers to the range of values of s for which the Laplace transform integral x(t)est dt converges (or, alternatively speaking, the Laplace transform X(s) exist). Example: 1 , for Re{s} > a. The region Re{s} > a is the ROC. s+a 1 at L{e u(t)} = , for Re{s} < a. The region Re{s} < a is the ROC. s+a L{eat u(t)} =
Im{s} Im{s}

-a

Re{s}

-a

Re{s}

(a) Re{s} > -a

(b) Re{s} < -a

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

ERG2030 Signals and Systems

6. Laplace Transform

RATIONAL LAPLACE TRANSFORM

There are many cases where X(s) is a rational function, which takes the form N (s) X(s) = D(s) where N (s) and D(s) are numerator and denominator polynomials
M N

N (s) =
k=0

bk s k ,

D(s) =
k=0

ak sk

A rational X(s) can be factored as X(s) = C where C is a constant, i are the roots of N (s), & are called zeros. i are the roots of D(s), & are called poles.
Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong 5 M i=1 (s i ) N i=1 (s i )

ERG2030 Signals and Systems

6. Laplace Transform

POLE-ZERO PLOT
For a (factored) rational Laplace transform X(s) = C
M i=1 (s i ) N i=1 (s i )

we can plot the poles and zeros on the s-plane.

Im{s}

Re{s}

O represents zeros, and X represents poles. Note that X(i ) = 0, while lim X(i ) = .
si Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong 6

ERG2030 Signals and Systems

6. Laplace Transform

PROPERTIES OF ROC
Property 1: The ROC of X(s) consists of strips parallel to the j-axis in the s-plane. Property 2: If X(s) is rational, then the ROC must not contain any poles.
Im{s} Im{s} Im{s}

Re{s}

Re{s}

Re{s}

(a)

(b)

(c)

Three possible ROCs for the same rational X(s).

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong 7

ERG2030 Signals and Systems

6. Laplace Transform

Property 3: If x(t) is of nite duration and is absolutely integrable (i.e., |x(t)|dt < ), then the ROC is the entire s-plane. Property 4: If x(t) is right-sided (i.e., x(t) = 0 for all t < T1 , for some nite T1 ), then the ROC is a right-half plane. Property 5: If x(t) is left-sided (i.e., x(t) = 0 for all t > T2 , for some nite T2 ), then the ROC is a left-half plane. Property 6: If x(t) is two-sided (i.e., the signal of innite extent for t > 0 & t < 0), then the ROC is an intersection of a left-half & right-half plane.

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

ERG2030 Signals and Systems

6. Laplace Transform

Im{s}

Im{s}

Im{s}

Im{s}

Re{s}

Re{s}

Re{s}

Re{s}

(a)

(b)

(c)

(d)

ROC of (a) a nite duration signal; (b) a two-sided signal; (c) a right-sided signal; & (d) a left-sided signal.
Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong 9

ERG2030 Signals and Systems

6. Laplace Transform

INVERSE LAPLACE TRANSFORM

The basic inverse Laplace transform equation is given by 1 x(t) = 2j
+j

X(s)est dt
j

where is a constant that lies in the ROC (or your desired ROC if there is more than one ROCs for X(s)). The formal way of solving inverse Laplace transform is to use contour integration, which can be dicult. The inverse Laplace transform may be solved more easily by indirect approaches; e.g., table lookup; and, for rational X(s), partial fraction expansion.

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

Some transform pairs worth mentioning: 1 e u(t) , for Re{s} > a. s+a 1 L eat u(t) , for Re{s} < a. s+a
at L

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

PROPERTIES OF LAPLACE TRANSFORM

Note: Many of the properties are reminiscent of those in Fourier transform.

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong 12

ERG2030 Signals and Systems

6. Laplace Transform

PARTIAL FRACTION EXPANSION

Suppose that X(s) is rational, with poles a1 , . . . , aM being its poles. The simplest form of partial fraction expansion is as follows: If all ai are dierent from one another, then X(s) may be expanded to a form
M

X(s) =
i=1

Ai s + ai

where the coecients Ai can be obtained by Ai = X(s)(s + ai )|s=ai Remarks: partial fraction expansion would be more complex than the one shown above; e.g., when there are repeated poles (say, a1 = a2 ), and when the order of N (s) is higher than that of D(s).

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

LTI SYSTEM ANALYSIS

For an LTI system, its input-output relation is y(t) = h(t) x(t) where h(t) is the system impulse response, x(t) is the input, y(t) is the output, and is the convolution operator. In the Laplace domain, we have Y (s) = H(s)X(s) We call H(s) the system function or transfer function.

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

Causality Recall that an LTI system is causal if h(t) = 0 for t < 0. For a causal LTI system, the ROC of H(s) is a right-half plane. Stability Also, recall that an LTI system is stable if and only if that X(s)|s=j exist.

|h(t)|dt < . This means

For a stable LTI system, the ROC of H(s) includes Re{s} = 0.

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

Causal Stable System with Rational Laplace Transform Now, consider an LTI causal system with rational H(s) (popular case in practice): For a causal LTI system with rational H(s), it is stable if and only if all the poles of H(s) lies in the left-half of the s-plane.
Im{s}

Re{s}

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

Linear Constant-Coecient Dierential Equations

N

k=0

dk y(t) ak = k dt

k=0

dk x(t) bk dtk

The corresponding system function is rational and is given by Y (s) = H(s) = X(s)
M bk s k k=0 N k k=0 ak s

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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ERG2030 Signals and Systems

6. Laplace Transform

Example: An RLC circuit

R L

+
x(t)

y(t)

In the circuit above, the input and output voltages satisfy d2 y(t) dy(t) LC + RC + y(t) = x(t) dt2 dt In the Laplace domain, the system function is H(s) = Y (s) 1 1/LC = = 2 X(s) LCs2 + RCs + 1 s + (R/L)s + (1/LC)

Wing-Kin Ma, Dept. Electronic Eng., The Chinese University of Hong Kong

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