INSTITUTE OF ENGINEERING AND MANAGEMENT

SCIENCES

REPORT

LAPLACE TRANSFORM AND Z-TRANSFORM

SUBMITTED TO:

Dr, daness bill

SUBMITTED BY:
ww.chin chon moon

TABLE OF CONTENTS

 Laplace Transform Page No.

 History 3
 Formal Definition 4
 Unilateral & Bilateral
Laplace Transforms 5
 Domain 6
 Flowchart 6
 Advantages 7
 Inverse Laplace Transform 7
 ROC 8
 Derivation 9

1
  Applications 9
 Appendix A 10

 Z-Transform
 History 14
 Formal Definition 14
 ROC 16
 Flowchart 21
 Relationship To Fourier 21
 Transfer Function 22
 Zeros and Poles 22
 Applications 23
 Appendix B 24
 References 27

2
 LAPLACE TRANSFORM

HISTORY
The Laplace transform is named in honor of mathematician and
astronomer Pierre-Simon Laplace, who used the transform in his
work on probability theory.

From 1744, Leonhard Euler investigated integrals of the form:

As solutions of differential equations but did not pursue the

matter very far. Joseph Louis Lagrange was an admirer of Euler and,
in his work on integrating probability density functions, investigated
expressions of the form:

3
 That are some modern historians have interpreted within
modern Laplace transform theory.

These types of integrals seem first to have attracted Laplace's

attention in 1782 where he was following in the spirit of Euler in using
the integrals themselves as solutions of equations. However, in 1785,
Laplace took the critical step forward when, rather than just look for a
solution in the form of an integral; he started to apply the transforms
in the sense that was later to become popular. He used an integral of
the form:

Akin to a Mellin transform, to transform the whole of a

difference equation, in order to look for solutions of the transformed
equation. He then went on to apply the Laplace transform in the same
way and started to derive some of its properties, beginning to
appreciate its potential power.

Laplace also recognized that Joseph Fourier's method of

Fourier series for solving the diffusion equation could only apply to a
limited region of space as the solutions were periodic. In 1809,
Laplace applied his transform to find solutions that diffused
indefinitely in space.

FORMAL DEFINITION:
The two main techniques in signal processing, convolution and
Fourier analysis, teach that a linear system can be completely
understood from its impulse or frequency response. This is a much
generalized approach, since the impulse and frequency responses
can be of nearly any shape or form. In fact, it is too general for many
applications in science and engineering. Many of the parameters in
our universe interact through differential equations. For example, the
voltage across an inductor is proportional to the derivative of the
current through the device. Likewise, the force applied to a mass is
proportional to the derivative of its velocity. Physics is filled with these

4
kinds of relations. The frequency and impulse responses of these
systems cannot be arbitrary, but must be consistent with the solution
of these differential equations. This means that their impulse
responses can only consist of exponentials and sinusoids. The
Laplace transform is a technique for analyzing these special systems
when the signals are continuous. The z-transform is a similar
technique used in the discrete case.

The Laplace transform of a function f(t), defined for all real

numbers t ≥ 0, is the function F(s), defined by:

The lower limit of 0− is short notation to mean

And assures the inclusion of the entire Dirac delta function δ(t)
at 0 if there is such an impulse in f(t) at 0.

The parameter s is in general complex:

This integral transform has a number of properties that make it

useful for analyzing linear dynamic systems. The most significant
advantage is that differentiation and integration become multiplication
and division, respectively; by s. (This is similar to the way that
logarithms change an operation of multiplication of numbers to
addition of their logarithms.) This changes integral equations and
differential equations to polynomial equations, which are much easier
to solve. Once solved, use of the inverse Laplace transform reverts
back to the time domain.

5
UNILATERAL AND BILATERAL LAPLACE TRANSFORM
When one says "the Laplace transform" without qualification, the
unilateral or one-sided transform is normally intended. The Laplace
transform can be alternatively defined as the bilateral Laplace
transform or two-sided Laplace transform by extending the limits of
integration to be the entire real axis. If that is done the common
unilateral transform simply becomes a special case of the bilateral
transform where the definition of the function being transformed is
multiplied by the Heaviside step function.

The bilateral Laplace transform is defined as follows:

DOMAIN:

 Time-Domain
 Frequency-Domain

6
Relationship between the time domain and the frequency domain. Note the * in
the time domain, denoting convolution

FLOW CHART OF SOLVING IVP BY LAPLACE

TRANSFORM:

(a) If we have the function g(t), then G(s) = G = {g(t)}.

(b) g(0) is the value of the function g(t) at t = 0.

(c) g'(0), g''(0),... are the values of the derivatives of the function at t =
0.

If g(t) is continuous and g'(0), g''(0),... are finite, then

7
(1)

(2) {g''(t)} = s2G − s g(0) − g'(0)

ADVANTAGES:

 Solving a nonhomogeneous ODE does not require first solving

the homogeneous ODE

 Initial values are automatically taken care of

 Complicated inputs r(t) (right sides of linear ODEs) can be

handled very efficiently

INVERSE LAPLACE TRANSFORM:

In mathematics, the inverse Laplace transform of F(s) is the
function f(t) which has the property

That is the Laplace transform.

It can be proven, that if a function F(s) has the inverse Laplace

transform f(t), i.e. f is a piecewise continuous and exponentially
restricted real function f satisfying the condition

Then f(t) is uniquely determined (considering functions which

differ from each other only on a point set having Lebesgue measure
zero as the same).

The Laplace transform and the inverse Laplace transform

together have a number of properties that make them useful for
analysing linear dynamic systems.

8
 An integral formula for the inverse Laplace transform, called the
Bromwich integral, the Fourier-Mellin integral, and Mellin's
inverse formula, is given by the line integral:

Where the integration is done along the vertical line Re(s) = γ in

the complex plane such that γ is greater than the real part of all
singularities of F(s). This ensures that the contour path is in the
region of convergence. If all singularities are in the left half-plane,
then γ can be set to zero and the above inverse integral formula
above becomes identical to the inverse Fourier transform.

In practice, computing the complex integral can be done by using the

Cauchy residue theorem.

It is named after Hjalmar Mellin (Finland 1854 – 1933), Joseph

Fourier, and Thomas John I'Anson Bromwich (1875-1929).

Region Of Convergence (ROC):

The Laplace transform F(s) typically exists for all complex
numbers such that Re{s} > a, where a is a real constant which
depends on the growth behavior of f(t), whereas the two-sided
transform is defined in a range a < Re{s} < b. The subset of values of
s for which the Laplace transform exists is called the region of
convergence (ROC) or the domain of convergence. In the two-sided
case, it is sometimes called the strip of convergence.

The integral defining the Laplace transform of a function may

fail to exist for various reasons. For example, when the function has
infinite discontinuities in the interval of integration, or when it
increases so rapidly that e − pt cannot damp it sufficiently for
convergence on the interval to take place. There are no specific
conditions that one can check a function against to know in all cases
if its Laplace transform can be taken, other than to say the defining
integral converges. It is however possible to give theorems on cases
where it may or may not be taken.

9
Proof of the Laplace Transform of a Function's
Derivative
It is often convenient to use the differentiation property of the
Laplace transform to find the transform of a function's derivative. This
can be derived from the basic expression for a Laplace transform as
follows:

(by parts)

yielding

and in the bilateral case, we have

APPLICATIONS:
 Mathematics
 Physics
 Optics
 Electrical Engineering
 Control Engineering

10
  Signal Processing
 Probability Theory

APPENDIX A
LAPLACE TABLE

ID Function Time domain Laplace s-domain Region of

convergenc

11
 e
for causal
systems

1 ideal delay

1a unit impulse 1

delayed nth
power
2 with
frequency
shift

nth power
2a ( for integer
n)

2a. qth power

1 ( for real q )

2a.
unit step
2

delayed unit
2b
step

2c ramp

12
 nth power
with
2d
frequency
shift

2d. exponential
1 decay

exponential
3
approach

4 sine

5 cosine

hyperbolic
6
sine

hyperbolic
7
cosine

Exponentiall
8 y-decaying
sine wave

Exponentiall
9 y-decaying
cosine wave

10 nth root

13
 natural
11
logarithm

Bessel
function
12 of the first
kind,
of order n

Modified
Bessel
function
13
of the first
kind,
of order n

Bessel
function
14 of the
second kind,
of order 0

Modified
Bessel
function
15
of the
second kind,
of order 0

Error
16
function

14
15
 Z-TRANSFORM

In mathematics and signal processing, the Z-transform

converts a discrete time-domain signal, which is a sequence of real or
complex numbers, into a complex frequency-domain representation.

16
It is like a discrete equivalent of the Laplace transform. This similarity
is explored in the theory of time scale calculus.

HISTORY:
• The Z-transform was introduced, under this name, by Ragazzini
and Zadeh in 1952.
• The modified or advanced Z-transform was later developed by
E. I. Jury, and presented in his book Sampled-Data Control
Systems (John Wiley & Sons 1958). The idea contained within
the Z-transform was previously known as the "generating
function method".

FORMAL DEFINITION:
The Z-transform, like many other integral transforms, can be
defined as either a one-sided or two-sided transform.

Bilateral Z-transform

The bilateral or two-sided Z-transform of a discrete-time signal x[n]

is the function X(z) defined as

Where n is an integer and z is, in general, a complex number:

z = Aejφ (OR)
z = A(cosφ + jsinφ)
Where A is the magnitude of z, and φ is the complex argument (also
referred to as angle or phase) in radians.

Unilateral Z-transform

Alternatively, in cases where x[n] is defined only for n ≥ 0, the

single-sided or unilateral Z-transform is defined as

17
In signal processing, this definition is used when the signal is causal.

An important example of the unilateral Z-transform is the probability-

generating function, where the component x[n] is the probability that a
discrete random variable takes the value n, and the function X(z) is
usually written as X(s), in terms of s = z − 1. The properties of Z-
transforms (below) have useful interpretations in the context of
probability theory.

In geophysics, the usual definition for the Z-transform is a

polynomial in z as opposed to z − 1. This convention is used by
Robinson and Treitel and by Kanasewich. The geophysical definition
is

The two definitions are equivalent; however, the difference results in

a number of changes. For example, the location of zeros and poles
move from inside the unit circle, using one definition, to outside the
unit circle, using the other definition (and vice versa).

Region of Convergence (ROC):

The region of convergence (ROC) is the set of points in the
complex plane for which the Z-transform summation converges.

(No ROC):

18
Let . Expanding on the interval it becomes

Looking at the sum

Therefore, there are no such values of that satisfy this condition.

(Causal ROC):

ROC shown in blue, the unit circle as a dotted grey circle and
the circle is shown as a dashed black circle. Let
(where u is the Heaviside step function). Expanding
on the interval it becomes

Looking at the sum

The last equality arises from the infinite geometric series and
the equality only holds if which can be rewritten in terms

19
of as . Thus, the ROC is . In this case the ROC is
the complex plane with a disc of radius 0.5 at the origin "punched
out".

(Anticausal ROC):

ROC shown in blue, the unit circle as a dotted grey circle and
the circle is shown as a dashed black circle

Let (where u is the Heaviside step function).

Expanding on the interval it becomes

Looking at the sum

Using the infinite geometric series, again, the equality only holds if
which can be rewritten in terms of as . Thus, the
ROC is . In this case the ROC is a disc centered at the origin
and of radius 0.5.

20
 What differentiates this example from the previous example is
only the ROC. This is intentional to demonstrate that the transform
result alone is insufficient.

Conclusion:
CAUSAL AND ANTICAUSAL Z Transform clearly show that the Z-
transform of is unique when and only when specifying the
ROC. Creating the pole-zero plot for the causal and anticausal case
show that the ROC for either case does not include the pole that is at
0.5. This extends to cases with multiple poles: the ROC will never
contain poles.

the causal system yields an ROC that includes while the

anticausal system yields an ROC that includes .

ROC shown as a blue ring

In systems with multiple poles it is possible to have an ROC that

includes neither nor . The ROC creates a circular
band. For example, have poles at
0.5 and 0.75. The ROC will be , which includes
neither the origin nor infinity. Such a system is called a mixed-
causality system as it contains a causal term and an
anticausal term .

21
The stability of a system can also be determined by knowing the ROC
alone. If the ROC contains the unit circle (i.e., ) then the
system is stable. In the above systems the causal system (Example
2) is stable because contains the unit circle.

If you are provided a Z-transform of a system without an ROC (i.e.,

an ambiguous ) you can determine a unique provided you
desire the following:

• Stability
• Causality

If you need stability then the ROC must contain the unit circle. If you
need a causal system then the ROC must contain infinity and the
system function will be a right-sided sequence. If you need an
anticausal system then the ROC must contain the origin and the
system function will be a left-sided sequence. If you need both,
stability and causality, all the poles of the system function must be
inside the unit circle.

FLOW CHART FOR SOLVING PARTIAL FRACTION

EXPANSION

22
EXAMPLE OF PARTIAL FRACTION EXPASION

23
Relationship to Fourier:
The Z-transform is a generalization of the discrete-time Fourier
transform (DTFT). The DTFT can be found by evaluating the Z-
transform at or, in other words, evaluated on the unit
circle. In order to determine the frequency response of the system the
Z-transform must be evaluated on the unit circle, meaning that the
system's region of convergence must contain the unit circle.
Otherwise, the DTFT of the system does not exist.

24
Transfer Function:
Taking the Z-transform of the above equation (using linearity
and time-shifting laws) yields

and rearranging results in

Zeros and Poles:

From the fundamental theorem of algebra the numerator has M
roots (corresponding to zeros of H) and the denominator has N roots
(corresponding to poles). Rewriting the transfer function in terms of
poles and zeros

Where is the zero and is the pole. The zeros and

poles are commonly complex and when plotted on the complex plane
(z-plane) it is called the pole-zero plot.

In simple words, zeros are the solutions to the equation

obtained by setting the numerator equal to zero, while poles are the
solutions to the equation obtained by setting the denominator equal to
zero.

In addition, there may also exist zeros and poles at z = 0 and

. If we take these poles and zeros as well as multiple-order
zeros and poles into consideration, the number of zeros and poles
are always equal.

By factoring the denominator, partial fraction decomposition can

be used, which can then be transformed back to the time domain.

25
Doing so would result in the impulse response and the linear constant
coefficient difference equation of the system.

If such a system is driven by a signal then the output

is . By performing partial fraction decomposition
on and then taking the inverse Z-transform the output can

be found. In practice, it is often useful to fractionally decompose

before multiplying that quantity by to generate a form of which
has terms with easily computable inverse Z-transforms.

APPLICATIONS

 Mathematics
 Physics
 Optics
 Electrical Engineering
 Control Engineering
 Signal Processing
 Probability Theory

26
 APPENDIX B
Table of common Z-transform pairs

Signal, x[n] Z-transform, X(z) ROC

27
9

1
0

1
1

1
2

1
3

1
4

1
5

1
6

1
7

1
8

28
1
9

2
0

29
REFERENCES

• en.wikipedia.org/wiki/Laplace_transform
• mathworld.wolfram.com/LaplaceTransform.html
• www.didaktik.itn.liu.se/thesis/margarita_thesis3.pdf
• www.stanford.edu/~boyd/ee102/laplace.pdf
• www.physicsforums.com/
• en.wikipedia.org/wiki/Z-transform
• www.dspguide.com/
• math.fullerton.edu
• fourier.eng.hmc.edu
• embeddedsystemdesign.blogspot.com
• dspcan.homestead.com
• www.vocw.edu
• www.csupomona.edu
• www.intmath.com
• www.physicsforums.com

CONSULTED BOOKS
• Erwin Kreyszig, Advanced Engineering Mathematics, 5th
Edition, Prentice Hall, 1988, Page no.230, 232, 259, 272

• Alan V.Oppenheim, Alan S.Willsky, Signals and Systems,

Seventh Edition, Prentice Hall, Page no.175

• B.P. Lathi, Signal Processing and Linear Systems,Oxford

University press,Page no.163

30