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Laplace Transform
Prior term midterm exams have been posted on the 6.003 website.
2
Concept Map for Discrete-Time Systems
Unit-Sample Response
index shift h[n] : 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, . . .
Most important new concept from last time was the Z transform.
Delay → R
Block Diagram System Functional
X + + Y Y 1
= H(R) =
Delay Delay X 1 − R − R2
Unit-Sample Response
index shift h[n] : 1, 1, 2, 3, 5, 8, 13, 21, 34, 55, . . .
Z transform
R Impulse Response
ẋ(t) x(t)
h(t) = 2(e−t/2 − e−t ) u(t)
R Impulse Response
ẋ(t) x(t)
h(t) = 2(e−t/2 − e−t ) u(t)
Laplace transform
Unilateral (18.03)
Z ∞
X(s) = x(t)e−st dt
0
Bilateral (6.003)
Z ∞
X(s) = x(t)e−st dt
−∞
x1 (t)
e−t if t ≥ 0 1
x1 (t) =
0 otherwise
t
0
Z ∞ Z ∞ ∞
−st −t −st e−(s+1)t 1
X1 (s) = x1 (t)e dt = e e dt = =
−∞ 0 −(s + 1) s+1
0
provided Re(s + 1) > 0 which implies that Re(s) > −1.
s-plane
1 ROC
; Re(s) > −1
s+1 −1
8
Check Yourself
x2 (t)
e−t − e−2t
if t ≥ 0
x2 (t) =
0 otherwise
t
0
1
1. X2 (s) = (s+1)(s+2) ; Re(s) > −1
1
2. X2 (s) = (s+1)(s+2) ; Re(s) > −2
s
3. X2 (s) = (s+1)(s+2) ; Re(s) > −1
s
4. X2 (s) = (s+1)(s+2) ; Re(s) > −2
5. none of the above
9
Check Yourself
Z ∞
X2 (s) = (e−t − e−2t )e−st dt
0
Z ∞ Z ∞
−t −st
= e e dt − e−2t e−st dt
0 0
1 1 (s + 2) − (s + 1) 1
= − = =
s+1 s+2 (s + 1)(s + 2) (s + 1)(s + 2)
These equations converge if Re(s + 1) > 0 and Re(s + 2) > 0, thus
Re(s) > −1.
s-plane
1 ROC
; Re(s) > −1
(s + 1)(s + 2) −2 −1
10
Check Yourself
x2 (t)
e−t − e−2t
if t ≥ 0
x2 (t) =
0 otherwise
t
0
1
1. X2 (s) = (s+1)(s+2) ; Re(s) > −1
1
2. X2 (s) = (s+1)(s+2) ; Re(s) > −2
s
3. X2 (s) = (s+1)(s+2) ; Re(s) > −1
s
4. X2 (s) = (s+1)(s+2) ; Re(s) > −2
5. none of the above
11
Regions of Convergence
Example:
x3 (t)
−e−t
if t ≤ 0
x3 (t) = t
0 otherwise −1
Z ∞ 0
Z 0
−e−(s+1)t 1
X3 (s) = x3 (t)e−st dt = −e−t e−st dt = =
−(s + 1) s+1
−∞ −∞
−∞
provided Re(s + 1) < 0 which implies that Re(s) < −1.
s-plane
ROC
1
; Re(s) < −1
s+1 −1
12
Left- and Right-Sided ROCs
s-plane
ROC
−e−t u(−t)
1
t
s+1 −1
−1
13
Check Yourself
x4 (t)
x4 (t) = e−|t|
t
0
14
Check Yourself
Z ∞
X4 (s) = e−|t| e−st dt
−∞
Z 0 Z ∞
= e(1−s)t dt + e−(1+s)t dt
−∞ 0
0 ∞
e(1−s)t e−(1+s)t
= +
(1 − s) −(1 + s)
−∞ 0
1 1
= +
− s}
|1 {z + s}
|1 {z
Re(s)<1 Re(s)>−1
1+s+1−s 2
= = ; −1 < Re(s) < 1
(1 − s)(1 + s) 1 − s2
The ROC is the intersection of Re(s) < 1 and Re(s) > −1.
15
Check Yourself
x4 (t)
x4 (t) = e−|t|
t
0
s-plane
2
X4 (s) = ROC
1 − s2
−1 < Re(s) < 1 −1 1
16
Check Yourself
x4 (t)
x4 (t) = e−|t|
t
0
17
Time-Domain Interpretation of ROC
Z ∞
X(s) = x(t) e−st dt
−∞
x1 (t)
s-plane
t
−1
x2 (t)
s-plane
t
−2 −1
x3 (t)
s-plane
t
−1 −1
x4 (t)
s-plane
t
−1 1
18
Time-Domain Interpretation of ROC
Z ∞
X(s) = x(t) e−st dt
−∞
x1 (t)
s-plane
t
−1
x2 (t)
s-plane
t
−2 −1
x3 (t)
s-plane
t
−1 −1
x4 (t)
s-plane
t
−1 1
19
Time-Domain Interpretation of ROC
Z ∞
X(s) = x(t) e−st dt
−∞
x1 (t)
s-plane
t
−1
x2 (t)
s-plane
t
−2 −1
x3 (t)
s-plane
t
−1 −1
x4 (t)
s-plane
t
−1 1
20
Time-Domain Interpretation of ROC
Z ∞
X(s) = x(t) e−st dt
−∞
x1 (t)
s-plane
t
−1
x2 (t)
s-plane
t
−2 −1
x3 (t)
s-plane
t
−1 −1
x4 (t)
s-plane
t
−1 1
21
Check Yourself
2s
The Laplace transform 2 corresponds to how many of
s −4
the following signals?
22
Check Yourself
1. e−2t u(t) + e2t u(t) Re(s) > −2 ∩ Re(s) > 2 Re(s) > 2
2. e−2t u(t) − e2t u(−t) Re(s) > −2 ∩ Re(s) < 2 −2 < Re(s) < 2
3. −e−2t u(−t)+e2t u(t) Re(s) < −2 ∩ Re(s) > 2 none
4. −e−2t u(−t) − e2t u(−t) Re(s) < −2 ∩ Re(s) < 2 Re(s) < −2
23
Check Yourself
2s
The Laplace transform 2 corresponds to how many of
s −4
the following signals? 3
24
Solving Differential Equations with Laplace Transforms
25
Laplace Transform of a Derivative
Assume that
Z ∞X(s) is the Laplace transform of x(t):
X(s) = x(t)e−st dt
−∞
26
Solving Differential Equations with Laplace Transforms
27
Laplace Transform of the Impulse Function
Sifting property:
Multiplying f (t) by δ(t) and integrating over t sifts out f (0).
28
Solving Differential Equations with Laplace Transforms
29
Solving Differential Equations with Laplace Transforms
30
Solving Differential Equations with Laplace Transforms
Summary of method.
31
Solving Differential Equations with Laplace Transforms
Formally,
Z σ+j ∞
1
x(t) = X(s)est ds
2πj σ−j∞
but this integral is not generally easy to compute.
32
Solving Differential Equations with Laplace Transforms
Example 2:
ÿ(t) + 3ẏ(t) + 2y(t) = δ(t)
Laplace transform:
s2 Y (s) + 3sY (s) + 2Y (s) = 1
Solve:
1 1 1
Y (s) = = −
(s + 1)(s + 2) s+1 s+2
Inverse Laplace transform:
y(t) = e−t − e−2t u(t)
33
Properties of Laplace Transforms
1
Area under e−st is → area under se−st is 1 → lim se−st = δ(t) !
sZ s→∞
∞ Z ∞
−st
lim sX(s) = lim x(t)se dt → x(t)δ(t)dt = x(0+ )
s→∞ s→∞ 0 0
(the 0+ arises because the limit is from the right side.)
35
Final Value Theorem
As s → 0 the function e−st flattens out. But again, the area under
se−st is always 1.
e−st
s=1
s=5 x(∞)
s = 25
t
R Impulse Response
ẋ(t) x(t)
h(t) = 2(e−t/2 − e−t ) u(t)
Laplace transform
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