THE LAPLACE TRANSFORMATION

A signal that has a definite beginning in time (such as the seismic waves from an earthquake) can be decomposed into exponentially growing, stationary, or exponentially decaying sinusoidal signals with the Laplace integral transformation:

(1)

The first integral defines the inverse transformation (the synthesis of the given signal) and the second integral the forward transformation (the analysis). It is assumed here that the signal begins at or after the time origin. s is a complex variable that may assume any value for which the second integral converges (depending on f(t), it may not converge when shas a negative real part).

The Laplace transform is then said to "exist" for this value of s. The real parameter which defines the path of integration for the inverse transformation (the first integral) can be arbitrarily chosen as long as it remains on the right side of all singularities of F(s) in the complex splane. This parameter decides whether f(t) is synthesized from decaying ( ), stationary (

), or growing ( ) sinusoidals (remember that est under the integral represents a growing or decaying sinewave, and with imaginary s a pure sinewave).

The time derivative

has the Laplace transform

sF(s), the second derivative has s2 F(s), etc. Suppose now that an analog data-acquisition or dataprocessing system is characterized by the linear differential equation

(2)

where f(t) is the input signal, g(t) is the output signal, and the ci and di are constants. We may then subject each term in the equation to a Laplace transformation and obtain

c2 s2 F(s)+c1 s F(s)+c0 F(s)= d2 s2 G(s)+d1 s G(s)+d0 G(s)

(3)

from which we get

(4)

We have thus expressed the Laplace transform of the output signal by the Laplace transform of the input signal, multiplied by a known rational function of s. From this we can obtain the output signal itself by an inverse Laplace transformation. This means, we can solve the differential equation by transforming it into an algebraic equation for the Laplace transforms. Of course, this is only practical when we are able to evaluate the integrals analytically, which is the case for a wide range of "mathematical" signals. Real signals would have to be approximated by mathematical functions for a transformation.

The method can obviously be applied to linear and time- invariant differential equations of any order. (Time-invariant means that the properties of the

system, and hence the coefficients of the differential equation, do not depend on time.)

The rational function

(5)

is the (Laplace) transfer function of the system described by the differential equation (7). It contains the same information on the system as the differential equation itself. Generally, the transfer function H(s) of an LTI system is the complex function for which

(6)

with F(s) and G(s) representing the Laplace transforms of the input and output signals

Basic Definitions and Results of laplace Transform :

Let f(t) be a function defined on . The Laplace transform of f(t) is a new function defined as :

The domain of is the set of improper integral converges.

, such that the

(1)

We will say that the function f(t) has an exponential order at infinity if, and only if, there exist and M such that

(2)

Existence of Laplace transform Let f(t) be a function piecewise continuous on

[0,A] (for every A>0) and have an exponential order at infinity with . Then, the Laplace transform is defined for , that is . (3) Uniqueness of Laplace transform Let f(t), and g(t), be two functions piecewise continuous with an exponential order at infinity. Assume that

then f(t)=g(t) for , for every B > 0, except maybe for a finite set of points. (4) If , then

(5) Suppose that f(t), and its derivatives , for , are piecewise continuous and have an exponential order at infinity. Then we have

This is a very important formula because of its use in differential equations.

(6) Let f(t) be a function piecewise continuous on [0,A] (for every A>0) and have an exponential order at infinity. Then we have

where

is the derivative of order n of the function F.

(7) Let f(t) be a function piecewise continuous on [0,A] (for every A>0) and have an exponential order at infinity. Suppose that the limit finite. Then we have , is

(8)

Heaviside function The function

is called the Heaviside function at c. It plays a

major role when discontinuous functions are involved. We have

When c=0, we write . The notation , is also used to denote the Heaviside function.

(9)

Let f(t) be a function which has a Laplace transform. Then , and

Hence,

Example: Find . Solution: Since

, we get

Hence,

In particular, we have

LAPLACE TRANSFORM: Gamma Function

which implies ,

where the Gamma function

is defined by

The domain of the Gamma function is x > 1. Using integration by part, one can easily prove the fundamental formula ,

which implies (knowing that

Consequently, we have

Introduction to Laplace Transform Analysis

where is real and is a complex variable. The one-sided Laplace transform is also called the unilateral Laplace transform. There is also a twosided, or bilateral, Laplace transform obtained by setting the lower integration limit to instead of 0. Since we will be analyzing only causalD.1 linear systems using the Laplace transform, we can use either. However, it is customary in engineering treatments to use the one-sided definition. When evaluated along the axis (i.e., ), the Laplace transform reduces to the unilateral Fourier transform:

The Fourier transform is normally defined bilaterally ( above), but for causal signals , there is no difference. We see that the Laplace transform can be viewed as a generalization of the Fourier transform from the real line (a simple frequency axis) to the entire complex plane. We say that the Fourier transform is obtained by evaluating the Laplace transform along the axis in the complex plane. An advantage of the Laplace transform is the ability to transform signals which have no Fourier transform. To see this, we can write the Laplace transform as

Thus, the Laplace transform can be seen as the Fourier transform of an exponentially windowed input signal. For (the so-called ``strict right-half plane'' (RHP)), this exponential weighting forces the Fouriertransformed signal toward zero as . As long as the signal does not increase faster than for

some , its Laplace transform will exist for all We make this more precise in the next section.

Existence of the Laplace Transform

A function has a Laplace transform whenever it is of exponential order. That is, there must be a real number such that

As an example, every exponential function has a Laplace transform for all finite values of and . Let's look at this case more closely. The Laplace transform of a causal, growing exponential function

is given by

Thus, the Laplace transform of an exponential , but this is defined only for re

is

Laplace transform theoram

Thus, linearity of the Laplace transform follows immediately from the linearity of integration

2.Differentiation: The differentiation theorem for Laplace transforms states that

where , and is any differentiable function that approaches zero as goes to infinity. In operator notation,

Proof: This follows immediately from integration by parts:

since

by assumption.

Corollary: Integration Theorem

Thus, successive time derivatives correspond to successively higher powers of , and successive integrals with respect to time correspond to successively higher powers of .

Application of Laplace transform

Example 1. Show that the Laplace transform of the step function given by

is

. , we obtain

Solution. Using the integral definition for

Example 2. Show that

, where a is a real constant. equals

Solution. We actually show that the integral defining

the formula for values of s with and that the extension to other values of s is inferred by our knowledge about the domain of a rational function. Using straightforward integration techniques gives

Let be fixed, or where . Then, as is a negative real number, we have , which implies that , and use this expression in the preceding equation to obtain . . can be written as the linear , we obtain

Example 3. Show that Solution. Because combination

Example 4. Show that Solution.Integration by parts yields

For values of s in the right half-plane , an argument shows that the limit approaches zero, establishing the result. Example 5. Show that Solution. A direct approach using the definition is tedious. Instead, let's assume that the complex constants are permitted and hence that the following Laplace transforms exist: and Recall that we have . .

can be written as the linear combination . Using the linearity of the Laplace transform,

Inverting the Laplace transform is usually accomplished with the aid of a table of known Laplace transforms and the technique of partial fraction expansion.

Example 6. Find the inverse Laplace transform Solution. Using linearity and lines 6 and 7 of Table 11.2, we obtain