S.

Boyd EE102

Lecture 3
The Laplace transform

• definition & examples

• properties & formulas

– linearity
– the inverse Laplace transform
– time scaling
– exponential scaling
– time delay
– derivative
– integral
– multiplication by t
– convolution

3–1
 Idea

the Laplace transform converts integral and differential equations into

algebraic equations

this is like phasors, but

• applies to general signals, not just sinusoids
• handles non-steady-state conditions

allows us to analyze
• LCCODEs
• complicated circuits with sources, Ls, Rs, and Cs
• complicated systems with integrators, differentiators, gains

The Laplace transform 3–2

 Complex numbers
complex number in Cartesian form: z = x + jy
• x = <z, the real part of z
• y = =z, the imaginary part of z
√ √
• j = −1 (engineering notation); i = −1 is polite term in mixed
company

complex number in polar form: z = rejφ

• r is the modulus or magnitude of z
• φ is the angle or phase of z
• exp(jφ) = cos φ + j sin φ

complex exponential of z = x + jy:

ez = ex+jy = exejy = ex(cos y + j sin y)

The Laplace transform 3–3

 The Laplace transform

we’ll be interested in signals defined for t ≥ 0

the Laplace transform of a signal (function) f is the function F = L(f )

defined by Z ∞
F (s) = f (t)e−st dt
0
for those s ∈ C for which the integral makes sense

• F is a complex-valued function of complex numbers

• s is called the (complex) frequency variable, with units sec−1; t is called
the time variable (in sec); st is unitless
• for now, we assume f contains no impulses at t = 0

common notation convention: lower case letter denotes signal; capital

letter denotes its Laplace transform, e.g., U denotes L(u), Vin denotes
L(vin), etc.

The Laplace transform 3–4

 Example
let’s find Laplace transform of f (t) = et:
Z ∞ Z ∞ ¯∞
1 (1−s)t ¯ = 1
¯
F (s) = et e−st dt = e(1−s)t dt = e
0 0 1−s ¯
0 s−1

provided we can say e(1−s)t → 0 as t → ∞, which is true for <s > 1:

¯ ¯ ¯ ¯ ¯ ¯
¯ (1−s)t¯ ¯ −j(=s)t¯ ¯ (1−<s)t¯
¯e ¯ = ¯e ¯ ¯e ¯ = e(1−<s)t
| {z }
=1

• the integral defining F makes sense for all s ∈ C with <s > 1 (the
‘region of convergence’ of F )
• but the resulting formula for F makes sense for all s ∈ C except s = 1

we’ll ignore these (sometimes important) details and just say that

1
L(et) =
s−1
The Laplace transform 3–5
 More examples

constant: (or unit step) f (t) = 1 (for t ≥ 0)

Z ∞ ¯∞
1 ¯ =1
¯
F (s) = e−st dt = − e−st
0 s ¯
0 s

provided we can say e−st → 0 as t → ∞, which is true for <s > 0 since
¯ −st¯ ¯¯ −j(=s)t¯¯ ¯¯ −(<s)t¯¯
¯e ¯ = ¯e ¯ ¯e ¯ = e−(<s)t
| {z }
=1

• the integral defining F makes sense for all s with <s > 0
• but the resulting formula for F makes sense for all s except s = 0

The Laplace transform 3–6

sinusoid: first express f (t) = cos ωt as

f (t) = (1/2)ejωt + (1/2)e−jωt

now we can find F as

Z ∞
−st
¡ jωt −jωt
¢
F (s) = e (1/2)e + (1/2)e dt
0
Z ∞ Z ∞
(−s+jω)t
= (1/2) e dt + (1/2) e(−s−jω)t dt
0 0
1 1
= (1/2) + (1/2)
s − jω s + jω
s
= 2
s + ω2

(valid for <s > 0; final formula OK for s 6= ±jω)

The Laplace transform 3–7

powers of t: f (t) = tn (n ≥ 1)
we’ll integrate by parts, i.e., use
Z b ¯b Z b
0
¯
u(t)v (t) dt = u(t)v(t)¯¯ − v(t)u0(t) dt
a a a

with u(t) = tn, v 0(t) = e−st, a = 0, b = ∞

Z ∞ µ −st ¶¯∞ Z ∞
−e ¯ n
F (s) = tne−st dt = tn ¯ + tn−1e−st dt
0 s ¯
0 s 0
n
= L(tn−1)
s
provided tne−st → 0 if t → ∞, which is true for <s > 0
applying the formula recusively, we obtain
n!
F (s) =
sn+1
valid for <s > 0; final formula OK for all s 6= 0

The Laplace transform 3–8

 Impulses at t = 0
if f contains impulses at t = 0 we choose to include them in the integral
defining F : Z ∞
F (s) = f (t)e−st dt
0−

(you can also choose to not include them, but this changes some formulas
we’ll see & use)
example: impulse function, f = δ
Z ∞
−st
¯
−st ¯
F (s) = δ(t)e dt = e t=0
=1
0−

similarly for f = δ (k) we have

Z ∞ k
¯
kd
(k)
¯ ¯
k −st ¯
F (s) = δ (t)e −st −st ¯
dt = (−1) k e ¯ =s e t=0
= sk
0− dt t=0

The Laplace transform 3–9

 Linearity

the Laplace transform is linear : if f and g are any signals, and a is any
scalar, we have

L(af ) = aF, L(f + g) = F + G

i.e., homogeneity & superposition hold

example:
¡ t
¢
L 3δ(t) − 2e = 3L(δ(t)) − 2L(et)
2
= 3−
s−1
3s − 5
=
s−1

The Laplace transform 3–10

 One-to-one property
the Laplace transform is one-to-one: if L(f ) = L(g) then f = g
(well, almost; see below)

• F determines f
• inverse Laplace transform L−1 is well defined
(not easy to show)
example (previous page):
µ ¶
3s − 5
L−1 = 3δ(t) − 2et
s−1

in other words, the only function f such that

3s − 5
F (s) =
s−1
is f (t) = 3δ(t) − 2et

The Laplace transform 3–11

what ‘almost’ means: if f and g differ only at a finite number of points
(where there aren’t impulses) then F = G

examples:
• f defined as ½
1 t=2
f (t) =
0 t=
6 2
has F = 0

• f defined as ½
1/2 t = 0
f (t) =
1 t>0
has F = 1/s (same as unit step)

The Laplace transform 3–12

 Inverse Laplace transform

in principle we can recover f from F via

Z σ+j∞
1
f (t) = F (s)est ds
2πj σ−j∞

where σ is large enough that F (s) is defined for <s ≥ σ

surprisingly, this formula isn’t really useful!

The Laplace transform 3–13

 Time scaling

define signal g by g(t) = f (at), where a > 0; then

G(s) = (1/a)F (s/a)

makes sense: times are scaled by a, frequencies by 1/a

let’s check:
Z ∞ Z ∞
G(s) = f (at)e−st dt = (1/a) f (τ )e−(s/a)τ dτ = (1/a)F (s/a)
0 0

where τ = at
example: L(et) = 1/(s − 1) so

at 1 1
L(e ) = (1/a) =
(s/a) − 1 s − a

The Laplace transform 3–14

 Exponential scaling

let f be a signal and a a scalar, and define g(t) = eatf (t); then

G(s) = F (s − a)

let’s check:
Z ∞ Z ∞
−st at
G(s) = e e f (t) dt = e−(s−a)tf (t) dt = F (s − a)
0 0

example: L(cos t) = s/(s2 + 1), and hence

−t s+1 s+1
L(e cos t) = =
(s + 1)2 + 1 s2 + 2s + 2

The Laplace transform 3–15

 Time delay

let f be a signal and T > 0; define the signal g as

½
0 0≤t<T
g(t) =
f (t − T ) t ≥ T

(g is f , delayed by T seconds & ‘zero-padded’ up to T )

f (t) g(t)
rag replacements

t t
t=T

The Laplace transform 3–16

then we have G(s) = e−sT F (s)

derivation:
Z ∞ Z ∞
G(s) = e−stg(t) dt = e−stf (t − T ) dt
0 T
Z ∞
= e−s(τ +T )f (τ ) dτ
0
−sT
= e F (s)

The Laplace transform 3–17

example: let’s find the Laplace transform of a rectangular pulse signal
½
1 if a ≤ t ≤ b
f (t) =
0 otherwise

where 0 < a < b

we can write f as f = f1 − f2 where
½ ½
1 t≥a 1 t≥b
f1(t) = f2(t) =
0 t<a 0 t<b

i.e., f is a unit step delayed a seconds, minus a unit step delayed b seconds
hence

F (s) = L(f1) − L(f2)

e−as − e−bs
=
s
(can check by direct integration)

The Laplace transform 3–18

 Derivative

if signal f is continuous at t = 0, then

L(f 0) = sF (s) − f (0)

• time-domain differentiation becomes multiplication by frequency

variable s (as with phasors)
• plus a term that includes initial condition (i.e., −f (0))

higher-order derivatives: applying derivative formula twice yields

L(f 00) = sL(f 0) − f 0(0)

= s(sF (s) − f (0)) − f 0(0)
= s2F (s) − sf (0) − f 0(0)

similar formulas hold for L(f (k))

The Laplace transform 3–19

examples

• f (t) = et, so f 0(t) = et and

10
L(f ) = L(f ) =
s−1
10
using the formula, L(f ) = s( ) − 1, which is the same
s−1

• sin ωt = − ω1 d
dt cos ωt, so
µ ¶
1 s ω
L(sin ωt) = − s 2 2
−1 =
ω s +ω s2 + ω 2

• f is unit ramp, so f 0 is unit step

µ ¶
1
L(f 0) = s − 0 = 1/s
s2

The Laplace transform 3–20

derivation of derivative formula: start from the defining integral
Z ∞
G(s) = f 0(t)e−stdt
0

integration by parts yields

Z ∞
−st
¯∞
G(s) = e f (t)¯ − 0
f (t)(−se−st) dt
0
= lim f (t)e−st − f (0) + sF (s)
t→∞

for <s large enough the limit is zero, and we recover the formula

G(s) = sF (s) − f (0)

The Laplace transform 3–21

derivative formula for discontinuous functions

if signal f is discontinuous at t = 0, then

L(f 0) = sF (s) − f (0−)

example: f is unit step, so f 0(t) = δ(t)

µ ¶
0 1
L(f ) = s −0=1
s

The Laplace transform 3–22

 Example: RC circuit
1Ω
PSfrag replacements

u 1F y

• capacitor is uncharged at t = 0, i.e., y(0) = 0

• u(t) is a unit step

from last lecture,

y 0(t) + y(t) = u(t)

take Laplace transform, term by term:

sY (s) + Y (s) = 1/s

(using y(0) = 0 and U (s) = 1/s)

The Laplace transform 3–23

solve for Y (s) (just algebra!) to get

1/s 1
Y (s) = =
s + 1 s(s + 1)

to find y, we first express Y as

1 1
Y (s) = −
s s+1

(check!)

therefore we have

y(t) = L−1(1/s) − L−1(1/(s + 1)) = 1 − e−t

Laplace transform turned a differential equation into an algebraic equation

(more on this later)

The Laplace transform 3–24

 Integral
let g be the running integral of a signal f , i.e.,
Z t
g(t) = f (τ ) dτ
0

then
1
G(s) = F (s)
s
i.e., time-domain integral becomes division by frequency variable s
example: f = δ, so F (s) = 1; g is the unit step function

G(s) = 1/s

example: f is unit step function, so F (s) = 1/s; g is the unit ramp

function (g(t) = t for t ≥ 0),

G(s) = 1/s2

The Laplace transform 3–25

derivation of integral formula:
Z ∞ µZ t ¶ Z ∞ Z t
G(s) = f (τ ) dτ e−st dt = f (τ )e−st dτ dt
t=0 τ =0 t=0 τ =0

here we integrate horizontally first over the triangle 0 ≤ τ ≤ t

t

PSfrag replacements

let’s switch the order, i.e., integrate vertically first:

Z ∞ Z ∞ Z ∞ µZ ∞ ¶
G(s) = f (τ )e−st dt dτ = f (τ ) e−st dt dτ
τ =0 t=τ τ =0 t=τ
Z ∞
= f (τ )(1/s)e−sτ dτ
τ =0
= F (s)/s

The Laplace transform 3–26

 Multiplication by t

let f be a signal and define

g(t) = tf (t)

then we have
G(s) = −F 0(s)

to verify formula, just differentiate both sides of

Z ∞
F (s) = e−stf (t) dt
0

with respect to s to get

Z ∞
F 0(s) = (−t)e−stf (t) dt
0

The Laplace transform 3–27

examples

• f (t) = e−t, g(t) = te−t

−t d 1 1
L(te ) = − =
ds s + 1 (s + 1)2

• f (t) = te−t, g(t) = t2e−t

d 1 2
L(t2e−t) = − =
ds (s + 1)2 (s + 1)3

• in general,
k −t (k − 1)!
L(t e ) =
(s + 1)k+1

The Laplace transform 3–28

 Convolution

the convolution of signals f and g, denoted h = f ∗ g, is the signal

Z t
h(t) = f (τ )g(t − τ ) dτ
0

Z t
• same as h(t) = f (t − τ )g(τ ) dτ ; in other words,
0

f ∗g =g∗f

• (very great) importance will soon become clear

in terms of Laplace transforms:

H(s) = F (s)G(s)

Laplace transform turns convolution into multiplication

The Laplace transform 3–29

let’s show that L(f ∗ g) = F (s)G(s):
Z ∞ µZ t ¶
H(s) = e−st f (τ )g(t − τ ) dτ dt
t=0 τ =0
Z ∞Z t
= e−stf (τ )g(t − τ ) dτ dt
t=0 τ =0

where we integrate over the triangle 0 ≤ τ ≤ t

Z ∞ Z ∞
• change order of integration: H(s) = e−stf (τ )g(t − τ ) dt dτ
τ =0 t=τ
• change variable t to t = t − τ ; dt = dt; region of integration becomes
τ ≥ 0, t ≥ 0
Z ∞ Z ∞
H(s) = e−s(t+τ )f (τ )g(t) dt dτ
τ =0 t=0
µZ ∞ ¶ µZ ∞ ¶
= e−sτ f (τ ) dτ e−stg(t) dt
τ =0 t=0

= F (s)G(s)

The Laplace transform 3–30

examples

• f = δ, F (s) = 1, gives
H(s) = G(s),
which is consistent with
Z t
δ(τ )g(t − τ )dτ = g(t)
0

• f (t) = 1, F (s) = e−sT /s, gives

H(s) = G(s)/s

which is consistent with

Z t
h(t) = g(τ ) dτ
0

• more interesting examples later in the course . . .

The Laplace transform 3–31

 Finding the Laplace transform

you should know the Laplace transforms of some basic signals, e.g.,

• unit step (F (s) = 1/s), impulse function (F (s) = 1)

• exponential: L(eat) = 1/(s − a)
• sinusoids L(cos ωt) = s/(s2 + ω 2), L(sin ωt) = ω/(s2 + ω 2)

these, combined with a table of Laplace transforms and the properties

given above (linearity, scaling, . . . ) will get you pretty far

and of course you can always integrate, using the defining formula
Z ∞
F (s) = f (t)e−st dt . . .
0

The Laplace transform 3–32

 Patterns

while the details differ, you can see some interesting symmetric patterns
between

• the time domain (i.e., signals), and

• the frequency domain (i.e., their Laplace transforms)

• differentiation in one domain corresponds to multiplication by the

variable in the other
• multiplication by an exponential in one domain corresponds to a shift
(or delay) in the other

we’ll see these patterns (and others) throughout the course

The Laplace transform 3–33