Laplace Transform

S R M Prasanna, EEE, IIT Guwahati

November 19, 2014

Laplace Transform

1 Overview
Introduction
Laplace transform
LT and CTFT
ROC
Properties of laplace transform
Inverse LT
Summary

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2 Introduction
Fourier transform provides FD description of signal.
ejt is complex exponential for CTFT.
Complex exponential is purely imaginary.
Can we generalize it to include both real and imaginary parts?
Let s = + j be the complex number.
Re{s} = and Im{s} = .
What are its benefits?
More generalization compared to FT.
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3 Why more generalization needed?

FT may not converge for many cases.
Generalization provides handlers for making some cases out of many
to converge.
That is, for some x(t) not converging, FT will not exist, but we can
obtain the FD description by using generalized basis function.
Generalized basis function is est as opposed to ejt .
Also gives a representation where the system behavior can be visualized better.

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4 Eigenfunction Property of est

y(t) = x(t) h(t) =

h( )x(t

)d .

Let x(t) = ejt .

y(t) =

j(t ) d
h( )e

y(t) = ejt

j d
h( )e

y(t) = ejt H(j)

y(t) = H(j)ejt
Above is Eigenfunction property of ejt
H(j) =

j d
h( )e

is FT of h(t).

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Laplace Transform
Let x(t) = est .
y(t) =

s(t ) d
h( )e

y(t) = est

s d
h( )e

y(t) = est H(s)

y(t) = H(s)est
Above is Eigenfunction property of est
H(s) =

s d
h( )e

is termed as Laplace transform of h(t).

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5 Laplace Transform
The Laplace transform (LT) of CT signal x(t) is defined as X(s) =
R
st dt.
x(t)e
s = + j
If s = j, purely imaginary, then LT is X(s) = X(j) =
becomes FT.

jt
x(t)e

X(s)|s=j = X(j).
Other way is, X(s) is nothing but FT of x(t)et

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Laplace Transform

6 LT of x(t) = eat u(t)

Fourier Transform:
For a > 0, eat is decaying exp and x(t) = eat u(t) converges.
X(j) =

X(j) =

R
0

eat ejt dt.

X(j) =

e(a+j)t dt.

X(j) =

1
a+j

at u(t)ejt dt.
e

for a > 0.

Laplace Transform:
X(s) =

at u(t)est dt.
e

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Laplace Transform
X(s) =

R
0

eat est dt.

X(s) =

e(a+s)t dt.

X(s) =

1
a+s .

X(s) =

1
a++j .

X(s) converges when a + > 0 or a + Re{s} > 0 or Re{s} > a

As long as Re{s} > a (does not need a > 0), LT exists.
Where as FT exists only when a > 0.
LT extends FT for values till Re{s} > a.
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Laplace Transform

7 LT of x(t) = eat u(t)

Fourier Transform:
For a < 0, eat is decaying exp and x(t) = eat u(t) converges.
X(j) =

X(j) =

R0

X(j) =

R0

X(j) =

1
a+j

at u(t)ejt dt.
e

at ejt dt.
e
(a+j)t dt.
e

for a < 0.

Laplace Transform:
X(s) =

at u(t)est dt.
e

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Laplace Transform
X(s) =

R0

X(s) =

R0

X(s) =

1
a+s .

at est dt.
e
(a+s)t dt.
e

X(s) converges when a + < 0 or a + Re{s} < 0 or Re{s} < a

As long as Re{s} < a (does not need a < 0), LT exists.
Where as FT exists only when a < 0.
LT extends FT for values till Re{s} < a.
Along with algebraic expression, range is also important.
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Laplace Transform

8 LT of x(t) = et u(t) + e2tu(t)

Fourier Transform:
For et u(t), a = 1 and e2t u(t), a = 2 and hence x(t) converges.
X(j) =

X(j) =

{et + e2t }ejt dt.

X(j) =

{e(1+j)t + e(2+j)t }dt.

X(j) =

1
1+j

X(j) =

3+2j
(1+j)(2+j)

t
{e

+ e2t }u(t)ejt dt.

1
2+j

Laplace Transform:
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Laplace Transform
X(s) =

X(s) =

{et + e2t }est dt.

X(s) =

{e(1+s)t + e(2+s)t }dt.

X(s) =

1
1+s

X(s) =

3+2s
(1+s)(2+s)

t
{e
0

+ e2t }u(t)est dt.

1
2+s

s + 1 converges for Re{s} > 1

s + 2 converges for Re{s} > 2
Jointly (s + 1)(s + 2) converges for Re{s} > 1.
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Laplace Transform

9 Roots, s-plane and ROC

Let us consider X(s) =

3+2s
(1+s)(2+s)

N (s)
D(s) .

N (s) is numerator polynomial in s.

D(s) is denominator polynomial in s.
Root of N (s) is s = 3/2.
Roots of D(s) are s = 1 and s = 2.
Roots of N (s) are termed as zeros of X(s), because, X(s) = 0 for
any root of N (s).
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Laplace Transform
Roots of D(s) are termed as poles of X(s), because, X(s) =
for any root of D(s).
The roots can be plotted in a 2D complex plane termed as s-plane.
Real values of s are plotted along x-axis and Imaginary values of s
are plotted along y-axis.
ROC: Region of convergence.
Region in the s-plane where the LT converges.
In the example considered, ROC is to the right of Re{s} > 1.

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Laplace Transform

10 Properties of ROC
ROC does contain any poles
At the location of poles, X(s) diverges and hence ROC cannot
include poles.
ROC of X(s) consists of a strip parallel to j axis
Convergence of LT depends on and not on .
For specific , LT will converge for values of along the str line
parallel to j axis.
ROC includes j axis
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Laplace Transform
If LT exists, then FT definitely exisits.
Thus ROC should include j axis.
LT = FT along j axis for = 0.
ROC includes only one strip
x1 (t) = eat u(t) & x2 (t) = eat u(t).
x1 (t) converges for > a & ROC is to right of > a.
x2 (t) converges for < a & ROC is to left of < a.
x1 (t) and x2 (t) cannot together.
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Laplace Transform

Accordingly ROC should be only one strip.

When x(t) is of finite duration, then ROC is entire s-plane
If x(t) is of finite duration, then it is abs integrable and FT exists.
If FT exists, then LT exists for any choice of
If x(t) is right sided and Re{s} = 0 is in ROC, then x(t) converges
to all values of > 0
For any value > 0 , et further reduces x(t)et thus ensuring
convergence.

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Laplace Transform
Further if x(t) is right sided and X(s) is rational, then ROC is to
the right of the rightmost pole.
If x(t) is left sided and Re{s} = 0 is in ROC, then x(t) converges
to all values of < 0
For any value < 0 , et further reduces x(t)et thus ensuring
convergence.
Further if x(t) is left sided and X(s) is rational, then ROC is to the
left of the leftmost pole.
If x(t) is two sided and Re{s} = 0 is in ROC, then 0 defines a
strip in the ROC
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Laplace Transform

Further if x(t) is two sided and X(s) is rational, then ROC is the
strip between poles.

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Laplace Transform

11 Inverse Laplace Transform

LT is the FT of x(t)et .
X( + j) =

t ejt dt.
x(t)e

X( + j) x(t)et .
Accordingly, ILT of X( + j) is x(t)et .
Said in other way, x(t)et is IFT of X( + j).
x(t)et =

1
2

X(

+ j)ejt d.

Multiplying both sides by et , x(t) =

1
2

(+j)t d.
X( + j)e

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Laplace Transform

Let s = + j ds = jd is const as integral is evaluated for

any particular value of .
x(t) =

1
2j

R +

X(s)est ds.

The ILT involves contour integration across str line Re{s} = .

For X(s) taking rational function form, ILT can be obtained by
partial fraction expansion and direct observation w/o eval ILT.

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Laplace Transform

12 ILT of X(s) =
X(s) =

1
(s+1)(s+2)

1
(s+1)(s+2)

A
(s+1)

and ROC Re{s} > 1

B
(s+2) .

A(s + 2) B(s + 1) = 1 A = 1, B = 1.
X(s) =

1
(s+1)

1
(s+2) .

Jointly Re{s} > 1

et u(t)
e2t u(t)

1
(s+1)
1
(s+2)

and Re{s} > 1.

and Re{s} > 2.

x(t) = et u(t) e2t u(t)

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Laplace Transform

13 Properties of LT
Linearity:
Let x(t) X(s) and ROC as R1
Let y(t) Y (s) and ROC as R2 .
z(t) = Ax(t) + By(t) Z(s) = AX(s) + BY (s) with ROC will
be at least R1 R2 .
LT holds linearity property.
Time Shifting:
If x(t) X(S) with ROC R, then x(t t0 ) ?
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x(t t0 ) est0 X(s) with ROC R
Shift in time will not change ROC, but only multiplies X(s) by
est0 .
Time Scaling:
If x(t) X(s) with ROC R, then x(t) ?
x(t)

s
1
|| X( )

with ROC R/a.

Time scaling of signal results in a frequency scaling of LT, but in a

reverse manner.
ROC gets affected based on the value of .
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Laplace Transform
Time Reversal:
If x(t) X(s) with ROC R, then x(t) ?.
x(t) X(s) with ROC R.
Time reversal of signal results in a reversal of LT is s-plane and also
reversal of ROC.
Conjugation:
If x(t) X(s) with ROC R, then x (t) ?.
X(s) =

X (s) =

st dt
x(t)e

st ) dt
x (t)(e

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Laplace Transform
s will change to s
x (t) X (s )
ROC will remain same as R.
If x(t) is real, then x(t) = x (t).
X(s) = X (s ).
If X(s) has a pole or zero at s = s0 , then it also has a pole or zero
at s = s0 .
Convolution
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Laplace Transform
If x1 (t) X1 (s) with ROC R1 and x2 (t) X2 (s) with ROC R2 ,
then x1 (t) x2 (t) ?
x1 (t) x2 (t) X1 (s)X2 (s) with ROC at least R1 R2 .
Differentiation
If x(t) X(s) with ROC R, then

dx(t)
dt

dx(t)
dt

?.

sX(s) with ROC R

Integration
If x(t) X(s) with ROC R, then

Rt

x( )d

Rt

x( )d

?.

= x(t) u(t).

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Laplace Transform

u(t) U (s) =

1
s

with Re{s} > 0.

x(t) X(s) with ROC say R.

Rt

x( )d

= 1s X(s), R Re{s} > 0

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Laplace Transform

14 Unilateral Laplace Transform

LT discussed earlier is bilateral LT
X(s) =

st dt
x(t)e

Another form is unilateral LT

X(s) =

R
0

x(t)est dt

Unilateral LT is useful for the analysis of causal systems, specifically,

systems represented by linear const coef diff eqns with non-zero
initial conditions.
That is, systems which are not at rest initially.
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Limits of int for bilateral LT is to .
Limits of int for unilateral LT is 0 to .
Two signals that differ for t < 0 and identical for t 0 will have
different BLT, but identifcal ULT.
Two signals that are identically zero for t < 0 will have identical
BLT and ULT.
For given x(t), ULT is identifcal to BLT by setting x(t) = 0 for
t < 0.
Accordingly many insights, concepts and results pertaining to BLT
can be directly adapted to ULT.
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For instance, ROC is always right half of s-plane borrowed from

right sided signal of BLT.
Inverse of ULT is identical to inverse of BLT by considering that
ROC for ULT is always right half plane.

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Laplace Transform

15 ULT vs BLT of x(t) = eat u(t)

BLT:
X(s) =

X(s) =

R
0

eat est dt

X(s) =

e(s+a)t dt

X(s) =

1
(s+a)

at u(t)est dt
e

where Re{s} > a

ULT:
X(s) =

eat u(t)est dt

X(s) =

eat est dt

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Laplace Transform

X(s) =

X(s) =

1
(s+a)

e(s+a)t dt
where Re{s} > a

Both ULT and BLT are identical, as x(t) is zero for t < 0

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16 ULT vs BLT of x(t) = ea(t+1) u(t + 1)

BLT:
x(t) = eat u(t) X(s) =

1
s+a

with ROC Re{s} > a

Using time shifting property

1
x(t) = ea(t+1) u(t+1) es X(s) = es s+a
with ROC Re{s} > a

ULT:
X(s) =

R
0

ea(t+1) u(t + 1)est dt

X(s) = ea

R
0

eat est dt

X(s) = ea

e(s+a)t dt

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1
where Re{s} > a
X(s) = ea (s+a)

Both ULT and BLT are different, as x(t) is nonzero for t < 0

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17 Summary
LT as extension of CTFT
Eigenfunction property of est
ROC
Properties of ROC
ILT
Properties of LT
ULT

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