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EECE 2602 -- Signals and Systems in Continuous Time

Week 9 – Laplace Transform

(Textbook: Ch. 6)

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Laplace Transform

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EECE 2602 -- Signals and Systems in Continuous Time 3

Why another transform?

•  CTFT is not defined for all aperiodic signals
Recall condition for existence of CTFT in week 7:
∞

∫ x(t ) dt < ∞
−∞

•  CTFT can only be applied to stable LTIC system, i.e.

∫ h (t ) dt < ∞
−∞

•  CTFTs are complex-valued in most cases.

EECE 2602 -- Signals and Systems in Continuous Time

Laplace transform
•  Laplace transform analysis equation:
∞
− st Also called bilateral
X (s ) = ∫ x (t )e dt
Laplace transform
−∞

where s = σ + jω
σ + j∞
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•  Laplace synthesis equation: x(t ) = ∫ X (s )e st ds
2πj σ − j∞

DO NOT worry about this equation, seldom

used as the computation is too complicated.
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EECE 2602 -- Signals and Systems in Continuous Time

Laplace transform example

Calculate the bilateral Laplace transform for:

x(t ) = e − at u(t )

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EECE 2602 -- Signals and Systems in Continuous Time

Laplace transform example (2)

∞ ∞
−at −st −(a+s)t
X ( s) = ∫ e u (t )e dt = ∫e dt
−∞ 0

⎧ 1
1 −(s+a)t ∞ ⎪ Re[s] > −a
=− e =⎨ s+a
a+s 0
⎪ undifined
⎩ Re[s] ≤ −a

The set of values of s over which the bilateral Laplace

transform is defined is referred to as the region of
convergence (ROC).
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EECE 2602 -- Signals and Systems in Continuous Time

Laplace transform
∞
− st
X (s ) = ∫ x(t )e dt
−∞

•  Biliteral Laplace transform is used to analyze both causal

and non-causal systems. Most physical systems and
signals are causal.
•  The Laplace transform for causal systems and signals is
referred to as un-literal or just Laplace transform:
∞
X (s ) = ∫ x(t )e − st dt
0−

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We will use this equation often for Laplace transform. 7

EECE 2602 -- Signals and Systems in Continuous Time

Activity 1
Calculate the Laplace transform for:
a) x(t ) = δ (t )
b) x(t ) = u(t )

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EECE 2602 -- Signals and Systems in Continuous Time

Activity 2
Calculate the Laplace transform for x(t):

x(t)
1

0 2 4 t

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Laplace Transform and Fourier Transform

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EECE 2602 -- Signals and Systems in Continuous Time

Laplace transform and Fourier transform

•  Fourier transform : ∞
− jω t
X (ω ) = ∫ x (t ) e dt
−∞
•  Laplace transform: ∞
− st
X (s ) = ∫ x(t )e dt
−∞

•  Fourier and Laplace transform:

∞
− jω t
X (ω ) = ∫ x (t ) e dt = X(s) s= jω
−∞

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EECE 2602 -- Signals and Systems in Continuous Time

CTFT and Laplace transform Pairs

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EECE 2602 -- Signals and Systems in Continuous Time

CTFT and Laplace transform Pairs

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Spectra for Laplace Transform

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EECE 2602 -- Signals and Systems in Continuous Time

Spectra for the Laplace transform

•  Since s is a complex variable, the magnitude and phase
spectra of the Laplace transform can be plotted with respect
to a 2D complex plane with Re{s} = σ and Im{s} = ω being
the two independent axes.
•  What is the Laplace spectra of the signal:

x(t ) = e −3t u (t )

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EECE 2602 -- Signals and Systems in Continuous Time

Spectra for the Laplace transform

•  Laplace spectra of the signal: x(t ) = e −3t u (t )

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Properties of Laplace Transform

EECE 2602 -- Signals and Systems in Continuous Time

Properties of Laplace transform

•  Linearity: if x1(t) and x2(t) are 2 signals with the following
Laplace transform:

L
x1 (t ) ⎯
⎯→ X 1 (s ) with ROC : R1
and
L
x2 (t ) ⎯
⎯→ X 2 (s ) with ROC : R2

Then a1 x1 (t ) + a2 x2 (t ) ⎯L⎯
→ a1 X1 ( s) + a2 X 2 ( s)

with ROC : at least R1 ∩ R2

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EECE 2602 -- Signals and Systems in Continuous Time

Properties of Laplace transform

•  Time shifting:
L
If x(t ) ⎯
⎯→ X (s ) with ROC : R

then
x(t − t0 ) ⎯L
⎯→ e − st0 X (s ) with ROC : R

•  Shifting in the s-domian:

L
If x(t ) ⎯
⎯→ X (s ) with ROC : R

then e s0t x(t ) ⎯L

⎯→ X (s − s0 ) with ROC : R
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EECE 2602 -- Signals and Systems in Continuous Time

Properties of Laplace transform

•  Time differentiation:
L
if x(t ) ⎯
⎯→ X (s ) with ROC : R

dx L
⎯→ sX (s ) − x 0 −
then dt ⎯ ( ) with ROC : R

d nx L
Hence,
dt n
n n −1
( ) ( )
⎯→(s ) X (s ) − (s ) x 0 − − ...sx (n − 2 ) 0 − − x (n −1) 0 −
⎯ ( )
with ROC : R

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EECE 2602 -- Signals and Systems in Continuous Time

Properties of Laplace transform

•  Time convolution:
L
x1 (t ) ⎯
⎯→ X 1 (s ) with ROC : R1
If

and
L
x2 (t ) ⎯
⎯→ X 2 (s ) with ROC : R2

Then: L
x1 (t )* x2 (t ) ⎯
⎯→ X 1 (s )X 2 (s )
containing at least ROC : R1 ∩ R2

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EECE 2602 -- Signals and Systems in Continuous Time

CTFT: Laplace Transform
Properties in the ∞ ∞
− jωt − st
time domain X ( jω) = ∫ x(t )e dt X ( s) = ∫ x (t ) e dt
−∞ −∞

Linearity: a1 X 1 ( s) + a2 X 2 ( s)
a1 X 1 (ω) + a2 X 2 (ω)
a1 x1 (t ) + a2 x2 (t ) ROC : at least R1 ∩ R2
Time Scaling: 1
1 X ( as )
X ( ωa ) |a|
x( at ) |a|
with ROC : aR
Time Shifting: e − st 0 X ( s )
x(t − t0 ) e − jω0t X (ω)
with ROC : R
Frequency / s-domain Shifting: X ( s − s0 )
X (ω − ω 0 )
x(t )e jω0t or x (t )e s0t with ROC : R + Re{s 0 }
Time Differentiation: jωX (ω) sX ( s ) − x 0 − ( )
dx / dt with ROC : R
t X (s)
X ( ω)
Time Integration: ∫ x (τ )dτ jω
+ πX (0)δ(ω) s
−∞ with ROC : R ∩ Re{s} > 0 ,
Frequency / s-domain
− jdX / dω dX / ds
Differentiation: (−t ) x(t )
Duality:
2π x(ω) Not applicable
X (t )
Time Convolution: X 1 ( s) X 2 ( s)
X 1 (ω) X 2 (ω)
x1 (t ) ∗ x2 (t ) ROC includes R1 ∩ R2
1 X 1 (s) ∗ X 2 (s)
Frequency / s-domain 1 2π
X 1 (ω) ∗ X 2 (ω)
Convolution: x1 (t ) x2 (t ) 2π
ROC includes R1 ∩ R2
∞ ∞
2 2
Parsevals Relationship: ∫ x (t ) dt = 21π ∫ X (ω ) dω Not applicable
−∞ −∞

∞ lim sX (s)
Initial value: 1 s →∞
x(0+) if it exists 2π ∫ X (ω)dω provided s = ∞ is included
−∞
in the ROC of sX(s).
lim sX (s)
Final value: s→0
Not applicable
x(∞) if it exists provided s = 0 is included
22 of sX(s).
in the ROC
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EECE 2602 -- Signals and Systems in Continuous Time

Activity 3
Calculate the Laplace transform for x(t):

x(t ) = sin (ω0t )u(t )

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