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2-1 INTRODUCTION
111is sct1ion rc\."ie~'S tximpkx numbers. complex algebra. complex variables, and
complex runct ions. Since most or the ma terial OO\cred is generally included in the
bask m;1thematic:s courses required or engineering students. the section C<lll be
omiucd entirely or used simply for personal rdcrcnce.
l rom l"1mplL-r :?of SVJlmf l>vntlmH"J. I ourtb lcditioo Ka1,uh1~0 ~aia C'tJP)Tii;h! 0 :l)[M by l'l:aN>n
~1ioo . l ocl'ubhstung as l 'n.."111K:ellallAUnghls res4'ro>:d
Sec. 2-2 Comple11 Numbers, Complex Variables, and Comple11 Functions
Compl ex numbers. Us ing the no1u1ion j : V-T. \l,e can express all num-
bcn in cngincering calculations as
;;. - x + jy
where z is called a complex 1wmber mid x and jy arc its rt'11/ and imaginary ptms.
respectively. Note thnt both .f an d y arc real and that j is the only imaginary quant i-
ty in the expression. The co mplex plane rcprescntntion of z is shown in Figure 2-1.
(Notealsot hattherealaxisandtheimaginaryaxisdefinethecomplexplancand
that the combi nation of a real number and an imaginary number defines a point in
that plane.) A complex number;;. tan be considered a point in the complelC plane or
a directed line segment to the point; both interpret:1tions arc useful
The magnitude. or absolute value. of;;. is defined as the length or the directed
line segment shown in Figure 2-1. The angle of~ is the angle that the directed line
segmen t makes with the positive real axis.A counterclod.wisc rota tion is defined as
the positive direction for the measurement of angles. Mathcmaticall~·-
-y
I
f'"'!""'l-l Cornpk>inuml:>c:1 z •ndi1S
coml)k>:roniup t(1.
The complex conjugate of z thus has the same real part as z and an imaginary par! that
is the negati\"e of the imaginary p.ir1 of z. Figure 2- 2 shows both z and t. Note that
Euler's th eorem. The power se rie s expansions of cosO and sin 0 are,
respectil:el y.
'"' (fl uS
sin0 • 0 - 3! + 5! - 7! + ·
81
Thus.
Since
it follows that
e' • I + x+2t+3!+ ..
""
cosO + jsin8 • ei'
TI1is is known as £u/e6 1hrore111.
Using Euler's theorem. we c:m CXpt'CSS 1hc sine and cosi ne in complex form.
Nutingthate-i* is th cl-o rn1>1 exoo11j uga t cof~ :rndthat
elf - cosO + jsi n O
r:- i'I . cosO - jsj n()
11
Sec. 2-2 Comple11 Numbers, Complex Variables, and Complex Functions
we find that
=• -- ,- tl"+e i'
si n e - ti' - e- 1'
2j
~ ::~ : :; + j~;: ~)
+ ·;-,,
•i,.....,w
•1 .
Muluplocalionuh
a....plu numbcr:b)I/
-*m.
•litu"' l-6
numbcr~b)li
o,...,.,nol•romplc~
13
Sec. 2~2 Comple1< Numbers, Complu Variables, and Comple1< Functions
G(s) • ~
it follows that G(s) 1~sscs a trip!.:: 'l'ero (mu lliple 1.ero of order 3) at s = oo, lf
points at infinit y are included. G(~) has lhc same number of poles as 1.eros. To su m-
marize. G(s) has fh ·e ze ros (.J • - 2.s • - 10,s • oo .s = oo.s = oo) and five
poles (s = 0.s = - 1.s = - 5,s - - \S,s • - IS ).
15
Sec.2-3 LaptecaTranslormation
The reverse process of finding lhe time function ft.1) from the Laplace transfom1
F(s) is called im•er:u laplact 1ra11sfom1a1ion.·n.c notation for inverse La pince 1rans-
formation is X- 1. Thus,
!t 1[F (s) ] • /(t)
Existence of Laplace transform. The Laplace transform or a function fl1)
exists if the Laplace i111cgral convcrges. llic integral ""ill converge iffl1) is pie<:cwisc
oominuous in every finite interval in the range 1 > 0 and if j{t) is of cxponcn1ial
order as 1 approaches infini1y. A function flt) is ~id to be of cxponcnti:il o rder if a
rca1.1Xbitivcconstantt.Tcxistssuchthatthcfunctiou
t -'"l/(1)1
approacht.'li ;:em as 1 approaches infinity. U the limit of the function t-"'l/(t) I
appro:1chcs u:ro for,, grc:ucr than"~ and the limit approaches infinity for" Jess
than u ,.. thc valucu~iscallcd 1heabscissuofco11vtrge11ct.
11 can be seen 1ha1 . fur ~uch functions as 1, sin""· and 1 sin""· the absc~a of
com·crgence is equal to zero. For functions like t ·".it-". and t "sin""· the abscis-
sa of oonvcrg<.:nl'C is equal to -c. In the t.<JSC of functions that int.-rease faster than
the cxpom.:ntial funclion. it is impossible to find suiiablc valuci. of the absdssa of
ron1·crgcnce. Consequ<"ntly, such functions as t" and 1t" do not possess Laplace
transforms.
Ne1·cnhc\css. ii s hould be noted that. ahhough r' for 0 s / s oo docs nol
possess a Laplac<" transform, the lime func1ion defined by
wh<"re A and narc consiants. ·n.<" Laplace transform of this <"Xpon<"ntial func1ion
canbeob1aincdasfollows:
In perfonning this integra1ion. we assume that 1he real pan of sis greater than - a
(the abscissa of convergence). so that the integral conve rges. The Laplace trans-
form F(s) of any Laplocc tnmsfomrnble fonction /(I) obtained in this way is valid
throughout 1hc entires plane. except Ill the poles of l'(s). (Although we do not pre-
sent a proof of 1his statement. it am be proved by use of the theory of complex
variables.)
l (t ) • 0 forr < O
• 1 furl > 0
is \ls.or
.l{l (1)] - ~
Physically, a step function occurring at t • lo corresponds to a constant signal
suddcnlyapplicd1othcsystcmat timc1equals111-
!ljA1] • A [ ""tr-" dt
To eval uate the integral. we use the fonnula for integration by parts:
17
Sec.2-3 Lapl &eeTranslorm11tion
!£fA1J = A
1 ~te"tll ( -·1~ -
• A I~
s 0
1' -· )
0
~dt
-s
• - Al'
' '
e "d1 • , A
r
Sinusoidal function . The Laplace 1ransform of the sinusoidal function
/(1) • 0 for1 < 0
.. Asi n fJJ/ ror1 z:Q
where A an d w a rc constants. is obtained as follows: Noting that
d*" - ooswt + jsinwt
we can wri te
Hence.
~!ACOSfJJ/] = 51 -::S,,,i
Comments. The L..:1plncc tr.im.forn1 o f any Laplace transfommblc function
ft1) can be found by muhiplying.1{1) bye " and the n integrating the product from
1 • 0 tot • oo. Once we know lhe method of ohrni ning Lhc Laplace transfom1, how-
e\·er, it is not ncccss.1ry lo derive the Lnplncc trnnsforrn of/[.!) each time. L1placc
tr.insforrn tabl cseanconw nicnt lybc used tofi11d the transfoim of a given function
f(1). Table 2-1 shows L.1placc transforms ohirnc fun ctio11s th:tt will frequent ly appear
in linear systems analysis. In Table 2-2, the properties of L.1placc trm1sforms arc given.
TABLE2-1 l.8plaoeTumslo1mP1!n
F{s)
Uni1impulsc6(1)
Uni1stcpl(1)
I
~
,., I
{11 • 1.2.3.... )
~ ~
,. (11 • l.2.3. ... )
"'
-_;::;;:-;
,-· I
:;-:+-;
,,. I
(1 ... a)!
R,.,('-· {11-l.2.3•... )
r;+;r
I
10 .loin""
12 i inh ..,
L3
I
s(s+a)
I
" (J+a)(J + b)
16
__ _!___
s(s + a)(s+ b)
19
•'
_ _ _ __j_ s(sl+~)
•'
_ _ _ __[__ ,l:(sl+~)
,,,;
_ _ __JL <(•s1 + ....,2li
(,..l .. wf)
!flA/(1)1 • AF(.•)
(t I) Jl- 1
v.hc:rc/(1) • t-1/(1)
111
;![<'"""'f( t)J - f (s + u)
13 !l\1/(1)1 - - d:~s)
Sec.2-3 Laplace Transformation
~ · -r·~
0 , 0 "'
Noting that /{T)i(T) = 0 for T < 0, we cun chongc 1hc lower limit of integration
from -a to 0. Thus.
• l ""f(1)e"e"'1/-r
where
L ·fl--.
beginning at I • 10:, 1hm is.
fl g11..,l-7
0
lmpul,;cruncoon.
'
- ~ - ~e "•
lu-f f()S
Impulse fun ction. The impulse function is a special limiting C:lSC of the
pulse function. Consider the impulse function
~[A ( l - e ... )J
• Jim-'"0- - - • ~ = A
••-o ~ ( toS) .s
1f10
23
Sec.2~3 Laplace Transformation
Thus. the Laplace transform of 1hc i111pulsc fonction is equal to the area under the
impulse.
The impulse function whose area is equal to unity is called the unit-impulse
f1111ctian or the Dime delra f1111ction. The unit-impulse function occurring at f • 111 is
usually denoted by 6(1 - 1o). which satisfies the following conditions:
/~6(1-1n)1/1 • l
6(t - 10 ) • f,1(t - t0 )
Conversely. if the unit-impulse function 6(t - t11 ) is integr.11cd, the result is the unit-
step function 1(1 - IQ). With the concept of the impulse function. we can differenti-
ate a function containing discontinuities. gil•ing impulses. the magnitudes of which
arc equal to the magnitude of each corresponding discontinuity.
We see that the mult iplication of/[J) bye-"' has the effect ofrepl;icings by
(s + a ) in the Laplace 1rnnsform. Convcrsely,ch:mgings to (s + a) is equivalent to
multiplyingft.1) bye-. (Note th:u a may be rc:i l or com plex.)
The relationship given by Equ:uion (2-2) is useful in finding 1he Laplace
transforms of such funct ions as t'""' sin Wf Hnd e "'cos Wf. For instance. since
it follows from Equation (2- 2) th:1t the L.1place transforms of e-"" sin WI. and
e-"'cos w1arcgivcn.rcspcctively.by
'"' $+a
.!t[e"-..r cos WI] • G{.s + a) • (s + a)? + .,}
'"'
x. 11c1n .. L...._,,,)e .. dt .. ::e.11<1>1 + [ /(1)e-.. di
since
[f(1)e"'d1'l"O
for such a ca5C. Obviou~ly. if /IJ) d()(.'S not ~ss an impulse function at f • 0 (i.e.,
if the func1ion to be transformed is finite bc1wcen I • 0- and I = O+). then
!t.[/(1)] • !f_[f(r)]
,,,
!£[.!!.../(1)] • sP(.s) - f(O) (2-3)
wheref(O) is the iaitial value of f(r).ev:il uated at I = 0. Equation (2-3) is called the
differentiation theorem.
For a given function /(r), the val ues of f(O+) and /(0- ) may be the same or
different. as illustrated in Figure 2-8.111e distinction between /(O+) and f (0-) is
important when /{t) has a discontinuity at 1 - 0, be<::iuse. in such a case. df{t)/111 will
25
Sec. 2-3 Laplace Transformation
.RO-! JtO+)
n~ure ?-JI Siep runcuo11 and p nc f\lnctl<ln 1ndicat1nJ mni•I v1IUC1 al1 • 0 - and
I ~ 0 +.
["' l '
!£ J;Ef(I) - r f(.r ) - sf(O) - f (O) .
where /(o ) i~ the value of dj{1)f111 evalu:itcd m I • 0. To derive this equation.define
f,ntJ - s<1>
TheLaplaceTransform Chap. 2
11""
!£[~[(1) J .. J[f,s(1) J .. .rJls(1)J - s(O)
= .rY[fit(1)] - i(o)
- .slF(.r) s/(O) - i(O)
Similarly. for the 11th deriva tive o f /ti). we obtain
where f( OJ.i( O) . ... ~ /{/J) represent the values of /{1).d/(1)/dr, .... d" 1/(1)/
8
.-u
limf.l!!.../(1) l_ "tit • lim [sF(s) - /{0)]
0 di f .--.o
Since lim,-ot " = I. iflirn ,_,., /(1) ex ists, then we obtain
• !~ sF(s ) - /(0)
27
Sec.2-3 Laplace Transformation
fromwhichitfollow-s lhat
lim 1"[!!..f(l)]e
,_.,., I» di .i,11 lim l)"F(J) - /(0+)] = 0
.. ,_,.
- ~Jrci>'''I
S 1-0
+ ~1"'rc1)e •d1
So
_f ;o) + F~s)
andthethe<>rcmispro\·en.
Note that. if fl.I) in\'Ol\·es an impulse function at I .. 0. then 1(0+ ) .. r
r 1(0-). Soif/f.1) involvesnn impulse function Ill I - 0, WC must modify Equation
(2-4)as follows:
[1' l F(>)
:J. Qf(t ) 1/1 - ---;- (2-5)
>:[[tc•Jd•]·-"[fte<l"' -f 'co1]
= !£[!/(<) "' ] - !£(/ '(O))
29
Sec.2--4 Inverse Laplace Transformation
Not e 1ha1. irf(1) involv t'Sll ll im pulsi.: fu nc1ion iu f "" 0, lhcn J(i_ / (1) d1 "'- j/i.._f(l) (fl.
andthefollowingdis1inctionmust bcobscn·cd:
The inve rse Laplace 1ransforma1ion rdcrs to 1he process of finding 1he time fun c-
tion /IJ) from the corrt'Sponding L:1place transform P(1>). Several methods are avail-
able for finding inver:se Laplace transforms. The simples t or chese me thods are ( I) to
use tables of Laplace trnnsfom1s to find the time func1ion Jl:r) corresponding to a
gi\'cn L1place tra nsfo rm f1s) and (2) to use the pnrtinl-fn1ction exp;msion method.
In this section. we present the lmt er tech niqu e. [Note that MATLAB is quit e useful
in obtnining the partial-fraction ex pansion of the rat io of two polynomial:;,
8 (.f)/A(s). We shall disc uss the MATLAB npproach to the partial-fraction expan -
sion in Chap1cr4.J
:ind if the in ver:sc Laplace transforms of F1(s ). Fi( s) . .... f-;,(s) are readil y ll\"ail -
able. th en
X-1[F(s)] • X-1[F1(sl) + X- 1[f?(s)] + ··· + :r1[Fh)]
- /1(1) + fz(t) + ... + f.( 1)
where / 1(r).fi(1) .... ./.(t ) are th e im•crse Laplace transfonns of F1(s), Fi(1>), ·
F,,(s). rc:spcctivcly. lllc inverse L.iplacc lrnnsfonn of f1s) thu s obtai ned is unique,
except possibly at poin ts wh ere th e time fun ction is disconti nuous. Whenever the
time func1ion is co111inuous. 1hc lime funclion / (1) and its Laplace transform F(,f)
have aone-to-oneoorrespondcnce.
For proble ms in S)'Slcms i11111lysis. F(s) frequently occurs in the fom1
F(s) - ~~:~
where A(s) and B(s) are polynomials in J and the degree of B(s) is not higher thnn
thntofA(s).
The advan1age or che pim ial-fraction expnnsion approach is that the individ~
uat tenns of F(s) resulting from th e exp:rnsion in1 0 partial-fraction form are \·ery
simple fun ctions of s: oonscqucn•l y. u is not necessa ry w refer to a Laplace tran s-
form table if we memori1.c SC\"eral simple Laplnce transform pairs. Note, howe\·er.
that in appl yi ng the partial-fraction c~pansion technique in the search ror the
Thelapla-ceTrensform Chap.2
inverse Laplace transform of F(s) • B(s)IA(s). 1hc roots of the denominator poly-
nomial A(s) must be known in adv:mce. That is. this method docs not appl)' until the
denominator pol)•nomial has been factored.
Consider f1s) written in the factored rom1
where Ut(k "' I. 2..... n ) arc constants. 1bc coefficient Ut is called the rf'Silflle at
the IJOlC at s = - Pt· The \'l1luc or Ut C'.tn be found by multiplying both sides of
Equ<ltion (2-{i) by (r + Pt) and lettings • -pt, giving
0
[ (s +Pt) AB((<))] • [-''-(.t + P•) + - +! (s +Pt)+ ·
s ,. ,,. .t + P1 .t Pl
We sec tha1 all the expanded terms drop 001. with the exception of Ut. Thus. the
n:sidueatisfound from
B(>)l (2--7)
llt - [ (s+pt)-()
AS , 1,,
Note th:il ~incc Jtt) is a rea l function of time, if p 1 and f'2 arc complex conjugates.
1hcntheresiducsf1 1 a ud11 2 arcalsocomplexconj uga tcs.On lyoncoft hcconjugat es.
111 or11 2.ncedbcc"aluatcd,bcc:wse1 heothcr isknown autom<ltically.
Since
ft.t)isobtainedas
f(t) = !C 1{F(.t)J .. Uit p,I + 112t I'~+ ... + a#t pJ I 0?: 0
31
Soc.2-4 lnverselaplaceTransformetlon
Uample2-I
Findthein•l!rM'l.aplacc1ransforn1of
~: + 2}
1
F(s) • (., + 1
FM (s +sl;(: + 2)
"here a, anda 2 a«if()Ulldbyu§ing&juation(2- 7):
Th us.
f(t) • !£ 1(P(.1)]
llerc-.siru !lie degree of the nun1cra1or potynonnal iS higher than chat of the
di.>norninatorpolyOOP1ial.""C"'ll5tdi•ide1hentuner.uorbythedi.>nommalor.
FM - ~
s(r + as + b)
The Laplace Transform Chap. 2
F(J) • ; + _r ~ 8: : b
(See Example 2-3and Probkms A-2-13.A-2-16.and A-2-19.)
Eumpl<'?-3
Find the inwrsc Laplace tram;fonn of
33
Se<:.2-4 Inverse Laplace Transformation
[cs+ l )J ~~:~L 1
rz bl
From the preceding analysb.. it c:m be !K!Cn that the \'aluci. of "3. bz, and b 1arc found
sys1cma1icaltyasfollows:
"'.[cs+ l)Jll(s)l
A(.r) . l
_,
• (.r1+Zs+3).. 1
b, • {!1_ [(>+
1ls
l)'BA(s)
(<)ll ••· I
• [..£.c.r
1/s
+ 2s + 3>]
••1
= (2s + 2). .,
• O
I { d' [ ,B(>)]}
bi - 21 dsi (s +I) A(s) ••- I
• --;- -;(s?+2s+3)
I ["'
2. dr ,. 1
l
· t(2) • I
Thelapl&ceTranslorm Chap.2
Wc1husob1:1in
/(t) • TV(s)J
In th is SCdion, we arc concerned with the use or 1he Laplace transform me1hod in
soh·inglincar,timc·invariantdiffcrcnti11lcqu111 ions.
11le l...1placc trnnsform method yields the complcle solution (complemenrnry
solution and panicutar solutio11) of linear. timc·invarian1 differential equations.
aas.o.ic:d methods for finding 1hc con1plc1e solution of a differcn1ial cqua1ion
require the evaluation oft he integration consta nts from the initial conditions. In the
l'Hl>C of the Laplace Imm.form method. however. th is requirement is unncct-ssary
because the initial condi1ions arc autorn111ically included in the Lapli.cc transform
of the differential equation.
Ir all initial conditions nrc 1.ero. then Lhe Laplace lmn~fonn of the differentia l
cqua1ion is obtained simply by replacing did/ wi1h s. tl 1Id1 1 with s1. and so on.
In solvi ng linear, time·invarianl diffen:nlia l equations by the Laplace lrans·
form method, two MCps arc followed :
I. By taking the Laplace trnnsform or each term in the gi\·cn ditrcrcntial cqua·
tion. convert the differential equation into an algcbmic equation in :rand ot>.
tain the expression for the Laplace transform of the dependent 1•ariablc by
rcan-anging the algebraic equation.
l. The time :.olution of tbc differential equation is obrnincd by finding the in·
,·ersc L..apl:1cc 1 ran~rorm oft hclkpcndc111 variable.
In the dist-ussion Lhal follo1<.-s, lwo examples 11.rc used 10 demonstrate the solu·
tion of linear. timc·invarian1 differential equations by the Laplaec trnnsfonn
method.
E.-11111plc2-4
Find1hcwlutionx(1)of1hcd1fforcntialcqua1ion
:i+ 3X + ix .. o. x(O) - •J. X(O) .. b
"'hcrcaandbarecoosian1s..
WnLing the Lapbc:e transform or x(1) as X(J),or
!l\x(t)]'" X (s)
1<.-eobtain
:llxl •sX (s) x(O)
YtXI .. ..zx (s) - sx(O) - .i(O)
35
Se<:. 2-5 Solving Linear, lime-Invariant Dilferemial Equations
(r + 3s+2)X(s) •11s + b+ Ju
Sohing1hi•laMcquationforX(1),,.·c havc
,\' (s) .. ..
~: ~++~ (;:1~1+:;) ~ .. :t-:: ~
Thcin,cri;elaplaretransfoonofX{J)prodoo.-s
•::.:amplel-5
l-i ndthcsolunon x(1)oft hcdiffcrenualcquation
:i +li+5x•3. x(O) • O. i"(O)•O
No1111g that J ill• 311, x(O) .. O. all(I i"(O) .. O. "c k'e 1ha1 the laplare tr.ms·
form of the U1fkremial cquauon ba:omti
X (s)"' s(s: + ~. + 5)
JI 3 s+ 2
5s 57+2s+5
31 3 2 3 s+ 1
"'5s - lO (s+ l)l+ 2i 5(1 +If +2:
Hcnce. 1heinwrseLaplacctranslonnh<.'COllles
x(t) !f"'[X(1)J
Ob1nin1hcrcaland1magin11rypansor
2+, 1
3+ji
Al!IO.oblain1hcmagni1udcand1nglco(1hbcomplexquanrny.
Snlul ion
2 + jl (2 + jl)(3 - j4) 6 + j3 - i8+ 4 JO- j5
J+"j.1 - (3 + j4)(3 - i4) - - , - . - " - - , ,
- ~- ik
Hence,
magnuudc · ~ - ~ - * • 0.-447
angle• ran
1
~~ • ian ::f- -
1
-26.565
FindthcLapl;icetraru!ormol
f(t) • 0 I<0
, .. --.. I~ 0
Stlh11 io11 Since
!l\11 G(s) ~
rcfcrnngtoEquation(2-2),•••cobt.:un
Wha1is1hcLapl:icc1ransrormof
f(I) "" 0 I <0
.. sin(M +6) 1 <-0
"'here9isaoonstanr!
Solu1 kJ11 Notin!llha1
Jtn(.,.. + 9) •i.in""coslJ + C<l!l1.itsin6
37
Example Proble ms and Sololions
rroblen1 A-2-$
Find1hcLaplaccuansform1'1s)ofthe fonction ft1)sOOwninFigurc:2-9. Al so. find1he
limuingvalueofF{s)asuapprooehesuro.
Solution 1'hcfunction /{1)c:m hc.,.rillen
F(s) • U'[/(1)1
- ~; ;i;t•' + ~;ti.'
- ~(l - 2t-"' + ri.')
Asuapproachc!lzero.,.·chave