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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 data-
processing 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
(3)
G(s)

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 , such that the


improper integral converges.

(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 , is


finite. Then we have

(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

Let , with . Set . It is easy to see


that F(s) is defined for s > 0. Consider the new
variable r = st. Then we have

,
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

The one-sided Laplace transform of a signal is


defined by

where is real and is a complex variable. The


one-sided Laplace transform is also called the
unilateral Laplace transform. There is also a two-
sided, 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 Fourier-
transformed 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 is


, but this is defined only for re

Laplace transform theoram

1.Linearity:
The Laplace transform is a linear operator. To show
this, let denote a linear combination of signals
and ,

where and are real or complex constants. Then we


have

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 .

Solution. Using the integral definition for , we obtain

Example 2. Show that , where a is a real constant.

Solution. We actually show that the integral defining equals


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 .

Example 3. Show that .

Solution. Because can be written as the linear


combination , we obtain

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 can be written as the linear combination


. Using the linearity of the Laplace
transform, we have
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

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