ME 467: System Dynamics and Automatic Control
EE351: Principles of Automatic Control
Chapter 2
LAPLACE TRANSFORMS
Dr. Hanafy M. Omar
One needs to go to the other side of the mountain.
How?
Transformation Definition
Transforms -- a mathematical conversion
from one domain (form) to another to make
a problem easier to solve
problem
in original
form
solution
in original
form
transform
solution
in transform
way of
thinking
inverse
transform
Laplace Transform
problem
in time
domain
solution
in time
domain
Laplace
transform
solution
in
s domain
Other transforms
Fourier
z-transform
wavelets
inverse
Laplace
transform
Nature of the Laplace Transform
Why study Laplace Transforms
The Laplace Transform provides a tool for the rapid solution of
ordinary constant coefficient linear differential equations
It gives us a straight forward procedure to solve and analyze
dynamic systems.
Nature of the Laplace Transform
L(f(t))
Laplace Domain
Differential
Equation
f(t)
Algebraic
Equation
f(s)
Time Domain
Non
Differential
Equation
f(t)
L-1(f(s))
Algebraic
Manipulation
Algebraic
Equation
f(s)
Laplace Transform
L[ f (t )] F ( s ) f (t )e dt
st
Complex Number
Convert time-domain functions and operations
into frequency-domain
f(t) F(s) (tR, sC)
Linear differential equations (LDE) algebraic
expression in Complex plane
Graphical solution for LDE characteristics
The Complex Plane (review)
Imaginary axis (j)
Real axis
y
x
| u | r | u | x y
u tan
u x jy
u x jy
(complex) conjugate
Basic Theorems of Linearity
L[ Kf (t )] KL[ f (t )] KF ( s )
L[ f1 (t ) f 2 (t )] L[ f1 (t )] L[ f 2 (t )]
F1 (s) F2 (s)
The Laplace transform of a product is
not the product of the transforms.
L[ f1 (t ) f 2 (t )] F1 ( s) F2 ( s)
Unit step function.
F (s ) f (t ) e dt
st
f(t) = u(t) = 1
F ( s ) (1)e dt
st
e 1
e
F ( s)
0
s 0
s s
st
Exponential Function
f (t ) e
F (s ) e
at
at
e dt e
st
( a s )t
dt
e
e
(s a ) 0
(s a )
( s a )t
s a
Exponential function multiplied
by another function
g (t ) e
at
f (t )
G (s ) e f (t ) e dt f (t ) e
at
st
F (s ) s s a F (s a)
Example
1
1
L [1*e ]
s s s a s a
at
(a s )t
dt
Derive the Laplace transform of the
sinusoidal function
1 j t
j t
L [ cos t )] L e
e
2
1
1
j t
j t
L [e ] L [e
]
2
2
1
1
1
1
2 s j 2 s j
s
2
2
s
Complex Differential Theorem
d
L [t f (t )] F (s )
ds
n
In general
d
L [t f (t )] (1)
F (s )
n
ds
n
example
d 1 1
L [t *1] 1
2
ds s s
Laplace Transforms of Common
Functions
Name
Impulse
f(t)
1
f (t )
0
F(s)
t 0
t 0
Step
f (t ) 1
1
s
Ramp
f (t ) t
1
s2
Exponential
f (t ) e at
1
sa
Sine
f (t ) sin(t )
1
2 s2
a is +ve
Example
f (t ) 50 u (t )
50
F (s)
s
Example
v(t ) 5e
2 t
sin 4t
4
V ( s) L[v(t )] 5
2
2
( s 2) (4)
20
20
2
2
s 4s 4 16 s 4s 20
Example
p(t ) 5cos 2t 3e
4 t
s
1
P( s) L[ p(t )] 5 2
3
2
s (2)
s4
5s
3
2
s 4 s4
Most mathematical handbooks have tables of
Laplace transforms
Inverse Laplace Transforms
by Identification
When
a differential equation is solved by
Laplace transforms, the solution is obtained as
a function of the variable s. The inverse
transform must be formed in order to determine
the time response. The simplest forms are
those that can be recognized within the tables
and a few of those will now be considered.
Example
5 12
8
F (s) 2
s s
s3
f (t ) 5 12t 8e
3t
Example
200
V (s) 2
s 100
10
V ( s) 20 2
2
s (10)
v(t ) 20sin10t
Determine the inverse transform of
the function below.
8s 4
V (s) 2
s 6 s 13
When the denominator contains a quadratic,
check the roots. If they are real, a partial
fraction expansion will be required. If they are
complex, the table may be used. In this case,
the roots are
s1,2 3 2i
Example 8. Continuation.
s 6s 13
2
s 6s (3) 13 (3)
2
s 6s 9 4
2
( s 3) (2)
2
Example, Cont.
8( s 3)
4 24
V (s)
2
2
2
2
( s 3) (2) ( s 3) (2)
8( s 3)
10(2)
2
2
2
2
( s 3) (2) ( s 3) (2)
v(t ) 8e
3t
cos 2t 10e
3t
sin 2t
Can a mechanic repair cars without tools?
LAPLACE TRANSFORMS
PARTIAL FRACTION
EXPANSION
Definition
Definition -- Partial fractions are several
fractions whose sum equals a given fraction
Purpose -- Working with transforms requires
breaking
complex
fractions
into
simpler
fractions to allow use of tables of transforms
Partial Fraction Expansions
s 1
A
B
( s 2) ( s 3) s 2 s 3
s 1
A( s 3) Bs 2)
( s 2) ( s 3)
( s 2) ( s 3)
3 A 2 B 1
s 1
1
2
( s 2) ( s 3) s 2 s 3
A B 1
Expand into a term for
each factor in the
denominator.
Recombine RHS
Equate terms in s and
constant terms. Solve.
Each term is in a form so
that inverse Laplace
transforms can be
applied.
Example
s6
s6
F ( s) 2
s 3s 2 ( s 1)( s 2)
A1
A2
s6
F ( s)
( s 1)( s 2) s 1 s 2
s 6
1 6
A1 ( s 1) F ( s) s 1
5
s 2 s 1 1 2
Example, cont.
A2 ( s 2) F ( s) s 2
s 6
2 6
s 1 s 2 2 1
5
4
F (s)
s 1 s 2
t
f (t ) 5e 4e
2 t
Example
50( s 3)
F (s)
2
( s 1)( s 2)( s 2 s 5)
A1
A2
F1 ( s )
s 1 s 2
Example, Cont.
50( s 3)
(50)(2)
A1
25
2
( s 2)( s 2s 5) s 1 (1)(4)
50( s 3)
(50)(1)
A2
10
2
( s 1)( s 2s 5) s 2 (1)(5)
t
f1 (t ) 25e 10e
2t
Example, Cont.
To get A and B, substitute by any two convenient
numbers, (i.e. s=0 and s=1)
50( s 3)
25
10
As B
2
2
( s 1)( s 2)( s 2s 5) s 1 s 2 s 2s 5
50(3)
25 10 B
(1)(2)(5) 1 2 5
50(4)
25 10 A B
(2)(3)(8) 2 3
8
B 25
A 15
25
10
15s 25
F (s)
2
s 1 s 2 s 2s 5
Example, cont.
15s 25
F2 ( s ) 2
s 2s 5
s 2s 5 s 2s 1 5 1 ( s 1) (2)
2
15s 25
15( s 1)
5(2)
F2 ( s )
2
2
2
2
( s 1) (2)
( s 1) (2) ( s 1) 2 (2) 2
f (t ) f1 (t ) f 2 (t )
t
25e 10e
2t
15e cos 2t 5e sin 2t
Example, Repeated Roots
60
F (s)
2
s( s 2)
C1
C2
60
A
F (s)
2
2
s ( s 2)
s ( s 2) ( s 2)
A sF ( s)s 0
60
60
15
2
2
( s 2) s 0 (0 2)
C1 ( s 2) F ( s)
2
s 2
60
60
30
s s 2 2
Example, Cont.
C2
60
15
30
F (s)
2
2
s( s 2)
s ( s 2) s 2
Let s=1, and solve for C2
C2
60
15
30
2
2
(1)(1 2)
1 (1 2) (1 2)
C2 15
60
15
30
15
F (s)
2
2
s ( s 2)
s ( s 2) s 2
f (t ) 15 30te
2 t
15e
2 t
2 t
15 15e (1 2t )
Repeated Roots General Form
Given
B( s) K s z1 ) s z2 ) s zm )
F ( s)
,
n
A( s)
s p)
It can be expressed as
for m n
bn
b1
b2
B( s )
F ( s)
...
1
2
n
A( s) s p ) s p )
s p)
n B( s)
bn
s p ) A( s )
s p
d
n B( s)
bn 1
s p)
ds
A( s ) s p
1
d n 1
n B (s )
s p)
b1
n 1
A (s ) s p
n 1)! ds
Laplace of Differentiated Functions
L[ f '(t )] sF ( s ) f (0)
L[ f "(t )] s F ( s) sf (0) f '(0)
2
L [f (t )] s F (s ) s
n
n 1
f (0) s
n 2
f '(0)....f
d f (t )
dt
f (t )
Note: s is called
Differentiation Operator
n 1
(0)
Laplace of Integrated Functions
F (s)
L f (t )dt
0
s
t
Note: 1/s is called Integrator operator
f (t )
1
s
f (t ) dt
Solve This Differential Equation
dy
y (0) 10
2 y 12
dt
dy
L 2L y L 12
dt
12
sY ( s ) 10 2Y ( s )
s
12
s 2 ) Y ( s) 10
s
10
12
Y (s)
s 2 s ( s 2)
Example
Solve the following differential equation
dy
2 y 12sin 4t
dt
y (0) 10
12(4)
sY ( s ) 10 2Y ( s ) 2
s 16
10
48
Y ( s)
s 2 ( s 2)( s 2 16)
B1s B2
48
A
2
2
( s 2)( s 16) s 2 s 16
Example, cont.
48
48
A 2
2.4
s 16 s 2 20
48
2.4 B1s B2
2
2
( s 2)( s 16) s 2 s 16
48
2.4 B2
(2)(16)
2 16
48
2.4 B1 B2
(1)(17)
1
17
B2 4.8
B1 2.4
Example, Cont.
10
2.4
2.4 s
4.8
Y (s)
2
2
s 2 s 2 s 16 s 16
y (t ) 12.4e
2 t
2.4 cos 4t 1.2sin 4t
Example
2
d y
dy
3 2 y 24
2
dt
dt
y (0) 10 and y '(0) 0
24
s Y ( s ) 10 s 0 3 sY ( s ) 10 2Y ( s )
s
2
24
10 s 30
Y (s)
2
2
s ( s 3s 2) s 3s 2
24
10 s 30
s ( s 1)( s 2) ( s 1)( s 2)
Example, Cont.
24
12 24
12
s ( s 1)( s 2) s s 1 s 2
10s 30
20
10
( s 1)( s 2) s 1 s 2
12
4
2
F (s)
s s 1 s 2
t
f (t ) 12 4e 2e
2 t
Example
2
d y
dy
2 5 y 20
2
dt
dt
y (0) 0 and y '(0) 10
20
s Y ( s ) 0 10 2 sY ( s) 0 5Y ( s)
s
2
20
10
Y ( s)
2
2
s ( s 2s 5) s 2s 5
Example, Cont.
20
4
As B
2
2
s ( s 2s 5) s ( s 2 s 5)
20
4
A B
(1)(1 2 5) 1 (1 2 5)
20
4
A B
(1)(1 2 5) 1 (1 2 5)
A 4
B 8
Example, Cont.
4
4 s 8
10
4
4 s 2
Y (s) 2
2
2
s s 2s 5 s 2s 5 s s 2s 5
s 2s 5 s 2s 1 5 1 ( s 1) (2)
2
4
4( s 1)
3(2)
Y ( s)
2
2
s ( s 1) (2) ( s 1) 2 (2) 2
t
y (t ) 4 4e cos 2t 3e sin 2t
Initial- and Final-Value Theorems
For the given differential equations find the initial and final
value of y(t)
y ( t ) 6 y ( t ) 8 y ( t ) 2u ( t )
Summary
Steps for Solving an ODE
d2y
dy
6
8 y 2 y (0) y ' (0) 0 ODE w/initial conditions
2
dt
dt
s 2 Y ( s) 6s Y ( s) 8 Y ( s) 2 / s
2
Y ( s)
s ( s 2) ( s 4)
1
1
1
Y ( s)
4s 2 ( s 2) 4 ( s 4)
1 e 2t
e 4t
y (t )
4
2
4
Apply Laplace transform
to each term
Solve for Y(s)
Apply partial fraction
expansion
Apply inverse Laplace
transform to each term
* Apply Initial- and Final-Value Theorems
y ( t ) 6 y ( t ) 8 y ( t ) 2u ( t )
2
Y ( s)
s ( s 2) ( s 4)
2 (0)
1
limt f (t )
(0) (0 2) (0 4) 4
2 ()
limt 0 f (t )
0
() ( 2) ( 4)
Laplace
transform of the
function.
Apply final-value
theorem
Apply initialvalue theorem