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ENGINEERING MATHEMATICS
5 LAPLACE TRANSFORM
1. INTRODUCTION TO LAPLACE TRANSFORM
It is a mathematical tool that transforms any continuous-time signal into a completely different
signal representation that is a function of a complex variable s. The Laplace transform can also
be used to analyse LTI systems with nonzero initial conditions.
It is classified as the bilateral Laplace transform and unilateral Laplace transform. The bilateral
transform is used for both the non-causal and causal signals, while unilateral Laplace
transform is defined only for causal signals.
1.1. The Bilateral or Two-Sided Laplace Transform
The bilateral or two-sided Laplace transform of a continuous-time signal x(t) is defined
as
X(s) = L{x(t)} = x(t)e–st dt
–
Where, X(s) is the transformed signal and L represents the Laplace transformation. The
complex variable “s” comprises a real part and an imaginary part and is expressed as
s = σ + jω
1.2. The Unilateral Laplace Transform
The Laplace transform for causal signals and systems is referred to as the unilateral
Laplace transform and is defined as follows:
–st
X(s) = L{x(t)} = x(t)e dt
0
For causal signals and systems, the unilateral and bilateral Laplace transforms are the
same.
2. The EXISTENCE OF LAPLACE TRANSFORM
The bilateral Laplace transform of a signal x(t) exists if the following integral converges (i.e.
finite)
X(s) = x(t)e–st dt
–
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Substituting s = σ + jω in above equation
X(s) = x(t)e–(+ j)t dt
–
x(t)e–t e–jt dt
=
–
The above integral converges if
–t
| x(t)e | dt
–
Hence, the Laplace transform of x(t) exists if x(t) e–σt is absolutely integrable.
3. REGION OF CONVERGENCE
As discussed above, the necessary condition for existence of the Laplace transform is absolute
integrability of x(t) e–σt. That is, X(s) exists if
–t
| x(t)e | dt
–
The range of values of σ (i.e. real part of s) for which the Laplace transform converges is known
as Region of Convergence (ROC).
4. LAPLACE TRANSFORM OF SOME BASIC FUNCTION
The following table summarizes Laplace transform of same basic signal with their ROC.
Laplace Transform
CT signal x(t) ROC
X(s) = x(t)e–st dt
–
1. δ(t) 1 Entire s-plane
1
2. u(t) Re{s} > 0
s
1
3. u(t) – u(t –a) (1 – e–as ) Re{s} > 0
s
1
4. e–at u(t) Re {s} > – a
a+s
1
5. t u(t) Re {s} > 0
s2
n!
6. t nu(t) n
Re {s} > 0
s +1
1
7. te–at u(t) Re {s} > – a
(a + s)2
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n!
8. tne–at u(t) Re {s} > – a
(a + s)n +1
s
9. cos(ω0t)u(t) Re{s} > a
20 + s2
10. sin(ω0t)u(t) Re {s} > 0
20 + s2
(220 + s2 )
11. x(t) = cos2(ω0t)u(t) Re {s} > 0
s(420 + s2 )
220
12. x(t) = sin2(ω0t)u(t) Re {s} > 0
s(420 + s2 )
a+s
13. x(t) = exp (–at) cos(ω0t)u(t) Re {s} > – a
(a + s)2 + 20
w0
14. x(t)=exp(–at)sin(ω0t)u(t) (a + s)2 + w20 Re {s} > – a
TABLE 1: Laplace Transform and ROC of Basic CT Signals
1 1
Example 1: The Laplace transform of the waveform shown in the figure is such that
s 1 + eks
the value of k is -----------
Figure 1
Solution:
We can express the given function in terms of unit step function as follows
Figure 2
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x1(t) = u(t) – u(t – 1) x2(t) = u(t – 2) – u (t – 3)
Thus x(t) = x1(t) + x2(t) + x3 (t) + ….
= u(t) – u(t – 1) + u (t – 2) – u(t – 3) + …..
L 1
We know that u(t) ⎯⎯ →
s
L 1 –st0
u(t – t0 ) ⎯⎯
→ e (Time-shifting)
s
The Laplace transform of x(t) is
1 1 –s 1 –3s 1 –4s 1 –5s
X(s) = – e + e + e – e + .....
s s s s s
1 1
= [1 + e–2s + e–4s + ...] – [e–s + e–3s + e–5s + ...]
s s
1 1 1 e–s
= –
s 1 – e–2s s 1 – e–2s
1 1 – e–s 1 1
= = ……. (1)
s 1 – e–2s s 1 + e–s
From the given problem, we have
1
X(s) = …… (2)
s(1 + eks )
So, by comparing equations (1) and (2), we get k = – 1
5. PROPERTIES OF LAPLACE TRANSFORM
The unilateral and bilateral Laplace transforms possess a set of properties, which are useful in
the analysis of signals and systems. The proofs of properties are given for bilateral transform
only and can be obtained in a similar way for the unilateral transform.
5.1. Linearity
Linearity property states that, the linear combination of signals in the time domain is
equivalent to linear combination of their Laplace transform.
L
Let x1(t) ⎯⎯
→ X1(s), with ROC: R1
L
And x2 (t) ⎯⎯
→ X2 (s), with ROC: R2,
L
Then ax1(t) + bx2 (t) ⎯⎯
→ aX1(s) + bX2(s), with ROC: at least R1 ⋂ R2 for both unilateral
and bilateral Laplace transform.
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5.2. Time Scaling
Time scaling property states that the time compression of a signal by factor ‘a’ is
equivalent to expansion to expansion in s-domain by the same factor and vice versa.
L
If x(t) ⎯⎯
→ X1(s), with ROC: Rx
L 1 s
Then x(at) ⎯⎯
→ X( ), with ROC: aRx
| a| a
For both unilateral and bilateral Laplace transforms.
5.3. Time Shifting
The time shifting property states delay of t0 in time domain is equivalent to multiplication
of e–st0 with its Laplace transformation.
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
L –st0
then x(t – t0 ) ⎯⎯
→e X(s), with ROC: Rx
for both unilateral and bilateral Laplace transform.
5.4. Shifting in the s-domain (Frequency Shifting)
The frequency shifting property states that a shift in s domain by s 0 is equivalent to
multiplication of es0t with the time domain signal.
L
If x(t) ⎯⎯
→ X(s), with ROC:R2
s0t L
Then e x(t) ⎯⎯ → X(s – s0 ) ROC: Rx + Re(s0)
For both unilateral and bilateral Laplace transforms.
5.5. Time Differentiation
The time differentiation property states that differentiation in time domain adds a zero to
the system.
For bilateral Laplace transform
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
then dx(t) ⎯⎯
L
→ sX(s). with ROC: Rx
dt
For unilateral Laplace transform
dx(t) L
⎯⎯ → sX(s) – x(0) ROC: Rx
dt
5.6. Time Integration
The time integration property states integration in time domain adds a pole to the system.
For bilateral Laplace transform
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
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t 0
L X(s) 1
Then x()d ⎯⎯
→
s
+ x()d,
s –
with ROC: R ⋂ Re(s) > 0
–
For unilateral Laplace transform
t
L X(s)
x()d ⎯⎯→ s
, with ROC: R ⋂ Re(s) > 0
0
5.7. Differentiation in the s-domain
Differential in s-domain is equivalent to multiplication of – t with time domain signal x(t).
L
If x(t) ⎯⎯
→ X(s) with ROC: Rx
L dX(s)
Then –tx(t) ⎯⎯
→ with ROC: Rx
ds
For both unilateral and bilateral Laplace transforms.
5.8. Conjugation Property
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
* L
→ X*(s* )
Then x (t) ⎯⎯ with ROC: Rx
* *
Therefore X(s) = X (s ) when x(t) is real
5.9. Time Convolution
Time Convolution property states that convolution of two signals in time domain is
equivalent to their multiplication in s-domain.
L
Let x 1(t) ⎯⎯
→ X1(s), with ROC: R1
L
And x2 (t) ⎯⎯
→ X2 (s), with ROC: R2
L
Then x1(t) * x2(t) ⎯⎯
→ X1(s)X2(s) with ROC: at least R1 ⋂ R2 for both unilateral and
bilateral transform.
5.10. s-Domain Convolution
s-domain convolution property states that multiplication of two signals in time-domain is
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equivalent to times of convolution of their Laplace transforms.
2j
L
Let x1(t) ⎯⎯
→ X1(s), with ROC: R1
L
and x2 (t) ⎯⎯
→ X2 (s), with ROC: R2,
L 1
then x1(t)x2 (t) ⎯⎯
→ [X (s) * X2 (s)], with ROC: at least R1 ⋂ R2 for both unilateral and
2j 1
bilateral transform.
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5.11. Initial Value Theorem
L
Let x(t) ⎯⎯
→ X(s), with ROC: Rx
then initial value theorem states that,
x(0+ ) =lim x(t) =lim
s → sX(s)
t → 0+
NOTE: The initial-value theorem is valid only for the unilateral Laplace transform
5.12. Final Value Theorem
Final value theorem is applicable only if all the poles of X(s) lie in left half of the s-plane.
If any pole in right half of the s-plane then the final values theorem does not applicable.
L
Let x(t) ⎯⎯
→ X(s), with ROC: Rx
then final value theorem states that,
x() =lim lim
t → x(t) =s →0 sX(s)
NOTE: The final-value theorem is applicable to either the unilateral or bilateral Laplace
transform.
s+2
Example 2: The Laplace transform of x(t) is X(s) = . The final value of x(t)
2
s(s + 3s + 1)
is -
Sol.
s+2
x() =lim
s →0 sX(s) = =2
s2 + 3s + 1
5.13. Time Reversal Property
Time reversal property states that if the signal is inverted in time domain, then it will be
inverted in s-domain as well.
L
If x(t) ⎯⎯
→ X(s), with ROC: Rx
L
then x(–t) ⎯⎯
→ X(–s), with ROC: -Rx
for bilateral transform.
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6. IMPULSE RESPONSE AND TRANSFER FUNCTION
The transfer function of a continuous time system is defined as the ratio of Laplace transform
of output and Laplace transform of input.
L L
→ X(s) is the input and y(t) ⎯⎯
Let x(t) ⎯⎯ → Y(s) is the output of an LTI continuous time
L
system having impulse response h(t) ⎯⎯
→ H(s) . The response y(t) of the continuous time
system is given by convolution integral of input and impulse response as
y(t) = x(t) * h(t) = x()h(t – )d
–
Using convolution property of Laplace transform the above equation can be written as.
Y(s) = X (s) H (s)
Y(s)
Thus H(s) =
X(s)
Where, H(s) defined as the transfer function of the system. It is the Laplace transform of the
impulse response.
Alternatively we can say that the inverse Laplace transform of transfer function is the impulse
response of the system. Impulse response is
Y(s)
h(t) = L–1{H(s)} = L–1
X(s)
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