MENG 4312
System Dynamics and
Control
Week 02 (Mtg. 02)
Ch 2. The Laplace Transform
Part 2
By Chung Hyun Goh, Ph.D.
Textbook (Required)
System Dynamics
Katsuhiko Ogata
4th edition, Pearson Prentice Hall, 2004.
1. Introduction to System Dynamics
2. The Laplace Transform
3. Mechanical Systems
4. Transfer-Function Approach to Modeling Dynamic
Systems
5. State-Space Approach to Modeling Dynamic
Systems
6. Electrical Systems and Electromechanical Systems
7. Fluid Systems and Thermal Systems
8. Time-Domain Analysis of Dynamic Systems
9. Frequency-Domain Analysis of Dynamic Systems
10. Time-Domain Analysis and Design of Control
Systems
11. Frequency-Domain Analysis and Design of Control
Systems
2
The Learning Outcomes of the Course
Apply fundamental principles of dynamic systems to modeling
Analyze dynamics systems in time domain and frequency domain
Conduct the analysis and design of Single-Input and Single-Output (SISO)
control systems
Use computational tools to assist in the design and analysis of dynamics
systems and pertinent controllers
Apply control system knowledge to real-world problems in case studies
3
How to Get These Course Learning Outcomes
Strategy
Today’s Course Learning Outcomes
Apply fundamental principles of dynamic systems to modeling
Strategies: Solving Methods
Understand Applications of the Laplace Transform
• Definition of the Inverse Laplace Transform
• Partial Fraction Expansion Method
• Examples of the Inverse Laplace Transform
4
2.3 Laplace Transform (Summary 1)
Definition
Improper integral
𝒅𝜹(𝒕)
=𝒔
𝒅𝒕
while
Basic Principles of the Laplace Transform
𝟏 𝒕 = 𝒖 𝒕 : 𝒖𝒏𝒊𝒕 𝒔𝒕𝒆𝒑 𝒇𝒖𝒏𝒄𝒕𝒊𝒐𝒏
https://www.youtube.com/watch?v=hfKycVR4kSw 5
2.3 Laplace Transform (Summary 2)
Calculation Examples
Translated Function
• First shifting theorem:
0 𝑓𝑜𝑟 𝑡 < 0
𝑢 𝑡 =
1 𝑓𝑜𝑟 𝑡 ≥ 0
0 𝑓𝑜𝑟 𝑡 < 𝑎
𝑢 𝑡−𝑎 =
1 𝑓𝑜𝑟 𝑡 ≥ 𝑎
• Second shifting theorem: ℒ 𝑓 𝑡−𝑎 𝑢 𝑡−𝑎 =𝑒 𝐹 𝑠 𝑎≥0
6
2.3 Laplace Transform (Summary 3)
Calculation Examples
Unit-Impulse Function (Dirac delta Function)
• The impulse function whose area is equal to unity
𝛿 𝑡−𝑡 =0 for 𝑡 ≠ 𝑡
𝛿 𝑡−𝑡 =∞ for 𝑡 = 𝑡
𝑑
𝛿 𝑡 − 𝑡 𝑑𝑡 = 1 𝛿 𝑡−𝑡 = 𝑢(𝑡 − 𝑡 )
𝑑𝑡
• Note that 𝑑𝛿(𝑡)
ℒ𝛿 𝑡 =1 and =𝑠
𝑑𝑡
Multiplication of 𝒇 𝒕 𝐛𝐲 𝒆 𝒂𝒕
• If 𝑓 𝑡 is Laplace transformable and its Laplace transform is 𝐹(𝑠), then
( )
ℒ𝑒 𝑓 𝑡 = 𝑒 𝑒 𝑓 𝑡 𝑑𝑡 = 𝑒 𝑓 𝑡 𝑑𝑡
= 𝐹(𝑠 + 𝑎)
7
2.3 Laplace Transform (Summary 4)
Calculation Examples
Differentiation Theorem
• The Laplace transform of the derivative of a function 𝑓(𝑡) is given by
𝑑
ℒ 𝑓 𝑡 = 𝑠𝐹 𝑠 − 𝑓(0)
𝑑𝑡
• Integrating the Laplace integral by parts gives
𝑒 𝑒 𝑑
𝑓 𝑡 𝑒 𝑑𝑡 = 𝑓(𝑡) − 𝑓 𝑡 𝑑𝑡
−𝑠 −𝑠 𝑑𝑡
𝑓(0) 1 𝑑
= + 𝑒 𝑓 𝑡 𝑑𝑡
𝑠 𝑠 𝑑𝑡
𝑓(0) 1 𝑑
= + ℒ 𝑓 𝑡
𝑠 𝑠 𝑑𝑡
𝑑
ℒ 𝑓 𝑡 = ℒ 𝑓′ 𝑡 =𝑠 𝑓 𝑡 𝑒 𝑑𝑡 − 𝑓 0 = 𝑠𝐹 𝑠 − 𝑓(0)
𝑑𝑡
8
2.3 Laplace Transform (Summary 5)
Calculation Examples
Integration Theorem
• The Laplace transform of the integral of a function 𝑓(𝑡) is given by
𝐹 𝑠 𝑓′(0)
ℒ 𝑓 𝑡 𝑑𝑡 = +
𝑠 𝑠
• Integrating the Laplace integral by parts gives
𝑒 𝑒
ℒ 𝑓 𝑡 𝑑𝑡 = 𝑓 𝑡 𝑑𝑡 𝑒 𝑑𝑡 = 𝑓 𝑡 𝑑𝑡 − 𝑓(𝑡) 𝑑𝑡
−𝑠 −𝑠
1 1
= 𝑓 𝑡 𝑑𝑡 + 𝑒 𝑓(𝑡) 𝑑𝑡
𝑠 𝑠
𝑓 (0) 𝐹(𝑠)
= +
𝑠 𝑠
9
2.3 Laplace Transform (Summary 6)
Calculation Examples
Final-Value Theorem
• The final-value theorem relates the steady-state behavior of 𝑓(𝑡) to the
behavior of 𝑠𝐹(𝑠) in the neighborhood of 𝑠 = 0
𝑓 ∞ = lim 𝑓 𝑡 = lim 𝑠𝐹(𝑠)
→ →
Initial-Value Theorem
• The initial-value theorem is the counterpart of the final-value theorem.
• Using the initial-value theorem, we are able to find the value of 𝑓(𝑡) at 𝑡 = 0,
but rather gives it at a time slightly greater than zero.
𝑓 0 + = lim 𝑠𝐹(𝑠)
→
10
2.4 Inverse Laplace Transform (1/9)
Overview
Definition
• If 𝑓 𝑡 is a continuous function of exponential order and ℒ 𝑓 𝑡 = 𝐹(𝑠),
Then we can call 𝑓 𝑡 the inverse Laplace transform of 𝐹(𝑠), and write:
𝑓 𝑡 =ℒ [𝐹 𝑠 ]
• So… 𝐹 𝑠 =ℒ 𝑓 𝑡 𝑓 𝑡 =ℒ [𝐹 𝑠 ]
https://www.youtube.com/watch?v=Y8GXpS31CGI 11
2.4 Inverse Laplace Transform (2/9)
Partial-Fraction Expansion Method
Partial-Fraction Decomposition
Partial-Fraction Rules
5 1 1 1 1 1
= + = −
6 2 3 𝑥 + 5𝑥 + 6 𝑥 + 2 𝑥 + 3
• Solving rules
For each distinct linear factor 𝑎𝑥 + 𝑏 , the result must include the term
𝐴 𝐵
𝑎𝑥 + 𝑏 𝑎𝑥 + 𝑏
For each quadratic factor 𝑎𝑥 + 𝑏𝑥 + 𝑐 , the result must include the term
𝐴𝑥 + 𝑏 𝐶𝑥 + 𝐷
𝑎𝑥 + 𝑏𝑥 + 𝑐 𝑎𝑥 + 𝑏𝑥 + 𝑐
https://www.youtube.com/watch?v=2yYnkfs_az4 12
2.4 Inverse Laplace Transform (3/9)
Partial-Fraction Expansion Method
Example 1
• Find the partial-fraction expansion of the following equation.
3𝑥 𝐴 𝐵
= +
𝑥+2 𝑥−1 𝑥+2 𝑥−1
https://www.youtube.com/watch?v=2yYnkfs_az4 13
2.4 Inverse Laplace Transform (4/9)
Partial-Fraction Expansion Method
Example 2
• Find the partial-fraction expansion of the following equation.
𝑥−4 𝐴 𝐵 𝐶
= + +
𝑥 𝑥−1 𝑥 𝑥 𝑥−1
https://www.youtube.com/watch?v=2yYnkfs_az4 14
2.4 Inverse Laplace Transform (5/9)
Partial-Fraction Expansion Method
Example 3
• Find the partial-fraction expansion of the following equation.
𝑥 𝐴 𝐵 𝐶
= + +
𝑥−1 𝑥+1 𝑥−1 𝑥−1 𝑥+1
https://www.youtube.com/watch?v=2yYnkfs_az4 15
2.4 Inverse Laplace Transform (6/9)
Partial-Fraction Expansion Method
Example 4
• Find the partial-fraction expansion of the following equation.
2𝑥 + 4 2𝑥 + 4 𝐴 𝐵𝑥 + 𝐶
= = +
𝑥 −1 𝑥−1 𝑥 +𝑥+1 𝑥−1 𝑥 +𝑥+1
https://www.youtube.com/watch?v=2yYnkfs_az4 16
2.4 Inverse Laplace Transform (7/9)
Partial-Fraction Expansion Method
Example 1
• Find the inverse Laplace transform of
𝑠+3 𝐴 𝐵
𝐹 𝑠 = = +
𝑠+1 𝑠+2 𝑠+1 𝑠+2
17
2.4 Inverse Laplace Transform (8/9)
Partial-Fraction Expansion Method
Example 2
• Find the inverse Laplace transform of
𝑠 + 5𝑠 + 9𝑠 + 7 𝑠+3
𝐺 𝑠 = =𝑠+2+
𝑠+1 𝑠+2 𝑠+1 𝑠+2
𝑠+3 2 1
From the example 1, we know that = −
𝑠+1 𝑠+2 𝑠+1 𝑠+2
Note that 𝒅𝜹(𝒕)
𝓛𝜹 𝒕 =𝟏 and =𝒔 18
𝒅𝒕
2.4 Inverse Laplace Transform (9/9)
Partial-Fraction Expansion Method
Example 3
• Find the inverse Laplace transform of
2𝑠 + 12 2𝑠 + 12 2𝑠 + 12
𝐹 𝑠 = = =
𝑠 + 2𝑠 + 5 𝑠 + 1 + 𝑗2 𝑠 + 1 − 𝑗2 𝑠+1 +2
𝜔 𝜔
Note that ℒ 𝑠𝑖𝑛 𝜔𝑡 = ℒ 𝑒 𝑠𝑖𝑛 𝜔𝑡 =
𝑠 +𝜔 𝑠+𝑎 +𝜔
𝑠 (𝑠 + 𝑎)
ℒ 𝑐𝑜𝑠 𝜔𝑡 = ℒ 𝑒 𝑐𝑜𝑠 𝜔𝑡 =
𝑠 +𝜔 𝑠+𝑎 +𝜔
19
2.5 Solving Differential Equations (1/5)
Solving Linear, Time-Invariant Differential Equations
Example 1
• Find the solution 𝑥(𝑡) of the differential equation
𝑥̈ + 3𝑥̇ + 2𝑥 = 0, 𝑥 0 = 𝑎, 𝑥̇ 0 = 𝑏
20
2.5 Solving Differential Equations (2/5)
Solving Linear, Time-Invariant Differential Equations
Example 1
• Using the partial-fraction expansion, we can express
𝑎𝑠 + 𝑏 + 3𝑎
𝑋 𝑠 =
(𝑠 + 1)(𝑠 + 2)
where a an b are constants.
21
2.5 Solving Differential Equations (3/5)
Solving Linear, Time-Invariant Differential Equations
Example 2
• Find the solution 𝑥(𝑡) of the differential equation
𝑥̈ + 2𝑥̇ + 5𝑥 = 3, 𝑥 0 = 0, 𝑥̇ 0 = 0
22
2.5 Solving Differential Equations (4/5)
Solving Linear, Time-Invariant Differential Equations
Example 2
• Using the partial-fraction expansion, we can express
3
𝑋 𝑠 = =
𝑠 𝑠 + 2𝑠 + 5
23
2.5 Solving Differential Equations (5/5)
Solving Linear, Time-Invariant Differential Equations
Example 2
• Using the partial-fraction expansion, we can express
3 1 3 𝑠+2
𝑋 𝑠 = − =
5 𝑠 5 𝑠 + 2𝑠 + 5
24
Laplace Transform Table (1/3)
25
Laplace Transform Table (2/3)
26
Laplace Transform Table (3/3)
27
In-Class Example
(Laplace Transform)
28
Mtg. 02 In-Class Example (1/3)
Laplace Transform
Find the Laplace Transform of each of the following functions
𝑓 𝑡 =𝑒 𝑐𝑜𝑠 3𝑡 − 3𝑡 𝑒
1 + cos 6𝑡 𝑛! 1
• Note that 𝑐𝑜𝑠 3𝑡 = ℒ 𝑡 = ℒ 𝑒 =
2 𝑠 𝑠−𝑎
29
Mtg. 02 In-Class Example (2/3)
Laplace Transform
Compute the Inverse Laplace Transform of
4𝑠 + 5
𝐹 𝑠 =
𝑠−2 𝑠+3
1 𝑛!
• Note that ℒ =𝑒 ℒ =𝑡 𝑒
𝑠−𝑎 𝑠−𝑎
30
Mtg. 02 In-Class Example (3/3)
Laplace Transform
Solve the following initial valued problem by the Laplace Transform
𝑦" + 𝑘 𝑦 = 2 sin 𝜔𝑡, with 𝑦 0 = 𝑦 0 = 0;
2𝜔 2𝜔 1 1
∴ = −
𝑠 +𝑘 𝑠 +𝜔 𝑘 −𝜔 𝑠 +𝜔 𝑠 +𝑘
𝜔
• Note that ℒ 𝑦" = 𝑠 𝑌(𝑠) ℒ 𝑦 = 𝑌(𝑠) ℒ sin 𝜔𝑡 =
𝑠 +𝜔
2𝑎 𝑠
ℒ = sin 𝑎𝑡 − 𝑎𝑡 cos 𝑎𝑡 ℒ cos 𝜔𝑡 = 31
𝑠 +𝑎 𝑠 +𝜔