The Laplace Transform

The Laplace Transform

The Laplace Transform of a function, f(t), is defined as;


L[ f (t )]  F ( s)   f (t )e dt
 st
Eq A
0

The Inverse Laplace Transform is defined by

  j
1

1
L [ F ( s)]  f (t )  F ( s ) ets
ds Eq B
2 j   j
 The Laplace Transform

We generally do not use Eq B to take the inverse Laplace. However,

this is the formal way that one would take the inverse. To use

Eq B requires a background in the use of complex variables and

the theory of residues. Fortunately, we can accomplish the same

goal (that of taking the inverse Laplace) by using partial fraction

expansion and recognizing transform pairs.

 The Laplace Transform

Laplace Transform of the unit step.


 1  st 
L[u(t )]   1e dt  e |
 st

0
s 0

1
L[u(t )] 
s
The Laplace Transform of a unit step is:
1
s
 The Laplace Transform
The Laplace transform of a unit impulse:

Pictorially, the unit impulse appears as follows:

f(t) (t – t0)

0 t0

Mathematically:

(t – t0) = 0 t  0
 The Laplace Transform
The Laplace transform of a unit impulse:

An important property of the unit impulse is a sifting

or sampling property. The following is an important.

t2
 f (t 0 ) t1  t 0  t 2

t1
f (t ) (t  t 0 )dt  
0 t 0  t1 , t 0  t 2
 The Laplace Transform

The Laplace transform of a unit impulse:

In particular, if we let f(t) = (t) and take the Laplace


L[ (t )]    (t )e dt  e
 st 0 s
1
0
 The Laplace Transform

An important point to remember:

f (t )  F ( s)

The above is a statement that f(t) and F(s) are

transform pairs. What this means is that for
each f(t) there is a unique F(s) and for each F(s)
there is a unique f(t). If we can remember the
Pair relationships between approximately 10 of the
Laplace transform pairs we can go a long way.
 The Laplace Transform
Building transform pairs:
 e
L[e u(t )]   e e dt   e
at at  st ( s  a ) t
dt
L(e
0 0

 st
e  1
L[e u( t )] 
 at
|0 
( s  a) sa
 at 1
A transform e u( t ) 
pair sa
 The Laplace Transform
Building transform pairs:


L[tu(t )]   te dt
 st

0
 
 u=t
 udv  uv |   vdu
0
0
0
dv = e-stdt

1 A transform
tu(t )  2 pair
s
 The Laplace Transform
Building transform pairs:

(e jwt  e  jwt )  st
L[cos( wt )]   e dt
0
2
1 1 1 
   
2  s  jw s  jw 
s
 2
s  w2

s
cos( wt )u(t )  A transform
s2  w2 pair
 The Laplace Transform
Time Shift

L[ f (t  a )u(t  a )]   f (t  a )e  st
a

Let x  t  a , then dx  dt and t  x  a

As t  a , x  0 and as t  , x  . So,
 


0
f ( x )e  s ( x  a ) dx  e as  f ( x )e  sx dx
0

 as
L[ f (t  a)u(t  a)]  e F ( s)
 The Laplace Transform
Frequency Shift


L[e  at
f (t )]   [e  at  st
f (t )]e dt
0


 f ( t )e
( s  a ) t
 dt  F ( s  a )
0

 at
L[e f (t )]  F ( s  a )
 The Laplace Transform
Example: Using Frequency Shift
Find the L[e-atcos(wt)]
In this case, f(t) = cos(wt) so,

s
F ( s)  2
s  w2
(s  a)
and F ( s  a ) 
(s  a)2  w 2

at ( s  a)
L[e cos( wt )] 
( s  a)2  (w)2
 The Laplace Transform
Time Integration:

The property is:

  t   st
L  f (t )dt      f ( x )dx e dt
0  0 0 
Integrate by parts :
t
Let u   f ( x )dx, du  f (t )dt
0

and
 st 1  st
dv  e dt , v  e
s
 The Laplace Transform
Time Integration:

Making these substitutions and carrying out

The integration shows that

  1
L  f (t )dt    f (t )e  st dt
0  s0
1
 F ( s)
s
 The Laplace Transform
Time Differentiation:

If the L[f(t)] = F(s), we want to show:

df (t )
L[ ]  sF ( s )  f (0)
dt
Integrate by parts:

u  e , du   se dt and
 st  st

df ( t )
dv  dt  df ( t ), so v  f ( t )
dt
 The Laplace Transform
Time Differentiation:

Making the previous substitutions gives,


 df 
L    f ( t )e
 dt 
|  f (t ) se dt
 st 
0
 st

0

 0  f (0)  s  f (t )e  st dt
0

So we have shown:

 df (t ) 
L   sF ( s)  f (0)
 dt 
 The Laplace Transform
Time Differentiation:
We can extend the previous to show;
 df (t ) 2  2
L 2 
 s F ( s )  sf (0)  f ' (0)
 dt 
 df (t ) 3 
L 3 
 s 3
F ( s )  s 2
f (0)  sf ' (0)  f ' ' (0)
 dt 
general case
 df (t ) n  n 1 n2
L n 
 s n
F ( s )  s f ( 0)  s f ' (0)
 dt 
 ...  f ( n1) (0)
 The Laplace Transform
Transform Pairs:
f(t) F(s)
 (t ) 1
1
u( t ) ____________________________________
f ( t ) F ( s )

s
 st 1
e
sa
1
t
s2
n n!
t
s n 1
 The Laplace Transform
Transform Pairs:
f(t) F(s)
 at 1
te
s  a 2
n  at n!
t e
( s  a )n 1
w
sin( wt )
s2  w2
s
cos(wt )
s2  w2
 The Laplace Transform
Transform Pairs:
f(t) F(s)
w
e at sin( wt )
( s  a)2  w 2
 at sa
e cos( wt )
( s  a)2  w 2
s sin   w cos
sin( wt   )
s w
2 2

s cos  w sin 
cos( wt   )
s2  w2
 The Laplace Transform
Common Transform Properties:

f(t) F(s)
 to s
f ( t  t 0 )u( t  t 0 ), t 0  0 e F ( s)
 to s
f ( t )u( t  t 0 ), t  0 e L[ f ( t  t 0 )

e  at f ( t ) F (s  a)
d n f (t )
s n F ( s )  s n  1 f ( 0)  s n  2 f ' ( 0)  . . .  s 0 f n  1 f ( 0)
dt n
dF ( s )
tf ( t ) 
ds
t
1
 f ( )d F ( s)
0 s
 The Laplace Transform
Using Matlab with Laplace transform:
Example Use Matlab to find the transform of te  4 t
The following is written in italic to indicate Matlab code

syms t,s
laplace(t*exp(-4*t),t,s)
ans =
1/(s+4)^2
 The Laplace Transform
Using Matlab with Laplace transform:
Example Use Matlab to find the inverse transform of
s ( s  6)
F (s) 
( s  3)( s 2  6 s  18)

syms s t

ilaplace(s*(s+6)/((s+3)*(s^2+6*s+18)))

ans =
-exp(-3*t)+2*exp(-3*t)*cos(3*t)