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Laplace Transformation

Laplace transformation is a powerful tool for solving linear system of ODEs and
corresponding initial value problems arising in engineering. Laplace transformation is most
important operation for engineers and researchers. It offers a direct method for solving ODEs
without first determining its general solution and then evaluating of arbitrary constants.
Pierre Simon Marquis De Laplace (1749-1827), great French mathematician, was a
professor in Paris. He developed the foundation of potential theory and made important
contribution to celestial mechanics, astronomy in general, special functions and probability
theory. Napoleon Bonaparte was his student for a year. The powerful practical Laplace
Transformation technique was developed over a century later by English electrical Engineer
Oliver Heaviside and was often called Heaviside calculus. Unfortunately Heavisides treatment
was unsystematic and lacked rigour, which was placed on sound mathematical footing by
Bromwich and Carson during 1916-17. Heavisides operational calculus is best introduced by
means of a particular type of definite integrals called Laplace Transformations.
If
is a function defined for of all
, its Laplace Transformation is integral of
times
form
to . Thus

Here we assume that


a real or complex number.

is such that the integral exists. is a parameter which may be


being clearly a function of
and is written as

i.e.
Further we can write
Then
is called the inverse Laplace Transformation of
Laplace transformation Operator.

Below are some functions

and their Laplace transforms

. The symbol

is called

Main theorems of the Laplace transform


a)
Superposition theorem:
For arbitrary constants

and

it follows that
(2.2)

The Laplace transformation is a linear integral transformation.


b)
Similarity theorem:
For an arbitrary constant
(2.3)

is valid. This follows from Eq. (2.1) by the substitution of

c)
Real Shifting theorem:
For an arbitrary constant
(2.4)

is valid. This follows directly from Eq. (2.1) by the substitution of

d)
Complex Shifting theorem:
For an arbitrary constant
(2.5)

is valid. This follows directly from Eq. (2.1).


e)
Derivative theorem:
For a causal function of time,
, for which the derivative for
as shown in section A.1.3, one obtains

exists, then

(2.6)

and in the case of multiple differentiation


(2.7)

f)
Complex differentiation theorem:
This theorem shows that a differentiation of the mapped function
corresponds to a multiplication with the time in the time domain:
(2.8)

g)
Integral theorem:
The integral of a function is mapped by
(2.9)

as shown in section A.1.3.


h)
Convolution in the time domain:
The convolution of two functions of time
symbolic notation

and

, presented by the

, is defined as
(2.10)

In section A.1.3 it is shown that the convolution of the two original functions
corresponds to the multiplication of the related mapped functions, that is
(2.11)

i)
Convolution in the frequency domain:
Whereas in h) the convolution of two functions of time was given, a similar
result for the convolution of two functions in the frequency domain exists and
is given by

(2.12)

Here
and
is valid. Furthermore, is the complex
variable of integration. According to this theorem the Laplace transform of the
product of two functions of time is equal to the convolution of
in the mapped domain. This is shown in detail in section A.1.3.

and

j)
Initial and final value theorems:
The theorem of the initial condition allows the direct calculation of the function
value

of a causal function of time

If the Laplace transform of

and

from the Laplace transform

exist, then
(2.13)

is valid if the

exists, see section A.1.3.

Using the theorem of the final value the value of


determined from
limit

, if the Laplace transform of

for
and

can be
exist and the

also exists. Then it follows from section A.1.3 that


(2.14)

One has to observe that


or

can be calculated only from the corresponding Laplace transform


by
application of the theorems of the initial or final value, if the existence of the
related limit in the time domain is a priori assured. The following two examples
should explain this:
Example 2.3.1

The limit
Example 2.3.2

does not exist so that the final value theorem may not be applied.

The limit
applied.

does not exist and therefore the final value theorem may not be

It can be concluded from the last two examples that the following general statement is
valid: If the Laplace transform
has, apart from a single pole at the origin
,
poles on the imaginary axis or in the right-half plane, then the initial or final value
theorems cannot be applied.

The inverse Laplace transform


The inverse Laplace transform is described by Eq. (A.2). As already mentioned in
section 2.2 in many cases a direct evaluation of the complex inverse integral is not
necessary, as the most important elementary functions are given in Table 2.1. A
complicated function,
, not given in Table 2.1 must be decomposed into a sum of
simple functions of that is
(2.15)

which have a known inverse Laplace transform:


(2.16)

For many problems in control the function


as rational fraction, that is

is a ratio of polynomials in s, known


(2.17)

where
If

and
, then

are the numerator and the denominator, respectively.


is divided by

, where a polynomial in

polynomials are obtained. The numerator of the fraction


than . E.g, if

and a ratio of
has a lower order

, then
(2.18)

whereby

and

and

are constants.

A rational fraction
given in Eq. (2.17) can be decomposed into more simple
functions by application of partial fraction decomposition, as shown in Eq. (2.15). In

order to perform this decomposition the denominator polynomial


factorised into the form

must be

(2.19)

For a denominator polynomial of -th order one obtains


zeros

. The zeros of

roots or

are also known as the poles of

, since

they define where


is infinite. The partial fraction decomposition for different
types of poles is shown in the following.
Case 1:
Here

has only single poles.


can be expanded into the form
(2.20)

where the residuals are real or complex constants. Using the table of
correspondences one immediately can obtain the corresponding function of time
(2.21)
for

The values can be determined either by comparing the coefficients or by using


the theorem of residuals from the theory of functions according to
(2.22)

for
Case 2:

with

has multiple poles.

For multiple poles of


each with multiplicity
corresponding partial fraction decomposition is

the

(2.23)
with

The back transformation of Eq. (2.23) into the time domain is


(2.24)
for

The real or complex coefficients


residuals are

for

determined by the theorem of


(2.25)

This general relation also contains the case of single poles of


real or complex.
Case 3:

. The poles may be

has also conjugate complex poles.

As both, the numerator


and the denominator
of the function
are
rational algebraic functions, complex factors always arise as conjugate complex pairs.
If

has a conjugate complex pair of poles

function

, then for the

in the partial fraction decomposition of

Eq. (2.20) can be applied to give


(2.26)

where the residuals

are also a conjugate complex pair. Therefore, both fractions of


combined, and one obtains

can be
(2.27)

with the real coefficients


(2.28)

The determination of the coefficients


of residuals by

and

is performed again using the theorem

(2.29)

As

is complex, both sides of this equation are complex. Comparing the real and

imaginary parts of both sides one gets two equations for the calculation of
This procedure is demonstrated now using the following example.
Example 2.4.1 Find the inverse Laplace transform

The partial fraction decomposition of

where the function

is

contains the conjugate pair of poles

In addition the third pole of

For the coefficients

of

and

is

it follows from Eq. (2.29)

Comparing the real and imaginary parts on both sides one obtains
and

and from this finally

Using Eq. (2.22) the residual is

The partial fraction decomposition of

which can be rearranged in the form

is thus

and

such that correspondences given in Table 2.1 can be directly applied to find the
inverse transformation. Using the correspondences 16, 15 and 6 of this table, it
follows that
for

which can be rearranged as


for