4 
Laplace Transform
4.1 INTRODUCTION
The Laplace transform method is used extensively [1^3] to facilitate and systematize the solution of ordinary constantcoefficient differential equations. The advantages of this modern transform method for the analysis of lineartimeinvariant (LTI) systems are the following:
1. It includes the boundary or initial conditions.
2. The work involved in the solution is simple algebra.
3. The work is systematized.
4. The use of a table of transforms reduces the labor required.
5. Discontinuous inputs can be treated.
6. The transient and steadystate components of the solution are obtained simultaneously.
The disadvantage of transform methods is that if they are used mechanically, without knowledge of the actual theory involved, they some times yield erroneous results. Also, a particular equation can sometimes be solved more simply and with less work by the classical method. Although an understanding of the Laplace transform method is essential, it must be emphasized that the solutions of differential equations are readily obtained by use of CAD packages such as MATLAB and TOTALPC [4]
Copyright © 2003 Marcel Dekker, Inc.
(see Appendixes C and D). Laplace transforms are also applied 
to the solution of system equations that are in matrix statevariable format.
The method for using the state and output equations to obtain the system transfer function is presented.
4.2 DEFINITION OF THE LAPLACE TRANSFORM
The direct Laplace transformation of a function of time f (t) is given by
L½f ðtÞ ¼ Z 1 f ðtÞe ^{} ^{s}^{t} dt ¼ FðsÞ
0
ð4:1Þ
where L½ f ðtÞ is a shorthand notation for the Laplace integral. Evaluation
of the integral results in a function F(s) that has s as the parameter. This
parameter s is a complex quantity of the form s þ jo. Since the limits of integration are zero and infinity, it is immaterial what value f (t) has for negative or zero time. There are limitations on the functions f (t) that are Laplace transformable. Basically, the requirement is that the Laplace integral converge, which means that this integral has a definite functional value. To meet this requirement [3] the function f (t) must be (1) piecewise continuous over every finite interval 0 t _{1} t t _{2} and (2) of exponential order. A function is piecewise continuous in a finite interval if that interval can be
divided into a finite number of subintervals, over each of which the function
is continuous and at the ends of each of which f (t) possesses finite right and
lefthand limits. A function f (t) is of exponential order if there exists a constant a such that the product e ^{} ^{a}^{t} jf (t)j is bounded for all values of t greater than some finite value T. This imposes the restriction that s, the real part of s, must be greater than a lower bound s _{a} for which the product e ^{} ^{s} ^{a} ^{t} j f ðtÞj is of exponential order. A linear differential equation with constant coefficients and with a finite number of terms is Laplace transformable if the driving function is Laplace transformable. All cases covered in this book are Laplace transformable. The basic purpose in using the Laplace transform is to obtain a method of solving differential equations that involves only simple algebraic operations in conjunction with a table of transforms.
4.3 DERIVATION OF LAPLACE TRANSFORMS OF SIMPLE FUNCTIONS
A number of examples are presented to show the derivation of the Laplace
transform of several time functions. A list of common transform pairs is given in Appendix A.
Copyright © 2003 Marcel Dekker, Inc.
Step Function u _{} _{1} (t)
The Laplace transform of the unit step function u _{} _{1} (t) (see Fig. 3.1a) is 

L½u _{} _{1} ðtÞ ¼ Z 1 u _{} _{1} ðtÞe ^{} ^{s}^{t} dt ¼ U _{} _{1} ðsÞ 0 
ð4:2Þ 
Since u _{} _{1} (t) has the value 1 over the limits of integration,
U _{} _{1} ðsÞ¼ Z 1 e ^{} ^{s}^{t} dt ¼
0
_{e}
st
s
1
0
¼ ^{1} _{s}
if s > 0
ð4:3Þ
The step function is undefined at t ¼ 0, but this is immaterial, for the integral is defined by a limit process
^{Z} 1
0
f ðtÞe ^{} ^{s}^{t} dt ¼ lim
T !1
e!0
^{Z} T
e
f ðtÞe ^{} ^{s}^{t} dt
ð4:4Þ
and the explicit value at t ¼ 0 does not affect the value of the integral.The value of the integral obtained by taking limits is implied in each case but is not written out explicitly.
Decaying Exponential e ^{} ^{a} ^{t}
The exponent a is a positive real number.
L½e ^{} ^{a}^{t} ¼ Z 1
0
_{e} at _{e} st _{d}_{t} Z ^{1}
0
_{e} ðsþaÞt _{d}_{t}
_{e} ðsþaÞt
¼
s þ a
1
0
¼
1
_{s} _{þ} _{a}
Sinusoid cos ut
Here o is a positive real number.
L½cos ot ¼ Z 1 cos ot e ^{} ^{s}^{t} dt
0
s > a 
ð4:5Þ 
ð4:6Þ 
Expressing cos ot in exponential form gives
Then
cos ot ¼
_{e} jot _{þ} _{e} jot
2
L½cosot ¼ ^{1}
2
^{Z} 1
0
_{e} ðjo sÞt _{d}_{t} _{þ} Z ^{1} _{e} ð jo sÞt _{d}_{t}
0
¼ ^{1} jo s ^{}
2
1
1
jo s
¼ _{s} _{2} _{þ}_{o} _{2}
s
¼ ^{1}
2
"
e
ðjo sÞt
þ
e
ð
jo sÞt
jo s
jo s
#
1
0
s >0
ð4:7Þ
Copyright © 2003 Marcel Dekker, Inc.
Ramp Function u _{} _{2} ðtÞ ¼ tu _{} _{1} ðtÞ
L½t ¼ Z 1 te ^{} ^{s}^{t} dt
0
s > 0
This expression is integrated by parts by using
^{Z} b
a
u dv ¼ uv
b
a Z b
a
v du
Let u ¼ t and dv ¼ e ^{} ^{s}^{t} dt.Then du ¼ dt and v ¼ e ^{} ^{s}^{t} /s.Thus
^{Z} 1
0
te ^{} ^{s}^{t} dt ¼
_{t}_{e} st
s
¼ 0
_{e} st
s ^{2}
1
0
1
0
Z 1
0
¼ ^{1} _{2}
s
_{e} st
s
dt
s > 0
ð4:8Þ
ð4:9Þ
4.4 LAPLACE TRANSFORM THEOREMS
Several theorems that are useful in applying the Laplace transform are presented in this section. In general, they are helpful in evaluating transforms.
Theorem 1: Linearity. is transformable, then
If a is a constant or is independent of s and t, and if f (t)
L½af ðtÞ ¼ aL½ f ðtÞ ¼ aFðsÞ
ð4:10Þ
Theorem 2: Superposition. If f _{1} (t) and f _{2} (t) are both Laplacetransformable, the principle of superposition applies:
ð4:11Þ
L½f _{1} ðtÞ f _{2} ðtÞ ¼ L½f _{1} ðtÞ L½f _{2} ðtÞ ¼ F _{1} ðsÞ F _{2} ðsÞ
If the Laplace transform of f (t) is F(s) and
a is a positive real number, the Laplace transform of the translated function
Theorem 3: Translation in time.
f ðt aÞu _{} _{1} ðt aÞ is
ð4:12Þ
Translation in the positive t direction in the real domain becomes multiplication by the exponential e ^{} ^{a}^{s} in the s domain.
Theorem 4: Complex differentiation. then
If the Laplace transform of f (t) is F(s),
L½f ðt aÞu _{} _{1} ðt aÞ ¼ e ^{} ^{a}^{s} FðsÞ
d
L½tf ðtÞ ¼ _{d}_{s} FðsÞ
ð4:13Þ
Copyright © 2003 Marcel Dekker, Inc.
Multiplication by time in the real domain entails differentiation with respect to s in the s domain.
Example 1.
Using L½cos ot from Eq. (4.7),
L½t cos ot ¼ ds ^{d}
s
s ^{2} þ o ^{2}
¼
s ^{2} o ^{2} ðs ^{2} þ o ^{2} Þ ^{2}
Example 2.
Using L½e ^{} ^{a}^{t} from Eq. (4.5),
L½te ^{} ^{a}^{t} ¼ _{d}_{s} L½e ^{} ^{a}^{t} ¼ ^{d}
d
ds
1
s þ a
¼
1
ðs þ aÞ ^{2}
Theorem 5: Translation in the s Domain. If the Laplace transform of f (t) is F(s) and a is either real or complex, then
L½e ^{a}^{t} f ðtÞ ¼ Fðs aÞ
ð4:14Þ
Multiplication of e ^{a}^{t} in the real domain becomes translation in the s domain.
Example 3. 
Starting 
with L½sin ot ¼ o=ðs ^{2} þ o ^{2} Þ and applying 
Theorem 5 
gives 
L½e ^{} ^{a}^{t} sin ot ¼
^{o}
ðs þ aÞ ^{2} þ o ^{2}
Theorem 6: Real Differentiation.
the first derivative of f (t) with respect to time Df (t) is transformable, then
If the Laplace transform of f (t) is F(s),andif
ð4:15Þ
The term f (0 ^{þ} ) is the value of the righthand limit of the function f (t) as the origin t ¼ 0 is approached from the right side (thus through positive values of time). This includes functions, such as the step function, that may be undefined at t ¼ 0. For simplicity, the plus sign following the zero is usually omitted, although its presence is implied.
L½Df ðtÞ ¼ sFðsÞ f ð0 ^{þ} Þ
The transform of the second derivative D ^{2} f (t) is
L½D ^{2} f ðtÞ ¼ s ^{2} FðsÞ sf ð0Þ Df ð0Þ
Copyright © 2003 Marcel Dekker, Inc.
ð4:16Þ
where Df (0) is the value of the limit of the derivative of f (t) as the origin t ¼ 0, is approached from the right side. The transform of the nth derivative D ^{n} f (t) is
L½D ^{n} f ðtÞ ¼ s ^{n} FðsÞ s ^{n} ^{} ^{1} f ð0Þ s ^{n} ^{} ^{2} Df ð0Þ s D ^{n} ^{} ^{2} f ð0Þ
ð4:17Þ
Note that the transform includes the initial conditions,whereas in the classical method of solution the initial conditions are introduced separately to evaluate the coefficients of the solution of the differential equation. When all initial conditions are zero, the Laplace transform of the nth derivative of f (t) is simply s ^{n} F(s).
If the Laplace transform of f (t) is F(s), its
Theorem 7: Real Integration. integral
D ^{n} ^{} ^{1} f ð0Þ
D ^{} ^{1} f ðtÞ¼ Z t f ðtÞ dt þ D ^{} ^{1} f ð0 ^{þ} Þ
0
is transformable and the value of its transform is
L½D ^{} ^{1} f ðtÞ ¼ ^{F}^{ð}^{s}^{Þ}
_{þ} D ^{} ^{1} f ð0 ^{þ} Þ
s
s
ð4:18Þ
The term D ^{} ^{1} f (0 ^{þ} ) is the constant of integration and is equal to the value of the integral as the origin is approached from the positive or right side.The plus sign is omitted in the remainder of this text. The transform of the double integral D ^{} ^{2} f (t) is
L
D ^{} ^{2} f ðtÞ
_{¼} FðsÞ _{þ} D ^{} ^{1} f ð0Þ _{þ} D ^{} ^{2} f ð0Þ
s ^{2}
s ^{2}
_{s}
ð4:19Þ
The transform of the nthorder integral D ^{} ^{n} f (t) is
L D
½
f ðtÞ ¼ ^{F}^{ð}^{s}^{Þ} s ^{n}
n
_{þ} D ^{} ^{1} f ð0Þ s ^{n}
þ þ ^{D} n ^{f} ^{ð}^{0}^{Þ}
s
ð4:20Þ
Theorem 8: Final Value.
if the Laplace transform of f (t) is F(s), and if the limit f (t) as t ! 1 exists, then
ð4:21Þ
If f (t) and Df (t) are Laplace transformable,
lim sFðsÞ ¼ lim
s!0
_{t}_{!}_{1} f ðtÞ
This theorem states that the behavior of f (t) in the neighborhood of t ¼ 1 is related to the behavior of sF(s) in the neighborhood of s ¼ 0. If sF(s) has poles [values of s for which jsF(s)j becomes infinite] on the imaginary axis (excluding the origin) or in the righthalf s plane, there is no finite final value
Copyright © 2003 Marcel Dekker, Inc.
of f (t) and the theorem cannot be used. If f (t) is sinusoidal, the theorem is invalid, since L½sin ot has poles at s ¼ jo and lim _{t}_{!}_{1} sin ot does not exist. However, for poles of sF(s) at the origin, s ¼ 0, this theorem gives the final value of f ð1Þ ¼ 1. This correctly describes the behavior of f (t) as t !1.
Theorem 9: Initial Value. If the function f (t) and its first derivative are Laplace transformable, if the Laplace transform of f (t) is F(s), and if lim _{s}_{!}_{1} sF ðsÞ exists, then
_{s}_{!}_{1} lim sFðsÞ ¼ lim f ðtÞ
t!0
ð4:22Þ
This theorem states that the behavior of f (t) in the neighborhood of t ¼ 0 is related to the behavior of sF(s) in the neighborhood of jsj¼1.There are no limitations on the locations of the poles of sF(s).
Theorem 10: Complex Integration. If the Laplace transform of f (t) is F(s) and if f (t)/t has a limit as t ! 0 ^{þ} , then
L
f ðtÞ
t
¼ Z 1 FðsÞ ds
0
ð4:23Þ
This theorem states that division by the variable in the real domain entails integration with respect to s in the s domain.
4.5 CAD ACCURACY CHECKS: CADAC The Laplace transform theorems 8 and 9 for the initial and final values are valuable CADAC. These theorems should be used, when appropriate, to assist in the validation of the computer solutions of control system problems. Additional CADAC are presented throughout this text. 4.6 APPLICATION OF THE LAPLACE TRANSFORM TO The Laplace transform is now applied to the solution of the diffe MD ^{2} x _{2} þ BDx _{2} þ Kx _{2} ¼ Kx _{1} ð4:24Þ The position x _{1} (t) undergoes a unit step displacement. This is the input and 

DIFFERENTIAL EQUATIONS rential equation for the simple mechanical system that is solved by the classical method in Sec. 3.7.The differential equation of the system is repeated here: 

is called the driving function. The unknown quantity for which the equation is to be solved is the output displacement x _{2} (t), called the response function. 
Copyright © 2003 Marcel Dekker, Inc.
than unity. Since x _{1} (t) is a step function, the time response function is _{2} ðtÞ¼L ^{} ^{1} x
K=M sðs ^{2} þBs=M þK=MÞ ¼L ^{} ^{1} " o ^{2} n sðs ^{2} þ 2zo _{n} sþo ^{2} n Þ # ð4:30Þ where o _{n} ¼ p ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ K=M and z ¼ B=2 p ﬃﬃﬃﬃﬃﬃﬃﬃﬃ KM . Reference to transform pair 27a in Appendix A provides the solution directly as _{e} zo _{n} t
q ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ 2 _{2} ðtÞ¼ 1 p ﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃﬃ sin o 1 z t þ cos z x 1 z ^{2} n 1


4.7 INVERSE TRANSFORMATION 

The application of Laplace transforms to a differential equation yields an algebraic equation. From the algebraic equation the transform of the response function is readily found.To complete the solution the inverse transform must be found. In some cases the inversetransform operation 

f ðtÞ¼ L ^{} ^{1} ½FðsÞ ¼ j2 Z s 1 sþj1 j1 

FðsÞe ^{s}^{t} ds ð4:31Þ 

can be performed by direct reference to transform tables or by use of a digital 

computer program (see Appendix C). The linearity and translation theorems 

are useful in extending the tables. When the response transform cannot be found in the tables, the general procedure is to express F(s) as the sum of partial fractions with constant coefficients. The partial fractions have a first order or quadratic factor in the denominator and are readily found in the table of transforms. The complete inverse transform is the sum of the inverse transforms of each fraction.This procedure is illustrated next. The response transform F(s) can be expressed, in general, as the ratio of two polynomials P(s) and Q(s). Consider that these polynomials are of degree w and n, respectively, and are arranged in descending order of the powers of the variables s; thus, 
FðsÞ¼ ^{P}^{ð}^{s}^{Þ}
QðsÞ _{¼} a _{w} s ^{w} þ a _{w} _{} _{1} s ^{w} ^{} ^{1} þ þ a _{1} s þ a _{0}
s ^{n} þ b _{n} _{} _{1} s ^{n} ^{} ^{1} þ þ b _{1} s þ b _{0}
ð4:32Þ
The a’s and b’s are real constants, and the coefficient of the highest power of s in the denominator has been made equal to unity. Only those F(s) that are proper fractions are considered, i.e., those in which n is greater than w.*
^{*} If n ¼ w, first divide P(s) by Q(s) to obtain F(s) ¼ a _{w} þP _{1} (s)/Q(s) ¼ a _{w} þF _{1} (s). Then express F _{1} (s) as the sum of partial fractions with constant coefficients.
Copyright © 2003 Marcel Dekker, Inc.
The first step is to factor Q(s) into firstorder and quadratic factors with real coefficients:
PðsÞ
^{ð}^{4}^{:}^{3}^{3}^{Þ}
FðsÞ¼ ^{P}^{ð}^{s}^{Þ}
QðsÞ ^{¼} ðs s _{1} Þðs s _{2} Þ ðs s _{k} Þ ðs
s _{n} Þ
The values s _{1} ,s _{2} ,
zero are called the zeros of the denominator. These values of s, which may be either real or complex, also make jF(s)j infinite, and so they are called poles of
F(s). Therefore, the values s _{1} ,s _{2} ,
.,s _{n} in the finite plane that make the denominator equal to
.,s _{n} are referred to as zeros of the denomi
nator or poles of the complete function in the finite plane, i.e., there are n poles 

of F(s). Methods of factoring polynomials exist in the literature. Digitalcom 

puter programs are available to perform this operation (see Appendix C) [4]. 

The transform F(s) can be expressed as a series of fractions. If the poles are simple (nonrepeated), the number of fractions is equal to n, the number of poles of F(s). In such case the function F(s) can be expressed as 
FðsÞ¼ ^{P}^{ð}^{s}^{Þ}
A
1
^{A} ^{2}
s s _{2}
QðsÞ ^{¼} s s _{1}
þ
þ þ ^{A} ^{k} þ þ ^{A} ^{n}
s s _{k}
s s _{n}
ð4:34Þ
.,A _{n} corresponding to the
The procedure is to evaluate the constants A _{1} ,A _{2} ,
poles s _{1} , s _{2} ,
the corresponding poles. Cases of repeated factors and complex factors are treated separately. Several ways of evaluating the constants are shown in the following section.
are termed the residues ^{y} of F(s) at
.,s _{n} . The coefficients A _{1} , A _{2}
4.8 HEAVISIDE PARTIALFRACTION EXPANSION THEOREMS
The technique of partialfraction expansion is set up to take care of all cases systematically. There are four classes of problems, depending on the denominator Q(s). Each of these cases is illustrated separately.
Case1 
F(s) has firstorder real poles. 
Case 2 
F(s) has repeated firstorder real poles. 
Case 3 
F(s) has a pair of complexconjugate poles (a quadratic factor in 
Case 4 
the denominator). F(s) has repeated pairs of complexconjugate poles (a repeated quadratic factor in the denominator). 
^{y} More generally the residue is the coefficient of the (s s _{i} ) ^{} ^{1} term in the Laurent expansion of F(s) about s ¼ s _{i} .
Copyright © 2003 Marcel Dekker, Inc.
FIGURE 4.1
Location of real poles in the s plane.
Case 1: FirstOrder Real Poles
The locations of three real poles of F(s) in the s plane are shown in Fig. 4.1. The poles may be positive, zero, or negative, and they lie on the real axis in the s plane. In this example, s _{1} is positive, s _{0} is zero, and s _{2} is negative. For the poles shown in Fig. 4.1 the transform F(s) and its partial fractions are
FðsÞ¼ ^{P}^{ð}^{s}^{Þ}
sðs s _{1} Þðs s _{2} Þ ^{¼} A 0
s
PðsÞ
QðsÞ ^{¼}
þ ^{A} ^{1} þ ^{A} ^{2}
s s _{1}
s _{s} _{2}
ð4:35Þ
There are as many fractions as there are factors in the denominator of F(s). Since s _{0} ¼ 0, the factor s s _{0} is written simply as s. The inverse transform of F(s) is
ð4:36Þ
The pole s _{1} is positive; therefore, the term A _{1} e ^{s} ^{1} ^{t} is an increasing exponential and the system is unstable. The pole s _{2} is negative, and the term A _{2} e ^{s} ^{2} ^{t} is a decaying exponential with a final value of zero. Therefore, for a system to be stable, all real poles that contribute to the complementary solution must be in the left half of the s plane.
To evaluate a typical coefficient A _{k} , multiply both sides of Eq. (4.34) by the factor s s _{k} .The result is
f ðtÞ¼ A _{0} þ A _{1} e ^{s} ^{1} ^{t} þ A _{2} e ^{s} ^{2} ^{t}
ðs s _{k} ÞFðsÞ¼ðs s _{k} Þ QðsÞ ^{P}^{ð}^{s}^{Þ}
_{¼} _{A} 1 s s _{k} _{þ} _{A} 2 s s _{k}
s s _{2}
s s _{1}
þ þ A _{k} þ þ A _{n}
s s _{k}
s s _{n}
ð4:37Þ
The multiplying factor s s _{k} on the left side of the equation and the same factor of Q(s) should be canceled. By letting s ¼ s _{k} , each term on the
right side of the equation is zero except A _{k} .Thus, a general rule for evaluating the constants for singleorder real poles is
A _{k} ¼
ðs s _{k} Þ QðsÞ ^{P}^{ð}^{s}^{Þ}
s¼s _{k}
¼
Copyright © 2003 Marcel Dekker, Inc.
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