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Laplace Transform

4.1 INTRODUCTION

The Laplace transform method is used extensively [1^3] to facilitate and systematize the solution of ordinary constant-coefficient differential equations. The advantages of this modern transform method for the analysis of linear-time-invariant (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 steady-state 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 TOTAL-PC [4]

 (see Appendixes C and D). Laplace transforms are also applied

to the solution of system equations that are in matrix state-variable 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 st 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

left-hand limits. A function f (t) is of exponential order if there exists a constant a such that the product e at 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.

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 st 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 st 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 st dt ¼ lim

T !1

e!0

Z T

e

f ðtÞe st 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 at ¼ Z 1

0

e at e st dt Z 1

0

e ðsþaÞt dt

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 st 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 dt þ Z 1 e ð jo sÞt dt

0

¼ 1 jo s

2

1

1

jo s

¼ s 2 þo 2

s

¼ 1

2

"

e

ðjo sÞt

þ

e

ð

jo sÞt

jo s

jo s

#

1

0

s >0

ð4:7Þ

Ramp Function u 2 ðtÞ ¼ tu 1 ðtÞ

L½t ¼ Z 1 te st 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 st dt.Then du ¼ dt and v ¼ e st /s.Thus

Z 1

0

te st dt ¼

te 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 Laplace-transformable, 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 as 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 as FðsÞ

d

L½tf ðtÞ ¼ ds FðsÞ

ð4:13Þ

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 at from Eq. (4.5),

L½te at ¼ ds L½e at 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 at f ðtÞ ¼ Fðs aÞ

ð4:14Þ

Multiplication of e at 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 at 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 right-hand 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

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 FðsÞ

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 nth-order integral D n f (t) is

L D

½

f ðtÞ ¼ FðsÞ s n

n

þ D 1 f ð0Þ s n

þ þ D n f ð0Þ

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 right-half s plane, there is no finite final value

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.

 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 inverse-transform operation f ðtÞ¼ L 1 ½FðsÞ ¼ j2 Z s 1 sþj1 j1 FðsÞe st 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 PðsÞ

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.

The first step is to factor Q(s) into first-order and quadratic factors with real coefficients:

PðsÞ

ð4:33Þ

FðsÞ¼ PðsÞ

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. Digital-com- 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 PðsÞ

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 PARTIAL-FRACTION EXPANSION THEOREMS

The technique of partial-fraction 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 first-order real poles. Case 2 F(s) has repeated first-order real poles. Case 3 F(s) has a pair of complex-conjugate poles (a quadratic factor in Case 4 the denominator). F(s) has repeated pairs of complex-conjugate 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 .

FIGURE 4.1

Location of real poles in the s plane.

Case 1: First-Order 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 PðsÞ

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 PðsÞ

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 single-order real poles is

A k ¼

ðs s k Þ QðsÞ PðsÞ

s¼s k

¼