307A LaplaceTransformTechniques

EGGN 307
Introduction to Feedback Control Systems

Laplace Transform Techniques
(Lectures 8-12)
Professor Kevin L. Moore
Spring 2010

http://engineering.mines.edu/course/eggn307a

2
Colorado School of Mines
3.0 Laplace Transform Modeling

3.1 Review of Complex Numbers
3.2 Laplace Transforms
Due to Katie Johnson or Tyrone Vincent or someone
3
Laplace Transform Motivation
Differential equations model dynamic systems

Control system design requires simple methods for
solving these equations!

Laplace Transforms allow us to
systematically solve linear time invariant (LTI) differential
equations for arbitrary inputs.
easily combine coupled differential equations into one
equation.
use with block diagrams to find representations for systems
that are made up of smaller subsystems.
u x b x m = +

4
The Laplace Transform Definition
Laplace Transform exists if integral converges for any
value of s
Region of convergence is not as important for inverting one-
sided transforms

5
Laplace Transform Example (1)
Example:

Show that
Notation for unit step
6
Laplace Transform Example (2)
7
Laplace Transform of a Unit Step
Find the Laplace Transform for the following function

s s
=
otherwise 0
0 1
) (
t
t u
s
| |
s
s
e
s
dt e s F
st st
1
1 0
1
1
1 ) (
0
0
=
= =

}
8
Exercise
Find the Laplace Transform for the following function

s s
=
otherwise 0
1 0 3
) (
t
t f
| |
| |
s
s
st st
e
s
e
s
e
s
dt e s F
= =
}
1
3
1
3
3
3 ) (
1
0
1
0
9
The Laplace Transform Definition (Review)
Recall:

The easiest way to use the Laplace Transform is by
creating a table of Laplace Transform pairs. We can
use several Laplace Transform properties to build the
table.
10
The function with the simplest Laplace Transform (1)
A special input (class) has a very simple Laplace
Transform

The impulse function:
Has unit energy

Is zero except at t=0
Think of pulse in the limit
11
The function with the simplest Laplace Transform (2)
( ) ( )
( ) 1 t
s F t f
o
12
LT Properties: Scaling and Linearity
Proof: Both properties inherited from linearity of
integration and the Laplace Transform definition
( ) ( )
( ) ( )
( ) ( ) ( ) ( ) s F s F t f t f
s aF t af
s F t f
2 1 2 1
+ +
13
Example 1
Find the following Laplace Transforms

Hint: Use Eulers Formula
14
Example 1 (2)
( )
t j t j
e e
j
t
e e
e

=
2
1
sin
| |
2 2
1 1
2
1
sin
e
e
e e
e
+
=
|
|
.
|
\
|
+
=
s
j s j s j
t L
( )
t j t j
e e t
e e
e

+ =
2
1
cos
| |
2 2
1 1
2
1
cos
e
e e
e
+
=
|
|
.
|
\
|
+
+
=
s
s
j s j s
t L
( ) ( )
( )
( )
2 2
2 2
cos
sin
e
e
e
e
e
+
+
s
s
t
s
t
s F t f
15
LT Properties: Time and Frequency Shift
Proof of frequency shift: Combine exponentials
( ) ( )
( ) ( ) ( )
( ) ( ) o
t t
o
t
+

s F t f e
s F e t u t f
s F t f
t
s
16
Example 2
Find the following Laplace Transforms
17
Example 2 (2)
| |
2 2
2 2
) (
cos
e
e
e
+ +
+
=
+
=
+ =
a s
a s
s
s
t e
a s s
at
L
| |
2 2
2 2
) (
sin
e
e
e
e
e
+ +
=
+
=
+ =
a s
s
t e
a s s
at
L
( ) ( )
( )
( )
( )
( )
2
2
2
2
cos
sin
e
e
e
e
e
+ +
+
+ +
a s
a s
t e
a s
t e
s F t f
at
at
18
LT Properties: Integration & Differentiation

Proof of Differentiation Theorem: Integration by parts

} }
= vdu uv udv
19
LT Properties: Integration & Differentiation (2)
( ) ( )
( ) ( ) ( )
( )
( )
( )
} }

0
1
0
t t t t d f
s s
s F
d f
f s sF t f
dt
d
s F t f
t
20
Example 3
Find Laplace Transform for

What is the Laplace Transform of
Derivative of a step?
Derivative of sine?
21
Example 3 (2)
| | | |
2
1 1 1
) (
s s s
t d t u t = = =
}
L L
1 ) 0 (
1 ) (
= =
(

u
s
s
dt
t du
L
Impulse!
1
0
1
1 ) sin(
2 2
+
=
+
=
(
s
s
s
s
dt
t d
L
Cosine!
| |
( )
2 2
1 1
a s
s
te
a s s
at
+
= =
+ =
L
( ) ( )
( )
( )
( )
1
sin
1
1
1
2
2
2
+
+
s
s
t
dt
d
t u
dt
d
a s
te
s
t
s F t f
at
22
Exercise
What is the Laplace Transform of
( ) t
dt
d
cos
1
1
1
1
1
1
1
) cos(
2 2
2
2
2
2
+
=
+
+
+
=
+
=
(
s s
s
s
s
s
s
s
dt
t d
L
-Sine!
( ) ( )
( )
1
1
cos
2
+
s
t
dt
d
s F t f
23
Initial Value Theorem
24
Final Value Theorem
25
3.0 Laplace Transform Modeling

3.1 Review of Complex Numbers
3.2 Laplace Transforms
3.3 Inverse Laplace and LODE Solutions
26
Inverse Laplace Transform
27
Partial Fraction Idea -1
28
29
30
The differentiation theorem

Higher order derivatives

Recall: Laplace differentiation theorem (1)
31
Differentiation Theorem (revisited)

Differentiation Theorem when initial conditions are
zero
( ) ( ) ( ) ( ) ( )

0 0 0
1
1
2 1
f
dt
d
f
dt
d
s f s s F s t f
dt
d
n
n
n n n
n
n

32
Solving differential equations: a simple example (1)
Consider
0 , 1 > = t
dt
dx
33
Solving differential equations: a simple example (2)
Solution Summary
Use differentiation theorem to take Laplace Transform of
differential equation
Solve for the unknown Laplace Transform Function
Find the inverse Laplace Transform
( ) ( ) 0 , 0 > + =

t x t t x
34
Example 1
Find the Laplace Transform for the solution to
( ) ( ) ( )
( )
( )
( )
( )
( ) ( ) ( ) ( ) ( ) | | ( ) 1 2 0 3 0 0
0 0 ... 0
2
1 2 1
= + +
=
)
`

s X x s sX x sx s X s
f sf f s s F s t f
dt
d
L
n n n n
n
n
Notation:
( ) ( ) 3 0 , 1 0 0 , 1 2 3 = = > = + + x x t x x x

35
- Partial Fraction Expansions
In general, LODEs can be transformed into a function that is
expressed as a ratio of polynomials
In a partial fraction expansion we try to break it into its parts, so
we can use a table to go back to the time domain:

Three ways of finding coefficients
Put partial fraction expansion over common denominator
and equate coefficients of s (Example 1)
Residue formula
Equate both sides for several values of s (not covered)

36
- Partial Fraction Expansions
Have to consider that in general we can encounter:

Real, distinct roots

Real repeated roots

Complex conjugate pair roots (2
nd
order terms)

Repeated complex conjugate roots
2 2 2
2
2 2 2
1 1
) ) (( ) ( ) ( ) (
) (
) (
b a s
G Fs Es
b a s
D Cs
p s
B
p s
A
K
s D
s N
s X
+ +
+ +
+
+ +
+
+
+
+
+
+ = =
37
Example 1, Part 2
Given X(s), find x(t).

This Laplace Transform function is not immediately
familiar, but it is made up of parts that are.

Factor denominator, then use partial fraction
expansion:
38
Finding A, B, and C
To solve, re-combine RHS and equate numerator
coefficients (Equate coefficients method)
39
Final Step
Example 1 completed:

Since

By inspection,

o
o
+
>
s
K
t Ke
t
0 ,
( ) 0 ,
2
5
2
2
1
2
> + =

t e e t x
t t
40
Residue Formula (1)
The residue formula allows us to find one coefficient
at a time by multiplying both sides of the equation by
the appropriate factor.

Returning to Example 1:
41
Residue Formula (2)
For Laplace Transform with non-repeating roots,

The general residue formula is:

42
Example 2
Find the solution to the following differential equation:
43
Example 2 (2)
) 2 (
1
) 1 (
2
) (
+
+
+
=
s s
s X
0 , 2 ) (
2
> =

t e e t x
t t
( ) ( ) ( ) ( )
( ) 0 ) ( 2 1 ) ( 3 ) (
0 ) ( 2 0 ) ( 3 0 0 ) (
2
2
= + +
= + +
s X s sX s s X s

3 ) ( ) 2 3 (
2
+ = + + s s X s s
) 2 ( ) 1 ( ) 2 )( 1 (
3
) (
+
+
+
=
+ +
+
=
s
B
s
A
s s
s
s X
( ) ( ) 2
2 1
3 1
1
1
=
+
+
= + =
= s
s X s A ( ) ( ) 1
1 2
3 2
2
2
=
+
+
= + =
= s
s X s B
44
Inverse Laplace Transform with Repeated Roots
We have discussed taking the inverse Laplace
transform of functions with non-repeated, real roots
using partial fraction expansion.

Now we will consider partial fraction expansion rules
for functions with repeated (real) roots:
# of constants = order of repeated roots

Example:
2 3 2 2 3
4
) 3 ( ) 3 ( 3 ) 3 (
) 1 (
s
E
s
D
s
C
s
B
s
A
s s
s
+ +
+
+
+
+
+
=
+
+
45
The easiest way to take an inverse Laplace transform
is to use a table of Laplace transform pairs.
Repeated real roots in Laplace transform table
( )
( )
2
2 2
2
2 2
1
2
) (
) ( 2
) sin(
2
) sin(
) (
1
!
) (
1
) ( ) (
e
e
e
e
e
e
+ +
+
+
+
+
a s
a s
t te
s
s
t t
a s n
e t
a s
te
s F t f
at
n
at n
at
Repeated Real Roots
Repeated Imaginary Roots
(also use cosine term)
Repeated Complex Roots
(also use cosine term)
}
46
Example with repeated roots
Example: find x(t)

Take Laplace Transform of both sides:
t
e f
2
=
2 1
1 x
( ) ( ) 1 0 , 0 0
2
2
= =
= + +

x x
e x x x
t

47
Example with repeated roots (2)
Terms with repeated roots:
48
Example with repeated roots (3)

C = 1 B = 2
49
Exercise 1
Find the solution to the following differential equation
0 ) 0 ( 1 ) 0 ( 0 4 4 = = = + + x x x x x

( ) ( ) ( ) ( ) ( ) | | ( )
( ) ( ) ( )
( )| |
( )
( ) ( )
( ) ( ) ( )
( )
( )
( )
( )
t t
s
s
te e t x
A s
s
s A
s
s
s s X s B
s
B
s
A
s
s
s X
s s s s X
s X s sX s s X s
2 2
2 2
2
2
2
2 2
2
2
2
2
1 :
2
2 2
2
4
2 4 2
2
2
2
4
4 4 4
0 4 4 4 0
0 4 0 4 0 0

=
=
+ =
=
+
+ +
=
+
+
= + = + =
+
+
+
=
+
+
=
+ = + +
= + +
= + +
Above
3.3 Inverse Laplace and LODE solutions

- Partial fraction expansions
- LODE solution examples

* Real roots
* Real, repeated roots

Next:
* Complex roots
NOTE:
A complex conjugate pair is actually two distinct,
simple first order poles, so can find residues and
combine in the usual way:

53
Inverse Laplace Transform with Complex Roots
To simplify your algebra, dont use first-order
denominators such as

Instead, rename variables

So that
2 1
K K B + = ( ) ( ) ( )
2 1
1 1 K j K j C + + =
54
More Laplace transform pairs (complex roots):

Also, see the table in your textbook and most other
control systems textbooks.
Laplace Transform Pairs for Complex Roots
2 2
2 2
) (
) sin(
) (
) cos(
) ( ) (
e o
e
e
e o
o
e
o
o
+ +
+ +
+
s
t e
s
s
t e
s F t f
t
t
Return to example from above:
57
Example with complex roots
Example: find x(t)

Laplace Transform
58
Example with complex roots (2)
59

60

61
Exercise 2
Find solution to the following differential equation
0 ) 0 ( 1 ) 0 ( 0 8 4 = = = + + x x x x x

( ) ( ) ( ) ( ) ( ) | | ( )
( ) ( ) ( )
( )
( )
( ) ( )
( ) ( ) ( ) t e t e t x
s s
s
s
s
s s
s
s X
s X s sX s s X s
t t
2 sin 2 cos
2 2
2
2 2
2
4 2
4
8 4
4
0 8 4 4
0 8 0 4 0 0
2 2
2
2
2
2
2
2
2
2

+ =
+ +
+
+ +
+
=
+ +
+
=
+ +
+
=
= +
= + +

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EGGN 307

Introduction to Feedback Control Systems

Due to Katie Johnson or Tyrone Vincent or someone

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