Signal and Systems Lecture 5:Laplace Transform Department of ECE

Signal and Systems Lecture 5:Laplace

Transform
Department of ECE

Solomon T. Mawcha
Address:

solomit123@gmail.com

Mekelle University-Mekelle Institute of Technology

May 23, 2017

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Outline

1 Laplace Transform

2 Properties of ROC

3 LT Properties

4 Laplace Transform and LTI Systems

5 System Function Algebra and Block Diagram

representations

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Laplace Transform

we had defined est as a basic function for CT LTI systems

est ...est H(S)
in Fourier transform s = jw
in Laplace transform s = σ + jw
by Laplace transform we can
analyze wider range of systems comparing to Fourier
Transform
analyze both stable and unstable systems

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Definition Laplace Transforms

Laplace transform is the dual (or complement) of the

time-domain analysis
the bilateral Laplace Transform is defined
R∞
1 X (S) = −∞ x(t)e−st dt
R∞
2 X (σ + jw) = −∞ x(t)e−(σ+jw)t dt
3 X (σ + jw) = F {x(t)e−σt }

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Inverse of Laplace Transform (LT)

by considering σ fixed, inverse of LT can be obtained from

inverse of FT:
1
R∞
x(t)e−σt = 2π jwt
−∞ X (σ + jw)e dw
1
R ∞ (σ+jw)t dw
x(t) = 2π −∞ X (σ + jw)e
assuming σ is fixed, ds = jdw
1
R∞ st
x(t) = j2π −∞ X (s)e ds
if X(s) is rational , we can use expanding the rational
algebraic into a linear combination of lower order terms
and then one may use
do not forget to consider ROC in obtaining inverse of LT

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example: inverse of Laplace Transform (LT)

1
X (s) = s+a
x(t) = −e−at u(−t) if the ROC :Re(s) < −a
1
X (s) = s+a
x(t) = e−at u(t) if the ROC :Re(s) > −a

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Region of Convergence (ROC)

1 Note that: X (s) exists only for a specific region of s which

is called Region of Convergence (ROC)
2 ROC: is the s = σ + jw by which x(t)e−σt converges:
R∞
3 ROC : {s = σ + jw}, st, −∞ |x(t)e−σt |dt
Roc does not depend on w
Roc is absolute integrability condition of x(t)e−σt
4 σ = 0, X (s) = F {x(t)}
5 ROC is shown in s-plane
6 The coordinate axes are Re{s} along the horizontal axis
and Im{s} along the vertical axis.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 1

1 consider x(t) = e−at u(t)

2 solution
1
X (s) = s+a
Re(s) > −a

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 1 ... Cont’d

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 2

1 consider x(t) = −e−at u(−t)

2 solution
1
X (s) = s+a
Re(s) < −a

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 2 ... Cont’d

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Explanation

in the recent two examples two different signals had similar

Laplace transform but with different Roc
to obtain unique x(t) both X(s) and ROC is required
if x(t) is defined as a linear combination of exponential
functions, its Laplace transform (X(s)) is rational
N(s)
X (s) = D(S)
Roots of N(s) zeros of X(s); They make X(s) equal to zero.
Roots of D(s) poles of X(s); They make X(s) to be
unbounded.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 3

consider x(t) = e−t u(t) + e−2t u(t)

1 1
X (s) = s+1 + s+2
Re(s) > −1

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 4

consider x(t) = δ(t)

X (s) = 1
for all s

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 5

consider x(t) = u(t)

R∞ 1
X (s) = 0 e−st = s
for all Re(s) > 0

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform

Example 6

consider x(t) = eat u(t)

1
X (s) = s−a
for all Re(s) > a

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

Outline

1 Laplace Transform

2 Properties of ROC

3 LT Properties

4 Laplace Transform and LTI Systems

5 System Function Algebra and Block Diagram

representations

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

ROC properties

ROC only depends on σ

in s-plane ROC is strips parallel to jw axis
if X(s) is rational, ROC does not contain any pole
since D(s) = 0, makes X(s) unbounded
if x(t) is finite duration and is absolutely integrable, then
ROC is entire s-plane

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

Example

Figure 1 : Finite duration signal x(t).

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

Right-sided Signal

is a signal for which x(t) = 0 prior to some finite time T1

Figure 1 : Right-sided Signal

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

Left-sided Signal

is a signal for which x(t) = 0 after some finite time T2

Figure 1 : Left-sided Signal.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

ROC properties ... Cont’d

If X(s) is rational
the ROC is bounded between poles or extends to infinity,
no poles of X(s) are contained in ROC
if x(t) is right sided, then ROC is in the right of the rightmost
pole
if x(t) is left sided, then ROC is in the left of the leftmost pole
if ROC includes jw axis then x(t) has FT

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

Example

Let (
e−at if 0 < t < T
x(t) =
0 if otherwise
1
L{x(t)} = s+a (1 − e−(s+2)T )

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Properties of ROC

ROC properties ... Cont’d

If X(s) is rational
the ROC is bounded between poles or extends to infinity,
no poles of X(s) are contained in ROC
if x(t) is right sided, then ROC is in the right of the rightmost
pole
if x(t) is left sided, then ROC is in the left of the leftmost pole
if ROC includes jw axis then x(t) has FT

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Outline

1 Laplace Transform

2 Properties of ROC

3 LT Properties

4 Laplace Transform and LTI Systems

5 System Function Algebra and Block Diagram

representations

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Linearity

if ax1 (t) + ax2 (t) ⇔ aX (s) + bX (s)

ROC contains : R1 ∩ R2
if R1 ∩ R2 = 0, it means that LT does not exist
by zeros and poles cancellation ROC can be larger than
R1 ∩ R2

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Time Shifting:

if x(t) ⇔ X (s) then

x(t − T ) ⇔ e−sT X (s) with region of convergence R

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Shifting in s-domain

if x(t) ⇔ X (S) then es0 t x(t) ⇔ X (s − s0 )

the region of convergence ROC: R + Res0

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Application of Frequency Shifting

s
if x(t) = cos(bt)u(t) ⇔ s2 +b 2 then
−at s+a
e cos(bt)u(t) ⇔ (s+a)2 +b2
apply frequency-shifting property with frequency shift with
s0 = −a
replace s with (s + a) means frequency shift by −a

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Time Scaling

1 s
if x(t) ⇔ X (S) then x(at) ⇔ |a| X ( a )
s
with ROC = a

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Time Scaling

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Differentiation in Time-Domain

dx(t)
if x(t) ⇔ X (S) then dt ⇔ sX (s) with ROC containing R

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Differentiation in the s-Domain

dX (s)
if x(t) ⇔ X (S) then −tx(t) ⇔ ds
with ROC = R

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

The Convolution Property

x(t) ∗ h(t) ⇔ X (s)H(s)

the ROC containing R1 ∩ R2

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Application of the Convolution Properties

s+1 s+2
Given X1 (s) = s+2 , Re(s) > −2 and X2 (s) = s+1 ,
Re(s) > −1. Compute x1 (t) ∗ x2 (t)
X1 (s)X2 (s) = 1,ROC is the entire plane

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
LT Properties

Application of the Convolution Properties

use the time-convolution property of the Laplace transform

to determine eat u(t) ∗ ebt u(t)
1
L{eat u(t)} ⇔ s−a
1
L{ebt u(t)} ⇔ s−b
1
therefore, eat u(t) ∗ ebt u(t) = (s−a)(s−b)
1
inverse Laplace transform gives: a−b (eat − ebt )(u(t)

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Outline

1 Laplace Transform

2 Properties of ROC

3 LT Properties

4 Laplace Transform and LTI Systems

5 System Function Algebra and Block Diagram

representations

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Laplace Transform and LTI Systems

is used to analyze and characterize LTI systems

this role is directly related to the convolution property
the output and input are directly related through
multiplication
Y (s) = H(s)X (s)
if the input to an LTI systems x(t) = est , then the output will
be H(s)est
H(s) is the frequency response of the LTI system
in a broader context, H(s) is referred to as the system
function(transfer function)

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Causality

1 the impulse response is zero for t < 0, thus is right sided

2 the ROC associated with the system function for a causal
system is a right-half plane
3 the converse of this statement is not necessary true
4 for a system with a rational system function, causality of
the system is equivalent to the ROC being the right half
plane to the right of the right most plane

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Example 1

Consider a system with impulse response h(t) = e−t u(t)

1
1 L{h(t)} = s+1
2 Re(s) > −1
3 the system function is rational and the ROC is to the right
of the rightmost pole
4 hence, it is causal

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Example 2

Consider a system with impulse response h(t) = e−|t| . h(t) 6= 0

for t < 0, thus, this system is not causal
−2
1 the system function is H(s) = (s2 −1)
, −1 < Re(s) < 1
2 H(s) is rational and its ROC is not to the right of the
rightmost pole, hence it is not causal

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Stability

the ROC of H(s) can also be related to the stability of a

system
the LTI system is stable if its h(t) is absolutely integrable
an LTI system is stable if and only if the ROC of its system
function H(s) includes the jw-axis. that is, Re{s} = 0

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

Example
let us consider an LTI system with system function
s−1
H(s) = (s+1)(s−2)
the ROC is not specified, that is, we have more than one
possible ROCs

Figure 1 : Possible ROCs for the system function a) Causal,

unstable system, b)non-causal, stable c) anti-causal, unstable
system
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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

LTI system Characterized by Linear

constant-coefficient Differential Equations

employ Differentiation in Time-Domain property to

characterize an LTI system

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

example Cont’d

Consider an LTI system for which the input x(t) and output y(t)
satisfy the linear constant-coefficient differential equation
dy (t)
dt + 3y (t) = x(t)
Y (s) 1
sY (s) + 3Y (s) = X (s) and H(s) = X (s) , then H(s) = s+3
the corresponding impulse response for causal case is
h(t) = e−3t u(t)
the corresponding impulse response for anticausal case is
h(t) = −e−3t u(−t)

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
Laplace Transform and LTI Systems

... Cont’d

Consider a general linear constant-coefficient differential

equation of the form
PN d k y(t) PM d k x(t)
k=0 ak dt k = k=0 bk dt k
applying the Laplace transform to both side results in
( N
P k
PM k
k=0 ak s )Y (S) = ( k=0 bk s )X (S)
( M k
P
k=0 bk s )
H(s) = PN k
( k=0 ak s )

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Outline

1 Laplace Transform

2 Properties of ROC

3 LT Properties

4 Laplace Transform and LTI Systems

5 System Function Algebra and Block Diagram

representations

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Analyzing interconnections of LTI systems:Parallel

Interconnection

Figure 1 : Parallel interconnection of two LTI systems.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Parallel Interconnection

consider the parallel interconnection of two Systems as

shown in the figure
the impulse response of the overall system is
h(t) = h1 (t) + h2 (t)
from the Linearity property of the LT H(s) = H1 (s) + H2 (s)

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Series Interconnection

Figure 1 : Series interconnection of two LTI systems.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Series Interconnection

the impulse response of the series interconnection is

h(t) = h1 (t) ∗ h2 (t)
the associated system function is H(s) = H1 (s)H2 (s)

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Feedback Interconnections of two LTI systems

Figure 1 : Feedback interconnection of two LTI systems.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Feedback Interconnections of two LTI systems

Z (s) = H2 y(s)
Y (s) = H1 (s)(X (s) − Z (s)) = H1 (s)X (s) − H1 Z (s) =
H1 (s)X (s) − H1 H2 Y (s)
Y (s) + H1 H2 Y (s) = H1 (s)X (s) = Y (s)(1 + H1 H2 )
Y (s) H1 (s)
H(s) = X (s) = 1+H1 H2

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Example

Figure 1 : Block diagram representation of the casual LTI system.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Example

Y (s) = 1s (X (s) − 3Y (s))

Y (s) + 1s 3Y (s) = 1s X (s)
Y (s)(1 + 1s 3) = 1s X (s)
1
y(s)
H(s) = X (s) = s
1+ 3s
1
H(s) = s+3 , that is, equivalent to a system described by
the differential equation:
dy (t)
dt + 3y(t) = x(t)

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Example

Consider now the causal LTI system with system function

H(s) = s+2 1
s+3 = ( s+3 )(s + 2)
this system can be thought of as a cascade of a system
1
with system function s+3 followed by a system with system
function s + 2

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Signal and Systems Lecture 5:Laplace Transform Department of ECE
System Function Algebra and Block Diagram representations

Example...Cont’d

Figure 1 : Block diagram representation for the system in the above

example.

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Signal and Systems Lecture 5:Laplace Transform Department of ECE

”The enemies of people are those who keep them in

ignorance”
Thomas Sankara

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Signal and Systems Lecture 5:Laplace Transform Department of ECE

Vielen Dank!

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