EE5323 Signals and Systems

Laplace Transform
Mohamed A. Taha
c PSUT, July 26, 2008
1 Introduction To Laplace Transform
Consider a LTI system with input x(t) = e
st
and impulse response h(t). The
output of the system
y(t) = H(s)e
st
(1)
where
H(s) =

x(t)e
st
dt (2)
the function H(s) is referrred to as Laplace transform of h(t).
Denition 1.1 Let x(t) is a general C.T. signal. The Bilateral (two sided)
Laplace transform of x(t) is dened as
X(s) =

x(t)e
st
dt (3)
where the variable s is generally complex-valued
s = +j
Denition 1.2 The Unilateral (one sided) Laplace transform of the C.T.
signal x(t)
X

(s) =

0
x(t)e
st
dt (4)
1
1 Introduction To Laplace Transform 2
Symbolically, we can write Laplace transform pair of the signal x(t) as
X(s) = L{x(t)}
or
x(t)
L
X(s)
Denition 1.3 The values of s for which the Laplace transform converges
is called the Region of Convergence (ROC).
Example 1.4 Consider the signal
x(t) = e
at
u(t)
the Laplace transform of x(t)
X(s) =

x(t)e
st
dt
=

e
at
u(t)e
st
dt
=

0
e
at
e
st
dt
=

0
e
t(a+s)
dt
=
1
s +a

e
t(s+a)

0
=
1
s +a
The integral in example 1.4 converges if e
t(s+a)
is nite, the integral is from 0
to , i.e., the time, t > 0, which means, s+a > 0 in order for the exponential
function to decay
a +s > 0
a + +j > 0
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1 Introduction To Laplace Transform 3
a + > 0
> a
ROC: {s} > a
The ROC in example 1.4 represents a line in the complex plane as shown
in Figure 1.
a
Real(s)
Imaginary(s)
ROC
Figure 1: ROC: {s} > a
Example 1.5 Consider the signal
x(t) = e
at
u(t)
The Laplace transform of x(t)
X(s) =

x(t)e
st
dt
=
0

e
t(s+a)
dt
=
1
s +a
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2 Poles and Zeros of X(s) 4
This result is the same as the one obtained in example 1.4. We conclude that
the ROC is very necessary here to distinguish signals from each other. The
ROC for this example
ROC: {s} < a
so the only dierence is the region of convergence!
2 Poles and Zeros of X(s)
Usually X(s) is a rational function
X(s) =
a
0
s
m
+a
1
s
m1
+. . . +a
m
b
0
s
n
+b
1
s
n1
+. . . +b
n
=
a
0
(s z
1
) . . . (s z
m
)
b
0
(s p1) . . . (s p
n
)
Important Notes:
a
k
and b
k
are real constants.
n and m are positive integers.
If n > m, X(s) is Proper.
If n m, X(s) is Improper.
The roots of the numerator polynomial are called the zeros z
k
of X(s).
The roots of the denominator polynomial are called the poles p
k
of
X(s).
When s = p
k
for k = 1, . . . n, X(s) does not converge. Hence, the ROC
can not contain any poles.
Example 2.1 Let
X(s) =
2s + 4
s
2
+ 4s + 3
X(s) can be written as
X(s) = 2
s + 2
(s + 1)(s + 3)
z
1
= 2, p
1
= 1, p
2
= 3.
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3 Properties Of The ROC 5
3 Properties Of The ROC
P1 ROC does not contain any poles.
P2 If x(t) is a nite duration signal, x(t) = 0, t
1
< t < t
2
and is absolutely
integrable, the ROC is the entire s plane.
P3 If x(t) is a right sided signal, x(t) = 0, t < t
0
, the ROC is of the form
{s} > max {{p
k
}}
i.e., ROC is to the right of the rightmost pole, in this case the system
is causal.
P4 If x(t) is a left sided signal x(t) = 0, t > t
0
, the ROC is of the form
{s} < min {{p
k
}}
i.e., ROC is to the left of the leftmost pole, in this case the system is
anti-causal.
P5 If x(t) is a double sided signal, the ROC is of the form
p
1
< {s} < p
2
P6 If the ROC includes the j axis, Fourier transform exists and the sys-
tem is stable.
Example 3.1 Let
X(s) =
s + 3
(s + 1)(s 2)
Poles at s = 1, s = 2. Three ROCs
i. {s} < 1, P4 applies, the signal is left sided, the ROC doesnt include
j axis, hence, Fourier transform doesnt exist.
ii. 1 < {s} < 2, P5 applies, the signal is double sided, the ROC in-
cludes the j axis, Fourier transform exists.
iii. {s} > 2, P3 applies, right sided signal, the ROC doesnt include j
axis, hence, Fourier transform doesnt exist.
Usually, Laplace transform pairs are obtained using Laplace transform
table. Table of the most common Laplace transform pairs is shown in Figure
2.
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3 Properties Of The ROC 6
Figure 2: Laplace Transform Table
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4 Unilateral Laplace Transform Properties 7
4 Unilateral Laplace Transform Properties
Bilateral Laplace transform reduces to unilateral Laplace transform for causal
systems. In this section we will discuss the unilateral Laplace transform
properties.
P1 Linearity
If
x
1
(t)
L
X
1
(s)
and
x
2
(t)
L
X
2
(s)
then
x
1
(t) +x
2
(t)
L
X
1
(s) +X
2
(s)
ROC = ROC
1
ROC
2
Example 4.1 Let
x(t) = (A +Be
bt
)u(t)
Using Laplace transform table, we have
u(t)
L

1
s
, e
bt
u(t)
L

1
s +b
X(s) =
A
s
+
B
s +b
ROC
1
: {s} > 0 , ROC
2
= {s} > b
ROC = {s} > 0 {s} > b = max(b, 0)
P2 Time Shifting
If
x(t)
L
X(s)
then
x(t t
0
)
L
X(s)e
st
0
for some positive xed t
0
. The ROC will be the same.
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4 Unilateral Laplace Transform Properties 8
Example 4.2 Consider the signal x(t) = rect(
ta
2a
).
This signal can be written as
x(t) = u(t) u(t 2a)
Using linearity and time shifting
u(t) u(t 2a)
L

1
2

1
2
e
2as
ROC : {s} > 0
P3 Shifting in the s Domain
If
x(t)
L
X(s)
then
e
s
0
t
x(t)
L
X(s s
0
)
the ROC will be shifted by s
0
}.
ROC = ROC
1
+{s
0
}
Example 4.3 Let x(t) = Ae
at
cos(
0
t +)u(t)
x(t) can be written as
x(t) = Ae
at
cos
0
tcosu(t) Ae
at
sin
0
t sin u(t)
From the table, we have
cos
0
tu(t)
L

s
s
2
+
2
0
and
sin
0
tu(t)
L

2
0
s
2
+
02
Using frequency shifting and linearity
X(s) = A
(s +a) cos
0
sin
(s +a)
2
+
2
0
The ROC is
ROC = {s} > a , instead of 0
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5 Inverse Laplace Transform 9
P4 Time Scaling
If
x(t)
L
X(s)
the
x(at)
L

1
a
X(
s
a
)
ROC = aROC
1
Example 4.4 Let x(t) = u(at)
u(t)
L

1
s
, {s} > 0
u(at)
L

1
a
1
s
a
=
1
s
, {s} > a 0
Note the u(t) = u(at) and so, L{u(t)} = L{u(at)}
5 Inverse Laplace Transform
It is the process of nding x(t) given X(s)
x(t) = L{X(s)}
There are two methods to obtain the inverse Laplace transform.
5.1 Inversion using Complex Line Integral
x(t) =
1
2j
+j

j
X(s)e
st
ds
The values of c in this integral depends on the ROC. We will not be
using this line integral, rather we will use the inversion using Laplace
table.
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5.2 Inversion Using Laplace Table 10
5.2 Inversion Using Laplace Table
Laplace transform can be written as
X(s) =
NUM(s)
DEN(s)
= K
(s z
1
) . . . (s z
m
)
(s p
1
) . . . (s p
n
)
We always make sure that m < n, in this case, Partial Fraction Expan-
sion can be performed.
5.2.1 Partial Fraction expansion
A. All poles has multiplicity of 1
X(s) =
c
1
s p
1
+. . . +
c
n
s p
n
where
c
k
= (s p
k
)X(s)|
s=p
k
B. When one or more poles has multiplicity r
In this case X(s) has the term (s p)
r
X(s) =

1
s p
+

2
(s p)
2
+. . . +

r
(s p)
r
The coecients
k
can be found as

k
=

1
(r k)!
d
rk
ds
rk
((s p
k
)
r
X(s))

s=p
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