38
Chapter 7 Laplace Transforms

Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

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Page 1: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Chapter 7

Laplace Transforms

Page 2: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Applications of Laplace Transform

notes

• Easier than solving differential equations – Used to describe system behavior – We assume LTI systems – Uses S-domain instead of frequency domain

• Applications of Laplace Transforms/– Circuit analysis

• Easier than solving differential equations

• Provides the general solution to any arbitrary wave (not just LRC) – Transient– Sinusoidal steady-state-response (Phasors)

– Signal processing – Communications

• Definitely useful for Interviews!

Page 3: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Building the Case…

http://web.cecs.pdx.edu/~ece2xx/ECE222/Slides/LaplaceTransformx4.pdf

Page 4: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Laplace Transform

Page 5: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Laplace Transform

• We use the following notations for Laplace Transform pairs – Refer to the table!

Page 6: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Laplace Transform Convergence

• The Laplace transform does not converge to a finite value for all signals and all values of s

• The values of s for which Laplace transform converges is called the Region Of Convergence (ROC)

• Always include ROC in your solution!

• Example:

asas

aseeas

eas

jsnoteeas

dtee

dtetfsF

tuetf

tjtataj

tasstat

st

at

)Re(;1

0)Re(11

:;1

)()(

);()(

0

)(

0

)(

0

)(

0

Remember: e^jw is sinusoidal; Thus, only the

real part is important!

0+ indicates greater than zero values

Page 7: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example of Bilateral Version

asas

asas

asas

eas

dtee

dtetfsF

tuetf

tasstat

st

at

)Re(;1

)Re(;1

0)Re(;11

)()(

);()(

0)(0

asas

asas

asas

eas

dtee

dtetfsF

tuetf

tasstat

st

at

)Re(;1

)Re(;1

0)Re(;11

)()(

);()(

0)(0

Find F(s):

Find F(s):

Re(s)<a

a

S-plane

Note that Laplace can also be found for periodic functions

ROC

Remember These!

Page 8: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example – RCO may not always exist!

;3

1

2

1)(

3)Re(;3

1)(

2)Re(;2

1)(

)()(

)()()(

3

2

32

sssF

ss

tue

ss

tue

dtetfsF

tuetuetf

t

t

st

tt

Note that there is no common ROC Laplace Transform can not be applied!

Page 9: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example – Unilateral Version

• Find F(s):

• Find F(s):

asasas

dtee

dtetfsF

atuetf

stat

st

at

)Re(0)Re(;1

)()(

0);()(

0

0

0)Re(;1

]1[lim1

]1[lim1

)(

)()(

)()(

)(

0

0

ss

es

es

dttue

dtetfsF

tutf

tjt

stt

st

st

ssF

ttf

edttte

dtetfsF

tttf

stst

st

;1)(

)()(

)(

)()(

)()(

0

0 0

0

0

• Find F(s):

• Find F(s):

asasas

as

dtee

dtetfsF

aetf

stat

st

at

)Re(0)Re(;1

]10[1

)()(

0;)(

0

0

Page 10: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example

0)Re(;2/12/1

)(

0)Re(;2/1

2/1;2/1

2/1

)Re(;1

)()(

2/12/1

)cos()(

22

0

sbs

s

jbsjbssF

sjbs

ejbs

e

asas

e

dtetfsF

eetf

bttf

jbtjbt

at

st

jbtjbt

0)Re(;2/12/1

)(

0)Re(;2/1

2/1;2/1

2/1

)Re(;1

)()(

2/12/1

)sin()(

22

0

sbs

b

jbs

j

jbs

jsF

sjbs

je

jbs

jje

asas

e

dtetfsF

jejetf

bttf

jbtjbt

at

st

jbtjbt

Page 11: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example

0)Re(;)(

)(

1

)(

1

2

1)(

)Re(;1

)()(

2/12/1

)cos()(

22

0

asbas

as

jbasjbassF

asas

e

dtetfsF

eeeetf

btetf

at

st

atjbtatjbt

at

Page 12: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Properties

• The Laplace Transform has many difference properties • Refer to the table for these properties

Page 13: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Linearity

Page 14: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Scaling & Time Translation

Scaling

Time Translation

)/()()(/

asFa

ebatubatf

asb

b=0

Do the time translation first!

Page 15: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Shifting and Time Differentiation

Shifting in s-domain

Differentiation in t

Read the rest of properties on your

own!

Page 16: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Examples

3.0)Re(;3.0

15)(

)Re(;1

5)( 3.0

ss

sF

asas

e

etf

at

t

3.0)Re(;3.0

15)(

__;1

)2(5)(

2

)2(3.0

ses

sF

shifttimewithas

e

tuetf

s

at

t

3.0)Re(;3.0

744.2

3.05)(

)}2({5

)}2({5

}){2(5)(

__;1

)2(5)(

22)3.0(2

)2(3.0)3.0(2

)3.0(2)(3.0)3.0(2

)3.0(2)3.0(2)(3.0

)(3.0

ses

es

esF

tuee

tueee

eetuetf

shifttimewithas

e

tuetf

ss

t

t

t

at

t

Note the ROC did not change!

Page 17: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example – Application of Differentiation

)()(

)(

)()(

?)}({

)()(

0

0

sFds

sG

dtetfds

dtettfsG

ttf

ttftg

st

st

0)Re(;

0)Re(};{

)()(

?)}cos({

)cos()(

222

22

22

sbs

bs

sbs

s

ds

sFds

sG

btt

btttg

Read Section 7.4

Matlab Code:

Read about Symbolic Mathematics: http://www.math.duke.edu/education/ccp/materials/diffeq/mlabtutor/mlabtut7.htmlAnd

http://www.mathworks.de/access/helpdesk/help/toolbox/symbolic/ilaplace.html

Page 18: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example

• What is Laplace of t^3? – From the table: 3!/s^4 Re(s)>0

• Find the Laplace Transform:

;9)4/(

3

4)(

9

3)()()3sin()(

);/(4

)(

6/;4

:_

)()3sin()6/4()}6/4(3sin{)(

)6/4()2/12sin()(

2

24/

2

24/

6/4

s

esG

ssFuf

asFe

sG

ba

nTranslatioTime

ututtg

tuttg

s

s

t

Note that without u(.) there will be no time translation and thus, the result will be different:

)/()()(/

asFa

ebatubatf

asb

Time transformation

Assume t>0

Page 19: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

A little about Polynomials

• Consider a polynomial function:

• A rational function is the ratio of two polynomials:

• A rational function can be expressed as partial fractions

• A rational function can be expressed using polynomials presented in product-of-sums

Has roots and zeros; distinct roots, repeated roots, complex roots, etc.

Given Laplace find f(t)!

Page 20: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Finding Partial Fraction Expansion

• Given a polynomial

• Find the POS

(product-of-sums) for the denominator:

• Write the

partial fraction expression

for the polynomial

• Find the constants– If the rational polynomial has

distinct poles then we can use the

following to find the constants:

http://cnx.org/content/m2111/latest/

......

)]()[(

)]()[(

)]()[(

....)()()(

)(

)...)()((

)(

)(

)()(

3

2

1

32

22

11

3

3

2

2

1

1

321

ps

ps

ps

sIpsk

sIpsk

sIpsk

ps

k

ps

k

ps

ksG

pspsps

sN

sD

sNsG

Page 21: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Matlab Code

Application of Laplace

• Consider an RL circuit with R=4, L=1/2. Find i(t) if v(t)=12u(t).

0;3)(3)(8

33)(

3)]()[(

3)]()[(

8)8(

24)().()(

/12)()(12)(

)().()(45.0

1)(/)()(

)()()45.0(

:_sin

)()(4)(

5.0

)()()(

8

822

011

21

2

1

tetutiss

sI

sIpsk

sIpsk

s

k

s

k

sssVsHsI

ssVtutv

sVsHsIs

sVsIsH

sVsIs

LaplacegU

tvtidt

tdi

tvtRidt

tdiL

t

p

p

Partial fraction expression

Given

Page 22: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Application of Laplace• What are the initial [i(0)] and final

values: – Using initial-value property:

– Using the final-value property

08

24lim)(lim)0(

sssIi ss

38

24lim)(lim)(lim 00

s

ssIti sss

)()()(:_

)()()0(:_

limlim

limlim

0

0

ssFtffvalueFinal

ssFtffvalueInitial

tt

tt

Note: using Laplace Properties

0;3)(3)( 8 tetuti t

Note thatInitial Value: t=0, then, i(t) 3-3=0Final Value: t INF then, i(t) 3

Page 23: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Using Simulink

H(s)

i(t)

v(t)

Page 24: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Actual Experimentation

• Note how the voltage looks like:

Input Voltage:

0;12)(

5.0)(

0;3)(3)(

)()(4)(

5.0

)()()(

8

8

tedt

tditv

tetuti

tvtidt

tdi

tvtRidt

tdiL

t

t

Output Voltage:

Page 25: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Partial Fraction Expansion (no repeated Poles/Roots) – Example

• Using Matlab:

• Matlab code:b=[8 3 -21];

a=[1 0 -7 -6];

[r,p,k]=residue(b,a)

We can also use ilaplace (F); but the result may not be

simplified!

Page 26: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Finding Poles and Zeros

• Express the rational function as the ratio of two polynomials each represented by product-of-sums

• Example:

)3)(1(

)2(2

682

84)(

2

ss

s

ss

ssF

S-plane

Pole

zero

Page 27: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

H(s) Replacing the Impulse Response

h(t)x(t) y(t)

H(s)X(s) Y(s)

convolution multiplication

Page 28: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

H(s) Replacing the Impulse Response

h(t)x(t) y(t)

H(s)X(s) Y(s)

convolution multiplication

Example: Find the output X(t)=u(t); h(t)

0 1

1 h(t)

)1()1()()(

11)().()(

1)(

1)(

)1()()(

222

tutttutys

e

ss

esXsHsY

ssX

s

e

ssH

tututh

ss

s

0 1

1 y(t)

e^-sF(s)

This is commonly used in D/A converters!

Page 29: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Dealing with Complex Poles

• Given a polynomial

• Find the POS (product-of-sums) for the denominator:

• Write the partial fraction expression for the polynomial

• Find the constants– The pole will have a real and

imaginary part: P=|k|

• When we have complex poles {|k| then we can use the following expression to find the time domain expression:

http://cnx.org/content/m2111/latest/

)cos(||2)(

__);Im();Re(

btektf

PofanglePbPaat

Page 30: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Laplace Transform Characteristics

• Assumptions: Linear Continuous Time Invariant Systems

• Causality– No future dependency

– If unilateral: No value for t<0; h(t)=0

• Stability – System mode: stable or unstable

– We can tell by finding the system characteristic equation (denominator)

• Stable if all the poles are on the left plane

– Bounded-input-bounded-output (BIBO)

• Invertability – H(s).Hi(s)=1

• Frequency Response – H(w)=H(s);sjw=H(s=jw)

)()()(

)2)(2(

1

4

1)(

22

2

tuBetuAeth

ssssH

tt

52

13)(

52

13)(

2

2

j

jH

ss

ssH

We need to add control mechanism to make the overall system stable

Page 31: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Frequency Response – Matlab Code

52

13)(

52

13)(

2

2

j

jH

ss

ssH

Page 32: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Inverse Laplace Transform

Page 33: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Example of Inverse Laplace Transform

Page 34: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Bilateral Transforms

• Laplace Transform of two different signals can be the same, however, their ROC can be different:

Very important to know the ROC.

• Signals can be – Right-sided Use the bilateral

Laplace Transform Table

– Left-sides

– Have finite duration

• How to find the transform of signals that are bilateral!

sidedLeftsaas

tuetx

sidedRightsaas

tuetx

at

at

)Re(;1

)()(

)Re(;1

)()(

See notes

Page 35: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

How to Find Bilateral Transforms

• If right-sided use the table for unilateral Laplace Transform• Given f(t) left-sided; find F(s):

– Find the unilateral Laplace transform for f(-t) laplace{f(-t)}; Re(s)>a

– Then, find F(-s) with Re(-s)>a

• Given Fb(s) find f(t) left-sided : – Find the unilateral Inverse Laplace transform for F(s)=fb(t)

– The result will be f(t)=–fb(t)u(-t)

• Example

4

1

5

2)(

)Re(4)Re(4;4

1)(

)Re(4;4

1)(

)(:

)(:_

)Re(5;5

2)(2

)()(2)(

4

4

5

45

sssF

sidedLeftsss

sF

sidedRightss

tue

tfAssume

tueFindTo

sidedRightss

tue

tuetuetx

t

t

t

tt

Page 36: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Examples of Bilateral Laplace Transform

)Re(5);Re(4;4

1

5

2)()(2)(

)Re(5&)Re(4;4

1

5

2)()(2)(

4)Re(5;4

1

5

2)()(2)(

45

45

45

ssss

tuetuetx

ssss

tuetuetx

sss

tuetuetx

tt

tt

tt

Find the unilateral Laplace transform for f(-t) laplace{f(-t)}; Re(s)>aThen find F(-s) with Re(-s)>a

Alternatively: Find the unilateral Laplace transform for f(t)u(-t) (-1)laplace{f(t)}; then, change the inequality for ROC.

Page 37: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Feedback System

Find the system function for the following feedback system:

G(s)

Sum F(s)X(t)

r(t)

e(t) y(t)

+

+

)().(1

)()()(/)(

)(/)())().(()(

)().()(

)(/)()()()(

sGsF

sFsHsXsY

sFsYsGsYsX

sGsYsR

sFsYsEsRsX

H(s)X(t) y(t)

Equivalent System

Feedback Applet: http://physioweb.uvm.edu/homeostasis/simple.htm

Page 38: Chapter 7 Laplace Transforms. Applications of Laplace Transform notes Easier than solving differential equations –Used to describe system behavior –We

Practices Problems

• Schaum’s Outlines Chapter 3– 3.1, 3.3, 3.5, 3.6, 3.7-3.16, For Quiz! – 3.17-3.23– Read section 7.8 – Read examples 7.15 and 7.16

Useful Applet: http://jhu.edu/signals/explore/index.html