Lecture 14: Laplace Transform Properties

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Presentation transcript:

Lecture 14: Laplace Transform Properties 5 Laplace transform (3 lectures): Laplace transform as Fourier transform with convergence factor. Properties of the Laplace transform Specific objectives for today: Linearity and time shift properties Convolution property Time domain differentiation & integration property Transforms table EE-2027 SaS, L14

Lecture 14: Resources Core material SaS, O&W, Chapter 9.5&9.6 Recommended material MIT, Lecture 18 Laplace transform properties are very similar to the properties of a Fourier transform, when s=jw EE-2027 SaS, L14

Reminder: Laplace Transforms Equivalent to the Fourier transform when s=jw Associated region of convergence for which the integral is finite Used to understand the frequency characteristics of a signal (system) Used to solve ODEs because of their convenient calculus and convolution properties (today) Laplace transform Inverse Laplace transform EE-2027 SaS, L14

Linearity of the Laplace Transform If and Then This follows directly from the definition of the Laplace transform (as the integral operator is linear). It is easily extended to a linear combination of an arbitrary number of signals ROC=R1 ROC=R2 ROC= R1R2 EE-2027 SaS, L14

Time Shifting & Laplace Transforms Then Proof Now replacing t by t-t0 Recognising this as A signal which is shifted in time may have both the magnitude and the phase of the Laplace transform altered. ROC=R ROC=R EE-2027 SaS, L14

Example: Linear and Time Shift Consider the signal (linear sum of two time shifted sinusoids) where x1(t) = sin(w0t)u(t). Using the sin() Laplace transform example Then using the linearity and time shift Laplace transform properties EE-2027 SaS, L14

Convolution The Laplace transform also has the multiplication property, i.e. Proof is “identical” to the Fourier transform convolution Note that pole-zero cancellation may occur between H(s) and X(s) which extends the ROC ROC=R1 ROC=R2 ROCR1R2 EE-2027 SaS, L14

Example 1: 1st Order Input & First Order System Impulse Response Consider the Laplace transform of the output of a first order system when the input is an exponential (decay?) Taking Laplace transforms Laplace transform of the output is Solved with Fourier transforms when a,b>0 EE-2027 SaS, L14

Example 1: Continued … Splitting into partial fractions and using the inverse Laplace transform Note that this is the same as was obtained earlier, expect it is valid for all a & b, i.e. we can use the Laplace transforms to solve ODEs of LTI systems, using the system’s impulse response EE-2027 SaS, L14

Example 2: Sinusoidal Input Consider the 1st order (possible unstable) system response with input x(t) Taking Laplace transforms The Laplace transform of the output of the system is therefore and the inverse Laplace transform is EE-2027 SaS, L14

Differentiation in the Time Domain Consider the Laplace transform derivative in the time domain sX(s) has an extra zero at 0, and may cancel out a corresponding pole of X(s), so ROC may be larger Widely used to solve when the system is described by LTI differential equations ROC=R ROCR EE-2027 SaS, L14

Example: System Impulse Response Consider trying to find the system response (potentially unstable) for a second order system with an impulse input x(t)=d(t), y(t)=h(t) Taking Laplace transforms of both sides and using the linearity property where r1 and r2 are distinct roots, and calculating the inverse transform The general solution to a second order system can be expressed as the sum of two complex (possibly real) exponentials EE-2027 SaS, L14

Lecture 14: Summary Like the Fourier transform, the Laplace transform is linear and represents time shifts (t-T) by multiplying by e-sT Convolution Convolution in the time domain is equivalent to multiplying the Laplace transforms Laplace transform of the system’s impulse response is very important H(s) = h(t)e-stdt. Known as the transfer function. Differentiation Very important for solving ordinary differential equations ROCR1R2 ROCR EE-2027 SaS, L14

Questions Theory SaS, O&W, Q9.29-9.32 Work through slide 12 for the first order system Where the aim is to calculate the Laplace transform of the impulse response as well as the actual impulse response Matlab Implement the systems on slides 10 & 12 in Simulink and verify their responses by exact calculation. Note that roots() is a Matlab function that will calculate the roots of a polynomial expression EE-2027 SaS, L14