Chapter 6

Continuous-Time System Analysis

Using the Laplace Transform

Ha Hoang Kha, Ph.D.

Ho Chi Minh City University of Technology
Email: hhkha@hcmut.edu.vn
 Content

1. Laplace transform
2. Laplace Transform Properties
3. Inverse Laplace Transform
4. Solution of Differential and Integro-Differential Equations
5. Analysis of electrical Networks
6. Block Diagram
7. System Realization

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 References

B. P. Lathi, Signal Processing and Linear Systems,

Berkeley-Cambridge Press, 1998.
Mohamed Bingabr, Continuous-Time System Analysis
Using The Laplace Transform, Slides, University of Central
Oklahoma.
Slides:http://personalpages.manchester.ac.uk/staff/martin.b
rown/signals/Lecture12.ppt

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 1. The Laplace Transform

The response of an LTI system with impulse response h(t) to

a complex exponential input, f(t)=est, is
y(t ) H (s)e st

where s is a complex number and H ( s) h(t )e dt
st

When s=jw is purely imaginary, this is the Fourier

transform, H(jw)
When s is complex, H(s) is the Laplace transform of h(t),
The (bilateral/two sided) Laplace transform of a general
signal f(t) is:

F (s) f (t )e st dt

L
and is usually expressed as: f (t ) F (s)

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 Laplace and Fourier Transform

The Fourier transform is the Laplace transform when s is

purely imaginary:
F (s) s jw F f (t )
An alternative way of expressing this is when s = s+jw

F (s jw ) f (t )e (s jw ) t
dt f (t )e s t e jwt dt


f '(t )e jwt dt F{ f '(t )}

The Laplace transform is the Fourier transform of the

transformed signal f(t) = f(t)e-st. Depending on whether s
is positive/negative this represents a growing/negative
signal.

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 Example 1: Laplace Transform

Consider the signal f ( t ) e at u ( t )

The Fourier transform F(jw) converges for a>0:
1
F ( j w)
at j wt at j wt
e u ( t )e dt e e dt , a 0
0
j w a
The Laplace transform is:

e ( s a )t e j wt dt
at st ( s a )t
F (s ) e u ( t )e dt e dt
0 0

which is the Fourier Transform of e-(s+a)tu(t)

1
F (s j w) , s a 0
Or (s a ) j w
at
L 1
e u (t ) X ( s) , Re{s} a
sa
If a is negative or zero, the Laplace Transform still exists
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 Example 2: Laplace Transform

Consider the signal f ( t ) e at u ( t )

The Laplace transform is:

F ( s ) e at e st u ( t )dt at
L 1

e u (t ) X (s) , Re{s} a
0 1 sa
e ( s a )t dt

s a
Convergence requires that Re{s+a}<0 or Re{s}<-a.
The Laplace transform expression is identical to Example 1
(similar but different signals), however the regions of
convergence of s are mutually exclusive (non-intersecting).
For a Laplace transform, we need both the expression and
the Region Of Convergence (ROC).

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 Illustration: Regions of Convergence

Signals e-atu(t) and eatu(-t) have the same Laplace

transform but different region of convergence.

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 Example 3: sin(wt)u(t)

The Laplace transform of the signal f(t) = sin(wt)u(t) is:

j wt
F (s ) 1
e e j wt u ( t )e st dt
2 j


( s j w )t
1
2j
e dt 1
2j
e ( s j w )t dt
0 0

( s j w )t ( s j w )t

1 e
e
2j ( s j w ) (s j w) 0
0
1 1
1
Re{s} 0
(s j w) (s j w)
2j

2jw w
2 Re{s} 0
2
1
2j
s w s 2
w 2

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 Fourier Transform does not Converge
It is worthwhile reflecting that the Fourier transform does
not exist for a fairly wide class of signals, such as the
response of an unstable, first order system, the Fourier
transform does not exist/converge
E.g. f(t) = eatu(t), a>0

F ( j w)
0
e at e j wt dt

does not exist (is infinite) because the signals energy is

infinite
This is because we multiply f(t) by a complex sinusoidal
signal which has unit magnitude for all t and integrate for
all time. Therefore, as the Dirichlet convergence
conditions say, the Fourier transform exists for most
signals with finite energy

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 Region of Convergence
The Region Of Convergence (ROC) of the Laplace
transform is the set of values for s (=s+jw) for which the
Fourier transform of x(t)e-st converges (exists).
The ROC is generally displayed by drawing separating
line/curve in the complex plane, as illustrated below for
Examples 1 and 2, respectively.
Im Re{s} a Re{s} a Im

-a Re -a Re

The shaded regions denote the ROC for the Laplace

transform
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 Example 4: Laplace Transform

Consider a signal that is the sum of two real exponentials:

f ( t ) 3e 2 t u ( t ) 2e t u ( t )
The Laplace transform is then:
3e 2 t u ( t ) 2e t u ( t ) e st dt
F (s )

3 e 2 t
u ( t )e st
dt 2 e t u ( t )e st dt

Using Example 1, each expression can be evaluated as:
3 2
F (s )
s 2 s 1
The ROC associated with these terms are Re{s}>-1 and
Re{s}>-2. Therefore, both will converge for Re{s}>-1, and
the Laplace transform: s 1
F (s )
s 2 3s 2

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 Unilateral Laplace Transform

Unilateral Laplace transform is a special case of the

bilateral Laplace transform where all signals are restricted
to be causal.

The unilateral Laplace transform F(s) of a signal f(t) is

defined

F (s)
0
f (t ) e st dt

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 Table of Unilateral Laplace Tranform

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 Table of Unilateral Laplace Tranform

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 2. Laplace Transform Properties

Equivalent to the Fourier transform when s=jw

F (s )
f ( t )e st dt Laplace transform
1 sj
f (t )
2 j s j
F ( s )e st ds Inverse Laplace transform

L
f (t ) F (s )
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.

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 Laplace Transform Properties

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 Laplace Transform Properties

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 Example: Linear and Time Shift

Consider the signal (linear sum of

two time shifted sinusoids)
f ( t ) 2f1( t 2.5 ) 0.5f1( t 4)
where f1(t) = sin(w0t)u(t).
Using the sin() Laplace transform
example
w0
F1( s ) Re{ s } 0
s w 2 2
0
Then using the linearity and time
shift Laplace transform properties
w0

F ( s ) 2e 2.5 s
0.5e 4 s
s 2
w 2
Re{ s } 0
0

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 Convolution

The Laplace transform also has the multiplication property,

i.e. L
L
f (t ) F (s ) ROC=R1 h(t ) H ( s) ROC=R2
L
f ( t ) * h ( t ) F ( s )H ( s ) ROCR1R2

Proof is identical to the Fourier transform convolution

Note that pole-zero cancellation may occur between H(s)
and F(s) which extends the ROC
s 1
F (s ) { s } 2
s 2
s 2
H (s ) { s } 1
s 1
F ( s )H ( s ) 1 { s }
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 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?)
f ( t ) e at u ( t ) Solved with Fourier
h ( t ) e bt u ( t ) transforms when a,b>0

Taking Laplace transforms

1
F (s ) Re{ s } a
s a
Laplace transform of the output is
1
F (s ) , Re{ s } b
s b
1 1
Y ( s) Re{s} max{ a,b}
sa sb

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 Example 1: Contd..

Splitting into partial fractions

1 1 1
Y ( s) Re{s} max{ a,b}
b a s a s b

and using the inverse Laplace transform

y(t ) b1a e atu(t ) ebtu(t )
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
systems impulse response
L
h(t ) H ( s)

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 Example 2: Sinusoidal Input
Consider the 1st order (possible unstable) system response
with input f(t) h ( t ) e at u ( t )
f ( t ) cos( w0t )u ( t )
Taking Laplace transforms s
1 F (s ) Re{ s } 0
H ( s) Re{s} a s w
2 2
sa 0

The Laplace transform of the output of the system is

therefore s 1
Y ( s) Re{s} max{ 0,a}
s w s a
2 2
0

1 as w02 a 1
2
2 2
2
2
a w 0 s w 0 a w0 s a
2

and the inverse Laplace transform is

y(t )
u (t )
a w0
2 2

a sin(w0t ) w0 cos(w0t ) ae at
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 3. Inverse Laplace Transform

Equivalent to the Fourier transform when s=jw

L

F (s )
f ( t )e st dt f (t ) F (s )

There is an associated region of convergence for s where

the (transformed) signal has finite energy. The Laplace
transform is only defined for these values
Laplace transform is linear (easy!)
Examples for the Laplace transforms include
at
L 1
e u (t ) , Re{s} a
sa
2t t
L s 1
3e u (t ) 2e u (t ) 2 , Re{s} 1
s 3s 2

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 Ratio of Polynomials

In each of these examples, the Laplace transform is rational, i.e. it is a

ratio of polynomials in the complex variable s.
N (s ) where N and D are the numerator and
F (s )
D (s ) denominator polynomial respectively.
In fact, X(s) will be rational whenever x(t) is a linear combination of real
or complex exponentials. Rational transforms also arise when we
consider LTI systems specified in terms of linear, constant
coefficient differential equations.
We can mark the roots of N and D in the s-plane along with the ROC
Example 3:
Im s-plane

roots of N(s)
x x
-2 -1 1 Re x roots of D(s)

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 Poles and Zeros

The roots of N(s) are known as the zeros. For these

values of s, F(s) is zero.
The roots of D(s) are known as the poles. For these
values of s, F(s) is infinite, the Region of Convergence for
the Laplace transform cannot contain any poles, because
the corresponding integral is infinite
The set of poles and zeros completely characterise F(s) to
within a scale factor (+ ROC for Laplace transform)
i ( s zi )
F ( s)
j (s p j )
The graphical representation of F(s) through its poles and
zeros in the s-plane is referred to as the pole-zero plot of
F(s)
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 Example: Poles and Zeros

Consider the signal:

4 t 1 2t
f (t ) (t ) e u (t ) e u (t )
3 3
By linearity we can evaluate the second and third terms
The Laplace transform of the impulse function is:

L{ (t )} (t )e st dt 1

which is valid for any s. Therefore,
4 1 1 1 Im
F ( s) 1
3 s 1 3 s 2
( s 1) 2 x x
, Re{s} 2 -1 1 2 Re
( s 1)( s 2)

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 ROC Properties for Laplace Transform

Property 1: The ROC of F(s) consists of strips parallel to

the jw-axis in the s-plane
Because the Laplace transform consists of s for which f(t)e-st
converges, which only depends on Re{s} = s
Property 2: For rational Laplace transforms, the ROC does
not contain any poles
Because F(s) is infinite at a pole, the integral must not
converge.
Property 3: if f(t) is finite duration and is absolutely
integrable then the ROC is the entire s-plane.
Because x(t) is magnitude bounded, multiplication by any
exponential over a finite interval is also bounded. Therefore
the Laplace integral converges for any s.

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 Inverse Laplace Transform

The Laplace transform of a signal f(t) is:

F (s jw ) { f (t )e s t
} f (t )es t e jwt dt

We can invert this relationship using the inverse Fourier

transform
1
f (t )e {F (s jw )}
s t 1
F(s jw ) e jwt
dw
2

Multiplying both sides by est:

1
f (t )
2

F (s jw )e(s jw )t dw

Therefore, we can recover f(t) from F(s), where the real

component is fixed and we integrate over the imaginary
part, noting that ds = jdw
1 s j
f (t )
st
F ( s ) e ds
2 j s j

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 Inverse Laplace Transform Interpretation
1 s j

2 j s j
f (t ) F ( s)e st ds

Just about all real-valued signals, f(t), can be represented

as a weighted, F(s), integral of complex exponentials, est.
The contour of integration is a straight line (in the complex
plane) from s-j to s+j
We can choose any s for this integration line, as long as
the integral converges
For the class of rational Laplace transforms, we can
express F(s) as partial fractions to determine the inverse
Fourier transform. a t
Ai e i
u (t ) Re{s} ai
1
M
Ai L { Ai /( s ai )}
F ( s) Ai e ait u(t ) Re{s} ai
i 1 s ai

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 Example 1: Inverting the Laplace
Transform
Consider when
1
F ( s) ( s) 1
( s 1)( s 2)
Like the inverse Fourier transform, expand as partial fractions
1 A B 1 1
F ( s)
( s 1)( s 2) ( s 1) ( s 2) ( s 1) ( s 2)
Pole-zero plots and ROC for combined & individual terms

t
L 1
e u (t ) , Re{s} 1
Im s 1
2 t
L 1
e u (t ) , Re{s} 2
x x s2
-2 -1 Re t 2 t
L 1
f (t ) (e e )u (t ) , Re{s} 1
( s 1)( s 2)

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 Example 2
Consider when
1
X ( s) Re{s} 2
( s 1)(s 2)
Like the inverse Fourier transform, expand as partial
fractions
1 A B 1 1
X ( s)
( s 1)(s 2) ( s 1) ( s 2) ( s 1) ( s 2)
Pole-zero plots and ROC for combined & individual terms
t
L 1
Im e u (t ) , Re{s} 1
s 1
2t
L 1
x x e u (t ) , Re{s} 2
-2 -1 Re s2
t 2t
L 1
x(t ) (e e )u (t ) , Re{s} 2
( s 1)( s 2)
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 4. Solution of Differential and
Integro-Differential Equations

Use the time-differentiation property

Find Y(s) and then tale the inverse Laplace transform of

Y(s) to find the desired solution y(t).

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 Example

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 Example

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 Example

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 Zero-input and zero-state
components of response

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 Example

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 Example

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 Example

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 Example

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 Zero-State Response of LTIC System

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 5. Analysis of electrical Networks

Capacitor

Inductor

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 Example

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 Example

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 Example

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 Example

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 Example

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 Example

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 Analysis of Active Circuits

Ideal op amp: i+=i-=0; v+=v-.

Noninverting
amplifier

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 Example

Consider the Sallen-Key circuit which is frequently used in

the filter design. Find the transfer function

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 Example

Equivalent circuit

Write KCL at node a and b

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 Remind Cramers Rule

Solve the linear equations

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 Example

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 6. Block Diagram

It is convenient to
represent a system
by suitably Cascade
interconnected
subsystems, each of
which can be readily Parallel
analyzed.

Feedback

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 7. System Realization

There is no unique way to realizing a system.

Typical ways of realization: canonical, cascade and parallel
realization
Consider an LTIC system with a transfer function

For practical systems, m n

The system realization uses the basic elements: scalar
multipliers, integrators, and summers.

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 Canonical or Direct-Form Realization

There is no unique way to realizing a system.

Example

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 Canonical or Direct-Form Realization

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 Canonical or Direct-Form Realization

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 Cascade and Parallel Realization

Cascade: express the n-th order transfer function as a

product of n first-order transfer functions.
Parallel: express the n-th order transfer function as a sum
of n first-order transfer functions.

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 System Realization Using Op Amp

Use Op Amp to realize scalar multipliers, integrators, and

summers (adders).
A basic inverting amplifier circuit

By properly chosing Z(s) and Zf(s) we can obtain a variety

of transfer functions

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 Scalar Multiplier

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 Integrator

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 Summer (Adder)

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 Example

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 Example

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 Example

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 Example

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 Homework

Problems: 6.1-1, 6.1-3, 6.3-1, 6.3-4, 6.3-5

Problems: 6.4-2, 6.4-4, 6.4-5, 6.4-8, 6.4-9, 6.4-10

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