EE252 :LS I Chapter V : Laplace Transform

CHAPTER V : The Laplace Transform.

I) Introduction:

• Another important mathematical tool in the study of signals and systems is known as
the Laplace transform.
• The Laplace transform can be viewed as a generalization of the Fourier transform.
• Due to its more general nature, the Laplace transform has a number of advantages
over the Fourier transform.
• First, the Laplace transform representation exists for some signals that do not have
Fourier transform representations. So, we can handle a larger class of signals with the
Laplace transform.
• Second, since the Laplace transform is a more general tool, it can provide additional
insights beyond those facilitated by the Fourier transform.

II) Generalisation of Fourier Transform :

+∞
𝑿(𝒋𝝎) = ∫−∞ 𝒙(𝒕)𝒆−𝒋𝝎𝒕 𝒅𝒕
Given a signal 𝒙(𝒕) ⇒ � 𝟏 +∞
𝒙(𝒕) = ∫ 𝑿(𝒋𝝎)𝒆𝒋𝝎𝒕 𝒅𝝎
𝟐𝝅 −∞

Let us compute the Fourier Transform of 𝒙(𝒕)𝒆−𝝈𝒕 , when 𝝈𝝐 𝑹

+∞ +∞
−𝝈𝒕 } [𝒙(𝒕) 𝒆−𝝈𝒕 ] 𝒆−𝒋𝝎𝒕 𝒅𝒕 = �
𝑭{𝒙(𝒕) 𝒆 = � 𝒙(𝒕) 𝒆−(𝝈+𝒋𝝎)𝒕 𝒅𝒕
−∞ −∞

𝑭{𝒙(𝒕) 𝒆−𝝈𝒕 } = 𝑿 (𝝈 + 𝒋𝝎) = 𝑿(𝒔)

𝒔 = 𝝈 + 𝒋𝝎

−𝝈𝒕
𝟏 +∞
𝒙(𝒕) 𝒆 = � 𝑿(𝝈 + 𝒋𝝎) 𝒆𝒋𝝎𝒕 𝒅𝝎
𝟐𝝅 −∞
𝟏 +∞
𝒙(𝒕) 𝒆−𝝈𝒕 = � 𝑿(𝒔) 𝒆𝒋𝝎𝒕 𝒅𝝎
𝟐𝝅 −∞
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EE252 :LS I Chapter V : Laplace Transform

𝟏 +∞
𝒙(𝒕) = � 𝑿(𝒔) 𝒆+𝝈𝒕 𝒆𝒋𝝎𝒕 𝒅𝝎
𝟐𝝅 −∞
𝟏 +∞
𝒙(𝒕) = ∫ 𝑿(𝒔) 𝒆(𝝈+𝒋𝝎)𝒕 𝒅𝝎
𝟐𝝅 −∞

𝒔−𝝈
with 𝒔 = 𝝈 + 𝒋𝝎 then 𝝎 =
𝒋

𝟏 𝝈+𝒋𝝎 𝟏 𝝈+𝒋∞
𝒙(𝒕) = ∫ 𝑿(𝒔) 𝒆 𝒔𝒕 𝒅𝒔 = ∫ 𝑿(𝒔) 𝒆 𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋 𝝈−𝒋𝝎 𝟐𝝅𝒋 𝝈−𝒋∞

+∞
𝑿(𝒔) = � 𝒙(𝒕)𝒆−𝒔𝒕 𝒅𝒕
−∞
𝝈+𝒋∞
𝟏
𝒙(𝒕) = � 𝑿(𝒔) 𝒆 𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋 𝝈−𝒋∞

We will tacitly assume that 𝒙(𝒕) 𝒆−𝝈𝒕 is of bounded variation and has only a finite number
of discontinuities, which are two of the three Dirichlet conditions that assure its Fourier
transform.
If, in addition, 𝒙(𝒕) 𝒆−𝝈𝒕 is absolutely integrable then the Fourier transform of , 𝒙(𝒕) 𝒆−𝝈𝒕
−σt
exists. But the Fourier transform of x(t) e is the Laplace transform of x(t) , so the
condition :

assures the convergence of the Laplace transform of x(t). The region in the “s” plane where
this infinite integral converges is called the region of convergence (ROC).

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EE252 :LS I Chapter V : Laplace Transform

The (bilateral) Laplace transform of the function x(t), denoted L{x(t)} or X(s), is defined as

(1)

The variable s is generally complex-valued and is expressed as :

𝒔 = 𝝈 + 𝒋𝝎
The inverse Laplace transform of X(s) , denoted L−1{X(s)} or x(t), is then given by

where is in the ROC of X(s). (Note that this is a contour integration, since s
is complex.)
We refer to x(t) and X(s) as a Laplace transform pair and denote this relationship as

Remark :

-In practice, we do not usually compute the inverse Laplace transform by directly using the
formula from above. Instead, we resort to other means (to be discussed later).

-The Laplace transform defined in Eq. (1) is often called the bilateral (or two-sided) Laplace
transform in contrast to the unilateral (or one-sided) Laplace transform, which is defined as

In other words, the unilateral Laplace transform of the signal x is simply the bilateral Laplace
transform of the signal x(t) u(t). (to be discussed later).

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EE252 :LS I Chapter V : Laplace Transform

II) Region of convergence

Note that: X(s) exists only for a specific region of s which is called Region of Convergence
(ROC).
- ROC: is the s = 𝝈 + 𝒋𝝎 by which 𝒙(𝒕) 𝒆−𝝈𝒕 converges:

- Roc does not depend on 𝝎

- Roc is absolute integrability condition of 𝒙(𝒕) 𝒆−𝝈𝒕

- ROC is shown in s-plane
The coordinate axes are Re{s} = 𝝈 along the horizontal axis Im{s}= 𝝎 andg along the
vertical axis.
Example :

Find the Laplace transform of the following signals

1)
c

if

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EE252 :LS I Chapter V : Laplace Transform

2)

Remarks :

- For a signal x(t), the complete specification of its Laplace transform X(s) requires
not only an algebraic expression for X(s), but also the ROC associated with X(s).
- Two very different signals can have the same algebraic expressions for X(s).

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EE252 :LS I Chapter V : Laplace Transform

• Poles and zeros of X(s) :

Usually , X(s) will be a rational function in s , that is

The coefficients a k and b k are real constants, and m and n are positive integers.
The X(s) is called :
-a proper rational function if n > m, and
- an improper rational function if n ≤ m.

• The roots of the numerator polynomial, z k are called the zeros of X(s)
because X(s) = 0 for those values of s.
• The roots of the denominator polynomial, p k , are called the poles of X(s)
because X(s) is infinite for those values of s.

Remark:
-The poles of X(s) lie outside the ROC since X(s) does not converge at the
poles.
- The zeros may lie inside or outside the ROC.
- A very compact representation of X(s) in the s-plane is to show the locations
of poles and zeros in addition to the ROC:
• "x" is used to indicate each pole location.
• "o" is used to indicate each zero.

Examples:

1) Re(s) > 2

Note that X(s) has:

• One zero at s = -3 and
• Two poles at s = -1 ands = 2.

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EE252 :LS I Chapter V : Laplace Transform

2)

Note that X(s) has:

• one zero at s = -2 and
• two poles at s = -1 and s = -3 with scale factor 2.

III) Properties of The ROC :

1) The ROC of the Laplace transform X(s) consists of strips parallel to the
imaginary (jω) axis in the complex plane.

2) If the Laplace transform X(s) is a rational function, the ROC does not
contain any poles, and the ROC is bounded by poles or extends to infinity.

3) If the signal x(t) is finite duration and its Laplace transform X(s) converges
for some value of s, then X(s) converges for all values of s (i.e., the ROC is the
entire complex plane) except possibly s = 0 or s = ∞.

4) If the signal x(t) is right sided and the (vertical) line Re{s} = σ 0 is in the ROC
of the Laplace transform, then all values of s for which Re{s} > σ 0 must also
be in the ROC (i.e., the ROC contains a RHP including Re{s} = σ 0 ).

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EE252 :LS I Chapter V : Laplace Transform

NB : The set R of all complex numbers s satisfying Re{s} > a for some real constant a is said
to be a right-half plane (RHP).

Examples of RHPs

5) If the signal x(t) is left sided and the (vertical) line Re{s} = σ 0 is in the ROC
of the Laplace transform, then all values of s for which Re{s} < σ 0 must also
be in the ROC (i.e., the ROC contains a LHP including Re{s} = σ 0 ).

NB: The set R of all complex numbers s satisfying Re{s} < a for some real constant a is said
to be a left-half plane (LHP).

Examples of LHPs

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EE252 :LS I Chapter V : Laplace Transform

6) If the signal x(t) is two sided and the (vertical) line Re{s} = σ 0 is in the ROC
of the Laplace transform, then the ROC will consist of a strip in the complex
plane that includes the line Re{s} = σ 0 .

7
7) 7If the Laplace transform X(s) of the signal x(t) is rational (with at least one
pole), then:
- If x(t) is right sided, the ROC of X(s) is to the right of the rightmost
pole of X(s) (i.e., the RHP to the right of the rightmost pole).
- 2 If x(t) is left sided, the ROC of X(S) is to the left of the leftmost
pole of X (s) (i.e., the LHP to the left of the leftmost pole).

Remarks:

-Some of the preceding properties are redundant (e.g., properties 1, 2, 4, and 5 imply
property 7).
-Since every function can be classified as one of finite duration, left sided, but not right sided,
right sided but not left sided, or two sided, we can infer from properties 3, 4, 5, and 6 that the

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EE252 :LS I Chapter V : Laplace Transform

ROC can only be of the form of a LHP, RHP, vertical strip, the entire complex plane, or the
empty set. Thus, the ROC must be a connected region.

Example :

Consider the algebraic expression :

X(s) has :

• two poles at s = -2 and s = -1

-2 -1

We know:

There are three possible Roc s that can be associated with this algebraic expression,
corresponding to three distinct signals.

∩ =

-2 -1

∩ =
-2 -1
+

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EE252 :LS I Chapter V : Laplace Transform

-2 -1

IV) Relationship between FT and LT :

- If 𝒋𝝎 𝑎𝑥𝑖𝑠 ∉ the ROC, Fourier transform does not exist.

- If 𝒋𝝎 𝑎𝑥𝑖𝑠 ∈ the ROC, only if the Roc includes 𝝈 = 𝟎, Fourier transform

exists and is obtained by using s = jω.

V) Laplace Transforms of Some Common Signals :

1)

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EE252 :LS I Chapter V : Laplace Transform

Remark :

The unit step function u(t) has a Laplace Transform , but does not have a Fourier
Transform in ordinary sense. The roc does not contain 𝝈 = 𝟎.

2) The Laplace transforms of some common signals are tabulated in Table 1

TABLE 1 : Some Laplace Transforms Pairs

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VI) Properties of the Laplace Transform

1) Linearity :

if

Then

The ROC of the resultant Laplace transform is at least as large as the region in
common between R1 and R2.

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EE252 :LS I Chapter V : Laplace Transform

2) Time invariance:

If

Then

The ROCs before and after the time-shift operation are the same.

3) Shifting in the s-Domain:

If

Then

the ROC associated with X(s-s 0 ) is that of X(s) shifted by Re(s 0 ).

a) b)

Effect on the ROC of shifting in the s-domain:

. (a) ROC of X(s); (b) ROC of X(s - s0 ) .

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EE252 :LS I Chapter V : Laplace Transform

4) Time Scaling:

scaling the time variable t by the factor a causes an inverse scaling of the variable s by 1/a as
𝒔
well as an amplitude scaling of X (𝒂) by 1/|a|.

a) b)
Effect on the ROC of time scaling. (a) ROC of X(s); (b) ROC of X(s/ a).

• For a= -1:

5) Differentiation in the Time Domain:

If

Then

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EE252 :LS I Chapter V : Laplace Transform

The effect of differentiation in the time domain is multiplication of the corresponding Laplace
transform by s. The associated ROC is unchanged unless there is a pole-zero cancellation at
s = 0.

6) Integration in the Time Domain:

The Laplace transform operation corresponding to time-domain integration is multiplication

by 1/s, and this is expected since integration is the inverse operation of differentiation. The
form of R' follows from the possible introduction of an additional pole at s = 0 by the
multiplication by 1/ s.

7) Differentiation in the s-Domain:

If

Then

8) Convolution:

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EE252 :LS I Chapter V : Laplace Transform

9) Initial and Final Value theorems :

In certain application, it is desirable to know the values of x(t) as 𝑡 → 0 𝑎𝑛𝑑 𝑡 → ∞ (initial

and final values of x(t)) from the knowledge of the Laplace transform X(s).
For a function x(t) with Laplace transform X(s), if x(t) is causal and contains non impulses
or higher order singularities at the origin, then

where x(0+) denotes the limit of x(t) as t approaches zero from positive values of t.

This result is known as the initial value theorem.

For a function x(t) with Laplace transform X(s), if x(t) is causal and x(t) has a finite limit

This result is known as the final value theorem.

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EE252 :LS I Chapter V : Laplace Transform

VII) The Inverse Laplace Transform

Inversion of the Laplace transform to find the signal x(t) from its Laplace transform X(s) is
called the inverse Laplace transform, symbolically denoted as

a) Inversion Formula:

𝝈+𝒋∞
𝟏
𝒙(𝒕) = � 𝑿(𝒔) 𝒆 𝒔𝒕 𝒅𝒔
𝟐𝝅𝒋 𝝈−𝒋∞

This integral is usually difficult to evaluate. Consequently, we do not usually compute the
inverse Laplace transform directly using the above equation.

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EE252 :LS I Chapter V : Laplace Transform

b) Use of Tables of Laplace Transform Pairs:

In the second method for the inversion of X(s), we attempt to express X(s) as a sum

where X 1 (s), ... , X n (s) are functions with known inverse transforms x 1 (t), ... , x n (t). From the
linearity property, it follows that

c) Partial-Fraction Expansion:

If X(s) is a rational function, that is, of the form

Simple technique based on partial-fraction expansion can be used for the inversion of X(s).

• For m < n, X(s) proper rational function :

1. Simple Pole Case:

If all poles of X(s), that is, all zeros of D(s), are simple (or distinct), then X(s) can be
written as

where coefficients c k are given by

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EE252 :LS I Chapter V : Laplace Transform

2. Multlple Pole Case:

If D(s) has multiple roots, that is, if it contains factors of the form we say that P i
is the multiple pole of X(s) with multiplicity r. Then the expansion of X(s) will consist of
terms of the form

Where :

• For m > n, X(s) improper rational function :

: If m > n, by long division we can write X(s) in the form

Where N(s) and D(s) are the numerator and denominator polynomials in s, respectively, of
X(s).
The quotient Q(s) is a polynomial in s with degree m <n, and the remainder R(s) is a
polynomial in s with degree strictly less than n.
The inverse Laplace transform of X(s) can then be computed by determining:
- the inverse Laplace transform of Q(s) and,
- the inverse Laplace transform of R(s)/D(s).
Since R(s)/D (s) is proper, the inverse Laplace transform of R(s)/D(s) can be computed by
first expanding into partial fractions as given above. The inverse Laplace transform of Q(s)
can be computed by using the transform pair

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VIII) The Laplace Transform and LTI System : The Transfer Function
For LTI system , we have:

The LTI System is charachterized either by its impulse response or its Transfer Function,
this is an external or input/ output description

• Causality:

For a causal LTI system,

h(t) = 0 for t < 0, and thus is right sided

- The ROC associated with the system function for a causal system is
a right-half plane

- 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 rightmost pole

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EE252 :LS I Chapter V : Laplace Transform

• Stability:

For a stable LTI system,

+∞
∫−∞ |𝒉(𝝉)𝒅𝝉| < ∞ : h(t) absolutely integrable

- An LTI system is stable if and only if the ROC of its system

function H(s) includes the entire j ω-axis [i.e., Re{s} = 0]

• Causal and Stable System :

- A causal system with rational system function H(s) is stable if and

only if all of the poles of H(s) lie in the left-half of s-plane, i.e., all
of the poles have negative real parts

Example :

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• LTI Systems by Linear Constant-Coef Differential Equations:

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Examples :

-Find The Transfer Function of the following LTI system.

-Is the system Causal? Is it Stable?
- Find the corresponding differential equation.

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Systems Interconnection:

• Parallel interconnection :

• Series interconnection :

• Feedback Interconnection :

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EE252 :LS I Chapter V : Laplace Transform

IX) The Unilateral Laplace Transform of x(t):

The unilateral (or one-sided) Laplace transform X 1 (s) of a signal x(t) is defined as

The lower limit of integration is chosen to be 0- (rather than 0 or 0+) to permit x(t) to include
δ(t) or its derivatives. Thus, we note immediately that the integration from 0- to 0+ is zero
except when there is an impulse function or its derivative at the origin. The unilateral Laplace
transform ignores x(t) fort< 0. Since x(t) is a right-sided signal, the ROC of X 1 (s) is always of
the form Re(s) > 𝜎max , that is, a right half-plane in the s-plane.

Remark:

-The unilateral Laplace Transform is used to describe causal systems with nonzero
initial conditions.

• Properties of Unilateral Laplace Transform :

Most of the properties of the unilateral Laplace transform are the same as for the bilateral
transform. The unilateral Laplace transform is useful for calculating the response of a causal
system to a causal input when the system is described by a linear constant-coefficient
differential equation with nonzero initial conditions. The basic properties of the unilateral
Laplace transform that are useful in this application are the time-differentiation and time-
integration properties which are different from those of the bilateral transform. They are
presented in the following.

• Differentiation in the Time Domain:

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Where :

• Integration in the Time Domain:

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