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LAPLACE TRANSFORMS
INTRODUCTION
Definition
 Transforms -- a mathematical conversion
from one way of thinking to another to
make a problem easier to solve
transform
solution
in transform
way of
thinking
inverse
transform
solution
in original
way of
thinking
problem
in original
way of
thinking
2. Transforms
Laplace
transform
solution
in
s domain
inverse
Laplace
transform
solution
in time
domain
problem
in time
domain
• Other transforms
• Fourier
• z-transform
• wavelets
2. Transforms
All those signals……….
Amplitude
time
discrete continuous discrete-time
analog signal
w(nTs)
Ts
sampling
discrete discrete discrete-time
digital signal
Cn
111
110
101
100
011
010
001
000 sampling
Time Amplitude Signal
w(t)
continuous continuous continuous-time
analog signal
w(t)
discrete continuous discrete-time
sequence
w[n]
n=0 1 2 3 4 5
indexing
…..and all those transforms
Continuous-time
analog signal
w(t)
Discrete-time
analog sequence
w [n]
Sample in time,
period = Ts
=2pf
W =  Ts,
scale
amplitude
by 1/Ts
Sample in
frequency,
W = 2pn/N,
N = Length
of sequence
Continuous
Fourier
Transform
W(f)








f
-
dt
e
w(t) ft
2
j
- p
Discrete
Fourier
Transform
W(k)
1
0
e
[n]
w
1
0
=
n
N
nk
2
j
-





N
k
N
p
Discrete-Time
Fourier
Transform
W(W)
p
2
0
e
[n]
w
-
=
n
j
-

W




Wn
Laplace
Transform
W(s)







s
-
dt
e
w(t)
0
st
z-Transform
W(z)









z
=
n
n
-
z
[n]
w
z = ejW
s = j
=2pf
C
C
C
C
C D
D
D
C Continuous-variable
Discrete-variable
Laplace transformation
linear
differential
equation
time
domain
solution
Laplace
transformed
equation
Laplace
solution
time domain
Laplace domain or
complex frequency domain
algebra
Laplace transform
inverse Laplace
transform
4. Laplace transforms
Basic Tool For Continuous Time:
Laplace Transform
 Convert time-domain functions and operations into
frequency-domain
 f(t)  F(s) (tR, sC)
 Linear differential equations (LDE)  algebraic expression
in Complex plane
 Graphical solution for key LDE characteristics
 Discrete systems use the analogous z-transform



=
=
0
)
(
)
(
)]
(
[ dt
e
t
f
s
F
t
f st
L
The Complex Plane (review)
Imaginary axis (j)
Real axis
jy
x
u 
=
x
y

r
r


jy
x
u 
=
(complex) conjugate
y

2
2
1
|
|
|
|
tan
y
x
u
r
u
x
y
u

=


=

 

Laplace Transforms of Common
Functions
Name f(t) F(s)
Impulse
Step
Ramp
Exponential
Sine
1
s
1
2
1
s
a
s 
1
2
2
1
s


1
)
( =
t
f
t
t
f =
)
(
at
e
t
f =
)
(
)
sin(
)
( t
t
f 
=




=
=
0
0
0
1
)
(
t
t
t
f
Laplace Transform Properties
   
)
(
lim
)
(
lim
)
(
lim
)
0
(
)
(
)
(
)
)
(
1
)
(
)
(
)
0
(
)
(
)
(
)
(
)
(
)]
(
)
(
[
0
0
2
1
2
1
0
2
1
2
1
s
sF
t
f
-
s
sF
f
-
s
F
s
F
dτ
(τ
τ)f
(t
f
dt
t
f
s
s
s
F
dt
t
f
L
f
s
sF
t
f
dt
d
L
s
bF
s
aF
t
bf
t
af
L
s
t
s
t
t






=
=
=

=


=


=







=




theorem
value
Final
theorem
value
Initial
n
Convolutio
n
Integratio
ation
Differenti
caling
Addition/S
LAPLACE TRANSFORMS
SIMPLE TRANSFORMATIONS
Transforms (1 of 11)
 Impulse --  (to)
F(s) =
0

e-st  (to) dt
= e-sto
f(t)
t
 (to)
4. Laplace transforms
Transforms (2 of 11)
 Step -- u (to)
F(s) =
0

e-st u (to) dt
= e-sto/s
f(t)
t
u (to)
1
4. Laplace transforms
Transforms (3 of 11)
 e-at
F(s) =
0
e-st e-at dt
= 1/(s+a)

4. Laplace transforms
Transforms (4 of 11)
f1(t)  f2(t)
a f(t)
eat f(t)
f(t - T)
f(t/a)
F1(s) ± F2(s)
a F(s)
F(s-a)
eTs F(as)
a F(as)
Linearity
Constant multiplication
Complex shift
Real shift
Scaling
4. Laplace transforms
Transforms (5 of 11)
 Most mathematical handbooks have tables
of Laplace transforms
4. Laplace transforms
Table of Laplace
Transforms
Definition of Laplace transform



=
0
dt
t
f
e
t
f
L st
)
(
)}
(
{
)}
(
{
)
( 1
s
F
L
t
f 
= )}
(
{
)
( t
f
L
s
F =
1
n
t 1
!

n
s
n
at
e a
s 
1
t

sin 2
2 


s
t

cos 2
2 

s
s
s
1
Translation and Derivative Table for
Laplace Transforms
First translation and derivative theorems
)
(t
f
eat
)
( a
s
F 
)
(t
f
tn
)
(
)
1
( s
F
ds
d
n
n
n

)
(
' t
f )
0
(
)
( f
s
sF 
)
(
'
' t
f )
0
(
'
)
0
(
)
(
2
f
sf
s
F
s 

)
(
'
'
' t
f )
0
(
'
'
)
0
(
'
)
0
(
)
( 2
3
f
sf
f
s
s
F
s 


 )
 
s
F
L
t
f 1

=
)
(  )  
)
(t
f
L
s
F =
Unit step and Dirac delta function
Unit step and Dirac delta function
)
( a
t
u  s
e as

)
(
)
( a
t
u
t
f  )}
(
{ a
t
f
L
e as


)
(
)
( a
t
u
a
t
f 
 )
(s
F
e as

)
( a
t 
 as
e
 )
 
s
F
L
t
f 1

=
)
(  )  
)
(t
f
L
s
F =
Convolution theorem
Convolution theorem
 )
 
s
F
L
t
f 1

=
)
(  )  
)
(t
f
L
s
F =
 
=

t
d
t
g
f
t
g
t
f
0


 )
(
)
(
)
(
)
( )
(
)
( s
G
s
F
LAPLACE TRANSFORMS
SOLUTION PROCESS
Solution process (1 of 8)
 Any nonhomogeneous linear differential
equation with constant coefficients can be
solved with the following procedure, which
reduces the solution to algebra
4. Laplace transforms
Solution process (2 of 8)
 Step 1: Put differential equation into
standard form
 D2 y + 2D y + 2y = cos t
 y(0) = 1
 D y(0) = 0
Solution process (3 of 8)
 Step 2: Take the Laplace transform of both
sides
 L{D2 y} + L{2D y} + L{2y} = L{cos t}
Solution process (4 of 8)
 Step 3: Use table of transforms to express
equation in s-domain
 L{D2 y} + L{2D y} + L{2y} = L{cos  t}
 L{D2 y} = s2 Y(s) - sy(0) - D y(0)
 L{2D y} = 2[ s Y(s) - y(0)]
 L{2y} = 2 Y(s)
 L{cos t} = s/(s2 + 1)
 s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s /(s2 + 1)
Solution process (5 of 8)
 Step 4: Solve for Y(s)
 s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s/(s2 + 1)
 (s2 + 2s + 2) Y(s) = s/(s2 + 1) + s + 2
 Y(s) = [s/(s2 + 1) + s + 2]/ (s2 + 2s + 2)
 = (s3 + 2 s2 + 2s + 2)/[(s2 + 1) (s2 + 2s + 2)]
Solution process (6 of 8)
 Step 5: Expand equation into format covered by
table
 Y(s) = (s3 + 2 s2 + 2s + 2)/[(s2 + 1) (s2 + 2s + 2)]
 = (As + B)/ (s2 + 1) + (Cs + E)/ (s2 + 2s + 2)
 (A+C)s3 + (2A + B + E) s2 + (2A + 2B + C)s + (2B
+E)
 Equate similar terms
 1 = A + C
 2 = 2A + B + E
 2 = 2A + 2B + C
 2 = 2B + E
 A = 0.2, B = 0.4, C = 0.8, E = 1.2
Solution process (7 of 8)
 (0.2s + 0.4)/ (s2 + 1)
 = 0.2 s/ (s2 + 1) + 0.4 / (s2 + 1)
 (0.8s + 1.2)/ (s2 + 2s + 2)
 = 0.8 (s+1)/[(s+1)2 + 1] + 0.4/ [(s+1)2 + 1]
Solution process (8 of 8)
 Step 6: Use table to convert s-domain to
time domain
 0.2 s/ (s2 + 1) becomes 0.2 cos t
 0.4 / (s2 + 1) becomes 0.4 sin t
 0.8 (s+1)/[(s+1)2 + 1] becomes 0.8 e-t cos t
 0.4/ [(s+1)2 + 1] becomes 0.4 e-t sin t
 y(t) = 0.2 cos t + 0.4 sin t + 0.8 e-t cos t + 0.4
e-t sin t
LAPLACE TRANSFORMS
PARTIAL FRACTION EXPANSION
Definition
 Definition -- Partial fractions are several
fractions whose sum equals a given fraction
 Example --
 (11x - 1)/(x2 - 1) = 6/(x+1) + 5/(x-1)
 = [6(x-1) +5(x+1)]/[(x+1)(x-1))]
 =(11x - 1)/(x2 - 1)
 Purpose -- Working with transforms requires
breaking complex fractions into simpler
fractions to allow use of tables of transforms
Partial Fraction Expansions
3
2
)
3
(
)
2
(
1



=



s
B
s
A
s
s
s
 Expand into a term for
each factor in the
denominator.
 Recombine RHS
 Equate terms in s and
constant terms. Solve.
 Each term is in a form so
that inverse Laplace
transforms can be
applied.
 )
)
3
(
)
2
(
2
)
3
(
)
3
(
)
2
(
1





=



s
s
s
B
s
A
s
s
s
3
2
2
1
)
3
(
)
2
(
1




=



s
s
s
s
s
1
=
 B
A 1
2
3 =
 B
A
Example of Solution of an ODE
0
)
0
(
'
)
0
(
2
8
6
2
2
=
=
=

 y
y
y
dt
dy
dt
y
d  ODE w/initial conditions
 Apply Laplace transform
to each term
 Solve for Y(s)
 Apply partial fraction
expansion
 Apply inverse Laplace
transform to each term
s
s
Y
s
Y
s
s
Y
s /
2
)
(
8
)
(
6
)
(
2
=


)
4
(
)
2
(
2
)
(


=
s
s
s
s
Y
)
4
(
4
1
)
2
(
2
1
4
1
)
(





=
s
s
s
s
Y
4
2
4
1
)
(
4
2 t
t
e
e
t
y




=
Different terms of 1st degree
 To separate a fraction into partial fractions
when its denominator can be divided into
different terms of first degree, assume an
unknown numerator for each fraction
 Example --
 (11x-1)/(X2 - 1) = A/(x+1) + B/(x-1)
 = [A(x-1) +B(x+1)]/[(x+1)(x-1))]
 A+B=11
 -A+B=-1
 A=6, B=5
Repeated terms of 1st degree (1 of 2)
 When the factors of the denominator are of
the first degree but some are repeated,
assume unknown numerators for each
factor
 If a term is present twice, make the fractions
the corresponding term and its second power
 If a term is present three times, make the
fractions the term and its second and third
powers
3. Partial fractions
Repeated terms of 1st degree (2 of 2)
 Example --
 (x2+3x+4)/(x+1)3= A/(x+1) + B/(x+1)2 +
C/(x+1)3
 x2+3x+4 = A(x+1)2 + B(x+1) + C
 = Ax2 + (2A+B)x + (A+B+C)
 A=1
 2A+B = 3
 A+B+C = 4
 A=1, B=1, C=2
3. Partial fractions
Different quadratic terms
 When there is a quadratic term, assume a
numerator of the form Ax + B
 Example --
 1/[(x+1) (x2 + x + 2)] = A/(x+1) + (Bx +C)/ (x2 +
x + 2)
 1 = A (x2 + x + 2) + Bx(x+1) + C(x+1)
 1 = (A+B) x2 + (A+B+C)x +(2A+C)
 A+B=0
 A+B+C=0
 2A+C=1
 A=0.5, B=-0.5, C=0
3. Partial fractions
Repeated quadratic terms
 Example --
 1/[(x+1) (x2 + x + 2)2] = A/(x+1) + (Bx +C)/ (x2 +
x + 2) + (Dx +E)/ (x2 + x + 2)2
 1 = A(x2 + x + 2)2 + Bx(x+1) (x2 + x + 2) +
C(x+1) (x2 + x + 2) + Dx(x+1) + E(x+1)
 A+B=0
 2A+2B+C=0
 5A+3B+2C+D=0
 4A+2B+3C+D+E=0
 4A+2C+E=1
 A=0.25, B=-0.25, C=0, D=-0.5, E=0
3. Partial fractions
Apply Initial- and Final-Value
Theorems to this Example
 Laplace
transform of the
function.
 Apply final-value
theorem
 Apply initial-
value theorem
)
4
(
)
2
(
2
)
(


=
s
s
s
s
Y
 
4
1
)
4
0
(
)
2
0
(
)
0
(
)
0
(
2
)
(
lim =


=

 t
f
t
  0
)
4
(
)
2
(
)
(
)
(
2
)
(
lim 0 =






=
 t
f
t
LAPLACE TRANSFORMS
TRANSFER FUNCTIONS
Introduction
 Definition -- a transfer function is an
expression that relates the output to the
input in the s-domain
differential
equation
r(t) y(t)
transfer
function
r(s) y(s)
5. Transfer functions
Transfer Function
 Definition
 H(s) = Y(s) / X(s)
 Relates the output of a linear system (or
component) to its input
 Describes how a linear system responds to
an impulse
 All linear operations allowed
 Scaling, addition, multiplication
H(s)
X(s) Y(s)
Block Diagrams
 Pictorially expresses flows and relationships
between elements in system
 Blocks may recursively be systems
 Rules
 Cascaded (non-loading) elements: convolution
 Summation and difference elements
 Can simplify
Typical block diagram
control
Gc(s)
plant
Gp(s)
feedback
H(s)
pre-filter
G1(s)
post-filter
G2(s)
reference input, R(s)
error, E(s)
plant inputs, U(s)
output, Y(s)
feedback, H(s)Y(s)
5. Transfer functions
Example
v(t)
R
C
L
v(t) = R I(t) + 1/C I(t) dt + L di(t)/dt
V(s) = [R I(s) + 1/(C s) I(s) + s L I(s)]
Note: Ignore initial conditions
5. Transfer functions
Block diagram and transfer function
 V(s)
 = (R + 1/(C s) + s L ) I(s)
 = (C L s2 + C R s + 1 )/(C s) I(s)
 I(s)/V(s) = C s / (C L s2 + C R s + 1 )
C s / (C L s2 + C R s + 1 )
V(s) I(s)
5. Transfer functions
Block diagram reduction rules
G1 G2 G1 G2
U Y U Y
G1
G2
U Y
+
+ G1 + G2
U Y
G1
G2
U Y
+
- G1 /(1+G1 G2)
U Y
Series
Parallel
Feedback
5. Transfer functions
Rational Laplace Transforms
m
s
F
s
A
s
s
F
s
B
s
b
s
b
s
b
s
B
a
s
a
s
a
s
A
s
B
s
A
s
F
m
m
n
n
poles
#
system
of
Order
complex
are
zeroes
and
Poles
(So,
:
Zeroes
(So,
:
Poles
=
=
=
=


=
=




=



=
=
)
0
*)
(
0
*)
(
*
)
*)
(
0
*)
(
*
...
)
(
...
)
(
)
(
)
(
)
(
0
1
0
1
First Order System
Reference
)
(s
Y
)
(s
R
S
)
(s
E
1
)
(s
B
)
(s
U
sT

1
1
K
sT
K
sT
K
K
s
R
s
Y




=
1
1
)
(
)
(
First Order System
Impulse
response
Exponential
Step response Step,
exponential
Ramp response Ramp, step,
exponential
1 sT
K

/
1
2
T
s
KT
-
s
KT
-
s
K

/
1 T
s
K
-
s
K

No oscillations (as seen by poles)
Second Order System
:
frequency
natural
Undamped
where
:
ratio
Damping
(ie,
part
imaginary
zero
-
non
have
poles
if
Oscillates
:
response
Impulse
J
K
JK
B
B
B
JK
B
s
s
K
Bs
Js
K
s
R
s
Y
N
c
c
N
N
N
=
=
=




=


=





2
)
0
4
2
)
(
)
(
2
2
2
2
2
Second Order System: Parameters
n
oscillatio
the
of
frequency
the
gives
frequency
natural
undamped
of
tion
Interpreta
0)
Im
0,
(Re
Overdamped
1
Im)
(Re
d
Underdampe
0)
Im
0,
(Re
n
oscillatio
Undamped
ratio
damping
of
tion
Interpreta
N




=







=
=
:
0
:
1
0
:
0
Transient Response Characteristics
state
steady
of
%
specified
within
stays
time
Settling
:
reached
is
value
peak
which
at
Time
:
value
state
steady
reach
first
until
delay
time
Rise
:
value
state
steady
of
50%
reach
until
Delay
:
=
=
s
p
r
d
t
t
t
t
0.5 1 1.5 2 2.5 3
0.25
0.5
0.75
1
1.25
1.5
1.75
2
rt
o
v
e
r
s
h
o
o
t m
a
x
i
m
u
m = p M
p t st
dt
Transient Response
 Estimates the shape of the curve based on
the foregoing points on the x and y axis
 Typically applied to the following inputs
 Impulse
 Step
 Ramp
 Quadratic (Parabola)
Effect of pole locations
Faster Decay Faster Blowup
Oscillations
(higher-freq)
Im(s)
Re(s)
(e-at) (eat)
Basic Control Actions: u(t)
:
control
al
Differenti
:
control
Integral
:
control
al
Proportion
s
K
s
E
s
U
t
e
dt
d
K
t
u
s
K
s
E
s
U
dt
t
e
K
t
u
K
s
E
s
U
t
e
K
t
u
d
d
i
t
i
p
p
=
=
=
=
=
=

)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
0
Effect of Control Actions
 Proportional Action
 Adjustable gain (amplifier)
 Integral Action
 Eliminates bias (steady-state error)
 Can cause oscillations
 Derivative Action (“rate control”)
 Effective in transient periods
 Provides faster response (higher sensitivity)
 Never used alone
Basic Controllers
 Proportional control is often used by itself
 Integral and differential control are typically
used in combination with at least proportional
control
 eg, Proportional Integral (PI) controller:









=

=
=
s
T
K
s
K
K
s
E
s
U
s
G
i
p
I
p
1
1
)
(
)
(
)
(
Summary of Basic Control
 Proportional control
 Multiply e(t) by a constant
 PI control
 Multiply e(t) and its integral by separate constants
 Avoids bias for step
 PD control
 Multiply e(t) and its derivative by separate constants
 Adjust more rapidly to changes
 PID control
 Multiply e(t), its derivative and its integral by separate constants
 Reduce bias and react quickly
Root-locus Analysis
 Based on characteristic eqn of closed-loop transfer
function
 Plot location of roots of this eqn
 Same as poles of closed-loop transfer function
 Parameter (gain) varied from 0 to 
 Multiple parameters are ok
 Vary one-by-one
 Plot a root “contour” (usually for 2-3 params)
 Quickly get approximate results
 Range of parameters that gives desired response
LAPLACE TRANSFORMS
LAPLACE APPLICATIONS
Initial value
 In the initial value of f(t) as t approaches 0
is given by
f(0 ) = Lim s F(s)
s 
f(t) = e -t
F(s) = 1/(s+1)
f(0 ) = Lim s /(s+1) = 1
s 
Example
6. Laplace applications
Final value
 In the final value of f(t) as t approaches 
is given by
f(0 ) = Lim s F(s)
s 0
f(t) = e -t
F(s) = 1/(s+1)
f(0 ) = Lim s /(s+1) = 0
s 0
Example
6. Laplace applications
Apply Initial- and Final-Value
Theorems to this Example
 Laplace
transform of the
function.
 Apply final-value
theorem
 Apply initial-
value theorem
)
4
(
)
2
(
2
)
(


=
s
s
s
s
Y
 
4
1
)
4
0
(
)
2
0
(
)
0
(
)
0
(
2
)
(
lim =


=

 t
f
t
  0
)
4
(
)
2
(
)
(
)
(
2
)
(
lim 0 =






=
 t
f
t
Poles
 The poles of a Laplace function are the
values of s that make the Laplace function
evaluate to infinity. They are therefore the
roots of the denominator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a pole at s =
-1 and a pole at s = -3
 Complex poles always appear in complex-
conjugate pairs
 The transient response of system is
determined by the location of poles
6. Laplace applications
Zeros
 The zeros of a Laplace function are the
values of s that make the Laplace function
evaluate to zero. They are therefore the
zeros of the numerator polynomial
 10 (s + 2)/[(s + 1)(s + 3)] has a zero at s =
-2
 Complex zeros always appear in complex-
conjugate pairs
6. Laplace applications
Stability
 A system is stable if bounded inputs
produce bounded outputs
 The complex s-plane is divided into two
regions: the stable region, which is the left
half of the plane, and the unstable region,
which is the right half of the s-plane
s-plane
stable unstable
x
x
x
x x
x
x
j

LAPLACE TRANSFORMS
FREQUENCY RESPONSE
Introduction
 Many problems can be thought of in the
time domain, and solutions can be
developed accordingly.
 Other problems are more easily thought of
in the frequency domain.
 A technique for thinking in the frequency
domain is to express the system in terms
of a frequency response
7. Frequency response
Definition
 The response of the system to a sinusoidal
signal. The output of the system at each
frequency is the result of driving the system
with a sinusoid of unit amplitude at that
frequency.
 The frequency response has both amplitude
and phase
7. Frequency response
Process
 The frequency response is computed by
replacing s with j  in the transfer function
f(t) = e -t
F(s) = 1/(s+1)
Example
F(j ) = 1/(j  +1)
Magnitude = 1/SQRT(1 + 2)
Magnitude in dB = 20 log10 (magnitude)
Phase = argument = ATAN2(- , 1)
magnitude in dB

7. Frequency response
Graphical methods
 Frequency response is a graphical method
 Polar plot -- difficult to construct
 Corner plot -- easy to construct
7. Frequency response
Constant K
+180o
+90o
0o
-270o
-180o
-90o
60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
, radians/sec
20 log10 K
arg K
7. Frequency response
Simple pole or zero at origin, 1/ (j)n
+180o
+90o
0o
-270o
-180o
-90o
60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
, radians/sec
1/ 
1/ 2
1/ 3
1/ 
1/ 2
1/ 3
G(s) = n
2/(s2 + 2 ns +  n
2)
Simple pole or zero, 1/(1+j)
+180o
+90o
0o
-270o
-180o
-90o
60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
T
7. Frequency response
Error in asymptotic approximation
T
0.01
0.1
0.5
0.76
1.0
1.31
1.73
2.0
5.0
10.0
dB
0
0.043
1
2
3
4.3
6.0
7.0
14.2
20.3
arg (deg)
0.5
5.7
26.6
37.4
45.0
52.7
60.0
63.4
78.7
84.3
7. Frequency response
Quadratic pole or zero
+180o
+90o
0o
-270o
-180o
-90o
60 dB
40 dB
20 dB
0 dB
-20 dB
-40 dB
-60 dB
magnitude
phase
0.1 1 10 100
T
7. Frequency response
Transfer Functions
 Defined as G(s) = Y(s)/U(s)
 Represents a normalized model of a process,
i.e., can be used with any input.
 Y(s) and U(s) are both written in deviation
variable form.
 The form of the transfer function indicates the
dynamic behavior of the process.
Derivation of a Transfer Function
T
F
F
T
F
T
F
dt
dT
M )
( 2
1
2
2
1
1 


=  Dynamic model of
CST thermal
mixer
 Apply deviation
variables
 Equation in terms
of deviation
variables.
0
2
2
0
1
1
0 T
T
T
T
T
T
T
T
T 
=


=


=

T
F
F
T
F
T
F
dt
T
d
M 





=

)
( 2
1
2
2
1
1
Derivation of a Transfer Function
 
2
1
1
1 )
(
)
(
)
(
F
F
s
M
F
s
T
s
T
s
G


=
=
 Apply Laplace transform
to each term considering
that only inlet and outlet
temperatures change.
 Determine the transfer
function for the effect of
inlet temperature
changes on the outlet
temperature.
 Note that the response
is first order.
 
2
1
2
2
1
1 )
(
)
(
)
(
F
F
s
M
s
T
F
s
T
F
s
T



=
Poles of the Transfer Function
Indicate the Dynamic Response
 For a, b, c, and d positive constants, transfer
function indicates exponential decay, oscillatory
response, and exponential growth, respectively.
)
(
)
(
)
(
)
( 2
d
s
C
c
bs
s
B
a
s
A
s
Y






=
dt
pt
at
e
C
t
e
B
e
A
t
y 




= 
)
sin(
)
( 
)
(
)
(
)
(
1
)
( 2
d
s
c
bs
s
a
s
s
G




=
Poles on a Complex Plane
Re
Im
Exponential Decay
Re
Im
Time
y
Damped Sinusoidal
Re
Im
Time
y
Exponentially Growing Sinusoidal
Behavior (Unstable)
Re
Im
Time
y
What Kind of Dynamic Behavior?
Re
Im
Unstable Behavior
 If the output of a process grows without
bound for a bounded input, the process is
referred to a unstable.
 If the real portion of any pole of a transfer
function is positive, the process
corresponding to the transfer function is
unstable.
 If any pole is located in the right half plane,
the process is unstable.

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Laplace_1.ppt

  • 2. Definition  Transforms -- a mathematical conversion from one way of thinking to another to make a problem easier to solve transform solution in transform way of thinking inverse transform solution in original way of thinking problem in original way of thinking 2. Transforms
  • 3. Laplace transform solution in s domain inverse Laplace transform solution in time domain problem in time domain • Other transforms • Fourier • z-transform • wavelets 2. Transforms
  • 4. All those signals………. Amplitude time discrete continuous discrete-time analog signal w(nTs) Ts sampling discrete discrete discrete-time digital signal Cn 111 110 101 100 011 010 001 000 sampling Time Amplitude Signal w(t) continuous continuous continuous-time analog signal w(t) discrete continuous discrete-time sequence w[n] n=0 1 2 3 4 5 indexing
  • 5. …..and all those transforms Continuous-time analog signal w(t) Discrete-time analog sequence w [n] Sample in time, period = Ts =2pf W =  Ts, scale amplitude by 1/Ts Sample in frequency, W = 2pn/N, N = Length of sequence Continuous Fourier Transform W(f)         f - dt e w(t) ft 2 j - p Discrete Fourier Transform W(k) 1 0 e [n] w 1 0 = n N nk 2 j -      N k N p Discrete-Time Fourier Transform W(W) p 2 0 e [n] w - = n j -  W     Wn Laplace Transform W(s)        s - dt e w(t) 0 st z-Transform W(z)          z = n n - z [n] w z = ejW s = j =2pf C C C C C D D D C Continuous-variable Discrete-variable
  • 6. Laplace transformation linear differential equation time domain solution Laplace transformed equation Laplace solution time domain Laplace domain or complex frequency domain algebra Laplace transform inverse Laplace transform 4. Laplace transforms
  • 7. Basic Tool For Continuous Time: Laplace Transform  Convert time-domain functions and operations into frequency-domain  f(t)  F(s) (tR, sC)  Linear differential equations (LDE)  algebraic expression in Complex plane  Graphical solution for key LDE characteristics  Discrete systems use the analogous z-transform    = = 0 ) ( ) ( )] ( [ dt e t f s F t f st L
  • 8. The Complex Plane (review) Imaginary axis (j) Real axis jy x u  = x y  r r   jy x u  = (complex) conjugate y  2 2 1 | | | | tan y x u r u x y u  =   =    
  • 9. Laplace Transforms of Common Functions Name f(t) F(s) Impulse Step Ramp Exponential Sine 1 s 1 2 1 s a s  1 2 2 1 s   1 ) ( = t f t t f = ) ( at e t f = ) ( ) sin( ) ( t t f  =     = = 0 0 0 1 ) ( t t t f
  • 10. Laplace Transform Properties     ) ( lim ) ( lim ) ( lim ) 0 ( ) ( ) ( ) ) ( 1 ) ( ) ( ) 0 ( ) ( ) ( ) ( ) ( )] ( ) ( [ 0 0 2 1 2 1 0 2 1 2 1 s sF t f - s sF f - s F s F dτ (τ τ)f (t f dt t f s s s F dt t f L f s sF t f dt d L s bF s aF t bf t af L s t s t t       = = =  =   =   =        =     theorem value Final theorem value Initial n Convolutio n Integratio ation Differenti caling Addition/S
  • 12. Transforms (1 of 11)  Impulse --  (to) F(s) = 0  e-st  (to) dt = e-sto f(t) t  (to) 4. Laplace transforms
  • 13. Transforms (2 of 11)  Step -- u (to) F(s) = 0  e-st u (to) dt = e-sto/s f(t) t u (to) 1 4. Laplace transforms
  • 14. Transforms (3 of 11)  e-at F(s) = 0 e-st e-at dt = 1/(s+a)  4. Laplace transforms
  • 15. Transforms (4 of 11) f1(t)  f2(t) a f(t) eat f(t) f(t - T) f(t/a) F1(s) ± F2(s) a F(s) F(s-a) eTs F(as) a F(as) Linearity Constant multiplication Complex shift Real shift Scaling 4. Laplace transforms
  • 16. Transforms (5 of 11)  Most mathematical handbooks have tables of Laplace transforms 4. Laplace transforms
  • 17. Table of Laplace Transforms Definition of Laplace transform    = 0 dt t f e t f L st ) ( )} ( { )} ( { ) ( 1 s F L t f  = )} ( { ) ( t f L s F = 1 n t 1 !  n s n at e a s  1 t  sin 2 2    s t  cos 2 2   s s s 1
  • 18. Translation and Derivative Table for Laplace Transforms First translation and derivative theorems ) (t f eat ) ( a s F  ) (t f tn ) ( ) 1 ( s F ds d n n n  ) ( ' t f ) 0 ( ) ( f s sF  ) ( ' ' t f ) 0 ( ' ) 0 ( ) ( 2 f sf s F s   ) ( ' ' ' t f ) 0 ( ' ' ) 0 ( ' ) 0 ( ) ( 2 3 f sf f s s F s     )   s F L t f 1  = ) (  )   ) (t f L s F =
  • 19. Unit step and Dirac delta function Unit step and Dirac delta function ) ( a t u  s e as  ) ( ) ( a t u t f  )} ( { a t f L e as   ) ( ) ( a t u a t f   ) (s F e as  ) ( a t   as e  )   s F L t f 1  = ) (  )   ) (t f L s F =
  • 20. Convolution theorem Convolution theorem  )   s F L t f 1  = ) (  )   ) (t f L s F =   =  t d t g f t g t f 0    ) ( ) ( ) ( ) ( ) ( ) ( s G s F
  • 22. Solution process (1 of 8)  Any nonhomogeneous linear differential equation with constant coefficients can be solved with the following procedure, which reduces the solution to algebra 4. Laplace transforms
  • 23. Solution process (2 of 8)  Step 1: Put differential equation into standard form  D2 y + 2D y + 2y = cos t  y(0) = 1  D y(0) = 0
  • 24. Solution process (3 of 8)  Step 2: Take the Laplace transform of both sides  L{D2 y} + L{2D y} + L{2y} = L{cos t}
  • 25. Solution process (4 of 8)  Step 3: Use table of transforms to express equation in s-domain  L{D2 y} + L{2D y} + L{2y} = L{cos  t}  L{D2 y} = s2 Y(s) - sy(0) - D y(0)  L{2D y} = 2[ s Y(s) - y(0)]  L{2y} = 2 Y(s)  L{cos t} = s/(s2 + 1)  s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s /(s2 + 1)
  • 26. Solution process (5 of 8)  Step 4: Solve for Y(s)  s2 Y(s) - s + 2s Y(s) - 2 + 2 Y(s) = s/(s2 + 1)  (s2 + 2s + 2) Y(s) = s/(s2 + 1) + s + 2  Y(s) = [s/(s2 + 1) + s + 2]/ (s2 + 2s + 2)  = (s3 + 2 s2 + 2s + 2)/[(s2 + 1) (s2 + 2s + 2)]
  • 27. Solution process (6 of 8)  Step 5: Expand equation into format covered by table  Y(s) = (s3 + 2 s2 + 2s + 2)/[(s2 + 1) (s2 + 2s + 2)]  = (As + B)/ (s2 + 1) + (Cs + E)/ (s2 + 2s + 2)  (A+C)s3 + (2A + B + E) s2 + (2A + 2B + C)s + (2B +E)  Equate similar terms  1 = A + C  2 = 2A + B + E  2 = 2A + 2B + C  2 = 2B + E  A = 0.2, B = 0.4, C = 0.8, E = 1.2
  • 28. Solution process (7 of 8)  (0.2s + 0.4)/ (s2 + 1)  = 0.2 s/ (s2 + 1) + 0.4 / (s2 + 1)  (0.8s + 1.2)/ (s2 + 2s + 2)  = 0.8 (s+1)/[(s+1)2 + 1] + 0.4/ [(s+1)2 + 1]
  • 29. Solution process (8 of 8)  Step 6: Use table to convert s-domain to time domain  0.2 s/ (s2 + 1) becomes 0.2 cos t  0.4 / (s2 + 1) becomes 0.4 sin t  0.8 (s+1)/[(s+1)2 + 1] becomes 0.8 e-t cos t  0.4/ [(s+1)2 + 1] becomes 0.4 e-t sin t  y(t) = 0.2 cos t + 0.4 sin t + 0.8 e-t cos t + 0.4 e-t sin t
  • 31. Definition  Definition -- Partial fractions are several fractions whose sum equals a given fraction  Example --  (11x - 1)/(x2 - 1) = 6/(x+1) + 5/(x-1)  = [6(x-1) +5(x+1)]/[(x+1)(x-1))]  =(11x - 1)/(x2 - 1)  Purpose -- Working with transforms requires breaking complex fractions into simpler fractions to allow use of tables of transforms
  • 32. Partial Fraction Expansions 3 2 ) 3 ( ) 2 ( 1    =    s B s A s s s  Expand into a term for each factor in the denominator.  Recombine RHS  Equate terms in s and constant terms. Solve.  Each term is in a form so that inverse Laplace transforms can be applied.  ) ) 3 ( ) 2 ( 2 ) 3 ( ) 3 ( ) 2 ( 1      =    s s s B s A s s s 3 2 2 1 ) 3 ( ) 2 ( 1     =    s s s s s 1 =  B A 1 2 3 =  B A
  • 33. Example of Solution of an ODE 0 ) 0 ( ' ) 0 ( 2 8 6 2 2 = = =   y y y dt dy dt y d  ODE w/initial conditions  Apply Laplace transform to each term  Solve for Y(s)  Apply partial fraction expansion  Apply inverse Laplace transform to each term s s Y s Y s s Y s / 2 ) ( 8 ) ( 6 ) ( 2 =   ) 4 ( ) 2 ( 2 ) (   = s s s s Y ) 4 ( 4 1 ) 2 ( 2 1 4 1 ) (      = s s s s Y 4 2 4 1 ) ( 4 2 t t e e t y     =
  • 34. Different terms of 1st degree  To separate a fraction into partial fractions when its denominator can be divided into different terms of first degree, assume an unknown numerator for each fraction  Example --  (11x-1)/(X2 - 1) = A/(x+1) + B/(x-1)  = [A(x-1) +B(x+1)]/[(x+1)(x-1))]  A+B=11  -A+B=-1  A=6, B=5
  • 35. Repeated terms of 1st degree (1 of 2)  When the factors of the denominator are of the first degree but some are repeated, assume unknown numerators for each factor  If a term is present twice, make the fractions the corresponding term and its second power  If a term is present three times, make the fractions the term and its second and third powers 3. Partial fractions
  • 36. Repeated terms of 1st degree (2 of 2)  Example --  (x2+3x+4)/(x+1)3= A/(x+1) + B/(x+1)2 + C/(x+1)3  x2+3x+4 = A(x+1)2 + B(x+1) + C  = Ax2 + (2A+B)x + (A+B+C)  A=1  2A+B = 3  A+B+C = 4  A=1, B=1, C=2 3. Partial fractions
  • 37. Different quadratic terms  When there is a quadratic term, assume a numerator of the form Ax + B  Example --  1/[(x+1) (x2 + x + 2)] = A/(x+1) + (Bx +C)/ (x2 + x + 2)  1 = A (x2 + x + 2) + Bx(x+1) + C(x+1)  1 = (A+B) x2 + (A+B+C)x +(2A+C)  A+B=0  A+B+C=0  2A+C=1  A=0.5, B=-0.5, C=0 3. Partial fractions
  • 38. Repeated quadratic terms  Example --  1/[(x+1) (x2 + x + 2)2] = A/(x+1) + (Bx +C)/ (x2 + x + 2) + (Dx +E)/ (x2 + x + 2)2  1 = A(x2 + x + 2)2 + Bx(x+1) (x2 + x + 2) + C(x+1) (x2 + x + 2) + Dx(x+1) + E(x+1)  A+B=0  2A+2B+C=0  5A+3B+2C+D=0  4A+2B+3C+D+E=0  4A+2C+E=1  A=0.25, B=-0.25, C=0, D=-0.5, E=0 3. Partial fractions
  • 39. Apply Initial- and Final-Value Theorems to this Example  Laplace transform of the function.  Apply final-value theorem  Apply initial- value theorem ) 4 ( ) 2 ( 2 ) (   = s s s s Y   4 1 ) 4 0 ( ) 2 0 ( ) 0 ( ) 0 ( 2 ) ( lim =   =   t f t   0 ) 4 ( ) 2 ( ) ( ) ( 2 ) ( lim 0 =       =  t f t
  • 41. Introduction  Definition -- a transfer function is an expression that relates the output to the input in the s-domain differential equation r(t) y(t) transfer function r(s) y(s) 5. Transfer functions
  • 42. Transfer Function  Definition  H(s) = Y(s) / X(s)  Relates the output of a linear system (or component) to its input  Describes how a linear system responds to an impulse  All linear operations allowed  Scaling, addition, multiplication H(s) X(s) Y(s)
  • 43. Block Diagrams  Pictorially expresses flows and relationships between elements in system  Blocks may recursively be systems  Rules  Cascaded (non-loading) elements: convolution  Summation and difference elements  Can simplify
  • 44. Typical block diagram control Gc(s) plant Gp(s) feedback H(s) pre-filter G1(s) post-filter G2(s) reference input, R(s) error, E(s) plant inputs, U(s) output, Y(s) feedback, H(s)Y(s) 5. Transfer functions
  • 45. Example v(t) R C L v(t) = R I(t) + 1/C I(t) dt + L di(t)/dt V(s) = [R I(s) + 1/(C s) I(s) + s L I(s)] Note: Ignore initial conditions 5. Transfer functions
  • 46. Block diagram and transfer function  V(s)  = (R + 1/(C s) + s L ) I(s)  = (C L s2 + C R s + 1 )/(C s) I(s)  I(s)/V(s) = C s / (C L s2 + C R s + 1 ) C s / (C L s2 + C R s + 1 ) V(s) I(s) 5. Transfer functions
  • 47. Block diagram reduction rules G1 G2 G1 G2 U Y U Y G1 G2 U Y + + G1 + G2 U Y G1 G2 U Y + - G1 /(1+G1 G2) U Y Series Parallel Feedback 5. Transfer functions
  • 50. First Order System Impulse response Exponential Step response Step, exponential Ramp response Ramp, step, exponential 1 sT K  / 1 2 T s KT - s KT - s K  / 1 T s K - s K  No oscillations (as seen by poles)
  • 52. Second Order System: Parameters n oscillatio the of frequency the gives frequency natural undamped of tion Interpreta 0) Im 0, (Re Overdamped 1 Im) (Re d Underdampe 0) Im 0, (Re n oscillatio Undamped ratio damping of tion Interpreta N     =        = = : 0 : 1 0 : 0
  • 54. Transient Response  Estimates the shape of the curve based on the foregoing points on the x and y axis  Typically applied to the following inputs  Impulse  Step  Ramp  Quadratic (Parabola)
  • 55. Effect of pole locations Faster Decay Faster Blowup Oscillations (higher-freq) Im(s) Re(s) (e-at) (eat)
  • 56. Basic Control Actions: u(t) : control al Differenti : control Integral : control al Proportion s K s E s U t e dt d K t u s K s E s U dt t e K t u K s E s U t e K t u d d i t i p p = = = = = =  ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( 0
  • 57. Effect of Control Actions  Proportional Action  Adjustable gain (amplifier)  Integral Action  Eliminates bias (steady-state error)  Can cause oscillations  Derivative Action (“rate control”)  Effective in transient periods  Provides faster response (higher sensitivity)  Never used alone
  • 58. Basic Controllers  Proportional control is often used by itself  Integral and differential control are typically used in combination with at least proportional control  eg, Proportional Integral (PI) controller:          =  = = s T K s K K s E s U s G i p I p 1 1 ) ( ) ( ) (
  • 59. Summary of Basic Control  Proportional control  Multiply e(t) by a constant  PI control  Multiply e(t) and its integral by separate constants  Avoids bias for step  PD control  Multiply e(t) and its derivative by separate constants  Adjust more rapidly to changes  PID control  Multiply e(t), its derivative and its integral by separate constants  Reduce bias and react quickly
  • 60. Root-locus Analysis  Based on characteristic eqn of closed-loop transfer function  Plot location of roots of this eqn  Same as poles of closed-loop transfer function  Parameter (gain) varied from 0 to   Multiple parameters are ok  Vary one-by-one  Plot a root “contour” (usually for 2-3 params)  Quickly get approximate results  Range of parameters that gives desired response
  • 62. Initial value  In the initial value of f(t) as t approaches 0 is given by f(0 ) = Lim s F(s) s  f(t) = e -t F(s) = 1/(s+1) f(0 ) = Lim s /(s+1) = 1 s  Example 6. Laplace applications
  • 63. Final value  In the final value of f(t) as t approaches  is given by f(0 ) = Lim s F(s) s 0 f(t) = e -t F(s) = 1/(s+1) f(0 ) = Lim s /(s+1) = 0 s 0 Example 6. Laplace applications
  • 64. Apply Initial- and Final-Value Theorems to this Example  Laplace transform of the function.  Apply final-value theorem  Apply initial- value theorem ) 4 ( ) 2 ( 2 ) (   = s s s s Y   4 1 ) 4 0 ( ) 2 0 ( ) 0 ( ) 0 ( 2 ) ( lim =   =   t f t   0 ) 4 ( ) 2 ( ) ( ) ( 2 ) ( lim 0 =       =  t f t
  • 65. Poles  The poles of a Laplace function are the values of s that make the Laplace function evaluate to infinity. They are therefore the roots of the denominator polynomial  10 (s + 2)/[(s + 1)(s + 3)] has a pole at s = -1 and a pole at s = -3  Complex poles always appear in complex- conjugate pairs  The transient response of system is determined by the location of poles 6. Laplace applications
  • 66. Zeros  The zeros of a Laplace function are the values of s that make the Laplace function evaluate to zero. They are therefore the zeros of the numerator polynomial  10 (s + 2)/[(s + 1)(s + 3)] has a zero at s = -2  Complex zeros always appear in complex- conjugate pairs 6. Laplace applications
  • 67. Stability  A system is stable if bounded inputs produce bounded outputs  The complex s-plane is divided into two regions: the stable region, which is the left half of the plane, and the unstable region, which is the right half of the s-plane s-plane stable unstable x x x x x x x j 
  • 69. Introduction  Many problems can be thought of in the time domain, and solutions can be developed accordingly.  Other problems are more easily thought of in the frequency domain.  A technique for thinking in the frequency domain is to express the system in terms of a frequency response 7. Frequency response
  • 70. Definition  The response of the system to a sinusoidal signal. The output of the system at each frequency is the result of driving the system with a sinusoid of unit amplitude at that frequency.  The frequency response has both amplitude and phase 7. Frequency response
  • 71. Process  The frequency response is computed by replacing s with j  in the transfer function f(t) = e -t F(s) = 1/(s+1) Example F(j ) = 1/(j  +1) Magnitude = 1/SQRT(1 + 2) Magnitude in dB = 20 log10 (magnitude) Phase = argument = ATAN2(- , 1) magnitude in dB  7. Frequency response
  • 72. Graphical methods  Frequency response is a graphical method  Polar plot -- difficult to construct  Corner plot -- easy to construct 7. Frequency response
  • 73. Constant K +180o +90o 0o -270o -180o -90o 60 dB 40 dB 20 dB 0 dB -20 dB -40 dB -60 dB magnitude phase 0.1 1 10 100 , radians/sec 20 log10 K arg K 7. Frequency response
  • 74. Simple pole or zero at origin, 1/ (j)n +180o +90o 0o -270o -180o -90o 60 dB 40 dB 20 dB 0 dB -20 dB -40 dB -60 dB magnitude phase 0.1 1 10 100 , radians/sec 1/  1/ 2 1/ 3 1/  1/ 2 1/ 3 G(s) = n 2/(s2 + 2 ns +  n 2)
  • 75. Simple pole or zero, 1/(1+j) +180o +90o 0o -270o -180o -90o 60 dB 40 dB 20 dB 0 dB -20 dB -40 dB -60 dB magnitude phase 0.1 1 10 100 T 7. Frequency response
  • 76. Error in asymptotic approximation T 0.01 0.1 0.5 0.76 1.0 1.31 1.73 2.0 5.0 10.0 dB 0 0.043 1 2 3 4.3 6.0 7.0 14.2 20.3 arg (deg) 0.5 5.7 26.6 37.4 45.0 52.7 60.0 63.4 78.7 84.3 7. Frequency response
  • 77. Quadratic pole or zero +180o +90o 0o -270o -180o -90o 60 dB 40 dB 20 dB 0 dB -20 dB -40 dB -60 dB magnitude phase 0.1 1 10 100 T 7. Frequency response
  • 78. Transfer Functions  Defined as G(s) = Y(s)/U(s)  Represents a normalized model of a process, i.e., can be used with any input.  Y(s) and U(s) are both written in deviation variable form.  The form of the transfer function indicates the dynamic behavior of the process.
  • 79. Derivation of a Transfer Function T F F T F T F dt dT M ) ( 2 1 2 2 1 1    =  Dynamic model of CST thermal mixer  Apply deviation variables  Equation in terms of deviation variables. 0 2 2 0 1 1 0 T T T T T T T T T  =   =   =  T F F T F T F dt T d M       =  ) ( 2 1 2 2 1 1
  • 80. Derivation of a Transfer Function   2 1 1 1 ) ( ) ( ) ( F F s M F s T s T s G   = =  Apply Laplace transform to each term considering that only inlet and outlet temperatures change.  Determine the transfer function for the effect of inlet temperature changes on the outlet temperature.  Note that the response is first order.   2 1 2 2 1 1 ) ( ) ( ) ( F F s M s T F s T F s T    =
  • 81. Poles of the Transfer Function Indicate the Dynamic Response  For a, b, c, and d positive constants, transfer function indicates exponential decay, oscillatory response, and exponential growth, respectively. ) ( ) ( ) ( ) ( 2 d s C c bs s B a s A s Y       = dt pt at e C t e B e A t y      =  ) sin( ) (  ) ( ) ( ) ( 1 ) ( 2 d s c bs s a s s G     =
  • 82. Poles on a Complex Plane Re Im
  • 85. Exponentially Growing Sinusoidal Behavior (Unstable) Re Im Time y
  • 86. What Kind of Dynamic Behavior? Re Im
  • 87. Unstable Behavior  If the output of a process grows without bound for a bounded input, the process is referred to a unstable.  If the real portion of any pole of a transfer function is positive, the process corresponding to the transfer function is unstable.  If any pole is located in the right half plane, the process is unstable.