AGNEL INSTITUTE OF TECHNOLOGY AND DESIGN

AGNEL TECHNICAL EDUCATIONAL COMPLEX

ASSAGAO, BARDEZ-GOA. 403 507
(Approved by AICTE, Affiliated to Goa University)
DEPARTMENT OF ECE
ECE 4.2 SIGNALS AND SYSTEMS
Module 4- COURSE MATERIALS

Laplace transform is a very important set of tool for system analysis, the laplace
and Z transform can be applied to the analysis of many unstable system to find the stability
and instability of the system.


The laplace transform of x(t) L(x(t)) = X(s)=  x(t)e-st dt
-
S = σ + jω

The relationship between Laplace and Fourier transform is X(s)=X(j ) when s=j i.e
Fourier transform is a laplace transform evaluated at imaginary axis. The pole –zero of the
laplace transform is plotted on s-plane. By knowing the location of the pole we can find the
stability of the system.

Region of convergence and pole-zero plot

Find the laplace transform of x(t) = e-at u(t) a > 0
x(t )  e  at u (t )
  

 x(t )e  st dt   e u (t )e dt   e e dt
 at  st  at  st
X(s)= X ( s ) 
  0

 
 e ( s  a )t  1
X ( s )   e  ( s  a )t dt     
0  ( s  a)  0 s  a
Positive sequence, the Lapalce transform converges when s+a>0 Re(s)>-a

find the laplace transform of x(t) = -e-at u(-t) a > 0

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x(t )  e  at u (t )
 0

 x(t )e dt    e  at e  st dt
 st
X (s) 
 
0
0
 e ( s  a )t  1
X (s)  e
 ( s  a )t
dt      s+a is negative
  ( s  a )   s  a
1
X(s)= s+a<0 Re(s)<-a
s+a

find the laplace transform of x(t) = eat u(-t) a > 0

1
X(s)= - s-a<0 Re(s)<a
s-a

find the laplace transform of x(t) = 3e-2t u(t)+2e-t u(t)

3 2
X(s) =  s+2>0 Re(s)>-2 and s+1>0 Re(s)>-1, the region of convergence is
s+2 s+1
common region

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Definition and Properties of ROC
The Range of values of‘s’ over which the Laplace transform converges is called Region of
convergence or ROC.
1) ROC has a straight line which is parallel to the imaginary axis.
2) ROC doesn’t contain any poles
3) If x (t) is finite duration and absolutely integrable, ROC is the entire Z plane.
4) For the negative side signal the ROC is in left of the left most of the pole i.e.Re(s) < σo.
Example x(t)=-e-atu(-t), X(s)=1/s+a with ROC Re(s)<-a
5) For the positive side signal the ROC is in right of the right most of the pole
i.e. Re(s) > σo. Example x(t)=e-atu(t), X(s)=1/s+a with ROC Re(s)>-a
6) If x(t) is two sided, then the ROC will consist a strip in the s-plane includes the line
Re(s)=σo. Example x(t)=e-atu(t) )-e-btu(-t), X(s)=1/s+a +1/s+b with ROC, -a< Re(s)< -b

Differential Equation of LTI system

The input and output relation of an LTI system is related by the laplace transform is
Y(s)=X(s)H(s)
Y(s) is the Laplace transform of the output
X(s) is the Laplace transform of the input
H(s) is the Laplace transform of impulse response
H(s) is called transfer function or system function, H(jω) is called freq
response of the system.

The system function is characterized by a linear constant coefficient differential

Equation, Eg first order differential equation
dy(t)
+2y(t)=x(t)
dt
take laplace transform
sY(s)+2Y(s)=X(s)
Y(s)
Transfer function H(s) =
X(s)

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 N
d k y(t) M
d k x(t)
Let us consider general form of differential equation ak=0
k
dt k
= b
k=0
k
dt k
N
d k y(t) M
d k x(t)
 ak
k=0 dt k
=  bk
k=0 dt k
Taking LT
N M
Y ( s ){ a k s k }   b k s k
k=0 k=0
M

b
k=0
k sk
H(s) = N

a
k=0
k sk

The condition for causality and stability of LTI System

The system is stable if every bounded input produces a bounded output,
To determine the condition for LTI system stable consider input x(t) is bounded in
magnitude,

 h( ) d  , this is the necessery and sufficient condition for stability of continuous time LTI System.
-

For discrete time LTI system the stability condition is  h(n) 
n=-

The causality condition for LTI system is h(t) = 0 for t < 0 and h(n) = 0 for n < 0
The stability and causality of the system from ROC,
1) For causality ROC of the system function being right of the right most pole
2) An LTI system is stable if and only if ROC of the system function includes the
jω axis i.e all of the poles of H(s) lie in the left half of the s-plane i.e all of the
poles have negative real parts.

Consider an LTI system with the differential equation, Find the response for the input x(t)
=u(t)[step response]
d 2 y(t) dy(t)
3  2y(t)= x(t) apply laplace transform
dt 2 dt
s 2 Y(s)-+3sY(s)+2Y(s) =X(s)
2
s 2 Y(s)+3sY(s)+2Y(s) =X(s), x(t)=2u(t), so X(s)=
s
2 2 2 A B C
Y(s) s 2 +3s+2  = , Y(s) =    
  s s(s 2 +3s+2) s(s+1)(s+2) s s+1 s+2
1 2 1
A=1, B=-2 and C= 1, Y(s) =   , take inverse laplace transform to find the response
s s+1 s+2
y(t) = (1-2e-t +e-2t )u(t)

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Find the impulse response of a system modeled by the differential equation
d 2 y(t)
a +y(t) =x(t) -   t  
dt 2
d 2 y(t)
a +y(t) =x(t) apply laplace transform with zero initial condition
dt 2
as 2 Y(s)+Y(s) = X(s)
Y(s)(s 2 a +1) = X(s)
1 1
X(s) 1 a
H(s) =  a 
Y(s)  2 1  a  2
s    s2   1  
 a    
 a 
 
take inverse laplace transform to find the impulse response
1 1
h(t) = sin t u(t)
a a
Write a differential equation for the transfer function
s+2
H(s) = 2
s  4s  3
Y(s) s+2
 2
X(s) s  4 s  3
Y(s)(s 2 +4s+3)=X(s)(s+2)
d 2 y(t) dy(t) dx(t)
2
+4 +3y(t)= +2x(t)
dt dt dt

Application of transfer function

1) poles and zeros can be find by using transfer function.
2) Used to find the stability of the system.
3) It is used to find the impulse response of the system h(t)=L-1(H(s))
4) It is used to find the response of the system y(t)=L-1(H(s)X(s))

Properties of Laplace transform

Laplace transform of the given signal x(t) is



 x (t) e
X(s)  st dt
-
  j
1
2 j  j
x(t)  X(s)est ds

1) Linearity
Let x(t) and y(t) are signals with Laplace transform of X(s) and Y(s)

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 x(t) X(s) with ROC R1
y(t) Y(s) with ROC R2

LT( a x(t)+by(t)) = a X(s) +bY(s) with ROC R1∩R2

Proof

LT  ax(t) + by(t)     ax(t) + by(t)  e  st dt
0
 
 a  x (t) e  s t dt  b  y (t) e-st dt
0 0

= aX(s)+bY(s)

2 Time shifting
X(s) is the Laplace transform of x(t) with ROC R
st
e- 0 X(s) is the Laplace transform of x(t-to) with ROC R

t
x(t) L X(s) , x(t-to) L.T e-s 0 X(s)
Proof

LT  x(t-t o )    x(t-t o ) e-st dt
0

let  =t-t o ,d =dt , t=  t o


-s(  t o ) d t
  x( ) e
0
= e-s 0 X(s)

3 Shifting in S-domain
X(s) is the Laplace transform of x(t) with ROC R
st
e- o x(t) Laplace transform is X(s-so) with ROC R+Re(so)

st
x(t) L X(s) , e- o x(t) L.T X ( s  so )
Proof
 
LT  e o x(t)    e o x(t) e-st dt   x(t) e
st st -(s-so ) t
dt  X ( s  so )
  0 0

4. Time Reversal

Let x(t) signal with Laplace transform of X(s) with ROC R,

x(-t) signal with Laplace transform of X(-s) with ROC -R

x(t) L.T X(s), x(-t) L.T X(-s)

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 proof:

LT  x(-t)    x(-t) e-st dt
0

let  =-t ,d =adt , t=-


-(-s)
  x( ) e
0
d = X (  s)

4 Differentiation in time domain

X(s) is the Laplace transform of x(t) with ROC R

 dx(t ) 
L  Laplace transform is sX(s)-x(0)
 dt 
x(t) L.T X(s)
 dx(t ) 
L  LT sX(s)-x(0)
 dt 
Proof:
  
 dx(t )  dx(t ) -st
0 dt 0 0 
LT   e dt  e -st dx(t )  udv  uv  vdu
 dt 
let u=e-st , du=-se-st , dv=dx(t), v=x(t)
  

 e-st dx(t )  e-st x(t )    sx(t)e-st dt  sX ( s)  x(0)

 0
0 0

 d x(t )  2

 =s X ( s )  sx(0) -x'(0)
2
For second order LT  2
 dt 

5 Differentiation in S- domain

X(s) is the Laplace transform of x(t) with ROC R

dX ( s )
Laplace transform of [-tx(t)] is
ds

x(t) L.T X(s)

-tx(t) LT
Proof:

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 
X(s)   x(t )e-st dt
0

Differentiate with respect to s


dX(s)
  -tx(t )e-st dt
ds 0

dX(s)
i.e. LT  -tx(t)  
ds
d n X(s)
in Generelised Form LT   t  x(t )  
n
  ds n
6. Convolution property
Convolution of the two signals in the time domain is equal to the multiplication of
their individual Laplace transform.
Proof
Let x(t) and y(t) are signals with Laplace transform of X(s) and Y(s)

x(t) L.T X(s) with ROC R1

y(t) L.T Y(s) with ROC R2

x(t)*y(t) LT X(s)Y(s) with ROC R1 ∩R2

-st dt  x(τ)y(t-τ) e-st dtdτ  x(t) * y(t)= x(τ)y(t-τ)d 

  
LT  x(t) * y(t)  
 x(t) * y(t)  e 0 0  0 
-  
Change the order of integration,
 

 x( ) d   y(t- ) e
-st dt
- -

let p=t-τ ,dp=dt , t=τ+p

   
=  x( ) d   y(p) e-s dp =  x ( ) e-s d +  y (p) e dp =X(s)Y(s)
( τ+p) -sp
- - - -

Initial and Final value theorems:

Initial Value and final value theorem is used to find the initial and final value of the signal,
lt
Initial value theorem x(0)  s   sX ( s)
lt
Final Value Theorem x()  s  0 sX ( s)

Find the Transfer function, impulse response and frequency response of the
following differential equation of a system,
dy(t)
 3y(t)= x(t)
dt

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 dy(t)
Given differential Equation  3y(t)= x(t) Take laplace transform
dt
sY(s)+3Y(s) =X(s)
Y(s)(s+3) =X(s)
Y(s) 1
Transfer function H(s)=  , To find impulse response take inverse laplace of H(s),
X(s) s  3
h(t)=e 3t u (t )
To Find the frequency response replace s by j in H(s),
1 1
H(s)= , H(j )=
s3 j  3
1  
Magnitude response H(j )  , Phase ResponseH(j )   tan 1  
2  9 3
Choose different values of  , find H(j ) and H(j ) sketch response.
Common Laplace Transforms

Signal Transforms Signal Transforms

 (t ) 1 te at u(t) 1
 s  a 2
u(t) 1 t n e at u(t) n!
s ( s  a )n 1
e at u(t) 1 sin( wt ) u(t) w
sa s 2  w2
- e at u(-t) 1 cos( wt ) u(t) s
sa s  w2
2

eat u(-t) 1 e  at sin( wt ) u(t) w


sa ( s  a ) 2  w2
tu (t ) 1 e  at cos( wt ) u(t) sa
s2 ( s  a ) 2  w2
t nu (t ) n!
s n 1

Note : Refer Class Notes for more Exercises.

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