1

Introduction to Control Systems

In this lecture, we lead you through a study of the basics of control system.
After completing the chapter, you should be able to

‰ Describe a general process for designing a control system.

‰ Understand the purpose of control engineering
‰ Examine examples of control systems
‰ Understand the principles of modern control engineering.
‰ Realize few design examples.

Textbook

1. Richard C. Dorf and Robert H. Bishop, Modern Control Systems, Prentice

Hall, 2001.

1.1 INTRODUCTION

Control engineering is based on the foundations of feedback theory and

linear system analysis, and it generates the concepts of network theory and
communication theory. Accordingly, control engineering is not limited to any
engineering discipline but is applicable to aeronautical, chemical, mechanical,
environmental, civil, and electrical engineering.
A control system is an interconnection of components forming a system
configuration that will provide a desired system response. The basis for analysis
of a system is the foundation provided by linear system, which assumes a cause-
effect relationship for the components of a system. A component or process to be
controlled can be represented by a block as shown in Figure 1.

1
Basic Electronics 2

Input Process Output

Figure 1 Process under control

An open-loop control system utilizes a controller or control actuator to obtain

the desired response as shown in Figure 2. The open-loop control system utilizes
an actuating device to control the process directly without using device. An
example of an open-loop control system is an electric toaster.

Output
response Output
Actuating Process
device

Figure 2 Open-loop control system (no feedback)

A closed-loop control system (Figure 3) utilizes an additional measure of the

actual output to compare the actual output with the desired output response. The
measure of the output is called the feedback signal. A feedback control system is
a control system that tends to maintain a relationship of one system variable to
another by comparing functions of these variables and using the difference as a
means of control. As the system is becoming more complex, the interrelationship
of many controlled variables may be considered in the control scheme. An
example of closed-loop control system is a person steering an automobile by
looking at the auto’s location on the road and making the appropriate
adjustments.
Basic Electronics 3

Actual
Difference or Actuating Error Output
Response
Controller Process
Desired
Output
Response

Measurement Device

Figure 3 Closed-loop feedback system.

1.2 TEMPERATURE CONTROL SYSTEMS

Figure 4 shows a diagram of temperature control of an electric furnace. The

temperature in the electric furnace is measured by a thermometer, which is an
analog device. The analog temperature is converted to a digital temperature by an
A/D converter. The digital temperature is fed to a controller through an interface.
This digital temperature is compared with the programmed input temperature,
and if there is any error, the controller sends out a signal to the heater, through an
interface, amplifier, and relay, to bring the furnace temperature to a desired value.

Thermometer

A/D Interface
Converter I
N
P
U
T
Relay Amplifier Interface

Figure 4 Temperature control system.

Basic Electronics 4

1.3 CONTROL SYSTEM DESIGN

The following table shows the control system design process.

1. Establish control goals

2. Identify the variables to control

3. Write the specifications for the

variables

4. Establish the system configuration

and identify the actuators

5. Obtain a model of the process, the

actuator, and the sensor

6. Describe a controller and select key

parameters to be adjusted

7. Optimize the parameters and

analyze the performance

• Variables to control are the quantities or conditions that are measured

and controlled.
• Process is a natural, progressively continuing operation marked by a
series of gradual changes that succeed one another in a relatively
fixed way and lead toward certain result or end.
• A system is a combination of components that act together and
perform a certain objective.
Basic Electronics 5

1.4 DESIGN EXAMPLE: TURNABLE SPEED CONTROL

Battery
Turntable

DC Amplifier DC Motor

Desired
Actual
Speed Control
Speed
Device Actuator Process
(Amplifier) (DC Motor) (Turntable)

Figure 5 Open-loop control of speed of a turntable and a block diagram model.

Battery
Turntable

DC Amplifier DC Motor

Tachometer

Figure 6 Closed-loop control of the speed of a turntable.

Basic Electronics 6

1.5 DESIGN EXAMPLE: DISK DRIVE READ SYSTEM

Desired Actual
Head Head
Position Error Position
Control Actuator and
Device Read Arm

Sensor

Figure 7 Closed-loop control system for disk drive.

A hard disk uses round, flat disks called platters, coated on both sides with a
special media material designed to store information in the form of magnetic
patterns. The platters are mounted by cutting a hole in the center and stacking
them onto a spindle. The platters rotate at high speed, driven by a special spindle
motor connected to the spindle. Special electromagnetic read/write devices called
heads are mounted onto sliders and used to either record information onto the
disk or read information from it. The sliders are mounted onto arms, all of which
are mechanically connected into a single assembly and positioned over the
surface of the disk by a device called an actuator. A logic board controls the
activity of the other components and communicates with the rest of the computer.
For details see Figure 8 and Figure 9.
Basic Electronics 7

Figure 8 A hard disk.

Basic Electronics 8

Figure 9 Components of a hard disk

Basic Electronics 9

1.6 FEEDBACK CONTROL OF AN ANTIAIRCRAFT GUN

Gun Azimuth (Elevation)

Demanded Azimuth (Elevation)

Control Gun
System Dynamics

Figure 10 Feedback control of an antiaircraft system.

Basic Electronics 10

Exercises

E1.1
A precise optical signal source can control the output power level to within 1%.
A laser is controlled by an input current to yield the output power. A
microprocessor controls the input current to the laser. The microprocessor
compares the desired power level with a measured signal proportional to the laser
power output obtained from a sensor. Draw the block diagram representing the
closed-loop control system.

Error Micro Current Laser Output power

processor (Process)
Desired
Power output

Sensor
(Measurement)
Measured
power
Basic Electronics 11

E1.6
Automated highways may be prevalent in the next decade. Consider two
automated highway lanes merging into a single lane, and describe a control
system that ensures that the vehicle merge with a prescribed gap between two
vehicles.

Error Computer Brakes Active

(Controller) vehicle
Desired Steering Actual gap
gap

Sensor
(Radar)
Measured gap
Basic Electronics 12

Problems

P1.1
Many luxury automobiles have thermostatically controlled air-conditioning
systems for the comfort of the passengers. Sketch a block diagram of an air-
conditioning system where the driver sets the desired interior temperature on a
dashboard panel.

Error Thermostat Automobile

(Controller) cabin
Desired Cabin
temperature temperature

Sensor
(Measurement)
Measured
temperature
Basic Electronics 13

P1.10
The role of air traffic control systems is increasing as airplane traffic increases at
busy airports. Engineers are developing air traffic control systems and collision
avoidance systems using the Global Positioning System (GPS) navigation
satellites. GPS allows each aircraft to know its position in the airspace landing
corridor very precisely. Sketch a block diagram depicting how an air traffic
controller might utilize GPS for aircraft collision avoidance.

Allerons,
elevators,
Autopilot rubber, and
Aircraft
(controller) (Process)
Engine Flight path
Desired flight power
Path from
traffic
controller

Global Positioning System

Measured flight path
Basic Electronics 14

P1.21
The potential of employing two or more helicopters for transporting payloads that
are too heavy for a single helicopter is a well-addressed issue in the civil and
military rotorcraft design arenas. A case of a multilift arrangement wherein two
helicopters jointly transport payloads has been named twin lift as shown in the
following figure. Develop the block diagram describing the pilots’ action, the
position of each helicopter, and the position of the load.

1 2

Load

Measured separation
distance Radar
(Measurement)
Desired separation
distance
Separation
distance
Helicopter
Pilot

Altitude
Desired altitude
Altimeter
(Measurement)
Measured altitude
Basic Electronics 15

Design Problems

DP1.2
Many cars are fitted with cruise control that, at the press of a button,
automatically maintains a set speed. In this way, the driver can cruise at a speed
limit or economic speed without continually checking the speedmeter. Design a
feedback control in block diagram for a cruise control system.

Controller

Electric Auto/
1/k motor Valve Engine k
Desired Desired
Speed Shaft
of auto speed
set by Drive shaft
driver speed

Shaft speed meter

Measured
Shaft speed
 Part 3

Continuous-Time Signals and Systems

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 48

 Section 3.1

Independent- and Dependent-Variable Transformations

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 49

Time Reversal (Reflection)

Time reversal (also known as reflection) maps the input signal x(t) to
the output signal y(t) as given by

y(t) = x(−t).

Geometrically, the output signal y(t) is a reflection of the input signal x(t)
about the (vertical) line t = 0.

x(t) x(−t)

3 3

2 2

1 1

t t
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 50

Time Scaling (Dilation/Reflection)

Time scaling (also called dilation) maps the input signal x(t) to the
output signal y(t) as given by

y(t) = x(at),

where a is a nonzero real number.

Geometrically, this transformation is associated with a dilation (i.e.,
compression/expansion along the time axis) and/or reflection about the
(vertical) line t = 0.
If |a| < 1, the signal is expanded (i.e., stretched) along the time axis.
If |a| > 1, the signal is instead compressed.
If |a| = 1, the signal is neither expanded nor compressed.
If a < 0, the signal is also reflected about the vertical line t = 0.
Time reversal is simply a special case of time scaling with a = −1.

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 51

Time Scaling (Dilation/Reflection): Example

x(t) x(2t)

1 1

t t
−2 −1 0 1 2 −2 −1 0 1 2

x(t/2) x(−t)

1 1

t t
−2 −1 0 1 2 −2 −1 0 1 2

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 52

Time Shifting (Translation)

Time shifting (also called translation) maps the input signal x(t) to the
output signal y(t) as given by

y(t) = x(t − b),

where b is a real number.

Geometrically, this operation shifts the signal (to the left or right) along the
time axis.
If b is positive, y(t) is shifted to the right relative to x(t) (i.e., delayed in
time).
If b is negative, y(t) is shifted to the left relative to x(t) (i.e., advanced in
time).

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 53

Time Shifting (Translation): Example

x(t)

t
−3 −2 −1 0 1 2 3

x(t − 1) x(t + 1)

3 3

2 2

1 1

t t
−3 −2 −1 0 1 2 3 −3 −2 −1 0 1 2 3

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 54

Combined Time Scaling and Time Shifting

Consider a transformation that maps the input signal x(t) to the output
signal y(t) as given by

y(t) = x(at − b),

where a and b are real numbers and a 6= 0.

The above transformation can be shown to be the combination of a
time-scaling operation and time-shifting operation.
Since time scaling and time shifting do not commute, we must be
particularly careful about the order in which these transformations are
applied.
The above transformation has two distinct but equivalent interpretations:
1 first, time shifting x(t) by b, and then time scaling the result by a;
2 first, time scaling x(t) by a, and then time shifting the result by b/a.
Note that the time shift is not by the same amount in both cases.

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 55

Combined Time Scaling and Time Shifting: Example
time shift by 1 and then time scale by 2

p(t) = x(t − 1) p(2t) = x(2t − 1)

1 1

− 21 1
2
t 3 t
−1 1 2 3 −2 −1 1 2 2
Given x(t) as shown
−1 −1
below, find x(2t − 1).

x(t)
1

−2 −1 1 2
t time scale by 2 and then time shift by 12
−1
q(t) = x(2t) q(t − 1/2) = x(2(t − 1/2)
= x(2t − 1)
1
1

t − 21 1
2
−2 −1 1 2 3 t
−2 −1 1 2 2

−1 −1

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 56

Two Perspectives on Independent-Variable Transformations

A transformation of the independent variable can be viewed in terms of

1 the effect that the transformation has on the signal; or
2 the effect that the transformation has on the horizontal axis.
This distinction is important because such a transformation has opposite
effects on the signal and horizontal axis.
For example, the (time-shifting) transformation that replaces t by t − b
(where b is a real number) in x(t) can be viewed as a transformation that
1 shifts the signal x(t) right by b units; or
2 shifts the horizontal axis left by b units.
In our treatment of independent-variable transformations, we are only
interested in the effect that a transformation has on the signal.
If one is not careful to consider that we are interested in the signal
perspective (as opposed to the axis perspective), many aspects of
independent-variable transformations will not make sense.

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 57

Amplitude Scaling

Amplitude scaling maps the input signal x(t) to the output signal y(t) as
given by
y(t) = ax(t),
where a is a real number.
Geometrically, the output signal y(t) is expanded/compressed in
amplitude and/or reflected about the time axis.
x(t) 2x(t)
2 2

1 1

t t
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

1 x(t) −2x(t)
2
2 2

1 1

t t
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 58

Amplitude Shifting

Amplitude shifting maps the input signal x(t) to the output signal y(t) as
given by

y(t) = x(t) + b,

where b is a real number.

Geometrically, amplitude shifting adds a vertical displacement to x(t).
x(t) x(t) − 2
2 2

1 1

t t
−3 −2 −1 1 2 3 −3 −2 −1 1 2 3
−1 −1

−2 −2

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 59

Combined Amplitude Scaling and Amplitude Shifting

We can also combine amplitude scaling and amplitude shifting

transformations.
Consider a transformation that maps the input signal x(t) to the output
signal y(t), as given by

y(t) = ax(t) + b,

where a and b are real numbers.

Equivalently, the above transformation can be expressed as
 b

y(t) = a x(t) + a .
The above transformation is equivalent to:
1 first amplitude scaling x(t) by a, and then amplitude shifting the resulting
signal by b; or
2 first amplitude shifting x(t) by b/a, and then amplitude scaling the resulting
signal by a.

Copyright c 2013 Michael D. Adams Lecture Slides Version: 2013-09-11 60

SECTION 5: LAPLACE
TRANSFORMS
ESE 330 – Modeling & Analysis of Dynamic Systems
2 Introduction – Transforms
This section of notes contains an introduction
to Laplace transforms. This should mostly be a
review of material covered in your differential
equations course.

K. Webb ESE 330

 Transforms
3

 What is a transform?
 A mapping of a mathematical function from one domain to
another
 A change in perspective not a change of the function

 Why use transforms?

 Some mathematical problems are difficult to solve in their
natural domain
 Transform to and solve in a new domain, where the problem is
simplified
 Transform back to the original domain

 Trade off the extra effort of transforming/inverse-

transforming for simplification of the solution procedure
K. Webb ESE 330
 Transform Example – Slide Rules
4

 Slide rules make use of a logarithmic transform

 Multiplication/division of large numbers is difficult

 Transform the numbers to the logarithmic domain
 Add/subtract (easy) in the log domain to multiply/divide
(difficult) in the linear domain
 Apply the inverse transform to get back to the original
domain
 Extra effort is required, but the problem is simplified
K. Webb ESE 330
5 Laplace Transforms

K. Webb ESE 330

 Laplace Transforms
6

 An integral transform mapping functions from the time

domain to the Laplace domain or s-domain
ℒ
𝑔𝑔 𝑡𝑡 ↔ 𝐺𝐺 𝑠𝑠
 Time-domain functions are functions of time, 𝑡𝑡
𝑔𝑔 𝑡𝑡
 Laplace-domain functions are functions of 𝒔𝒔
𝐺𝐺 𝑠𝑠
 𝑠𝑠 is a complex variable
𝑠𝑠 = 𝜎𝜎 + 𝑗𝑗𝑗𝑗
K. Webb ESE 330
 Laplace Transforms – Motivation
7

 We’ll use Laplace transforms to solve differential

equations
 Differential equations in the time domain
 difficult to solve
 Apply the Laplace transform
 Transform to the s-domain
 Differential equations become algebraic equations
 easy to solve
 Transform the s-domain solution back to the time domain
 Transforming back and forth requires extra effort, but
the solution is greatly simplified
K. Webb ESE 330
 Laplace Transform
8

 Laplace Transform:
∞
ℒ 𝑔𝑔 𝑡𝑡 = 𝐺𝐺 𝑠𝑠 = ∫0 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 (1)

 Unilateral or one-sided transform

 Lower limit of integration is 𝑡𝑡 = 0
 Assumed that the time domain function is zero for all
negative time, i.e.
𝑔𝑔 𝑡𝑡 = 0, 𝑡𝑡 < 0

K. Webb ESE 330

9 Laplace Transform Properties
In the following section of notes, we’ll derive a
few important properties of the Laplace
transform.

K. Webb ESE 330

 Laplace Transform – Linearity
10

 Say we have two time-domain functions:

𝑔𝑔1 𝑡𝑡 and 𝑔𝑔2 𝑡𝑡
 Applying the transform definition, (1)
∞
ℒ 𝛼𝛼𝑔𝑔1 𝑡𝑡 + 𝛽𝛽𝑔𝑔2 𝑡𝑡 =� 𝛼𝛼𝑔𝑔1 𝑡𝑡 + 𝛽𝛽𝑔𝑔2 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0
∞ ∞
= � 𝛼𝛼𝑔𝑔1 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 + � 𝛽𝛽𝑔𝑔2 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0
∞ ∞
= 𝛼𝛼 � 𝑔𝑔1 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 + 𝛽𝛽 � 𝑔𝑔2 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0

= 𝛼𝛼 � ℒ 𝑔𝑔1 𝑡𝑡 + 𝛽𝛽 � ℒ 𝑔𝑔2 𝑡𝑡

ℒ 𝛼𝛼𝑔𝑔1 𝑡𝑡 + 𝛽𝛽𝑔𝑔2 𝑡𝑡 = 𝛼𝛼𝐺𝐺1 𝑠𝑠 + 𝛽𝛽𝐺𝐺2 𝑠𝑠 (2)

 The Laplace transform is a linear operation

K. Webb ESE 330
 Laplace Transform of a Derivative
11

 Of particular interest, given that we want to use Laplace

transform to solve differential equations
∞
ℒ 𝑔𝑔̇ 𝑡𝑡 = � 𝑔𝑔̇ 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0
 Use integration by parts to evaluate
∫ 𝑢𝑢𝑢𝑢𝑢𝑢 = 𝑢𝑢𝑢𝑢 − ∫ 𝑣𝑣𝑣𝑣𝑣𝑣
 Let
𝑢𝑢 = 𝑒𝑒 −𝑠𝑠𝑠𝑠 and 𝑑𝑑𝑑𝑑 = 𝑔𝑔̇ 𝑡𝑡 𝑑𝑑𝑑𝑑
then
𝑑𝑑𝑑𝑑 = −𝑠𝑠𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 and 𝑣𝑣 = 𝑔𝑔 𝑡𝑡
K. Webb ESE 330
 Laplace Transform of a Derivative
12

∞ ∞
ℒ 𝑔𝑔̇ 𝑡𝑡 = 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑔𝑔 𝑡𝑡 � − � 𝑔𝑔 𝑡𝑡 −𝑠𝑠𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0
∞
= 0 − 𝑔𝑔 0 + 𝑠𝑠 � 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = −𝑔𝑔 0 + 𝑠𝑠𝑠 𝑔𝑔 𝑡𝑡
0

 The Laplace transform of the derivative of a

function is the Laplace transform of that function
multiplied by 𝑠𝑠 minus the initial value of that
function

ℒ 𝑔𝑔̇ 𝑡𝑡 = 𝑠𝑠𝑠𝑠 𝑠𝑠 − 𝑔𝑔(0) (3)

K. Webb ESE 330

 Higher-Order Derivatives
13

 The Laplace transform of a second derivative is

ℒ 𝑔𝑔̈ 𝑡𝑡 = 𝑠𝑠 2 𝐺𝐺 𝑠𝑠 − 𝑠𝑠𝑠𝑠 0 − 𝑔𝑔̇ 0 (4)

 In general, the Laplace transform of the 𝒏𝒏𝒕𝒕𝒕𝒕 derivative

of a function is given by

ℒ 𝑔𝑔 𝑛𝑛 = 𝑠𝑠 𝑛𝑛 𝐺𝐺 𝑠𝑠 − 𝑠𝑠 𝑛𝑛−1 𝑔𝑔 0 − 𝑠𝑠 𝑛𝑛−2 𝑔𝑔̇ 0 − ⋯ − 𝑔𝑔 𝑛𝑛−1 0 (5)

K. Webb ESE 330

 Laplace Transform of an Integral
14

 The Laplace Transform of a definite integral of a

function is given by
𝑡𝑡 1
ℒ ∫0 𝑔𝑔 𝜏𝜏 𝑑𝑑𝑑𝑑 = 𝐺𝐺 𝑠𝑠 (6)
𝑠𝑠

 Differentiation in the time domain corresponds to

multiplication by 𝒔𝒔 in the Laplace domain
 Integration in the time domain corresponds to
division by 𝒔𝒔 in the Laplace domain

K. Webb ESE 330

 Laplace Transforms of Common
15
Functions
Next, we’ll derive the Laplace transform of
some common mathematical functions

K. Webb ESE 330

 Unit Step Function
16

 A useful and common way of characterizing a linear

system is with its step response
 The system’s response (output) to a unit step input
 The unit step function or Heaviside step function:

0, 𝑡𝑡 < 0
𝑢𝑢 𝑡𝑡 = �
1, 𝑡𝑡 ≥ 0

K. Webb ESE 330

 Unit Step Function – Laplace Transform
17

 Using the definition of the Laplace transform

∞ ∞
ℒ 𝑢𝑢 𝑡𝑡 = � 𝑢𝑢 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = � 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0

1 −𝑠𝑠𝑠𝑠 ∞ 1 1
= − 𝑒𝑒 � = 0 − − =
𝑠𝑠 0 𝑠𝑠 𝑠𝑠

 The Laplace transform of the unit step

1
ℒ 𝑢𝑢 𝑡𝑡 = (7)
𝑠𝑠

 Note that the unilateral Laplace transform assumes that

the signal being transformed is zero for 𝑡𝑡 < 0
 Equivalent to multiplying any signal by a unit step
K. Webb ESE 330
 Unit Ramp Function
18

 The unit ramp function is a useful input signal for

evaluating how well a system tracks a constantly-
increasing input
 The unit ramp function:

0, 𝑡𝑡 < 0
𝑔𝑔 𝑡𝑡 = �
𝑡𝑡, 𝑡𝑡 ≥ 0

K. Webb ESE 330

 Unit Ramp Function – Laplace Transform
19

 Could easily evaluate the transform integral

 Requires integration by parts
 Alternatively, recognize the relationship between
the unit ramp and the unit step
 Unit ramp is the integral of the unit step
 Apply the integration property, (6)
𝑡𝑡
1 1
ℒ 𝑡𝑡 = ℒ � 𝑢𝑢 𝜏𝜏 𝑑𝑑𝑑𝑑 = �
0 𝑠𝑠 𝑠𝑠
1
ℒ 𝑡𝑡 = (8)
𝑠𝑠 2

K. Webb ESE 330

 Exponential – Laplace Transform
20

𝑔𝑔 𝑡𝑡 = 𝑒𝑒 −𝑎𝑎𝑎𝑎
 Exponentials are common components of the
responses of dynamic systems
∞ ∞
ℒ 𝑒𝑒 −𝑎𝑎𝑎𝑎 = � 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = � 𝑒𝑒 −(𝑠𝑠+𝑎𝑎)𝑡𝑡 𝑑𝑑𝑑𝑑
0 0

𝑒𝑒 − 𝑠𝑠+𝑎𝑎 𝑡𝑡 ∞ 1
=− � =0− −
𝑠𝑠 + 𝑎𝑎 0 𝑠𝑠 + 𝑎𝑎

−𝑎𝑎𝑎𝑎 1
ℒ 𝑒𝑒 = (9)
𝑠𝑠+𝑎𝑎

K. Webb ESE 330

 Sinusoidal functions
21

 Another class of commonly occurring signals, when

dealing with dynamic systems, is sinusoidal signals –
both sin 𝜔𝜔𝜔𝜔 and cos 𝜔𝜔𝜔𝜔
𝑔𝑔 𝑡𝑡 = sin 𝜔𝜔𝜔𝜔

 Recall Euler’s formula

𝑒𝑒 𝑗𝑗𝑗𝑗𝑗𝑗 = cos 𝜔𝜔𝜔𝜔 + 𝑗𝑗 sin 𝜔𝜔𝜔𝜔
 From which it follows that
𝑒𝑒 𝑗𝑗𝑗𝑗𝑗𝑗 − 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑗𝑗
sin 𝜔𝜔𝜔𝜔 =
2𝑗𝑗
K. Webb ESE 330
 Sinusoidal functions
22

1 ∞ 𝑗𝑗𝑗𝑗𝑡𝑡
ℒ sin 𝜔𝜔𝜔𝜔 = � 𝑒𝑒 − 𝑒𝑒 −𝑗𝑗𝑗𝑗𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
2𝑗𝑗 0
1 ∞ − 𝑠𝑠−𝑗𝑗𝑗𝑗 𝑡𝑡
= � 𝑒𝑒 − 𝑒𝑒 − 𝑠𝑠+𝑗𝑗𝑗𝑗 𝑡𝑡
𝑑𝑑𝑑𝑑
2𝑗𝑗 0
1 ∞ − 𝑠𝑠−𝑗𝑗𝑗𝑗 𝑡𝑡
1 ∞
= � 𝑒𝑒 𝑑𝑑𝑑𝑑 − � 𝑒𝑒 − 𝑠𝑠+𝑗𝑗𝑗𝑗 𝑡𝑡
𝑑𝑑𝑑𝑑
2𝑗𝑗 0 2𝑗𝑗 0
1 𝑒𝑒 − 𝑠𝑠−𝑗𝑗𝑗𝑗 𝑡𝑡 ∞ 1 𝑒𝑒 − 𝑠𝑠+𝑗𝑗𝑗𝑗 𝑡𝑡 ∞
= � − �
2𝑗𝑗 − 𝑠𝑠 − 𝑗𝑗𝑗𝑗 0 2𝑗𝑗 − 𝑠𝑠 + 𝑗𝑗𝑗𝑗 0
1 1 1 1 1 2𝑗𝑗𝑗𝑗
= 0+ − 0+ =
2𝑗𝑗 𝑠𝑠 − 𝑗𝑗𝑗𝑗 2𝑗𝑗 𝑠𝑠 + 𝑗𝑗𝑗𝑗 2𝑗𝑗 𝑠𝑠 2 + 𝜔𝜔 2

𝜔𝜔
ℒ sin 𝜔𝜔𝜔𝜔 = (10)
𝑠𝑠2 +𝜔𝜔2
K. Webb ESE 330
 Sinusoidal functions
23

 It can similarly be shown that

𝑠𝑠
ℒ cos 𝜔𝜔𝜔𝜔 = (11)
𝑠𝑠 2 +𝜔𝜔2

 Note that for neither sin(𝜔𝜔𝜔𝜔) nor cos 𝜔𝜔𝜔𝜔 is the

function equal to zero for 𝑡𝑡 < 0 as the Laplace
transform assumes
 Really, what we’ve derived is
ℒ 𝑢𝑢 𝑡𝑡 � sin 𝜔𝜔𝜔𝜔 and ℒ 𝑢𝑢 𝑡𝑡 � cos 𝜔𝜔𝜔𝜔
K. Webb ESE 330
24 More Properties and Theorems

K. Webb ESE 330

 Multiplication by an Exponential, 𝑒𝑒 −𝑎𝑎𝑎𝑎
25

1
 We’ve seen that ℒ 𝑒𝑒 −𝑎𝑎𝑎𝑎 = 𝑠𝑠+𝑎𝑎

 What if another function is multiplied by the

decaying exponential term?
∞ ∞
ℒ 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑎𝑎𝑎𝑎 = � 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = � 𝑔𝑔 𝑡𝑡 𝑒𝑒 − 𝑠𝑠+𝑎𝑎 𝑡𝑡 𝑑𝑑𝑑𝑑
0 0

 This is just the Laplace transform of 𝑔𝑔 𝑡𝑡 with 𝑠𝑠

replaced by 𝑠𝑠 + 𝑎𝑎

ℒ 𝑔𝑔 𝑡𝑡 𝑒𝑒 −𝑎𝑎𝑎𝑎 = 𝐺𝐺 𝑠𝑠 + 𝑎𝑎 (12)

K. Webb ESE 330

 Decaying Sinusoids
26

 The Laplace transform of a sinusoid is

𝜔𝜔
ℒ sin 𝜔𝜔𝜔𝜔 = 2
𝑠𝑠 + 𝜔𝜔 2
 And, multiplication by an decaying exponential,
𝑒𝑒 −𝑎𝑎𝑎𝑎 , results in a substitution of 𝑠𝑠 + 𝑎𝑎 for 𝑠𝑠, so
−𝑎𝑎𝑎𝑎
𝜔𝜔
ℒ 𝑒𝑒 sin 𝜔𝜔𝜔𝜔 =
𝑠𝑠 + 𝑎𝑎 2 + 𝜔𝜔 2
and
−𝑎𝑎𝑎𝑎
𝑠𝑠 + 𝑎𝑎
ℒ 𝑒𝑒 cos 𝜔𝜔𝜔𝜔 =
𝑠𝑠 + 𝑎𝑎 2 + 𝜔𝜔 2
K. Webb ESE 330
 Time Shifting
27

 Consider a time-domain
function, 𝑔𝑔 𝑡𝑡

 To Laplace transform 𝑔𝑔 𝑡𝑡
we’ve assumed 𝑔𝑔 𝑡𝑡 = 0 for
𝑡𝑡 < 0, or equivalently
multiplied by 𝑢𝑢(𝑡𝑡)

 To shift 𝑔𝑔 𝑡𝑡 by an amount,
𝑎𝑎, in time, we must also
multiply by a shifted step
function, 𝑢𝑢 𝑡𝑡 − 𝑎𝑎

K. Webb ESE 330

 Time Shifting – Laplace Transform
28

 The transform of the shifted function is given by

∞
ℒ 𝑔𝑔 𝑡𝑡 − 𝑎𝑎 � 𝑢𝑢 𝑡𝑡 − 𝑎𝑎 = � 𝑔𝑔 𝑡𝑡 − 𝑎𝑎 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
𝑎𝑎

 Performing a change of variables, let

𝜏𝜏 = 𝑡𝑡 − 𝑎𝑎 and 𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
 The transform becomes
∞ ∞ ∞
ℒ 𝑔𝑔 𝜏𝜏 � 𝑢𝑢 𝜏𝜏 = � 𝑔𝑔 𝜏𝜏 𝑒𝑒 −𝑠𝑠 𝜏𝜏+𝑎𝑎 𝑑𝑑𝜏𝜏 = � 𝑔𝑔 𝜏𝜏 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑠𝑠𝜏𝜏 𝑑𝑑𝑑𝑑 = 𝑒𝑒 −𝑎𝑎𝑎𝑎 � 𝑔𝑔 𝜏𝜏 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0 0

 A shift by 𝑎𝑎 in the time domain corresponds to multiplication by 𝑒𝑒 −𝑎𝑎𝑎𝑎 in the

Laplace domain

ℒ 𝑔𝑔 𝑡𝑡 − 𝑎𝑎 � 𝑢𝑢 𝑡𝑡 − 𝑎𝑎 = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝐺𝐺 𝑠𝑠 (13)

K. Webb ESE 330

 Multiplication by time, 𝑡𝑡
29

 The Laplace transform of a function multiplied by time:

𝑑𝑑
ℒ 𝑡𝑡 ⋅ 𝑓𝑓 𝑡𝑡 = − 𝐹𝐹(𝑠𝑠) (14)
𝑑𝑑𝑑𝑑

 Consider a unit ramp function:

𝑑𝑑 1 1
ℒ 𝑡𝑡 = ℒ 𝑡𝑡 ⋅ 𝑢𝑢 𝑡𝑡 =− = 2
𝑑𝑑𝑑𝑑 𝑠𝑠 𝑠𝑠
 Or a parabola:
𝑑𝑑 1 2
ℒ 𝑡𝑡 2 = ℒ 𝑡𝑡 ⋅ 𝑡𝑡 = − =
𝑑𝑑𝑑𝑑 𝑠𝑠 2 𝑠𝑠 3
 In general
𝑚𝑚!
ℒ 𝑡𝑡 𝑚𝑚 =
𝑠𝑠 𝑚𝑚+1
K. Webb ESE 330
 Initial and Final Value Theorems
30

 Initial Value Theorem

 Can determine the initial value of a time-domain signal or
function from its Laplace transform

𝑔𝑔 0 = lim 𝑠𝑠𝑠𝑠 𝑠𝑠 (15)

𝑠𝑠→∞

 Final Value Theorem

 Can determine the steady-state value of a time-domain
signal or function from its Laplace transform

𝑔𝑔 ∞ = lim 𝑠𝑠𝑠𝑠 𝑠𝑠 (16)

𝑠𝑠→0

K. Webb ESE 330

 Convolution
31

 Convolution of two functions or signals is given by

𝑡𝑡
𝑔𝑔 𝑡𝑡 ∗ 𝑥𝑥 𝑡𝑡 = � 𝑔𝑔 𝜏𝜏 𝑥𝑥 𝑡𝑡 − 𝜏𝜏 𝑑𝑑𝑑𝑑
0

 Result is a function of time

 𝑥𝑥 𝜏𝜏 is flipped in time and shifted by 𝑡𝑡
 Multiply the flipped/shifted signal and the other signal
 Integrate the result from 𝜏𝜏 = 0 … 𝑡𝑡
 May seem like an odd, arbitrary function now, but we’ll later
see why it is very important
 Convolution in the time domain corresponds to multiplication
in the Laplace domain

ℒ 𝑔𝑔 𝑡𝑡 ∗ 𝑥𝑥 𝑡𝑡 = 𝐺𝐺 𝑠𝑠 𝑋𝑋 𝑠𝑠 (17)

K. Webb ESE 330

 Impulse Function
32

 Another common way to describe a dynamic system

is with its impulse response
 System output in response to an impulse function input
 Impulse function defined by
𝛿𝛿 𝑡𝑡 = 0, 𝑡𝑡 ≠ 0
∞
� 𝛿𝛿 𝑡𝑡 𝑑𝑑𝑑𝑑 = 1
−∞

 An infinitely tall, infinitely

narrow pulse

K. Webb ESE 330

 Impulse Function – Laplace Transform
33

 To derive ℒ 𝛿𝛿 𝑡𝑡 , consider the following function

1
, 0 ≤ 𝑡𝑡 ≤ 𝑡𝑡0
𝑔𝑔 𝑡𝑡 = �𝑡𝑡0
0, 𝑡𝑡 < 0 or 𝑡𝑡 > 𝑡𝑡0

 Can think of 𝑔𝑔 𝑡𝑡 as the sum of two step functions:

1 1
𝑔𝑔 𝑡𝑡 = 𝑢𝑢 𝑡𝑡 − 𝑢𝑢 𝑡𝑡 − 𝑡𝑡0
𝑡𝑡0 𝑡𝑡0

 The transform of the first term is

1 1
ℒ 𝑢𝑢 𝑡𝑡 =
𝑡𝑡0 𝑡𝑡0 𝑠𝑠

 Using the time-shifting property, the second term transforms to

1 𝑒𝑒 −𝑡𝑡0𝑠𝑠
ℒ − 𝑢𝑢 𝑡𝑡 − 𝑡𝑡0 =−
𝑡𝑡0 𝑡𝑡0 𝑠𝑠

K. Webb ESE 330

 Impulse Function – Laplace Transform
34

 In the limit, as 𝑡𝑡0 → 0, 𝑔𝑔 𝑡𝑡 → 𝛿𝛿 𝑡𝑡 , so

ℒ 𝛿𝛿 𝑡𝑡 = lim ℒ 𝑔𝑔 𝑡𝑡
𝑡𝑡0 →0

1 − 𝑒𝑒 −𝑡𝑡0𝑠𝑠
ℒ 𝛿𝛿 𝑡𝑡 = lim
𝑡𝑡0 →0 𝑡𝑡0 𝑠𝑠
 Apply l’Hôpital’s rule
𝑑𝑑
1 − 𝑒𝑒 −𝑡𝑡0𝑠𝑠 𝑠𝑠𝑒𝑒 −𝑡𝑡0𝑠𝑠 𝑠𝑠
𝑑𝑑𝑡𝑡0
ℒ 𝛿𝛿 𝑡𝑡 = lim = lim =
𝑡𝑡0 →0 𝑑𝑑 𝑡𝑡0 →0 𝑠𝑠 𝑠𝑠
𝑡𝑡0 𝑠𝑠
𝑑𝑑𝑡𝑡0
 The Laplace transform of an impulse function is one

ℒ 𝛿𝛿 𝑡𝑡 =1 (18)

K. Webb ESE 330

 Common Laplace Transforms
35

𝒈𝒈 𝒕𝒕 𝑮𝑮 𝒔𝒔 𝒈𝒈 𝒕𝒕 𝑮𝑮 𝒔𝒔
𝜔𝜔
𝛿𝛿 𝑡𝑡 1 𝑒𝑒 −𝑎𝑎𝑎𝑎 sin 𝜔𝜔𝜔𝜔
𝑠𝑠 + 𝑎𝑎 2 + 𝜔𝜔 2
1 𝑠𝑠 + 𝑎𝑎
𝑢𝑢 𝑡𝑡 𝑒𝑒 −𝑎𝑎𝑎𝑎 cos 𝜔𝜔𝜔𝜔
𝑠𝑠 𝑠𝑠 + 𝑎𝑎 2 + 𝜔𝜔 2
1
𝑡𝑡 𝑔𝑔(𝑡𝑡)
̇ 𝑠𝑠𝑠𝑠 𝑠𝑠 − 𝑔𝑔(0)
𝑠𝑠 2
𝑚𝑚!
𝑡𝑡 𝑚𝑚 𝑔𝑔̈ 𝑡𝑡 𝑠𝑠 2 𝐺𝐺 𝑠𝑠 − 𝑠𝑠𝑠𝑠 0 − 𝑔𝑔̇ 0
𝑠𝑠 𝑚𝑚+1
1 𝑡𝑡
−𝑎𝑎𝑎𝑎 1
𝑒𝑒 � 𝑔𝑔 𝜏𝜏 𝑑𝑑𝑑𝑑 𝐺𝐺 𝑠𝑠
𝑠𝑠 + 𝑎𝑎 0 𝑠𝑠
1
𝑡𝑡𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑔𝑔 𝑡𝑡 𝐺𝐺 𝑠𝑠 + 𝑎𝑎
𝑠𝑠 + 𝑎𝑎 2
𝜔𝜔
sin 𝜔𝜔𝜔𝜔 𝑔𝑔 𝑡𝑡 − 𝑎𝑎 � 𝑢𝑢 𝑡𝑡 − 𝑎𝑎 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝐺𝐺 𝑠𝑠
𝑠𝑠 2 + 𝜔𝜔 2
𝑠𝑠 𝑑𝑑
cos 𝜔𝜔𝜔𝜔 𝑡𝑡 � 𝑔𝑔 𝑡𝑡 − 𝐺𝐺 𝑠𝑠
𝑠𝑠 2 + 𝜔𝜔 2 𝑑𝑑𝑑𝑑
K. Webb ESE 330
 Example – Piecewise Function Laplace Transform
36

 Determine the Laplace transform of a piecewise function:

 A summation of functions with known transforms:

 Ramp
 Pulse – sum of positive and negative steps
 Transform is the sum of the individual, known transforms
K. Webb ESE 330
 Example – Piecewise Function Laplace Transform
37

 Treat the piecewise function as a sum of individual

functions
𝑓𝑓 𝑡𝑡 = 𝑓𝑓1 𝑡𝑡 + 𝑓𝑓2 𝑡𝑡

 𝑓𝑓1 𝑡𝑡
 Time-shifted, gated ramp

 𝑓𝑓2 𝑡𝑡
 Time-shifted pulse
 Sum of staggered positive
and negative steps

K. Webb ESE 330

 Example – Piecewise Function Laplace Transform
38

 𝑓𝑓1 𝑡𝑡 : time-shifted, gated ramp

 Ramp w/ slope of 2:
𝑟𝑟 𝑡𝑡 = 2 ⋅ 𝑡𝑡
 Time-shifted ramp:
𝑟𝑟𝑠𝑠 𝑡𝑡 = 2 ⋅ (𝑡𝑡 − 1)
 Gating function
 Unity-amplitude pulse:
𝑔𝑔 𝑡𝑡 = 𝑢𝑢 𝑡𝑡 − 1 − 𝑢𝑢 𝑡𝑡 − 2
 Gate the shifted ramp:
𝑓𝑓1 𝑡𝑡 = 𝑟𝑟𝑠𝑠 𝑡𝑡 ⋅ 𝑔𝑔 𝑡𝑡
𝑓𝑓1 𝑡𝑡 = 2 ⋅ 𝑡𝑡 − 1 ⋅ 𝑢𝑢 𝑡𝑡 − 1 − 𝑢𝑢 𝑡𝑡 − 2

K. Webb ESE 330

 Example – Piecewise Function Laplace Transform
39

 𝑓𝑓2 𝑡𝑡 : time-shifted pulse

 Sum of staggered positive and
negative steps
 Positive step delayed by 2 sec:
𝑠𝑠2 𝑡𝑡 = 2 ⋅ 𝑢𝑢(𝑡𝑡 − 2)
 Negative step delayed by 3 sec:
𝑠𝑠3 𝑡𝑡 = −2 ⋅ 𝑢𝑢(𝑡𝑡 − 3)
 Time-shifted pulse
𝑓𝑓2 𝑡𝑡 = 𝑠𝑠2 𝑡𝑡 + 𝑠𝑠3 𝑡𝑡
𝑓𝑓2 𝑡𝑡 = 2 ⋅ 𝑢𝑢 𝑡𝑡 − 2 − 2 ⋅ 𝑢𝑢(𝑡𝑡 − 3)
K. Webb ESE 330
 Example – Piecewise Function Laplace Transform
40

 Sum the two individual time-domain functions

𝑓𝑓 𝑡𝑡 = 𝑓𝑓1 𝑡𝑡 + 𝑓𝑓2 𝑡𝑡
𝑓𝑓 𝑡𝑡 = 2 ⋅ 𝑡𝑡 − 1 ⋅ 𝑢𝑢 𝑡𝑡 − 1 − 𝑢𝑢 𝑡𝑡 − 2 + 2 ⋅ 𝑢𝑢 𝑡𝑡 − 2 − 2 ⋅ 𝑢𝑢(𝑡𝑡 − 3)
𝑓𝑓 𝑡𝑡 = 2 𝑡𝑡 − 1 ⋅ 𝑢𝑢 𝑡𝑡 − 1
−2 𝑡𝑡 ⋅ 𝑢𝑢 𝑡𝑡 − 2
+4 𝑢𝑢 𝑡𝑡 − 2
−2 𝑢𝑢 𝑡𝑡 − 3

 Transform the individual terms in 𝑓𝑓 𝑡𝑡

𝐹𝐹 𝑠𝑠 = ℒ 2 𝑡𝑡 − 1 ⋅ 𝑢𝑢 𝑡𝑡 − 1
+ℒ −2 𝑡𝑡 ⋅ 𝑢𝑢 𝑡𝑡 − 2
+ℒ +4 𝑢𝑢 𝑡𝑡 − 2
+ℒ −2 𝑢𝑢 𝑡𝑡 − 3

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 Example – Piecewise Function Laplace Transform
41

 First term is a time-shifted ramp function

2𝑒𝑒 −𝑠𝑠
ℒ 2 𝑡𝑡 − 1 ⋅ 𝑢𝑢 𝑡𝑡 − 1 = 2
𝑠𝑠
 The next term is a time-shifted step function
multiplied by time
𝑑𝑑 𝑒𝑒 −2𝑠𝑠
ℒ −2 𝑡𝑡 ⋅ 𝑢𝑢 𝑡𝑡 − 2 =2
𝑑𝑑𝑑𝑑 𝑠𝑠

𝑒𝑒 −2𝑠𝑠 2𝑒𝑒 −2𝑠𝑠

= −2 2
+
𝑠𝑠 𝑠𝑠

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 Example – Piecewise Function Laplace Transform
42

 The last two terms are time-shifted step functions

4𝑒𝑒 −2𝑠𝑠 2𝑒𝑒 −3𝑠𝑠
ℒ 4 ⋅ 𝑢𝑢 𝑡𝑡 − 2 − 2 ⋅ 𝑢𝑢 𝑡𝑡 − 3 = −
𝑠𝑠 𝑠𝑠
 The piecewise function in the Laplace domain:
2𝑒𝑒 −𝑠𝑠 𝑒𝑒 −2𝑠𝑠 2𝑒𝑒 −2𝑠𝑠 4𝑒𝑒 −2𝑠𝑠 2𝑒𝑒 −3𝑠𝑠
𝐹𝐹 𝑠𝑠 = 2 − 2 2
+ + −
𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠

2𝑒𝑒 −𝑠𝑠 2𝑒𝑒 −2𝑠𝑠 2𝑒𝑒 −3𝑠𝑠

𝐹𝐹 𝑠𝑠 = 2 − 2 −
𝑠𝑠 𝑠𝑠 𝑠𝑠

K. Webb ESE 330

43 Inverse Laplace Transform
We’ve just seen how time-domain functions can be
transformed to the Laplace domain. Next, we’ll look at
how we can solve differential equations in the Laplace
domain and transform back to the time domain.

K. Webb ESE 330

 Laplace Transforms – Differential Equations
44

 Consider the simple

spring/mass/damper system from
the previous section of notes
 State equations are:
𝑏𝑏
𝑝𝑝̇ = − 𝑝𝑝 − 𝑘𝑘𝑘𝑘 + 𝐹𝐹𝑖𝑖𝑖𝑖 𝑡𝑡 (1)
𝑚𝑚
1
𝑥𝑥̇ = 𝑝𝑝 (2)
𝑚𝑚

 Taking the displacement of the mass as the output

𝑦𝑦 = 𝑥𝑥 (3)

 Using (2) and (3) in (1) we get a single second-order differential

equation
𝑏𝑏 𝑘𝑘 1
𝑦𝑦̈ + 𝑦𝑦̇ + 𝑦𝑦 = 𝐹𝐹 𝑡𝑡 (4)
𝑚𝑚 𝑚𝑚 𝑚𝑚 𝑖𝑖𝑖𝑖
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 Laplace Transforms – Differential Equations
45

 We’ll now use Laplace transforms to determine

the step response of the system
 1N step force input
0𝑁𝑁, 𝑡𝑡 < 0
𝐹𝐹𝑖𝑖𝑖𝑖 𝑡𝑡 = 1𝑁𝑁 � 𝑢𝑢 𝑡𝑡 = � (5)
1𝑁𝑁, 𝑡𝑡 ≥ 0

 For the step response, we assume zero initial conditions

𝑦𝑦 0 = 0 and 𝑦𝑦̇ 0 = 0 (6)

 Using the derivative property of the Laplace transform, (4)

becomes
2
𝑏𝑏 𝑏𝑏 𝑘𝑘 1
𝑠𝑠 𝑌𝑌 𝑠𝑠 − 𝑠𝑠𝑠𝑠 0 − 𝑦𝑦̇ 0 + 𝑠𝑠𝑌𝑌 𝑠𝑠 − 𝑦𝑦(0) + 𝑌𝑌 𝑠𝑠 = 𝐹𝐹𝑖𝑖𝑖𝑖 𝑠𝑠
𝑚𝑚 𝑚𝑚 𝑚𝑚 𝑚𝑚
𝑏𝑏 𝑘𝑘 1
𝑠𝑠 2 𝑌𝑌 𝑠𝑠 + 𝑠𝑠𝑌𝑌 𝑠𝑠 + 𝑌𝑌 𝑠𝑠 = 𝐹𝐹 𝑠𝑠 (7)
𝑚𝑚 𝑚𝑚 𝑚𝑚 𝑖𝑖𝑖𝑖

K. Webb ESE 330

 Laplace Transforms – Differential Equations
46

 The input is a step, so (7) becomes

𝑏𝑏 𝑘𝑘 1 1
𝑠𝑠 2 𝑌𝑌 𝑠𝑠 + 𝑠𝑠𝑌𝑌 𝑠𝑠 + 𝑌𝑌 𝑠𝑠 = 1𝑁𝑁 (8)
𝑚𝑚 𝑚𝑚 𝑚𝑚 𝑠𝑠

 Solving (8) for 𝑌𝑌 𝑠𝑠

𝑏𝑏 𝑘𝑘 11
𝑌𝑌 𝑠𝑠 𝑠𝑠 2 + 𝑠𝑠 + =
𝑚𝑚 𝑚𝑚 𝑚𝑚 𝑠𝑠
1/𝑚𝑚
𝑌𝑌 𝑠𝑠 = 𝑏𝑏 𝑘𝑘 (9)
𝑠𝑠 𝑠𝑠 2 +𝑚𝑚𝑠𝑠+𝑚𝑚

 Equation (9) is the solution to the differential equation of (4),

given the step input and I.C.’s
 The system step response in the Laplace domain
 Next, we need to transform back to the time domain

K. Webb ESE 330

 Laplace Transforms – Differential Equations
47

1/𝑚𝑚
𝑌𝑌 𝑠𝑠 = 𝑏𝑏 𝑘𝑘 (9)
𝑠𝑠 𝑠𝑠 2 +𝑚𝑚𝑠𝑠+𝑚𝑚

 The form of (9) is typical of Laplace

transforms when dealing with linear
systems
 A rational polynomial in 𝑠𝑠
 Here, the numerator is 0th-order
𝐵𝐵 𝑠𝑠
𝑌𝑌 𝑠𝑠 =
𝐴𝐴 𝑠𝑠
 Roots of the numerator polynomial, 𝐵𝐵 𝑠𝑠 , are called the zeros of
the function
 Roots of the denominator polynomial, 𝐴𝐴 𝑠𝑠 , are called the poles
of the function
K. Webb ESE 330
 Inverse Laplace Transforms
48

1/𝑚𝑚
𝑌𝑌 𝑠𝑠 = 𝑏𝑏 𝑘𝑘 (9)
𝑠𝑠 𝑠𝑠 2 +𝑚𝑚𝑠𝑠+𝑚𝑚

 To get (9) back into the time domain, we

need to perform an inverse Laplace
transform
 An integral inverse transform exists, but we don’t use it
 Instead, we use partial fraction expansion

 Partial fraction expansion

 Idea is to express the Laplace transform solution, (9), as a sum of
Laplace transform terms that appear in the table
 Procedure depends on the type of roots of the denominator polynomial
 Real and distinct
 Repeated
 Complex
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 Inverse Laplace Transforms – Example 1
49

 Consider the following system parameters

𝑚𝑚 = 1𝑘𝑘𝑘𝑘
16𝑁𝑁
𝑘𝑘 =
𝑚𝑚
𝑁𝑁 � 𝑠𝑠
𝑏𝑏 = 10
𝑚𝑚
 Laplace transform of the step response becomes
1
𝑌𝑌 𝑠𝑠 = (10)
𝑠𝑠 𝑠𝑠 2 +10𝑠𝑠+16

 Factoring the denominator

1
𝑌𝑌 𝑠𝑠 = (11)
𝑠𝑠 𝑠𝑠+2 𝑠𝑠+8

 In this case, the denominator polynomial has three real, distinct roots
𝑠𝑠1 = 0, 𝑠𝑠2 = −2, 𝑠𝑠3 = −8
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 Inverse Laplace Transforms – Example 1
50

 Partial fraction expansion of (11) has the form

1 𝑟𝑟1 𝑟𝑟2 𝑟𝑟
𝑌𝑌 𝑠𝑠 = = + + 3 (12)
𝑠𝑠 𝑠𝑠+2 𝑠𝑠+8 𝑠𝑠 𝑠𝑠+2 𝑠𝑠+8

 The numerator coefficients, 𝑟𝑟1 , 𝑟𝑟2 , and 𝑟𝑟3 , are

called residues

 Can already see the form of the time-domain function

 Sum of a constant and two decaying exponentials

 To determine the residues, multiply both sides of (12) by the denominator of

the left-hand side
1 = 𝑟𝑟1 𝑠𝑠 + 2 𝑠𝑠 + 8 + 𝑟𝑟2 𝑠𝑠 𝑠𝑠 + 8 + 𝑟𝑟3 𝑠𝑠 𝑠𝑠 + 2
1 = 𝑟𝑟1 𝑠𝑠 2 + 10𝑟𝑟1 𝑠𝑠 + 16𝑟𝑟1 + 𝑟𝑟2 𝑠𝑠 2 + 8𝑟𝑟2 𝑠𝑠 + 𝑟𝑟3 𝑠𝑠 2 + 2𝑟𝑟3 𝑠𝑠
 Collecting terms, we have
1 = 𝑠𝑠 2 𝑟𝑟1 + 𝑟𝑟2 + 𝑟𝑟3 + 𝑠𝑠 10𝑟𝑟1 + 8𝑟𝑟2 + 2𝑟𝑟3 + 16𝑟𝑟1 (13)
K. Webb ESE 330
 Inverse Laplace Transforms – Example 1
51

 Equating coefficients of powers of 𝑠𝑠 on both

sides of (13) gives a system of three equations
in three unknowns
𝑠𝑠 2 : 𝑟𝑟1 + 𝑟𝑟2 + 𝑟𝑟3 = 0
𝑠𝑠1 : 10𝑟𝑟1 + 8𝑟𝑟2 + 2𝑟𝑟3 = 0
𝑠𝑠 0 : 16𝑟𝑟1 = 1
 Solving for the residues gives
𝑟𝑟1 = 0.0625
𝑟𝑟2 = −0.0833
𝑟𝑟3 = 0.0208
 The Laplace transform of the step response is
0.0625 0.0833 0.0208
𝑌𝑌 𝑠𝑠 = − + (14)
𝑠𝑠 𝑠𝑠+2 𝑠𝑠+8

 Equation (14) can now be transformed back to the time domain using the
Laplace transform table
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 Inverse Laplace Transforms – Example 1
52

 The time-domain step response of the system is the sum of a constant

term and two decaying exponentials:

𝑦𝑦 𝑡𝑡 = 0.0625 − 0.0833𝑒𝑒 −2𝑡𝑡 + 0.0208𝑒𝑒 −8𝑡𝑡 (15)

 Step response plotted in MATLAB

 Characteristic of a signal having
only real poles
 No overshoot/ringing
 Steady-state displacement agrees
with intuition
 1𝑁𝑁 force applied to a 16𝑁𝑁/𝑚𝑚
spring

K. Webb ESE 330

 Inverse Laplace Transforms – Example 1
53

 Go back to (10) and apply the initial value

theorem
1
𝑦𝑦 0 = lim 𝑠𝑠𝑌𝑌 𝑠𝑠 = lim = 0𝑐𝑐𝑐𝑐
𝑠𝑠→∞ 𝑠𝑠→∞ 𝑠𝑠 2 + 10𝑠𝑠 + 16
 Which is, in fact our assumed initial
condition

 Next, apply the final value theorem to the Laplace transform step
response, (10)
1
𝑦𝑦 ∞ = lim 𝑠𝑠𝑌𝑌 𝑠𝑠 = lim
𝑠𝑠→0 𝑠𝑠→0 𝑠𝑠 2 + 10𝑠𝑠 + 16
1
𝑦𝑦 ∞ = = 0.0625𝑚𝑚 = 6.25𝑐𝑐𝑐𝑐
16

 This final value agrees with both intuition and our numerical analysis
K. Webb ESE 330
 Inverse Laplace Transforms – Example 2
54

 Reduce the damping and re-calculate the step

response
𝑚𝑚 = 1𝑘𝑘𝑘𝑘
16𝑁𝑁
𝑘𝑘 =
𝑚𝑚
𝑁𝑁 � 𝑠𝑠
𝑏𝑏 = 8
𝑚𝑚

 Laplace transform of the step response becomes

1
𝑌𝑌 𝑠𝑠 =
𝑠𝑠 𝑠𝑠 2 +8𝑠𝑠+16
(16)

 Factoring the denominator

1
𝑌𝑌 𝑠𝑠 =
𝑠𝑠 𝑠𝑠+4 2
(17)

 In this case, the denominator polynomial has three real roots, two of which
are identical
𝑠𝑠1 = 0, 𝑠𝑠2 = −4, 𝑠𝑠3 = −4

K. Webb ESE 330

 Inverse Laplace Transforms – Example 2
55

 Partial fraction expansion of (17) has the

form
1 𝑟𝑟1 𝑟𝑟2 𝑟𝑟3
𝑌𝑌 𝑠𝑠 = = + + (18)
𝑠𝑠 𝑠𝑠+4 2 𝑠𝑠 𝑠𝑠+4 𝑠𝑠+4 2

 Again, find residues by multiplying both sides of (18) by the left-

hand side denominator
2
1 = 𝑟𝑟1 𝑠𝑠 + 4 + 𝑟𝑟2 𝑠𝑠 𝑠𝑠 + 4 + 𝑟𝑟3 𝑠𝑠
1 = 𝑟𝑟1 𝑠𝑠 2 + 8𝑟𝑟1 𝑠𝑠 + 16𝑟𝑟1 + 𝑟𝑟2 𝑠𝑠 2 + 4𝑟𝑟2 𝑠𝑠 + 𝑟𝑟3 𝑠𝑠

 Collecting terms, we have

1 = 𝑠𝑠 2 𝑟𝑟1 + 𝑟𝑟2 + 𝑠𝑠 8𝑟𝑟1 + 4𝑟𝑟2 + 𝑟𝑟3 + 16𝑟𝑟1 (19)

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 Inverse Laplace Transforms – Example 2
56

 Equating coefficients of powers of 𝑠𝑠 on both

sides of (19) gives a system of three equations
in three unknowns
𝑠𝑠 2 : 𝑟𝑟1 + 𝑟𝑟2 = 0
𝑠𝑠1 : 8𝑟𝑟1 + 4𝑟𝑟2 + 𝑟𝑟3 = 0
𝑠𝑠 0 : 16𝑟𝑟1 = 1
 Solving for the residues gives
𝑟𝑟1 = 0.0625
𝑟𝑟2 = −0.0625
𝑟𝑟3 = −0.2500

 The Laplace transform of the step response is

0.0625 0.0625 0.25
𝑌𝑌 𝑠𝑠 = − − 𝑠𝑠+4 2 (20)
𝑠𝑠 𝑠𝑠+4

 Equation (20) can now be transformed back to the time domain using the
Laplace transform table
K. Webb ESE 330
 Inverse Laplace Transforms – Example 2
57

 The time-domain step response of the system is the sum of a constant, a

decaying exponential, and a decaying exponential scaled by time:

𝑦𝑦 𝑡𝑡 = 0.0625 − 0.0625𝑒𝑒 −4𝑡𝑡 − 0. 25𝑡𝑡𝑒𝑒 −4𝑡𝑡 (21)

 Step response plotted in MATLAB

 Again, characteristic of a signal
having only real poles
 Similar to the last case
 A bit faster – slow pole at 𝑠𝑠 = −2
was eliminated

K. Webb ESE 330

 Inverse Laplace Transforms – Example 3
58

 Reduce the damping even further and go

through the process once again
𝑚𝑚 = 1𝑘𝑘𝑘𝑘
16𝑁𝑁
𝑘𝑘 =
𝑚𝑚
𝑁𝑁 � 𝑠𝑠
𝑏𝑏 = 4
𝑚𝑚

 Laplace transform of the step response becomes

1
𝑌𝑌 𝑠𝑠 =
𝑠𝑠 𝑠𝑠 2 +4𝑠𝑠+16
(22)

 The second-order term in the denominator now has complex roots, so we

won’t factor any further
 The denominator polynomial still has a root at zero and now has two roots
which are a complex-conjugate pair
𝑠𝑠1 = 0, 𝑠𝑠2 = −2 + 𝑗𝑗𝑗.464, 𝑠𝑠3 = −2 − 𝑗𝑗𝑗.464

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 Inverse Laplace Transforms – Example 3
59

 Want to cast the partial fraction terms into

forms that appear in the Laplace transform
table
 Second-order terms should be of the form
𝑟𝑟𝑖𝑖 (𝑠𝑠+𝜎𝜎)+𝑟𝑟𝑖𝑖+1 𝜔𝜔
(23)
𝑠𝑠+𝜎𝜎 2 +𝜔𝜔2

 This will transform into the sum of damped sine and cosine terms
𝑠𝑠 + 𝜎𝜎 𝜔𝜔
ℒ −1 𝑟𝑟𝑖𝑖 2 2
+ 𝑟𝑟𝑖𝑖+1 2 2
= 𝑟𝑟𝑖𝑖 𝑒𝑒 −𝜎𝜎𝜎𝜎 cos 𝜔𝜔𝜔𝜔 + 𝑟𝑟𝑖𝑖+1 𝑒𝑒 −𝜎𝜎𝜎𝜎 sin 𝜔𝜔𝜔𝜔
𝑠𝑠 + 𝜎𝜎 + 𝜔𝜔 𝑠𝑠 + 𝜎𝜎 + 𝜔𝜔

 To get the second-order term in the denominator of (22) into the form of
(23), complete the square, to give the following partial fraction expansion
1 𝑟𝑟1 𝑟𝑟2 𝑠𝑠+2 +𝑟𝑟3 3.464
𝑌𝑌 𝑠𝑠 = = + (24)
𝑠𝑠 𝑠𝑠 2 +4𝑠𝑠+16 𝑠𝑠 𝑠𝑠+2 2 + 3.464 2

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 Inverse Laplace Transforms – Example 3
60

 Note that the 𝜎𝜎 and 𝜔𝜔 terms in (23) and

(24) are the real and imaginary parts of
the complex-conjugate denominator roots
𝑠𝑠2,3 = −𝜎𝜎 ± 𝑗𝑗𝑗𝑗 = −2 ± 𝑗𝑗𝑗.464

 Multiplying both sides of (24) by the left-hand-side denominator,

equate coefficients and solve for residues as before:
𝑟𝑟1 = 0.0625
𝑟𝑟2 = −0.0625
𝑟𝑟3 = −0.0361

 Laplace transform of the step response is

0.0625 0.0625 𝑠𝑠+2 0.0361 3.464
𝑌𝑌 𝑠𝑠 = − − (25)
𝑠𝑠 𝑠𝑠+2 2 + 3.464 2 𝑠𝑠+2 2 + 3.464 2

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 Inverse Laplace Transforms – Example 3
61

 The time-domain step response of the system is the sum of a constant and
two decaying sinusoids:

𝑦𝑦 𝑡𝑡 = 0.0625 − 0.0625𝑒𝑒 −2𝑡𝑡 cos 3.464𝑡𝑡 − 0.0361𝑒𝑒 −2𝑡𝑡 sin(3.464𝑡𝑡) (26)

 Step response and

individual components
plotted in MATLAB
 Characteristic of a signal
having complex poles
 Sinusoidal terms result in
overshoot and (possibly)
ringing

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 Laplace-Domain Signals with Complex Poles
62

 The Laplace transform of the step response in the last example had
complex poles
 A complex-conjugate pair: 𝑠𝑠 = −𝜎𝜎 ± 𝑗𝑗𝑗𝑗

 Results in sine and cosine terms in

the time domain
𝐴𝐴𝑒𝑒 −𝜎𝜎𝜎𝜎 cos 𝜔𝜔𝜔𝜔 + 𝐵𝐵𝑒𝑒 −𝜎𝜎𝜎𝜎 sin 𝜔𝜔𝜔𝜔

 Imaginary part of the roots, 𝜔𝜔

 Frequency of oscillation of sinusoidal
components of the signal
 Real part of the roots, 𝜎𝜎,
 Rate of decay of the sinusoidal
components
 Much more on this later
K. Webb ESE 330
Engineering
Applications  

of z-Transforms 21.4 

Introduction
In this Section we shall apply the basic theory of z-transforms to help us to obtain the response or
output sequence for a discrete system. This will involve the concept of the transfer function and we
shall also show how to obtain the transfer functions of series and feedback systems. We will also
discuss an alternative technique for output calculations using convolution. Finally we shall discuss
the initial and final value theorems of z-transforms which are important in digital control.

 

Prerequisites • be familiar with basic z-transforms,

particularly the shift properties
Before starting this Section you should . . .

' 
$
• obtain transfer functions for discrete systems
including series and feedback combinations
Learning Outcomes
• state the link between the convolution
On completion you should be able to . . . summation of two sequences and the product
of their z-transforms
& %

64 HELM (2008):
Workbook 21: z-Transforms
 ®

1. Applications of z-transforms
Transfer (or system) function
Consider a first order linear constant coefficient difference equation
yn + a yn−1 = bxn n = 0, 1, 2, . . . (1)
where {xn } is a given sequence.
Assume an initial condition y−1 is given.

Task
Take the z-transform of (1), insert the initial condition and obtain Y (z) in terms
of X(z).

Your solution

Answer
Using the right shift theorem
Y (z) + a(z −1 Y (z) + y−1 ) = b X(z)
where X(z) is the z-transform of the given or input sequence {xn } and Y (z) is the z-transform of
the response or output sequence {yn }.
Solving for Y (z)
Y (z)(1 + az −1 ) = bX(z) − ay−1
so
bX(z) ay−1
Y (z) = − (2)
1 + az −1 1 + az −1

The form of (2) shows us clearly that Y (z) is made up of two components, Y1 (z) and Y2 (z) say,
where
bX(z)
(i) Y1 (z) = which depends on the input X(z)
1 + az −1
−ay−1
(ii) Y2 (z) = which depends on the initial condition y−1 .
1 + az −1

HELM (2008): 65
Section 21.4: Engineering Applications of z-Transforms
Clearly, from (2), if y−1 = 0 (zero initial condition) then
Y (z) = Y1 (z)
and hence the term zero-state response is sometimes used for Y1 (z).
Similarly if {xn } and hence X(z) = 0 (zero input)
Y (z) = Y2 (z)
and hence the term zero-input response can be used for Y2 (z).
In engineering the difference equation (1) is regarded as modelling a system or more specifically a
linear discrete time-invariant system. The terms linear and time-invariant arise because the difference
equation (1) is linear and has constant coefficients i.e. the coefficients do not involve the index n.
The term ‘discrete’ is used because sequences of numbers, not continuous quantities, are involved.
As noted above, the given sequence {xn } is considered to be the input sequence and {yn }, the
solution to (1), is regarded as the output sequence.

{xn } {yn }
system
input output
(stimulus) (response)

Figure 8
A more precise block diagram representation of a system can be easily drawn since only two operations
are involved:
1. Multiplying the terms of a sequence by a constant.
2. Shifting to the right, or delaying, the terms of the sequence.
A system which consists of a single multiplier is denoted as shown by a triangular symbol:

{xn } {yn }
A yn = Axn

Figure 9
As we have seen earlier in this workbook a system which consists of only a single delay unit is
represented symbolically as follows

{xn } {yn }
z −1 yn = xn−1

Figure 10
The system represented by the difference equation (1) consists of two multipliers and one delay unit.
Because (1) can be written
yn = bxn − ayn−1
a symbolic representation of (1) is as shown in Figure 11.

66 HELM (2008):
Workbook 21: z-Transforms
 ®

{xn } {yn }
+
b
+

z −1 −a

Figure 11
The circle symbol denotes an adder or summation unit whose output is the sum of the two (or more)
sequences that are input to it.
We will now concentrate upon the zero state response of the system i.e. we will assume that the
initial condition y−1 is zero.
Thus, using (2),
bX(z)
Y (z) =
1 + az −1
so
Y (z) b
= (3)
X(z) 1 + az −1
Y (z)
The quantity , the ratio of the output z-transform to the input z-transform, is called the
X(z)
transfer function of the discrete system. It is often denoted by H(z).

Key Point 16
The transfer function H(z) of a discrete system is defined by
Y (z) z-transform of output sequence
H(z) = =
X(z) z-transform of input sequence
when the initial conditions are zero.

HELM (2008): 67
Section 21.4: Engineering Applications of z-Transforms
 Task
(a) Write down the transfer function H(z) of the system represented by (1)
(i) using negative powers of z
(ii) using positive powers of z.
(b) Write down the inverse z-transform of H(z).

Your solution

Answer
(a) From (3)
b
(i) H(z) =
1 + az −1
bz
(ii) H(z) =
z+a
(b) Referring to the Table of z-transforms at the end of the Workbook:
{hn } = b(−a)n n = 0, 1, 2, . . .

We can represent any discrete system as follows

{xn } {yn }
H(z)
X(z) Y (z)

Figure 12
From the definition of the transfer function it follows that
Y (z) = X(z)H(z) (at zero initial conditions).
The corresponding relation between {yn }, {xn } and the inverse z-transform {hn } of the transfer
function will be discussed later; it is called a convolution summation.
The significance of {hn } is readily obtained.

1 n=0
Suppose {xn } =
0 n = 1, 2, 3, . . .
i.e. {xn } is the unit impulse sequence that is normally denoted by δn . Hence, in this case,
X(z) = Z{δn } = 1 so Y (z) = H(z) and {yn } = {hn }
In words: {hn } is the response or output of a system where the input is the unit impulse sequence
{δn }. Hence {hn } is called the unit impulse response of the system.

68 HELM (2008):
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Key Point 17
For a linear, time invariant discrete system, the unit impulse response and the system transfer
function are a z-transform pair:

H(z) = Z{hn } {hn } = Z−1 {H(z)}

It follows from the previous Task that for the first order system (1)
b bz
H(z) = −1
= is the transfer function and
1 + az z+a
{hn } = {b(−a)n } is the unit impulse response sequence.

Task
Write down the transfer function of
(a) a single multiplier unit (b) a single delay unit.

Your solution

Answer
(a) {yn } = {A xn } if the multiplying factor is A
∴ using the linearity property of z-transform
Y (z) = AX(z)
Y (z)
so H(z) = =A is the required transfer function.
X(z)
(b) {yn } = {xn−1 }
so Y (z) = z −1 X(z) (remembering that initial conditions are zero)
∴ H(z) = z −1 is the transfer function of the single delay unit.

HELM (2008): 69
Section 21.4: Engineering Applications of z-Transforms
 Task
Obtain the transfer function of the system.
yn + a1 yn−1 = b0 xn + b1 xn−1 n = 0, 1, 2, . . .
where {xn } is a known sequence with xn = 0 for n = −1, −2, . . . .
[Remember that the transfer function is only defined at zero initial condition i.e.
assume y−1 = 0 also.]

Your solution

Answer
Taking z-transforms

Y (z) + a1 z −1 Y (z) = b0 X(z) + b1 z −1 X(z)

Y (z)(1 + a1 z −1 ) = (b0 + b1 z −1 )X(z)

so the transfer function is

Y (z) b0 + b1 z −1 b0 z + b1
H(z) = = −1
=
X(z) 1 + a1 z z + a1

Second order systems

Consider the system whose difference equation is
yn + a1 yn−1 + a2 yn−2 = bxn n = 0, 1, 2, . . . (4)
where the input sequence xn = 0, n = −1, −2, . . .
In exactly the same way as for first order systems it is easy to show that the system response has a
z-transform with two components.

70 HELM (2008):
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Task
Take the z-transform of (4), assuming given initial values y−1 , y−2 . Show that
Y (z) has two components. Obtain the transfer function of the system (4).

Your solution

Answer
From (4)

Y (z) + a1 (z −1 Y (z) + y−1 ) + a2 (z −2 Y (z) + z −1 y−1 + y−2 ) = bX(z)

Y (z)(1 + a1 z −1 + a2 z −2 ) + a1 y−1 + a2 z −1 y−1 + a2 y−2 = bX(z)

bX(z) (a1 y−1 + a2 z −1 y−1 + a2 y−2 )

∴ Y (z) = − = Y1 (z) + Y2 (z) say.
1 + a1 z −1 + a2 z −2 1 + a1 z −1 + a2 z −2
At zero initial conditions, Y (z) = Y1 (z) so the transfer function is
b bz 2
H(z) = = .
1 + a1 z −1 + a2 z −2 z 2 + a1 z + a2

Example
Obtain (i) the unit impulse response (ii) the unit step response of the system specified by the second
order difference equation
3 1
yn − yn−1 + yn−2 = xn (5)
4 8
Note that both these responses refer to the case of zero initial conditions. Hence it is convenient to
first obtain the transfer function H(z) of the system and then use the relation Y (z) = X(z)H(z) in
each case.
We write down the transfer function of (5), using positive powers of z. Taking the z-transform of
(5) at zero initial conditions we obtain

3 1
Y (z) − z −1 Y (z) + z −2 Y (z) = X(z)
4 8 
3 −1 1 −2
Y (z) 1 − z + z = X(z)
4 8
Y (z) z2 z2
∴ H(z) = = 2 3 1 =
X(z) z − 4z + 8
(z − 12 )(z − 14 )

HELM (2008): 71
Section 21.4: Engineering Applications of z-Transforms
We now complete the problem for inputs (i) xn = δn (ii) xn = un , the unit step sequence, using
partial fractions.
z2 2z z
H(z) = 1 −
1

1

= 1
z− 2
z− 4
z−2 z− 4

(i) With xn = δn so X(z) = 1 the response is, as we saw earlier,

Y (z) = H(z)
so yn = hn
 n  n
−1 1 1
where hn = Z H(z) = 2 × − n = 0, 1, 2, . . .
2 4
z
(ii) The z-transform of the unit step is so the unit step response has z-transform
z−1
z2 z
Y (z) = 1

1


z− 2
z− 4
(z − 1)
1 8
2z 3
z 3
z
= − 1 + 1 +
z−2 z−4 z−1

Hence, taking inverse z-transforms, the unit step response of the system is
 n  n
1 1 1 8
yn = (−2) × + × + n = 0, 1, 2, . . .
2 3 4 3
Notice carefully the form of this unit step response - the first two terms decrease as n increases and
are called transients. Thus
8
yn → as n→∞
3
8
and the term is referred to as the steady state part of the unit step response.
3
Combinations of systems
The concept of transfer function enables us to readily analyse combinations of discrete systems.
Series combination
Suppose we have two systems S1 and S2 with transfer functions H1 (z), H2 (z) in series with each
other. i.e. the output from S1 is the input to S2 .

{xn } {y1 (n)} = {x2 (n)} S2 {yn }

S1
H1 (z) H2 (z)
X(z) Y1 (z) = X2 (z) Y (z)

Figure 13

72 HELM (2008):
Workbook 21: z-Transforms
 ®

Clearly, at zero initial conditions,

Y1 (z) = H1 (z)X(z)
Y (z) = H2 (z)X2 (z)
= H2 (z)Y1 (z)
∴ Y (z) = H2 (z)H1 (z)X(z)
so the ratio of the final output transform to the input transform is
Y (z)
= H2 (z) H1 (z) (6)
X(z)
i.e. the series system shown above is equivalent to a single system with transfer function H2 (z) H1 (z)

{xn } {yn }
H1 (z)H2 (z)
X(z) Y (z)
Figure 14

Task
Obtain (a) the transfer function (b) the governing difference equation of the system
obtained by connecting two first order systems S1 and S2 in series. The governing
equations are:
S1 : yn − ayn−1 = bxn
S2 : yn − cyn−1 = dxn

(a) Begin by finding the transfer function of S1 and S2 and then use (6):

Your solution

HELM (2008): 73
Section 21.4: Engineering Applications of z-Transforms
 Answer
b
S1 : Y (z) − az −1 Y (z) = bX(z) so H1 (z) =
1 − az −1
d
S2 : H2 (z) =
1 − cz −1
so the series arrangement has transfer function
bd
H(z) =
(1 − az −1 )(1 − cz −1 )
bd
=
1 − (a + c)z −1 + acz −2

If X(z) and Y (z) are the input and output transforms for the series arrangement, then
bdX(z)
Y (z) = H(z) X(z) =
1 − (a + c)z −1 + acz −2
(b) By transfering the denominator from the right-hand side to the left-hand side and taking inverse
z-transforms obtain the required difference equation of the series arrangement:

Your solution

Answer
We have
Y (z)(1 − (a + c)z −1 + acz −2 ) = bdX(z)
Y (z) − (a + c)z −1 Y (z) + acz −2 Y (z) = bdX(z)
from which, using the right shift theorem,
yn − (a + c)yn−1 + acyn−2 = bd xn .
which is the required difference equation.
You can see that the two first order systems in series have an equivalent second order system.

74 HELM (2008):
Workbook 21: z-Transforms
 ®

Feedback combination

{xn } {wn }
+ H1 (z) Y (z)
W (z)
X(z) +

−1 H2 (z)

Figure 15
For the above negative feedback arrangement of two discrete systems with transfer functions
H1 (z), H2 (z) we have, at zero initial conditions,
Y (z) = W (z)H1 (z) where W (z) = X(z) − H2 (z)Y (z)

Task
Eliminate W (z) and hence obtain the transfer function of the feedback system.

Your solution

Answer

Y (z) = (X(z) − H2 (z)Y (z))H1 (z)

= X(z)H1 (z) − H2 (z)H1 (z)Y (z)

so
Y (z)(1 + H2 (z)H1 (z)) = X(z)H1 (z)
Y (z) H1 (z)
∴ =
X(z) 1 + H2 (z)H1 (z)
This is the required transfer function of the negative feedback system.

HELM (2008): 75
Section 21.4: Engineering Applications of z-Transforms
2. Convolution and z-transforms
Consider a discrete system with transfer function H(z)

{xn } {yn }
H(z)
X(z) Y (z)

Figure 16
We know, from the definition of the transfer function that at zero initial conditions
Y (z) = X(z)H(z) (7)
We now investigate the corresponding relation between the input sequence {xn } and the output
sequence {yn }. We have seen earlier that the system itself can be characterised by its unit impulse
response {hn } which is the inverse z-transform of H(z).
We are thus seeking the inverse z-transform of the product X(z)H(z). We emphasize immediately
that this is not given by the product {xn }{hn }, a point we also made much earlier in the workbook.
We go back to basic definitions of the z-transform:
Y (z) = y0 + y1 z −1 + y2 z −2 + y3 z −3 + . . .
X(z) = x0 + x1 z −1 + x2 z −2 + x3 z −3 + . . .
H(z) = h0 + h1 z −1 + h2 z −2 + h3 z −3 + . . .
Hence, multiplying X(z) by H(z) we obtain, collecting the terms according to the powers of z −1 :
x0 h0 + (x0 h1 + x1 h0 )z −1 + (x0 h2 + x1 h1 + x2 h0 )z −2 + . . .

Task
Write out the terms in z −3 in the product X(z)H(z) and, looking at the emerging
pattern, deduce the coefficient of z −n .

Your solution

76 HELM (2008):
Workbook 21: z-Transforms
 ®

Answer
(x0 h3 + x1 h2 + x2 h1 + x3 h0 )z −3
which suggests that the coefficient of z −n is
x0 hn + x1 hn−1 + x2 hn−2 + . . . + xn−1 h1 + xn h0

Hence, comparing corresponding terms in Y (z) and X(z)H(z)


z 0 : y0 = x0 h0 

−1
z : y1 = x0 h1 + x1 h0

(8)
z −2 : y2 = x0 h2 + x1 h1 + x2 h0 

−3
z : y3 = x0 h3 + x1 h2 + x2 h1 + x3 h0


.. ..
. .
z −n : yn = x0 hn + x1 hn−1 + x2 hn−2 + . . . + xn−1 h1 + xn h0 (9)
n
X
= xk hn−k (10a)
k=0
n
X
= hk xn−k (10b)
k=0

(Can you see why (10b) also follows from (9)?)

The sequence {yn } whose n th term is given by (9) and (10) is said to be the convolution (or more
precisely the convolution summation) of the sequences {xn } and {hn },
The convolution of two sequences is usually denoted by an asterisk symbol (∗).

We have shown therefore that

Z−1 {X(z)H(z)} = {xn } ∗ {hn } = {hn } ∗ {xn }

where the general term of {xn } ∗ {hn } is in (10a) and that of {hn } ∗ {xn } is in (10b).
In words: the output sequence {yn } from a linear time invariant system is given by the convolution
of the input sequence with the unit impulse response sequence of the system.

This result only holds if initial conditions are zero.

HELM (2008): 77
Section 21.4: Engineering Applications of z-Transforms
 Key Point 18
{xn } {yn }
H(z)
X(z) Y (z)

Figure 17
We have, at zero initial conditions
Y (z) = X(z)H(z) (definition of transfer function)
{yn } = {xn } ∗ {hn } (convolution summation)
where yn is given in general by (9) and (10) with the first four terms written out explicitly in (8).

Although we have developed the convolution summation in the context of linear systems the proof
given actually applies to any sequences i.e. for arbitrary causal sequences say {vn } {wn } with z-
transforms V (z) and W (z) respectively:
Z−1 {V (z)W (z)} = {vn } ∗ {wn } or, equivalently, Z({vn } ∗ {wn }) = V (z)W (z).
Indeed it is simple to prove this second result from the definition of the z-transform for any causal
sequences {vn } = {v0 , v1 , v2 , . . .} and {wn } = {w0 , w1 , w2 , . . .}
n
X
Thus since the general term of {vn } ∗ {wn } is vk wn−k
k=0
we have
∞
( n )
X X
Z({vn } ∗ {wn }) = vk wn−k z −n
n=0 k=0

or, since wn−k = 0 if k > n,

∞ X
X ∞
Z({vn } ∗ {wn }) = vk wn−k z −n
n=0 k=0

Putting m = n − k or n = m + k we obtain
∞ X
X ∞
Z({vn } ∗ {wn }) = vk wm z −(m+k) (Why is the lower limit m = 0 correct?)
m=0 k=0

Finally,
∞
X ∞
X
−m
Z({vn } ∗ {wn }) = wm z vk z −k = W (z)V (z)
m=0 k=0

which completes the proof.

78 HELM (2008):
Workbook 21: z-Transforms
 ®

Example 2
Calculate the convolution {yn } of the sequences
{vn } = {an } {wn } = {bn } a 6= b
(i) directly (ii) using z-transforms.

Solution
(i) We have from (10)
n
X n
X
yn = vk wn−k = ak bn−k
k=0 k=0
n  
n
X a k
= b
k=0
b
 a  a 2  a n 
n
= b 1+ + + ...
b b b
a
The bracketed sum involves n + 1 terms of a geometric series of common ratio .
b
  a n+1 
1−
n b
∴ yn = b a
1−
b
(bn+1 − an+1 )
=
(b − a)

(ii) The z-transforms are

z
V (z) =
z−a
z
W (z) =
z−b
so

−1 z2
∴ yn = Z { }
(z − a)(z − b)
bn+1 − an+1
= using partial fractions or residues
(b − a)

HELM (2008): 79
Section 21.4: Engineering Applications of z-Transforms
 Task
Obtain by two methods the convolution of the causal sequence
{2n } = {1, 2, 22 , 23 , . . .}
with itself.

Your solution

Answer
(a) By direct use of (10) if {yn } = {2n } ∗ {2n }
n
X n
X
k n−k n
yn = 2 2 =2 1 = (n + 1)2n
k=0 k=0

(b) Using z-transforms:

z
Z{2n } =
z−2
z2
so {yn } = Z−1 { }
(z − 2)2
We will find this using the residue method. Y (z)z n−1 has a second order pole at z = 2.
 n+1 
z
∴ yn = Res , 2
(z − 2)2
 
d n+1
= z = (n + 1)2n
dz 2

80 HELM (2008):
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 ®

3. Initial and final value theorems of z-transforms

These results are important in, for example, Digital Control Theory where we are sometimes partic-
ularly interested in the initial and ultimate behaviour of systems.

Initial value theorem

.
If fn is a sequence with z-transform F (z) then the ‘initial value’ f0 is given by
f0 = lim F (z) (provided, of course, that this limit exists).
z→∞

This result follows, at least informally, from the definition of the z-transform:
F (z) = f0 + f1 z −1 + f2 z −2 + . . .
from which, taking limits as z → ∞ the required result is obtained.

Task
Obtain the z-transform of
f (n) = 1 − an , 0<a<1
Verify the initial value theorem for the z-transform pair you obtain.

Your solution

Answer
Using standard z-transforms we obtain
z z
Z{fn } = F (z) = −
z−1 z−a
1 1
= −1
−
1−z 1 − az −1
hence, as z → ∞ : F (z) → 1 − 1 = 0
Similarly, as n → 0
fn → 1 − 1 = 0
so the initial value theorem is verified for this case.

HELM (2008): 81
Section 21.4: Engineering Applications of z-Transforms
Final value theorem
Suppose again that {fn } is a sequence with z-transform F (z). We further assume that all the poles
of F (z) lie inside the unit circle in the z−plane (i.e. have magnitude less than 1) apart possibly from
a first order pole at z = 1.
The ‘final value’ of fn i.e. lim fn is then given by lim fn = lim (1 − z −1 )F (z)
n→∞ n→∞ z→1

Proof: Recalling the left shift property

Z{fn+1 } = zF (z) − zf0
we have
k
X
Z{fn+1 − fn } = lim (fn+1 − fn )z −n = zF (z) − zf0 − F (z)
k→∞
n=0

or, alternatively, dividing through by z on both sides:

k
X
−1
(1 − z )F (z) − f0 = lim (fn+1 − fn )z −(n+1)
k→∞
n=0

Hence (1 − z −1 )F (z) = f0 + (f1 − f0 )z −1 + (f2 − f1 )z −2 + . . .

or as z → 1

lim (1 − z −1 )F (z) = f0 + (f1 − f0 ) + (f2 − f1 ) + . . .

z→1
= lim fk
k→∞

Example
Again consider the sequence fn = 1 − an 0 < a < 1 and its z-transform
z z 1 1
F (z) = − = −1
−
z−1 z−a 1−z 1 − az −1
Clearly as n → ∞ then fn → 1.
Considering the right-hand side
(1 − z −1 )
(1 − z −1 )F (z) = 1 − → 1 − 0 = 1 as z → 1.
1 − az −1
Note carefully that
z z
F (z) = −
z−1 z−a
has a pole at a (0 < a < 1) and a simple pole at z = 1.
The final value theorem does not hold for z-transform poles outside the unit circle
z
e.g. fn = 2n F (z) =
z−2
Clearly fn → ∞ as n → ∞
whereas
 
−1 z−1 z
(1 − z )F (z) = → 0 as z → 1
z (z − 2)

82 HELM (2008):
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Exercises
1. A low pass digital filter is characterised by

yn = 0.1xn + 0.9yn−1

Two such filters are connected in series. Deduce the transfer function and governing difference
equation for the overall system. Obtain the response of the series system to (i) a unit step and
(ii) a unit alternating input. Discuss your results.

2. The two systems

yn = xn − 0.7xn−1 + 0.4yn−1

yn = 0.9xn−1 − 0.7yn−1

are connected in series. Find the difference equation governing the overall system.

3. A system S1 is governed by the difference equation

yn = 6xn−1 + 5yn−1

It is desired to stabilise S1 by using a feedback configuration. The system S2 in the feedback

loop is characterised by

yn = αxn−1 + βyn−1

Show that the feedback system S3 has an overall transfer function

H1 (z)
H3 (z) =
1 + H1 (z)H2 (z)

and determine values for the parameters α and β if H3 (z) is to have a second order pole at
z = 0.5. Show briefly why the feedback systems S3 stabilizes the original system.

4. Use z-transforms to find the sum of squares of all integers from 1 to n:

n
X
yn = k2
k=1

[Hint: yn − yn−1 = n2 ]

5. Evaluate each of the following convolution summations (i) directly (ii) using z-transforms:

(a) an ∗ bn a 6= b (b) an ∗ an (c) δn−3 ∗ δn−5


1 n = 0, 1, 2, 3
(d) xn ∗ xn where xn =
0 n = 4, 5, 6, 7 . . .

HELM (2008): 83
Section 21.4: Engineering Applications of z-Transforms
Answers

1. Step response: yn = 1 − (0.99)(0.9)n − 0.09n(0.9)n

1 2.61 1.71
Alternating response: yn = (−1)n + (0.9)n + n(0.9)n
361 361 361
2. yn + 0.3yn−1 − 0.28yn−2 = 0.9xn−1 − 0.63xn−2

3. α = 3.375 β = −4
n
X (2n + 1)(n + 1)n
4. k2 =
k=1
6

1
5. (a) (an+1 − bn+1 ) (b) (n + 1)an (c) δn−8 (d) {1, 2, 3, 4, 3, 2, 1}
(a − b)

84 HELM (2008):
Workbook 21: z-Transforms