Laplace Transform

Review
ENGG*3390 Signal Processing
Fall 2024

Eran Ukwatta, Ph.D. P.Eng.

Reference
• Chapter 6 of Signals and Systems [2nd Edition] by
Simon Haykin and Barry Van Veen

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Laplace Transform
• Maps a function of time t to a function of s.


X ( s) =  x(t )e dt − st
−

• Inverse Laplace transform:

1  + j
x(t ) = 
st
X ( s ) e ds
2j  − j

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 Laplace Transform
• Provides more broader characterization of
continuous LTI systems and signals than that of
Fourier Transforms
• Comes in two forms:
• Bilateral: Stability, causality and frequency response
• Unilateral: Solving differential equations

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Real and imaginary parts of the
complex exponential est, where s =  +
j.

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Unilateral Laplace Transform
• Maps a function of time t to a function of s.
• Pole and Zeros
B( s ) b0 + b1 s + b2 s 2 ... + bM s M
X ( s) = =
A( s ) a 0 + a1 s + a 2 s 2 ... + a N s N

s = j

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Region of Convergence
• ROC defines region of convergence for which the
integral is finite.
• ROC of right-sided signal is Re(s) > a
• ROC of left-sided signal is Re(s)< b
• For unilateral ROC is always right sided in s-plane.
• ROC of two-sided signal is a< Re(s) <b
L
ax1 (t ) + bx2 (t )  aX 1 ( s) + bX 2 ( s)

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Example 1
x(t ) = e at u (t )
  
X ( s ) =  x(t )e − st dt =  e at e − st dt =  e −( s − a )t dt
0 0 0

− 1 −( s − a )t 
= e
s−a
0

1
X (s) = , s𝜎>a𝑎
s−a

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The ROC for x(t) = eatu(t) is depicted by the shaded region. A
pole is located at s = a.

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The ROC for y(t) = –eatu(–t) is depicted by the shaded region. A
pole is located at s = a.

ENGG3390-Signal Processing
11
Unilateral Laplace Transform
• Maps a function of time t to a function of s.
• The assumption is that x(t) is a causal signal:

X ( s ) =  x(t )e − st dt
0

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Selected Laplace Transform

x(t ) =  (t )  X ( s ) = 1
1
x(t ) = u (t )  X ( s ) =
s
− at 1
x(t ) = e u (t )  X ( s ) =
s+a
s
x(t ) = cos(t )u (t )  X ( s ) = 2
s +1
1
x(t ) = sin(t )u (t )  X ( s ) = 2
s +1
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Question 1
• Find the Laplace transform and ROC for following
signals.

𝑥 𝑡 = 𝑢(𝑡 − 5)

x(t ) = e5t u (t − 3)

x(t ) = e − 2t u (t ) + e −3t u (t )

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Properties of Laplace Transform
Linearity L
ax1 (t ) + bx2 (t )  aX 1 ( s) + bX 2 ( s)
Time Shifting*
x(t − T )  e − sT X ( s) same ROC as X(s)

S-domain Shift
e x(t )  X ( s − s0 )
s0 t

1 s
Time Scaling x(at )  X ( )
a a
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Properties of Laplace Transform
• Multiplication by a Power of t
n
d
t n x(t )  (−1) n n X ( s ) same ROC as X(s)
ds
• Time-Domain Differentiation

n
d x(t )
n
 s X ( s ) − x(0)
n

dt

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Properties of Laplace Transform
• Integration
t
1
0 x( )d  s X (s) Rx  Re{s}  0
• The convolution integral
ROC=R2 ROC=R1 t
y (t ) = x(t ) * h(t ) =  x( )h(t −  )d
0

Y ( s) = X (s) H (s) ROCR1R2

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Initial and Final Value Theorems
• Theorem

x(0) = lim sX ( s ) (Initial Value Theorem)

s →

x() = lim sX ( s ) (Final Value Theorem)

s →0

1 s1
X (s) =  x(0) = lim 2 = 0
( s + 1) 2 s → s

1 s
X (s) =  x() = lim =0
( s + 1) 2 s →0 ( s + 1) 2

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Inverse Laplace Transform
• Rational transforms
c1 c2 cN
X ( s) = + + ... +
s − p1 s − p 2 s − pN
ci = [( s − pi ) X ( s)] s = pi , i = 1, 2,..., N

• Exponentials

X ( s ) = e − sT1 X 1 ( s )  x(t ) = x1 (t − T1 )

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Example 2
s+2 s+2
X (s) = 3 =
s + 4 s + 3s s ( s + 1)( s + 3)
2

c1 c2 c3
= + +
s s +1 s + 3

(2 / 3) (−1 / 2) (−1 / 6)
= + +
s s +1 s+3
2 1 − t 1 − 3t
 x(t ) = ( − e − e )u (t )
3 2 6
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Inverse Laplace Transform
• Repeated Poles

c1 c2 cr cr +1
X (s) = + + ... + + ... +
s − p1 ( s − p1 ) 2
( s − p1 ) r
s − pr +1

c r = [( s − p1 ) r X ( s )] s = p1
1 di
c r −i = [ i [( s − p1 ) r X ( s )]] s = p1 , i = 1, 2, ..., r − 1
i! ds

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Example 4
5s − 1 c1 c2 c3
X (s) = = + +
s − 3s − 2 s + 1 ( s + 1)
3 2
s−2
d
 
c1 =  ( s + 1) X ( s ) 
2
  d  5s − 1  
= 
−  
 ds  s = −1  
ds s 2   s = −1
 −1  1    −9 
= (5s − 1)( )+ (5) =  2
= −1
 (s − 2)  s − 2   s=−1  ( s − 2)  s =−1
2


c 2 = ( s + 1) X ( s ) s = −1
2
  5s − 1 
=  =2
 s − 2  s = −1
c3 = ( s − 2) 2
X ( s ) s =2 =1 x(t ) = −e − t + 2te − t + e 2t

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Question 2
• Find the inverse of the fallowing Laplace transform.

2 s 3 − 9 s 2 + 4 s + 10
X (s) =
s 2 − 3s − 4

3s + 2
X (s) = 2
s + 4s + 5

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Solving Differential Equations
• Solve the following differential equation:
d 2 y (t ) dy (t )
a 2
+b + cy (t ) =  (t )
dt dt
• Take the Laplace transform of this equation.
 d 2 y (t )   dy (t ) 
aL  2 
+ bL   + cLy (t ) = L{ (t )}
 dt   dt 
L{ y (t )}(as 2 + bs + c) = 1
1 k1 k2
L{ y (t )} = 2 = +
as + bs + c ( s − r1 ) ( s − r2 )
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Question 3
• Find y(t)

y + 2 y − 15 y = 6 (t − 9)
y (0) = −5, y(0) = 7

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Question 4
• Use Laplace properties to find Laplace transform of
following signal.

x(t ) = tu (t ) − (t − 1)u (t − 1) − (t − 2)u (t − 2)

−t
x(t ) = e u (t ) * cos(t − 2)u (t − 2)

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