Lecture #13:
THE BILATERAL LAPLACE TRANSFORM
Motivation: Method for representing signals as superpositions of complex exponential functions, which leads to simpler solving process.
Outline:
- Review of last lecture
- The bilateral Laplace transform
- Definition
- Properties of the Laplace transform
- Transforms of simple time functions
- The region of convergence
I. REVIEW OF LAST LECTURE
Solve linear differential equation for a causal exponential input
{}
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size 12{ Sum cSub { size 8{n=0} } cSup { size 8{N} } {a rSub { size 8{n} } { {d rSup { size 8{n} } y \( t \) } over { ital "dt" rSup { size 8{n} } } } = Sum cSub { size 8{m=0} } cSup { size 8{M} } {b rSub { size 8{m} } { {d rSup { size 8{m} } x \( t \) } over { ital "dt" rSup { size 8{m} } } } ` matrix {
{} # {}
} ital "for"` matrix {
{} # {}
} x \( t \) `=` ital "Xe" rSup { size 8{ ital "st"} } u \( t \) } } } {}
Solve homogeneous equation for t > 0
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assuming
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assuming
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size 12{ Sum cSub { size 8{n=0} } cSup { size 8{N} } {a rSub { size 8{n} } { {d rSup { size 8{n} } y \( t \) } over { ital "dt" rSup { size 8{n} } } } =`0``} matrix {
{} # {}
} "by " matrix {
{} # {}
} "assuming" matrix {
{} # {}
} y rSub { size 8{h} } \( t \) = ital "Ae" rSup { size 8{λt} } } {}
Solve characteristic polynomial
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size 12{ Sum cSub { size 8{n=0} } cSup { size 8{N} } {a rSub { size 8{n} } } λ rSup { size 8{n} } =0` matrix {
{} # {}
} ital "for" matrix {
{} # {}
} `λ} {}
Solve for a particular solution for t > 0
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size 12{ Sum cSub { size 8{n=0} } cSup { size 8{N} } {a rSub { size 8{n} } { {d rSup { size 8{n} } y rSub { size 8{p} } \( t \) } over { ital "dt" rSup { size 8{n} } } } = Sum cSub { size 8{m=0} } cSup { size 8{M} } {b rSub { size 8{m} } { {d rSup { size 8{m} } x \( t \) } over { ital "dt" rSup { size 8{m} } } } ` matrix {
{} # {}
} ital "for" matrix {
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} `} } x \( t \) = ital "Xe" rSup { size 8{ ital "st"} } } {}
Assuming
yp(t)=Yestnyp(t)=Yestn size 12{y rSub { size 8{p} } \( t \) = ital "Ye" rSup { size 8{ ital "st"} } n} {} and solving for Y yields
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size 12{Y=H \( s \) X= { { Sum cSub { size 8{m=0} } cSup { size 8{M} } {b rSub { size 8{m} } s rSup { size 8{m} } } } over { Sum cSub { size 8{n=0} } cSup { size 8{N} } {b rSub { size 8{n} } s rSup { size 8{n} } } } } X} {}
H
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size 12{H \( s \) = { {V} over {I} } = { {1} over {C} } \( { {s} over {s rSup { size 8{2} } + { {1} over { ital "RC"} } s+ { {1} over { ital "RC"} } } } \) } {}
Logic for an analysis method for CT LTI systems
- H(s) characterizes system compute H(s) efficiently.
- In steady state, response to
XestXest size 12{"Xe" rSup { size 8{"st"} } } {} is
H(s)XestH(s)Xest size 12{H \( s \) "Xe" rSup { size 8{"st"} } } {}.
- Represent arbitrary x(t) as superpositions of
XestXest size 12{"Xe" rSup { size 8{"st"} } } {} on s.
- Compute response y(t) as superpositions of
H(s)XestH(s)Xest size 12{H \( s \) "Xe" rSup { size 8{"st"} } } {}on s.
II. THE BILATERAL LAPLACE TRANSFORM DEFINITION
1/ Analysis formula
The bilateral Laplace transform is defined by the analysis formula
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size 12{X \( s \) = Int rSub { size 8{ - infinity } } rSup { size 8{ infinity } } {x \( t \) } e rSup { size 8{ - ital "st"} } ital "dt"} {}
X(s) is defined for regions in s — called the region of convergence (ROC) — for which the integral exists.
2/ Synthesis formula
The inverse transform is defined by the synthesis formula
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size 12{x \( t \) = { {1} over {2πj} } Int rSub { size 8{σ - j infinity } } rSup { size 8{σ+j infinity } } {X \( t \) } e rSup { size 8{ ital "st"} } ital "ds"} {}
Since s is a complex quantity, X(s) is a complex function of a complex variable, and
σσ size 12{σ} {}is in the ROC.
- The synthesis formula involves integration in the complex s domain. We shall not perform this integration in this subject. The synthesis formula will be used only to prove theorems and not to compute time functions directly.
- The synthesis formula makes apparent that x(t) is synthesized by a superposition of an uncountably infinite number of eternal complex exponentials
estest size 12{e rSup { size 8{"st"} } } {}each for a different value of s and each of infinitesimal magnitude X(s)ds.
3/ Relation to unilateral Laplace transform
The difference between the unilateral and the bilateral Laplace transform is in the lower limit of integration, i.e.,
Bilateral
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Bilateral
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size 12{"Bilateral " drarrow X \( s \) = Int rSub { size 8{ - infinity } } rSup { size 8{ infinity } } {x \( t \) } e rSup { size 8{ - ital "st"} } ital "dt"} {}
Unilateral
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Unilateral
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size 12{"Unilateral " drarrow X \( s \) = Int rSub { size 8{0} } rSup { size 8{ infinity } } {x \( t \) } e rSup { size 8{ - ital "st"} } ital "dt"} {}
- The unilateral Laplace transform is restricted to causal time functions, and takes initial conditions into account in a systematic, automatic manner both in the solution of differential equations and in the analysis of systems.
- The bilateral Laplace transform can represent both causal and non-causal time functions. Initial conditions are accounted by including additional inputs.
4/ Approach
Databases of time functions and their Laplace transforms are developed as follows:
- Determine the Laplace transforms of simple time functions directly,
- Use the Laplace transform properties to extend the database of transform pairs.
Notation
We shall use two useful notations — L {x(t)} signifies the Laplace transform of x(t) and a Laplace transform pair is indicated by
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size 12{x \( t \) { dlrarrow } cSup { size 8{L} } X \( s \) } {}
III. LAPLACE TRANSFORM PROPERTIES
A few of the important properties are summarized; a more complete list is appended.
Most proofs of properties are simple as indicated below.
1/ Linearity
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size 12{ ital "ax" rSub { size 8{1} } \( t \) + ital "bx" rSub { size 8{2} } \( t \) { dlrarrow } cSup { size 8{L} } ital "aX" rSub { size 8{1} } \( s \) + ital "bX" rSub { size 8{2} } \( s \) } {}
{}
{}
The proof follows from the definition of the Laplace transform as a definite integral. Let
x(t)= ax1(t)+ bx2(t)x(t)= ax1(t)+ bx2(t) size 12{x \( t \) =" ax" rSub { size 8{1} } \( t \) +" bx" rSub { size 8{2} } \( t \) } {}, and use the analysis formula.
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size 12{X \( s \) = Int rSub { size 8{ - infinity } } rSup { size 8{ infinity } } { \( \( ital "ax" rSub { size 8{1} } \( t \) + ital "bx" rSub { size 8{2} } \( t \) \) e rSup { size 8{ - ital "st"} } ital "dt"} } {}
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