307A-LaplaceTransformTechniques

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    EGGN 307Introduction to Feedback Control Systems

    Laplace Transform Techniques

    (Lectures 8-12)

    Professor Kevin L. Moore

    Spring 2010

    http://engineering.mines.edu/course/eggn307a

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    3.0 Laplace Transform Modeling

    3.1 Review of Complex Numbers

    3.2 Laplace Transforms

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    Laplace Transform Motivation

    Differential equations model dynamic systems

    Control system design requires simple methods forsolving these equations!

    Laplace Transforms allow us to systematically solve linear time invariant (LTI) differential

    equations for arbitrary inputs.

    easily combine coupled differential equations into oneequation.

    use with block diagrams to find representations for systemsthat are made up of smaller subsystems.

    uxbxm !

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    The Laplace Transform Definition

    Laplace Transform exists if integral converges for any

    value ofs Region of convergence is not as important for inverting one-

    sided transforms

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    Laplace Transform Example (1)

    Example:

    Show that

    Notation for unit step

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    Laplace Transform Example (2)

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    Laplace Transform of a Unit Step

    Find the Laplace Transform for the following function

    gee

    !otherwise0

    01)(

    ttus

    ? A

    s

    s

    es

    dtesFstst

    1

    101

    11)(

    00

    !

    !

    !!

    g

    g

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    Exercise

    Find the Laplace Transform for the following function

    ee

    !otherwise0

    103)(

    ttf

    ? A? A

    tttF

    !

    !

    !!

    13

    13

    33)(

    1

    0

    1

    0

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    The Laplace Transform Definition (Review)

    Recall:

    The easiest way to use the Laplace Transform is by

    creating a table of Laplace Transform pairs. We can

    use several Laplace Transform properties to build the

    table.

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    The function with the simplest Laplace Transform (1)

    A special input (class) has a very simple LaplaceTransform

    The impulse function:

    Has unit energy

    Is zero except at t=0

    Think of pulse in the limit

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    The function with the simplest Laplace Transform (2)

    1t

    sFtf

    H

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    LT Properties: Scaling and Linearity

    Proof: Both properties inherited from linearity ofintegration and the Laplace Transform definition

    sFsFtftf

    saFtaf

    sFtf

    2121

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    Example 1

    Find the following Laplace Transforms

    Hint: Use Eulers Formula

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    Example 1 (2)

    tjtj eejt[[[

    ! 2

    1sin

    ? A

    22

    11

    2

    1sin

    [

    [

    [[[

    !

    !

    s

    jsjsjtL

    tjtj

    eet[[

    [

    ! 2

    1

    cos

    ? A

    22

    11

    2

    1cos

    [

    [[[

    !

    !

    s

    s

    jsjstL

    22

    22

    cos

    sin

    [[

    [

    [[

    s

    st

    st

    sFtf

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    Example 2

    Find the following Laplace Transforms

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    Example 2 (2)

    ? A

    22

    22

    )(

    cos

    [

    [[

    !

    !

    !

    as

    as

    s

    ste

    ass

    atL ? A

    22

    22

    )(

    sin

    [

    [

    [

    [[

    !

    !

    !

    as

    ste

    ass

    atL

    22

    22

    cos

    sin

    [[

    [[[

    as

    aste

    aste

    stf

    at

    at

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    LT Properties: Integration & Differentiation

    Proof of Differentiation Theorem: Integration by parts

    ! vduuvudv

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    LT Properties: Integration & Differentiation (2)

    gg

    01

    0

    XXXX dfss

    sFdf

    fssFtfdt

    d

    sFtf

    t

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    Example 3

    Find Laplace Transform for

    What is the Laplace Transform of

    Derivative of a step?

    Derivative of sine?

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    Example 3 (2)

    ? A ? A 2111)( ssstdtut !!! LL

    1)0(1)(

    !!

    -

    u

    ss

    dt

    tduL Impulse!

    10

    11)sin(

    22 !

    !

    -

    ss

    ss

    dttdL Cosine!

    ? A 22

    11

    asste

    ass

    at

    !!

    !

    L

    1

    sin

    1

    1

    1

    2

    2

    2

    s

    st

    dt

    d

    tudt

    d

    aste

    st

    stf

    at

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    Exercise

    What is the Laplace Transform of

    tdt

    dcos

    1

    1

    1

    1

    11

    1

    )cos(22

    2

    2

    2

    2

    !

    !

    !

    -

    ss

    s

    s

    s

    s

    ss

    dt

    tdL -Sine!

    1

    1cos

    2 s

    tdt

    d

    stf

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    Initial Value Theorem

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    3.0 Laplace Transform Modeling

    3.1 Review of Complex Numbers

    3.2 Laplace Transforms

    3.3 Inverse Laplace and LODE Solutions

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    Inverse Laplace Transform

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    Partial Fraction Idea -1

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    Partial Fraction Idea -2

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    Partial Fraction Idea -3

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    The differentiation theorem

    Higher order derivatives

    Recall: Laplace differentiation theorem (1)

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    Differentiation Theorem (revisited)

    Differentiation Theorem when initial conditions are

    zero

    m 0001

    121 fdtdf

    dtdsfssFstf

    dtd

    n

    n

    nnn

    n

    n

    -

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    Solving differential equations: a simple example (1)

    Consider

    0,1 u! tdt

    dx

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    Solving differential equations: a simple example (2)

    Solution Summary

    Use differentiation theorem to take Laplace Transform of

    differential equation

    Solve for the unknown Laplace Transform Function

    Find the inverse Laplace Transform

    0,0 u! txttx

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    Example 1

    Find the Laplace Transform for the solution to

    ? A 120300

    00...0

    2

    121

    !

    !

    sXxssXxsxsXs

    fsffssFstfdt

    d

    L

    nnnn

    n

    n

    Notation:

    30,100,123 !!u! xxtxxx

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    - Partial Fraction Expansions

    In general, LODEs can be transformed into a function that isexpressed as a ratio of polynomials

    In a partial fraction expansion we try to break it into its parts, so

    we can use a table to go back to the time domain:

    Three ways of finding coefficients

    Put partial fraction expansion over common denominator

    and equate coefficients of s (Example 1)

    Residue formula

    Equate both sides for several values of s (not covered)

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    - Partial Fraction Expansions

    Have to consider that in general we can encounter:

    Real, distinct roots

    Real repeated roots

    Complex conjugate pair roots (2nd order terms)

    Repeated complex conjugate roots

    222

    2

    222

    11 ))(()()()(

    )()(

    bas

    GFsEs

    bas

    DCs

    ps

    B

    ps

    AK

    sD

    sNsX

    !!

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    Example 1, Part 2

    Given X(s), find x(t).

    This Laplace Transform function is not immediatelyfamiliar, but it is made up of parts that are.

    Factor denominator, then use partial fraction

    expansion:

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    Final Step

    Example 1 completed:

    Since

    By inspection,

    E

    E

    mu

    ste t 0,

    0,2

    52

    2

    1 2 u! teetx tt

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    Residue Formula (1)

    The residue formula allows us to find one coefficientat a time by multiplying both sides of the equation by

    the appropriate factor.

    Returning to Example 1:

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    Residue Formula (2)

    For Laplace Transform with non-repeating roots,

    The general residue formula is:

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    Example 2

    Find the solution to the following differential equation:

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    Example 2 (2)

    )2(

    1

    )1(

    2)(

    !

    sssX

    0,2)( 2 u! teetx tt

    0)(21)(3)(

    0)(20)(300)(

    2

    2

    !

    !

    sXssXssXs

    sXxssXxsxsXs

    3)()23( 2 ! ssXss

    )2()1()2)(1(3)(

    !! s

    BsA

    ssssX

    221

    311

    1!

    !!

    !ssXsA 1

    12

    322

    2!

    !!

    !ssXsB

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    Inverse Laplace Transform with Repeated Roots

    We have discussed taking the inverse Laplacetransform of functions with non-repeated, real roots

    using partial fraction expansion.

    Now we will consider partial fraction expansion rules

    for functions with repeated (real) roots:

    # of constants = order of repeated roots

    Example:

    23223

    4

    )3()3(3)3(

    )1(

    sssssss

    s

    !

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    Example with repeated roots (2)

    Terms with repeated roots:

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    Example with repeated roots (3)

    C = 1B = 2

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    Exercise 1

    Find the solution to the following differential equation0)0(1)0(044 !!! xxxxx

    ? A

    ? A

    tt

    ss

    teetx

    Ass

    sA

    s

    s

    sssB

    s

    B

    s

    A

    s

    ss

    ssss

    ssssss

    sxssxsxss

    22

    22

    22

    2

    22

    2

    2

    2

    2

    1:2

    22

    2

    4

    242

    222

    4

    444

    04440

    040400

    !!

    !

    !

    !

    !!!

    !

    !

    !

    !

    !

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    Above

    3.3 Inverse Laplace and LODE solutions

    - Partial fraction expansions

    - LODE solution examples

    * Real roots

    * Real, repeated roots

    Next:* Complex roots

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    NOTE:

    A complex conjugate pair is actually two distinct,simple first order poles, so can find residues and

    combine in the usual way:

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    Inverse Laplace Transform with Complex Roots

    To simplify your algebra, dont use first-orderdenominators such as

    Instead, rename variables

    So that

    21 KKB ! 21 11 KjKjC !

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    More Laplace transform pairs (complex roots):

    Also, see the table in your textbook and most other

    control systems textbooks.

    Laplace Transform Pairs for Complex Roots

    22

    22

    )()sin(

    )()cos(

    )()(

    [W

    [[

    [W

    W

    [

    W

    W

    ste

    s

    s

    te

    stf

    t

    t

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    Return to example from above:

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    E l i h l

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    Example with complex roots

    Example: findx

    (t)

    Laplace Transform

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    E l ith l t (3)

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    Example with complex roots (3)

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    E l ith l t (5)

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    Example with complex roots (5)

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    E i 2

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    Exercise 2

    Find solution to the following differential equation

    0)0(1)0(084 !!! xxxxx

    ? A

    tttx

    xxx

    tt2si2cos

    22

    2

    22

    2

    42

    4

    84

    4

    0844

    080400

    22

    2222

    2

    2

    2

    2

    !

    !

    !

    !

    !

    !