LAPLACE

TRANSFORMS
Chapter 3
Learning Outcomes
Upon the completion of this chapter, students are able
to:
Convert Ordinary Differential Equation (ODE) to
algebraic equations using Laplace Transform
Laplace Transforms (LT)
1. Standard notation in dynamics and control (shorthand
notation)

2. Converts ordinary differential equation to algebraic operations

3. Laplace transforms play a key role in important process

control concepts and techniques.
 Examples:
• Transfer functions
• Frequency response
• Control system design
• Stability analysis
Definitions and Properties of
LT
 Laplace Transform

F(s)  L(f (t))= f (t)e -st dt
0
 Inverse Laplace Transform
f  t   L1  F  s  

 Both L and L-1 are linear operators. Thus,

L  ax  t   by  t    aL  x  t    bL  y  t  
 aX  s   bY  s  (3-3)

Similarly,
L1  aX  s   bY  s    ax  t   b y  t 
LT of Common Functions

a  st   a a
Constant L(a)=  ae dt   e   0     
-st
Function
0
s 0
 s s
 
1  1
Exponential L(e )=  e e dt   e
-bt -bt -st -(b+s)t
dt  
 -e  ( b  s)t

 
Function 0 0
b+s 0 s+b

 df  df -st
L(f )  L     e dt  sL(f)  f(0)  sF(s) - f(0)
Derivative
Function  dt  0 dt
Usually define f(0) = 0 (e.g., the error)

Higher order  dnf  n

Derivative L n   s F(s)  s n 1f(0)  s n  2 f (1) (0)  
Function  dt 
 sf (n  2) (0)  f (n 1) (0)
Step Function

0 for t  0
S (t )  
1 for t  0
1
L  S  t    (3-6)
s

Rectangular Pulse
Function
0 for t  0

f  t   h for 0  t  tw (3-20) h
0 for t  t
 w f  t

h

F  s   1  e t w s
s
 (3-22)
tw
Time, t
Table 3.1 Laplace Transforms for Various Time-Domain Functionsa
The general procedure
for solving ODE using LT
Example 3.1
Solve the ODE,
dy
5  4y  2 y  0  1 (3-26)
dt
First, take L of both sides of (3-26),
2
5  sY  s   1  4Y  s  
s
5s  2
Rearrange, Y  s   (3-34)
s  5s  4 
1  5s  2 
Take L-1, y  t   L  
 s  5 s  4  
From Table 3.1,
y  t   0.5  0.5e 0.8t (3-37)
Partial Fraction Expansion
(PFE)
 Basic idea: Expand a complex expression for Y(s) into simpler
terms, each of which appears in the Laplace Transform table. Then
you can take the L-1 of both sides of the equation to obtain y(t).

1. Unrepeated real factors

N  s N  s
Y  s   (3-46a)
D s n
  s  bi 
i 1

Here D(s) is an n-th order polynomial with the roots all being real
numbers which are distinct so there are no repeated roots.
The PFE is: N  s n
i
Y  s   (3-46b)
i 1 s  bi
n
  s  bi 
i 1
Example 3.2
d3y d2y dy
3
 6 2
 11  6y  4
dt dt dt
y( 0 )= y ( 0 )= y ( 0 )= 0

Step 1 Take L.T. (note zero initial conditions)

4
s 3Y(s)+ 6s 2Y(s)+11sY(s)  6Y (s ) =
s
Rearranging
4
Y(s)=
( s 3  6 s 2  11s  6) s

Step 2a. Factor denominator of Y(s)

s(s 3+6s 2+11s+6 )=s(s+1 )(s+2 )(s+3 )
Step 2b. Use partial fraction decomposition
4 α1 α2 α3 α4
   
s(s +1 )(s + 2 )(s + 3 ) s s  1 s  2 s  3

Multiply by s, set s = 0
4  α2 α3 α4 
 α1  s    
(s +1 )(s + 2 )(s + 3 ) s 0  s  1 s  2 s  3  s 0
4 2
 α1 
1 2  3 3

For 2, multiply by (s+1), set s=-1 (same procedure for 3, 4)
2
α2  2 , α3  2 , α4  
3
 Step 3. Take inverse of L.T.

2 2 2 2/3
(Y(s)=  +  )
3s s 1 s  2 s3
2 t 2 t 2 3t
y(t)=  2e  2e  e
3 3
2
t  y(t)  t  0 y (0)  0.
3

2. Repeated factors (see page 61&62)

3. Unreal factors (see page 63-65)
Important Properties of LT
A. Final value theorem
y()= lim sY(s)
s 0

Example:
5s  2
Y  s  (3-34)
s  5s  4 
 5s  2 
y     lim y  t   lim    0.5
t  s 0  5s  4 

B. Time-shift theorem
y  t  θ θ  time delay
L  y  t  θ    eθsY  s 
C. Initial value theorem
lim y(t)= lim sY(s)
t 0 s 

Example:
4 s+2
For Y(s)=
s(s+1 )(s+2 )(s+3 )
y( 0 )=0 by initial value theorem
1
y()= by final value theorem
3
 Transfer Functions
Transfer Functions
•The transfer function (TF) of a system is defined as the
Laplace transform of the output variables ,Y(t), divided
by Laplace transform of the input variable ,X(t), with all
initial conditions equal to zero.
•Transfer function can be derived only for linear
differential equation model .
x t y t
 system 
X  s Y  s

Y (s)
TransferFu nction  G ( s ) 
X ( s)
17
Chapter 4

Development of Transfer
Functions
 Development of Transfer Functions
Example: Stirred Tank Heating System

Figure 2.3 Stirred-tank heating process with constant

holdup, V. 19
Recall the previous dynamic model, assuming constant
liquid holdup and flow rates:
dT
V C  wC  Ti  T   Q (1)
dt
Suppose the process is initially at steady state:

T  0   T , Ti  0   Ti , Q  0   Q  2
where T  steady-state value of T, etc. For steady-state
conditions:
0  wC  Ti  T   Q (3)

Subtract (3) from (1):

dT
V C  wC  Ti  Ti    T  T     Q  Q  (4)
dt 20
But,
dT d  T  T 
 because T is a constant (5)
dt dt

Thus we can substitute into (4-2) to get,

dT 
V C  wC  Ti  T    Q (6)
dt
where we have introduced the following “deviation
variables”, also called “perturbation variables”:

T   T  T , Ti  Ti  Ti , Q  Q  Q (7)

Take L of (6):

V  C  sT   s   T   t  0    wC Ti s   T   s    Q  s  (8)
21
Evaluate T   t  0  .

By definition,T   T  T . Thus at time, t = 0,

T   0  T  0  T (9)

But since our assumed initial condition was that the

process was initially at steady state, i.e., T  0   T it
follows from (9) that T   0   0.
Note: The advantage of using deviation variables is that
the initial condition term becomes zero. This simplifies
the later analysis.

Rearrange (8) to solve for T   s  :

 K   1 
T  s     Q  s     Ti s  (10)
  s 1    s 1 
22
where two new symbols are defined:
1 V
K and    11
wC w

Transfer Function Between Q and T 

Suppose Ti is constant at the steady-state value. Then,
Ti  t   Ti  Ti t   0  Ti s   0. Then we can substitute into
(10) and rearrange to get the desired TF:

T  s  K
 (12)
Q  s   s  1

23
Transfer Function Between T  and Ti :
Suppose that Q is constant at its steady-state value:

Q  t   Q  Q   t   0  Q  s   0

Thus, rearranging

T  s 1
 (13)
Ti s   s  1

24
Properties of Transfer Function
Models
1. Steady-State Gain
The steady-state of a TF can be used to calculate the
steady-state change in an output due to a steady-state
change in the input. For example, suppose we know two
steady states for an input, u, and an output, y. Then we
can calculate the steady-state gain, K, from:

y2  y1
K (4-38)
u2  u1

For a linear system, K is a constant. But for a nonlinear

system, K will depend on the operating condition  u , y  .
25
Calculation of K from the TF Model:
If a TF model has a steady-state gain, then:

K  lim G  s  (14)
s 0

• This important result is a consequence of the Final

Value Theorem

• Note: Some TF models do not have a steady-state gain

(e.g., integrating process in Ch. 5)

26
2. Order of a TF Model
Consider a general n-th order, linear ODE:
dny dy n1 dy d mu
an  an 1   a1  a0 y  bm m 
dt n
dt n 1 dt dt
d m1u du
bm1 m1
   b1  b0u (4-39)
dt dt

Take L, assuming the initial conditions are all zero.

Rearranging gives the TF:
m

Y  s
i
b s i

G  s   i 0
(4-40)
U  s n
i
a s i

i 0
27
 3. Two IMPORTANT properties (L.T.)

A. Multiplicative Rule
Chapter 4

B. Additive Rule
Chapter 4 Example(4.4): Surge tank in series
Chapter 4
 Linearization of Nonlinear Models

• So far, we have emphasized linear models which can be

transformed into TF models.
• But most physical processes and physical models are nonlinear.
Chapter 4

- But over a small range of operating conditions, the behavior

may be approximately linear.
- Conclude: Linear approximations can be useful, especially
for purpose of analysis.
• Approximate linear models can be obtained analytically by a
method called “linearization”. It is based on a Taylor Series
Expansion of a nonlinear function about a specified operating
point.
 • Consider a nonlinear, dynamic model relating two process variables, u and y:

dy
 f  y, u  (4-60)
dt

Perform a Taylor Series Expansion about u u and yy and truncate after the
Chapter 4

first order terms,

f f
f  u, y   f  u , y   u  y (4-61)
u y y y

where u   u  u and y   y  . y .Note that the partial derivative terms are

actually constants because they have been evaluated at the nominal operating point,
 u , y  .Substitute (4-61) into (4-60) gives:
dy f f
 f  u, y  u  y
dt u y y y
 The steady-state version of (4-60) is:

0  f  u, y
Substitute into (7) and recall that dy dy
 ,
dt dt
dy f f
 u  y
Chapter 4

(4-62)
dt u y y y
Linearized model
 Summary:
In order to linearize a nonlinear, dynamic model:

1. Perform a Taylor Series Expansion of each nonlinear term and truncate after the
first-order terms.
2. Subtract the steady-state version of the equation.
Chapter 4

3. Introduce deviation variables.

 Example: Liquid Storage System (nonlinear)
More realistically, if q0 is manipulated by a flow
control valve,

q0  C v h
nonlinear element
Chapter 4

dh
Mass balance: A  qi  q (1)
Valve relation:
dt
q  Cv h (2)
A = area, Cv = constant
 Combine (1) and (2),

dh
A  qi  Cv h (3)
dt
Linearize term,
Chapter 4

1
h h hh (4)
2 h
Or

1
h  h  h (5)
R
where:

R 2 h
h  h  h
 Substitute linearized expression (5) into (3):

dh  1 
A  qi  Cv  h  h  (6)
dt  R 
The steady-state version of (3) is:
Chapter 4

0  qi  Cv h (7)

Subtract (7) from (6) and let qi  qi , qi noting that dh dh gives the
linearized model:

dt dt

dh 1
A  qi  h (8)
dt R
Chapter 4