For LTI systems, the general input/output behavior can be characterized using complex exponentials.

Complex Exponentials in LTI Systems

  • Drive an LTI system with a complex exponential:
    • 𝑢=𝑒𝑠𝑡→𝐺(𝑠)→𝑦=𝐺(𝑠)𝑒𝑠𝑡
    • The output is the same complex exponential, scaled by a complex number 𝐺(𝑠)
  • Transfer function: 𝐺(𝑠)=?
    • i.e. how do we find 𝐺(𝑠), and how do we use it for inputs that aren’t complex exponentials?

Laplace’s Idea

  • Write any input as a weighted sum of complex exponentials at different (complex) frequencies:
    • Transform:
      • 𝑈(𝑠)=∫∞0−𝑢(𝑡)𝑒−𝑠𝑡d𝑡,𝑈(𝑠)=ℒ︀{𝑢(𝑡)}
    • Inverse transform:
      • 𝑢(𝑡)=12𝜋𝑗∫𝜎+𝑗∞𝜎−𝑗∞𝑈(𝑠)𝑒𝑠𝑡d𝑠,𝑢(𝑡)=ℒ︀−1{𝑈(𝑠)}
    • This is a weighted sum of complex exponentials 𝑒𝑠𝑡, with weights 𝑈(𝑠)
  • Since each 𝑒𝑠𝑡 just gets scaled by 𝐺(𝑠), by linearity:
    • 𝑦(𝑡)=12𝜋𝑗∫𝜎+𝑗∞𝜎−𝑗∞𝐺(𝑠)𝑈(𝑠)𝑒𝑠𝑡d𝑠,where𝑌(𝑠)=𝐺(𝑠)𝑈(𝑠)
  • As such:

Transfer Function Response

  • 𝑦(𝑡)=ℒ︀−1{𝐺(𝑠)𝑈(𝑠)}

Corrected from the notes

  • The quick notes wrote the inverse transform as ∫𝑈(𝑠)𝑒𝑠𝑡d𝑡; the inverse Laplace transform integrates over 𝑠 (along a vertical line in the complex plane) with the 12𝜋𝑗 factor, as written above

Laplace Does Not Work for LTV Systems

  • Importantly:
    • The simplicity of Laplace is enabled by the special role of complex exponentials in LTI systems
    • Laplace does not work for LTV systems:
      • ℒ︀{𝑐𝑓(𝑡)}=𝑐𝐹(𝑠),butℒ︀{𝑐(𝑡)𝑓(𝑡)}≠𝐶(𝑠)𝐹(𝑠)

WARNING