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Laplace Transform

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Let f:R+Rf:\mathbb{R}_{+}\to \mathbb{R}, where f(t)Keαt\mid f(t)\mid\leq Ke^{\alpha t}for some αR,KR\alpha \in\mathbb{R},K\in\mathbb{R}. We define the Laplace Transform of ff as L(f)=0f(t)estdt\mathscr{L}(f)=\int\limits _{0}^{\infty}f(t)e^{-st} \, dt where sCs \in \mathbb{C} is s.t. Re(s)>α\mathrm{Re}(s)>\alpha.

Given some ff that follows the setup defined in Laplace Transform we have that L(f˙)=sL(f)f(0)\mathscr{L}(\dot{f})=s\mathscr{L}(f)-f(0)

Let AMn(R)A\in M_{n}(\mathbb{R}) and suppose for some sCs\in\mathbb{C} we have Re(s)>maxiRe(λi)\mathrm{Re}(s)>\max_{i}\mathrm{Re}(\lambda_{i}) where λi\lambda_{i} is the iith eigenvalue of AA. Then we have that the Laplace Transform of the matrix exponential of AA is as follows: L(eAt)=(sIA)1\mathscr{L}(e^{At})=(sI-A)^{-1}

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