MATH319 Slides

94 Laplace transform of (A,B,C,D)

The Laplace transform of

d⁢Xd⁢t=A⁢X+B⁢U
Y=C⁢X+D⁢U

is

s⁢X^⁢(s)-X⁢(0)=A⁢X^⁢(s)+B⁢U^⁢(s)
Y^⁢(s)=C⁢X^⁢(s)+D⁢U^⁢(s).

Hence when s is not an eigenvalue of A,

X^⁢(s)=(s⁢I-A)-1⁢B⁢U^⁢(s)+(s⁢I-A)-1⁢X⁢(0)
Y^⁢(s)=C⁢(s⁢I-A)-1⁢B⁢U^⁢(s)+D⁢U^⁢(s)+C⁢(s⁢I-A)-1⁢X⁢(0).

When X⁢(0)=0 we get Y^⁢(s)=T⁢(s)⁢U^⁢(s).