MATH319 Slides

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

The Laplace transform of

dXdt=AX+BU
Y=CX+DU

is

sX^(s)-X(0)=AX^(s)+BU^(s)
Y^(s)=CX^(s)+DU^(s).

Hence when s is not an eigenvalue of A,

X^(s)=(sI-A)-1BU^(s)+(sI-A)-1X(0)
Y^(s)=C(sI-A)-1BU^(s)+DU^(s)+C(sI-A)-1X(0).

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