Solving Linear LTI Systems with Laplace — Partial-Fraction Inversion
Transform, solve algebraically, invert by partial fractions
What if solving a differential equation were as simple as solving for x in a polynomial? The Laplace method makes it exactly that.
The Three-Step Laplace Method
In the previous lesson, we saw that the Laplace transform's differentiation property L{dy/dt}=sY(s)−y(0⁻) converts derivatives into algebraic multiplications. This unlocks a powerful three-step recipe for solving linear constant-coefficient ODEs:
Step 1 — Transform: Apply the Laplace transform to both sides of the ODE. Each derivative becomes a multiplication by s (plus initial-condition terms), turning the differential equation into an algebraic equation in s.
Step 2 — Solve: Rearrange algebraically to isolate Y(s). This is just polynomial manipulation — no integration, no guessing homogeneous or particular solutions.
Step 3 — Invert: Decompose Y(s) into a sum of simple terms using partial fractions, then look up each term's inverse from a table of known transform pairs.
Steps 1–2: Transform and Solve
Consider a first-order system: dy/dt+ay(t)=f(t), with initial condition y(0⁻)=y₀. Taking the Laplace transform of both sides gives sY(s)−y(0⁻)+aY(s)=F(s).
Factor out Y(s): Y(s)(s+a)=F(s)+y(0⁻). Solving for Y(s): Y(s)=[F(s)+y(0⁻)]/(s+a).
That's it — the ODE is solved in the s-domain. The denominator (s+a) is the system's characteristic polynomial; its root s=−a is the pole that determines the natural response mode e−at.
Step 3: Partial-Fraction Decomposition
Y(s) is typically a rational function N(s)/D(s). To invert it, we decompose it into a sum of simple fractions — one per pole — each of which matches a known transform pair.
If Y(s)=N(s)/D(s) and D(s) has distinct roots p₁,p₂,...,pₙ, then Y(s)=A₁/(s−p₁)+A₂/(s−p₂)+⋯+Aₙ/(s−pₙ). Each term Aᵢ/(s−pᵢ) inverts to Aᵢ·epᵢt·u(t). The constants A₁,A₂,... are called residues, and there's an elegant trick to find them: the cover-up method.
The Cover-Up Method
To find the residue Aᵢ associated with pole pᵢ, multiply both sides of the partial-fraction equation by (s−pᵢ), which cancels that denominator, then evaluate at s=pᵢ. All other terms vanish, leaving Aᵢ=[(s−pᵢ)·N(s)/D(s)] evaluated at s=pᵢ.
This is the cover-up method: you mentally 'cover up' the factor (s−pᵢ) in D(s) and evaluate the remaining expression at s=pᵢ. It's fast, intuitive, and works for any distinct (non-repeated) pole.
When you decompose Y(s) into partial fractions, you're factoring the system's response into its natural exponential modes. A pole at s=−a produces a term e−atu(t); a pole at s=jω₀ produces a sustained oscillation. The residues tell you how strongly each mode is excited. This is the same pole-zero intuition you'll use throughout signals and systems — and it generalizes directly to the Z-transform for discrete-time systems.
Sanity Check: The Final Value Theorem
Before doing the full inversion, you can quickly check what the steady-state value y(∞) will be — no partial fractions required. The Final Value Theorem from the previous lesson states that y(∞)=lim(s→0)s·Y(s), valid when the ROC of sY(s) includes the origin — practically, when all poles of Y(s) are in the left half-plane (stable system). After you complete the full inversion, verify that lim(t→∞)y(t) matches the FVT prediction. If they disagree, you've made an error somewhere.
The Final Value Theorem is invalid if any pole of Y(s) lies on or to the right of the jω-axis (e.g., a pole at s=0 that isn't cancelled, or a pole with positive real part). In such cases y(t) does not settle to a finite value, and the limit lim(s→0)sY(s) may give a misleading finite number. Always verify stability before trusting the FVT.
- Step 1 — Transform both sides using the differentiation property and L{u(t)} = 1/s: sY(s) − y(0) + 3Y(s) = 1/s. Since y(0) = 0: sY(s) + 3Y(s) = 1/s.
- Step 2 — Factor and solve: Y(s)(s + 3) = 1/s, so Y(s) = 1/[s(s + 3)].
- Step 3 — Partial fractions: 1/[s(s+3)] = A/s + B/(s+3).
- Cover-up for A: multiply by s and evaluate at s = 0 → A = 1/(0+3) = 1/3.
- Cover-up for B: multiply by (s+3) and evaluate at s = −3 → B = 1/(−3) = −1/3.
- So Y(s) = (1/3)/s − (1/3)/(s+3).
- Step 4 — Invert using u(t) ↔ 1/s and e^(−3t)u(t) ↔ 1/(s+3): y(t) = (1/3)u(t) − (1/3)e^(−3t)u(t) = (1/3)(1 − e^(−3t))u(t).
- Sanity check (FVT): lim(s→0) sY(s) = lim(s→0) 1/(s+3) = 1/3, which matches y(∞) = (1/3)(1 − 0) = 1/3.
- Step 1 — Transform: sY(s) + 4Y(s) = 1/s, so Y(s) = 1/[s(s+4)].
- Apply the Final Value Theorem: y(∞) = lim(s→0) s·Y(s) = lim(s→0) s · 1/[s(s+4)].
- Cancel s: y(∞) = lim(s→0) 1/(s+4).
- Evaluate: y(∞) = 1/(0+4) = 1/4 = 0.25.
Check your understanding
- The Laplace method has three steps: transform the ODE into an algebraic equation in s, solve for Y(s), then invert via partial fractions.
- Partial-fraction decomposition expresses Y(s) = N(s)/D(s) as a sum A/(s−p₁) + B/(s−p₂) + ⋯, where p₁, p₂, … are the poles (roots of D(s)).
- The cover-up method finds each coefficient by multiplying by (s−pᵢ) and evaluating at s = pᵢ.
- Each term 1/(s+a) inverts to e^(−at)u(t), so the full solution is a sum of exponential modes.
- The Final Value Theorem provides a quick steady-state check: y(∞) = lim(s→0) sY(s), when valid.