Applications of Laplace and Z Transforms | 拉普拉斯变换与Z变换的应用

📚 Applications of Laplace and Z Transforms | 拉普拉斯变换与Z变换的应用

Transforms are mathematical lenses that replace calculus with algebra. The Laplace transform turns differential equations into algebraic equations, while the Z-transform performs the same service for difference equations. For IB Further Mathematics HL students, these tools are essential for solving engineering, physics, and signal-processing problems.

变换是一种数学视角,用代数替代微积分。拉普拉斯变换将微分方程转化为代数方程;Z变换则对差分方程做类似的处理。对IB Further Mathematics HL学生来说,掌握这些工具是解决工程、物理和信号处理问题的核心能力。


1. Why Transforms Matter | 变换的意义

Differential and difference equations appear whenever we model changing systems, from radioactive decay to electronic circuits. Solving them directly requires integration techniques, trial functions, and careful handling of initial conditions. Transforms simplify this by converting the problem into an algebraic one, where we can multiply, divide, and factor.

微分方程和差分方程出现在各类变化系统中,从放射性衰变到电子电路。直接求解需要积分技巧、试探函数以及对初始条件的细致处理。变换将问题转化为代数问题,使我们能够用乘法、除法和因式分解来简化处理。

The Laplace transform works with continuous-time functions f(t); the Z-transform works with discrete-time sequences x[n]. Together they provide a complete toolkit for both analogue and digital systems.

拉普拉斯变换处理连续时间函数 f(t);Z变换处理离散时间序列 x[n]。两者共同构成模拟与数字系统的完整工具集。


2. The Laplace Transform: Definition and Key Properties | 拉普拉斯变换:定义与关键性质

For a continuous function f(t) defined for t ≥ 0, the one-sided Laplace transform is defined as

对于定义在 t ≥ 0 上的连续函数 f(t),单边拉普拉斯变换定义为

F(s) = ∫₀^∞ f(t)e−st dt

The variable s is complex, usually written s = σ + jω. The integral converges for Re(s) greater than some constant, known as the region of convergence.

变量 s 为复数,通常写成 s = σ + jω。积分在 Re(s) 大于某个常数时收敛,该范围称为收敛域。

Three properties are especially important. First, linearity: ℒ{af(t) + bg(t)} = aF(s) + bG(s). Second, the first derivative rule:

有三个性质尤为重要。第一是线性:ℒ{af(t) + bg(t)} = aF(s) + bG(s)。第二是一阶导数法则:

ℒ{f′(t)} = sF(s) − f(0)

Third, the second derivative rule:

第三是二阶导数法则:

ℒ{f″(t)} = s²F(s) − sf(0) − f′(0)

These rules allow us to insert initial conditions directly into the algebraic equation.

这些法则让我们能够直接将初始条件代入代数方程。


3. Common Laplace Transform Pairs | 常见拉普拉斯变换对

The following table lists pairs that appear frequently in IB and university courses. You should know them without hesitation.

下表列出了IB和大学课程中频繁出现的变换对,必须熟练掌握。

f(t) F(s) = ℒ{f(t)}
δ(t) 1
1 1/s
t 1/s²
tⁿ n! / sn+1
eat 1/(s − a)
sin(ωt) ω/(s² + ω²)
cos(ωt) s/(s² + ω²)
t eat 1/(s − a)²

Notice the pattern: polynomials become powers of s, exponentials create shifts in the denominator, and sine/cosine produce quadratic denominators.

注意规律:多项式变為s的幂,指数函数在分母中产生平移,正弦和余弦则产生二次分母。


4. Solving Linear ODEs with Laplace Transforms | 用拉普拉斯求解线性常微分方程

Consider the second-order initial value problem

考察下列二阶初值问题

y″ − 3y′ + 2y = 0, y(0) = 1, y′(0) = 0

Take the Laplace transform of both sides. Using the derivative rules,

对方程两边取拉普拉斯变换。利用导数法则,得到

s²Y − s − 3(sY − 1) + 2Y = 0

Simplify and solve for Y(s):

化简并解出 Y(s):

Y(s) = (s − 3) / ((s − 1)(s − 2))

Decompose into partial fractions:

分解为部分分式:

Y(s) = 2/(s − 1) − 1/(s − 2)

Using the standard pair ℒ{eat} = 1/(s − a), we invert to obtain

利用标准变换对 ℒ{eat} = 1/(s − a),取逆变换得

y(t) = 2et − e2t

Check: y(0) = 2 − 1 = 1 and y′(0) = 2 − 2 = 0, so the initial conditions are satisfied.

检验:y(0) = 2 − 1 = 1,y′(0) = 2 − 2 = 0,因此满足初始条件。


5. Application: RLC Circuits | 应用:RLC电路

The current i(t) in a series RLC circuit satisfies the integro-differential equation

串联RLC电路中的电流 i(t) 满足如下积分微分方程

L(di/dt) + Ri + (1/C)∫₀ᵗ i(τ)dτ = v(t)

Taking the Laplace transform with zero initial conditions gives an algebraic equation:

在零初始条件下取拉普拉斯变换,得到代数方程:

(Ls + R + 1/(Cs))I(s) = V(s)

The quantity Z(s) = Ls + R + 1/(Cs) is called the transformed impedance. It treats each circuit component as an algebraic element: L becomes Ls, R stays R, and C becomes 1/(Cs). This is the foundation of circuit analysis with transfer functions.

量 Z(s) = Ls + R + 1/(Cs) 称为变换阻抗。它把每个电路元件视为代数元素:L变为Ls,R保持不变,C变为1/(Cs)。这是用传递函数进行电路分析的基础。


6. Application: Control Systems and Transfer Functions | 应用:控制系统与传递函数

In a linear control system, the ratio of the output transform to the input transform is the transfer function

在线性控制系统中,输出变换与输入变换之比称为传递函数

H(s) = Y(s)/X(s)

For example, a simple feedback system might have H(s) = G(s)/(1 + G(s)K(s)), where G is the plant and K is the controller.

例如,简单反馈系统可能具有 H(s) = G(s)/(1 + G(s)K(s)),其中 G 是被控对象,K 是控制器。

The poles of H(s) determine stability. In the s-plane, a stable system requires all poles to lie in the left half-plane, Re(s) < 0. A pole on the imaginary axis gives sustained oscillation, and a pole in the right half-plane gives unstable growth.

H(s) 的极点决定稳定性。在s平面中,稳定系统要求所有极点位于左半平面,即 Re(s) < 0。虚轴上的极点产生持续振荡,右半平面上的极点则导致不稳定增长。

Laplace methods allow engineers to predict transient response, steady-state error, and frequency response without solving the full differential equation.

拉普拉斯方法使工程师能够预测瞬态响应、稳态误差和频率响应,而无需求解完整的微分方程。


7. The Z-Transform: Definition and Properties | Z变换:定义与性质

For a sequence x[n], defined for n = 0, 1, 2, …, the one-sided Z-transform is

对于定义在 n = 0, 1, 2, … 的序列 x[n],单边Z变换为

X(z) = Σₙ₌₀^∞ x[n]z−n

The variable z is complex. The transform converges for |z| outside some circle in the complex plane.

变量 z 是复数。变换在复平面中某个圆外部的 |z| 区域内收敛。

The two most useful properties are linearity and time-shifting. For causal sequences with zero initial conditions:

最常用的两个性质是线性和时移性质。对于具有零初始条件的因果序列:

Z{x[n−k]} = z−kX(z)

This property converts difference equations into algebraic equations, just as the derivative rule did for differential equations.

这个性质将差分方程转化为代数方程,正如导数法则对微分方程所做的那样。


8. Z-Transform Pairs and Solving Difference Equations | Z变换对与差分方程求解

Key transform pairs for discrete-time analysis include

离散时间分析的关键变换对包括

x[n] X(z)
δ[n] 1
u[n] z/(z − 1)
aⁿ z/(z − a)
n aⁿ az/(z − a)²

Now solve the recurrence

现在求解递推方程

y[n+2] − 3y[n+1] + 2y[n] = 0, y[0] = 1, y[1] = 3

Use the positive-shift formulas with initial values:

利用带初始值的正时移公式:

Z{y[n+1]} = zY(z) − zy[0], Z{y[n+2]} = z²Y(z) − z²y[0] − zy[1]

Substitute and solve:

代入并求解:

Y(z) = z² / (z² − 3z + 2) = z² / ((z − 1)(z − 2))

Partial fractions on Y(z)/z give

对 Y(z)/z 作部分分式:

Y(z)/z = −1/(z − 1) + 2/(z − 2)

Multiplying by z and inverting using the pair aⁿ ↔ z/(z − a),

乘以z并利用变换对 aⁿ ↔ z/(z − a) 求逆,得

y[n] = −1 + 2·2ⁿ = 2n+1 − 1

This matches y[0] = 1 and y[1] = 3.

这与 y[0] = 1、y[1] = 3 吻合。


9. Application: Digital Signal Processing | 应用:数字信号处理

In digital filtering, an input sequence x[n] is passed through a filter to produce output y[n]. A linear time-invariant filter can be represented by its transfer function

在数字滤波中,输入序列 x[n] 通过滤波器产生输出 y[n]。线性时不变滤波器可用其传递函数表示

H(z) = Y(z)/X(z)

For example, a simple first-order IIR filter y[n] = x[n] + a y[n−1] has

例如,简单的一阶IIR滤波器 y[n] = x[n] + a y[n−1] 的传递函数为

H(z) = z/(z − a)

The system is stable when the pole z = a lies inside the unit circle, |a| < 1. This is the discrete analogue of requiring poles in the left half-plane for Laplace systems.

当极点 z = a 位于单位圆内,即 |a| < 1 时,系统稳定。这正是拉普拉斯系统要求极点在左半平面的离散模拟。

Convolution in the time domain becomes multiplication in the z-domain, which makes filter design and cascade analysis much simpler.

时域卷积在z域中变成乘法,使滤波器设计和级联分析大大简化。


10. Linking Laplace and Z-Transforms | 拉普拉斯变换与Z变换的联系

If we sample a continuous signal f(t) every T seconds and write x[n] = f(nT), then the Z-transform and Laplace transform are connected by the mapping

若每T秒对连续信号 f(t) 采样,并记 x[n] = f(nT),则Z变换与拉普拉斯变换通过映射相连

z = esT

This maps vertical lines in the s-plane to circles in the z-plane. The imaginary axis s = jω maps to the unit circle |z| = 1. The left half-plane maps to the inside of the unit circle, confirming the stability criterion. This relationship is central to the design of digital control systems from continuous prototypes.

该映射将s平面中的竖直线映射为z平面中的圆。虚轴 s = jω 映射为单位圆 |z| = 1。左半平面映射为单位圆内部,这验证了稳定性判据。这一关系是从连续原型设计数字控制系统的核心。


11. Exam Tips and Common Pitfalls | 考试技巧与常见误区

  • Memorise the key transform pairs before the exam; you will not have time to derive them.
  • Write down initial conditions explicitly before applying derivative or shift rules.
  • Always check partial fractions by recombining the denominators.
  • When inverting, remember to divide factors like z correctly before using standard pairs.
  • For stability problems, state the pole locations and the corresponding region.
  • Do not confuse ∫₀^∞ with the two-sided Laplace transform; IB uses the one-sided form in most contexts.
  • Use correct notation: F(s) for Laplace, X(z) for Z. Mixing them loses marks.

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