变换定义
f
(
x
)
f\left( x \right)
f(x)在
t
≥
0
t\ge 0
t≥0有定义，且积分
∫
0
+
∞
f
(
t
)
e
−
s
t
d
t
(
s
为复数
)
\int_0^{+\infty}{f\left( t \right) e^{-st}}dt\ \ \left( s\text{为复数} \right)
∫0+∞f(t)e−stdt (s为复数)
在s的某一区域内收敛，则称
F
(
s
)
=
∫
0
+
∞
f
(
t
)
e
−
s
t
d
t
F\left( s \right) =\int_0^{+\infty}{f\left( t \right) e^{-st}}dt
F(s)=∫0+∞f(t)e−stdt
为
f
(
t
)
f\left( t \right)
f(t)的Laplace变换式，记为
F
(
s
)
=
L
[
f
(
t
)
]
F\left( s \right) =\mathscr{L}\left[ f\left( t \right) \right]
F(s)=L[f(t)]
周期函数的Laplace变换
对于一个以
T
T
T为周期的函数
f
(
t
)
f\left( t \right)
f(t) ，当
f
(
t
)
f\left( t \right)
f(t)在一个周期上分段连续时，有
L
[
f
(
t
)
]
=
1
1
−
e
−
s
T
∫
0
T
f
(
t
)
e
−
s
t
d
t
其中Re
s
(
s
)
>
0
\mathscr{L}\left[ f\left( t \right) \right] =\frac{1}{1-e^{-sT}}\int_0^T{f\left( t \right) e^{-st}}dt\ \ \ \ \ \ \text{其中Re}s\left( s \right) >0
L[f(t)]=1−e−sT1∫0Tf(t)e−stdt 其中Res(s)>0
Laplace变换性质
1.线性性质 L [ α f 1 ( t ) + β f 2 ( t ) ] = α L [ f 1 ( t ) ] + β L [ f 2 ( t ) ] \mathscr{L}\left[ \alpha f_1\left( t \right) +\beta f_2\left( t \right) \right] =\alpha \mathscr{L}\left[ f_1\left( t \right) \right] +\beta \mathscr{L}\left[ f_2\left( t \right) \right] L[αf1(t)+βf2(t)]=αL[f1(t)]+βL[f2(t)]
2.微分性质
（1）象原函数的微分性质
设
L
[
f
(
t
)
]
=
F
(
s
)
\mathscr{L}\left[ f\left( t \right) \right] =F\left( s \right)
L[f(t)]=F(s)
L
[
f
(
n
)
(
t
)
]
=
s
n
F
(
s
)
−
∑
i
=
0
n
−
1
s
n
−
1
−
i
f
(
i
)
(
0
)
Re
s
(
s
)
>
c
\mathscr{L}\left[ f^{\left( n \right)}\left( t \right) \right] =s^nF\left( s \right) -\sum_{i=0}^{n-1}{s^{n-1-i}f^{\left( i \right)}\left( 0 \right)}\ \ \ \text{Re}s\left( s \right) >c
L[f(n)(t)]=snF(s)−i=0∑n−1sn−1−if(i)(0) Res(s)>c
（2）象函数的微分性质
设
L
[
f
(
t
)
]
=
F
(
s
)
\mathscr{L}\left[ f\left( t \right) \right] =F\left( s \right)
L[f(t)]=F(s)
F
(
n
)
(
s
)
=
(
−
1
)
n
L
[
t
n
f
(
t
)
]
Re
s
(
s
)
>
c
F^{\left( n \right)}\left( s \right) =\left( -1 \right) ^n\mathscr{L}\left[ t^nf\left( t \right) \right] \ \ \ \ \text{Re}s\left( s \right) >c
F(n)(s)=(−1)nL[tnf(t)] Res(s)>c
3.积分性质
（1）象原函数的积分性质
设
L
[
f
(
t
)
]
=
F
(
s
)
\mathscr{L}\left[ f\left( t \right) \right] =F\left( s \right)
L[f(t)]=F(s)
L
[
∫
0
t
f
(
t
)
d
t
]
=
1
s
F
(
s
)
\mathscr{L}\left[ \int_0^t{f\left( t \right)}dt \right] =\frac{1}{s}F\left( s \right)
L[∫0tf(t)dt]=s1F(s)
（2）象函数的积分性质
设
L
[
f
(
t
)
]
=
F
(
s
)
\mathscr{L}\left[ f\left( t \right) \right] =F\left( s \right)
L[f(t)]=F(s)
L
[
f
(
t
)
t
]
=
∫
s
+
∞
F
(
s
)
d
s
\mathscr{L}\left[ \frac{f\left( t \right)}{t} \right] =\int_s^{+\infty}{F\left( s \right)}ds
L[tf(t)]=∫s+∞F(s)ds
一般地，有
L
[
f
(
t
)
t
n
]
=
∫
s
+
∞
∫
s
+
∞
.
.
.
∫
s
+
∞
F
(
s
)
d
s
⏟
n
次积分
\mathscr{L}\left[ \frac{f\left( t \right)}{t^n} \right] =\underset{n\text{次积分}}{\underbrace{\int_s^{+\infty}{\int_s^{+\infty}{...\int_s^{+\infty}{F\left( s \right)}ds}}}}
L[tnf(t)]=n次积分
∫s+∞∫s+∞...∫s+∞F(s)ds
4.位移性质
设
L
[
f
(
t
)
]
=
F
(
s
)
\mathscr{L}\left[ f\left( t \right) \right] =F\left( s \right)
L[f(t)]=F(s),则有
L
[
e
a
t
f
(
t
)
]
=
F
(
s
−
a
)
\mathscr{L}\left[ e^{at}f\left( t \right) \right] =F\left( s-a \right) \ \
L[eatf(t)]=F(s−a)
5.延迟性质
设
L
[
f
(
t
)
]
=
F
(
s
)
，
t
<
0
\mathscr{L}\left[ f\left( t \right) \right] =F\left( s \right) \text{，}t<0
L[f(t)]=F(s)，t<0时，
f
(
t
)
=
0
f\left( t \right) =0
f(t)=0，则对于任意非负实数
τ
\tau
τ，有
L
[
f
(
t
−
τ
)
]
=
e
−
s
τ
F
(
s
)
\mathscr{L}\left[ f\left( t-\tau \right) \right] =e^{-s\tau}F\left( s \right)
L[f(t−τ)]=e−sτF(s)
Laplace逆变换的求法
定理1（留数):
s
i
(
i
=
1
,
2
,
,
,
n
)
s_i\left( i=1,2,,,n \right)
si(i=1,2,,,n)是函数
F
(
s
)
F\left( s \right)
F(s)的所有奇点,且当
s
→
∞
s\rightarrow \infty
s→∞时
,
F
(
s
)
→
0
,F\left( s \right) \rightarrow 0
,F(s)→0,则有
f
(
t
)
=
∑
k
=
1
n
Re
s
[
F
(
s
)
e
s
t
,
s
k
]
t
>
0
f\left( t \right) =\sum_{k=1}^n{\text{Re}s\left[ F\left( s \right) e^{st},s_k \right]}\ \ \ t>0
f(t)=k=1∑nRes[F(s)est,sk] t>0
定理2（卷积):
若函数
f
1
(
t
)
f_1\left( t \right)
f1(t)和
f
2
(
t
)
f_2\left( t \right)
f2(t)满足Laplace变换存在定理中的条件,且
L
[
f
1
(
t
)
]
=
F
1
(
s
)
L
[
f
2
(
t
)
]
=
F
2
(
s
)
\mathscr{L}\left[ f_1\left( t \right) \right] =F_1\left( s \right) \mathscr{L}\left[ f_2\left( t \right) \right] =F_2\left( s \right)
L[f1(t)]=F1(s)L[f2(t)]=F2(s) ,则
f
1
(
t
)
∗
f
2
(
t
)
f_1\left( t \right) \ast f_2\left( t \right)
f1(t)∗f2(t)的Laplce变换一定存在，则
L
[
f
1
(
t
)
∗
f
2
(
t
)
]
=
L
[
f
1
(
t
)
]
⋅
L
[
f
2
(
t
)
]
=
F
1
(
s
)
⋅
F
2
(
s
)
\mathscr{L}\left[ f_1\left( t \right) \ast f_2\left( t \right) \right] =\mathscr{L}\left[ f_1\left( t \right) \right] \cdot \mathscr{L}\left[ f_2\left( t \right) \right] =F_1\left( s \right) \cdot F_2\left( s \right)
L[f1(t)∗f2(t)]=L[f1(t)]⋅L[f2(t)]=F1(s)⋅F2(s)
这个性质表明两个函数卷积的Laplace变换等于这两个函数Laplace变换乘积
卷积定义：
设有两个函数
f
1
(
t
)
,
f
2
(
t
)
f_1\left( t \right) ,f_2\left( t \right)
f1(t),f2(t) ,称积分
f
1
(
t
)
∗
f
2
(
t
)
=
∫
−
∞
+
∞
f
1
(
τ
)
f
2
(
t
−
τ
)
d
τ
f_1\left( t \right) \ast f_2\left( t \right) =\int_{-\infty}^{+\infty}{f_1\left( \tau \right) f_2\left( t-\tau \right)}d\tau
f1(t)∗f2(t)=∫−∞+∞f1(τ)f2(t−τ)dτ
为函数
f
1
(
x
)
,
f
2
(
x
)
f_1\left( x \right) ,f_2\left( x \right)
f1(x),f2(x)的卷积
若函数
f
1
(
t
)
,
f
2
(
t
)
f_1\left( t \right) ,f_2\left( t \right)
f1(t),f2(t)满足：当
t
<
0
t<0
t<0时，
f
1
(
t
)
=
f
2
(
t
)
=
0
f_1\left( t \right) =f_2\left( t \right) =0
f1(t)=f2(t)=0,则有
f
1
(
t
)
∗
f
2
(
t
)
=
∫
0
t
f
1
(
τ
)
f
2
(
t
−
τ
)
d
τ
f_1\left( t \right) \ast f_2\left( t \right) =\int_0^t{f_1\left( \tau \right) f_2\left( t-\tau \right)}d\tau
f1(t)∗f2(t)=∫0tf1(τ)f2(t−τ)dτ
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