Laplace transform in depth: convergence, properties, final value and inverse transform in every case
Existence and region of convergence, properties proved, initial and final value theorems with the cases where they fail, repeated and complex poles, periodic signals, link with Fourier, tables.
https://www.electronics-engineering.com/en/laplace-transform-in-depth-convergence-final-value-inverse/
This page goes deeper into the lessons on the Laplace transform and its applications. It proves when the transform exists, derives all the properties in the table, proves the initial and final value theorems together with the cases where they fail, works out the inverse transform with repeated and complex conjugate poles, deals with periodic signals and explains the precise link with the Fourier transform. At the end are the tables to remember.
When the transform exists
A signal
, zero for
, is of exponential order if there exist
and
with
for every
. Almost all engineering signals are: polynomials, exponentials, sines, steps.
is not.
Theorem. If
is piecewise continuous and of exponential order
, the integral
converges absolutely for
, and
as
.
Proof. With
,
, and
is finite for
. This estimate also gives
. ∎
The half-plane
is the region of convergence. For a rational function the boundary passes through the rightmost pole: the transform is analytic (lesson on complex functions) in the whole half-plane, and all the poles lie to the left.

The properties, proved
- Shift in s.
. - Delay. With
:
. - Second derivative. Applying the derivative rule twice:
. - Integral. If
, then
and
:
, i.e.
. - Multiplication by
. Differentiating the definition with respect to
under the integral sign:
, so
. Repeating,
. - Convolution.
. Swapping the integrals (integrating over the region
) and setting
:
.
The rule
explains where the rows of the table with
come from: from
one gets
,
, and so on. They are the terms produced by repeated poles.

The initial and final value theorems
Theorem. If
and
are transformable,
. If moreover all the poles of
have negative real part,
.
Proof. Start from
.
*Initial value:* as
the left-hand side tends to 0 (existence theorem applied to
), so
.
*Final value:* as
the left-hand side tends to
, provided this limit exists. So
. ∎
When it fails. The final value theorem always gives a number, even when the limit in time does not exist. With
,
, but
diverges (the pole at
is on the right). With
(the sine),
, but the sine oscillates forever (poles on the imaginary axis). Before using it one must always check the poles.

The inverse transform in every case
For a rational
with the degree of
less than that of
, the inverse transform is the sum of the residues of
at the poles of
(residue theorem applied to the Bromwich integral). In practice:
Simple pole
: contribution
, with
(Heaviside’s rule: “cover up” the factor
and substitute
).
Pole of multiplicity
at
: with
, the contribution is
![Rendered by QuickLaTeX.com \[ e^{pt}\sum_{k=0}^{m-1}\frac{G^{(m-1-k)}(p)}{(m - 1 - k)!}\cdot\frac{t^k}{k!} \]](https://www.electronics-engineering.com/wp-content/ql-cache/quicklatex.com-d97a692f823870767b5d230f9a0c90b3_l3.png)
which follows from the fractions
.
Complex pair
: instead of working with complex numbers, complete the square. A term
is rewritten as
![]()
The pair produces an oscillation of angular frequency
inside an envelope
: the signature of underdamped second-order systems.

Periodic signals
Theorem. If
has period
and
is the transform of the first period, then
![]()
Proof. Split the integral into periods and use the delay:
, a geometric series with ratio
, with
for
. ∎
Example. The square wave that is 1 in the first half of the period and 0 in the second:
, and
, because
. There are infinitely many poles, on the imaginary axis, corresponding to the harmonics of the Fourier series.

The link with Fourier
If the region of convergence contains the imaginary axis (i.e.
: all poles on the left), then the Fourier transform of the causal signal exists and equals
. For a stable system, therefore, the frequency response is obtained by substituting
in the transfer function. If instead there are poles on the axis (step, sine) the Fourier transform exists only as a distribution and contains deltas; if there are poles on the right it does not exist at all, while Laplace does: this is why control theory uses Laplace, which also handles unstable systems that need to be stabilised.
Tables to remember
Transforms (for
)
| 1 | |
Properties
| Time | Laplace |
|---|---|
| periodic with period |
Second-order system
, with
: overshoot
; peak time
; 2 % settling time
; damped angular frequency
.
Exercises from basic to exam level, with differential equations, circuits and systems, are on the exercise page linked at the top.






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