Laplace transform of the integral of a difference equation

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SUMMARY

The discussion focuses on obtaining the Laplace transform of the integral of a difference equation, specifically the expression $\int _{ 0 }^{ \infty }{ { e }^{ -st } } \int _{ -\tau }^{ 0 }{ G(\theta )x(t+\theta )d\theta } dt$. Participants suggest swapping the order of integration to simplify the problem, leading to the inner integral representing a time-shifted Laplace transform of the function x. The convolution theorem is also referenced, indicating the relationship between the Laplace transforms of the functions involved.

PREREQUISITES
  • Understanding of Laplace transforms
  • Familiarity with convolution operations
  • Knowledge of difference equations
  • Basic calculus, specifically integration techniques
NEXT STEPS
  • Study the properties of the Laplace transform, particularly time-shifting
  • Explore the convolution theorem in detail
  • Practice solving difference equations using Laplace transforms
  • Investigate applications of Laplace transforms in control theory
USEFUL FOR

Mathematicians, engineers, and students involved in systems analysis, control theory, or any field requiring the application of Laplace transforms to solve differential or difference equations.

Roberto
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Hi, Please I need some help, how can I get the Laplace transform of the integration of a difference equation??

$\int _{ 0 }^{ \infty }{ { e }^{ -st } } \int _{ -\tau }^{ 0 }{ G(\theta )x(t+\theta )d\theta } dt$

Many thanks in advanced.
 
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Roberto said:
Hi, Please I need some help, how can I get the Laplace transform of the integration of a difference equation??

$\int _{ 0 }^{ \infty }{ { e }^{ -st } } \int _{ -\tau }^{ 0 }{ G(\theta )x(t+\theta )d\theta } dt$

Many thanks in advanced.

Wellcome on MHB Roberto!...

... defining the convolution of g(t) and x(t) as...

$\displaystyle f * g = \int_{0}^{t} g(\tau)\ x(t - \tau)\ d \tau\ (1)$

... for the 'convolution theorem' is...

$\displaystyle \mathcal{L} \{ f * g\ \} = \int_{0}^{\infty} (f * g)\ e^{- s\ t}\ d t = G(s)\ X(s)\ (2)$
 
Roberto said:
Hi, Please I need some help, how can I get the Laplace transform of the integration of a difference equation??

$\int _{ 0 }^{ \infty }{ { e }^{ -st } } \int _{ -\tau }^{ 0 }{ G(\theta )x(t+\theta )d\theta } dt$

Many thanks in advanced.

Hi Roberto! Welcome to MHB! :)

Swap the order of integration:
$$\int _{ -\tau }^{ 0 }{ G(\theta ) } \int _{ 0 }^{ \infty }{ { e }^{ -st } x(t+\theta )\,dt\,d\theta }$$
Now the inner integral is a time shifted Laplace transform of x.
 

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