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Final value theorem

The Final Value Theorem is a key property in the of Laplace transforms, enabling the evaluation of the steady-state (or final) of a time-domain function f(t) directly from its Laplace transform F(s) without requiring an . Specifically, if the limits exist, then \lim_{t \to \infty} f(t) = \lim_{s \to 0} s F(s). This theorem is particularly valuable in fields like control systems engineering and , where it simplifies the analysis of system responses over long times. For the theorem to hold, f(t) must approach a finite steady-state value as t \to \infty, and all poles of s F(s) must lie in the left half of the s-plane (ensuring ), with at most a simple pole at s = 0. It does not apply to functions that oscillate indefinitely (such as sines or cosines) or diverge (like growing exponentials), as these lack a finite . The proof derives from the of the function's , taking the as s \to 0 to relate the and the integral form. In practice, the theorem is widely applied to determine steady-state errors and outputs in linear time-invariant systems, such as feedback control loops, by computing the limit of s times the system's transfer function response. For instance, for a system with output Y(s) = \frac{5s + 2}{s(s + 4)}, the steady-state value is \lim_{s \to 0} s Y(s) = 0.5. This avoids the computational burden of partial fraction decomposition or numerical inversion, making it an essential tool for stability and performance analysis in engineering design.

Overview of Final Value Theorems

Definition and Basic Concept

The final value theorem serves as a fundamental analytical tool in transform theory, enabling the determination of the steady-state limit of a time-domain , such as \lim_{t \to \infty} f(t), or its discrete-time counterpart \lim_{k \to \infty} x(k), directly from properties of its transform representation. This approach leverages the transform's ability to encapsulate the function's behavior in a or z-domain, providing a shortcut to without requiring explicit inversion or full time-domain computation. In and , the theorem's primary purpose is to predict the long-term behavior of systems, such as steady-state responses or errors, facilitating efficient and assessment without the need for extensive simulations or evaluations. It is particularly valuable for linear time-invariant systems, where understanding equilibrium states informs applications like and controller tuning. The theorem relies on unilateral transforms, such as the for continuous-time signals or the for discrete-time sequences, which are assumed to be familiar as foundational or operators that map time-domain functions to their transform-domain equivalents. These transforms must converge appropriately, with the theorem applicable only under conditions ensuring the of the desired limit.

Historical Context and Development

The origins of the final value theorem trace back to early 19th-century analysis of , where established a foundational result in 1827 stating that if a power series converges at the of its disk of , the equals the limit of the function approached from within the disk. This Abelian theorem provided a summation method for series, setting the stage for later converses by linking transformed limits to original sequence behavior. In the late , Oliver Heaviside's for solving differential equations in implicitly relied on similar limit principles through his use of integral transforms, though without explicit Laplace notation. The direct precursors to modern final value theorems emerged in the early 20th century with Tauberian theory, named after Alfred Tauber's 1897 theorem, which provided a converse to Abel's result under additional conditions on the coefficients, ensuring series convergence from Abel summability. and J. E. Littlewood advanced this framework in the 1910s and 1920s, developing key Tauberian theorems for and integrals, including results that connected asymptotic behavior of transforms to original functions, laying groundwork for applications in integral transforms like the . Their 1913 paper on Tauberian theorems for positive terms marked a pivotal expansion, influencing subsequent work on converse theorems. In , Gustav Doetsch extended Tauberian methods to in his work on . In the 1930s, Tauberian methods were extended to Laplace transforms, with Hardy and Littlewood's studies enabling theorems that relate the limit as time approaches infinity to the behavior of the transform at zero. David V. Widder contributed significantly to the Tauberian converse during this period, culminating in his 1941 book The Laplace Transform, which rigorously formalized properties including final value limits for monotonic and bounded functions under Tauberian conditions. These developments aligned with growing use in control theory, where the standard final value theorem for Laplace transforms appeared in engineering texts by the 1940s, such as those formalizing servomechanism analysis. Post-World War II, the theorem evolved with ; the , motivated by sampled-data systems and Claude Shannon's 1949 sampling theorem, incorporated analogous final value results in the 1950s to analyze discrete-time steady states. This extension, detailed in early works on , paralleled Laplace variants while adapting to periodic sampling.

Final Value Theorems for Laplace Transforms

Standard Final Value Theorem for Time-Domain Limit

The standard final value theorem provides a to determine the steady-state value of a causal time-domain f(t) directly from its F(s). Specifically, if \lim_{t \to \infty} f(t) exists and is finite, and both f(t) and its f'(t) are Laplace-transformable functions, then \lim_{t \to \infty} f(t) = \lim_{s \to 0^+} s F(s), where the limit on the right-hand side is taken along the positive real axis in the s-plane. For the theorem to apply, the function must satisfy stringent stability conditions related to the analytic structure of F(s). All poles of s F(s) must lie in the open left-half plane (\operatorname{Re}(s) < 0), except possibly a simple pole at s = 0; higher-order poles or Jordan blocks at s = 0 would imply that f(t) grows without bound (e.g., linearly or quadratically) as t \to \infty, violating the existence of a finite limit. Additionally, no poles of s F(s) can reside in the right-half plane or on the imaginary axis (beyond the origin), as these would cause f(t) to oscillate indefinitely or diverge exponentially. These pole restrictions ensure that the time-domain signal approaches a constant steady state, confirming the interchangeability of limits in the transform domain. A proof outline begins with the Laplace transform differentiation property: \mathcal{L}\{f'(t)\} = s F(s) - f(0^-). Assuming the limit \lim_{t \to \infty} f(t) = L exists and f'(t) \to 0 as t \to \infty, integration by parts on the transform of f'(t) gives \mathcal{L}\{f'(t)\} = \left[ f(t) e^{-s t} \right]_{0^-}^{\infty} + s \int_{0^-}^{\infty} f(t) e^{-s t} \, dt = -f(0^-) + s F(s), since the boundary term at infinity vanishes under the left-half-plane pole condition (ensuring f(t) e^{-s t} \to 0 for \operatorname{Re}(s) > 0). Taking \lim_{s \to 0^+}, the left side becomes \lim_{s \to 0^+} \mathcal{L}\{f'(t)\}, which equals 0 because f'(t) is integrable and approaches 0, yielding L = \lim_{s \to 0^+} s F(s). Alternatively, a approach using the analyzes the behavior of s F(s) near s = 0, confirming the steady-state contribution from the origin pole while left-half-plane poles contribute negligibly to the long-term limit. This theorem connects the low-frequency (steady-state) response in the Laplace domain to the time-domain asymptote, facilitating efficient analysis in fields like control systems where full inverse transforms are computationally intensive; for instance, it reveals that the DC gain of a stable linear system equals \lim_{s \to 0} F(s).

Final Value Theorem Using Derivative of Laplace Transform

The final value theorem can be derived using the Laplace transform property of the derivative, providing an alternative perspective that leverages the steady-state behavior of the system's derivative. Consider a function f(t) whose Laplace transform is F(s). The Laplace transform of the derivative f'(t) is given by \mathcal{L}\{f'(t)\} = s F(s) - f(0^+), where f(0^+) denotes the initial value just after t=0. Taking the limit as s \to 0 on both sides yields \lim_{s \to 0} \mathcal{L}\{f'(t)\} = \lim_{s \to 0} [s F(s) - f(0^+)]. The left side, \lim_{s \to 0} \int_0^\infty f'(t) e^{-s t} \, dt, simplifies to \int_0^\infty f'(t) \, dt as s \to 0, assuming the integral converges, which equals f(\infty) - f(0^+). Under steady-state conditions, where f(t) approaches a constant limit as t \to \infty, the derivative satisfies \lim_{t \to \infty} f'(t) = 0, and the function must be such that its derivative exists and is integrable over [0, \infty). This ensures the convergence of the integral, leading to the equation \lim_{s \to 0} [s F(s) - f(0^+)] = f(\infty) - f(0^+). Rearranging gives the final value theorem: \lim_{t \to \infty} f(t) = \lim_{s \to 0} s F(s). The conditions require that f(t) approaches a finite constant, F(s) has no poles in the right-half plane or on the imaginary axis (except possibly at s=0), and F(s) is strictly proper (degree of numerator less than degree of denominator). This derivative-based derivation highlights the theorem's reliance on the integrability of f'(t) and the existence of the steady-state limit, making it particularly intuitive for analyzing step responses in linear time-invariant systems, where the steady-state value can be found directly from the transform without inverting to the time domain.

Tauberian and Extended Variants

The Tauberian converse of the final value theorem provides a reverse implication under additional conditions on the time-domain function, allowing inference of the long-term behavior from the Laplace domain limit without requiring all poles of the transform to lie strictly in the left half-plane. Specifically, if \lim_{s \to 0} s F(s) = L exists and f(t) is of bounded variation for t \geq 0, then \lim_{t \to \infty} f(t) = L. This result, developed by G. H. Hardy and J. E. Littlewood in the 1910s and 1920s as part of broader Tauberian theory for integral transforms, ensures convergence even when the standard pole condition fails, such as in cases with potential singularities on or near the imaginary axis. Equivalent formulations replace with monotonicity of f(t), which is sufficient for non-decreasing or non-increasing functions, further broadening applicability to slowly converging or oscillatory scenarios where the direct final value theorem cannot be invoked due to . These conditions on f(t) act as Tauberian hypotheses that counteract potential non-convergence in the , such as mild oscillations, by leveraging the regularity imposed by variation bounds. For instance, in probability applications involving processes, this converse facilitates when the exhibits a finite at zero. Extended variants of the final value theorem accommodate cases where F(s) has a simple pole at s=0, corresponding to ramp-like growth in f(t) rather than convergence to a finite limit. In such scenarios, the theorem is adjusted to capture the linear growth rate: if F(s) has a simple pole at s=0 with residue related to the coefficient c, then \lim_{t \to \infty} t f(t) = c \cdot \Gamma(2) = c, or more generally, \lim_{t \to \infty} t f(t) = \lim_{s \to 0} s^2 F(s). This extension handles unbounded behaviors by focusing on scaled limits, differing from the standard theorem's assumption of finite steady-state values. A key formulation for these extensions expresses the asymptotic behavior as \lim_{t \to \infty} f(t) = \sum \operatorname{Res}[s F(s); p] over poles p \neq 0 in the left half-plane, with an adjustment for the pole at s=0 via its residue contribution to the growth term, such as subtracting or scaling the constant from \operatorname{Res}[F(s); 0]. Unlike the standard theorem, which requires no poles on the imaginary axis or origin for direct application, these variants apply monotonicity or bounded variation conditions to manage oscillatory convergence or divergent ramps, enabling analysis in control systems with integrators or in asymptotic queueing models.

Generalized Final Value Theorem

The generalized final value theorem extends the classical result to scenarios where the time-domain function f(t) exhibits polynomial growth or is interpreted in the of distributions, allowing analysis of asymptotic behavior beyond finite . In the distributional framework, the \lim_{t \to \infty} f(t) is understood through test functions, such as by integrating against compactly supported smooth functions vanishing near ; for generalized functions like the Dirac delta \delta(t), whose is F(s) = 1, the expression \lim_{s \to 0^+} s F(s) = 0 aligns with the distributional at being zero, as the support is at t=0. This interpretation bridges , where operate on distributions to solve differential equations in a generalized . For cases of polynomial growth, Doetsch's generalization from addresses functions where \lim_{t \to \infty} f(t) diverges but \lim_{t \to \infty} f(t)/t^{n-1} exists for positive n. The states: \lim_{t \to \infty} \frac{f(t)}{t^{n-1}} = \frac{1}{(n-1)!} \lim_{s \to 0} s^n F(s), provided the limits exist and F(s) is analytic in the right-half plane \operatorname{Re}(s) > 0 except for a finite number of singularities. This form captures the leading-order asymptotic c in f(t) \sim c t^{n-1} as t \to \infty, derived from the of F(s) at s=0 behaving as c (n-1)! / s^n. The conditions relax the classical requirement that all poles of s F(s) lie in the left-half plane, accommodating moderate growth while ensuring the Laplace integral converges for \operatorname{Re}(s) > 0. In applications to unstable systems, where the standard theorem fails due to the non-existence of \lim_{t \to \infty} f(t), the generalized version relates the divergent behavior to the nature of singularities in F(s). Essential singularities or s near the can induce oscillatory or non-polynomial growth, with the asymptotic form determined by expanding around these points rather than a simple limit; for instance, a at s=0 may yield f(t) \sim t^{\alpha-1} for non-integer \alpha, extending the integer n case via the in the Abelian theorem. This theoretical extension maintains utility in for handling improper integrals and divergent solutions in physical systems.

Applications in Continuous-Time Analysis

The final value theorem (FVT) plays a crucial role in continuous-time analysis within control systems, particularly for predicting steady-state errors in response to step inputs. In unity feedback control systems, the error signal E(s) for a unit step input R(s) = 1/s is given by E(s) = R(s) / (1 + G(s)), where G(s) is the open-loop transfer function. Applying the FVT yields the steady-state error as \lim_{t \to \infty} e(t) = \lim_{s \to 0} s E(s) = \frac{1}{1 + K_p} for type 0 systems, with K_p = \lim_{s \to 0} G(s) denoting the position error constant. This approach enables engineers to assess system performance without simulating the full time response, ensuring the output tracks the reference with minimal offset under stable conditions. In circuit analysis, the FVT is applied to determine the DC steady-state values in RLC networks driven by constant inputs or initial conditions. For the voltage across a component, such as a in a series , the steady-state limit is \lim_{t \to \infty} v(t) = \lim_{s \to 0} s V(s), where V(s) incorporates initial via terms like s C v(0) in the Laplace domain. This method simplifies the evaluation of long-term behavior after transients decay, confirming the circuit's gain and compliance with Kirchhoff's laws at zero . For tasks involving linear time-invariant s, the FVT reveals the asymptotic of output signals, equivalent to the DC H(0) for step-like or constant inputs. When a unit step u(t) passes through a with H(s), the steady-state output is \lim_{t \to \infty} y(t) = \lim_{s \to 0} s H(s) \cdot (1/s) = H(0), assuming no right-half-plane poles. This facilitates quick assessment of low-frequency response in analog s, such as in audio or applications, without inverse transformation. A representative example illustrating the theorem's utility and limitations is the unit step response of a pure , where the transfer function is F(s) = 1/s^2. The FVT computation gives \lim_{s \to 0} s F(s) = \lim_{s \to 0} 1/s = \infty, signaling an unbounded ramp output rather than convergence, due to the at s=0 violating conditions for the theorem. This highlights cases where integrators accumulate error indefinitely, guiding design choices to add or limits. The standard workflow for applying the FVT in continuous-time analysis begins with deriving the F(s) of the time-domain function or system response. Next, verify the theorem's preconditions by ensuring all poles of s F(s) lie in the open left half-plane (or on the imaginary axis only at s=0 for bounded cases). Finally, compute \lim_{s \to 0} s F(s) to obtain the steady-state value, providing an efficient alternative to partial fraction expansion or numerical simulation for stable s.

Dual Perspectives in Laplace Domain

Abelian Final Value Theorem for Frequency-Domain Limit

The Abelian final value theorem establishes a direct connection between the steady-state behavior of a time-domain function and the low-frequency limit of its Laplace transform. Formally, if \lim_{t \to \infty} f(t) = L exists as a finite value and F(s) = \int_0^\infty f(t) e^{-st} \, dt is the Laplace transform that converges absolutely for \operatorname{Re}(s) > \sigma with some \sigma > 0, then \lim_{s \to 0} s F(s) = L. This result holds under the absolute integrability condition \int_0^\infty |f(t)| e^{-\sigma t} \, dt < \infty, ensuring the transform is well-defined in a right half-plane and allowing the limit interchange. The theorem's proof follows straightforwardly from the Laplace transform definition. Substituting yields s F(s) = s \int_0^\infty f(t) e^{-st} \, dt. As s \to 0^+ along the real axis within the region of convergence, the factor s e^{-st} acts as a nascent delta function concentrating near t = 0, but adjusted for the asymptotic behavior at infinity: since f(t) \to L, the dominant contribution is L \int_0^\infty s e^{-st} \, dt = L \cdot [ -e^{-st} ]_0^\infty = L. The remainder term involving f(t) - L, which vanishes at infinity, integrates to zero by the applied within the half-plane. In equation form, the theorem asserts: \lim_{s \to 0} s F(s) = \lim_{t \to \infty} f(t) = L, provided the stated conditions are met. This Abelian result contrasts with its Tauberian converse by requiring no extra regularity on f(t) beyond the limit's existence and integrability. Historically, it traces to for power series, where convergence of \sum a_n = L implies \lim_{r \to 1^-} \sum a_n r^n = L, providing an early summation analog that influenced later transform developments by and .

Final Value Theorem for Means and Periodic Functions

The final value theorem for means provides a powerful extension of Abelian theorems in the Laplace domain, linking the low-frequency behavior of the transform to the long-term average value of the time-domain function. Specifically, for a function f(t) where the time average \langle f(t) \rangle = \lim_{T \to \infty} \frac{1}{T} \int_0^T f(t) \, dt exists and is finite, the theorem states that \lim_{s \to 0^+} s F(s) = \langle f(t) \rangle, where F(s) = \int_0^\infty f(t) e^{-st} \, dt is the of f(t). This holds under conditions of integrability, such as when f(t) is bounded and the improper integral \lim_{s \to 0^+} \int_0^\infty s e^{-st} F(t) \, dt = \infty, ensuring the application of tools like in the proof. The result is particularly useful when the standard final value theorem fails due to the absence of a direct limit \lim_{t \to \infty} f(t), but an average steady-state behavior is present, as in systems with persistent oscillations. For periodic functions, this theorem specializes to recover the mean value over one period. If f(t) is periodic with period \tau > 0, bounded, and satisfies the integrability conditions for its , then \lim_{s \to 0^+} s F(s) = \frac{1}{\tau} \int_0^\tau f(t) \, dt. The proof follows from expressing F(s) as a sum over periods: F(s) = \frac{1}{1 - e^{-s\tau}} \int_0^\tau f(t) e^{-st} \, dt, which simplifies to the mean as s \to 0^+ since e^{-s\tau} \approx 1 - s\tau. This extends to asymptotically periodic or almost-periodic functions, where the transient components decay exponentially, leaving the periodic part dominant at . These theorems are applied in analyzing steady-state responses in linear systems, such as filters with oscillatory inputs, where the average gain or output mean is determined from the DC component of the transfer function via \lim_{s \to 0^+} s H(s) I(s), with H(s) the system transfer function and I(s) the input transform. For instance, in Fourier series representations of periodic signals processed through LTI systems, the theorem isolates the fundamental mean, aiding in efficiency calculations for power systems or signal processing circuits.

Theorems for Divergent or Improperly Integrable Functions

Theorems for divergent functions extend the final value theorem to cases where \lim_{t \to \infty} f(t) does not exist in the finite sense but grows without bound, such as power-law or logarithmic asymptotics. These extensions rely on Tauberian theory, which provides conditions under which the behavior of the F(s) as s \to 0^+ implies the asymptotic form of f(t) as t \to \infty. A fundamental result in this context is the following: if f(t) \sim c t^{\alpha} as t \to \infty with \alpha > -1 and c > 0, then \lim_{s \to 0^+} \frac{s^{\alpha+1} F(s)}{\Gamma(\alpha+1)} = c. This Abelian-type relation holds under the assumption that f(t) is positive and the defining F(s) converges appropriately for \operatorname{Re}(s) > 0. The converse Tauberian direction requires additional regularity conditions to ensure the asymptotic recovery of f(t) from F(s). Specifically, if \lim_{s \to 0^+} s^{\alpha+1} F(s) = c \Gamma(\alpha+1) for $0 < \alpha < 1 and F(s) is the Laplace transform of a non-decreasing function f(t), then f(t) \sim c t^{\alpha} as t \to \infty. Monotonicity of f(t) serves as a key Tauberian condition here, preventing pathological oscillations that could invalidate the implication. More generally, Karamata's regularity conditions, involving slowly varying functions L(t) such that f(t) \sim t^{\alpha} L(t), extend this to F(s) \sim \Gamma(\alpha+1) s^{-(\alpha+1)} L(1/s) as s \to 0^+, with the Tauberian converse holding under bounded variation or monotonicity assumptions on f. For slower divergent growth, such as logarithmic, a specialized form applies: if f(t) \sim c \log t as t \to \infty, then \lim_{s \to 0^+} \frac{s F(s)}{\log(1/s)} = c. This captures cases where f(t) grows more gradually than any positive power, and the Tauberian reverse requires conditions like f(t) being of bounded variation or satisfying a one-sided growth estimate. These theorems also address improperly integrable functions through variants linked to . A distinctive feature of these extensions is their ability to handle oscillatory divergence via Cesàro means. For functions where f(t) oscillates but its Cesàro average \frac{1}{t} \int_0^t f(u) \, du \sim c t^{\alpha} converges, the Tauberian theorems adapt under Karamata regularity, yielding \lim_{s \to 0^+} s^{\alpha+1} F(s) / \Gamma(\alpha+1) = c while accommodating the averaged behavior. This framework unifies analysis for non-standard limits, bridging convergent Abelian cases briefly noted in prior sections with divergent improper integrals.

Applications in Integral and Asymptotic Analysis

The Abelian form of the final value theorem facilitates the evaluation of improper integrals through Laplace transforms, stating that if f(t) is non-negative and integrable over [0, \infty), then \int_0^\infty f(t) \, dt = \lim_{s \to 0^+} F(s), where F(s) = \int_0^\infty f(t) e^{-s t} \, dt. This approach is advantageous in cases where direct integration is intractable, but the transform F(s) admits a simple expression or asymptotic behavior near s = 0. For instance, in probability theory and statistical mechanics, it simplifies computations of total expectations or partition functions by leveraging known closed-form transforms. In asymptotic analysis of sums, the theorem relates the growth of partial sums S(x) = \sum_{n < x} a_n to the behavior of its Laplace-Stieltjes transform F(s) = \int_0^\infty e^{-s t} \, dS(t). Specifically, under suitable monotonicity conditions on a_n \geq 0, if F(s) \sim L / s as s \to 0^+, then S(x) \sim L x as x \to \infty. This connection underpins Tauberian inversion techniques, where the forward Abelian implication is combined with converse estimates to extract precise asymptotics from transform data. Such methods are routine in generating function analysis for combinatorial sequences. The Euler-Maclaurin formula, which approximates sums by integrals plus correction terms involving , intersects with the final value theorem through Laplace transform representations of the remainder. By expressing the summation operator via Laplace methods, the formula's error term can be analyzed asymptotically as \lim_{s \to 0^+} s R(s), where R(s) captures the discrepancy between the sum and integral; this yields refined expansions for large limits without explicit inversion. This linkage enhances the formula's utility in deriving asymptotic series for special functions like the . For periodic functions, the theorem extends to yield the mean value over a period: if f(t) is periodic with period T > 0, then \lim_{s \to 0^+} s F(s) = \frac{1}{T} \int_0^T f(t) \, dt, assuming the converges. This follows from the poles of F(s) at s = 2\pi i k / T for integers k \neq 0, with the residue at s = 0 giving the ; it applies analogously to the mean of coefficients in series expansions. The result is instrumental in for extracting constant terms from spectral decompositions. In , these tools form a workflow for Tauberian inversion, as in the proof of the , where the Ikehara-Wiener theorem—a refined Abelian-Tauberian result—infers \pi(x) \sim x / \log x from the non-vanishing of -\zeta'(s)/\zeta(s) on \Re(s) = 1 and its behavior near s = 0. This paradigm, originating from and Littlewood's Tauberian theorems, has broad impact, enabling asymptotic densities for primes in arithmetic progressions and beyond.

Examples Illustrating Laplace Theorems

Case Where Conditions Hold and Theorem Applies

The final value theorem provides a reliable to determine the steady-state of systems when the conditions on pole locations are satisfied, allowing from the Laplace domain without requiring the full inverse transform. Consider a series with R and C, subjected to a unit step input voltage v_i(t) = u(t), whose is V_i(s) = 1/s. The for the capacitor voltage V_c(s) is H(s) = 1 / (RC s + 1), so F(s) = V_c(s) = 1 / [s (RC s + 1)]. The poles of s F(s) are at s = 0 (simple) and s = -1/(RC) (left-half plane, assuming R > 0, C > 0), satisfying the theorem's conditions. Applying the theorem yields \lim_{s \to 0} s F(s) = \lim_{s \to 0} 1 / (RC s + 1) = 1, indicating a steady-state capacitor voltage of 1 V. Direct verification via inverse Laplace transform confirms this: f(t) = 1 - e^{-t/(RC)} for t \geq 0, so \lim_{t \to \infty} f(t) = 1, matching the theorem's prediction. Qualitatively, the response converges exponentially to the steady-state value, with the time constant \tau = RC governing the rate; for instance, with R = 1 \, \Omega and C = 1 \, \text{F} (\tau = 1), the voltage reaches approximately 63% of 1 V at t = 1 s and 99% by t = 5 s, illustrating smooth asymptotic approach without overshoot. For a second example, consider a with G(s) = 1 / (s + 1) (pole at s = -1 in the left-half plane), driven by a unit ramp input r(t) = t u(t), whose is R(s) = 1 / s^2. Thus, F(s) = 1 / [s^2 (s + 1)]. The poles of s F(s) = 1 / [s (s + 1)] are at s = 0 (simple) and s = -1 (left-half plane), meeting the conditions. The theorem gives \lim_{s \to 0} s F(s) = \lim_{s \to 0} 1 / [s (s + 1)] = \infty, correctly indicating unbounded growth in . The verifies this: using partial fractions, F(s) = -1/s + 1/s^2 + 1/(s + 1), so f(t) = -1 + t + e^{-t} for t \geq 0, and \lim_{t \to \infty} f(t) = \infty. Qualitatively, the response follows the linear ramp with a transient offset that decays exponentially, resulting in divergence at rate 1 (matching the input slope), as the system's type-0 nature prevents perfect tracking of unbounded inputs. For a = 1, the output lags the ramp by approximately 1 unit initially but the gap stabilizes while both grow without bound.

Case Where Conditions Fail and Theorem Does Not Apply

The final value theorem (FVT) for Laplace transforms assumes that the limit \lim_{t \to \infty} f(t) exists and is finite, and that all poles of F(s) lie in the left half of the (Re(s) < 0), except possibly a simple pole at s = 0. Violations of these conditions lead to misleading or incorrect results when applying the theorem, as the computed limit \lim_{s \to 0} s F(s) may exist while the actual time-domain limit does not. Such failures highlight the importance of checking system stability before using the FVT. A classic example of failure occurs in unstable systems with poles in the right half-plane. Consider F(s) = \frac{1}{s - 1}, whose inverse Laplace transform is f(t) = e^{t} u(t), where u(t) is the . The time-domain function f(t) diverges exponentially to +\infty as t \to \infty, so the limit does not exist. However, applying the yields \lim_{s \to 0} s F(s) = \lim_{s \to 0} \frac{s}{s - 1} = 0, which is incorrect because the right-half-plane pole at s = 1 violates the stability condition. Another failure arises with sustained oscillations, where poles lie on the imaginary axis. For F(s) = \frac{1}{s^2 + 1}, the inverse is f(t) = \sin(t) u(t), which oscillates indefinitely between -1 and 1 without converging to a single value. The FVT computation gives \lim_{s \to 0} s F(s) = \lim_{s \to 0} \frac{s}{s^2 + 1} = 0, suggesting a steady-state value of 0, but this is meaningless due to the lack of a finite limit in the time domain. The poles at s = \pm j on the imaginary axis prevent convergence. Poles at s = 0 or on the imaginary axis similarly cause issues by leading to non-decaying or unbounded responses. In oscillatory cases like the sinusoidal example, Tauberian variants of the FVT can sometimes recover the average value around which the response oscillates, such as 0 for \sin(t), providing partial insight where the standard theorem fails. Plots of such responses illustrate the problems clearly: for the unstable case, f(t) = e^{t} shows rapid exponential growth, diverging without bound; for the sinusoidal, f(t) = \sin(t) exhibits persistent oscillation, confirming the absence of a steady-state limit. The key lesson is to always verify pole locations in the left half-plane (excluding s=0) and confirm the existence of \lim_{t \to \infty} f(t) before applying the FVT, often by inspecting the inverse transform or stability criteria.

Final Value Theorems for Z-Transforms

Standard Z-Transform Final Value Theorem

The standard Z-transform final value theorem provides a method to determine the steady-state value of a discrete-time signal directly from its Z-transform, analogous to the final value theorem in the Laplace domain. Specifically, for a causal sequence f where k \geq 0, if \lim_{k \to \infty} f exists, then \lim_{k \to \infty} f = \lim_{z \to 1} (1 - z^{-1}) F(z), provided that the region of convergence (ROC) of F(z) includes the unit circle |z| = 1, and all poles of (1 - z^{-1}) F(z) lie inside the unit disk |z| < 1, except possibly a simple pole at z = 1. This condition ensures that the limit on the right-hand side exists and matches the time-domain steady-state value, preventing contributions from unstable modes or oscillatory behavior outside the unit circle. An equivalent form of the theorem expresses the limit as \lim_{k \to \infty} f = \lim_{z \to 1} \frac{z-1}{z} F(z), since $1 - z^{-1} = (z-1)/z, and the factor of $1/z approaches 1 as z \to 1. The theorem applies to unilateral Z-transforms of causal signals, where F(z) = \sum_{k=0}^{\infty} f z^{-k} converges for |z| > 1. To prove the theorem, consider the first difference sequence \delta = f[k+1] - f for k \geq 0, with f[-1] = 0 due to causality. The Z-transform of \delta is \mathcal{Z}\{ \delta \} = \mathcal{Z}\{ f[k+1] \} - \mathcal{Z}\{ f \} = z (F(z) - f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}}) - F(z) = (z-1) F(z) - z f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}}. Summing the differences telescopes: f = f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}} + \sum_{k=0}^{n-1} \delta, so if \lim_{n \to \infty} f = L exists, then L = f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}} + \sum_{k=0}^{\infty} \delta. Assuming the conditions hold, the infinite sum equals \lim_{z \to 1} \mathcal{Z}\{ \delta \} = \lim_{z \to 1} [(z-1) F(z) - z f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}}]. Taking the limit yields L - f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}} = \lim_{z \to 1} (z-1) F(z) - f{{grok:render&&&type=render_inline_citation&&&citation_id=0&&&citation_type=wikipedia}}, confirming L = \lim_{z \to 1} (z-1) F(z), or equivalently \lim_{z \to 1} (1 - z^{-1}) F(z). The pole condition on (1 - z^{-1}) F(z) ensures the limit is well-defined and the series converges on the unit circle. In , this theorem is particularly useful for analyzing the steady-state response of linear time-invariant (LTI) discrete-time systems, such as digital filters, where it allows computation of the asymptotic output value from the without inverting the . For instance, in a stable filter with transfer function H(z), the steady-state gain to a unit step input is given by \lim_{z \to 1} (1 - z^{-1}) H(z).

Extensions and Variants for Discrete Systems

The standard final value theorem for the Z-transform assumes that the region of convergence (ROC) includes the unit circle, with all poles outside the unit circle except possibly a simple pole at z=1, under which the limit of the sequence exists and equals the residue of F(z) at z=1. This accommodates cases where the Z-transform has a simple pole at z=1, allowing the theorem to apply to sequences that approach a constant steady state, as the contribution from this pole dominates the long-term behavior while transient terms from poles inside the unit circle decay. For sequences exhibiting linear growth, such as those corresponding to a pole of order 2 at z=1, the theorem does not directly apply since the limit diverges, but singularity analysis provides a variant where the asymptotic growth rate is characterized by the leading singular term near z=1. Specifically, if F(z) ~ c / (1-z)^2 as z → 1^-, then f ~ c k for large k, with the constant c determined from the Laurent expansion coefficient at the pole. In general, for a pole of order 2, the limit lim_{k→∞} f/k equals the coefficient of (z-1)^{-2} in the Laurent series of F(z) at z=1, though in canonical examples like the ramp sequence, this aligns with the residue contribution adjusted for the order. A generalized variant extends the theorem to cases where the standard conditions fail due to , such as when the lim_{k→∞} f does not exist but the Cesàro mean (time ) does, for example in periodic or asymptotically periodic sequences. The generalized form states that if the time exists, then \lim_{N \to \infty} \frac{1}{N} \sum_{k=0}^{N-1} f = \lim_{z \to 1^+} (z - 1) F(z), provided the unit lies in the . This captures the component from oscillations due to poles on the unit , and is useful for analyzing responses in marginally stable discrete systems, such as oscillators, where the standard theorem cannot be applied directly. A multi-rate variant addresses decimated or subsampled sequences in multi-rate systems, where aliasing from downsampling by factor M alters the steady-state behavior. For a decimated sequence y = f[Mk], the Z-transform Y(z) involves aliasing terms, and the steady-state limit is obtained by the adjusted form \lim_{z \to 1} \frac{1 - z^{-M}}{M} F(z), which extracts the average over the decimation period while suppressing periodic artifacts. This adjustment accounts for the folded spectrum due to aliasing, ensuring the theorem yields the correct DC gain for the subsampled output. This variant is essential for IIR filters in multi-rate architectures, where steady-state analysis must incorporate aliased frequency components to predict long-term behavior accurately, such as in decimation filters or oversampled systems. For example, in an IIR low-pass filter followed by decimation, the steady-state value of the decimated sequence reflects the aliased low-frequency content, computed via this modified expression to avoid errors from spectral folding.

Final Value in Linear Systems

Continuous-Time LTI Systems

In continuous-time linear time-invariant (LTI) systems, the final value theorem provides a method to determine the steady-state response of the output to specific inputs, such as the unit step function u(t), without solving the full time-domain differential equations. For a system with transfer function G(s), the output Y(s) = G(s) U(s), and for a unit step input where U(s) = 1/s, the steady-state value is given by \lim_{t \to \infty} y(t) = \lim_{s \to 0} s Y(s) = \lim_{s \to 0} G(s), assuming the system is stable. This DC gain \lim_{s \to 0} G(s) represents the low-frequency behavior of the system, directly linking the Laplace-domain description to the long-term time response. In feedback control configurations, such as unity feedback s, the final value theorem is particularly useful for analyzing steady-state errors, which quantify the persistent deviation between the desired input and actual output. For a unit step reference input R(s) = 1/s, the error transform is E(s) = R(s) / (1 + G(s)), so the steady-state error is e_{ss} = \lim_{t \to \infty} e(t) = \lim_{s \to 0} s E(s) = \lim_{s \to 0} 1 / (1 + G(s)). For type 0 s, which lack an (no at s=0 in the open-loop ), the position error constant K_p = \lim_{s \to 0} G(s) is finite, yielding e_{ss} = 1 / (1 + K_p). Similar analyses apply to and errors for ramp and parabolic inputs, respectively, where higher types reduce these errors. The theorem's application requires the system to be asymptotically stable, meaning all poles of G(s) lie in the open left-half plane (real parts negative), ensuring the time response converges without oscillation or divergence. If poles are on the imaginary axis or in the right-half plane, the limit may not exist or the theorem does not apply. A practical example is tuning a proportional-integral-derivative (PID) controller to eliminate steady-state error in a type 0 plant for step inputs. The integral term introduces a pole at s=0, increasing the system type to 1 and making K_p \to \infty, so e_{ss} = 0 via the final value theorem; the proportional and derivative gains are then adjusted for stability and transient performance. This approach is foundational in control design for achieving precise tracking in applications like servo mechanisms.

Discrete-Time and Sampled-Data Systems

In discrete-time linear time-invariant (LTI) systems, the final value theorem for the provides a method to determine the steady-state value of the output sequence y directly from its Z-transform Y(z), without computing the inverse transform. Specifically, if the sequence y converges to a finite as k \to \infty, then \lim_{k \to \infty} y = \lim_{z \to 1} \frac{z-1}{z} Y(z), provided the poles of \frac{z-1}{z} Y(z) lie inside the unit circle in the z-plane, except possibly for a simple pole at z = 1. This theorem is particularly useful in digital control for analyzing the response to inputs like a unit step, where the input Z-transform is R(z) = \frac{z}{z-1}, leading to a steady-state output of \lim_{z \to 1} G(z) for an open-loop G(z). In closed-loop unity feedback systems, the steady-state output is \lim_{z \to 1} T(z), where T(z) = \frac{G(z)}{1 + G(z)} is the . For steady-state error analysis in discrete-time control systems, the position error constant K_p is defined as K_p = \lim_{z \to 1} G(z), analogous to the continuous-time case but evaluated at z = 1. For a unit step input, the steady-state is e_{ss} = \frac{1}{1 + K_p}, which can be derived using the final value theorem applied to the sequence E(z) = \frac{R(z)}{1 + G(z)}, yielding e_{ss} = \lim_{z \to 1} \frac{z-1}{z} E(z) = \frac{1}{1 + \lim_{z \to 1} G(z)}. This holds under the condition that the closed-loop system is stable, meaning all poles of T(z) have magnitude less than 1. Systems with a at z = 1 (type 1 or higher) exhibit zero steady-state to step inputs, as K_p \to \infty. Sampled-data systems bridge continuous-time with discrete-time controllers, typically involving a sampler, a continuous G(s), and a (ZOH) to reconstruct the control signal. The ZOH holds the control value constant over each sampling T, with its transfer function given by \frac{1 - [e](/page/E!)^{-sT}}{s}. The equivalent discrete-time is obtained by taking the of the combined : G(z) = \mathcal{Z} \left\{ \frac{1 - [e](/page/E!)^{-sT}}{s} G(s) \right\}, which accounts for the sampling and hold effects on the continuous . Steady-state then proceeds using the discrete final value theorem on this G(z), with the position error constant K_p = \lim_{z \to 1} G(z) and e_{ss} = \frac{1}{1 + K_p} for a sampled step input, provided the discrete-time preserves (all poles of the closed-loop T(z) inside the unit circle). This approach is essential in digital control implementations where the remains analog but actuation and sensing are discretized. The applicability of the final value theorem in these systems requires asymptotic of the discrete-time model, ensuring |z| < 1 for all closed-loop poles, as unstable or marginally stable systems (e.g., poles on the unit circle excluding z = 1) may lead to divergent outputs where the does not exist. For higher-order inputs like ramps, analogous error constants are used, defined as K_v = \frac{1}{T} \lim_{z \to 1} \frac{z-1}{z} G(z), but the core theorem remains centered on the for position accuracy in design.

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