 First-order low-pass filter

A first-order low-pass filter with positive constant gain $K$ and time constant $\tau >0$ obeys the ordinary differential equationThe derivative term limits how quickly the plant output follows a changing plant input. A larger time constant means slower adjustment. This standard form, with $K=1$, is developed in Derek Rowell, MIT 2.004, lecture 20, section 1.1: first-order systems; the following calculation keeps the gain $K$ explicit.

Write $y_0=y(0)$. The Laplace transform of the derivative is $sY(s)-y_0$, soSetting the initial condition $y_0=0$ gives the transfer function $G(s)=K/(\tau s+1)$. Its single simple pole is $s=-1/\tau$, which has negative real part. The unforced response decays, and the input/output map has BIBO stability. The eventual gain for a constant plant input is $G(0)=K$.

For a unit step, represented by the Heaviside step function $u(t)=H(t)$, the Laplace transform is $U(s)=1/s$. From zero initial condition,Take $K=2$ and $\tau =3\mathrm{s}$, with dimensionless plant input and plant output. Then $y(t)=2(1-e^{-t/(3\mathrm{s})})$ rises toward $2$. After one time constant, at $t=3\mathrm{s}$, it reaches $2(1-e^{-1})\approx 1.2642$, or $63.2\%$ of its final value. At $t=9\mathrm{s}=3\tau$, it reaches $2(1-e^{-3})\approx 1.9004$, or $95.0\%$. These percentages describe the rise from zero, rather than an instantaneous jump to the target.

With a nonzero initial condition, the same step instead givesFor $K=2$ and $\tau =3\mathrm{s}$, compare $y_0=0$ with $y_0=1$. Their plant outputs differ by $e^{-t/(3\mathrm{s})}$ despite having the same transfer function and the same plant input. The extra exponential decay term must be supplied from the initial condition; $G$ and $u$ alone cannot determine it.