CHAPTER

7.1

SECOND-ORDER SYSTEM

Transfer Function
This section introduces a basic system called a second-order system or a quadratic lag. Second-order systems are described by a second-order differential equation that relates the ouput variable y in Chap. 6. Some systems are inherently second-order, and they do not result from a series combination of two first-order systems. Inherently second-order systems are not extremely common in chemical engineering applications. Most second-order systems that we encounter will result from the addition of a controller to a first-order process. Lets examine an inherently second-order system and develop some terminology that will be useful in our analysis of the control of chemical processes. Consider a simple manometer as shown in Fig. 71. The pressure on both legs of the manometer is initially the same. The length of the fluid column in the manometer is L. At time t 0, a pressure difference is imposed across the legs of the manometer. Assuming the resulting flow in the manometer to be laminar and the steady-state friction law for drag force in laminar flow to apply at each instant, we will determine the transfer function between the applied pressure difference P and the manometer reading h. If we perform a momentum balance on the fluid in the manometer, we arrive at the following terms: (Sum of for ) (

137

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P1 = 0 P2 = 0 P1 P2

Reference level t=0

h/2 h/2

Before (Initial) FIGURE 71 Manometer.

After (Final)

where Sum of forces Frictional forces Un b alanced pressure forces opposing motion causing fluid to move causing motion

p D2 p D2 Unbalanced pressure forces ( P1 P2 ) rgh causing motion 4 4

Frictional forces Skin friction Shear stress Area in contact opposing motion at wall at wall with wall

8 mV 8 m 1 dh Frictional forces (p DL ) t Wall (p DL) (p DL ) 2 dt D opposing motion D

The term for the skin friction at the wall is obtained from the Hagen-Poiseuille relationship for laminar flow (McCabe, Smith and Harriott, 2004). Note that V is the average velocity of the fluid in the tube, which is also the velocity of the interface, which is equal to 1 2 dh / dt (see Fig. 72).

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139

The rate of change of momentum of the fluid [the right side of Eq. (7.2)] may be expressed as

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2L d 2h 16 m L dh P1 P2 P h 2 dt 3g dt 2 r g rg rD g

(7.4)

(A more detailed version of the analysis of the manometer can be found in Bird et al., 1960). Note that as with first-order systems, standard form has a coefficient of 1 on the dependent variable term, h in this case. Second-order systems are described by a secondorder differential equation. We may rewrite this Eq. (7.4) in general terms as t2 where t2 2L 3g 16 m L rD 2 g and Y h (7.6) d 2Y dY 2zt Y X (t ) dt dt 2 (7.5)

2zt P rg

(7.7)

X (t )

(7.8)

Solving for t and z from Eqs. (7.6) and (7.7) gives t 2L s 3g (7.9)

8m rD 2

3L dimensionless 2g

(7.10)

By definition, both t and z must be positive. The reason for introducing t and z in the particular form shown in Eq. (7.5) will become clear when we discuss the solution of Eq. (7.5) for particular forcing functions X(t). Equation (7.5) is written in a standard form that is widely used in control theory. If the fluid column is motionless (dY/dt 0) and located at its rest position (Y 0) before the forcing function is applied, the Laplace transform of Eq. (7.4) becomes t 2 s 2Y (s) 2zt sY (s) Y (s) X (s) From this, the transfer function follows: Y (s) 1 2 2 X (s) t s 2zt s 1 (7.12) (7.11)

The transfer function given by Eq. (7.12) is written in standard form, and we will show later that other physical systems can be represented by a transfer function having the

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141

denominator of t2s2 2zt s 1. All such systems are defined as second-order. Note that it requires two parameters, t and z, to characterize the dynamics of a second-order system in contrast to only one parameter for a first-order system. We now discuss the response of a second-order system to some of the common forcing functions, namely, step, impulse, and sinusoidal.

Step Response
If the forcing function is a unit-step function, we have 1 (7.13) s In terms of the manometer shown in Fig. 71, this is equivalent to suddenly applying a pressure difference [such that X(t) P/rg 1] across the legs of the manometer at time t 0. Superposition will enable us to determine easily the response to a step function of any other magnitude. Combining Eq. (7.13) with the transfer function of Eq. (7.12) gives X (s ) Y (s ) 1 1 s t 2 s 2 2zt s 1 (7.14)

The quadratic term in this equation may be factored into two linear terms that contain the roots sa sb Equation (7.14) can now be written 1/t 2 (7.17) s ( s sa ) ( s sb ) The response of the system Y(t) can be found by inverting Eq. (7.17). The roots sa and sb will be real or complex depending on value of the parameter z. The nature of the roots will, in turn, affect the form of Y(t). The problem may be divided into the three cases shown in Table 7.1. Each case will now be discussed. Y (s )
TABLE 71

z2 1 z t t z2 1 z t t

(7.15)

(7.16)

Step response of a second-order system

Case I II III y <1 1 >1 Nature of roots Complex Real and equal Real Description of response Underdamped or oscillatory Critically damped Overdamped or nonoscillatory

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the result Y (t ) 1 1 1z2 1z2 t ez t /t sin 1 z 2 tan1 t z

(7.18)

To derive Eq. (7.18), use is made of the techniques of Chap. 3. Since z < 1, Eqs. (7.15) to (7.17) indicate a pair of complex conjugate roots in the left half-plane and a root at the origin. In terms of the symbols of Fig. 31, the complex roots correspond to s2 and * and the root at the origin to s6. s2 The reader should realize that in Eq. (7.18), the argument of the sine function is in radians, as is the value of the inverse tangent term. By referring to Table 3.1, we see that Y(t) has the form t t Y (t ) C1 ez t /t C2 cos 1 z 2 C3 sin 1 z 2 t t

(7.19)

The constants C1, C2, and C3 are found by partial fractions. The resulting equation is then put in the form of Eq. (7.18) by applying the trigonometric identity used in Chap. 4, Eq. (4.26). The details are left as an exercise for the reader. It is evident from Eq. (7.18) that Y(t) 1 as t . The nature of the response can be understood most clearly by plotting the solution to Eq. (7.17) as shown in Fig. 73, where Y(t) is plotted against the dimensionless variable t/t for several values of z, including those above unity, which will be considered in the next section. Note that for z < 1 all the response curves are oscillatory in nature and become less oscillatory as z is increased. The slope at the origin in Fig. 73 is zero for all values of z. The response of a second-order system for z < 1 is said to be underdamped. What is the physical significance of an underdamped response? Using the manometer as an example, if we step-change the pressure difference across an underdamped manometer, the liquid levels in the two legs will oscillate before stabilizing. The oscillations are characteristic of an underdamped response.
CASE II STEP RESPONSE FOR y 1. For this case, the response is given by the

expression t t / t Y (t ) 1 1 e t (7.20)

This is derived as follows: Equations (7.15) and (7.16) show that the roots s1 and s2 are real and equal. By referring to Fig. 31 and Table 3.1, it is seen that Eq. (7.20) is the correct form. The constants are obtained, as usual, by partial fractions. The response, which is plotted in Fig. 73, is nonoscillatory. This condition, z 1, is called critical damping and allows the most rapid approach of the response to Y 1 without oscillation.

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Actually, the response for z > 1 is not new. We saw it previously in the discussion of the step response of a system containing two first-order systems in series, for which the transfer function is Y (s ) 1 X (s ) (t 1s 1) (t 2 s 1) (7.22)

This is true for z > 1 because the roots s1 and s2 are real, and the denominator of Eq. (7.12) may be factored into two real linear factors. Therefore, Eq. (7.12) is equivalent to Eq. (7.22) in this case. By comparing the linear factors of the denominator of Eq. (7.12) with those of Eq. (7.22), it follows that t1 z z 2 1 t t2 z z 2 1 t

(7.23)

(7.24)

Note that if t1 t 2, then t t 1 t 2 and z 1. The reader should verify these results.

Using MATLAB/Simulink to Determine the Step Response of the Manometer

Consider a manometer as illustrated in Fig. 71. The manometer is being used to determine the pressure difference between two instrument taps on an air line. The working fluid in the manometer is water. Determine the response of the manometer to a step change in pressure across the legs of the manometer. Data L 200 cm g 980 cm/s2 m 1 cP 0 . 01 g/ (cm s) for th e working fluid, water r 1 . 0 g/cm 3 for t 0 P 0 10 cm for t 0 rg D 0.11 cm, 0.21 cm, 0.31 cm (Three Cases) Solution. From Eq. (7.4), we have the governing differential equation for the manometer: 2L d 2h 16 mL dh P1 P2 P h 2 dt 3g dt 2 r g rg rD g

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The Simulink model for simulating the transfer functions is shown in Fig. 74, and the response is shown in Fig. 75.
1 0.136s2 + 2.70s + 1 Overdamped manometer

1 0.136s2 + 0.738s + 1 Pressure forcing function 10/s Scope Critically damped manometer

1 0.136s2 + 0.340s + 1 Underdamped manometer FIGURE 74 Simulink diagram for manometer simulation.

12 Underdamped 10 Overdamped 8 Critically damped

Height 6

5 Time

10

FIGURE 75 Manometer response to step input.

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151

The presence of s on the right side of Eq. (7.33) implies differentiation with respect to t in the time response. In other words, the inverse transform of Eq. (7.31) is Y (t ) impulse d Y (t ) step dt

(7.34)

Application of Eq. (7.34) to Eq. (7.18) yields Eq. (7.32). This principle also yields the results for the next two cases.
CASE II IMPULSE RESPONSE FOR y 1. For the critically damped case, the response

is given by Y (t ) which is plotted in Fig. 78.

CASE III IMPULSE RESPONSE FOR y > 1. For the overdamped case, the response is

1 t / t te t2

(7.35)

given by Y (t ) t 1 1 ezt / t sinh z 2 1 t t z 21

(7.36)

which is also plotted in Fig. 78. To summarize, the impulseresponse curves of Fig. 78 show the same general behavior as the step response curves of Fig. 73. However, the impulse response always returns to zero. Terms such as decay ratio, period of oscillation, etc., may also be used to describe the impulse response. Many control systems exhibit transient responses such as those of Fig. 78.

Sinusoidal Response
If the forcing function applied to the second-order system is sinusoidal X (t ) A sin w t then it follows from Eqs. (7.12) and (4.23) that Y (s )

(s

) (t 2s2 2zt s 1)

Aw

(7.37)

The inversion of Eq. (7.37) may be accomplished by first factoring the two quadratic terms to give Y (s ) Aw /t 2 ( s jw ) ( s jw ) ( s sa ) ( s sb ) (7.38)

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units of time. The transportation lag parameter t is simply the time needed for a particle of fluid to flow from the entrance of the tube to the exit, and it can be calculated from the expression t volume of tube volumetric flow rate AL q

or

(7.43)

It can be seen from Fig. 710 that the relationship between y(t) and x(t) is y( t ) x ( t t ) (7.44)

Subtracting Eq. (7.42) from Eq. (7.44) and introducing the deviation variables X x xs and Y y ys give Y (t ) X ( t t ) (7.45) If the Laplace transform of X(t) is X(s), then the Laplace transform of X(t t) is est X(s). This result follows from the theorem on translation of a function, which was discussed in App. 3A. Equation (7.45) becomes Y (s) est X (s) Y (s ) est X (s )

or

(7.46)

Therefore, the transfer function of a transportation lag is est. The transportation lag is quite common in the chemical process industries where a fluid is transported through a pipe. We shall see in a later chapter that the presence of a transportation lag in a control system can make it much more difficult to control. In general, such lags should be avoided if possible by placing equipment close together. They can seldom be entirely eliminated.
APPROXIMATION OF TRANSPORT LAG. The transport lag is quite different from the other transfer functions (first-order, second-order, etc.) that we have discussed in that it is not a rational function (i.e., a ratio of polynomials.) As shown in Chap. 13, a system containing a transport lag cannot be analyzed for stability by the Routh test. The transport lag can also be difficult to simulate by computer. For these reasons, several approximations of transport lag that are useful in control calculations are presented here. One approach to approximating the transport lag is to write et s as 1/et s and to express the denominator as a Taylor series; the result is

et s

1 1 2 2 ts 1 t s t s / 2 t 3 s 3 / 3! e

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155

Keeping only the first two terms in the denominator gives 1 (7.47) 1 ts This approximation, which is simply a first-order lag, is a crude approximation of a transport lag. An improvement can be made by expressing the transport lag as et s et s / 2 et s / 2 Expanding numerator and denominator in a Taylor series and keeping only terms of first-order give et s 1 ts / 2 (7.48) first-order Pad 1 ts / 2 This expression is also known as a first-order Pad approximation. Another well-known approximation for a transport lag is the second-order Pad approximation: et s et s 1 t s / 2 t 2 s 2 /12 1 t s / 2 t 2 s 2 /12 (7.49)

second-orde e r Pad

Equation (7.48) is not merely the ratio of two Taylor series; it has been optimized to give a better approximation. The step responses 1.0 of the three approximations of transport lag presented 0.6 (1) here are shown in Fig. 711. The step response of ets is (4) 0.2 also shown for comparison. Y 0 Notice that the response for the first-order Pad approxi0.2 mation drops to 1 before ris(3) ing exponentially toward 1. 0.6 (2) The response for the secondorder Pad approximation 1.0 0 t/ 2 1 jumps to 1 and then descends to below 0 before returning FIGURE 711 gradually back to 1. Step response to approximation of the transport lag et s: Although none of the 1 ; (2) first-order Pad; (3) second-order Pad ; (4) et s. (1) approximations for ets is ts 1 very accurate, the approximation for et s is more useful when it is multiplied by several first-order or second-order transfer functions. In this case, the other transfer functions filter out the high-frequency content of the signals passing through the transport lag, with the result that the transport lag approximation, when combined with other transfer functions, provides a satisfactory result in many cases. The accuracy of a transport lag can be evaluated most clearly in terms of frequency response, a topic covered later in this book.