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Notes for Lecture #5

Wednesday, January 14, 2004

Dr. Ian C. Bruce

Room: CRL-229

Phone ext.: 26984

Email: ibruce@mail.ece.mcmaster.ca

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 4

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

linear high order differential equation models

Laplace transforms, which convert linear differential

equations to algebraic equations, thus greatly simplifying

their study

methods for assessing the stability of linear dynamic

systems

frequency response.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

The linear form of this model is:

dn y(t) dn1 y(t) dn1

n

+ an1 n1

+ . . . + a0 y(t) = bn1 n1 u(t) + . . . + b0 u(t)

dt dt dt

df (t)

f (t) = f (t)

dt

n1 df n (t)

f (t) = f (t) =

n n

f (t) =

dtn

We obtain:

n y(t) + an1 n1 y(t) + . . . + a0 y(t) = bn1 n1 u(t) + . . . + b0 u(t)

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Laplace Transforms

The study of differential equations of the type

described above is a rich and interesting subject. Of

all the methods available for studying linear

differential equations, one particularly useful tool is

provided by Laplace Transforms.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Consider a continuous time signal y(t); 0 t < .

The Laplace transform pair associated with y(t) is

defined as

L [y(t)] = Y (s) = est y(t)dt

0

+j

1 1

L [y(s)] = y(t) = est Y (s)ds

2j j

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

of a function:

dy(t)

L = sY (s) y(0 )

dt

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

f (t) (t 0) L [f (t)] Region of Convergence

1

1 >0

s

D (t) 1 || <

1

t >0

s2

n!

tn n Z+ >0

sn+1

1

et C > {}

s

1

tet C > {}

(s )2

s

cos(o t) >0

s2 + o2

o

sin(o t) >0

s2 + o2

(sin )s + o2 cos sin

et sin(o t + ) > {}

(s )2 + o2

2o s

t sin(o t) >0

(s2 + o2 )2

s2 o2

t cos(o t) >0

(s2 + o2 )2

1 es

(t) (t ) || <

s

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Fi ( s ) = [ fi (t )], Y ( s ) = [ y (t )], k {1,2,3,...}, f1(t ) = f 2 )( t ) = 0 t < 0.

f (t) L [f (t)] Names

l

l

ai fi (t) ai Fi (s) Linear combination

i=1 i=1

dy(t)

sY (s) y(0 ) Derivative Law

dt

dk y(t) di1

y(t)

k

sk Y (s) i=1 ski High order derivative

t dt

k dti1 t=0

1

y( )d Y (s) Integral Law

0 s

y(t )(t ) es Y (s) Delay

dY (s)

ty(t)

dsk

d Y (s)

tk y(t) (1) k

t

dsk

f1 ( )f2 (t )d F1 (s)F2 (s) Convolution

0

lim y(t) lim sY (s) Final Value Theorem

t s0

lim y(t) lim sY (s) Initial Value Theorem

t0+ s

+j

1

f1 (t)f2 (t) F1 ()F2 (s )d Time domain product

2j j

eat f1 (t) F1 (s a) Frequency Shift

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Transfer Functions

Taking Laplace Transforms converts the differential

equation into the following algebraic equation

sn Y (s) + an - 1 sn - 1 Y (s) + . . . + a0 Y (s)

= bn- 1 sn - 1U (s) + . . . + b0 U(s) + f(s, xo)

where G(s) =

B(s)

A(s)

and A(s) =sn + an1 sn1 + . . . + a0

B(s) =bn1 sn1 + bn2 sn2 + . . . + b0

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Time State Space Models

Taking Laplace transform in the state space model

equations yields

sX(s) x(0) = AX(s) + BU (s)

Y (s) = CX(s) + DU (s)

and hence

X(s) = (sI A)1 x(0) + (sI A)1 BU (s)

Y (s) = [C(sI A)1 B + D]U (s) + C(sI A)1 x(0)

G(s) = C(sI A)1 B + D

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

input and output. This is usually associated with the

transport of material from one point to another. For

example, if there is a conveyor belt or pipe

connecting different parts of a plant, then this will

invariably introduce a delay.

The transfer function of a pure delay is of the form

(see Table 4.2):

H(s) = esTd

where Td is the delay (in seconds). Td will typically

vary depending on the transportation speed.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

example of a system having a pure time delay

consider the heating system shown below.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

to the heating element) to the output (the temperature

as seen by the thermocouple) is approximately of the

form:

KesTd

H(s) =

( s + 1)

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Summary

properties of linear systems in algebraic form.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

We say that a system is stable if any bounded input

produces a bounded output for all bounded initial

conditions. In particular, we can use a partial

fraction expansion to decompose the total response

of a system into the response of each pole taken

separately. For continuous-time systems, we then

see that stability requires that the poles have strictly

negative real parts, i.e., they need to be in the open

left half plane (OLHP) of the complex plane s .

This implies that, for continuous time systems, the

stability boundary is the imaginary axis.

Consider an individual pole of a system transfer function

at s = s1 = 1+j1:

1. 1 < 0, then e1t 0 as t stable pole

2. 1 > 0, then e1t as t unstable pole

3. 1 = 0, then e1t = 1 for t unstable pole

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Continuous-Time Linear Systems

the Laplace transform of its response to an impulse

(Diracs delta) with zero initial conditions.

(0) of the pulse shown on the next slide.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

The steady state response (provided it exists) for a

unit step is given by

1

lim y(t) = y = lim sG(s) = G(0)

t s s

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Steady state value, y: the final value of the step response

(this is meaningless if the system has poles in the CRHP).

Rise time, tr: The time elapsed up to the instant at which the

step response reaches, for the first time, the value kry. The

constant kr varies from author to author, being usually

either 0.9 or 1.

Overshoot, Mp: The maximum instantaneous amount by

which the step response exceeds its final value. It is

usually expressed as a percentage of y

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

instantaneous amount by which the step response falls

below zero.

Settling time, ts: the time elapsed until the step response

enters (without leaving it afterwards) a specified deviation

band, , around the final value. This deviation , is

usually defined as a percentage of y, say 2% to 5%.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

y+Mp

y +

y

k y y

r

Mu

t t tp t

u r s

Time

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

We will consider a general transfer function of the

form

m

i=1 (s i )

H(s) = K n

l=1 (s l )

of the transfer function, respectively. The relative

degree is nr = n m .

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Poles

Recall that any scalar rational transfer function can

be expanded into a partial fraction expansion, each

term of which contains either a single real pole, a

complex conjugate pair or multiple combinations

with repeated poles.

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

A general first order pole contributes

K

H1 (s) =

s + 1

computed as

K K K

y(t) = L1 =L 1

t

= K(1 e )

s( s + 1) s s + 1

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Step Response

0.632 y

Time

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

For the case of a pair of complex conjugate poles, it

is customary to study a canonical second order

system having the transfer function.

n2

H(s) = 2

s + 2n s + n2

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

Second Order Transfer Function

1 s + n n

Y (s) =

s (s + n )2 + d2 (s + n )2 + d2

1 1 s + n d

=

1 2

s 1 2 (s + n )2 + d2 (s + n )2 + d2

finally obtain

en t

y(t) = 1

sin(d t + )

1 2

Chapter 4 Goodwin, Graebe, Salgado , Prentice Hall 2000

canonical second order system.

j y+Mp

d

n

y

T

d

n

j

d

tr tp

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