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Control Systems

Analysis of Linear Dynamic Systems

Muhammad Farooq Haydar

Flight Dynamics and Control Center


Department of Aeronautics and Astronautics
Institute of Space Technology, Islamabad

March 22, 2018

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 1 / 25


Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics

Many examples of feedback and control in natural & engineered systems:

BIO

ESE
BIO

ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 2 / 25
Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics

(Negative) feedback generates a corrective action but the model determines the
Many examples of feedback and control in natural & engineered systems:
extent/size of the corrective action.
BIO

ESE
BIO

ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 2 / 25
Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics

(Negative) feedback generates a corrective action but the model determines the
Many examples of feedback and control in natural & engineered systems:
extent/size of the corrective action.
BIO on the questions you want to answer.
Choice of Model depends

ESE
BIO

ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 2 / 25
Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics

(Negative) feedback generates a corrective action but the model determines the
Many examples of feedback and control in natural & engineered systems:
extent/size of the corrective action.
BIO on the questions you want to answer.
Choice of Model depends
Feedback already provides corrective action, therefore controllers can be
ESE
designed based on less accurate models.
BIO

ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 2 / 25
Solution of Linear Systems

ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 3 / 25


Solution of Linear Systems

ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du

Scalar linear system, with no input

ẋ = ax x(0) = x0
y = cx

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 3 / 25


Solution of Linear Systems

ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du

Scalar linear system, with no input

ẋ = ax x(0) = x0
y = cx

x(t) = eat x0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 3 / 25


Solution of Linear Systems

ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du

Scalar linear system, with no input

ẋ = ax x(0) = x0
y = cx

x(t) = eat x0

y(t) = ceat x0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 3 / 25


Solution of Linear Systems (contd.)
Matrix linear system, with no input
ẋ = Ax x(0) = x0
y = Cx

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 4 / 25


Solution of Linear Systems (contd.)
Matrix linear system, with no input
ẋ = Ax x(0) = x0
y = Cx

x(t) = eAt x0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 4 / 25


Solution of Linear Systems (contd.)
Matrix linear system, with no input
ẋ = Ax x(0) = x0
y = Cx

x(t) = eAt x0

y(t) = CeAt x0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 4 / 25


Solution of Linear Systems (contd.)
Matrix linear system, with no input
ẋ = Ax x(0) = x0
y = Cx

x(t) = eAt x0

y(t) = CeAt x0

X∞
1 1 k k
eAt = I + At + A2 t2 + ... = A t
2 k!
k=0
h i
−1
= L−1 (sI − A)

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 4 / 25


Solution of Linear Systems (contd.)
Matrix linear system, with no input
ẋ = Ax x(0) = x0
y = Cx

x(t) = eAt x0

y(t) = CeAt x0

X∞
1 1 k k
eAt = I + At + A2 t2 + ... = A t
2 k!
k=0
h i
−1
= L−1 (sI − A)

Matlab
initial(A,B,C,D,x0)
expm(At)
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 4 / 25
Solution of Linear Systems (contd.)

Exercise
       
−3 0 1 1 0 1
Consider a system with A = ,B= ,C= , x0 = .
0 −2 −1 0 1 −1
The input is taken as zero.
Find an expression of the solution of the state
I by using individual scalar equations [only for diagonal systems!]
I by using the state transition matrix (matrix exponential)
F use symbolic toolbox of matlab to calculate eAt for any t
Plot the result after solving the same system by using Matlab commands
I initial
I expm, plot

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 5 / 25


Stability of Linear Systems
Stability depends only on matrix A.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25


Stability of Linear Systems
Stability depends only on matrix A.

For a diagonal system  


λ1 0
 .. 
ẋ =  . x
0 λn

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25


Stability of Linear Systems
Stability depends only on matrix A.

For a diagonal system  


λ1 0
 .. 
ẋ =  . x
0 λn
 λt 
e 1 0
 .. 
=⇒ x =  .  x0
0 eλn t

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25


Stability of Linear Systems
Stability depends only on matrix A.

For a diagonal system  


λ1 0
 .. 
ẋ =  . x
0 λn
 λt 
e 1 0
 .. 
=⇒ x =  .  x0
0 eλn t

=⇒ x = eλ1 t x0,1 + . . . + eλn t x0,n

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25


Stability of Linear Systems
Stability depends only on matrix A.

For a diagonal system  


λ1 0
 .. 
ẋ =  . x
0 λn
 λt 
e 1 0
 .. 
=⇒ x =  .  x0
0 eλn t

=⇒ x = eλ1 t x0,1 + . . . + eλn t x0,n

stable if λi ≤ 0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25


Stability of Linear Systems
Stability depends only on matrix A.

For a diagonal system  


λ1 0
 .. 
ẋ =  . x
0 λn
 λt 
e 1 0
 .. 
=⇒ x =  .  x0
0 eλn t

=⇒ x = eλ1 t x0,1 + . . . + eλn t x0,n

stable if λi ≤ 0

unstable if λi > 0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25


Stability of Linear Systems
Stability depends only on matrix A.

For a diagonal system  


λ1 0
 .. 
ẋ =  . x
0 λn
 λt 
e 1 0
 .. 
=⇒ x =  .  x0
0 eλn t

=⇒ x = eλ1 t x0,1 + . . . + eλn t x0,n

stable if λi ≤ 0

unstable if λi > 0

Eigen values of the matrix A are the poles of the transfer function of the system.
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 6 / 25
Stability of Linear Systems (contd.)

If the system is not diagonal, transform to “Jordan” form


 
λ 1
A=
0 λ

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 7 / 25


Stability of Linear Systems (contd.)

If the system is not diagonal, transform to “Jordan” form


 
λ 1
A=
0 λ
   λt 
λ 1 e teλt
=⇒ exp( t) =
0 λ 0 eλt

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 7 / 25


Stability of Linear Systems (contd.)

If the system is not diagonal, transform to “Jordan” form


 
λ 1
A=
0 λ
   λt 
λ 1 e teλt
=⇒ exp( t) =
0 λ 0 eλt

=⇒ x = eλt x0,1 + teλt x0,2 + eλt x0,2

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 7 / 25


Stability of Linear Systems (contd.)

If the system is not diagonal, transform to “Jordan” form


 
λ 1
A=
0 λ
   λt 
λ 1 e teλt
=⇒ exp( t) =
0 λ 0 eλt

=⇒ x = eλt x0,1 + teλt x0,2 + eλt x0,2

The homogeneous response is a linear combination of eλt and teλt .

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 7 / 25


Stability of Linear Systems (contd.)

If the system is not diagonal, transform to “Jordan” form


 
λ 1
A=
0 λ
   λt 
λ 1 e teλt
=⇒ exp( t) =
0 λ 0 eλt

=⇒ x = eλt x0,1 + teλt x0,2 + eλt x0,2

The homogeneous response is a linear combination of eλt and teλt .

If there are repeated eigenvalues with λ = 0. Then the response is a linear


combination of terms of the form 1, t, and higher powers of t for larger
Jordan blocks.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 7 / 25


Stability of Linear Systems (contd.)

ea+ib = ea [cos b + i sin b]

If the real parts of all the Eigen values are negative, then initial response will
exponentially decay to zero =⇒ stability.
If the real part of any Eigen value is positive, then initial response will
exponentially grow =⇒ instability.
If the real part of any repeated Eigen values are zero =⇒ instability.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 8 / 25


we Once
can have one or
a matrix is more
in Jordan Jordan
form,blocks of different of
the exponential sizes.
the matrix can be computed
Once
inStabilitya matrix
terms of the is
Jordan in Jordan
blocks: form, the exponential of the matrix can be computed
of Linear Systems (contd.)
in terms of the Jordan blocks: ⎧ J1t ⎫
⎧e J1t 0 . . .


0 ⎪ ⎫

⎪ e 0
J t
. . . 0.. ⎪ ⎪


⎪ 0 eJ t 2 . ⎪ ⎪
e Jt
Jt
=⎪ ⎪
⎪ 0.. e 2 .. .. ⎪ ⎪
⎪ . (6.10)
e =⎪ ⎪ . . 0 ⎪
⎪ . (6.10)

⎪ ..
⎩ .. ⎪



⎪ . 0
J t ⎪

⎩ 0 ... 0 e .⎭ k
0 ... 0 e Jk t .
This follows from the block diagonal form of J. The exponentials of the Jordan
This follows
blocks can in from
turn be thewritten
block as diagonal form of J. The exponentials of the Jordan
blocks can in turn be written⎧as t2 t n−1

⎧1 t

⎪ 2!2 . . . n−1
(n−1)!



⎪ t t ⎪

⎪ 1 t 2! . . . (n−1)! n−2


⎪0 1 t . . .
⎪ t ⎪


⎪ t n−2 ⎪
(n−2)! ⎪ λt
Ji t
eJ t = ⎪
⎪ 0
.. 1 t .
... . .. ⎪ ⎪e i . (6.11)

⎪ . 1 . .
(n−2)!
. ⎪ ⎪ λi t
e i =⎪ ⎪ . . . ⎪
⎪ e . (6.11)

⎪.
⎪ 1 .. . . ⎪ ⎪


⎪ .. . t ⎪ ⎪

⎩ ⎪


⎪0 . . .
⎩ 0. 1t ⎪ ⎪

0 ... 0 1
When there are multiple eigenvalues, the invariant subspaces associated with
eachWhen there
We can seeare
eigenvalue thatmultiple
correspond
if an Eigen eigenvalues,
to the
value Jordan the
blocks
is repeated invariant
koftimes,thesubspaces
matrix
and has associated
A. zero
Notereal with
thatpart
some
each eigenvalue
eigenvalues k−1 correspond
then t of Acos
mayb and tk−1to the Jordan blocks of the matrix A. Note that some
be complex, in which
sin b tend case thewith
to blow-up transformation
time, for k ≥T2.that converts
aeigenvalues
matrix intoofJordan
A mayform
M. Farooq Haydar
be complex,
(FlyCon, IST) will alsoinbewhich complex.
Control Systems
case the When transformation
λ has a nonzeroT that
March 22, 2018
converts
imaginary
9 / 25
Stability of Linear Systems (contd.)
Eigenstructure of Linear Systems
1 1

Real e-values 0.8


Real e-values
0.8

0.6 0.6

Re(λi) < 0 0.4


Re(λi) < 0
0.4

0.2 0.2

x2 0
Re(λj) > 0 x2 0

-0.2 -0.2

-0.4 -0.4

-0.6 -0.6

-0.8 -0.8

-1 -1
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
x1 x1
1
1

Complex e-values 0.8 Complex e-values 0.8


0.6

Re(λi) < 0
0.6

Re(λi) = 0 0.4
0.4
0.2
0.2
x2 0
x2 0
-0.2
-0.2
-0.4
-0.4
-0.6
-0.6
-0.8
-0.8
-1
-1 -0.5 0 0.5 1 -1
x1 -1 -0.5 0 0.5 1
x1

18 Oct 04 R. M. Murray, Caltech CDS 8

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 10 / 25


Stability of Linear
2.1. MATHEMATICAL Systems (contd.)
MODELS 2-3

3
1 1
2
y(t)

y(t)

y(t)
0.5 0.5
1

0 0 0
0 0.5 1 0 2 4 0 0.5 1
Time t Time t Time t
s=0 s = −1 s=1

1 20
1
y(t)

y(t)
y(t)

0 0 0

−1
−1 −20
0 5 10 15 0 5 10 15 0 5 10 15
Time t Time t Time t
s=i s = −0.2 + i s = 0.2 + i
Figure 2.1: Examples of exponential signals. The top row corresponds to exponential signals
with a real exponent, and the bottom row corresponds to those with complex exponents. The
dashed line in the last two cases denotes
M. Farooq Haydar (FlyCon, IST)
the bounding envelope for the oscillatory
Control Systems
signals.
March 22, 2018 11 / 25
Stability of Linear Systems (contd.)
Individual initial response to a specific initial condition is not sufficient to confirm
stability.
e.g., a pendulum starting from the inverted position (which is an equilibrium
point).

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 12 / 25


Stability of Linear Systems (contd.)
Individual initial response to a specific initial condition is not sufficient to confirm
stability.
e.g., a pendulum starting from the inverted position (which is an equilibrium
point).

Exercise:
Compute the response of the following system and check its stability. Does the
system
 response show
 the same
  behavior as suggested by stability properties?
−2 1 5 1
A =  0 0 −3, x0 = 0
0 0 0 0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 12 / 25


Stability of Linear Systems (contd.)
Individual initial response to a specific initial condition is not sufficient to confirm
stability.
e.g., a pendulum starting from the inverted position (which is an equilibrium
point).

Exercise:
Compute the response of the following system and check its stability. Does the
system
 response show
 the same
  behavior as suggested by stability properties?
−2 1 5 1
A =  0 0 −3, x0 = 0
0 0 0 0
Hints:
check Eigen values to test stability.
 −2t 
e 1
2 (1 − e−2t ) 7
4 (1 − e−2t ) + 32 t
use expm to calculate eAt =  0 1 −3t ,
0 0 1
which readily gives the solution.
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 12 / 25
Stability of Linear Systems (contd.)

Case Study: Inverted Pendulum


Take m1 = 1 kg, m2 = 0.5 kg, l = 150 cm, b=0.15 and evaluate the stability of
the system:
      
x1 0 1 0 0 x1 0
d  x  0 − mb2 −m 1g
0 x2   m1 
 2 =  m2    +  2  [F ]
dt x 3
 0 0 0 1 x3   0 
x4 0 2 mb2 l 2(m1 +m2 )g
m2 l 0 x4 − m22 l

     
y= 0 0 1 0 x + 0 F

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 13 / 25


Mode Shapes

The eigenvalues and eigenvectors of a system describe the possible types of


behavior of the system.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 14 / 25


Mode Shapes

The eigenvalues and eigenvectors of a system describe the possible types of


behavior of the system.

For oscillatory systems, the term mode is used to describe the vibration
patterns that can occur.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 14 / 25


Mode Shapes

The eigenvalues and eigenvectors of a system describe the possible types of


behavior of the system.

For oscillatory systems, the term mode is used to describe the vibration
patterns that can occur.
6-12 CHAPTER 6. LINEAR SYSTEMS

(a) Mode 1 (b) Mode 2

Figure 6.4: Modes of vibration for a system consisting of two masses connected by springs.
In (a) the masses move left and right in synchronization in (b) they move toward or against
each other.

To compute the stability of the equilibrium point, we compute the linearization


M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 14 / 25
Mode Shapes
The free response of a system depends on the matrix A and the initial
conditions
x(t) = eAt x0 .

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 15 / 25


Mode Shapes
The free response of a system depends on the matrix A and the initial
conditions
x(t) = eAt x0 .

Given A ∈ Rn×n , v is an Eigen vector of A with Eigen value λ if

Av = λv

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 15 / 25


Mode Shapes
The free response of a system depends on the matrix A and the initial
conditions
x(t) = eAt x0 .

Given A ∈ Rn×n , v is an Eigen vector of A with Eigen value λ if

Av = λv

If λ, v are real for A, and x(0) = v


 
1
eAt v = I + At + A2 t2 + ... v
2
= v + λtv + ...
= eλt v

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 15 / 25


Mode Shapes
The free response of a system depends on the matrix A and the initial
conditions
x(t) = eAt x0 .

Given A ∈ Rn×n , v is an Eigen vector of A with Eigen value λ if

Av = λv

If λ, v are real for A, and x(0) = v


 
1
eAt v = I + At + A2 t2 + ... v
2
= v + λtv + ...
= eλt v

The solution thus lies in the subspace spanned by the eigenvector v.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 15 / 25


Mode Shapes
The free response of a system depends on the matrix A and the initial
conditions
x(t) = eAt x0 .

Given A ∈ Rn×n , v is an Eigen vector of A with Eigen value λ if

Av = λv

If λ, v are real for A, and x(0) = v


 
1
eAt v = I + At + A2 t2 + ... v
2
= v + λtv + ...
= eλt v

The solution thus lies in the subspace spanned by the eigenvector v.

The Eigen value λ describes how this solution (called mode) varies with time.
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 15 / 25
Mode Shapes
If we look at the individual elements of the solution vector x(t) and the Eigen
vector v
xi (t) eλt vi vi
= λt =
xj (t) e vj vj

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 16 / 25


Mode Shapes
If we look at the individual elements of the solution vector x(t) and the Eigen
vector v
xi (t) eλt vi vi
= λt =
xj (t) e vj vj

Thus the ratios of the components of the state x(t) are constants for a real
mode.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 16 / 25


Mode Shapes
If we look at the individual elements of the solution vector x(t) and the Eigen
vector v
xi (t) eλt vi vi
= λt =
xj (t) e vj vj

Thus the ratios of the components of the state x(t) are constants for a real
mode.
6.2. THE MATRIX EXPONENTIAL 6-13

1 1
Slow mode x1

x1 , x2
Fast 0.5 x2
0.5
0
x2 0 10 20 30 40 50
0
1
Fast mode
x1 , x2

−0.5 0.5
Slow
0
−1
−1 −0.5 0 0.5 1 0 10 20 30 40 50
x1 Time t

Figure 6.5: The notion of modes for a second-order system with real eigenvalues. The left
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 16 / 25
Mode Shapes
λ = σ ± iω, v = u ± iw , then we know that
v + v∗ v − v∗
u= , w=
2 2i

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 17 / 25


Mode Shapes
λ = σ ± iω, v = u ± iw , then we know that
v + v∗ v − v∗
u= , w=
2 2i

using matrix exponential

eAt v = eλt (u + iw) = e(σ+iω)t (u + iw)


= eσt ((u cos ωt − w sin ωt) + i (u sin ωt + w cos ωt))
1 At  1 At 
= e v + eAt v ∗ + e v − eAt v ∗
|2 {z } |2 {z }
eAt u eAt w

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 17 / 25


Mode Shapes
λ = σ ± iω, v = u ± iw , then we know that
v + v∗ v − v∗
u= , w=
2 2i

using matrix exponential

eAt v = eλt (u + iw) = e(σ+iω)t (u + iw)


= eσt ((u cos ωt − w sin ωt) + i (u sin ωt + w cos ωt))
1 At  1 At 
= e v + eAt v ∗ + e v − eAt v ∗
|2 {z } |2 {z }
eAt u eAt w

If initial conditions are in the subspace spanned by the (real and imaginary
part) of the eigenvector, then the solution will remain in that subspace.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 17 / 25


Mode Shapes
λ = σ ± iω, v = u ± iw , then we know that
v + v∗ v − v∗
u= , w=
2 2i

using matrix exponential

eAt v = eλt (u + iw) = e(σ+iω)t (u + iw)


= eσt ((u cos ωt − w sin ωt) + i (u sin ωt + w cos ωt))
1 At  1 At 
= e v + eAt v ∗ + e v − eAt v ∗
|2 {z } |2 {z }
eAt u eAt w

If initial conditions are in the subspace spanned by the (real and imaginary
part) of the eigenvector, then the solution will remain in that subspace.

The solution will be a logarithmic spiral characterized by σ and ω.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 17 / 25


Mode Shapes
λ = σ ± iω, v = u ± iw , then we know that
v + v∗ v − v∗
u= , w=
2 2i

using matrix exponential

eAt v = eλt (u + iw) = e(σ+iω)t (u + iw)


= eσt ((u cos ωt − w sin ωt) + i (u sin ωt + w cos ωt))
1 At  1 At 
= e v + eAt v ∗ + e v − eAt v ∗
|2 {z } |2 {z }
eAt u eAt w

If initial conditions are in the subspace spanned by the (real and imaginary
part) of the eigenvector, then the solution will remain in that subspace.

The solution will be a logarithmic spiral characterized by σ and ω.

λ, v are called a mode and mode-shape of the system, respectively.


M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 17 / 25
Mode Shapes

If a matrix A has distinct Eigen values λ1 , λ2 , . . . , λn , then the initial


condition response can be written as a linear combination of the modes.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 18 / 25


Mode Shapes

If a matrix A has distinct Eigen values λ1 , λ2 , . . . , λn , then the initial


condition response can be written as a linear combination of the modes.

If we have all real eigenvalues with corresponding unit eigenvectors v1 , ..., vn ,


then these eigenvectors are linearly independent, and we can write the initial
condition x(0) as

x(0) = α1 v1 + α2 v2 + · · · + αn vn .

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 18 / 25


Mode Shapes

If a matrix A has distinct Eigen values λ1 , λ2 , . . . , λn , then the initial


condition response can be written as a linear combination of the modes.

If we have all real eigenvalues with corresponding unit eigenvectors v1 , ..., vn ,


then these eigenvectors are linearly independent, and we can write the initial
condition x(0) as

x(0) = α1 v1 + α2 v2 + · · · + αn vn .

Using linearity, the initial condition response can be written as

x(t) = α1 eλ1 t v1 + α2 eλ2 t v2 + · · · + αn eλn t vn .

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 18 / 25


Forced (Input-Output) Response

ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 19 / 25


Forced (Input-Output) Response

ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du

Multiply both sides e−At and integrate over [0, t]


Z t Z t

e−Aτ ẋ(τ )dτ = eAt x0 + e−Aτ Ax(τ ) + e−Aτ Bu(τ ) dτ,
0 0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 19 / 25


Forced (Input-Output) Response

ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du

Multiply both sides e−At and integrate over [0, t]


Z t Z t

e−Aτ ẋ(τ )dτ = eAt x0 + e−Aτ Ax(τ ) + e−Aτ Bu(τ ) dτ,
0 0

Integrating by parts on the left side


Z t Z
t t 
e−Aτ x(τ ) 0 + e−Aτ Ax(τ )dτ = eAt x0 + e−Aτ Ax(τ ) + e−Aτ Bu(τ ) dτ,
0 0

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 19 / 25


Forced (Input-Output) Response

ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du

Multiply both sides e−At and integrate over [0, t]


Z t Z t

e−Aτ ẋ(τ )dτ = eAt x0 + e−Aτ Ax(τ ) + e−Aτ Bu(τ ) dτ,
0 0

Integrating by parts on the left side


Z t Z
t t 
e−Aτ x(τ ) 0 + e−Aτ Ax(τ )dτ = eAt x0 + e−Aτ Ax(τ ) + e−Aτ Bu(τ ) dτ,
0 0

Since x0 = 0
Z t
x(t) = eA(t−τ ) Bu(τ )dτ,
0
Z t
y(t) = C eA(t−τ ) Bu(τ )dτ + Du.
0
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 19 / 25
Superposition
6-4 of Solutions CHAPTER 6. LINEAR SYSTEMS

Input u State x1 , x2 Output y


Homogeneous

2 2 2

0 0 0

−2 −2 −2
0 20 40 60 0 20 40 60 0 20 40 60

2 2 2
Particular

0 0 0

−2 −2 −2
0 20 40 60 0 20 40 60 0 20 40 60

2 2 2
Complete

0 0 0

−2 −2 −2
0 20 40 60 0 20 40 60 0 20 40 60
Time t [s] Time t [s] Time t [s]

Figure 6.1: Superposition of homogeneous and particular solutions. The first row shows the
input, state and output corresponding to the initial condition response. The second row shows
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 20 / 25
Complete Solution

ẋ = Ax + Bu
(2)
y = Cx + Du

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 21 / 25


Complete Solution

ẋ = Ax + Bu
(2)
y = Cx + Du

Can we prove that


Z t
At
x(t) = e x0 + eA(t−τ ) Bu(τ )dτ,
0

is the solution of the state space equation (2)?

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 21 / 25


Transient and Steady State Solution
The transient response occurs right after the input is applied and reflects the
mismatch between the initial condition and the steady-state solution.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 22 / 25


Transient and Steady State Solution
The transient response occurs right after the input is applied and reflects the
mismatch between the initial condition and the steady-state solution.

The steady-state response is the portion of the output response that reflects
the long-term behavior of the system under the given inputs.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 22 / 25


Transient and Steady State Solution
The transient response occurs right after the input is applied and reflects the
mismatch between the initial condition and the steady-state solution.

The steady-state response is the portion of the output response that reflects
the long-term behavior of the system under the given inputs.

For periodic inputs the steady-state response will often be periodic, and for
constant inputs the response will often be constant.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 22 / 25


Transient and Steady State Solution
The transient response occurs right after the input is applied and reflects the
mismatch between the initial condition and the steady-state solution.

The steady-state response is the portion of the output response that reflects
the long-term behavior of the system under the given inputs.

For periodic inputs the steady-state response will often be periodic, and for
constant inputs the response will often be constant.
6-20 CHAPTER 6. LINEAR SYSTEMS

0.1
1

Output y
Input u

0 0

Transient Steady State


−1 −0.1
0 20 40 60 80 0 20 40 60 80
Time t [s] Time t [s]
(a) Input (b) Output

Figure 6.8: Transient versus steady-state response. The input to a linear system is shown in
(a), and the corresponding output with x(0) = 0 is shown in (b). The output signal initially
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 22 / 25
Step Response
6.3. INPUT/OUTPUT RESPONSE 6-21

1.5
Overshoot M p
Output

Rise time Tr
0.5 Steady-state value yss
Settling time Ts

0
0 5 10 15 20 25 30
Time [s]

Figure 6.9: Sample step response. The rise time, overshoot, settling time and steady-state
value
Thegive
risethe key Tr:
time performance
the timeproperties
requiredoffor
thethe
signal.
signal to initially go from 10% to
90% of its final value.
The settling
equilibrium pointtime Ts:absence
in the the time
ofelapsed then we5%can
in reaching
any input), 2% or the
(orrewrite 1%)solution
of the as
final value.
−1 At −1
y(t) = CA
! "#e B$ + D "# B$,
! −CA t > 0. (6.22)
transient steady-state
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 23 / 25
Frequency Response

3-24 CHAPTER 3. SYSTEM MODELING

1
4 10

Gain (log scale)


2 0
10
Output y

0
−1
10
−2

−2
−4 10 −1 0 1
0 10 20 30 40 50 10 10 10
Time [s] Frequency [rad/sec] (log scale)

Figure 3.12: A frequency response (gain only) computed by measuring the response of
individual sinusoids. The figure on the left shows the response of the system as a function
of time to a number of different unit magnitude inputs (at different frequencies). The figure
on the right shows this same data in a different way, with the magnitude of the response
plotted as a function of the input frequency. The filled circles correspond to the particular
frequencies shown in the time responses.
M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 24 / 25
What is next?

So far we have learnt how to analyze models.


In the week after OHTs, we will learn how to develop control systems using
state space models, in order to achieve the desired levels of
stability/performance.

M. Farooq Haydar (FlyCon, IST) Control Systems March 22, 2018 25 / 25

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