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Chapter 4

Continuous Time Signals


Time Response

Poles and Zeros


Poles:
(1) the values of the Laplace transform variable, s, that cause
the transfer function to become infinite
(2) Any roots of the denominator of the transfer function that
are common to roots of the numerator.
Zeros:
(1) the values of the Laplace transform variable, s, that cause
the transfer function to become zero
(2) Any roots of the numerator of the transfer function that
are common to roots of the denominator.

Figure 4.1
a. System showing
input and output;
b. pole-zero plot
of the system;
c. evolution of a
system response.
Follow blue arrows
to see the evolution
of the response
component generated
by the pole or zero.

Poles and Zeros


1)
2)
3)
4)

A pole of the input function generates the form of


the forced response ( steady state response)
A pole of the transfer function generates the form
of the natural response
A pole on the real axis generates an exponential
response of the form e-at
The zeros and poles generate the amplitudes for
both the forced and the natural responses.

Figure 4.2
Effect of a real-axis
pole upon transient
response

Ex: Evaluating response using poles


Problem:
Given the system, write the output, c(t), in general terms. Specify the
natural and forced parts of the solution.
R (s )

1
s

(s 3)

(s 2)(s 4)(s 5)

C (s )

By inspection, each system pole generates an exponential as part of the


natural response, and the inputs pole generates the s s response, thus

k1
C (s )
s

k3
k2
k4

(s 2) (s 4) (s 5)

c (t ) k 1

k 2e 2t k 3e 4t k 4e 5t

Forced
Response

Natural
Response

Figure 4.4
a. First-order system;
b. pole plot

Steady State Step Response


The steady state response (provided it exists) for a unit step is given by

where G(s) is the transfer function of the system.

First Order Systems


We define the following indicators:

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


(this is meaningless if the system has poles in the RHP).
Time Constant, 1/a: The time it takes the step response to
rise to 63% of its final value. Or the time for e-at to decay
37% of its initial value.

First Order Systems


Rise time, Tr: The time elapsed for the waveform to go from
0.1 to 0.9 of its final value
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%.
Overshoot, Mp: The maximum instantaneous amount by
which the step response exceeds its final value. It is
usually expressed as a percentage of y

Figure 4.3: Step response indicators

Figure 4.5
First-order system
response to a unit
step

Figure 4.6
Laboratory
results
of a system step
response test

Figure 4.7
Second-order
systems, pole
plots,
and step
responses

Figure 4.8
Second-order
step response
components
generated by
complex poles

Figure 4.9
System for
Example 4.2

Factoring the denominator we get s1 = -5+j13.23 & s2 = -5-j13.23


The response is damped sinusoid

Figure 4.10
Step responses
for second-order
system
damping cases

The General Second Order system


Natural Frequency

Is the frequency of oscillation of the system without damping

Damping Ratio

Exponential decay Frequency


1 Natural period (seconds)

Natural Frequency
2 Exponentail timec onstant

General System

n 2
b
G (s ) 2
2
s as b s 2n s n 2

n b
a 2n

Figure 4.11
Second-order
response as a
function of
damping ratio

Relating and n to the pole locations we have

s1,2 n n

2 1

Figure 4.12 Systems for Example 4.4

n b
Since
then
a 2n

a
2 b

Using values of a & b from each system we find


1.155 for (a)
overdamped
1
for (b)
critically damped
underdamped
0.894 for (c)

Figure 4.13
Second-order
underdamped
responses for
damping ratio
values

Figure 4.14
Second-order
underdamped
response
specifications

Figure 4.15
Percent
overshoot vs.
damping ratio

Figure 4.16
Normalized rise
time vs. damping
ratio for a
second-order
underdamped
response

Figure 4.17
Pole plot for an
underdamped
second-order
system

Figure 4.18
Lines of constant
peak time, Tp , settling
time,Ts , and percent
overshoot, %OS
Note: Ts < Ts ;
2

Tp < Tp ; %OS1 <


2

%OS2

Figure 4.19
Step responses
of second-order
underdamped
systems
as poles move:
a. with constant
real part;
b. with constant
imaginary part;
c. with constant
damping ratio

Figure 4.20 Pole plot for Example 4.6


Find , n ,T p , % OS and T s
Solution:
cos cos[tan 1 (7 / 3)] 0.394

n 7 2 32 7.616

Tp
0.449 sec ond
d 7
( / (1 2 ) ) X 100

% OS = e
26%
and approximate settling time is
4
4
Ts
1.333 seconds
d 3

Figure 4.22
The Cybermotion
SR3 security robot
on patrol. The
robot navigates by
ultrasound and path
programs transmitted
from a computer,
eliminating the need
for guide strips on
the floor. It has video
capabilities as well as
temperature, humidity,
fire, intrusion, and gas
sensors.

Courtesy of Cybermotion, Inc.

Figure 4.23
Component responses of
a three-pole system:
a. pole plot;
b. component
responses: nondominant
pole is near
dominant second-order
pair (Case I), far from the
pair (Case II), and
at infinity (Case III)

Figure 4.24 Step responses with additional poles

24.542
s 2 4s 24.542
245.42
T 2 (s )
(s 10)(s 2 4s 24.542)
73.626
T 3 (s )
(s 3)(s 2 4s 24.54)
T 1 (s )

c1 (t ) 1 1.09e 2t cos(4.532t 23.8o)


c 2 (t ) 1 0.29e 10t 1.189e 2t cos(4.532t 53.34o)
c 2 (t ) 1 1.14e 3t 0.707e 2t cos(4.532t 78.63o)

Note that c2(t) is better


approximate of c1(t) than
c3(t) since the 3rd pole is
farthest from dominant poles

Figure 4.25 Effect of adding a zero to a two-pole system

The system has 2


poles at -1+j2.828 and
-1-j2.828

Note: the farther the


location of the zero
from the dominant
poles the lesser its
effect on the response

Transfer Functions for Continuous


Time State Space Models
Taking Laplace transform in the state space model
equations yields
and hence

G(s) is the system transfer function.

Laplace transform solution: Example


Problem: Given the system represented in state space by the following equations: a)
solve the state equation and find output b) find eigenvalues and poles

1
0
0
0
0 e t
X 0
0
1 X

24 26 9
1
y 1 1 0 X
g

1
X (0) 0
2

(s 2 9s 26)

24

Solution:
First we find (sI-A)-1 =

s
24s
(26s 24) s 2
s 3 9s 2 26s 24
(s 9)
(s 2 9s )

Laplace transform solution: Example Cont.


Using U(s) = 1/(s+1), laplace transform of e-t, and B and x(0) from given equations, we
sustitue in X(s) = (sI-A)-1[x(0) + BU(s)], we get

(s 3 10s 2 37s 29)


X1
(s 1)(s 2)(s 3)(s 4)
(2s 2 21s 24)
X2
(s 1)(s 2)(s 3)(s 4)
s (2s 2 21s 24)
X3
(s 1)(s 2)(s 3)(s 4)
The output is

X 1 (s )
Y (s ) 1 1 0 X 2 (s ) X 1 (s ) X 2 (s )
X 3 (s )
(s 3 12s 2 16s 5)
Y (s )
(s 1)(s 2)(s 3)(s 4)
6.5
19
11.5
=

s 2 s 3 s 4

Laplace transform solution: Example Cont.


Taking Laplace transform of Y(s) we get

y (t ) 6.5e 2t 19e 3t 11.5e 4t


b)
We set det(sI-A) = 0 to find poles and eigenvalues which are -2, -3, and -4

Solution of Continuous Time State Space Models

A key quantity in determining solutions to state


equations is the matrix exponential defined as

The explicit solution to the linear state equation is


then given by

Time domain solution, Example:


Problem: for the state equation and initial state vector shown,

where u(t) is a unit step. Find the state-transition matrix and then
solve for x(t).
g
0 1
0
x
x (t )
u (t )

8 6
1
1
x (0)
0
Solution:

Find eigenvalues using det(sI-A) = 0. Hense s2+6s+8 = 0 and s1= -2 s2 =


-4. Now we assume state transition matrix as

(K 1e 2t K 2e 4t ) (K 3e 2t K 4e 4t )
(t )
2t
4t
2t
4t
(K 5e K 6e ) (K 7e K 8e )

Solve for the constants using (0) I

and (0)=A

(2e 2t e 4t ) (1 / 2e 2t 1 / 2e 4t )
(t )

2t
4t
2t
4t
(1e 2e )
(4e 4e )

Time domain solution, Example: Cont.


2(t )
1 / 2e 4(t ) )
Also, (t )B (1 / 2e

2(t )
4(t )
2e
)
(e
and

(2e 2t e 4t )
(t )x (0)
4t
( 4e 4e )

Then,

1 / 2e e d 1 / 2e e d )
t
0
0

(
t

)
Bu
(

)
d

0
t
t

2t
2
4t
4
e e d 2e e d )

0
0
1 / 8 1 / 4e 2t 1 / 8e 4t
=
2t
4t
1 / 2e 1 / 2e

2t

4t

Time domain solution, Example Cont.


Final result is,
t

x (t ) (t )x (0) (t ) Bu ( )d
0

1 / 8 7 / 4e 2t 7 / 8e 4t

2t
4t
-7/2e 7 / 2e

State Space via Laplace transform Example:


Problem: Find the state transition matrix using laplace for the following
system

0 1
0
x
x (t )
u (t )

8 6
1
1
x (0)
0
g

Solution: we find

(t ) as inverse Laplace transform of (sI - A ) 1


1
s

8
(
s

6)

First find

(sI A )

For which

s 6 1

8 s
s2

1
(sI A ) 2

s 6s 8
s 2

s 6
6s 8
8
6s 8

s 2 6s 8

s 2 6s 8

State Space via Laplace transform Example Cont.


Expanding each term in the matrix using partial fractions

2
(

2
s
(sI A ) 1
( 4
s 2 s

1
1/ 2 1/ 2
) (

)
4
s 2 s 4

4
1
2
) (

4
s 2 s 4

Finally, taking the inverse Laplace transform, we obtain

(t )

(2e 2t e 4t )
2t
(

4
e

(1 / 2e 2t 1 / 2e 4t )

4t
2t
4t
4e )
(e 2e )

Step Response for Canonical Second Order Transfer Function

On applying the inverse Laplace transform we


finally obtain

Figure 4.5: Pole location and unit step response of a


canonical second order system.

Summary

There are two key approaches to linear dynamic models:


the, so-called, time domain, and
the so-called, frequency domain

Although these two approaches are largely equivalent, they


each have their own particular advantages and it is
therefore important to have a good grasp of each.

Time domain

In the time domain,


systems are modeled by differential equations
systems are characterized by the evolution of their
variables (output etc.) in time
the evolution of variables in time is computed by
solving differential equations

Frequency domain

In the frequency domain,


modeling exploits the key linear system property that
the steady state response to a sinusoid is again a
sinusoid of the same frequency; the system only
changes amplitude and phase of the input in a fashion
uniquely determined by the system at that frequency,
systems are modeled by transfer functions, which
capture this impact as a function of frequency.

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