You are on page 1of 75

Lesson 2: Modeling, Linearisation,

Transfer Functions, Block diagrams and


Signal ow graphs
Modern Control Systems
Ton van den Boom
Delft University of Technology
Delft, The Netherlands

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

Physical
System

Modeling

Physical
Modeling

TU Delft

Control systems

Bond
Graph

Non Linear
State Space
Model

`Mechanical'
Analysis

http://blackboard.icto.tudelft.nl/courses/et3100/

Non Linear
State Space
Model
Linear
State Space
Model
In-Out
Model

TU Delft

Control systems

Linearisation
state space
to
in-out

Laplace Tr.

http://blackboard.icto.tudelft.nl/courses/et3100/

Linear
State Space
Model
In-Out
Model
Transfer
Functions

Contents

 Modeling (2.1)-(2.5)
 Linearisation (2.6)
 Transfer Functions (3.1)
 Block Diagrams (3.2)
 Signal ow graphs (3.2)
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

Modeling

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

Elements versus Concepts


It is important to understand the di erence
between an element and a concept:

 A Resistor bought in a store is di erent than


the concept of resistance

 A Capacitor bought in a store is di erent than


the concept of pure capacitance

 ..
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

A Resistor has always parasitic e ects like


capacitance, inductance..
A Capacitor
has always parasitic e ects like resistance,
inductance..
In modeling elements represent Concepts.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

Lumped physical models

 In a lumped model we consider the system as


composed of a nite number of lumps.

 Physical modeling is not JUST mathematics

but considers Physical consistency and energy


(example DC motor).

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

Example: Mechanical System


xk

The system has 5 interconnected lumps (or


parts) and 1 input:

 2 springs (storage of potential energy)


 2 masses (storage of kinetic energy)
 1 damper (dissipation of free energy)
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

Example: Electrical Circuit


C
R

The system has 5 interconnected lumps (or


parts) and 1 input.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

10

Parts:

 2 capacitors (storage of gen.potential energy


= electrical energy)

 1 inductor (storage of
magnetic energy)

gen.kinetic energy =

 2 resistors (dissipation of free energy)


TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

11

Modeling of physical systems

In each physical domain, we have pairs of variables whose


product is power. They are called power conjugate
variables. One of them is called e ort and the other
ow.

Domain

E ort
Flow
Mech. Trans. force F
velocity v
Mech. Rot.
torque  ang. vel. !
Elec.-Magn. voltage v
current i
Hydraulic
pressure p ow rate Q
Thermic
temp. T entropy f. E_

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

12

Network structure

 Lumped models are composed of the network

interconnection of a set of elements (storage,


dissipations, sources).

 In physical systems we have dynamics i there


is exchange of energy between the elements.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

13

Bond graphs
Bond graphs is a language for physical modeling
which shows the interconnections of physical
elements and the energy exchanged between
them.

 Bond graphs are multi-domain


 Bond graphs keep track of energy ows
 Bond graphs are topologically handy
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

14

 Bond

signs !

graphs do NOT have problems with

 In general,

after the modeling part, we can


get non-linear state equations of the form:
x_ = f (x; u)
y = h(x; u)

that can be linearised around an equilibrium


point.
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

15

Linearisation

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

16

Linear State Space Equations


We have seen the linear state space equation:
x_ = F x + Gu
y = Hx + J u

this form is very useful because it is linear.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

17

Non-linear state space equations


In the general case we have the state space
equations:
x_ = f (x; u)
y = h(x; u)

where f (x; u) 6= F x + Gu and h(x; u) 6= Hx +


J u.
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

18

Linearisation

In certain cases, we can approximate the dynamic of a


system in the form:

x_ = f (x; u)
y = h(x; u)
with one of the form

x_ = F x + Gu
y = Hx + Ju
using linearization or small signal analysis.
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

19

Using the Taylor expansion of f (x; u) in a point


(x0; u0), setting x = x0 + x and u = u0 + u
we get:
f (x; u) = f (x0 + x; u0 + u) =
f (x0; u0


@f
)+

@x x ;u
0

TU Delft

Control systems

x
0


@f
+

u +

@u x ;u
o(x; u)

http://blackboard.icto.tudelft.nl/courses/et3100/

20

Since x0 is constant, if we de ne:


F


@f
:=

@x x ;u


@f
:=

@u x ;u
0

we have for the system we started o with:


_ = x
_
x_ = x_0 + x

_ = F x + Gu +f (x ; u ) + o(x; u)
x
0 0
{z
}
|
Linear Part

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

21

_ = F x + Gu +f (x ; u ) + o(x; u)
x
0 0
{z
}
|
Linear Part

Under the following conditions:


1. f (x0; u0)
point.

= 0

(x0; u0)

is an equilibrium

2. (x; u) stays small


we obtain:
TU Delft

Control systems

_ = F x + Gu
x
http://blackboard.icto.tudelft.nl/courses/et3100/

22

Geometric idea of
_ = F x + Gu for dependence on x
x
f (x; u0)

x0

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

x
23

Geometric idea of
_ = F x + Gu for dependence on u
x
f (x0; u)
G

u0

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

u
24

Output equation
The same procedure can be used for the
function h(x; u):
y = h(x; u) = h(x0 + x; u0 + u) =
h(x0; u0


@h
)+

@x x ;u
0

TU Delft

Control systems

x
0


@h
+

u +

@u x ;u
o(x; u)

http://blackboard.icto.tudelft.nl/courses/et3100/

25

If we suppose that x and u remain small and


we de ne
H


@h
:=

@x x ;u
0


@h
:=

@u x ;u
0

and
y := y
we have for the output equation:
y0 := h(x0; u0)

y0

y = Hx + J u

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

26

Total linearised system


The total linearised
EQUILIBRIUM is:

system

AROUND

x_ = F x + Gu
y = Hx + J u

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

27

Remember the biases !!

S
-

u
+

u0

TU Delft

Control systems

x_ = f (x; u)
y = h(x; u)

y+

y0

x_ = F x + Gu
y = Hx + Ju

http://blackboard.icto.tudelft.nl/courses/et3100/

28

Example
m
r

Ft

Ft
x

TU Delft

Control systems

m1

m2

Fg

http://blackboard.icto.tudelft.nl/courses/et3100/

29

Using for example bond graphs, we can get to


the dynamic equation:
2

=
(m2l + m1r )

TU Delft

Control systems

m2gl sin  + rm1g + m

http://blackboard.icto.tudelft.nl/courses/et3100/

30

m2l2 + m1r2) = m2gl sin  + rm1g + m

If we de ne ! := _, we can transform the


equation in state form:
 

!


= f ((!;  ); m) =

1
m l +m r
2

TU Delft

Control systems

f1((!;  ); m)
f2((!;  ); m)

( m2gl sin  + rm1g + m)

http://blackboard.icto.tudelft.nl/courses/et3100/

31

The stationary points are the ones satisfying


f (x; u) = 0:
m2gl sin  + rm1g + m

0=
0=!

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

32

This implies that the equilibrium pairs


(x0; u0) = ((!;  ); m) are:
((0; 0); 0)

where
0 := arcsin(

TU Delft

Control systems

rm1g + 0
m2gl

http://blackboard.icto.tudelft.nl/courses/et3100/

33

=  + 

Consider to apply a force m


constant bias.

@f1 @f1
@! @
@f2 @f2
@! @

G=

!0;0;0)

@f1
@
@f2
@ (!0;0;0)
 


_
!

0
= 1

!
=
F



TU Delft

Control systems

where  is a
0

m2gl cos 0
m2l2+m1r2

m2l2+m1r2
1

+ G

http://blackboard.icto.tudelft.nl/courses/et3100/

34

_!

!
=
F
+
G


is the dynamics around (0;  ) for an input equal to
 +  .
0

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

35

Conclusions on Linearization

 In general a system has the form


x_ = f (x; u)
y = h(x; u)
Around a point x and a bias input u we can, if f is
di erentiable, approximate the system with:
0

_ = F x + Gu
x
y = Hx + Ju
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

36

_ = F x + Gu
x
y = Hx + Ju
where x is a SMALL displacement from x and u is
a varying part of the input which is supplied together
with the bias u .
0

 All the results we get on the linear system are ONLY


valid around x and u .
0

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

37

From State Space to Input Output

We have seen how to get from a system to a linear or


linearised model in state space form:

x_ = F x + Gu
y = Hx + Ju
For what follows, it is handy to have a discription in
input-output di erential terms:
n
X
i=0
TU Delft

Control systems

di

ai i y(t) =
dt

m
X
j =0

dj
bj j u(t)
dt

http://blackboard.icto.tudelft.nl/courses/et3100/

38

Cayley-Hamilton Theorem (p.751)


Every square matrix F
characteristic polynomial:

a I +a F +a F
0

R nn

satis es its own

+ : : : an F n = 0

where

TU Delft

+ a  + a  + : : : + ann = det(I
1

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

F)

39

Di erentiation of the output equations

y = Hx + Ju

y_ = H x_ + J u_ = H (F x + Gu) + J u_ =
HF x + HGu + J u_

y = HF x_ + HGu_ + J u = HF (F x + Gu)+ HGu_ + J u =


HF x + HF Gu + HGu_ + J u
2

:::
y n = HF nx + f (u; u;
_ : : :)
(

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

40

We have terms of the form:

yi

( )

= HF ix + : : :

Taking the characteristic polynomial of F we can take:

a y + a y_ + : : : + any n =
H (|a I + a F{z+ : : : anF n}) x+
(

=0 for Cayley-Hamilton. !!

b u + b u_ + : : : + bnu n
(

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

41

We have therefore obtained the di erential form:


n
X
i=0

di

ai i y(t) =
dt

for a system of the form

TU Delft

Control systems

m
X
j =0

dj
bj j u(t)
dt
y

http://blackboard.icto.tudelft.nl/courses/et3100/

42

Laplace Transform

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

43

Solution
Problem

Starting
Problem

Time domain
s domain

Transf.
Problem

TU Delft

Control systems

Solution
Transf.

http://blackboard.icto.tudelft.nl/courses/et3100/

44

The idea is that we have a DIFFICULT problem


to be solved, we transform it in a mechanical
way using Laplace, then we solve an easy
problem and we transform back the solution
in a mechanical way.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

45

The Laplace transform of a function is another


complex representation of a time function:
L

! F (s) :=

f (t)
f (t) :=

Note:

1
2j

+1

Z  j
0

0 j 1

f (t)e

F (s)estds

st

dt
F (s)

The relation between f (t) and F (s) is bijective: one to


one correspondence.
TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

46

Properties of the Laplace transform


(pag.95)

 Convolution:
L ff (t)  f (t)g = F (s)F (s)
1

Convolution in time domain = algebraic product in


s domain !!

 Linearity (superposition)
L f f (t) + f (t)g = F (s) + F (s)
1

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

47

 Di erentiaton
L
 Integration
L
 L ftne atg =
TU Delft

Control systems

df
dt

Z t
0

n!
n+1
(s+a)

= sF (s) f (0 )

f ( ) d

1
= F (s)
s

(Fundamental!)

http://blackboard.icto.tudelft.nl/courses/et3100/

48

 Initial value theorem

f (0

) = slim
sF
(
s
)
!1

 Final value theorem

lim
f
(
t
)
=
lim
sF
(
s
)
t!1
s!
0

 Time delay

L ff (t )g = L ff (t)g e

: : : (look pag.95 !!)


TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

49

Table of Laplace transforms (pag.735)


F (s) f (t) t  0

(t)

1(t)

s+a
s

am
..

( + )

TU Delft

Control systems

at

tm e
1

1)!

at

..

http://blackboard.icto.tudelft.nl/courses/et3100/

50

F (s)
s+a
2 2
(s+a) +b

at

cos bt

b
2 2
(s+a) +b

at

sin bt

sin at

cos at

s2+a2
s2+a2

..

TU Delft

Control systems

f (t) t  0

..

http://blackboard.icto.tudelft.nl/courses/et3100/

51

If we want to inv. transform a rational G(s), we can use


the linearity property of the inv. transform L fg. If:
1

bmsm + bm sm + : : : + b
G(s) = n
=
n
s + an s + : : : + a
C
s p
1

we get:

Cn
+ : : : + s pn

Cn
L fG(s)g = L s p + : : : + L s p
n
which we know by the previous table. Review Partial
fraction Expansion (pag.98).
1

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

52

Convolution Integral

For a linear system, we can express the output as the


convolution integral of its impulse response with the
input:

y(t) =

Z 1

g(t  )u( ) d

Z 1

g( )u(t  ) d

We denote the previous operation with y = g  u. The


impulse responce is the output of the system to a Dirac
pulse (t):

y(t) =
TU Delft

Control systems

Z 1

g( )(t  ) d

= g(t)

http://blackboard.icto.tudelft.nl/courses/et3100/

53

Consider

y(t) = g(t)  u(t) =

Z 1

g(t  ) u( ) d

Then

Y (s)
or

TU Delft

= L fy(tg = L fg(t)  u(t)g =


= L fg(t)g L fu(t)g = G(s)U (s)

y(t) = L
Control systems

fL fg(t)g L fu(t)gg

http://blackboard.icto.tudelft.nl/courses/et3100/

54

Transfer Function

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

55

For

1<t<1

For a linear time invariant system we have seen that:

y =gu
and using the convolution result of the Laplace transform:

Y (s) = G(s)U (s)

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

56

The use of Laplace simpli es the problem!!

g  u is dicult, but G(s)U (s) is easy !!


Since G(s)U (s) is a normal algebraic multiplication, we
can draw

U (s)

TU Delft

Control systems

G(s)

Y (s)

http://blackboard.icto.tudelft.nl/courses/et3100/

57

For t > 0
Furthermore, if we consider the linear time invariant
system in the di erential form:
n
X
i=0

di

ai i y(t) =
dt

m
X
j =0

dj
bj j u(t)
dt

and we take the Laplace transform of both sides:


n
X
i=0

aisiY (s)

TU Delft

Control systems

n
X
i=1

ai

i 1
X
j =0

sj y i
(

1)

(0 ) =

http://blackboard.icto.tudelft.nl/courses/et3100/

m
X
j =0

bj sj U (s)
58

n
X
i=0

aisiY (s) =

gives

m
X
j =0

bj sj U (s) +

n
X
i=1

ai

i 1
X
j =0

sj y i
(

1)

(0 )

Y (s) = G(s)U (s) + Y (s)


0

where

b0 + b1s + : : : + bms
G(s) =
a0 + a1s + : : : + ansn

m
en

Y0(s) =

n
i=1 i

i 1 j (i j 1)
(0
j =0
n
+ n
1 +

sy
a0 + a s : : : a s

Note:

Indices others than in the book !


TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

59

Y0(s)

If y (0

is due to the non zero initial conditions !


) = y_ (0 ) = : : : = 0

then we have:

Y (s) = G(s)U (s)


G(s)

TU Delft

is called the Transfer Function.

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

60

Zeros, poles

Due to the theory of polynomials, we can write G(s) as:


m (s

G(s) = K ni
j (s
=1

=1

where
 zi roots of b

G(s)

zi )
pj )

+ b s + : : : + bmsm are called ZEROS of

 pi roots of a + a s + : : : + ansn and called POLES of


G(s)

 K = bm=an is a real number.


TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

61

DC gain
For a stable system, the nal value we get after a unitary
input step is called the DC gain.
Using Final Value Theorem (pag.103)

lim
y
(
t
)
=
lim
sY
(
s
)
=
t!1
s!
1
lim
sG
(
s
)
U
(
s
)
=
lim
sG
(
s
)
=
s!
s!
s
b
lim
G
(
s
)
=
s!
a
0

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

62

Block Diagrams and signal


Flow Graphs

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

63

Block Diagrams elements


U(s)
Z(s)

U(s)

S
+

Y(s)

R(s)
U(s)

TU Delft

Control systems

G(s)

Y(s)

U(s)

http://blackboard.icto.tudelft.nl/courses/et3100/

U(s)
U(s)
U(s)

64

Signal ow graph elements


U(s)

Z(s)

-1
Y(s)
1
R(s)

G(s)
U(s)

TU Delft

Control systems

U(s)

Y(s)

http://blackboard.icto.tudelft.nl/courses/et3100/

65

Basic Connections (pag.111)


Serial connection
U(s)

G1(s)

Z(s)

Y(s)

G2(s)

G1(s)
U(s)

G2(s)

Z(s)

Y(s)

Y (s) = G (s)Z (s) = G


(s{z
)G (s}) U (s)
|
2

G(s)

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

66

Parallel connection
G1(s)

U(s)

Y(s)

G2(s)

G1(s)
Y(s)

U(s)
G2(s)

Y (s) = G (s)U (s) + G (s)U (s) =


(G (s) {z
+ G (s))} U (s)
|
1

G(s)

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

67

Feedback connection
R(s)

E(s)

G1(s)

Y(s)

G2(s)

R(s)

E(s)

G1(s)
Y(s)
- G2(s)

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

68

E (s) = R(s) G (s)Y (s) =


2

R(s) G (s)G (s)E (s)


2

) (1 + G (s)G (s))E (s) = R(S )


G (s)
) Y (s) = 1 + G (s)G (s)R(s)
2

G (s)G (s) is called the Loop T.F..


2

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

69

Mason's Rule (pag.114)

Y (s) 1 X
=
G(s) =
Gi(s)i
U (s)  i
 Gi(s)= Path gain of the i th forward path
P

 =

The system
determinant=
1
(all
individual
P
loop gains)+
(gain products
of all possible two
P
loops that do not touch)
(gain products of all
possible three loops that do not touch)+...

 i= i

th forward path determinant: value of  for


the part of the block diagram that does NOT touch
the i th forward path.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

70

Example

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

71

Various Paths

Forward paths

Forw.path Path gain

1236
12346
123456

G
G
G

1
2
3

Loops

=1
=1
=1

Loops Path gain

232
2342
23452

TU Delft

l
l
l

1
2
3

=
=
=

Control systems

a =s
a =s
a =s
1

( )(1)
( )(1)
(b )(1)
Determinants
 = 1 as1
 =1 0
 =1 0
 =1 0

s  b1
1
1
s  s  b2
1
1
1
s s s

a2
s2

a3 
s3

+0

1
2
3

http://blackboard.icto.tudelft.nl/courses/et3100/

72

Final transfer function

Y (s)
U (s)

(b1=s) + (bs=s2) + (b3=s3)

1 + (a1=s) + (a2=s2) + (a3=s3)

which is equal to
Y (s)
U (s)
TU Delft

Control systems

b1s2 + b2s + b3

s3 + a1s2 + a2s + a3

http://blackboard.icto.tudelft.nl/courses/et3100/

73

Conclusions

 Bond graphs can be used to model physical


systems

 For

a stable non-linear system, we can


approximate its behavior around equilibrium.

 We

can bring a linear (or linearised) state


space form to an input-output di erential
form.

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

74

A

transfer function without delays is


characterised by zeros, poles and a gain K .

 The transfer function gives an in-out relation


and neglets the initial state of the system

 The

transfer function can be used only for

linear systems

TU Delft

Control systems

http://blackboard.icto.tudelft.nl/courses/et3100/

75