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“Appendix A”

Vibration: Fundamentals and Practice

Clarence W. de Silva

Boca Raton: CRC Press LLC, 2000

©2000 CRC Press

Appendix A

Dynamic Models and Analogies

A system may consist of a set of interacted components or elements, each possessing an input-

output (or cause-effect, or causal) relationship. A dynamic system is one whose response variables

are functions of time, with non-negligible rates of changes. A more formal mathematical deﬁnition

can be given, but it is adequate here to understand that vibrating systems are dynamic systems.

A model is some form of representation of a practical system. An analytical model (or mathematical

model) comprises a set of equations, or an equivalent, that approximately represents the system.

Sometimes, a set of curves, digital data (table) stored in a computer, and other numerical data —

rather than a set of equations — can be termed an analytical model if such data represent the system

of interest. A model developed by applying a suitable excitation to a system and measuring the

resulting response of the system is called an experimental model. In general, then, models can be

grouped into the following categories:

1. Physical models (prototypes)

2. Analytical models

3. Computer (numerical) models

4. Experimental models (using input/output experimental data)

Mathematical deﬁnitions for a dynamic system are given with reference to an analytical model of

the system; for example, a

state-space model

. In that context, the system and its analytical model

are synonymous. In reality, however, an analytical model, or any model for that matter, is an

idealization of the actual system. Analytical properties that are established and results that are

derived would be associated with the model rather than the actual system, whereas the excitations

are applied to and the output responses are measured from the actual system. This distinction should

be clearly recognized.

Analytical models are very useful in predicting the dynamic behavior (response) of a system

when it is subjected to a certain excitation (input). Vibration is a dynamic phenomenon and its

analysis, practical utilization, and effective control require a good understanding of the vibrating

system. A recommended way to achieve this is through the use of a suitable model of the system.

A model can be employed for designing a mechanical system for proper vibration performance.

In the context of vibration testing, for example, analytical models are commonly used to develop

test speciﬁcations, and also the input signal applied to the shaker, and to study dynamic effects and

interactions in the test object, the shaker table, and their interfaces. In product qualiﬁcation by

analysis, a suitable analytical model of the product replaces the test specimen. In vibration control,

a dynamic model of the vibrating system can be employed to develop the necessary control schemes

(e.g., model-based control).

Analytical models can be developed for mechanical, electrical, ﬂuid, and thermal systems in a

rather analogous manner because some clear analogies are present among these four types of

systems. In practice, a dynamic system can exist as a combination of two or more of the these

various types, and is termed a

mixed system

. In view of the analogy, then, a uniﬁed approach can

be adopted in analysis, design, and control of these different types of systems and mixed systems.

In this context, understanding the analogies in different system types is quite useful in the devel-

opment and utilization of models. This appendix outlines some basic concepts of modeling. Also,

fundamental analogies that exist among different types of dynamic systems are identiﬁed.

©2000 CRC Press

A.1 MODEL DEVELOPMENT

There are two broad categories of models for dynamic systems: lumped-parameter models and

continuous-parameter models. Lumped-parameter models are more commonly employed than

continuous-parameter models, but continuous-parameter elements sometimes are included in oth-

erwise lumped-parameter models in order to improve the model accuracy.

In lumped-parameter models, various characteristics in the system are lumped into represen-

tative elements located at a discrete set of points in a geometric space. A coil spring, for example,

has a mass, an elastic (spring) effect, and an energy-dissipation characteristic, each of which is

distributed over the entire coil. In an analytical model, however, these individual distributed char-

acteristics can be approximated by a separate mass element, a spring element, and a damper element,

which are interconnected in some parallel-series conﬁguration, thereby producing a lumped-param-

eter model.

Development of a suitable analytical model for a large and complex system requires a systematic

approach. Tools are available to aid this process. Signals (excitations and response) can be repre-

sented either in the frequency domain or in the time domain. A time-domain model consists of a

set of differential equations. In the frequency domain, a model is represented by a set of transfer

functions (or frequency-response functions). Frequency-domain transfer function considerations

also lead to the concepts of mechanical impedance, mobility, and transmissibility.

The process of modeling can be made simple by following a systematic sequence of steps. The

main steps are summarized below:

1. Identify the system of interest by deﬁning its purpose and system boundaries.

2. Identify or specify the variables of interest. These include inputs (forcing functions or

excitations) and outputs (responses).

3. Approximate (or model) various segments (or processes or phenomena) in the system

by ideal elements, suitably interconnected.

4. Draw a free-body diagram for the system with suitably isolated components.

5. a. Write constitutive equations (physical laws) for the elements.

b. Write continuity (or conservation) equations for through variables (equilibrium of

forces at joints; current balance at nodes, etc.).

c. Write compatibility equations for across (potential or path) variables. These are loop

equations for velocities (geometric connectivity), voltages (potential balance), etc.

d. Eliminate auxiliary (unwanted) variables that are redundant and not needed to deﬁne

the model.

6. Express system boundary conditions and response initial conditions using system vari-

ables.

These steps should be self-explanatory or integral with the particular modeling techniques.

A.2 ANALOGIES

Analogies exist among mechanical, electrical, hydraulic, and thermal systems. The basic system

elements can be divided into two groups: energy-storage elements and energy-dissipation elements.

Table A.1 shows the linear relationships that describe the behavior of translatory mechanical,

electrical, thermal, and ﬂuid elements. These relationships are known as constitutive relations. In

particular, Newton’s second law is considered the constitutive relation for the mass element. The

analogy used in Table A.1 between mechanical and electrical elements is known as the force–current

analogy. This analogy appears more logical than a force–voltage analogy, as is clear from Table A.2.

This follows from the fact that both force and current are

through variables

, which are analogous

to ﬂuid ﬂow through a pipe; and both velocity and voltage are

across variables

, which vary across

©2000 CRC Press

the ﬂow direction, as in the case of pressure. The correspondence between the parameter pairs

given in Table A.2 follows from the relations in Table A.1. Note that the rotational mechanical

elements possess constitutive relations between torque and angular velocity, which can be treated

as a generalized force and a generalized velocity, respectively. In ﬂuid systems as well, basic

elements corresponding to capacitance (capacity), inductance (ﬂuid inertia), and resistance (ﬂuid

friction) exist. Constitutive relations between pressure difference and mass ﬂow rate can be written

for these elements. In thermal systems, generally only two elements — capacitance and resistance

— can be identiﬁed. Constitutive relations exist between temperature difference and heat transfer

rate in this case.

Proper selection of system variables is crucial in developing an analytical model for a dynamic

system. A general approach that can be adopted is to use across variables of the

A

-type (or across-

type) energy storage elements and the through variables of the

T

-type (or through-type) energy

TABLE A.1

Some Linear Constitutive Relations

System Type

Constitutive Relation for

Energy Storage Elements

Energy Dissipating

Elements

A

-Type

(Across) Element

T

-Type

(Through) Element

D

-Type

(Dissipative) Element

Translatory

mechanical:

v

= Velocity

f

= Force

Mass:

(Newton’s second law)

m

= Mass

Spring:

(Hooke’s law)

k

= Stiffness

Viscous damper:

f

=

bv

b

= Damping constant

Electrical:

v

= Voltage

i

= Current

Capacitor:

C

= Capacitance

Inductor:

L

= Inductance

Resistor:

Ri

=

v

R

= Resistance

Thermal:

T

= Temperature difference

Q

= Heat transfer rate

Thermal capacitor:

C

t

= Thermal capacitance

None Thermal Resistor:

R

t

Q

=

T

R

t

= Thermal resistance

Fluid:

P

= Pressure difference

Q

= Volume ﬂow rate

Fluid capacitor:

C

f

= Fluid capacitance

Fluid inertor:

I

f

= Inertance

Fluid resistor:

R

f

Q

=

P

R

f

= Fluid resistance

TABLE A.2

Force–Current Analogy

System Type Mechanical Electrical

System-response variables:

Through variables Force

f

Current

i

Across variables Velocity

v

Voltage

v

System parameters

m C

k

1/

L

b

1/

R

m

dv

dt

f ·

df

dt

kv ·

C

dv

dt

i · L

di

dt

v ·

C

dT

dt

Q

t

·

C

dP

dt

Q

f

· I

dQ

dt

P

f

·

©2000 CRC Press

storage elements as system variables (state variables). Note that if any two elements are not inde-

pendent (e.g., if two spring elements are directly connected in series or parallel), then only a single

state variable should be used to represent both elements. Independent variables are not needed for

D

-type (dissipative) elements because their response can be represented in terms of the state variables

of the energy storage elements (

A

-type and

T

-type).

A.3 MECHANICAL ELEMENTS

Here, one uses velocity (across variable) of each independent mass (

A

-type element) and force

(through variable) of each independent spring (

T

-type element) as system variables (state variables).

The corresponding constitutive equations form the “shell” of an analytical model. These equations

will directly lead to a

state-space model

of the system.

A.3.1 M

ASS

(I

NERTIA

) E

LEMENT

Constitutive equation (Newton’s second law):

(A.1)

Since power =

fv

, the energy of the element is given by

or

(A.2)

This is the well-known

kinetic energy

. Now, integrating equation (A.1),

(A.3)

By setting

t

= 0

+

, one sees that

(A.4)

unless an inﬁnite force

f

is applied to

m

. Hence, one can state the following:

1. Velocity can represent the state of an inertia element. This is justiﬁed ﬁrst because, from

equation (A.3), the velocity at any time

t

can be completely determined with the knowl-

edge of the initial velocity and the applied force, and because, from equation (A.2), the

energy of an inertia element can be represented in terms of

v

alone.

2. Velocity across an inertia element cannot change instantaneously unless an inﬁnite

force/torque is applied to it.

3. A ﬁnite force cannot cause an inﬁnite acceleration. A ﬁnite instantaneous change (step)

in velocity will need an inﬁnite force. Hence,

v

is a natural output (or state) variable and

f

is a natural input variable for an inertia element.

m

dv

dt

f ·

E fvdt m

dv

dt

vdt mvdv · · ·

∫ ∫ ∫

Energy E mv ·

1

2

2

v t v

m

fdt

t

( ) ·

( )

+

−

−

∫

0

1

0

v v 0 0

+ −

( )

·

( )

©2000 CRC Press

A.3.2 S

PRING

(S

TIFFNESS

) E

LEMENT

Constitutive equation (Hook’s law):

(A.5)

Note that the conventional force-deﬂection Hooke’s law has been differentiated in order to be

consistent with the variable (velocity) that is used with the inertia element.

As before, the energy is

or

(A.6)

This is the well-known (elastic)

potential energy

.

Also,

(A.7)

and hence,

(A.8)

unless an inﬁnite velocity is applied to the spring element. In summary,

1. Force can represent the state of a stiffness (spring) element. This is justiﬁed because the

force of a spring at any general

t

can be completely determined with the knowledge of

the initial force and the applied velocity, and also because the energy of a spring element

can be represented in terms of

f

alone.

2. Force through a stiffness element cannot change instantaneously unless an inﬁnite veloc-

ity is applied to it.

3. Force

f

is a natural output (state) variable and

v

is a natural input variable for a stiffness

element.

A.4 ELECTRICAL ELEMENTS

Here, one uses voltage (across variable) of each independent capacitor (

A

-type element) and current

(through variable) of each independent inductor (

T

-type element) as system (state) variables.

A.4.1 C

APACITOR

E

LEMENT

Constitutive equation:

(A.9)

df

dt

kv ·

E fvdt f

k

df

dt

dt

k

fdf · · ·

∫ ∫ ∫

1 1

Energy E

f

k

·

1

2

2

f t f k vdt

t

( ) ·

( )

+

−

−

∫

0

0

f f 0 0

+ −

( )

·

( )

C

dv

dt

i ·

©2000 CRC Press

Since power is

iv

, the energy is

or

(A.10)

This is the

electrostatic energy

of a capacitor.

Also,

(A.11)

Hence, for a capacitor,

(A.12)

unless an inﬁnite current is applied to a capacitor. In summary,

1. Voltage is an appropriate response variable (or state variable) for a capacitor element.

2. Voltage across a capacitor cannot change instantaneously unless an inﬁnite current is

applied.

3. Voltage is a natural output variable and current is a natural input variable for a capacitor.

A.4.2 I

NDUCTOR

E

LEMENT

Constitutive equation:

(A.13)

(A.14)

This is the

electromagnetic energy

of an inductor.

Also,

(A.15)

Hence, for an inductor,

(A.16)

unless an inﬁnite voltage is applied. In summary,

E ivdt C

dv

dt

vdt Cvdv · · ·

∫ ∫ ∫

Energy E Cv ·

1

2

2

v t v

C

idt

t

( ) ·

( )

+

−

−

∫

0

1

0

v v 0 0

+ −

( )

·

( )

L

di

dt

v ·

Energy E Li ·

1

2

2

i t i

L

vdt

t

( ) ·

( )

+

−

−

∫

0

1

0

i i 0 0

+ −

( )

·

( )

©2000 CRC Press

1. Current is an appropriate response variable (or state variable) for an inductor.

2. Current through an inductor cannot change instantaneously unless an inﬁnite voltage is

applied.

3. Current is a natural output variable and voltage is a natural input variable for an inductor.

A.5 THERMAL ELEMENTS

Here, the across variable is temperature (T) and the through variable is the heat transfer rate (Q).

The thermal capacitor is the A-type element. There is no T-type element in a thermal system. The

reason is clear. There is only one type of energy (thermal energy) in a thermal system, whereas

there are two types of energy in mechanical and electrical systems.

A.5.1 THERMAL CAPACITOR

Consider a material control volume V, of density ρ, and speciﬁc heat c. Then, for a net heat transfer

rate Q into the control volume, one obtains

(A.17)

or

(A.18)

where C

t

= ρvc is the thermal capacitance of the control volume.

A.5.2 THERMAL RESISTANCE

There are three basic processes of heat transfer:

1. Conduction

2. Convection

3. Radiation.

There is a thermal resistance associated with each process, given by their constitutive relations as

given below.

Conduction: (A.19)

where

k = conductivity

A = area of cross section of the heat conduction element

∆x = length of heat conduction with a temperature drop of T.

The conductive resistance is

(A.20)

Q vc

dT

dt

· ρ

C

dT

dt

Q

t

·

Q

kA

x

T ·

∆

R

x

kA

k

·

∆

©2000 CRC Press

Convection: (A.21)

where

h

c

= convection heat transfer coefficient

A = area of heat convection surface with temperature drop of T.

The convective resistance is

(A.22)

Radiation: (A.23)

where

σ = Stefan-Boltzmann constant

F

E

= effective emmisivity of the radiation source (of temperature T

1

)

F

A

= shape factor of the radiation receiver (of temperature T

2

)

A = effective surface area of the receiver.

This corresponds to a nonlinear thermal resistor.

A.6 FLUID ELEMENTS

Here, one uses pressure (across variable) of each independent ﬂuid capacitor (A-type element) and

volume ﬂow rate (through variable) of each independent ﬂuid inertor (T-type element) as system

(state) variables.

A.6.1 FLUID CAPACITOR

The heat transfer rate is

(A.24)

Note that a ﬂuid capacitor stores potential energy (a “ﬂuid spring”) unlike the mechanical A-type

element (inertia), which stores kinetic energy.

For a liquid control volume V of bulk modulus β, the ﬂuid capacitance is given by

(A.25)

For an isothermal (constant temperature, slow-process) gas of volume V and pressure P, the ﬂuid

capacitance is

(A.26)

Q h AT

c

·

R

h A

c

c

·

1

Q F F A T T

E A

· −

( )

σ

1

4

2

4

C

dP

dt

Q

f

·

C

V

bulk

·

β

C

V

P

comp

·

©2000 CRC Press

For an adiabatic (zero heat transfer, fast process) gas, the capacitance is

(A.27)

where

(A.28)

which is the ratio of speciﬁc heats at constant pressure and constant volume.

For an incompressible ﬂuid in a container of ﬂexible area A and stiffness k, the capacitance is

(A.29)

Note: For a ﬂuid with bulk modulus, the equivalent capacitance would be

For an incompressible ﬂuid column with an area of cross section A and density ρ, the capacitance is

(A.30)

A.6.2 FLUID INERTOR

(A.31)

This represents a T-type element. However, it stores kinetic energy, unlike the mechanical T-type

element (spring), which stores potential energy. For a ﬂow with uniform velocity distribution across

an area A and over a length segment ∆x, the ﬂuid inertance is given by

(A.32)

For a non-uniform velocity distribution,

(A.33)

where a correction factor α has been introduced. For a ﬂow of circular cross section with a parabolic

velocity distribution, use α = 2.0.

C

V

kP

comp

·

k

c

c

p

v

·

C

A

k

elastic

·

2

C C

bulk elastic

+

C

A

g

grav

·

ρ

I

dQ

dt

P

f

·

I

x

A

f

· ρ

∆

I

x

A

f

· αρ

∆

©2000 CRC Press

A.6.3 FLUID RESISTANCE

For the approximate, linear case:

(A.34)

The more general, nonlinear case is given by

(A.35)

where K

R

and n are parameters of the nonlinearity. For viscous ﬂow through a uniform pipe, one

obtains

(A.36)

for a circular cross-section of diameter d, and

(A.37)

for a rectangular cross section of height b that is much smaller than its width w. Also, µ is the

absolute viscosity (or dynamic viscosity) of the ﬂuid, and is related to the kinematic viscosity υ

through

(A.38)

A.6.4 NATURAL OSCILLATIONS

Mechanical systems can produce natural oscillatory responses (or free vibrations) because they can

possess two types of energy (kinetic and potential). When one type of stored energy is converted

to the other type repeatedly, back and forth, the resulting response is oscillatory. Of course, some

of the energy will dissipate (through the dissipative mechanism of damper) and the free natural

oscillations will decay as a result. Similarly, electrical circuits and ﬂuid systems can exhibit natural

oscillatory responses due to the presence of two types of energy storage mechanism, where energy

can “ﬂow” back and forth repeatedly between the two types of elements. However, thermal systems

have only one type of energy storage element (A-type) with only one type of energy (thermal

energy). Hence, purely thermal systems cannot naturally produce oscillatory responses unless forced

by external means, or integrated with other types of systems (e.g., ﬂuid systems).

A.7 STATE-SPACE MODELS

More than one variable might be needed to represent the response of a dynamic system. There also

could be more than one input variable. A time-domain analytical model is a set of differential

equations relating the response variables to the input variables. This set of system equations is

generally coupled, so that more than one response variable appears in each differential equation.

A particularly useful time-domain representation for a dynamic system is a state-space model. In

this representation (state-space representation), an nth-order system is represented by n ﬁrst-order

differential equations, which generally are coupled. This is of the general form:

P R Q

f

·

P K Q

R

n

·

R

x

d

f

· 128

4

µ

π

∆

R

x

wb

f

· 12

3

µ

∆

µ υρ ·

©2000 CRC Press

(A.39)

The n state variables can be expressed as the state vector

(A.40)

which is a column vector. Note that [ ]

T

denotes the transpose of a matrix or vector. The space

formed by all possible state vectors of a system is the state space. At this stage, one may wish to

review the concepts of linear algebra given in Appendix C.

The state vector of a dynamic system is a least set of variables that is required to completely

determine the state of the system at all instants of time. They may or may not have a physical

interpretation. The state vector is not unique; many choices are possible for a given system. Output

(response) variables of a system can be completely determined from any such choice of state

variables. Since the state vector is a least set, a given state variable cannot be expressed as a linear

combination of the remaining state variables in that state vector. One suitable choice of state

variables is the across variables of the independent A-type energy-storage elements and through

variables of the independent T-type energy-storage elements.

The m variables r

1

, r

2

, …, r

m

in equations (A.39) are input variables, and they can be expressed

as the input vector:

(A.41)

Now, equation (A.39) can be written in the vector notation

(A.42)

When t is not present explicitly in the function f, the system is said to be autonomous.

A.7.1 LINEARIZATION

Equilibrium states of the dynamic system given by equation (A.42), correspond to

(A.43)

Consequently, the equilibrium states q are obtained by solving the set of n algebraic equations

(A.44)

for a special steady input r. Usually, a system operates in the neighborhood of one of its equilibrium

states. This state is known as its operating point. The steady state of a dynamic system is also an

equilibrium state.

dq

dt

f q q q r r r t

dq

dt

f q q q r r r t

dq

dt

f q q q r r r t

n m

n m

n

n n m

1

1 1 2 1 2

2

2 1 2 1 2

1 2 1 2

·

( )

·

( )

·

(

, , , , , , , ,

, , , , , , , ,

, , , , , , , ,

K K

K K

M

K K

))

q ·

[ ]

q q q

n

T

1 2

, , , K

r ·

[ ]

r r r

m

T

1 2

, , , K

˙

, , q f q r · ( ) t

˙

q · 0

f q r , , t ( ) · 0

©2000 CRC Press

Suppose that a slight excitation is given to a dynamic system that is operating at an equilibrium

state. If the system response builds up and deviates further from the equilibrium state, the equilib-

rium state is said to be unstable. If the system returns to the original operating point, the equilibrium

state is stable. If it remains at the new state without either returning to the equilibrium state or

building up the response, the equilibrium state is said to be neutral.

To study the stability of various equilibrium states of a nonlinear dynamic system, it is ﬁrst

necessary to linearize the system model about these equilibrium states. Linear models are also

useful in analyzing nonlinear systems when it is known that the variations of the system response

about the system operating point are small in comparison to the maximum allowable variation

(dynamic range). Equation (A.42) can be linearized for small variations δq and δr about an

equilibrium point (q, r) by employing up to only the ﬁrst derivative term in the Taylor series

expansion of the nonlinear function f. The higher-order terms are negligible for small δq and δr.

This method yields

(A.45)

The state vector and input vector for the linearized system are denoted by

(A.46)

(A.47)

The linear system matrix A(t) and the input gain matrix B(t) are deﬁned as

(A.48)

(A.49)

Then, the linear state model can be expressed as

(A.50)

If the dynamic system is a constant-parameter system, or if it can be assumed as such for the time

period of interest, then A and B become constant matrices.

A.7.2 TIME RESPONSE

Time variation of the state vector of a linear, constant-parameter dynamic system can be obtained

using the Laplace transform method. The Laplace transform of equation (A.50) is given by

(A.51)

Consequently,

(A.52)

δ δ δ

˙

, , , , q

f

q

q r q

f

r

q r r ·

∂

∂

( ) +

∂

∂

( ) t t

δq x · ·

[ ]

x x x

n

T

1 2

, , , K

δr u · ·

[ ]

u u u

m

T

1 2

, , , K

A

f

q

q r t t ( ) ·

∂

∂

( ) , ,

B

f

r

q r t t ( ) ·

∂

∂

( ) , ,

˙

x Ax Bu · +

s s s s X x AX BU ( ) − ( ) · ( ) + ( ) 0

x sI A x I A BU t s s ( ) · − ( ) ( ) + − ( ) ( )

− − − −

ᏸ ᏸ

1 1 1 1

0

©2000 CRC Press

in which I denotes the identity (unit) matrix. Note that ᏸ

–1

denotes the inverse Laplace transform

operator. The square matrix (sI – A)

–1

is known as the resolvent matrix. Its inverse Laplace transform

is the state-transition matrix:

(A.53)

It can be shown that Φ(t) is equal to the matrix exponential

(A.54)

The state-transition matrix can be analytically determined as a closed-form matrix function by the

direct use of inverse transformation on each term of the resolvent matrix, using equation (A.53),

or as a series solution using equation (A.54). One can reduce the inﬁnite series given in equation

(A.54) into a ﬁnite matrix polynomial of order n – 1 using the Cayley-Hamilton theorem. This

theorem states that a matrix satisﬁes its own characteristic equation. The characteristic polynomial

of A can be expressed as

(A.55)

in which det( ) denotes determinant. The notation

(A.56)

is used. Then, by the Cayley-Hamilton equation, one obtains

(A.57)

To get a polynomial expansion for exp(At), one can write

(A.58)

in which S(A) is an appropriate inﬁnite series. Since ∆(A) = 0 by the Cayley-Hamilton theorem,

however, one has

(A.59)

Now, it is just a matter of determining the coefﬁcients α

0

, α

1

, …, α

n–1

, which are functions of time.

This is done as follows. From equation (A.58),

(A.60)

If λ

1

, λ

2

, …, λ

n

are the eigenvalues of A, however, then, by deﬁnition,

(A.61)

ΦΦ t s ( ) · − ( )

− −

ᏸ

1 1

I A

ΦΦ t t t t ( ) · ( ) · + + + exp

!

A I A A

1

2

2 2

K

∆ λ λ

λ λ

( ) · − ( )

· + + +

−

−

det A I

a a a

n

n

n

n

1

1

0

L

∆ A A A I ( ) · + + +

−

−

a a a

n

n

n

n

1

1

0

L

0 · + + +

−

−

a a a

n

n

n

n

A A I

1

1

0

L

exp A A A A A I t S

n

n

n

n

( ) · ( ) ⋅ ( ) + + + +

−

−

−

−

∆ α α α

1

1

2

2

0

L

exp A A A I t

n

n

n

n

( ) · + + +

−

−

−

−

α α α

1

1

2

2

0

L

exp λ λ λ α λ α λ α t S

n

n

n

n

( ) · ( ) ⋅ ( ) + + + +

−

−

−

−

∆

1

1

2

2

0

L

∆ λ λ

i i

i n

( )

· −

( )

· · det A I 0 1 for , 2, , K

©2000 CRC Press

Thus, from equation (A.60), one obtains

(A.62)

If the eigenvalues are all distinct, equation (A.62) represents a set of n independent algebraic

equations from which the n unknowns α

0

, α

1

, …, α

n–1

can be determined.

Because the product in the Laplace domain is a convolution integral in the time domain, and

vice versa, the second term on the right-hand side of equation (A.52) can be expressed as a matrix

convolution integral. This gives

(A.63)

The ﬁrst part of this solution is the zero-input response; the second part is the zero-state response.

State variables are not necessarily measurable and generally are not system outputs. A linearized

relationship between state variables and system output (response) variables y(t) can be expressed as

(A.64)

in which the output vector is

(A.65)

and C denotes the output (measurement) gain matrix. When m > 1 and p > 1, the system is said

to be a multi-input–multi-output (MIMO) system. Note that, in this case, one has a transfer matrix

H(s) given by

(A.66)

which satisﬁes

(A.67)

Since

(A.68)

in which adj( ) denotes the adjoint (see Appendix C). It is seen that the poles, or eigenvalues, of

the system (matrix A) are given by the solution of its characteristic equation:

which should be compared with equation (A.61). If all eigenvalues of A have negative real parts,

then the state-transition matrix Φ(t) in equation (A.63) will be bounded as t → ∞, which means

that the linear system is stable.

exp , λ α λ α λ α

i n i

n

n i

n

t i n

( )

· + + + ·

−

−

−

−

1

1

2

2

0

1 L K for 2, ,

x x Bu t t t d

t

( ) · ( ) ( ) + − ( ) ( )

∫

ΦΦ ΦΦ 0

0

τ τ τ

y Cx t t ( ) · ( )

y ·

[ ]

y y y

p

T

1 2

, , , K

H C I A B s s ( ) · − ( )

−1

Y H U s s s ( ) · ( ) ( )

s

s

s

I A

I A

I A

− ( ) ·

− ( )

− ( )

−1

adj

det

det sI A − ( ) · 0

©2000 CRC Press

A.7.3 SOME FORMAL DEFINITIONS

A state vector x is a column vector that contains a minimum set of state variables x

1

, x

2

, …, x

n

that completely determines the state of a dynamic system. The number of state variables, n, is the

order of the system. This is typically equal to the number of independent energy storage elements

in the system, and is twice the number of degrees of freedom (for a mechanical system).

Property 1: If the state vector x(t

0

) at the time t

0

and the input (forcing excitation) u[t

0

, t

1

]

over the time interval [t

0

, t

1

] are known, where t

1

is any future time, then x(t

1

) can be uniquely

determined. In other words, a transformation g can be deﬁned such that

(A.69)

By this property it should be clear that the order of a dynamic system is equal to the number of

independent initial conditions needed to completely determine the system response.

Note that according to the causality of dynamic systems, future states cannot be determined

unless the inputs up to that future time are known. This means that the transformation g is

nonanticipative.

Each forcing function u[t

0

, t

1

] deﬁnes a state trajectory. The n-dimensional vector space formed

by all possible state trajectories is known as the state space.

Property 2: If the state x(t

1

) and the input u(t

1

) are known at any time t

1

, the system response

(output) vector y(t

1

) can be uniquely determined. This can be expressed as

(A.70)

Note that the transformation h has no memory in the sense that the response at a previous time cannot

be determined through the knowledge of the present state and input. Note also that, in general, system

outputs are not identical to the states although the former can be uniquely determined by the latter.

A.7.4 ILLUSTRATIVE EXAMPLE

A torsional dynamic model of a pipeline segment is shown in Figure A.1(a). Free-body diagrams

in Figure A.1(b) show internal torques acting at sectioned inertia junctions for free motion. A state

model is obtained using the generalized velocities (angular velocities Ω

i

) of the independent inertia

elements and the generalized forces (torques T

i

) of the independent elastic (torsional spring)

elements as state variables. The minimum set of states that is required for a complete representation

determines the system order. There are two inertia elements and three spring elements — a total

of ﬁve energy-storage elements. The three springs are not independent, however. The motion of

two springs completely determines the motion of the third. This indicates that the system is a

fourth-order system. One obtains the model as follows.

Newton’s second law gives

Hooke’s law gives

x g x u t t t t t t

1 0 1 0 0 1

( )

·

( ) [ ] ( )

, , , ,

y h x u t t t t

1 1 1 1

( )

·

( ) ( ) ( )

, ,

I T T

I T T

1 1 1 2

2 2 2 3

˙

˙

Ω

Ω

· − +

· − −

˙

˙

T k

T k

1 1 1

2 2 2 1

·

· −

( )

Ω

Ω Ω

©2000 CRC Press

Torque T

3

is determined in terms of T

1

and T

2

, using the displacement relation (compatibility) for

the inertia I

2

:

The state vector is chosen as

The corresponding system matrix is

The output-displacement vector is

FIGURE A.1 (a) Dynamic model of a pipeline segment, and (b) free-body diagrams.

T

k

T

k

T

k

1

1

2

2

3

3

+ ·

x ·

[ ]

Ω Ω

1 2 1 2

, , , T T

T

A ·

−

−

¸

¸

_

,

− +

¸

¸

_

,

−

¸

1

]

1

1

1

1

1

1

1

0 0

1 1

0 0

1 1

1

0 0 0

0 0

1 1

2

3

1 2

3

2

1

2 1

I I

I

k

k I

k

k

k

k k

y · +

¸

1

]

1

T

k

T

k

T

k

T

1

1

1

1

2

2

,

©2000 CRC Press

which corresponds to the following output-gain matrix:

For the special case given by I

1

= I

2

= I and k

1

= k

3

= k, the system eigenvalues are

and the corresponding eigenvectors are

The modal contributions to the displacement vector are

and

The mode shapes are given by the vectors S

1

= [1, 1]

T

and S

2

= [1, –1]

T

, which are sketched in

Figure A.2. In general, each modal contribution introduces two unknown parameters, α

i

and φ

i

,

into the free response (homogeneous solution), where φ

i

are the phase angles associated with the

sinusoidal terms. For an n-degree-of-freedom (order-2n) system, this results in 2n unknowns, which

require the 2n initial conditions x(0). Further developments of modal analysis for lumped-parameter

systems are found in Chapter 5.

A.7.5 CAUSALITY AND PHYSICAL REALIZABILITY

Consider a dynamic system represented by the single input-output differential equation:

(A.71)

C ·

¸

1

]

1

1

1

1

0 0

1

0

0 0

1 1

1

1 2

k

k k

λ λ ω

λ λ ω

1 1 1

2 2 2

2

2

,

,

· t · t

· t · t

+

j j

k

I

j j

k k

I

X X R I

X X R I

1 1 1 1

1

1 1 1

2 2 2 2

2

2 2 1

2

0

2

, , , ,

, , , ,

· t ·

[ ]

· t · − t

[ ]

j jk

j jk jk

T

T

α

ω ω

α

ω ω

2

2

m

m

Y

1 1 1

1

1

·

¸

1

]

1

α ω sin t

Y

2 2 2

1

1

·

−

¸

1

]

1

α ω sin t

d y

dt

a

d y

dt

a y b

d u

dt

b

d u

dt

b u

n

n n

n

n m

m

m m

m

m

+ + + · + + +

−

−

− −

−

− 1

1

1 0 1

1

1 0

K K

©2000 CRC Press

where y and u are the output and the input, respectively. The causality (cause-effect) of this system

should dictate that u is the input and y is the output. Its transfer function is given by

(A.72)

Note that n is the order, ∆(s) is the characteristic polynomial, and N(s) is the numerator polynomial

of the system.

Suppose that m > n. Then, if one integrates equation (A.71) n times, one obtains y and its

integrals on the LHS, but the RHS will contain at least one derivative of u. Since the derivative of

a step function is an impulse, this implies that a ﬁnite change in input will result in an inﬁnite

change in the response. This is not physically realizable. It follows that a physically realizable

system cannot have a numerator order greater than the denominator order in its transfer function.

If, in fact, m > n, then what this means physically is that y should be the system input and u should

be the system output. In other words, the causality should be reversed in this case. Furthermore,

for a physically realizable system, a simulation block diagram can be established using integrals

alone, without the need for derivatives (s). Note that pure derivatives are physically not

realizable. If m > n, the simulation block diagram will need at least one derivative for linking u to y.

That will not be physically realizable, again, because it would imply the possibility of producing

an inﬁnite response by a ﬁnite input. In other words, feed-forward paths with pure derivatives will

not be needed in a simulation block diagram of a physically realizable system.

FIGURE A.2 Mode shapes of the pipeline segment.

G s

N s

s

b s b s b

s a s a

m

m

m

m

n

n

n

( ) ·

( )

( )

·

+ + +

+ + +

−

−

−

−

∆

1

1

0

1

1

0

K

K

1

s

¸

¸

_

,

eee

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