Dynamics & Control of Mechanical Systems [4DB00] Summary

Wouter Kuijpers
February 13, 2014
This document gives an overview of the theory of Dynamics & Control of Mechanical Systems
[4DB00].
Contents
I Control Systems 2
1 Laplace Transformation 2
1.1 System Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Signals in the Laplace domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Frequently Used Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2 Block Diagrams 7
3 Bode Diagrams 8
4 Controller Design 10
4.1 Complex Plane: Poles and Zeroes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.2 Stability Criteria of Routh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.3 Stability Criteria of Nyquist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.4 Margins . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
4.5 Loop Shaping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4.6 Design for Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4.7 Limits to Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
II Lagrangian Mechanics 15
III Appendix 20
5 Detailed Lagrangian Mechanics 20
1
Part I
Control Systems
1 Laplace Transformation
1.1 System Example
Suppose we monitor a Water Tanks height h (See Figure 1), when it is lled by
in
and water
leaves through
out
. The ow of water leaving the Water Tank is restricted by R; the tank has a
surface of A
h
and a volume V . This system can be described using a dierential equation, for this
we monitor the content of buers:
V = A
h

h =
in

out
Figure 1: A Water Tank.
Furthermore with knowledge of Physics we can rewrite
out
to:
A
h

h =
in

1
R
h(t)

h =
1
A
h
_

in

1
R
h(t)
_

h =
1
A
h

in

1
A
h
R
h(t)
We now have captured the behavior of the Water Tank in a
Dierential Equation. But what can we do with it? We can see
how the system reacts to several dierent inputs
in
, or how the
system reacts dierently when a system parameter is changed. But
how do we solve this Dierential Equation; there exist two ways
to do this:
Numerical: Calculating the content of the buer at very
small intervals of time. This can be easily done using MATLAB
Simulink; see Figure 2 where the dierential equation above is implemented
1
:
Figure 2: A MATLAB Simulink simuation in which the dierential equation is implemented.
1
hdot =

h
2
Analytically: One example of a Analytic approach is solving the Dierential Equation. No-
tice that we can rewrite the Dierential Equation to:

h = ah(t) +b
in
(t) a =
1
A
h
R
, b =
1
A
h
To nd the Homogeneous Solution of this dierential equation we set the
in
(t) = 0, h(0) to h
0
.
This means that we observe the behavior when no input is applied; Homogeneous Solution. This
Homogeneous Solution or Natural Response describes how the system dissipates or acquires
energy. An example of a Natural Response is a systems response under a starting position not
equal to 0. The form or nature of this response is dependent only on the system, not on the input.
So in our search for the Homogeneous Solution we have the following equation:

h(t) = ah(t)
Which has the following solution:
h(t) = h
0
e
t

h(t) = h
0
e
t
so a = =
1
A
h
R
The solution of this dierential equation states that the h will have a e-power behavior, which is
referred to as First-Order Behavior. The larger the faster the system responds, the faster it
is in Steady-State. = a =
1
A
h
R
; which states that the system becomes faster when R and A
h
become smaller.
With the expression above we can also make a statement about the Stability of a system. We
have derived the following formula for

h:

h(t) = h
0
e
t
This is the Homogeneous Solution or Natural Response of the system. For this a system to
be stable the Natural Response eventually has to approach zero. This means that at some point

h(t) = 0. This states that e

t
should approach a constant value at t , this implies that < 0.
A system is Stable when < 0.
1.2 The Laplace Transform
In the previous subsection we have looked at a system and we have observed a Numerical Method
to nd the solution. Also we have derived a Analytic Solution this included solving a dierential
equation. Solving more dicult dierential equations is hard and time-consuming.
Therefore we introduce the Laplace Transform, which is a mathematical transformation which
allows function represented in the time domain to be represented with the Laplace operator. The
Laplace Transform of a function represented in the time domain x(t) is given by:
L{x(t)} = X(s) =
_

0
x(t)e
st
dt
But why would we use another operator to make life even more dicult? Now we enter the
derivative of the function above:
L{ x(t)} =
_

0
dy
dx
(t)e
st
dt
3
After integration by parts we get the following expression:
L{ x(t)} = sX(s) x(0)
The expression on the right is in the Laplace domain, this shows that dierentiating a function in
the time domain results in a multiplication in the Laplace domain.
In the previous example we have already transferred a dierential equation from the time domain
to the Laplace domain. Suppose we have a Mass-Spring-Damper system suspended from a roof.
The input to this system is the roof. This results in the following dierential equation:
m y = c( u y) +k(u y)
m y +c y +ky = c u +ku
Now we take the Laplace transform of both sides of the equation:
L{m y +c y +ky} = L{c u +ku}
As the Laplace transform is a Linear Operation we can also write:
L{m y} +L{c y} +L{ky} = L{c u} +L{ku}
Y (s)
_
ms
2
+cs +k
_
= U(s) (cs +k)
The equation above describes the relation between the input of the system U(s) and the output:
Y (s). The Transfer Function, H(s), also describes this relation in a way that it can be used in
Block Diagrams:
H(s) =
Y (s)
U(s)
=
cs +k
ms
2
+cs +k
Note that H(s) is complex number, as s is a complex number. This complex number has a Modulus
and a Phase this means that the system may aect the Amplitude (Modulus) and/or the Phase
of the input signal; which results in the output signal.
General Denition Laplace Transformation Suppose the following dierential equation
is transformed to the Laplace domain:
a
n
y
(n)
(t) +a
n1
y
(n1)
(t) +. . . +a
0
y(t) = b
m
u
(m)
(t) +b
m1
u
(m1)
(t) +. . . +b
0
u(t)
This a Linear Dierential Equation because it does not contain: addition of a constant, squares,
product of signals or other functions. To transfer this Linear Dierential Equation to the
Laplace domain we assume for a moment that the start condition is 0.
_
a
n
s
(n)
+a
n1
s
(n1)
+. . . +a
0
_
Y (s) =
_
b
m
s
(m)
+b
m1
s
(m1)
+. . . +b
0
_
U(s)
To use the behavior described by this dierential equation in a Block Diagram we use the following
formula:
Y (s) = H(s)U(s) with H(s) =
a
n
s
(n)
+a
n1
s
(n1)
+. . . +a
0
b
m
s
(m)
+b
m1
s
(m1)
+. . . +b
0
4
1.3 Signals in the Laplace domain
In the previous subsection the concept of the Laplace transformation was discussed. With this
transformation it is possible to transform dierential equation to equation in the Laplace domain,
which are easier to solve. This however also requires writing the signals in the Laplace domain,
U(s) in the last example is the Laplace Transform of the input.
The following equation can be used to represent multiple signals by adjusting parameters:
u(t) = u(t) cos(t) , with u = ue
t
, with < 0
u(t) = ue
t
cos(t)
With Eulers Formula
2
we can rewrite this equation to:
u(t) = ue
t
cos(t) = ue
t
Re
_
e
jt
_
= Re
_
ue
t
e
jt
_
= Re
_
ue
st
_
, with s = +j
With this we can make four dierent signals:
1. Constant Value: If s = 0 + 0j the signals Exponential Contribution is 0 and there is no
oscillation. Hence u is a Constant Value.
2. Exponential Signal: If s = a+0j only the Exponential Part remains, there is no oscillation.
Hence ue
t
is what remains: a Exponential Signal.
3. Oscillating Signal: If s = 0 +bj only the Oscillating Part remains, there is no Exponential
Signal. Hence ue
jt
is what remains: a Oscillating Signal.
4. Out-damping Signal: A combination of the two above signals is the Exponentially Out-
damping Signal.
With Oscillating Signals it is possible to nd the Frequency Response Function of a system.
This is done with Oscillating Signals ( = 0):
e
st
= e
t
e
jt
= e
jt
= cos(t) +j sin(t)
For Oscillating Signals s = j, this can be substituted in the Transfer Function of the system we
nd the Frequency Response Function:
H(j) =
a
n
(j)
(n)
+a
n1
(j)
(n1)
+. . . +a
0
b
m
(j)
(m)
+b
m1
(j)
(m1)
+. . . +b
0
Note that the above transfer function still is a complex number; it has a Modulus and Phase. In
case of a Transfer Function this Modulus will be referred to as the Amplication. Calculating, and
plotting the Amplication and Phase of the Transfer Function at dierent values for will result
in a Bode Plot.
2
e
ix
= cos(x) + i sin(x)
5
1.4 Frequently Used Systems
In this section we will develop the Laplace domain representatives of some frequently used systems:
1. Integrator: y = Ku(t)
L
sY (s) = KU(s) H(s) =
K
s
2. Dierentiator: y(t) = K u(t)
L
Y (s) = KsU(s) H(s) = Ks
3. First Order System:
0
y(t) +y
0
= Ku(t)
L
(
0
s + 1)Y (s) = KU(s) H(s) =
K

0
s+1
4. Second Order System: y(t) +2
n
y(t) +
2
n
y(t) = K
2
n
u(t)
L

_
s
2
+ 2
n
s +
2
n
_
Y (s) =
K
2
n
U(s) H(s) =
K
2
n
s
2
+ 2
n
s +
2
n
In the equation for the Second Order System
n
represents the Resonance Frequency of the
system. The represents the Relative Damping of the system. We will now observe an ex-
ample in which these parameters will be determined. Suppose a standard Seconds Order System
implemented with a Mass, Spring and Damper:
m x +c x +Kx = K F(t)
L

_
ms
2
+cs +k
_
X(s) = K F(s)
H(s) =
K
ms
2
+cs +k
=
K
m
s
2
+
c
m
s +
k
m
The general equation for a Second Order System:
H(s) =
K
2
n
s
2
+ 2
n
s +
2
n

2
n
=
k
m

n
=
_
k
m
2
n
= 2
_
k
m
=
c
m
=
1
2
c
m
_
m
k
=
1
2
c

km
6
2 Block Diagrams
In Section 1.2 the concept of the Transfer Function was presented. An input signal X(s) can be
multiplied by a systems behavior (H(s))to yield the output signal Y (s):
Y (s) = X(s)H(s)
This allows us to draw block diagrams as presented in Figure 3. With the Transfer Functions
Figure 3: A block diagram in which a disturbance is included.
of the used blocks given in the s-domain it is easy to nd the Transfer Function of the Total
System. The system in Figure 3 can also be displayed as a single block with input r and output
x. Because r will be the input to this block, we neglect Fd for a moment. The derivation of the
Transfer Function for this Total System Block starts at the output:
x = (F + 0)H = FH = eCH = (r x)CH x = rCH xCH
x +xCH = rCH x(1 +CH) = rCH H
tot
(s) =
x(s)
r(s)
=
HC
1 +CH
With this approach we can also research the Sensitivity of the Error with respect to the reference;
again start at the (desired) output:
e = r x = r (F + 0)H = r eCH e = r eCH
e +eCH = r S(s) =
e(s)
r(s)
=
1
1 +CH
We can also nd the Inuence of the Disturbance on the Error signal, for this case we assume
r = 0:
e = 0 x = (F +Fd)H = eCH FdH e = eCH FdH
e +eCH = FdH e(1 +CH) = FdH P(s) =
Fd(s)
e(s)
=
H
1 +CH
In similar way we can nd the equations completely describing e and x in this block diagram:
e =
1
1 +HC
r +
H
1 +HC
Fd
x =
HC
1 +HC
r +
H
1 +HC
Fd
In Control Systems we aim for High Gain Feedback if we increase C we will see that e =
0 r + 0 Fd = 0 and x = 1 r + 0 Fd = r, these are the results we would like to yield when
controlling a system.
7
3 Bode Diagrams
It was already elaborated that Transfer Functions are complex numbers, complex numbers have
a Modulus and a Phase. The Frequency Response Function depicts the Modulus and
the Phase of the system as a function of the frequency of the input signal. For this Frequency
Response Function we use an pure sine as input s = j. The Modulus (M()) and Argument
(()) can be calculated with:
H(j) =
T
1
T
2
N
1
N
2
|H(j)| = M() =
|T
1
(j)||T
2
(j)|
|N
1
(j)||N
2
(j)|
|T
1
(j)| =
_
Re(T
1
)
2
+Im(T
1
)
2
H(j) = () = T
1
+ T
2
N
1
N
2
T
1
= arctan
_
Im(T
1
)
Re(T
1
)
_
Bode Diagrams can be easily made with the help of MATLAB, but here we will present a man-
ual derivation of the Bode Diagram. We will focus on determining the Asymptotes of the Bode
Diagram. We will observe one frequency lower- and one larger than the Cuto-Frequency. At
the Cuto-Frequency the Imaginary Part and the Real Part are equally of magnitude. Some
example derivations are given below.
Usually Bode Diagrams have a logarithmic scale x-axis or -axis. Note that the values on this
axis are and not log(). The values on the Modulus-diagrams y-axis, |H(j)|-axis, are in
Decibels [dB]. To transfer A to its value on the Decibel-scale we use:
X[dB] = 20
10
log(A)
The following formula is easier to solve; note however that the Decibel-value is still X.
A 1 10 10
8
0.001 2 0.5

2
1
2

2
X 0 20 160 60 6 6 3 3
First-Order System
H(s) =
1
s + 1
H(j) =
1
j + 1
|H(j)| 20 log(|H(j)|) arg(H(j)
1

1

1
2

0
2
+1
2
=
1
1
= 1 20 log(1) = 0 arg(1) = 0

1

1

1
2

()
2
+0
2
=
1

20 log
_
1

_
=
20 log() 20 log()
Slope 20dB for
1

arg(
1
j
) =
j

= 90

= 1
=
1

1
1+1
=
1

2
=
1
2

2 20 log(
1
2

2) = 1
arg(
1
1+1j
) =
arctan (1/1) = 45

8
Integrator
H(s) =
1
s
H(j) =
1
j
|H(j)| 20 log(|H(j)|) arg(H(j)
1

1
2

()
2
=
1

20 log
_
1

_
= 20 log()
Slope 20dB for 1
arg(
1
j
) =
1

= 90

= 1

1
2

1
2
=
1
1
= 1 20 log(1) = 0 arg(1) = 0

Double Integrator
H(s) =
1
s
2
H(j) =
1
(j)
2
|H(j)| 20 log(|H(j)|) arg(H(j)
1

1
2

(()
2
)
2
=
1

2
20log
_
1

2
_
= 40log()
Slope 40dB for 1
arg(
1
(j)
2
) =
1

2
= 180

= 1

1
2
(

1
2
)
2
=
1
1
= 1 20 log(1) = 0 arg(1) = 0

Proportional-Dierential (PD) Controller

H(s) = ds +k H(j) = dj +k
|H(j)| 20 log(|H(j)|) arg(H(j)
d k

k
d

k
2
= k 20 log(k) arg(k) = 0

d k

k
d
_
(d)
2
= d
20 log(d) =
log(d) + 1 log() Slope
+20dB for
k
d
arg(dj) = 90

d = k
=
k
d
_
_
d
k
d
_
2
+k
2
=

2k
2
=
k

2
20 log(k

2)
arg(kj +k) =
arg(k(j + 1)) = 45

9
4 Controller Design
4.1 Complex Plane: Poles and Zeroes
In Section 1.2 we derived a general Laplace domain equation for an n-order dierential equation:
H(s) =
a
n
s
(n)
+a
n1
s
(n1)
+. . . +a
0
b
m
s
(m)
+b
m1
s
(m1)
+. . . +b
0
In the above equation both numerator and denominator are polynomials in s, polynomials can also
be written in root-form:
H(s) =
a
n
s
(n)
+a
n1
s
(n1)
+. . . +a
0
b
m
s
(m)
+b
m1
s
(m1)
+. . . +b
0
= K
(s z
1
)(s z
2
) . . . (s z
m
)
(s p
1
)(s p
2
) . . . (s p
n
)
= K

i=1...m
(s z
i
)

i=1...n
(s p
i
)
The Zeros of a Transfer Function are given by the roots of numerator:
N(s) = 0 lim
sz
i
H(s) = 0 z
i
for i = 1, . . . , m
The Poles of a Transfer Function are given by the roots of denominator:
D(s) = 0 lim
sp
i
H(s) = p
i
for i = 1, . . . , n
The poles determine if a system is stable or not. A System is Stable when the response to an
impulse fades . A System is Instable when the response to an impulse grows without bounds.
The relation between Poles of a system and the Stability of a system is:
1. Re(p
i
) < 0 for every pole of the system, then the system is Stable.
2. Re(p
i
) > 0 for one of the poles of the system, then the system is Instable.
3. Re(p
i
) 0 for every pole of the system, then the system is Neutral Stable.
Figure 4: A standard Control Diagram.
We dont want any of the external signals to translate into the output signal in an instable way.
The System in Figure 4 shows the 3 common external signals: input (r), disturbance (w) and
noise (v). The Closed-Loop Transfer Function:
Y (s) =
C(s)G(s)
1 +C(s)G(s)
R(s)+
G(s)
1 +C(s)G(s)
W(s)
C(s)G(s)
1 +C(s)G(s)
V (s) = T(s)R(s)+S(s)G(s)W(s)T(s)V (s)
In which T(s) is the Complementary Sensitivity and S(s) the Sensitivity. From this we
can observe that T(s) and the product S(s)G(s) both should be stable. In this case the product
10
C(s)G(s) which is called the Open-Loop Transfer Function (L) may not turn 1: otherwise
we are dividing by 0. In other words, the poles have to lie in the LH-plane. So the roots of the
equation:
1 +C(s)G(s) = 1 +L(s) = 0
have to lie in the LH-plane.
4.2 Stability Criteria of Routh
In the previous part we saw that the Stability of a system is determined by the position of the
poles in the pole-zero map. But sometimes a Systems Characteristic Equation is given in the
form:
a
n
s
n
+a
n1
s
n1
+. . . +a
1
s +a
0
= 0
With the Stability Criteria of Routh we can state if the system is Stable without nding the
poles rst. For this method rst divide the entire equation by a
n
:
s
n
+ a
n1
s
n1
+. . . + a
1
s + a
0
= 0
For the system to be Stable:
1. All coecients have to be positive (> 0)
2. 3rd order: a
1
a
2
a
0
> 0
3. 4th order: a
1
a
2
a
3
a
0
a
2
3
a
2
1
> 0
4. 5th order: a
3
a
4
a
2
> 0 and ( a
3
a
4
a
2
)( a
1
a
2
a
0
a
3
)( a
1
a
4
a
1
)
2
> 0
4.3 Stability Criteria of Nyquist
A Polar Figure or Nyquist Plot shows the Transfer Function of L(s) along the horizontal Real
Axis and along the vertical Imaginary Axis. Normally only the curve L(s = j) = L(j = 0) is
shown, because it can be determined from a Bode Diagram or from an Frequency Response-
measurement. The points along the curve can be calculated using:
|L(j)| =
_
Re[L(j)]
2
+Im[L(j)]
2
and argL(j) = atan
_
Im[L(j)]
Re[L(j)]
_
A Closed Loop System is stable when the 1-point is at the left of the Polar Figure of the
Open Loop System L(j), when this curve is observed in the direction of Increasing Frequen-
cies. A Closed Loop System is Unstable when the 1-point is at the right of the Polar Figure
of the Open Loop System L(j).
Note: the Stability Criterium of Nyquist does not state whether the Open Loop System
is stable. If the Transfer Function is measured through measurement it has to be stable, otherwise
the Stability Criteria of Routh has to be used.
11
4.4 Margins
In the previous sections stability was explained, but this was done with the assumption that we
have a very accurate description of the system. But some inaccuracies in this approach might be
caused by:
1. Assumptions in high frequency behavior.
2. Linearization of Non-Linear behavior.
3. Inaccuracies in the system itself.
These inaccuracies can cause instability if the system does not have enough margin. In other words:
the Polar curve has to lie far enough from the 1-point. The margin to this 1-point is described
by three margins:
1. Gain Margin: the factor with which the gain of the system can be increased before the
system becomes instable.
(a) Common Values: GM > 2.
2. Phase Margin: the angle with which the phase-lag of the system can be increased before
the system becomes instable.
(a) Common Values: 30 deg < PM < 60 deg.
3. Modulus Margin: is the radius of the smallest circles with center 1, which touches the
polar gure.
(a) Common Values: MM > 0.5.
(b) The Modulus Margin can also be written as:
1
MM
=
1
min|(1 +L(j)|
= max|
1
(1 +L(j)
| = max|S(j)|
(c) This means that MM > 0.5 corresponds with a maximum value of < 6dB in the
Sensitivity Plot.
(d) Using the Modulus Margin both the Gain Margin and Phase Margin are already
adhered to. A Modulus Margin > 0.5 can only occur at a Stable system with
GM > 2 and PM > 30 deg.
12
4.5 Loop Shaping
The design of a controller C(s) for a given system G(s) is focused mainly on Stability. Afterwards
the focus is on decreasing the Sensitivity S(s) over an as large as possible area, this decreases the
error for any given reference but also more noise compression and more robust.
The following procedure describes Loop Shaping:
Observe the Bode plot of the system which has to be controlled G(j).
From the requirements it should be clear what the Cross-Over Frequency should be. If
an decrease in phase lag is required to meet the Phase Margin-requirement, use one of the
two following tools:
Filter Transfer Function Use Breakpoint Other Instructions
PD-
Controller
K (1 +
d
s)
Decrease Phase
Lag
1

d
Advice:
d
=
1
2
c
Lead-Filter
K

1
s + 1

2
s + 1
Decrease Phase
Lag
1

1
,
1

2
For Lead-Filter
operation
1
>
2
Advice:
1

1
=

c
3
and
1

2
= 3
c
Now that we have made sure that we do not have to much Phase Lag we increase the gain
of the controller until: |C(j)G(j)| = 1.
If unwanted eects at high frequencies are present, the following lters can be used to suppress
these eects:
Filter Transfer Function Use Breakpoint Other Instructions
1st-order
Low-Pass
1
s + 1
Passes
Low-Frequencies
1

Notch

2
1
s
2
+ 2
1
s + 1

2
2
s
2
+ 2
2
s + 1
Remove
Frequencies
1

1
,
1

1
,
1

2
,
1

1
=
2

1
<
2
1
Depth =
1
/
2
Inverse
Notch

2
1
s
2
+ 2
1
s + 1

2
2
s
2
+ 2
2
s + 1
Amplify
Frequencies
1

1
,
1

1
,
1

2
,
1

1
=
2

2
<
1
1
Height =
1
/2
Is less Sensitivity S(j) required at low frequencies, use some additional I-action:
Filter Transfer Function Use Breakpoint Other Instructions
PI-
Controller
1
1 +
1

i
s
Low-Frequency
Gain
1

i
1

c
5
Always make sure to check if |S(j)| < 6dB
13
4.6 Design for Performance
In Figure 4 a typical control system is displayed. When designing for performance we want the
Tracking Error and the Inuence of Disturbances to be as low as possible. The Error of the
system is described by:
E(s) = S(s)R(s) S(s)G(s)W(s)
In which the Reference R(s) and Disturbance W(s) are included. Because G(s) is a given plant
we can only adjust S(s). Many requirements can be translated to a specic Sensitivity at a certain
frequency. An example:
The Reference R(s) which is a sine-signal with amplitude 1[mm] and frequency 100[Hz] may not
inuence the Error E(s) by more than 1[m] In this case we can specify the Amplication of
signals at a specic frequency:
1
1000
= 60dB at 100[Hz]
This is a direct requirement to the Sensitivity S(s), with this requirement we can make a guess
for an appropriate Cross-Over Frequency. At low frequencies |L(j)| 1 so:
|S(j)| =
1
|1 +L(j)|

1
|L(j)|
This means that if the system has a 2 slope at low frequencies in transfer function H(s) it will
have a slope of +2 for low frequencies in transfer function S(s). With one point on the S(s)-
function and the slope of the S(s) we can calculate at which frequency this S(s)-function crosses
the 0dB-line. So at which frequency we have to place the Cross-Over Frequency in order to
meet the suppression of the Reference R(s) in the Error E(s).
4.7 Limits to Performance
To make sure the Reference R(s) and Disturbance W(s) do not inuence the Error E(s),
we want the Sensitivity S(s) to be as low as possible. The ideal case would be to have the entire
Sensitivity S(s) beneath 0dB this is however not possible due to the Bode Sensitivity Integral.
This is however only valid for a System with at least 2 Poles more than Zeros. This means that
the Bode Sensitivity Integral applies on a system with n Zeros and m Poles, if and only if:
n m 2
The Bode Sensitivity Integral itself is described by:
_

0
ln |S(j)|d = 0
Ideally a system has a Relative Grade of 1 which means that that m = n 1. In this case the
system approaches the point (0, 0) with a phase lag of 90 deg.
14
Part II
Lagrangian Mechanics
This part of the document describes Lagranges Method for nding the Equations of Motion for a
Dynamical System. In this main part 3 sheets show the used work ow:
1. Equations of Motion
2. Linearization
3. Mechanical Vibrations of Undamped Systems
4. Mechanical Vibrations of Damped Systems
In the Appendix a detailed derivation of Lagranges equations of motion can be found.
15

Lagranges Equations of Motion
[

All Forces in a System


Applied Forces

All forces except Constraint
forces.
Assumption: For now
we assume that the
virtual displacements are
compatible with the
kinematic system
constraints.
Result: Virtual Work of
Constraint forces is zero.
External Forces

Can depend on and .

Generalized Coordinates

Independent coordinates which are
required to describe the systems position
uniquely.

Constraint Forces

Constraint Forces result
from geometric or
kinematic constraints and
are of reactive nature.
Example: Forces on a joint

Coordinate Transformation

Write the Cartesian Coordinates as a
function of the Generalized Coordinates.
Cartesian Coordinates

Required at several steps in the Lagrange
Method.
()

Internal Forces

Depend only on .
Example: Spring

Non-
Conservative
Forces

Consume, add
energy of/to a
system.
Example:
friction, damper

Internal Energy

Internal Forces are
always related to state
quantities which are
often called the internal
energy of a system.

Conser-
vative Forces

Conserve the
energy in a
system.
Example:
gravity

()

()

()
Total Potential Energy

()

1
2

=1

1
2

=1

2

Kinetic Energy

The Kinetic Energy of a system is
described by:


(

=1

Generalized Forces

To also describe the forces
in terms of the Generalized
Coordinates we use the
transformation:

Linearization of Lagranges Equations of Motion
[

Non-Linear Equation of Motion

The Lagrange Equations of Motion are non-
linear.

Linearization

We can describe the motion of the system
linearly in an equilibrium position:
We will only focus on systems without drivers.

(

Equilibrium Positions

And equilibrium position is found when the Effective or
Modified potential is zero:
Often

is not a function of .

is the term which

describes the contribution of the drivers in the system.

Stability of Equilibrium
Position

An equilibrium position is
stable when the system returns
to the equilibrium position after
a small perturbation.
It can be proven that if the
Stiffness Matrix is positive
definite the system is stable.

[(

Stiffness Matrix

The stiffness matrix
is found by
evaluating:

Positive Definite

A Matrix is positive
definite if:
1. Diagonal Entries
> 0
2. Determinant >0

Linear Equation of Motion

The Linear Equation of Motion is given by:

1
2

=
(

2
2
2

Mass Matrix

If no drivers are present in the
system its Kinetic Energy is given:
The mass matrix is evaluated as:
Or using:





Evaluate for
equilibrium
position

Time Depended Forces

These are the forces that depend
explicitly on time alone.

K

Stiffness Forces

Stiffness Forces

Undamped Linear Systems
() () ()
Undamped Linear System

An undamped linear system is given by the
equation:
In which is the symmetric mass matrix,
the symmetric stiffness matrix and () the
generalized forces. We will start with free
vibrations: () .
Synchronous Motion

All generalized coordinates, , show a synchronous motion.
Because of this synchronous motion we can also write:
() ()
In which () presents the relation with time and with space.

() ()

()
()

{

()
()
}

() ()
()

()

()

( )
Second Order Ordinary Differential
Equation

This part describes the time dependency and
results in a second order ODE:
The solution to this ODE is:
We define

, then:

. If:


[ ]

]
Eigenvalue Problem

This part describes the space dependency and it results in an
eigenvalue problem:
The eigenvalue is

. The eigenvector

represents which
of the generalized coordinates will oscillate, it does not specify
which length.


Normalization

The eigenmodes found do not have an absolute value but only a
relative value to the other eigenmodes. For ease of use the
eigenmodes are normalized, which can be done in various ways:
1. Scaling of Maximum Value: (|

[]| )
2. Scaling of Vector Length: |

3. Mass-Matrix Normalization:

4. Stiffness-Matrix Normalization:

Note that:

() ()
Modal Superposition

With modal superposition we can
describe any motion of a system by a
combination of eigenmodes:
() ()
Premultiplication with

and taking into

account the normalization schemes:
()

()




()

Frequency Response Function
Matrix

The relation between input and output of
the system is given by:
() {

} ()

() [

] [

Modal Forces

If the system is stimulated with an input we also have to find another
expression for the inputs.
() () ()
()

() ()

()



Damped Linear Systems
() () () ()
Damped Linear System

An undamped linear system is given by the equation:
In which is the symmetric mass matrix, the symmetric damping matrix, the
symmetric stiffness matrix and () the generalized forces.

There exist 4 kinds of damping we will treat, in these four cases the eigenfrequencies
(

) and eigenmodes (

).

1. Proportional Damping

The damping is proportional when:
is a diagonal matrix.

In the case of proportional damping
we are able to uncouple the equations
of motion:





2. Weak Damping

If the damping is not proportional
the equations of motion cannot be
uncoupled. But if the damping is
weak we can use the Modal Damping
Ratio to still represent the system and
also uncouple the equations of
motion.

3. Rayleigh Damping

If the damping is described in such a
way:

and inserted in:
And with normalization this
becomes:
Which is also diagonal;

is
diagonal and the damping is with that
proportional in which the following
equation motion is applicable:

()

()

()

()

Modal Damping Ratio

The Modal Damping Ratio can be
calculated with:
If the Modal Damping Ratio is lower
than 0.01 for all , the system is
weakly damped and the following
equation of motion can be used:

()

()

()

()





Part III
Appendix
5 Detailed Lagrangian Mechanics
The drawback of Newtons approach to Mechanical Analysis is that it considers the individual
components of a system separately, thus necessitating the calculation of interacting forces. The
Lagrange approach to Mechanical Analysis is dierent in that it considers the system as a whole
rather than its individual components.
Cartesian Coordinates The Motion of a Mechanical System and its individual parts are
described with respect to an Inertial Frame. The Inertial Frame is dened with axes x
1
, x
2
and x
3
. Suppose a Mechanical System with n
p
discrete mass particles m
i
(i = 1, 2, . . . , n
p
. If we
would express the motion of this system by means of Cartesian Coordinates x
1i
, x
2i
and x
3i
for
each particle m
i
we would need 3n
p
coordinates to describe the total Mechanical System. However
these Cartesian Coordinates are not independent due to connections between the mass particles.
Generalized Coordinates In general, the Mechanical System can be described by n in-
dependent parameters q
1
, q
2
, . . . , q
n
which are called Generalized Coordinates. The number
Degrees of Freedom of this Mechanical System is n, it is equal to the minimum number of
independent coordinates that are required to describe the systems position uniquely. Because of
the connections between the masses n 3n
p
The Generalized Coordinates may not always
have a physical meaning nor will they be unique. This means that it is possible to describe the
Mechanical Systems motion with more sets of Generalized Coordinates, note however that the
number of Degrees of Freedom is unique. A Coordinate Transformation is used to transform
Generalized Coordinates to Cartesian Coordinates, the latter ones will be a function of the
Generalized Coordinates:
x
1i
= x
1i
(q
1
, q
2
, . . . , q
n
)
x
2i
= x
2i
(q
1
, q
2
, . . . , q
n
)
x
3i
= x
3i
(q
1
, q
2
, . . . , q
n
)
_

_
i = 1, 2, . . . , n
p
The Generalized Coordinates will be stored in a column matrix q, also shortly called column q.
q =
_

_
q
1
q
2
.
.
.
q
4
_

_
The position of a mass particle m
i
can be described by means of the Radius Vector

r
i
, which is
independent of the Coordinate System (Cartesian, Cylindrical, Polar,. . . ). If we wish to quantify
the motion in a specic Coordinate System r
i
is used. So for the earlier introduced Cartesian
Coordinate System:
r
i
=
_

_
x
1i
x
2i
x
3i
_

_
20
Both the Column r
i
and Radius Vector

r
i
are functions of q:
r
i
= r
i
_
q
_
and

r
i
=

r
i
_
q
_
Prescribed Coordinates Sofar a Mechanical Systems position was completely expressed in
column q. However some systems also depend on one or more geometrical parameters that are
known Explicit Functions of time. These Explicit Functions of time are called Prescribed
Coordinates. Which are denoted:
s(t) =
_

_
s
1
(t)
s
2
(t)
.
.
.
s
m
(t)
_

_
So the motion of a Mechanical System with Prescribed Coordinates (s(t)) depends on both
Generalized Coordinates (q) and Prescribed Coordinates. We can now write:
r
i
= r
i
_
q, s(t)
_
and

r
i
=

r
i
_
q, s(t)
_
Dierentiation with respect to a Column Matrix In order to create a compact formu-
lation of the Equations of Motion, it appears to be useful to dene an abbreviating notation
for the Derivatives of columns and vectors with respect to a Column Matrix. Consider the
Column Matrix Function f(q, t) of dimension m. This type of vectors have already been used
to describe the position of a mass with respect to a Cartesian Coordinate System. The Partial
Derivative of this Column Matrix f to the column q and scalar t is dened as:
f
,g
=
f
q
=
_

_
f
1,q
1
f
1,q
2
. . . f
1,qn
f
2,q
1
f
2,q
2
. . . f
2,qn
.
.
.
.
.
.
.
.
.
.
.
.
f
m,q
1
f
m,q
2
. . . f
m,qn
_

_
with f
i,q
j
=
f
i
q
i
f
,t
=
f
t
=
_

_
f
1,t
f
2,t
.
.
.
f
m,t
_

_
with f
i,t
=
f
i
t1
The Position of a mass in a Mechanical System with no Prescribed Coordinates can be
dened by r = r(q). The derivative of position yields velocity so:
r = v = r
,q
q
In Vector Form this can be written as:

r =

v =

r
,q
q = q
T
_

r
,q
_
T
The Position of a mass in a Mechanical System with Prescribed Coordinates can be dened
by r = r(q, t). The derivative of position yields velocity so:
r = v = r
,t+
+r
,q
q
In Vector Form this can be written as:

r =

v =

r
,t
+

r
,q
q =

r
,t
+ q
T
_

r
,q
_
T
21
Virtual Displacements Consider a Mechanical System and let

r
i
be the position vector of
mass particle m
i
of the system with respect to the Inertial Cartesian Coordinate System. We
then freeze the system, if m
i
was moving it is not moving anymore. We then change

r
i
by

r
i
,
this

r
i
is called the Virtual Displacement, the Virtual Position

r
v
is now dened as:

r
v
=

r +

r
The following requirements are imposed on Virtual Displacements:
They are taken on a Fixed point in time.
They must be consistent with Geometric or Kinematic Constraints of the system.
They should be Arbitrary Small.
Virtual Displacements can also be applied to Generalized Coordinates:

q
v
=

q +

q
The Virtual Displacement of the Position Vector

r can then be calculated by:

r =

r
,q
q = q
T
_

r
,q
_
T
Virtual Work Consider a mass particle m
i
of a mechanical system and let

r
i
be the position
vector of m
i
relative to the origin O of an inertial frame. If

F
t
i
is the total Resulting Force acting
upon m
i
then from Newtons Second Law:
F = ma F m x = 0

F
t
i
m
i

r
i
= 0
If we introduce a Virtual Displacement

r
i
(t) the system will still be in Equilibrium the above
equation still holds. The Virtual Work performed over the Virtual Displacement

r
i
:
W
i
=
_

F
t
i
m
i

r
i
_


r
i
= 0
This will still be equal to 0 because the system is still in Equilibrium. The Virtual Work for
the entire system is negligible:
W =
np

i=1
W
i
=
np

i=1
_

F
t
i
m
i

r
i
_


r
i
= 0
The Total Resulting Force

F
t
i
is consists of Applied Forces

F
appl
i
and Constraint Forces

F
constr
i
, so that:

F
t
i
=

F
appl
i
+

F
constr
i
Constraint Forces result from Geometric or Kinematic Constraints in the motion of any
part or particle of the system and are of a Reactive Nature. For example: forces that conne
the motion of a system to a given path or the Internal Forces in a rigid body.
Applied Forces are all forces except Constraint Forces. For example: gravitational forces,
aerodynamic lift and drag, magnetic forces.
22
W =
np

i=1

F
appl
i


r
i
+
np

i=1

F
constr
i


r
i

np

i=1

F
t
i
m
i

r
i


r
i
= 0
For now we assume that the Work of the Constraint Forces through virtual displacements
are compatible with the kinematic system constrains is zero:
W
constr
=
np

i=1

F
constr
i


r
i
= 0
If this is the case we can reduce the main expression to:
W =
np

i=1
W
i
=
np

i=1
_

F
appl
i
m
i

r
i
_


r
i
= 0
Generalized Forces The Virtual Work of applied forces

F
appl
i
is given by:
W
appl
=
np

i=1

F
appl
i


r
i
= 0
Our goal is to describe the motion of the system by means of the Generalized Coordinates
q, therefore we express the above equation in terms of q and q:
W
appl
=
_
np

i=1

F
appl
i


r
,q
_
q = q
T
_
np

i=1
_

r
,q
_
T

F
appl
i
_
= q
T
Q = Q
T
q ; Q =
np

i=1
_

r
,q
_
T

F
appl
i
Q denotes the Column Matrix of Generalized Forces, related to the virtual changes q of
the Generalized Coordinates q. In matrix notation:
Q =
np

i=1
_
r
,q
_
T
F
appl
i
Applied Moments In practice it regularly happens that the resulting action of some of the
applied forces is (at least partially) equivalent to the action of so-called Applied Moments being
exerted at some or more distinct points of the system. Applied Moments are denoted by

M
appl
which is dened as, use a standard Cartesian Coordinate System:

M
appl
= M
appl
e
3
= ArmForce
Note that with a standard Cartesian Coordinate System, Applied Moments rotating
Counter-Clock-Wise are dened as positive, this also follows from the cross-product. The Virtual
Work of both the Applied Forces and Applied Moments is dened as:
W
appl
=
n
F

i=1

r
i

F
appl
i
+
n
M

j=1

M
appl
j
As

j
can be considered an explicit function of the Generalized Coordinates q and time t:
23

j
=

j
_
q, t
_

j,q
q = q
T
_

j,q
_
T
Combining this knowledge in the formula for the Virtual Work of Applied Forces and
Applied Moments:
W
appl
= q
T
_
_
n
F

i=1
_

r
i,q
_
T

F
appl
i
+
n
M

j=1
_

j,q
_
T

M
appl
i
_
_
And the part between [ ] contains the denition for Generalized Forces which include a
combination of both Applied Forces and Applied Moments:
Q =
n
F

i=1
_
r
i,q
_
T
F
appl
i
+
n
M

j=1
_

j,q
_
T
M
appl
i
Internal Energy Both the

F
appl
i
and

M
appl
i
can be split up into External- and Internal
Forces and Moments.
F
appl
i
= F
ex
i
+F
in
i
M
appl
j
= M
ex
j
+M
in
j
_
Q
appl
j
= Q
ex
j
+Q
in
j
; with :
Q
ex
=
n
F

i=1
_
r
i,q
_
T
F
ex
i
+
n
M

j=1
_

j,q
_
T
M
ex
i
and Q
in
=
n
F

i=1
_
r
i,q
_
T
F
in
i
+
n
M

j=1
_

j,q
_
T
M
in
i
Generalized Internal Forces are dened to depend only on the Generalized Coordinates q
and not on the Generalized Velocities q:
Q
in
= Q
in
(q)
Note that damping forces and friction forces depend on q these are External Forces. Other
examples of External Forces are: gravitational forces, aerodynamic lift and drag, magnetic forces.
The Generalized Internal Forces can always be related to a state quantity U
in
(q) as follows:
Q
in
=
_
U
in
q
_
T
=
_
U
in
,q
_
T
For the Virtual Work by Interal Forces we can write:
W
in
= q
T
Q
in
= q
T
_
U
in
,q
_
T
=
_
U
in
,q
_
q = U
in
(q)
With this knowledge we can rewrite the Virtual Work of the Applied Forces:
W
appl
= W
ex
+W
in
= q
T
Q
ex
U
in
24
Potential Energy Now we will split up the Generalized External Forces into Conser-
vative Generalized External Forces and Non-conservative Generalized External Forces:
Q
ex
= Q
cons
+Q
nc
Note that all Generalized Internal Forces are Conservative. The Conservative Generalized
External Forces can be derived from a Potential Energy function V
ex
(q), which depends on
the Generalized Coordinates only:
Q
cons
=
_
V
ex
q
_
T
=
_
V
ex
,q
_
T
With this knowledge we can rewrite the Virtual Work of the Applied Forces:
W
appl
= q
T
Q
nc
V
ex
U
in
We dene the Total Potential Energy Function of the Mechanical System is dened:
V (q) = U
in
(q) +V
ex
(q)
So again we can rewrite the Virtual Work of the Applied Forces:
W
appl
= q
T
Q
nc
V (q) =
_
_
Q
nc
_
V
,q
_
q
Kinetic Energy In the next section we will show that in describing a systems motion the
Kinetic Energy of the system is required. The Kinetic Energy of our system mechanical system
by denition has the form:
T =
1
2
np

i=1
m
i

r
i

r
i
= T
0
+T
1
+T
2
= T
0
+m
T
q +
1
2
q
T
M q
T
0
is the term which represents the Transport Kinetic Energy of the system. It is the only
term remaining if q = 0.
T
0
= T
0
(q, t) =
1
2
np

i=1
m
i

r
i,t

r
i,t
=
1
2
np

i=1
m
i
r
i,t
r
i,t
T
1
is the term which represents the Mutual Kinetic Energy of the system. It occurs in
combination with the Transport Kinetic Energy if Prescribed Motion is present.
T
1
= T
1
(q, q, t) = m
T
q m
T
_
q, t
_
=
np

i=1
m
i

r
i,t

r
i,q
=
np

i=1
m
i
r
T
i,t
r
i,q
T
2
is the Square Kinetic Energy if no drivers are active in the system:
T
2
= T
2
(q, q, t) =
1
2
q
T
M q M
_
q
_
=
np

i=1
m
i
_

r
i,q
_
T

r
i,q
=
np

i=1
m
i
_
r
i,q
_
T
r
i,q
M is called the Mass Matrix of the system. The Mass Matrix is Symmetric: M
T
= M.
25
Lagranges Equations of Motion Using some extra derivations we can nd the following
expressions:
W
inert
=
_

d
dt
_
T
, q
_
+T
,q
_
q
W = W
appl
+W
inert
=
_
_
Q
nc
_
V
,q
_
q+
_

d
dt
_
T
, q
_
+T
,q
_
q =
_
d
dt
_
T
, q
_
T
,q
+V
,q

_
Q
nc
_
T
_
q
This expression has to be equal to 0, so with some rearrangements we yield Lagranges Equa-
tions of Motion:
d
dt
_
T
, q
_
T
,q
+V
,q
=
_
Q
nc
_
T
Equilibrium Position An Equilibrium Position is used to linearize Lagranges Equa-
tions of Motion. For this Equilibrium Position the following applies:
q(t) = q
0
= constant = time independent
q(t) = q(0) = 0; q(t) = q(0) = 0;
Because the above rules apply and the solution has to be time independent we can write Lagranges
Equation of Motion as:
_
T
0,q
+V
q
_
T
= 0
Because T
0
is the Transport Kinetic Energy this term will be zero when no drivers exist in the
system.
_
V
q
_
T
= 0
This means that when the derivative of the Potential Energy is zero a Equilibrium Position
has been found. To nd out if this is a Stable Position we need to nd the Stiness Matrix:
K
0
=
_
_
V
,q
_
T
, q
_
q
0
A Stable Position is found when K
0
is positive denite. This means that k
11
and k
22
are both
larger than zero and the determinant is also larger then zero.
26