Chapter 2

Mathematical Models of Systems

2.1 Introduction

To understand and control complex
systems, one must obtain quantitative
mathematical models of these systems.
It is necessary therefore to analyze
the relationship between the system
variables and to obtain a mathematical
model.

2.1 Introduction
Example

Electrical resistance
R

U

Mathematical model
i=U/R

2.1 Introduction

In practice, the complexity of systems
and our ignorance of all the relevant
factors necessitate the introduction of
assumption concerning the system
operation.

2.2 Differential Equations of Physical Systems

Example 1 : Spring-mass-damper system

d 2 y(t)
dy(t)
M
 r(t)  b
 ky(t)
dt
dt
Wall

k

friction, b

y

r(t) Force

dy(t)
v(t) 
dt
t
dv(t)
M
 bv(t)  k  v(t)dt  r(t)
0
dt

2.2 Differential Equations of Physical Systems

Example 2 : RLC Circuit
r(t)
Current source

v(t)

v(t)
dv(t) 1 t
C
  v(t)dt  r(t)
R
dt
L 0

2.2 Differential Equations of Physical Systems

Analogous systems

Spring-mass-damper system
t
dv(t )
M
 bv(t )  k  v(t )dt  r (t )
0
dt

RLC circuit

v(t)
dv(t) 1 t
C
  v(t)dt  r(t)
R
dt
L 0

Principle of superposition

x(t)
excitation

system

y(t)
response

x(t) = x1(t)

y(t) = y1(t)

x(t) = x2(t)

y(t) = y2(t)

x(t) = x1(t)+x2(t)

y(t) = y1(t)+y2(t)

Property of homogeneity

x(t)
excitation

system

y(t)
response

x(t) = x1(t)

y(t) = y1(t)

x(t) = ax1(t)

y(t) = ay1(t)

Linear system

A linear system satisfies the
properties of superposition and
homogeneity.

Is it a linear relationship ?

yx

2

y  mx  b

Operating point: x0,y0

y  mx  b

x  x0  x

y  y0  y

y0  y  mx0  mx  b
y  mx

2.3 Linear Approximation
Taylor series

y(t) g ( x(t ))

dg
y  g ( x)  g ( x0 ) 
| x  x0 ( x  x0 )
dx
2
d g
2
 2 | x  x0 ( x  x0 )  
dx

Linear Approximation
dg
y  g ( x)  g ( x0 )  |x  x0 ( x  x0 )
dx
2
d g
2
 2 | x  x0 ( x  x0 )  
dx

dg
| x  x0  m
dx

y 0  g ( x0 )

y  y0  m( x  x0 )

Example: nonlinear spring

df
| y  y0
dy

y

f0
y0

f  2 y0 y

Equilibrium
(operating point)

Pendulum oscillator model
The torque on the Mass is

T  MgL sin 

Equilibrium point T0  0 0  0

 sin 
T  T0  MgL
| 0 (   0 )


T  T0  MgL cos 0 (  0 )

T0  0 0  0

T  MgL

2.4 Laplace Transform
Given the real function f (t ) that satisfies the condition

0

| f (t )e

t

| dt  

for some finite, real  , the Laplace transform of f (t ) is
defined as

F ( s) 
or

0

f (t )e

 st

dt

F (s)  Laplace transform of f (t )  L[ f (t )]

Inverse Laplace Transform
Given the Laplace transform F(s), the operation
of obtaining f(t) is termed the inverse Laplace
transformation, and is denoted by

f (t )  L1[ F (s)]
The inverse Laplace transform integral is given as

1 c  j
st
f (t ) 
F
(
s
)
e
ds

2j c  j
where c is a real constant that is greater than the
real parts of all the singularities of F(s).

Theorems of the Laplace Transform
Theorem 1. Multiplication by a constant
Let k be a constant, and F(s) be the Laplace
transform of f(t). Then

L[kf (t )]  kF(s)
Theorem 2. Sum and Difference
Let F1(s) and F2(s) be the Laplace transform of
f1(t) and f2(t), respectively. Then

L[ f1 (t )  f 2 (t )]  F1 (s)  F2 (s)

Theorems of the Laplace Transform
Theorem 3. Differentiation
Let F(s) be the Laplace transform of f(t), and f(0) is
the limit of f(t) as t approaches 0. The Laplace
transform of the time derivative of f(t) is
 df (t ) 
L
 sF ( s)  lim f (t )  sF ( s)  f (0)

t 0
 dt 

In general, for higher-order derivatives of f(t),
n 1
 d n f (t ) 

df
(
t
)
d
f (t ) 
n
n 1
n2
L
s f (t )  s

  s F ( s)  lim

n
n 1 
t 0
dt
dt
dt



 s n F (s)  s n1 f (0)  s n2 f (1) (0)    f ( n1) (0)

Theorems of the Laplace Transform
Theorem 4. Integration
The Laplace transform of the first integral of f(t) with
respect to t is the Laplace transform of f(t) divided
by s; that is,
t
F ( s)


L  f ( )d 
 o

s

For nth-order integration,
F ( s)
f (u )(du )  n
0 
0
s

t

t

n

n

Theorems of the Laplace Transform
Theorem 5. Shift in Time
The Laplace transform of f(t) delayed by time T
is equal to the Laplace transform f(t) multiplied
by e Ts ; that is

L[ f (t  T ) 1(t  T )]  e

Ts

F ( s)

where 1(t-T) denotes the unit-step function that is
shifted in time to the right by T.

Theorems of the Laplace Transform
Theorem 6. Initial-Value Theorem
If the Laplace transform of f(t) is F(s), then

lim f (t )  lim sF ( s)
t 0

s 

if the limit exists.
Theorem 7. Final-Value Theorem
If the Laplace transform of f(t) is F(s), and if sF(s)
is analytic on the imaginary axis and the right half of
the s-plane, then

lim f (t )  lim sF ( s)
t 

s 0

Theorems of the Laplace Transform
Theorem 8. Complex Shifting
t
The Laplace transform of f(t) multiplied by e , where
 is a constant, is equal to the Laplace transform F(s),
with s replaced by s   ; that is,
L[et f (t )]  F (s   )

Theorem 9. Real Convolution
Let F1(s) and F2(s) be the Laplace transform of f1(t)
and f2(t), respectively, and f1(t)=0, f2(t)=0, for t<0, then
t

F1 ( s) F2 ( s)  L[ f1 (t )  f 2 (t )]  L  f1 ( ) f 2 (t   )d 
 0

t

 L  f 2 ( ) f1 (t   )d 
 0


Inverse Laplace Transform
•Partial-Fraction Expansion
Consider the function
Q( s )
G( s) 
P( s)

where P(s) and Q(s) are polynomial of s. It is
assumed that the order of P(s) in s is greater than
that of Q(s). The polynomial P(s) may be written

P(s)  s  an1s
n

n 1

   a1s  a0

where a0 , a1 ,an1 are real coefficients.

Partial-Fraction Expansion
Q( s )
G( s) 
P( s)

P(s)  s n  an1s n1    a1s  a0

• P(s) Has Simple Roots If all the roots of P(s) are
simple and real, the function G(s) can be written as
Kn
Q( s )
K1
K2
G( s) 



( s  s1 )(s  s2 ) ( s  sn ) s  s1 s  s2
s  sn

where

Ki  (s  si )G(s) s  si

Partial-Fraction Expansion
•P(s) Has Multiple-Order Roots If r of the n roots of
P(s) are identical, G(s) is written
Q( s )
G( s) 
( s  s1 )(s  s2 ) ( s  snr )(s  si ) r

(i  1,2,, n  r ) , then G(s) can be expanded as
K1
K2
G(s) 


s  s1 s  s2

K nr
 
s  sn  r

| n - r terms of simple roots |

A1
A2
Ar



2
s  si ( s  si )
( s  si ) r
| r terms of repeated roots |

Partial-Fraction Expansion
K1
K2
G(s) 


s  s1 s  s2

A1
A2
Ar
K nr



 
2
( s  si ) r
s  sn r s  si ( s  si )

| n - r terms of simple roots | | r terms of repeated roots |

where

K j  (s  s j )G(s)

s  s j

( j  1,2,, n  r )

The determination of the coefficients that correspond
to the multiple-order roots is described as follows.

Ar  ( s  si ) r G( s)

Ar k

s   si

1 dk
r

(
s

s
)
i G( s)
k
k! ds

s   si

(k  1,2, r  1)

Example
1
G( s) 
s( s  1)3 ( s  2)

G(s) can be written as
A3
K1 K 2
A1
A2
G( s) 




2
s s  2 s  1 ( s  1) ( s  1)3

The coefficients corresponding to the simple roots and
those of the third-order root are
K1  sG( s)

s 0

A3  (s  1) G(s)
3

1

2

K 2  ( s  2)G( s)

d
A2 
( s  1)3 G( s)
ds

s  1

 1

1 d2
3
A1 
(
s

1
)
G( s)
2
2 ds

s  1

 1

s  2

1

2

s  1

0

Application of the Laplace
transform to the solution of linear
ordinary differential equations

Transform the differential equation to the sdomain by Laplace transform using the Laplace
transform table.
Manipulate the transformed algebraic equation
and solve for the output variable.
Perform partial-fraction expansion to the
transformed algebraic equation.
Obtain the inverse Laplace transform from the
Laplace transform table.

Example
y  3 y  2 y  5u(t ) where u(t )  1(t ), y(0)  1, y (0)  2
Taking the Laplace transform on both sides:

s 2Y (s)  sy(0)  y (0)  3sY (s)  3 y(0)  2Y (s)  5 / s
Substituting the values of the initial conditions into the
last equation. Then solving for Y(s) and expanding by
partial-fraction, we get
 s2  s  5
5
5
3
Y ( s) 
 

s( s  1)(s  2) 2s s  1 2( s  2)

Taking the inverse Laplace transform, we get

y(t )  2.5  5et  1.5e2t

t 0

Laplace Transform

In contrast with the classical methods of solving
linear differential equations, the Laplace transform
method has following two features:
1. The homogeneous solution and the particular
integral of the differential equation are obtained in
one operation.
2. The Laplace transform converts the differential
equation into an algebraic equation in s. It is then
possible to manipulate the algebraic equation by
simple algebraic rules to obtain the solution in the sdomain. The final solution is obtained by taking the
inverse Laplace transform.