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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 ?

yx

2

y mx b

Operating point: x0,y0

y mx b

x x0 x

y y0 y

**y0 y mx0 mx b
**

y mx

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 ) L1[ F (s)]

The inverse Laplace transform integral is given as

1 c j

st

f (t )

F

(

s

)

e

ds

2j 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

n2

L

s f (t ) s

s F ( s) lim

n

n 1

t 0

dt

dt

dt

s n F (s) s n1 f (0) s n2 f (1) (0) f ( n1) (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[et 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 an1s

n

n 1

a1s a0

where a0 , a1 ,an1 are real coefficients.

**Partial-Fraction Expansion
**

Q( s )

G( s)

P( s)

P(s) s n an1s n1 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 snr )(s si ) r

**(i 1,2,, n r ) , then G(s) can be expanded as
**

K1

K2

G(s)

s s1 s s2

K nr

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 nr

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 5et 1.5e2t

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.

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