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Dynamic Systems Mathematical Topics

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Peter Avitabile

Mechanical Engineering Department

University of Massachusetts Lowell

22.451 Dynamic Systems Mathematical Topics

Modal Analysis & Controls Laboratory

Complex Analysis

z = x + jy = x + iy

Where:

i = j = 1

Imaginary part of the function

Re(z) = x

Im(z) = y

Addition

z1 = x1 + jy1

z 2 = x 2 + jy 2

z1 + z 2 = (x1 + x 2 ) + j(y1 + y 2 )

Modal Analysis & Controls Laboratory

Multiplication

z1 z1 * = x12 + y12

where: z1* = complex conjugate

and: z1* = x jy

if:

Division

z1 = x + jy

x1 + jy1

x1 + jy1 x 2 jy 2

=

x 2 + jy 2 x 2 + jy 2 x 2 jy 2

(

x1x 2 + y1y 2 ) + j(y1x 2 y 2 x1 )

=

x 22 + y22

Modal Analysis & Controls Laboratory

Perform the following multiplication and express

the result in rectangular form.

( 2 + j5)(3 j2)

binomials, the product is obtained as

( 2 + j5)(3 j2)

= 6 + j19 + 10

= 6 + j4 + j15 j 10

= 4 + j19

4

Modal Analysis & Controls Laboratory

Perform the following division of complex numbers and

express the result in rectangular form.

1 + j3

2 + j5

Solution:

1 + j3 2 j5 13 + j11 13 j11

=

+

=

2 + j5 2 j5

29

29 29

Modal Analysis & Controls Laboratory

Given:

z = 1 + 2 j

Evaluate:

zz *

Solution:

zz* = ( 1 + 2 j)( 1 2 j)

= ( 1) + (2 ) = 5

2

Modal Analysis & Controls Laboratory

Complex Conjugates

Location of Complex

Conjugates in the

Complex Plane

x jy

Modal Analysis & Controls Laboratory

x = r cos

y = r sin

z = x + jy

Modal Analysis & Controls Laboratory

j

e = cos + j sin

z = x + jy = r cos + j r sin

z = r (cos + j sin ) = r e

r = z = Re{z} + Im{z} = x 2 + y 2

2

y

= tan

x

Modal Analysis & Controls Laboratory

Example

Express the complex number

z = 3+ j 3

in polar form.

Solution:

3

=

= tan

6

3

z = 12 = 2 3

z=2

j

6

3e

10

Modal Analysis & Controls Laboratory

Example

Determine the location and the phase angle of

the complex number:

2

1 + j

Solution: Express this number in standard

rectangular form by multiplying its numerator and

denominator by the conjugate of the denominator.

2

1 j 2 2 j

=

= 1 j

1+1

1+ j 1 j

Location = third quadrant

Phase Angle = +225 or -135

22.451 Dynamic Systems Mathematical Topics

11

Modal Analysis & Controls Laboratory

Multiplication

z1 = r1e

j1

; z 2 = r2e

z1z 2 = r1r2e j( + )

1

Division

j 2

z1 r1 j( )

= e

z 2 r2

1

Complex Conjugate

z1* = re

j1

z z* = re j re j = r 2

1

12

Modal Analysis & Controls Laboratory

Complex Functions

Complex Variable, s

s = + j

G (s) = K

N(s)

=

D(s)

s m + a1s m 1 + K + a m 1s + a m

s n + b1s n 1 + K + b n 1s + b n

(where m < n )

13

Modal Analysis & Controls Laboratory

Complex Function

The complex function can be expressed in POLE-ZERO form as:

(

s z1 )(s z 2 )K (s z m )

G (s) = K

(s p1 )(s p 2 )K (s pn )

The roots of the numerator are referred to as ZEROS.

The roots of the denominator are referred to as POLES.

Often this can be written is partial fraction form as:

a1

a2

an

G (s) =

+

+K

s p1 s p 2

s pn

14

Modal Analysis & Controls Laboratory

Example

Express the given complex function in pole-zero form. Identify

the zeros and the poles, as well as the multiplicity of each.

G (s) =

2s + 1

s(s + 2 )2 (10s + 3)

G (s) =

2(s + 0.5)

10s(s + 2 )2 (s + 0.3)

s + 0.5

1

=

5 s(s + 2 )2 (s + 0.3)

Simple zero: s=-0.5

Two simple poles: s=0 and s=-0.3

Double pole: s=-2

22.451 Dynamic Systems Mathematical Topics

15

Modal Analysis & Controls Laboratory

Differential Equations

1st Order ODE

1

x& + x = f ( t ) for ( > 0 )

&x& + 2n x& + n 2 x = f ( t )

- damping ratio

cc critical damping

n natural frequency

c

2 k

= ; cc = 2mn ; n =

cc

m

22.451 Dynamic Systems Mathematical Topics

16

Modal Analysis & Controls Laboratory

2nd order 2 integrals/derivatives 2 constants

Initial Value Problem

Constant Coefficients time independent

x is dependent variable t is independent

If coefficients do not depend on x, then the

equations are linear (linear superposition possible)

Has Xh and Xp homogeneous & particular

17

Modal Analysis & Controls Laboratory

First-order, linear with

constant coefficients

Second-order, linear with

constant coefficients

Second-order, linear

2x& + x = 0

&x& + 3x& + 9x = 2 sin t

&x& + (2t 1)x& + 2x = 0

x& + (sin t )x = sin 3t

First-order, linear

2

&

2x + x = t

&x& + (x +1)x& + 9x = 0

First-order, nonlinear

Second-order, nonlinear

linear. Otherwise it is non-linear.

*Highest derivative identifies the order

18

Modal Analysis & Controls Laboratory

Consider the single-tank, liquid-level system shown in the

figure below. The mathematical model of this system is given

by the following first-order, linear ODE with constant

coefficients.

Flowrate

IN

RA &

R

h + h = qi (t)

g

g

Level

19

Flowrate

OUT

Modal Analysis & Controls Laboratory

The ODE can easily be expressed in the standard form as:

1

g

h = qi (t)

h& +

A

RA

As a result, the systems time constant is identified as:

RA

=

g

20

Modal Analysis & Controls Laboratory

Homogeneous Solution

1

x& + x = 0 > 0

Characteristic Equation

1

1

+ =0 =

x ( t ) = ce

21

Modal Analysis & Controls Laboratory

Consider a 1st order system described as:

Ax& + Bx = f ( t )

And subjected to a step input.

dx

f(t)

+ x =

dt

B

In standard form:

dx

1

f(t)

+

x =

dt

A

22.451 Dynamic Systems Mathematical Topics

22

Modal Analysis & Controls Laboratory

First Order homogeneous response is in the form of

an exponential function

yh (t) = e

where

The solution is

y( t ) = Ce

1

=

+ yp (t)

particular solution and yp indicates the particular

solution.

22.451 Dynamic Systems Mathematical Topics

23

Modal Analysis & Controls Laboratory

If the system is subjected to a step change

= 0 t 0

f ( t ) = s ( t )

= 1 t > 0

The particular solution can be found to be

y( t ) = Ce

+1

initially at rest (t=0, ys(0)=0 requires that C=-1

which then gives

y( t ) = 1 e

22.451 Dynamic Systems Mathematical Topics

24

Modal Analysis & Controls Laboratory

Step Response - First Order

95.0

Percentage of Response

86.5

63.2

0.1

3

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

Time (sec)

25

Modal Analysis & Controls Laboratory

Response is broken up into two regions:

1. Transient region where system is still responding

dynamically

2. Steady-state region where system has reached its final

value

Note: There is no clear break point; often, 3, 4, or 5 is

chosen based on desired accuracy

by differentiating y(t) to give

dy 1

=

dt

22.451 Dynamic Systems Mathematical Topics

26

Modal Analysis & Controls Laboratory

Using the following equation

Ax& + Bx = f ( t )

HOMEWORK ASSIGNMENT ----Calculate the response by hand and plot by hand.

Let A = month and B = day of your birthday

Use MATLAB to confirm your results

27

Modal Analysis & Controls Laboratory

Diff. Eq.

reduces to

or

Ax& + Bx = f ( t )

A

x& + x =

B

1

x& + A x =

B

1

f (t)

B

1

f (t)

A

Transfer

Function is

22.451 Dynamic Systems Mathematical Topics

1

x(s) A

=

f(s) (s + AB )

28

Modal Analysis & Controls Laboratory

Using MATLAB and the equivalent Laplace form,

the system transfer function is described as

1

A

B

1

S + =

B

A

A

S +

A

NUM = [0 1/A];

DEN = [1 B/A];

step(NUM,DEN)

95.0

Percentage of Response

86.5

63.2

2

0.1

3

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

Time (sec)

29

Modal Analysis & Controls Laboratory

Homogeneous Solution

&x& + 2n x& + n 2 x = 0

Characteristic Solution

2 + 2n + n 2 = 0

1, 2 = n

(n )2 n 2

= n n 2 1

c

=

;

cc

cc = 2mn ;

30

k

=

m

Modal Analysis & Controls Laboratory

For purposes of development of these general

equations a simple mass, spring, dashpot system will

be used.

Equation of motion is

obtained from Newtons

f(t)

second law

d2x

dx

m 2 + c + kx = f ( t )

dt

dt

m

c

x(t)

With I.C.s

31

Modal Analysis & Controls Laboratory

A solution of the form

(m

x=

t fits

e

+ c + k e t = 0

Characteristic equation

c c 2 4mk

2

m + c + k = 0 =

2m

depending on the term under the .

32

Modal Analysis & Controls Laboratory

c 2 < 4 mk

( < 1)

c 4mk c 2

=

2m

c

4mk c 2

1, 2 =

j

2m

2m

= j

The solution is

(

(

+j)t

j)t

x h = Ae

+ Be

22.451 Dynamic Systems Mathematical Topics

33

Modal Analysis & Controls Laboratory

e t

Factor out:

x h =e

(Ae

j t

+ Be jt

Recall that:

Then,

t

=e [c1 cos t + c2 j sin t ]

xh = e

34

Modal Analysis & Controls Laboratory

Using

xh = ce

xh

sin ( t + )

t

= ce 2 m

2

m

4mk c 2

t +

sin

2m

35

Modal Analysis & Controls Laboratory

Now if we divide through by m, then

f

2

(homogeneous)

&x& + 2n x& + n x = = 0

m

where

c

c

=

= damping ratio =

c c 2 km

n = natural frequency =

x=e

n t

where

k

m

sin (d t + )

d = n 1 2

36

Modal Analysis & Controls Laboratory

For small --- n d

n is independent of damping

If c = 0, then n d

Solution response is always of the form of a

damped exponentially decaying sinusoidal form

Free Response - Damped Exponential Decay

2

1.5

Magnitude

1.

2.

3.

4.

0.5

0

0

0.5

1.5

2.5

-0.5

-1

-1.5

Tim e (sec)

37

Modal Analysis & Controls Laboratory

c 2 > 4 mk

c

c 2 4mk

=

2m

2m

( > 1)

x = c1e t + c 2e t

1

Recall

Then

x = c3 sinh 1t + c 4 cosh 2 t

Solution of this type will always be of the form

of a lag in the system.

22.451 Dynamic Systems Mathematical Topics

38

Modal Analysis & Controls Laboratory

Response will have an exponential envelope but

will not have oscillatory motion about steady-state.

Damping > 1

0.1

0.09

0.08

Amplitude

0.07

0.06

0.05

0.04

0.03

0.02

0.01

0

0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

Time (sec)

39

Modal Analysis & Controls Laboratory

c 2 = 4mk

c

1 = 1 =

2m

= 1)

x = c1e t + c 2 te t

1

lag to the system, but this system will return to

steady state faster than any other damping

without overshoot.

This is the break point between structural

dynamics and controls problems.

22.451 Dynamic Systems Mathematical Topics

40

Modal Analysis & Controls Laboratory

< 1

= 1

> 1

22.451 Dynamic Systems Mathematical Topics

41

Modal Analysis & Controls Laboratory

S-plane Representation

X Conjugate

Poles

Repeated

Roots

= 1

Real Roots

> 1

< 1

1 = n + jd

1, 2 = n

1* = n jd

42

Modal Analysis & Controls Laboratory

S-PLANE PLOTS

FOR IMPULSE

RESPONSE

OF A SINGLE

DEGREE OF

FREEDOM

MECHANICAL

SYSTEM

FRF

TIME

FRF

FRF

TIME

TIME

= 0.1

=0

= 0.3

FRF

TIME

= 0.7

= 1.0

TIME

> 1.0

TIME

STABLE

43

UNSTABLE

Modal Analysis & Controls Laboratory

Example 1.12

22.451 Dynamic Systems Mathematical Topics

44

Modal Analysis & Controls Laboratory

22.451 Dynamic Systems Mathematical Topics

45

Modal Analysis & Controls Laboratory

Example 1.13

22.451 Dynamic Systems Mathematical Topics

46

Modal Analysis & Controls Laboratory

Example 1.14

22.451 Dynamic Systems Mathematical Topics

47

Modal Analysis & Controls Laboratory

Example 1.16

22.451 Dynamic Systems Mathematical Topics

48

Modal Analysis & Controls Laboratory

22.451 Dynamic Systems Mathematical Topics

49

Modal Analysis & Controls Laboratory

Example 1.17

22.451 Dynamic Systems Mathematical Topics

50

Modal Analysis & Controls Laboratory

22.451 Dynamic Systems Mathematical Topics

51

Modal Analysis & Controls Laboratory

Example 1.18

22.451 Dynamic Systems Mathematical Topics

52

Modal Analysis & Controls Laboratory

22.451 Dynamic Systems Mathematical Topics

53

Modal Analysis & Controls Laboratory

Example 1.19

22.451 Dynamic Systems Mathematical Topics

54

Modal Analysis & Controls Laboratory

22.451 Dynamic Systems Mathematical Topics

55

Modal Analysis & Controls Laboratory

Matlabs dsolve command is a common alternative

to solving complicated differential equations by

hand.

Example 1.17 will be solved again using Matlab

56

Modal Analysis & Controls Laboratory

The same solution can be obtained with Matlab

and compared to the solution from Example 1.17.

5 t

1 4t

2t

x (t ) =

e

e

+ e

3

3

57

Modal Analysis & Controls Laboratory

Laplace Transform

Differential

Equations with force

or I.C. in time

domain

Laplace

Transform

using I.C.

Algebraic Equation

in

Laplace domain

Alternative:

Convolution Integral

(very difficult)

Closed-Form Solution

Inverse

Laplace

or

Numerical Solution

Time domain x(t)

good form

Frequency domain X(s)

58

Modal Analysis & Controls Laboratory

G ( s ) = L {g (t )} = e st g (t ) dt

Derivatives

L{g& (t )} = s G ( s ) g (0)

59

Modal Analysis & Controls Laboratory

Function f(t)

Laplace Transform

s

s

1

s2

Unit Step

Unit Ramp

1

s

Unit Pulse

Unit Impulse (Dirac

delta function)

Unit Sinusoid

1

SIN

COS

Exponential

22.451 Dynamic Systems Mathematical Topics

s2 + 2

s

s2 + 2

1

s+a

60

Modal Analysis & Controls Laboratory

Laplace Transform

Unit Step

L{u s (t )} = u s ( s ) = u s (t ) e st dt

0

u s st

us

= e |0 = 0 =

s

s

Unit Ramp

us

s

L{u s (t )} = ur ( s ) = t e st dt

0

e st e st

e st 1

|0

dt =

|0 = 2

=t

2

0

s

s

s

s

Inverse Laplace

suitable form to apply L -1.

22.451 Dynamic Systems Mathematical Topics

61

Modal Analysis & Controls Laboratory

Convolution Integral

If G(s) and H(s) have known inverses g(t) and h(t),

convolution integral.

L1 {F ( s )} = L1{G ( s ) H ( s )} = ( g h)(t )

t

= h( ) g (t )dt = (h g )(t )

0

0

62

Modal Analysis & Controls Laboratory

The Equation

1

x& + x = ( t )

x0 = 0

Laplace

1

s X(s) + X(s) = 1

1

(s + ) X(s) = 1 look up inverse laplace

1

t

X(s) =

x

(

t

)

=

e

1

s+

63

Modal Analysis & Controls Laboratory

The basic first order ODE can be expressed in

and can be recast as As& = 1 Bs

This can be stated as follows:

value is equal to 1 minus B times the integral of s&

Normalize the equation so the coefficient on s&=1,

1 B

s& = s

A A

22.451 Dynamic Systems Mathematical Topics

64

Modal Analysis & Controls Laboratory

s&

+

Step

= 1/A

integrate

1

Normalize

to A coef

1

s

SCOPE

Multiply by

B/A

65

Modal Analysis & Controls Laboratory

Simulink

File New Model (workspace appears)

worksheet

Unit Step (from Sources) change amplitude

Sum (from Math) need + and

Gain (from Math) change gain value

Integrator (from Continuous)

Scope (from Sinks)

GAIN block can be rotated by format.

T branch mouse online/CTRL and right mouse

button to extend line.

22.451 Dynamic Systems Mathematical Topics

66

Modal Analysis & Controls Laboratory

67

Modal Analysis & Controls Laboratory

68

Modal Analysis & Controls Laboratory

Then,

with

x&0 = 0 and x 0 = 0

2

(s + 2 n s + n ) X (s) = 1

X(s) =

1

s 2 + 2 n s + n 2

69

Modal Analysis & Controls Laboratory

Note that (assume <1)

s 2 + 2 n s + n 2 = (s + n ) 2 ( n 2 ) + n 2

= (s + n ) 2 + n 2 (1 2 )

= (s + ) 2 + d 2

So that

X(s) =

1

(s + ) 2 + d 2

70

Modal Analysis & Controls Laboratory

The inverse Laplace

1

d

x(t ) = L

2

2

d ( s + ) + d

1

=

=

d

1

e t sin d t

e t sin d t

solution) exists.

22.451 Dynamic Systems Mathematical Topics

71

Modal Analysis & Controls Laboratory

For unit step f ( t ) = u ( t ),

x 0 = 0, x& 0 = 0

&x& + 2 n x& + n 2 x = u ( t )

with x& 0 = 0, x 0 = 0

Laplace with IC=0 gives

1

(s + 2 n s + n ) x (s) =

s

1

1

X(s) =

s s 2 + 2 n s + n 2

2

72

Modal Analysis & Controls Laboratory

Again assume <1 - then

1

X(s) = 2

n

s + 2 n

2

2

s s + 2 n s + n

1 1

s + 2 n

X (t ) = L 2 2

2

n s s + 2 n s + n

1

1

n t

X (t ) = 2 1 e

sin d t

cos d t +

2

n

1

73

Modal Analysis & Controls Laboratory

Example 1.40

22.451 Dynamic Systems Mathematical Topics

74

Modal Analysis & Controls Laboratory

22.451 Dynamic Systems Mathematical Topics

75

Modal Analysis & Controls Laboratory

&x& + 2 n x& + n 2 x = f ( t )

Laplace

L ( x& ) = sx( s ) x(0)

L ( x) = X ( s )

L F (t ) = F ( s )

s 2 x(s) sx(0) x& (0) + 2n [sx(s) x(0)] + n x(s) = F(s)

2

76

Modal Analysis & Controls Laboratory

(s 2 + 2 n s + n 2 ) x (s)

Applied Force and

Initial Conditions

F(s)

(s + 2 n )x(0) + x& (0)

+

x(s) = 2

2

2

2

s + 2 n s + n

s + 2 n s + n

If initial conditions are zero, then the system

transfer function is

aka

output

input

x (s)

1

= H (s) = 2

2

F(s)

s + 2 n s + n

ms + cs + k

22.451 Dynamic Systems Mathematical Topics

77

Modal Analysis & Controls Laboratory

OR

22.451 Dynamic Systems Mathematical Topics

78

Modal Analysis & Controls Laboratory

In alternate form (using the Transfer Function

Block)

79

Modal Analysis & Controls Laboratory

General Equation is

1

&x& = [F( t ) kx cx& ]

m

m&x& + cx& + kx = F( t )

This example is

80

Modal Analysis & Controls Laboratory

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